This markdown document reproduces the research “Ensemble learning of the spatiotemporal structure of urban traffic flows”, submitted to EURO Working Group on Transportation Meeting, EWGT 2019

Configuration

# Downloaded data folder
dir.create(file.path(getwd(),"data"), showWarnings = FALSE)

data.folder.downloaded <- file.path(getwd(),"data","downloaded")
dir.create(data.folder.downloaded, showWarnings = FALSE)
data.folder.tmp <- file.path(getwd(),"data","tmp")
dir.create(data.folder.tmp, showWarnings = FALSE)


# Transformed data folder
data.folder.prepared <- file.path(getwd(),"data","prepared")
dir.create(data.folder.prepared, showWarnings = FALSE)

# Local config folder
config.folder <- file.path(getwd(),"data","config")
dir.create(config.folder, showWarnings = FALSE)

### Configure remote settings
download.website <- "http://www.d.umn.edu/tdrl/traffic/"

# Setup the first date for downloading
download.start.date <- as.Date("20170101", format="%Y%m%d")

# Setup number of days for downloading
download.days <- 7*52

# Define remote file names
download.files <- paste0(format(seq(download.start.date, by = "day", length.out = download.days),
                                format="%Y%m%d", tz = "UTC"),".traffic")

# Setup detector network config url
config.filename <- "metro_config.xml"
config.filename.gz <- paste0(config.filename,".gz")
config.url<-paste0("http://data.dot.state.mn.us/iris_xml/",config.filename.gz)
config.file.gz <- file.path(config.folder, config.filename.gz)
config.file <- file.path(config.folder, config.filename)

# Define local file names
config.rds <- file.path(data.folder.prepared, "config.rds")
data.rds.file <- "working-raw.rds"
block.size <- 7 # save 1 week per block

impute.limit <- 0.2

Load necessary libraries

memory.limit(size=1024*128)
[1] 131072
library(needs)
Warning: package 'needs' was built under R version 3.4.4
needs(tidyverse)
needs(reshape2)
needs(ggplot2)
needs(geosphere)
needs(igraph)
needs(Metrics)
needs(imputeTS)
needs(e1071)
needs(MTS)
needs(forecast)
needs(doParallel)

source(file.path("R","prepare_data_functions.R"))
source(file.path("R","cv_functions.R"))
source(file.path("R","cv_utils.R"))
source(file.path("R","models.R"))
sample.rds <- file.path(data.folder.prepared,"EWGT2019.rds")
# Set up temporal aggregation
ta <- 1 #minutes

if (!file.exists(sample.rds)){
  print("Preparing sample")
  
  # Read road network configuration
  config.tibble <- readRDS(config.rds)
  config.nodes <- CombineToNodes(config.tibble)
  
  # Calculate shortest distance between every pair of nodes
  shortest.distances<-CalculateShortestDistances(config.nodes)
  
  # Weeks to be include into the research sample
  weeks <- 1:40 #first 40 weeks of 2017; 30 for historical pattern learning, 10 - for model validation
  
  
  # Research area is all nodes within 6 minutes of travel from an arbitrary selected central node (S567)
  central.node<-config.nodes%>% filter(node_station_id=="S567")%>%select(node_name)%>%first%>%unlist
  max.distance.time<-6
  res<- GetNetwork(central.node,shortest.distances,max.distance.time)
  
  # Use traffic volume as the only characteristic of interest
  series<-paste0(names(res),".volume")
  
  
  # Read traffic data for selected nodes week by week
  dat <- tibble()
  for (b in weeks){
    block.file <-file.path(data.folder.prepared, paste0(sprintf("%02d",b),"-",data.rds.file))
    block <- readRDS(block.file)
    cols <- intersect(colnames(block),series)
    block <- block%>%select(datetime,cols)
    dat<-bind_rows(dat,block)
  }
  
  
  # Aggregate data
  dat <- dat%>%AggregateData(ta*2)
  series<-colnames(dat%>%select(-datetime))
  dat <- dat%>%mutate(dow=weekdays(datetime))%>%mutate(dow_time=paste(dow,format(datetime, "%H:%M")))
  
  # Prepare first 30 weeks for historical pattern learning
  nhist <- 30*7*24*60/ta
  historical.until <- dat[nhist,]$datetime
  dat.historical <- dat%>%
    filter(datetime<=historical.until)
  #DropOrImpute(imputeLimit=impute.limit)
  #series<-colnames(dat.historical%>%select(-datetime))
  
  # Estimate periodical component and outlier bounds using robust statistics (median and iqr)
  outlier.alpha <- 0.05
  dat.historical <- dat.historical%>%gather(series,key='node', value='value')%>%
    group_by(node, dow_time) %>% summarise(s_m=median(value,na.rm = T),
              s_lb=quantile(value, 0.25, na.rm = T) - (0.15/outlier.alpha)*iqr(value, na.rm = T),
              s_ub=quantile(value, 0.75, na.rm = T) + (0.15/outlier.alpha)*iqr(value, na.rm = T))
  
  #series<-dat.historical%>%select(node)%>%pull
  
  #summary(dat.historical%>%select(dow_time,node,s_m)%>%spread(key = node, value = s_m))
  #ggplot(dat.historical, aes(x = dow_time, y = s_m, col=node, group=node)) + geom_line()+facet_wrap( ~ node)
  
  # Use weeks 31-40 for modelling
  # Clean-up (drop missing nodes where number of missed values is higher than impute.limit and impute other missed values)
  dat.training <- dat%>%filter(datetime>historical.until)%>%
    DropOrImpute(imputeLimit=impute.limit)
  
  
  # Exclude nodes with small variation in traffic volumes (errorneous, closed roads, etc.)
  series <- colnames(dat.training%>%select(-datetime, -dow, -dow_time))
  dat.training <- dat.training%>%gather(series,key='node', value='value')
  series<-dat.training%>%group_by(node)%>%summarise(sd=sd(value))%>%filter(sd>0.1)%>%select(node)%>%pull
  
  dat.training <- dat.training%>%filter(node %in% series) %>% left_join(dat.historical, by=c("node"="node", "dow_time"="dow_time"))
  
  print(paste("Upper outliers", dat.training%>%filter(value>s_ub, s_ub>0)%>%nrow))
  print(paste("Lower outliers", dat.training%>%filter(value<s_lb)%>%nrow))
  
  dat.training <- dat.training%>%
    mutate(prepared=(ifelse(value<s_lb,s_lb,ifelse(value>s_ub, s_ub,value))-s_m))%>%
    select(datetime,node,prepared)
  
  # Exclude nodes without variance in traffic
  series <- dat.training%>%group_by(node)%>%summarise(sd=sd(prepared))%>%
    filter(sd>0.1)%>%select(node)%>%pull
  
  # Exclude nodes with more than 4 hours without traffic
  series <- dat.training%>%filter(node %in% series)%>%group_by(node)%>%summarise(m=MaxRle(prepared,0))%>%
    filter(m<240)%>%select(node)%>%pull
  
  dat.training <-dat.training%>%filter(node %in% series)
  res<-gsub(paste0(".volume"),"",series)
  
  #ggplot(dat.training, aes(x = prepared, col=node, group=node)) + geom_histogram()+facet_wrap( ~ node)
  #ggplot(dat.training, aes(x = datetime, y = prepared, col=node, group=node)) + geom_line()+facet_wrap( ~ node)
  
  mysample <-list(data=dat.training%>%spread(key = node, value = prepared),
                  shortest.distances=shortest.distances[res,res])
  
  saveRDS(mysample,sample.rds)
}else{
  print("Sample exists - using saved")
  mysample <- readRDS(sample.rds)
}
[1] "Preparing sample"
Warning: package 'bindrcpp' was built under R version 3.4.4
[1] "Upper outliers 80777"
[1] "Lower outliers 117985"
series <- colnames(mysample$data)[-1]
print(paste("Number of series", length(series)))
[1] "Number of series 98"
trainingMinutes <- seq(480,480, by=120)
validationSize <- 7*24*60/ta
validationEnd <- nrow(mysample$data)
validationStart <- validationEnd - validationSize
forecastEvery<-30
forecastingSteps<-3 #12/ta

# lagMatrix <- round(mysample$shortest.distances / ta)
# lagMatrix[is.infinite(lagMatrix)]<-0
# rownames(lagMatrix)<-paste0(rownames(lagMatrix),".volume")
# colnames(lagMatrix)<-paste0(colnames(lagMatrix),".volume")
# lagMatrix<-lagMatrix[as.vector(series),as.vector(series)]


trainingSize <- trainingMinutes[1]/ta
dat.restricted<-mysample$data[(validationStart-trainingSize+1):validationEnd,]
base_params<-list(data=dat.restricted,
                    seriesNames=series,
                    forecastingSteps=forecastingSteps,
                    forecastEvery=forecastEvery)

  params<-c(base_params,list(trainingWindowSize=trainingSize))

#   dat.restricted%>%gather(series,key = "node", value = "value")%>%group_by(node)%>%arrange(datetime)%>%summarise(cou=max_rle(value,0))%>%print(n=111)
#   
#   max_rle(dat.restricted%>%select(rnd_89115.volume)%>%pull,0)
#   
#   
#   %>%filter(sd>0.1)%>%select(node)%>%pull)
#   
# ggplot(dat.restricted%>%gather(series,key = "node", value = "value")%>%filter(node=="rnd_95335.volume"), aes(x = datetime, y = value, col=node, group=node))+ geom_line()


 results<-tibble()
# 
   #res1<-do.call(movingWindow,c(params,list(xModel=xModel.naive)), envir=environment())
   #results<-add_results(results,res1,"naive",trainingSize,ta,forecastingSteps)

   
   
  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.naive)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 7"
[1] "Forecasting completed"
  results<-bind_rows(results,res)

  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.zero)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 7"
[1] "Forecasting completed"
  results<-bind_rows(results,res)
  
  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.mean)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 7"
[1] "Forecasting completed"
  results<-bind_rows(results,res)
  
  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.ma)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 7"
[1] "Forecasting completed"
  results<-bind_rows(results,res)
  
  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.autoarima)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 7"
[1] "Auto ARIMA; training sample:  2017-09-30 16:01:00 - 2017-10-01 00:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 16:31:00 - 2017-10-01 00:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 17:01:00 - 2017-10-01 01:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 17:31:00 - 2017-10-01 01:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 18:01:00 - 2017-10-01 02:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 18:31:00 - 2017-10-01 02:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 19:01:00 - 2017-10-01 03:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 19:31:00 - 2017-10-01 03:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 20:01:00 - 2017-10-01 04:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 20:31:00 - 2017-10-01 04:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 21:01:00 - 2017-10-01 05:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 21:31:00 - 2017-10-01 05:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 22:01:00 - 2017-10-01 06:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 22:31:00 - 2017-10-01 06:30:00"
[1] "Auto ARIMA; training sample:  2017-09-30 23:01:00 - 2017-10-01 07:00:00"
[1] "Auto ARIMA; training sample:  2017-09-30 23:31:00 - 2017-10-01 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 00:01:00 - 2017-10-01 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 00:31:00 - 2017-10-01 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 01:01:00 - 2017-10-01 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 01:31:00 - 2017-10-01 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 02:01:00 - 2017-10-01 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 02:31:00 - 2017-10-01 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 03:01:00 - 2017-10-01 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 03:31:00 - 2017-10-01 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 04:01:00 - 2017-10-01 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 04:31:00 - 2017-10-01 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 05:01:00 - 2017-10-01 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 05:31:00 - 2017-10-01 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 06:01:00 - 2017-10-01 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 06:31:00 - 2017-10-01 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 07:01:00 - 2017-10-01 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 07:31:00 - 2017-10-01 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 08:01:00 - 2017-10-01 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 08:31:00 - 2017-10-01 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 09:01:00 - 2017-10-01 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 09:31:00 - 2017-10-01 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 10:01:00 - 2017-10-01 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 10:31:00 - 2017-10-01 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 11:01:00 - 2017-10-01 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 11:31:00 - 2017-10-01 19:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 12:01:00 - 2017-10-01 20:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 12:31:00 - 2017-10-01 20:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 13:01:00 - 2017-10-01 21:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 13:31:00 - 2017-10-01 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 14:01:00 - 2017-10-01 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 14:31:00 - 2017-10-01 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 15:01:00 - 2017-10-01 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 15:31:00 - 2017-10-01 23:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 16:01:00 - 2017-10-02 00:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 16:31:00 - 2017-10-02 00:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 17:01:00 - 2017-10-02 01:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 17:31:00 - 2017-10-02 01:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 18:01:00 - 2017-10-02 02:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 18:31:00 - 2017-10-02 02:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 19:01:00 - 2017-10-02 03:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 19:31:00 - 2017-10-02 03:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 20:01:00 - 2017-10-02 04:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 20:31:00 - 2017-10-02 04:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 21:01:00 - 2017-10-02 05:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 21:31:00 - 2017-10-02 05:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 22:01:00 - 2017-10-02 06:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 22:31:00 - 2017-10-02 06:30:00"
[1] "Auto ARIMA; training sample:  2017-10-01 23:01:00 - 2017-10-02 07:00:00"
[1] "Auto ARIMA; training sample:  2017-10-01 23:31:00 - 2017-10-02 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 00:01:00 - 2017-10-02 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 00:31:00 - 2017-10-02 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 01:01:00 - 2017-10-02 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 01:31:00 - 2017-10-02 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 02:01:00 - 2017-10-02 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 02:31:00 - 2017-10-02 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 03:01:00 - 2017-10-02 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 03:31:00 - 2017-10-02 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 04:01:00 - 2017-10-02 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 04:31:00 - 2017-10-02 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 05:01:00 - 2017-10-02 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 05:31:00 - 2017-10-02 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 06:01:00 - 2017-10-02 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 06:31:00 - 2017-10-02 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 07:01:00 - 2017-10-02 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 07:31:00 - 2017-10-02 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 08:01:00 - 2017-10-02 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 08:31:00 - 2017-10-02 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 09:01:00 - 2017-10-02 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 09:31:00 - 2017-10-02 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 10:01:00 - 2017-10-02 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 10:31:00 - 2017-10-02 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 11:01:00 - 2017-10-02 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 11:31:00 - 2017-10-02 19:30:00"
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[1] "Auto ARIMA; training sample:  2017-10-02 12:31:00 - 2017-10-02 20:30:00"
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[1] "Auto ARIMA; training sample:  2017-10-02 13:31:00 - 2017-10-02 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 14:01:00 - 2017-10-02 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 14:31:00 - 2017-10-02 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 15:01:00 - 2017-10-02 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 15:31:00 - 2017-10-02 23:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 16:01:00 - 2017-10-03 00:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 16:31:00 - 2017-10-03 00:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 17:01:00 - 2017-10-03 01:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 17:31:00 - 2017-10-03 01:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 18:01:00 - 2017-10-03 02:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 18:31:00 - 2017-10-03 02:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 19:01:00 - 2017-10-03 03:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 19:31:00 - 2017-10-03 03:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 20:01:00 - 2017-10-03 04:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 20:31:00 - 2017-10-03 04:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 21:01:00 - 2017-10-03 05:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 21:31:00 - 2017-10-03 05:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 22:01:00 - 2017-10-03 06:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 22:31:00 - 2017-10-03 06:30:00"
[1] "Auto ARIMA; training sample:  2017-10-02 23:01:00 - 2017-10-03 07:00:00"
[1] "Auto ARIMA; training sample:  2017-10-02 23:31:00 - 2017-10-03 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 00:01:00 - 2017-10-03 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 00:31:00 - 2017-10-03 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 01:01:00 - 2017-10-03 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 01:31:00 - 2017-10-03 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 02:01:00 - 2017-10-03 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 02:31:00 - 2017-10-03 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 03:01:00 - 2017-10-03 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 03:31:00 - 2017-10-03 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 04:01:00 - 2017-10-03 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 04:31:00 - 2017-10-03 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 05:01:00 - 2017-10-03 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 05:31:00 - 2017-10-03 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 06:01:00 - 2017-10-03 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 06:31:00 - 2017-10-03 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 07:01:00 - 2017-10-03 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 07:31:00 - 2017-10-03 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 08:01:00 - 2017-10-03 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 08:31:00 - 2017-10-03 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 09:01:00 - 2017-10-03 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 09:31:00 - 2017-10-03 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 10:01:00 - 2017-10-03 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 10:31:00 - 2017-10-03 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 11:01:00 - 2017-10-03 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 11:31:00 - 2017-10-03 19:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 12:01:00 - 2017-10-03 20:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 12:31:00 - 2017-10-03 20:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 13:01:00 - 2017-10-03 21:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 13:31:00 - 2017-10-03 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 14:01:00 - 2017-10-03 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 14:31:00 - 2017-10-03 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 15:01:00 - 2017-10-03 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 15:31:00 - 2017-10-03 23:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 16:01:00 - 2017-10-04 00:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 16:31:00 - 2017-10-04 00:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 17:01:00 - 2017-10-04 01:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 17:31:00 - 2017-10-04 01:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 18:01:00 - 2017-10-04 02:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 18:31:00 - 2017-10-04 02:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 19:01:00 - 2017-10-04 03:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 19:31:00 - 2017-10-04 03:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 20:01:00 - 2017-10-04 04:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 20:31:00 - 2017-10-04 04:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 21:01:00 - 2017-10-04 05:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 21:31:00 - 2017-10-04 05:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 22:01:00 - 2017-10-04 06:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 22:31:00 - 2017-10-04 06:30:00"
[1] "Auto ARIMA; training sample:  2017-10-03 23:01:00 - 2017-10-04 07:00:00"
[1] "Auto ARIMA; training sample:  2017-10-03 23:31:00 - 2017-10-04 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 00:01:00 - 2017-10-04 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 00:31:00 - 2017-10-04 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 01:01:00 - 2017-10-04 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 01:31:00 - 2017-10-04 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 02:01:00 - 2017-10-04 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 02:31:00 - 2017-10-04 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 03:01:00 - 2017-10-04 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 03:31:00 - 2017-10-04 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 04:01:00 - 2017-10-04 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 04:31:00 - 2017-10-04 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 05:01:00 - 2017-10-04 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 05:31:00 - 2017-10-04 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 06:01:00 - 2017-10-04 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 06:31:00 - 2017-10-04 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 07:01:00 - 2017-10-04 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 07:31:00 - 2017-10-04 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 08:01:00 - 2017-10-04 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 08:31:00 - 2017-10-04 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 09:01:00 - 2017-10-04 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 09:31:00 - 2017-10-04 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 10:01:00 - 2017-10-04 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 10:31:00 - 2017-10-04 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 11:01:00 - 2017-10-04 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 11:31:00 - 2017-10-04 19:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 12:01:00 - 2017-10-04 20:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 12:31:00 - 2017-10-04 20:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 13:01:00 - 2017-10-04 21:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 13:31:00 - 2017-10-04 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 14:01:00 - 2017-10-04 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 14:31:00 - 2017-10-04 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 15:01:00 - 2017-10-04 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 15:31:00 - 2017-10-04 23:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 16:01:00 - 2017-10-05 00:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 16:31:00 - 2017-10-05 00:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 17:01:00 - 2017-10-05 01:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 17:31:00 - 2017-10-05 01:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 18:01:00 - 2017-10-05 02:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 18:31:00 - 2017-10-05 02:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 19:01:00 - 2017-10-05 03:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 19:31:00 - 2017-10-05 03:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 20:01:00 - 2017-10-05 04:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 20:31:00 - 2017-10-05 04:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 21:01:00 - 2017-10-05 05:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 21:31:00 - 2017-10-05 05:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 22:01:00 - 2017-10-05 06:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 22:31:00 - 2017-10-05 06:30:00"
[1] "Auto ARIMA; training sample:  2017-10-04 23:01:00 - 2017-10-05 07:00:00"
[1] "Auto ARIMA; training sample:  2017-10-04 23:31:00 - 2017-10-05 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 00:01:00 - 2017-10-05 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 00:31:00 - 2017-10-05 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 01:01:00 - 2017-10-05 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 01:31:00 - 2017-10-05 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 02:01:00 - 2017-10-05 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 02:31:00 - 2017-10-05 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 03:01:00 - 2017-10-05 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 03:31:00 - 2017-10-05 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 04:01:00 - 2017-10-05 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 04:31:00 - 2017-10-05 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 05:01:00 - 2017-10-05 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 05:31:00 - 2017-10-05 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 06:01:00 - 2017-10-05 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 06:31:00 - 2017-10-05 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 07:01:00 - 2017-10-05 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 07:31:00 - 2017-10-05 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 08:01:00 - 2017-10-05 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 08:31:00 - 2017-10-05 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 09:01:00 - 2017-10-05 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 09:31:00 - 2017-10-05 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 10:01:00 - 2017-10-05 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 10:31:00 - 2017-10-05 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 11:01:00 - 2017-10-05 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 11:31:00 - 2017-10-05 19:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 12:01:00 - 2017-10-05 20:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 12:31:00 - 2017-10-05 20:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 13:01:00 - 2017-10-05 21:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 13:31:00 - 2017-10-05 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 14:01:00 - 2017-10-05 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 14:31:00 - 2017-10-05 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 15:01:00 - 2017-10-05 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 15:31:00 - 2017-10-05 23:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 16:01:00 - 2017-10-06 00:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 16:31:00 - 2017-10-06 00:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 17:01:00 - 2017-10-06 01:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 17:31:00 - 2017-10-06 01:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 18:01:00 - 2017-10-06 02:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 18:31:00 - 2017-10-06 02:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 19:01:00 - 2017-10-06 03:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 19:31:00 - 2017-10-06 03:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 20:01:00 - 2017-10-06 04:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 20:31:00 - 2017-10-06 04:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 21:01:00 - 2017-10-06 05:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 21:31:00 - 2017-10-06 05:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 22:01:00 - 2017-10-06 06:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 22:31:00 - 2017-10-06 06:30:00"
[1] "Auto ARIMA; training sample:  2017-10-05 23:01:00 - 2017-10-06 07:00:00"
[1] "Auto ARIMA; training sample:  2017-10-05 23:31:00 - 2017-10-06 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 00:01:00 - 2017-10-06 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 00:31:00 - 2017-10-06 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 01:01:00 - 2017-10-06 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 01:31:00 - 2017-10-06 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 02:01:00 - 2017-10-06 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 02:31:00 - 2017-10-06 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 03:01:00 - 2017-10-06 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 03:31:00 - 2017-10-06 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 04:01:00 - 2017-10-06 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 04:31:00 - 2017-10-06 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 05:01:00 - 2017-10-06 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 05:31:00 - 2017-10-06 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 06:01:00 - 2017-10-06 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 06:31:00 - 2017-10-06 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 07:01:00 - 2017-10-06 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 07:31:00 - 2017-10-06 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 08:01:00 - 2017-10-06 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 08:31:00 - 2017-10-06 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 09:01:00 - 2017-10-06 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 09:31:00 - 2017-10-06 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 10:01:00 - 2017-10-06 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 10:31:00 - 2017-10-06 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 11:01:00 - 2017-10-06 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 11:31:00 - 2017-10-06 19:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 12:01:00 - 2017-10-06 20:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 12:31:00 - 2017-10-06 20:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 13:01:00 - 2017-10-06 21:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 13:31:00 - 2017-10-06 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 14:01:00 - 2017-10-06 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 14:31:00 - 2017-10-06 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 15:01:00 - 2017-10-06 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 15:31:00 - 2017-10-06 23:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 16:01:00 - 2017-10-07 00:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 16:31:00 - 2017-10-07 00:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 17:01:00 - 2017-10-07 01:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 17:31:00 - 2017-10-07 01:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 18:01:00 - 2017-10-07 02:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 18:31:00 - 2017-10-07 02:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 19:01:00 - 2017-10-07 03:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 19:31:00 - 2017-10-07 03:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 20:01:00 - 2017-10-07 04:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 20:31:00 - 2017-10-07 04:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 21:01:00 - 2017-10-07 05:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 21:31:00 - 2017-10-07 05:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 22:01:00 - 2017-10-07 06:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 22:31:00 - 2017-10-07 06:30:00"
[1] "Auto ARIMA; training sample:  2017-10-06 23:01:00 - 2017-10-07 07:00:00"
[1] "Auto ARIMA; training sample:  2017-10-06 23:31:00 - 2017-10-07 07:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 00:01:00 - 2017-10-07 08:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 00:31:00 - 2017-10-07 08:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 01:01:00 - 2017-10-07 09:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 01:31:00 - 2017-10-07 09:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 02:01:00 - 2017-10-07 10:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 02:31:00 - 2017-10-07 10:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 03:01:00 - 2017-10-07 11:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 03:31:00 - 2017-10-07 11:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 04:01:00 - 2017-10-07 12:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 04:31:00 - 2017-10-07 12:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 05:01:00 - 2017-10-07 13:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 05:31:00 - 2017-10-07 13:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 06:01:00 - 2017-10-07 14:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 06:31:00 - 2017-10-07 14:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 07:01:00 - 2017-10-07 15:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 07:31:00 - 2017-10-07 15:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 08:01:00 - 2017-10-07 16:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 08:31:00 - 2017-10-07 16:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 09:01:00 - 2017-10-07 17:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 09:31:00 - 2017-10-07 17:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 10:01:00 - 2017-10-07 18:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 10:31:00 - 2017-10-07 18:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 11:01:00 - 2017-10-07 19:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 11:31:00 - 2017-10-07 19:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 12:01:00 - 2017-10-07 20:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 12:31:00 - 2017-10-07 20:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 13:01:00 - 2017-10-07 21:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 13:31:00 - 2017-10-07 21:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 14:01:00 - 2017-10-07 22:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 14:31:00 - 2017-10-07 22:30:00"
[1] "Auto ARIMA; training sample:  2017-10-07 15:01:00 - 2017-10-07 23:00:00"
[1] "Auto ARIMA; training sample:  2017-10-07 15:31:00 - 2017-10-07 23:30:00"
[1] "Forecasting completed"
  results<-bind_rows(results,res)
  
  
  
  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.star,
                             lagMatrix=NULL,matrixMode="CCF",
                             control=list(ccfThreshold=0.3),
                             arLags=3,complete=F,include.mean=F, clusterNumber=1)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 1"

Attaching package: 'tseries'
The following object is masked from 'package:imputeTS':

    na.remove
[1] "SpVAR; CCF  training sample:  2017-09-30 16:01:00 - 2017-10-01 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8048         -0.0409         -27.05         -27.11
         -0.4583         -0.4988         -22.10         -26.19
         -0.3230         -0.1226         -26.22         -27.73
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -27.66         0.7282           0.8556        -0.010221
         -26.78         0.3281           1.2401        -0.107947
         -27.43         0.2310           1.0178         0.006623
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.2687         0.250752            2.878           -8.850
           0.4611         0.282026            2.770           -9.308
           0.1652         0.004304            3.138           -8.376
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.2897           -2.313           -2.014           1.2125
           0.9376           -2.674           -2.061           1.3386
           0.9438           -2.391           -2.521           0.5609
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.198           1.2405          -0.3805            2.503
           -1.248          -0.2041          -1.3511            3.157
           -2.633          -0.2506          -0.3171            3.347
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -28.00           -2.212           -60.14           -28.03
           -22.56           -2.330           -53.35           -25.27
           -26.33           -1.967           -54.37           -25.54
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.964           -29.18           -31.39           -5.683
           -2.109           -28.25           -29.86           -5.415
           -2.184           -26.45           -29.29           -5.740
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -26.79           -3.139           -24.60           -12.04
           -27.70           -2.980           -29.35           -12.12
           -27.76           -2.984           -28.28           -11.82
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.718           -26.05           -27.76           -28.08
           -7.010           -28.89           -25.88           -25.82
           -6.688           -27.51           -26.62           -26.65
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1192           2.9577          0.35279         -0.14305
          -0.8050          -0.3495         -0.02359          0.15436
          -0.6121           1.1244          0.14243         -0.03116
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.24228          0.04998           -16.41           -19.91
         -0.00977          0.05951           -15.50           -19.10
         -0.15718         -0.03097           -15.86           -18.31
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1535           -1.448           -13.66           0.5286
          -1.4326           -1.675           -13.27          -0.5531
          -1.2204           -1.284           -12.94          -0.2007
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.308           -1.593           -7.157          0.06226
            4.793           -2.000           -6.606          0.71731
            2.234           -2.091           -7.230          0.31930
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9373           -6.339          -0.5777           -2.145
          -0.6206           -6.365          -3.7263           -4.614
          -0.8085           -6.527          -3.4390           -4.830
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.909        -0.315818          0.04524           -5.141
           -1.575         0.009026          0.00523            1.233
           -4.142        -0.028785         -0.01917           -3.412
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
                0           -3.251           0.7974         -2.50096
                0           -1.078           0.6572         -2.89395
                0           -1.919           0.4538          0.01541
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -2.3862        -0.020511           -2.121        -0.003646
          -1.8138         0.006938           -3.126        -0.113310
          -0.1815         0.067908           -2.514        -0.008413
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.237          -0.4188           0.4979           0.4919
           -3.608          -0.1651          -0.4805          -0.9440
           -3.457          -0.2613           1.7217          -0.5412
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8115           3.1744            9.572         -0.07382
          -1.2082          -0.3032           10.373          3.57348
          -0.4461          -0.4748           10.535          0.01964
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.751         0.005897            1.655         -0.24618
            7.135         0.077831            3.000         -0.14768
            4.849         0.005256            5.403         -0.07679
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.273           1.0768          -0.1740        -0.078688
            1.821           0.3423          -0.8089        -0.061134
            6.315           0.3303          -1.2061        -0.009556
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8102          0.04320           -2.128           -2.911
           0.8629         -0.40991           -2.383           -2.542
          -0.3145         -0.08848           -1.661           -1.576
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6259         -0.07702          -0.3147          -0.6725
          -0.2444         -0.31614          -0.1145          -0.1191
          -0.3400         -0.40372          -0.4105          -0.2072
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1262         -0.14415           -4.759          -1.2393
           1.4535         -0.23281           -4.943          -1.1027
           0.4449         -0.09772           -4.853          -0.9123
 rnd_95776.volume rnd_95787.volume
           -23.61           -27.87
           -26.17           -28.69
           -27.63           -27.37
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.368 4.099 10.56  9.805  9.721 1.973 3.022 6.141 7.569 6.073 5.123
[2,] 6.493 4.108 10.62 10.212 10.235 1.989 3.080 6.157 7.587 7.851 5.648
[3,] 6.861 4.147 10.77 10.738 10.358 2.063 3.184 6.204 7.770 7.895 6.053
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 4.331 4.217 4.718 6.287 5.718 7.325 6.993  9.647 10.45 15.28 6.311
[2,] 5.881 4.333 5.419 6.911 5.868 7.785 8.205 10.572 11.00 15.48 6.657
[3,] 5.967 4.562 5.706 7.414 5.934 8.431 8.643 10.903 12.10 15.65 6.884
     [,23] [,24]  [,25]  [,26] [,27] [,28]  [,29]  [,30] [,31] [,32] [,33]
[1,] 18.62 10.59 0.6902  9.968 10.51 1.506  9.738 0.7329  9.40 2.135 1.621
[2,] 21.43 10.90 0.7312 10.429 11.60 1.528 10.419 0.7714 10.31 2.280 1.696
[3,] 21.53 10.94 0.7884 11.158 12.14 1.641 10.886 0.8118 10.87 2.387 1.771
      [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.689  9.994  9.362 6.341 4.889 5.484 2.082 5.141 1.578 5.639 6.078
[2,]  9.961 10.733 10.216 6.438 5.664 5.490 2.082 5.141 1.578 5.877 6.728
[3,] 10.333 10.879 10.392 6.445 5.826 5.491 2.087 5.187 1.579 6.019 7.026
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 5.343 2.468 4.828 7.662 7.519 4.228 6.619 6.407 2.341 5.242 4.407
[2,] 5.685 2.622 5.006 7.669 7.547 4.282 7.789 6.564 2.393 6.739 5.548
[3,] 6.013 2.698 5.064 8.220 8.023 4.287 8.077 6.861 2.424 7.396 6.163
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.190 2.410 4.923 1.168 4.049 1.656 3.459 4.125 3.911 6.281 2.087
[2,] 5.042 4.716 4.942 1.169 4.364 1.696 3.500 4.167 4.996 7.406 2.090
[3,] 5.832 5.590 4.942 1.169 5.605 1.750 3.862 4.250 5.088 7.432 2.097
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 4.841 4.162 4.431 2.123 7.475 6.721 6.967 7.341 8.669  7.959 4.708
[2,] 6.329 4.162 6.049 2.161 7.606 6.832 6.982 8.263 9.090 10.020 7.673
[3,] 6.564 4.168 6.843 2.189 8.119 7.251 7.020 8.282 9.801 10.522 8.155
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.774 5.320 4.640 5.122 3.123 3.261 2.481 4.029 4.176 10.42 7.987
[2,] 1.777 6.972 4.685 6.286 3.155 3.403 2.499 5.619 4.196 10.75 8.152
[3,] 1.784 8.455 4.733 7.900 3.186 3.466 2.501 5.738 4.209 10.84 8.371
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.822 4.850 5.117 4.303 3.905 3.015 1.002 2.211 17.38  9.996
[2,] 4.186 5.136 5.383 5.483 4.153 3.015 1.040 2.247 22.00 10.527
[3,] 4.382 5.508 5.758 5.671 4.447 3.029 1.147 2.314 22.79 11.015
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    8.087   5.205   13.41   12.45   12.34   2.506   3.837   7.798
[2,] 1302.440 283.533 1185.76 2941.06 3298.39 261.554 612.938 459.416
[3,] 2285.945 583.645 1839.80 3419.66 1642.07 560.607 832.937 785.613
         [,9]    [,10]    [,11]  [,12]    [,13]    [,14]    [,15]    [,16]
[1,]    9.611    7.711    6.505    5.5    5.355    5.991    7.983    7.261
[2,]  536.323 5127.231 2450.844 4098.5 1022.717 2745.457 2956.766 1357.002
[3,] 1729.288  856.699 2242.457 1037.4 1470.022 1840.158 2766.136  913.082
        [,17]   [,18]   [,19]   [,20]  [,21]    [,22]    [,23]   [,24]
[1,]    9.302    8.88   12.25   13.27   19.4    8.014    23.64   13.44
[2,] 2714.415 4421.68 4455.28 3539.28 2566.9 2183.679 10939.76 2692.15
[3,] 3335.385 2798.61 2746.28 5185.09 2392.2 1802.569  2095.19  872.18
        [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.8764   12.66   13.35   1.912   12.37   0.9307   11.94   2.711
[2,] 248.7658 3159.68 5058.25 267.336 3818.57 247.8010 4358.82 824.567
[3,] 303.6130 4087.15 3684.76 615.813 3247.40 260.4537 3543.50 728.641
       [,33]  [,34]   [,35]   [,36]    [,37]    [,38]   [,39]   [,40]
[1,]   2.059   12.3   12.69   11.89    8.052    6.208   6.964   2.644
[2,] 514.250 2380.6 4032.01 4212.20 1149.536 2947.622 252.974   2.102
[3,] 522.633 2830.4 1834.77 1963.40  291.003 1405.529 100.092 153.581
       [,41]  [,42]   [,43]    [,44]    [,45]   [,46]    [,47]   [,48]
[1,]   6.528  2.004    7.16    7.719    6.785   3.133    6.131    9.73
[2,]  12.409 33.811 1704.41 2970.317 1999.010 912.227 1362.368  325.87
[3,] 709.504 48.249 1338.93 2085.766 2020.334 657.059  790.643 3047.50
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]   [,56]
[1,]    9.548   5.369    8.405    8.136   2.972    6.656    5.596    5.32
[2,]  665.725 702.623 4229.786 1470.956 512.370 4363.658 3473.207 2890.42
[3,] 2804.581 194.179 2201.732 2055.200 401.413 3139.527 2764.292 3018.00
       [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    3.06   6.251  1.484    5.141   2.102    4.393   5.237    4.967
[2,] 4176.61 450.762 31.011 1677.547 380.509  545.840 608.334 3202.821
[3,] 3090.91  28.855  5.809 3622.984 443.660 1682.786 864.793  990.077
        [,65]  [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    7.975   2.65    6.148   5.285    5.627   2.696    9.492    8.535
[2,] 4043.389 121.90 4200.044   4.283 4241.940 419.883 1449.068 1258.778
[3,]  634.913 172.90 1793.053 242.942 3297.460 353.997 2925.660 2502.616
       [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   8.847    9.322   11.01   10.11    5.979   2.252    6.755   5.892
[2,] 475.907 3907.791 2817.33 6272.05 6241.838 111.851 4643.507 667.155
[3,] 747.475  570.247 3775.57 3307.09 2845.648 159.176 4926.565 696.075
        [,81]   [,82]    [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    6.504   3.965    4.141   3.15    5.116   5.303   13.24   10.14
[2,] 3753.871 468.090 1003.210 310.33 4035.710 421.568 2714.94 1683.56
[3,] 4929.515 455.757  676.795 106.99 1197.315 347.302 1376.83 1960.21
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    4.854    6.159    6.498    5.464    4.959   3.829   1.273   2.808
[2,] 1757.335 1740.443 1720.961 3501.873 1456.712  11.613 284.233 408.843
[3,] 1335.796 2051.795 2105.392 1490.287 1637.566 296.278 498.687 570.341
        [,97]   [,98]
[1,]    22.06   12.69
[2,] 13898.12 3401.27
[3,]  6130.60 3339.16
[1] "--- VAR model 2017-09-30 16:01:00  completed"
[1] "Completed training sample:  2017-09-30 16:01:00 - 2017-10-01 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 16:31:00 - 2017-10-01 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.097        -0.29454         -22.88         -25.39
           1.801         0.20681         -25.03         -26.25
           1.039         0.09826         -23.76         -24.55
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.85        -0.2425          0.22902          -0.3012
         -24.51         0.2307          0.20821          -0.6957
         -24.75         0.4517         -0.09646          -0.4028
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.1642          -4.3554            1.967          -11.469
          -0.9729          -0.1049            2.041           -8.687
          -0.4306          -0.9986            1.092           -9.388
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3313           -4.585           -2.559            2.264
           0.8573           -5.212           -5.748            2.134
           1.0066           -4.677           -4.345            1.983
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.646           -5.139           -2.418            4.873
           -5.094           -4.506           -5.238            2.002
           -4.253           -4.489           -4.161            2.195
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -22.87           -1.569           -51.20           -21.67
           -24.14           -1.480           -50.34           -22.18
           -24.14           -1.251           -51.57           -23.58
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.205           -25.54           -27.34           -4.775
           -1.237           -24.94           -27.07           -4.871
           -1.483           -24.24           -25.96           -5.079
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -27.72           -2.267           -26.50           -10.09
           -26.68           -2.318           -25.50           -10.30
           -25.91           -2.390           -25.11           -10.56
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.347           -21.07           -24.69           -24.32
           -5.669           -23.00           -24.26           -24.46
           -5.544           -23.23           -24.60           -25.42
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2165           -3.154         -0.15870          0.08799
           0.7807           -3.413         -0.17074          0.03071
           0.5083           -2.629         -0.09806         -0.05558
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9256        -0.039985           -14.78           -16.41
           1.0518        -0.023043           -15.26           -16.26
           1.0544         0.004452           -15.34           -16.51
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.6255          -0.9520           -11.54           0.7712
          -0.1057          -0.3104           -11.22           2.5980
          -0.8920          -0.2449           -11.55           2.1040
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -2.9456           -1.867           -5.496            1.763
          -0.4090           -1.489           -8.905            2.377
          -0.3971           -1.599           -7.657            1.802
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2865           -7.427           -7.958          -10.264
          -0.7164           -6.816           -3.587           -5.334
          -0.5229           -8.071           -5.938           -6.544
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            -7.92         0.348563         0.041612           -6.767
            -8.21        -0.050907         0.044231           -8.879
            -3.64         0.001638         0.002183           -6.441
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2669           -5.487          -0.6927           -6.611
          -0.3096           -3.873          -0.4602           -4.498
          -0.3394           -5.368          -0.2145           -4.503
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.732         0.052832           -5.436          0.15427
           -4.368        -0.060940           -4.577          0.10484
           -3.012        -0.001161           -3.107          0.02572
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.583          -0.6756           0.9032           0.7716
           -5.743          -0.3564           1.5948           0.6966
           -4.077          -0.3366           1.2006           0.1815
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.37202           0.4418            13.63            6.427
         -0.20936           0.5248            13.13            4.787
          0.01576           0.9968            12.10            4.894
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.494          0.07487            6.149         -0.34696
            7.663          0.04540            7.276         -0.23834
            7.621         -0.08983            5.923         -0.07604
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.334           0.7367           -1.844        -0.020634
            7.690           0.7452           -1.065         0.047271
            7.298           0.8409           -1.305         0.004439
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.095         -0.13579           2.0475          -0.6756
           -3.234          0.03389           0.7155          -0.2954
           -1.746          0.04115           1.1065          -0.1789
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3052          -0.1489          0.15579          -0.6842
           0.2949          -0.1877          0.08515          -1.0970
           0.1471          -0.1075          0.34486           0.2571
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.772          0.11171           -4.182          -0.9849
           -3.319          0.05273           -4.177          -0.9425
           -4.118          0.01319           -4.241          -0.4243
 rnd_95776.volume rnd_95787.volume
           -23.81           -24.22
           -22.03           -25.73
           -17.61           -24.40
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.213 3.912 10.23  9.291 9.311 1.933 2.891 5.862 7.295 5.896 4.740
[2,] 6.349 3.914 10.27  9.671 9.778 1.948 2.952 5.882 7.316 7.579 5.267
[3,] 6.685 3.941 10.51 10.013 9.933 2.016 3.047 5.935 7.444 7.613 5.667
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 4.180 4.088 4.628 6.214 5.551 7.450 6.965  9.732 10.41 14.95 6.367
[2,] 5.692 4.200 5.187 6.744 5.716 7.673 8.206 10.316 10.99 15.09 6.684
[3,] 5.753 4.415 5.460 7.216 5.786 8.350 8.582 10.569 12.01 15.24 6.893
     [,23] [,24]  [,25]  [,26]  [,27] [,28]  [,29]  [,30]  [,31] [,32]
[1,] 17.29 10.18 0.6722  9.347  9.724 1.550  9.195 0.7309  8.884 2.040
[2,] 20.38 10.46 0.7097  9.841 10.770 1.606  9.797 0.7647  9.740 2.171
[3,] 20.56 10.53 0.7610 10.555 11.246 1.703 10.211 0.8157 10.307 2.282
     [,33] [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.576 9.212  9.559 8.753 6.047 4.756 5.143 2.018 4.940 1.526 5.158
[2,] 1.689 9.342 10.379 9.733 6.149 5.490 5.144 2.018 4.945 1.527 5.404
[3,] 1.778 9.747 10.502 9.863 6.154 5.614 5.146 2.025 4.985 1.527 5.526
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.601 5.265 2.393 4.651 7.328 7.308 4.097 6.493 6.289 2.315 5.218
[2,] 6.081 5.565 2.517 4.790 7.332 7.327 4.131 7.701 6.451 2.363 6.819
[3,] 6.264 5.920 2.591 4.865 7.908 7.777 4.136 7.932 6.706 2.389 7.394
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.357 3.985 2.312 4.751 1.086 3.899 1.423 3.360 3.914 3.834 6.215
[2,] 5.531 4.846 4.628 4.761 1.087 4.146 1.430 3.405 3.932 4.880 7.279
[3,] 6.164 5.697 5.524 4.761 1.087 5.436 1.435 3.779 3.977 4.971 7.297
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76]
[1,] 1.990 5.337 3.960 4.224 2.061 7.159 6.586 6.836 7.212 8.627  7.963
[2,] 1.997 5.972 3.962 5.869 2.109 7.306 6.697 6.853 8.090 9.012  9.957
[3,] 2.005 6.143 3.966 6.593 2.121 7.858 7.093 6.907 8.113 9.697 10.484
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]
[1,] 4.605 1.734 5.168 4.527 4.976 3.074 3.205 2.365 3.827 4.004  9.874
[2,] 7.622 1.740 6.856 4.580 6.238 3.108 3.359 2.378 5.364 4.014 10.089
[3,] 8.087 1.743 8.354 4.622 7.956 3.143 3.427 2.380 5.501 4.020 10.130
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 7.853 3.631 4.725 4.995 4.199 3.711 2.856 0.9317 2.122 16.96  9.498
[2,] 7.993 3.988 4.985 5.253 5.197 3.903 2.856 0.9702 2.159 21.19  9.981
[3,] 8.174 4.164 5.349 5.638 5.355 4.162 2.874 1.0288 2.243 22.01 10.477
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    7.89   4.968   12.99   11.8   11.82   2.455   3.672   7.444
[2,] 1319.77 123.994  980.75 2708.6 3012.15 244.735 602.886 494.221
[3,] 2110.02 462.582 2242.49 2621.1 1767.78 521.440 760.183 794.364
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    9.264    7.487    6.019    5.309    5.191    5.877    7.89
[2,]  557.006 4806.793 2317.701 3898.815  973.703 2364.726 2646.49
[3,] 1383.850  727.069 2113.221  845.750 1374.629 1719.791 2589.94
        [,16]    [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]
[1,]    7.048    9.461    8.845   12.36   13.22   18.99    8.085    21.95
[2,] 1376.117 1851.135 4378.768 3452.43 3543.09 2081.42 2051.098 10890.03
[3,]  910.593 3324.506 2537.585 2321.32 4894.85 2105.94 1702.227  2755.51
       [,24]    [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]
[1,]   12.93   0.8536   11.87   12.35   1.968   11.68   0.9282   11.28
[2,] 2428.22 229.7354 3110.42 4674.07 424.333 3413.69 226.7044 4030.59
[3,] 1200.55 277.2050 3849.57 3267.43 572.966 2902.49 286.5625 3403.81
      [,32]   [,33]  [,34]   [,35]   [,36]    [,37]    [,38]  [,39]
[1,]   2.59   2.001   11.7   12.14   11.11    7.679    6.039   6.53
[2,] 751.49 613.898 1565.4 4081.65 4297.38 1123.605 2767.798 117.79
[3,] 708.29 559.074 2805.3 1619.00 1607.06  252.365 1184.500 158.92
       [,40]   [,41]  [,42]   [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   2.563   6.274  1.937    6.55    7.112    6.685   3.039    5.906
[2,]  16.923 205.399 56.844 1627.29 2390.692 1820.826 787.555 1155.316
[3,] 162.333 639.667 35.340 1167.66 1518.580 2038.508 621.534  859.313
        [,48]   [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    9.305    9.28   5.202    8.246    7.986   2.939    6.626    5.533
[2,]  253.516  540.22 537.395 4178.230 1449.528 476.881 4430.748 3439.404
[3,] 2990.526 2628.99 203.604 1920.030 1850.936 354.621 2886.520 2745.234
       [,56]    [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    5.06    2.936   6.033  1.379    4.951   1.806    4.267   4.971
[2,] 2783.10 4046.743 308.055 54.665 1424.249 144.724  557.582 375.829
[3,] 3024.32 3043.904  49.174  2.390 3547.349 123.452 1654.338 603.895
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.868    7.892   2.527    6.778   5.029    5.364   2.617    9.091
[2,] 3048.191 3825.501 174.496 2703.284 124.402 4112.707 450.214 1471.462
[3,]  955.680  514.146 172.284 1453.032 171.938 3031.099 233.296 2921.339
        [,72]  [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]
[1,]    8.363   8.68    9.158   10.96   10.11    5.847   2.202    6.563
[2,] 1227.018 499.14 3699.660 2628.35 6034.46 6130.619 143.002 4547.587
[3,] 2356.762 867.92  617.078 3612.76 3312.35 2726.630 114.338 4816.950
       [,80]    [,81]   [,82]    [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   5.749    6.319   3.904    4.069   3.003    4.86   5.085   12.54
[2,] 697.858 3797.304 457.925 1016.380 254.213 3793.18 286.992 2093.31
[3,] 628.742 4984.056 473.641  685.450  95.929 1232.93 216.424  913.85
        [,88]   [,89] [,90]    [,91]    [,92]    [,93]   [,94]   [,95]
[1,]    9.972    4.61     6    6.343    5.332    4.712   3.627   1.183
[2,] 1501.116 1666.61  1604 1639.528 3091.821 1220.677  39.144 273.292
[3,] 1727.026 1206.40  1960 2067.248 1299.491 1459.232 322.567 345.242
       [,96]    [,97]   [,98]
[1,]   2.695    21.53   12.06
[2,] 403.478 12827.54 3096.87
[3,] 612.550  6019.68 3216.88
[1] "--- VAR model 2017-09-30 16:31:00  completed"
[1] "Completed training sample:  2017-09-30 16:31:00 - 2017-10-01 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 17:01:00 - 2017-10-01 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2741       0.3315076         -16.52         -20.90
          0.9065       0.0376958         -20.07         -17.23
          0.4798       0.0005676         -14.06         -17.67
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.49         0.3514         -0.01283          0.02653
         -19.78         0.4483          0.07976          0.20738
         -17.29        -0.1215          0.17075         -0.01502
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.35170           1.1507            2.539           -5.932
         -0.20779           0.1560            3.661           -5.635
         -0.02753           0.2563            2.360           -6.031
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.5372           -1.795           -3.194           0.9095
           0.7258           -1.499           -1.333          -0.5308
           0.6016           -1.465           -1.402           1.9062
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.236          -0.6252          -2.7823            3.742
           -1.903          -1.3409          -0.9114            4.737
           -1.519          -1.0269          -1.7164            3.566
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -15.76           -1.515           -38.24           -17.78
           -20.30           -1.352           -38.37           -17.10
           -16.69           -1.245           -38.09           -17.92
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9837           -17.02           -19.76           -3.540
          -1.1310           -19.10           -19.50           -3.497
          -1.0510           -18.07           -19.03           -3.477
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -20.09           -1.551           -21.27           -7.698
           -16.81           -1.681           -18.66           -8.080
           -18.04           -1.467           -18.90           -7.956
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.881           -18.77           -19.41           -19.70
           -3.692           -18.95           -18.79           -18.77
           -3.997           -17.85           -18.08           -18.73
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0146          -0.2873         -0.12847        -0.035981
           0.4814           0.9863          0.34039         0.006724
           0.6336          -0.8152         -0.03956         0.069748
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.1579         0.013501           -11.58           -14.30
           0.2217         0.004763           -10.98           -14.05
          -0.2921        -0.014175           -12.26           -13.26
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.4254          -0.8485           -8.994            2.889
           0.8946          -0.9122           -8.331            4.021
           0.5320          -0.5911           -7.714            2.827
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.0291           0.8303           0.8988           1.2071
           1.2516          -1.3876          -3.5574           0.5033
           0.7203          -0.5669          -3.2329           0.9364
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3011            3.085          1.56518           -2.901
          -0.1143           -1.181         -0.00928            2.026
          -0.2402           -3.586         -1.98146           -1.735
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.918         0.048056                0           0.3626
            1.203        -0.002663                0          -5.1796
           -0.321        -0.001745                0           2.7915
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2773           -1.143         -0.22671          -3.4086
          -0.1252           -1.936         -0.18649           0.4265
          -0.2791           -1.261         -0.08659          -2.9915
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.5488         0.005951          -2.7640          0.04249
          -0.9965         0.038548          -1.7450          0.05909
          -1.5050        -0.085910          -0.3184          0.01812
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.9857         -0.04662           1.1566           0.2010
          -3.1098         -0.33465           1.0167           0.6124
           0.1151         -0.13698           0.3241           0.1672
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3455          -1.5409            8.281            5.284
           0.4141           0.7750            8.662            4.409
           0.3836           0.7366            7.333            4.306
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.863           0.3099            3.541          0.07805
            3.256           0.3800            5.720          0.14362
            5.384           0.1486            3.565          0.03176
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.743           0.6696         0.001743         0.102705
            7.062           0.4258         0.368603         0.008741
            3.056           0.7952        -0.622796         0.050125
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         1.365768          0.24791         -0.07314           -2.740
         0.253054          0.14137          0.08310           -1.713
        -0.003984         -0.04324          0.37111           -1.003
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6504          -0.6766         -0.02688           0.8255
          -0.1766           0.6235         -0.28600           0.7187
           0.4237           0.7137         -0.39925           0.3320
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2931          0.04769           -3.596          -0.8780
          -0.2978          0.10808           -3.053          -0.4721
          -0.4876          0.04235           -3.027          -0.2167
 rnd_95776.volume rnd_95787.volume
          -0.8212           -19.16
          -8.5205           -19.50
          -6.9948           -17.50
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.004 3.775 9.676 8.833 8.776 1.870 2.722 5.663 7.097 5.768 4.587
[2,] 6.117 3.778 9.701 9.282 9.235 1.883 2.790 5.684 7.110 7.348 5.130
[3,] 6.441 3.803 9.842 9.673 9.438 1.941 2.899 5.729 7.217 7.394 5.550
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 4.082 4.015 4.569 5.500 5.274 7.274 6.778  9.606 10.21 12.69 5.883
[2,] 5.464 4.036 5.076 6.159 5.453 7.576 7.939 10.163 10.76 12.77 6.207
[3,] 5.520 4.278 5.362 6.546 5.492 8.191 8.405 10.417 11.76 12.93 6.343
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 17.00  9.871 0.6424  9.074  9.622 1.456 8.617 0.7028  8.561 1.977
[2,] 20.68 10.241 0.6770  9.481 10.622 1.501 9.317 0.7376  9.445 2.108
[3,] 20.75 10.470 0.7268 10.339 11.205 1.580 9.727 0.7820 10.080 2.217
     [,33] [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.514 8.545  9.106 8.398 5.742 4.501 4.860 1.901 4.685 1.479 4.969
[2,] 1.630 8.779  9.864 9.136 5.837 5.306 4.862 1.901 4.689 1.480 5.202
[3,] 1.708 9.133 10.024 9.337 5.842 5.406 4.866 1.905 4.732 1.480 5.343
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.186 5.204 2.111 4.600 7.064 7.215 4.029 6.345 6.145 2.299 5.093
[2,] 5.581 5.507 2.124 4.697 7.067 7.230 4.101 7.611 6.278 2.382 7.247
[3,] 5.770 5.854 2.130 4.768 7.608 7.664 4.113 7.680 6.543 2.389 7.465
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.176 3.831 2.277 4.610 1.054 3.768 1.377 3.236 3.754 3.727 5.989
[2,] 5.327 4.616 4.510 4.624 1.057 3.964 1.382 3.281 3.774 4.689 7.016
[3,] 5.993 5.726 5.379 4.625 1.057 5.269 1.397 3.632 3.808 4.767 7.032
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76]
[1,] 1.898 5.099 3.673 4.128 1.909 6.691 6.408 6.769 6.942 8.493  7.900
[2,] 1.917 5.775 3.674 5.706 1.960 6.832 6.496 6.778 7.724 8.881  9.898
[3,] 1.922 5.941 3.681 6.367 1.974 7.297 6.877 6.868 7.749 9.603 10.411
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 4.409 1.689 5.010 4.345 4.885 2.954 3.136 2.205 3.655 3.865 9.377
[2,] 7.447 1.696 6.635 4.403 5.976 2.981 3.293 2.208 5.141 3.876 9.587
[3,] 7.928 1.701 8.142 4.440 7.733 3.019 3.368 2.209 5.270 3.883 9.615
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 7.721 3.271 3.949 4.729 4.625 3.716 2.747 0.9175 2.036 19.89  9.244
[2,] 7.825 3.643 4.862 4.973 4.813 3.821 2.747 0.9581 2.074 20.39  9.745
[3,] 8.024 4.085 4.990 5.293 5.046 4.110 2.763 1.0289 2.165 21.38 10.312
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    7.625   4.794   12.29   11.22   11.14   2.374   3.456   7.191
[2,] 1149.206 139.893  686.38 2810.49 2833.27 217.382 605.195 488.477
[3,] 1988.468 427.393 1633.26 2681.54 1922.07 466.874 776.165 701.909
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    9.012    7.324    5.824    5.183    5.099    5.802    6.984
[2,]  431.659 4486.263 2263.746 3579.922  406.796 2177.938 2732.043
[3,] 1221.448  813.359 2089.165  773.833 1398.258 1704.267 2184.765
        [,16]    [,17]    [,18]  [,19]   [,20]   [,21]   [,22]    [,23]
[1,]    6.697    9.236    8.608   12.2   12.96   16.12    7.47    21.59
[2,] 1366.010 2090.080 4073.525 3270.0 3339.78 1390.37 1952.10 11597.20
[3,]  648.127 3068.881 2719.571 2250.5 4676.08 1964.82 1283.04  1759.29
       [,24]    [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]
[1,]   12.53   0.8158   11.52   12.22   1.849   10.94   0.8925   10.87
[2,] 2688.85 210.3260 2706.19 4432.24 360.868 3491.86 220.6112 3932.00
[3,] 2144.92 260.7329 4064.97 3516.06 486.639 2754.05 255.8472 3471.09
       [,32]   [,33]   [,34]   [,35]   [,36]    [,37]    [,38]   [,39]
[1,]   2.511   1.923   10.85   11.56   10.66    7.291    5.716   6.172
[2,] 718.603 594.521 1981.27 3737.79 3544.94 1035.567 2768.490 136.810
[3,] 676.659 503.715 2484.78 1760.75 1895.21  226.803 1017.434 178.498
       [,40]   [,41]  [,42]    [,43]    [,44]    [,45]  [,46]   [,47]
[1,]   2.414   5.949  1.878    6.309    6.586    6.609   2.68   5.842
[2,]  16.213 194.236 40.651 1516.750 2030.786 1774.498 231.37 934.934
[3,] 114.533 628.952  7.670 1201.875 1444.830 1958.243 168.63 804.893
       [,48]    [,49]   [,50]    [,51]    [,52]  [,53]    [,54]    [,55]
[1,]    8.97    9.162   5.116    8.057    7.803   2.92    6.467    5.303
[2,]  190.52  464.845 756.802 4142.859 1267.230 614.05 5081.240 3259.175
[3,] 2776.30 2504.184 303.334 1009.592 1814.781 174.38 1765.036 2704.727
        [,56]    [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]
[1,]    4.864    2.891   5.854  1.339    4.785   1.748    4.11   4.767
[2,] 2537.340 3836.422 351.009 76.976 1213.224 123.966  528.81 380.626
[3,] 3339.517 2888.412 118.520 19.215 3420.536 198.196 1535.82 497.333
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.732    7.605   2.411    6.475   4.664    5.242   2.425    8.496
[2,] 2804.356 3602.371 261.075 2670.064 103.279 3882.313 436.646 1360.003
[3,]  847.488  462.087 137.267 1376.252 212.443 2782.345 234.426 2527.151
        [,72]    [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]
[1,]    8.137    8.595    8.815   10.78   10.03    5.599   2.145    6.362
[2,] 1051.565  340.908 3337.496 2560.22 5876.50 5914.579 142.299 4286.797
[3,] 2223.087 1094.438  609.461 3597.95 3181.59 2680.517 136.704 4650.197
       [,80]    [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]
[1,]   5.518    6.204   3.751   3.983   2.80    4.641   4.908   11.91
[2,] 703.961 3392.141 394.982 990.362 116.04 3562.734 282.021 1966.80
[3,] 562.869 4835.678 472.979 695.038  13.46 1141.907 242.723  722.58
        [,88]    [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]
[1,]    9.804    4.154    5.015    6.005    5.873    4.719   3.488   1.165
[2,] 1255.184 1579.193 2794.555 1517.200 1313.173  876.368  31.890 272.063
[3,] 1748.186 1821.646 1108.533 1786.021 1491.926 1490.250 291.432 369.618
       [,96]   [,97]   [,98]
[1,]   2.586   25.25   11.74
[2,] 385.220 4438.08 3040.57
[3,] 612.090 6331.10 3321.98
[1] "--- VAR model 2017-09-30 17:01:00  completed"
[1] "Completed training sample:  2017-09-30 17:01:00 - 2017-10-01 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 17:31:00 - 2017-10-01 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1363         0.62933         -14.62         -15.14
         -0.2039         0.19334         -16.23         -15.47
          0.3824        -0.05317         -15.59         -16.20
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -15.72         0.5799         -0.10558          0.02965
         -16.55        -0.1992         -0.18542         -0.25508
         -15.27         0.1086         -0.06499         -0.23759
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6743         -3.07514           -2.957           -7.522
          -0.5994         -0.05571           -2.340           -5.063
          -0.0929         -0.50764           -2.364           -6.285
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.735           -3.058           -2.510           1.3164
           -1.393           -3.713           -3.896          -0.2299
           -1.050           -2.430           -2.156           2.1118
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.079           -2.575           -2.849          2.20448
           -4.029           -2.662           -4.110          0.03199
           -2.955           -3.655           -3.669          0.01776
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -13.70           -1.558           -35.78           -16.17
           -15.39           -1.487           -32.98           -15.05
           -17.37           -1.633           -33.23           -16.15
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8040           -15.68           -17.33           -2.771
          -0.8055           -15.89           -16.87           -2.168
          -0.6734           -15.68           -16.12           -2.607
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.50           -1.372           -18.27           -7.429
           -15.45           -1.223           -16.37           -7.403
           -16.35           -1.252           -16.61           -7.488
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.469           -15.86           -16.63           -16.62
           -3.577           -16.10           -16.03           -16.93
           -3.599           -15.86           -15.57           -16.41
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.3652           0.3414          0.01624           0.0743
           0.8733           0.6265          0.05195          -0.1433
           0.1434          -0.5483          0.09032           0.1612
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.18952         0.014377           -8.945           -10.79
          0.01389        -0.035956          -10.091           -11.49
          0.02013        -0.000157          -10.628           -12.77
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.09734          -0.7763           -7.855           1.2256
         -0.62900          -0.5271           -6.769           0.2326
         -1.25743          -0.6295           -6.977           0.6717
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1572          -0.7800           -3.883            2.330
          -0.9939          -0.3124           -3.160            1.381
           0.2607          -0.2883           -4.242            1.381
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5033           -6.603           -3.460           -3.025
          -0.1647           -1.492           -2.202           -3.847
          -0.2383           -3.467           -1.989           -1.244
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.398         -0.09120                0            1.701
           -3.285          0.09346                0           -3.633
           -2.308          0.03068                0           -3.975
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2110            1.242           0.6346          -2.8168
          -0.1605           -1.817           0.6839           0.5675
          -0.2147           -2.392           0.3459          -2.1908
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.5754          0.14916         -2.63732          0.17027
           1.4489          0.07697         -0.81163          0.29544
          -0.6952          0.08165         -0.02335          0.09577
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -2.59346         -0.40956           0.3876         -0.39662
         -3.42461         -0.24986           0.5816         -0.18785
         -0.09575         -0.02795           0.2423          0.05753
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.09691          -0.4828            1.327            5.407
          0.25179           0.4903            1.255            1.991
          0.40658           0.6255            1.730            1.596
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          6.37261         0.010373          -1.2704           0.2886
          0.05607        -0.098478           4.8655           0.3828
          1.08327        -0.008497           0.2653           0.2122
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.4325           0.6807          -1.3995          0.13084
           5.6866          -0.1919          -0.7746          0.02501
           0.1092           0.7168          -0.4790          0.05861
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.4638           0.6634          -1.2190          -1.3824
           0.2547           0.4105          -0.8141          -0.4869
           0.7382          -0.1279          -0.5489          -0.3424
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.28969           0.1972          0.88258           0.9276
          0.25225           0.2133         -0.30831          -0.4140
         -0.01289          -0.1185          0.06034          -0.2480
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.8549         -0.04166           -2.946          -0.4612
          -0.4558         -0.06988           -2.889          -0.9321
          -1.2551         -0.10775           -2.776          -0.5267
 rnd_95776.volume rnd_95787.volume
           -1.543           -17.12
           -9.276           -17.17
           -3.618           -15.73
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.738 3.646 8.858 8.163 8.209 1.858 2.538 5.444 6.856 5.559 4.357
[2,] 5.852 3.647 8.912 8.639 8.715 1.872 2.586 5.456 6.858 7.124 5.008
[3,] 6.092 3.658 9.220 9.055 8.920 1.926 2.702 5.477 6.937 7.167 5.399
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.996 3.883 4.366 5.539 5.204 7.027 6.735  9.407 10.06 12.16 4.921
[2,] 5.199 3.907 4.843 6.113 5.407 7.291 7.605  9.948 10.57 12.24 4.997
[3,] 5.260 4.157 5.108 6.526 5.442 7.846 7.947 10.187 11.61 12.39 5.007
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 15.64 9.118 0.6157 8.573  8.757 1.392 8.094 0.6804 8.180 1.877 1.318
[2,] 18.73 9.333 0.6449 8.943  9.592 1.432 8.779 0.7156 8.884 2.011 1.414
[3,] 18.97 9.432 0.6914 9.717 10.027 1.514 9.318 0.7573 9.380 2.099 1.493
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.223 8.482 7.876 5.450 4.363 4.612 1.767 4.400 1.412 4.693 4.917
[2,] 8.431 9.097 8.662 5.518 5.131 4.619 1.767 4.412 1.412 4.929 5.272
[3,] 8.822 9.355 8.796 5.518 5.218 4.622 1.772 4.437 1.412 5.034 5.472
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.963 2.041 4.448 6.637 7.116 3.874 6.157 5.977 2.266 4.878 4.084
[2,] 5.262 2.054 4.511 6.641 7.124 3.966 7.395 6.119 2.349 6.827 5.138
[3,] 5.621 2.061 4.561 7.100 7.492 3.981 7.461 6.364 2.360 7.123 5.796
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.780 2.230 4.474 1.033 3.646 1.302 3.127 3.609 4.071 5.813 1.823
[2,] 4.584 4.439 4.491 1.036 3.853 1.311 3.184 3.629 4.588 6.842 1.843
[3,] 5.558 5.209 4.493 1.036 5.079 1.324 3.552 3.664 4.676 6.862 1.849
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.891 3.479 4.044 1.847 6.403 6.119 6.516 6.660 8.297 8.052 4.331
[2,] 5.620 3.479 5.753 1.898 6.535 6.207 6.524 7.442 8.654 9.332 7.364
[3,] 5.747 3.490 6.223 1.914 6.932 6.495 6.606 7.475 9.347 9.815 7.846
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.599 4.917 4.204 4.690 2.820 3.013 2.068 3.524 3.699 8.847 7.457
[2,] 1.607 6.515 4.247 5.769 2.857 3.177 2.068 4.907 3.704 9.099 7.517
[3,] 1.614 7.822 4.287 7.603 2.909 3.251 2.069 5.028 3.705 9.136 7.690
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.941 3.579 4.238 4.309 3.632 2.567 0.9131 1.895 18.98 8.626
[2,] 3.401 4.432 4.448 4.451 3.729 2.569 0.9336 2.013 19.88 9.104
[3,] 3.949 4.522 4.652 4.658 4.006 2.576 1.0106 2.067 20.41 9.535
Root mean square errors of predictions:  
         [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    7.286   4.63   11.25   10.37   10.42   2.359   3.222   6.913
[2,] 1065.444  90.30  909.38 2626.34 2715.68 209.481 462.984 338.684
[3,] 1571.769 254.22 2189.75 2515.82 1765.27 420.204 727.367 448.896
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   8.706    7.059    5.533    5.075    4.931    5.544    7.034
[2,] 167.551 4134.698 2290.329 3085.998  401.379 1944.105 2399.422
[3,] 969.440  727.624 1873.621  740.349 1316.619 1506.647 2120.151
        [,16]    [,17]    [,18]   [,19]   [,20]   [,21]   [,22]   [,23]
[1,]    6.608    8.923    8.553   11.95   12.78   15.45   6.248   19.86
[2,] 1362.195 1804.549 3277.542 3002.55 2987.37 1258.35 809.887 9557.88
[3,]  575.179 2688.801 2138.841 2033.78 4470.34 1764.64 282.489 2808.39
       [,24]    [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]
[1,]   11.58   0.7818   10.89   11.12   1.768   10.28   0.864   10.39
[2,] 1845.67 178.1101 2359.35 3633.01 312.949 3154.36 205.503 3215.11
[3,] 1269.61 231.1911 3527.52 2710.62 454.759 2899.21 230.213 2794.61
       [,32]   [,33]   [,34]   [,35] [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.384   1.674   10.44   10.77    10   6.921    5.54   5.857   2.244
[2,] 669.518 473.635 1728.65 3048.96  3345 800.450 2506.30 228.265   7.305
[3,] 556.596 445.212 2408.12 2027.17  1421  55.290  881.76 146.593 117.217
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   5.588  1.793    5.959    6.244    6.302   2.592   5.648    8.428
[2,] 299.384 13.328 1399.040 1764.741 1622.963 210.359 694.853  221.749
[3,] 433.842 19.025  949.865 1360.534 1834.025 163.749 626.130 2329.920
        [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]  [,56]
[1,]    9.037   4.919    7.819    7.59   2.878    6.195    5.186    4.8
[2,]  300.657 788.475 3800.564 1215.13 571.834 4431.377 2892.475 2406.5
[3,] 2151.996 322.433  918.068 1623.21 215.409 1886.340 2490.459 2917.6
        [,57]   [,58]  [,59]   [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.832   5.681  1.312    4.63   1.654    3.971   4.582    5.169
[2,] 3561.967 360.775 70.721 1155.87 141.885  555.798 353.018 1964.486
[3,] 2528.442 140.166 23.126 3070.14 172.098 1460.684 473.788  835.811
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]    [,71]   [,72]
[1,]    7.382   2.315    6.21   4.418    5.135   2.345    8.131    7.77
[2,] 3348.017 252.356 2569.61  24.963 3797.108 404.473 1211.025  965.96
[3,]  487.716 130.220 1113.69 259.453 2200.669 230.437 2144.871 1773.36
       [,73]    [,74]   [,75]   [,76]  [,77]   [,78]    [,79]   [,80]
[1,]   8.274    8.458   10.54   10.23    5.5   2.031    6.243   5.338
[2,] 305.115 3081.447 2282.62 4377.60 5526.1 141.980 3966.532 562.413
[3,] 961.130  644.397 3277.86 2822.24 2512.9 145.818 4017.328 542.005
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.956   3.581   3.826  2.626    4.475   4.698   11.23    9.469
[2,] 3117.600 424.844 935.482 39.369 3168.434 176.767 1972.47  876.592
[3,] 4595.066 510.183 636.957 43.702 1017.429  45.939  758.19 1504.154
        [,89]    [,90]    [,91]    [,92]    [,93]  [,94]  [,95]   [,96]
[1,]    3.734    4.544    5.381    5.472    4.612   3.26   1.16   2.406
[2,] 1584.727 2425.581 1254.830 1032.239  783.741  99.27 180.52 630.571
[3,] 1863.739  832.942 1264.294 1275.878 1358.872 166.49 358.94 435.056
      [,97]   [,98]
[1,]   24.1   10.95
[2,] 5466.5 2702.63
[3,] 4322.5 2628.83
[1] "--- VAR model 2017-09-30 17:31:00  completed"
[1] "Completed training sample:  2017-09-30 17:31:00 - 2017-10-01 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 18:01:00 - 2017-10-01 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.6545         -0.1938         -12.42         -11.86
          0.5833         -0.2873         -12.54         -11.77
          0.4901         -0.1622         -10.87         -12.33
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.28        0.19107           0.3462          0.19760
         -12.78        0.00615           0.4760          0.07239
         -12.18       -0.02054           0.3298         -0.10633
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
        0.2279998         -0.38571            1.922           -4.395
        0.3350682         -0.03923            2.447           -4.423
        0.0004024         -0.05618            2.092           -4.342
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.8539           -1.595           -2.284         1.222510
           1.0646           -2.523           -1.539         1.569780
           0.9800           -2.061           -1.526         0.006021
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.660           -1.329          0.19902            7.935
           -1.269           -1.374          0.26484            7.886
           -1.606           -1.156         -0.01246            7.589
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -12.34           -1.370           -24.35           -11.92
           -12.32           -1.506           -27.97           -12.38
           -11.31           -1.348           -26.00           -12.00
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9023           -11.70           -13.26           -2.387
          -0.8391           -12.41           -13.00           -2.411
          -0.8543           -12.44           -13.61           -2.432
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -12.99           -1.090           -13.40           -5.375
           -12.28           -1.070           -12.82           -5.545
           -13.09           -1.056           -12.69           -5.609
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.044           -12.94           -13.99           -14.30
           -3.090           -12.73           -12.86           -12.96
           -3.060           -11.97           -12.09           -13.02
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3888           -3.405           0.1671        0.1144323
           0.1798           -1.207           0.1553       -0.0006875
           0.4177           -1.010           0.1462       -0.0072209
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.49510       -0.0525798           -7.577           -8.140
          0.05672       -0.0008077           -7.530           -9.303
          0.05766       -0.0025629           -7.715           -8.738
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.3294          -0.4286           -5.520           0.9214
           0.6602          -0.6424           -5.646           1.2094
           0.6897          -0.5072           -5.276           1.6193
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.38837           0.1665           -1.624          -0.9210
          0.34951          -0.6512           -1.963          -1.1862
         -0.09268          -0.6688           -2.776          -0.9835
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.15815          -1.3452          0.03415           -1.928
         -0.01129          -0.9927         -1.41182           -1.327
         -0.21035          -2.2143         -1.02395           -1.171
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.956        -0.224210                0          -4.4267
           -0.400        -0.020202                0          -2.4338
           -1.660         0.002211                0          -0.4022
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.07528          -3.3942         -0.09738           -3.204
         -0.05934          -1.9328         -0.13024           -2.586
         -0.12391          -0.9788         -0.06604           -1.651
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.889          0.13681           -2.878          0.16426
           -2.708          0.14097           -2.578          0.06100
           -1.568          0.03046           -1.822          0.01438
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.325          -0.3085           0.8509           1.1123
           -2.421          -0.1849          -0.3793           0.5478
           -2.568          -0.3125           0.3723          -0.1168
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2036           1.2349            4.488            2.550
           0.4538           0.5478            5.237            3.591
           0.1940          -0.1443            4.127            2.671
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.7647          0.03478            2.162          0.32164
           3.3918          0.04933            2.153          0.24186
           3.2739         -0.03680            3.199          0.07721
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           5.9834           1.0688         -0.02154                0
           0.4557           0.7787         -0.24919                0
           3.3139           0.2195         -0.31974                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8013          -0.1887          0.36354           0.5471
          -1.9855          -0.1890          0.15961           1.7087
          -0.6933          -0.0834         -0.03666           0.1994
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5337           0.4201          -0.5676          -0.7081
           0.2800          -0.3312          -0.4768          -0.4218
          -0.3261          -0.3689           0.2708           0.1703
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.9064         -0.15605           -2.348          -1.0223
          -1.3184         -0.07464           -2.283          -0.6059
          -0.5992         -0.05479           -2.208          -0.5236
 rnd_95776.volume rnd_95787.volume
           0.0924           -12.60
          -6.5187           -12.55
          -4.2159           -13.03
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.445 3.448 8.223 7.643 7.785 1.751 2.435 5.094 6.434 5.263 4.245
[2,] 5.560 3.448 8.282 8.229 8.235 1.752 2.490 5.109 6.435 6.705 4.869
[3,] 5.750 3.462 8.541 8.695 8.442 1.787 2.604 5.110 6.535 6.754 5.258
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19]  [,20] [,21] [,22]
[1,] 3.870 3.841 4.301 5.447 5.116 6.888 6.645  9.298  9.371 11.97 4.424
[2,] 5.050 3.866 4.724 5.919 5.371 7.178 7.488  9.835  9.782 12.05 4.485
[3,] 5.109 4.099 4.977 6.326 5.412 7.731 7.863 10.095 10.467 12.23 4.488
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 14.60 8.611 0.5925 8.015 8.445 1.363 7.650 0.6537 7.617 1.618 1.188
[2,] 17.27 8.785 0.6180 8.341 9.300 1.404 8.407 0.6819 8.414 1.756 1.254
[3,] 17.36 8.962 0.6567 9.005 9.788 1.487 8.859 0.7281 8.888 1.831 1.304
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.756 7.919 7.140 5.242 4.167 4.391 1.664 4.160 1.341 4.324 4.605
[2,] 7.973 8.445 7.767 5.294 5.016 4.400 1.664 4.187 1.341 4.556 4.866
[3,] 8.351 8.864 7.940 5.295 5.078 4.402 1.668 4.215 1.343 4.637 5.062
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.814 1.979 4.419 6.276 6.886 3.818 5.874 5.834 2.211 4.766 4.094
[2,] 5.100 1.994 4.492 6.281 6.904 3.880 7.058 5.973 2.289 6.642 5.178
[3,] 5.437 1.998 4.553 6.748 7.242 3.888 7.120 6.207 2.301 6.966 5.681
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.668 2.153 4.244 1.008 3.485 1.220 3.006 3.503 3.464 5.115 1.697
[2,] 4.433 4.400 4.269 1.010 3.697 1.231 3.066 3.520 4.386 6.147 1.716
[3,] 5.459 5.168 4.269 1.011 5.011 1.245 3.451 3.549 4.453 6.173 1.723
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.718 3.321 3.901 1.769 5.769 4.961 6.169 6.285 8.206 7.839 4.199
[2,] 5.229 3.321 5.471 1.822 5.900 5.869 6.184 7.168 8.574 8.982 7.169
[3,] 5.404 3.332 6.111 1.834 6.103 5.961 6.253 7.227 9.247 9.535 7.798
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.564 4.729 3.964 4.519 2.724 2.866 1.929 3.388 3.500 8.342 7.365
[2,] 1.574 6.307 4.011 5.596 2.758 3.013 1.930 4.835 3.502 8.622 7.395
[3,] 1.582 7.489 4.054 7.330 2.830 3.093 1.934 4.952 3.503 8.654 7.544
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.364 2.790 3.827 3.777 3.662 2.316 0.9022 1.869 18.52 8.231
[2,] 2.953 3.856 4.001 3.897 3.701 2.326 0.9406 1.972 19.41 8.673
[3,] 3.617 3.949 4.201 4.096 3.908 2.327 1.0047 2.028 20.04 9.087
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]    6.915   4.378   10.44    9.706    9.886   2.223   3.092   6.468
[2,] 1016.005  21.368  893.80 2762.250 2432.480  51.083 474.416 357.271
[3,] 1330.712 278.959 1888.33 2544.258 1681.775 318.375 689.431 102.773
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    8.17    6.683    5.391    4.914    4.877    5.462    6.917
[2,]   83.39 3763.432 2160.804 2939.242  398.369 1771.000 2098.235
[3,] 1033.51  741.664 1796.794  701.734 1235.224 1416.955 2023.309
        [,16]    [,17]    [,18]   [,19]  [,20]  [,21]   [,22]   [,23]
[1,]    6.497    8.746    8.439   11.81   11.9   15.2   5.618   18.54
[2,] 1480.212 1829.290 3126.834 2903.71 2540.9 1235.8 664.849 8353.18
[3,]  604.746 2602.640 2172.715 2061.94 3375.1 1922.1 168.355 1660.82
       [,24]    [,25]   [,26]   [,27]   [,28]    [,29]    [,30]    [,31]
[1,]   10.94   0.7523   10.18   10.72   1.731    9.715   0.8302    9.673
[2,] 1572.55 159.3790 2090.08 3528.22 304.669 3158.326 175.6222 3237.451
[3,] 1608.11 201.2606 3076.37 2765.56 443.471 2531.490 231.1969 2594.445
       [,32]   [,33]    [,34]   [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   2.055   1.508    9.849   10.06    9.067   6.656    5.291   5.575
[2,] 618.258 365.488 1675.060 2657.90 2769.965 675.975 2529.100 254.274
[3,] 470.503 323.002 2249.659 2439.91 1489.825  25.488  720.261 120.067
      [,40]   [,41]  [,42]   [,43]    [,44]    [,45]   [,46]   [,47]
[1,]  2.113   5.282  1.703    5.49    5.847    6.112   2.512   5.611
[2,]  9.209 431.744 18.710 1302.36 1424.456 1527.953 221.664 730.607
[3,] 95.154 438.930 59.230  777.71 1263.938 1707.016 123.278 674.415
       [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    7.97    8.745   4.849    7.459    7.409   2.808    6.052    5.198
[2,]  213.59  445.025 622.130 3545.241 1156.837 535.085 4190.918 2873.091
[3,] 2234.65 1979.927 232.531  851.705 1530.359 215.578 1903.726 2116.852
        [,56]    [,57]   [,58] [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    4.658    2.735   5.389  1.28    4.425   1.549    3.817   4.448
[2,] 2254.914 3475.687 417.666 54.82 1118.104 152.479  546.129 309.048
[3,] 2886.243 2455.801  46.111 37.81 3064.044 165.299 1435.678 413.328
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.399    6.495   2.155    5.991   4.217    4.954   2.247    7.325
[2,] 2437.467 3088.604 230.052 2041.805  43.993 3474.523 391.941 1120.772
[3,]  692.512  516.630 139.590 1236.300 247.737 2467.152 196.322 1415.721
      [,72]   [,73]   [,74]   [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    6.3   7.833    7.98   10.42    9.954    5.331   1.985    6.005
[2,] 2840.0 390.732 3122.17 2248.99 3971.759 5264.578 161.097 3780.447
[3,]  948.0 841.135  841.42 3138.61 2900.148 2780.500 148.139 3658.898
       [,80]    [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]
[1,]   5.033    5.739   3.459   3.639   2.449    4.302   4.445   10.59
[2,] 557.880 2989.381 390.738 841.919  64.865 3125.441 102.564 1973.94
[3,] 529.186 4289.065 576.730 632.879 115.242  966.824  85.483  678.23
        [,88]    [,89]    [,90]    [,91]    [,92]   [,93]  [,94]   [,95]
[1,]    9.352    3.001    3.543    4.859    4.796    4.65   2.94   1.146
[2,]  604.878 1603.741 2411.317 1058.207  870.907  490.20 202.38 240.936
[3,] 1351.462 1891.713  773.636 1159.576 1141.398 1134.86  49.40 319.862
       [,96]   [,97]   [,98]
[1,]   2.374   23.51   10.45
[2,] 568.444 5265.26 2474.30
[3,] 427.561 4529.55 2456.57
[1] "--- VAR model 2017-09-30 18:01:00  completed"
[1] "Completed training sample:  2017-09-30 18:01:00 - 2017-10-01 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 18:31:00 - 2017-10-01 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2756         0.19907         -10.02         -12.27
          0.1936        -0.02467         -10.70         -12.28
          0.2065        -0.06516         -10.68         -10.81
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -11.49        0.19256          0.14042          0.06416
         -11.33        0.07995          0.02819         -0.30172
         -11.16        0.16351          0.04057         -0.19556
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.3008          -1.9324           1.0561           -5.242
          -0.7505           0.2609           1.6697           -2.815
           0.1231          -0.4049           0.9535           -3.657
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.301           -2.123          -0.6493          -0.1304
            1.852           -1.824          -2.5092          -0.5452
            1.462           -1.629          -0.9860           0.4623
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.255           -3.476           -4.431          1.20812
           -3.895           -2.365           -3.179          1.73753
           -2.245           -2.912           -3.709          0.04127
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.688          -0.9217           -23.99           -12.02
          -12.086          -0.6152           -26.09           -14.18
          -11.708          -1.0733           -22.05           -11.08
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5929           -11.55           -13.40           -2.229
          -0.5680           -10.30           -12.31           -2.124
          -0.3949           -11.31           -12.97           -2.201
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -13.00          -1.0038           -13.25           -5.866
           -11.53          -0.9512           -12.94           -5.801
           -11.34          -0.9912           -12.04           -5.354
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.827           -11.56           -11.84           -10.90
           -2.523           -11.85           -11.96           -12.13
           -2.483           -12.61           -10.79           -11.68
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0437           1.3257         0.170174         -0.12388
           0.2049          -0.3713        -0.022702          0.03164
           0.6445           0.8754        -0.009843          0.07465
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -7.164           -8.466
                0                0           -7.459           -8.300
                0                0           -7.282           -8.512
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.04266          -0.8140           -5.200           0.4031
         -1.30657          -0.4578           -5.296           0.5899
         -1.44736          -0.6594           -5.621           0.3796
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
        -0.101609          -0.6617           0.4487            2.648
        -0.300521          -0.8032          -2.8217            1.524
         0.001407          -0.5547          -1.0132            1.434
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.29324           0.9978          -0.5782          -2.8582
         -0.31312          -1.4938           0.5696           0.8923
          0.07303          -1.4432          -1.5757          -1.6094
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.838          0.35458          0.23620           1.0161
           -1.173          0.17135          0.07805           0.2920
            0.553          0.09444          0.07421          -0.1004
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.31769           0.0608         -0.28714          -1.5470
         -0.10585          -0.2201         -0.07493           0.2142
         -0.07483          -1.4094         -0.04599          -0.4715
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.5112          0.04646           1.0437          0.06011
          -0.1262          0.06863          -0.5324          0.07585
          -0.1364          0.09144           0.2032          0.02196
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.6323         -0.10819          0.01462         -0.77037
          -0.9267          0.14184          0.47181          0.80391
           0.8137         -0.09298         -0.24057          0.05505
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4690         -0.99563            6.464           3.1399
          -0.2249          0.08444            4.895           0.1193
          -0.1024          0.25233            5.825           1.2174
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.684         0.066452            1.498          -0.8511
            2.450         0.007794            3.443          -0.7169
            2.627         0.008334            1.239          -0.4185
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.7825           0.4451          -0.6097                0
           4.2272           0.1021           0.1798                0
           2.1770           0.6697          -0.4652                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           7.7676          0.16523           0.5966          -2.8562
          -0.8917          0.04281           0.2276          -1.0765
           0.7749         -0.08904           0.3212          -0.6169
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1525          -0.2161          -0.7846          -0.2484
          -0.2565          -0.4966          -0.7816          -0.2991
          -0.4142           0.6400           0.7428           0.4052
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4864         0.088769           -2.221         -0.90016
           0.8025         0.006961           -2.338          0.08899
          -0.4146        -0.001192           -2.277         -0.04607
 rnd_95776.volume rnd_95787.volume
          -5.9545           -13.06
          -0.2866           -11.95
          -5.6966           -11.87
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.159 3.294 7.865 7.277 7.247 1.744 2.358 4.841 6.158 5.059 4.119
[2,] 5.258 3.294 7.919 7.815 7.727 1.745 2.405 4.853 6.159 6.464 4.720
[3,] 5.463 3.315 8.144 8.210 7.995 1.776 2.500 4.858 6.257 6.504 5.091
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.455 3.622 4.045 4.352 5.021 6.613 6.501 9.050 8.777 11.46 4.172
[2,] 4.615 3.811 4.502 4.872 5.250 6.894 7.248 9.576 9.402 11.51 4.258
[3,] 4.661 4.033 4.804 5.407 5.296 7.398 7.599 9.848 9.957 11.69 4.273
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.51 8.054 0.5696 7.476 8.062 1.205 7.108 0.5842 7.256 1.588 1.020
[2,] 15.95 8.239 0.5978 7.713 8.761 1.241 7.777 0.6118 8.012 1.730 1.088
[3,] 16.12 8.322 0.6383 8.328 9.204 1.316 8.071 0.6442 8.396 1.803 1.128
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.080 7.490 6.695 5.037 3.997 4.104 1.574 3.888 1.266 3.898 4.465
[2,] 7.296 7.891 7.270 5.086 4.886 4.118 1.574 3.925 1.267 4.124 4.722
[3,] 7.609 8.330 7.455 5.088 4.955 4.121 1.575 3.950 1.267 4.195 4.911
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.660 1.879 4.294 6.023 6.729 3.660 5.904 5.721 2.162 4.660 4.024
[2,] 4.931 1.886 4.360 6.039 6.740 3.703 6.866 5.857 2.256 6.477 5.101
[3,] 5.260 1.890 4.416 6.441 7.084 3.712 6.977 6.087 2.270 6.787 5.522
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.566 2.066 4.068 0.9675 3.370 1.159 2.901 3.327 3.775 4.928 1.621
[2,] 4.410 4.299 4.102 0.9701 3.558 1.170 2.973 3.346 4.201 5.903 1.634
[3,] 5.421 5.067 4.102 0.9722 4.981 1.191 3.324 3.380 4.278 5.929 1.639
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.972 3.084 3.773 1.713 4.977 4.668 5.912 5.892 7.830 7.590 4.088
[2,] 5.111 3.091 5.410 1.753 5.010 5.324 5.923 6.791 8.127 8.577 6.774
[3,] 5.249 3.100 5.767 1.779 5.138 5.369 5.965 6.813 8.800 9.121 7.351
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.497 4.544 3.879 4.243 2.604 2.783 1.757 3.256 3.346 7.887 7.177
[2,] 1.507 6.081 3.925 5.327 2.637 2.939 1.763 4.763 3.346 8.098 7.205
[3,] 1.519 7.159 3.969 7.066 2.704 3.019 1.766 4.832 3.351 8.105 7.333
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.064 2.323 3.562 3.570 3.567 2.065 0.8671 1.716 18.02 7.532
[2,] 2.723 3.590 3.772 3.700 3.602 2.071 0.8987 1.806 19.09 7.799
[3,] 3.421 3.674 3.935 3.901 3.809 2.071 0.9851 1.871 19.58 8.192
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]    6.551   4.183    9.987    9.241    9.202   2.215   2.994   6.147
[2,]  931.243   4.008  839.774 2602.315 2448.757  38.280 432.305 313.638
[3,] 1352.930 337.920 1736.644 2298.337 1873.580 304.296 622.214 194.085
        [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]    [,16]
[1,]    7.82    6.424    5.23    4.387    4.599    5.136    5.527    6.376
[2,]   79.80 3674.391 2105.48 2794.953 1083.276 1805.592 1999.738 1402.096
[3,] 1006.11  655.972 1741.90  596.456 1203.695 1530.161 2141.121  632.752
        [,17]    [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]    8.398    8.256   11.49   11.15   14.55   5.298   17.16   10.23
[2,] 1776.868 2926.346 2860.46 3075.85 1012.50 777.462 7738.16 1586.59
[3,] 2451.025 2083.535 2097.92 2994.32 1860.71 334.033 2160.83 1068.90
        [,25]    [,26]   [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.7233    9.493   10.24   1.531    9.025   0.7418    9.213   2.016
[2,] 165.7403 1732.056 3131.36 270.825 2882.996 166.1029 3103.915 626.575
[3,] 204.3736 2868.226 2576.37 398.736 1970.617 184.2440 2291.836 464.645
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   1.295    8.991    9.512    8.502   6.396    5.075   5.212  1.999
[2,] 346.677 1609.382 2265.942 2586.534 645.378 2566.055 307.977 19.643
[3,] 270.898 1970.942 2437.786 1507.298 135.452  756.725 150.463 57.475
       [,41]  [,42]   [,43]   [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   4.937  1.608    4.95    5.67    5.917   2.386   5.452    7.648
[2,] 493.913 24.271 1230.44 1403.85 1474.153 151.925 693.616  403.717
[3,] 403.008 28.258  699.28 1229.55 1672.404 110.774 639.093 2045.044
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    8.544   4.648    7.498    7.265   2.745    5.918    5.109    4.529
[2,]  354.407 514.807 3200.312 1146.116 588.857 4107.337 2863.250 2368.343
[3,] 1992.127 235.257 1129.980 1513.208 225.593 1852.139 1932.602 2878.827
        [,57]   [,58]  [,59]   [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.624   5.166  1.229    4.28   1.472    3.684   4.225    4.793
[2,] 3442.479 480.449 65.220 1042.45 146.356  593.177 322.542 1683.189
[3,] 2448.870   8.319 58.377 3183.25 204.581 1356.867 436.684  740.052
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    6.257   2.058    5.043   3.917    4.791   2.175    6.32    5.927
[2,] 2968.491 186.985 2937.540 187.087 3541.098 343.236  525.48 2339.688
[3,]  502.157 116.534 1091.201 214.834 1824.008 274.540 1040.09  629.431
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]   [,79]   [,80]
[1,]   7.508    7.481    9.943    9.639    5.191   1.901    5.77   4.925
[2,] 327.840 3084.331 1987.940 3646.517 4932.648 160.369 3690.50 547.272
[3,] 642.186  501.183 3081.753 2835.600 2607.261 171.479 3449.14 542.254
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.387   3.306   3.534   2.231    4.135   4.249   10.02    9.114
[2,] 2942.107 381.889 862.168 131.467 3174.932  53.583 1676.64  577.474
[3,] 4239.990 546.824 631.040 102.167  740.390 156.841  302.04 1245.173
        [,89]   [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    2.621    2.95    4.523    4.533    4.529   2.622   1.101   2.179
[2,] 1622.634 2499.49 1134.605  888.449  457.497 147.863 215.766 512.891
[3,] 1890.668  711.10 1023.530 1129.856 1131.764  25.392 368.463 448.613
       [,97]    [,98]
[1,]   22.88    9.564
[2,] 5771.64 1846.363
[3,] 3955.77 2288.953
[1] "--- VAR model 2017-09-30 18:31:00  completed"
[1] "Completed training sample:  2017-09-30 18:31:00 - 2017-10-01 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 19:01:00 - 2017-10-01 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3131         0.11535         -8.670         -8.142
         -0.2026        -0.02892        -10.003         -9.013
         -0.4603        -0.07665         -8.713         -8.955
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.537       -0.15885           0.2784           0.7991
         -6.943       -0.10350           0.4672           0.3893
         -8.902       -0.03486           0.3082          -0.1339
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          1.34584          -2.1756            2.018           -3.159
         -0.01603           1.3342            4.680           -2.207
          0.12021           0.2362            3.928           -3.092
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9772           1.0045           1.6999            1.064
           0.8606          -1.5442          -1.3743            1.416
           1.3197          -0.4957          -0.4981            1.443
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.8200          0.03038          -1.5607            1.069
          -0.1234          0.71355          -0.1987            2.737
          -0.1857          0.03718          -0.1389            2.635
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.285          -0.7197           -18.72           -9.392
           -9.114          -0.5700           -20.00           -9.652
           -9.088          -0.7960           -19.64           -9.497
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4025           -8.240           -10.38           -1.878
          -0.4901           -9.001           -10.57           -2.027
          -0.3027           -8.491           -10.16           -1.972
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.043          -0.6607           -7.709           -4.066
           -8.988          -0.8640           -9.182           -4.383
           -8.755          -0.8594           -8.949           -4.303
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.164           -9.041           -8.921           -9.924
           -2.135           -8.612           -8.731           -8.758
           -2.249           -9.128           -8.843           -8.632
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.310502           2.0078                0         0.045589
         0.009462          -1.6364                0         0.002514
        -0.232292          -0.6303                0        -0.001690
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0         -0.11563           -6.076           -6.387
                0          0.11089           -4.950           -6.720
                0         -0.06867           -4.951           -5.789
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.649          -0.3928           -3.837           0.8113
            1.188          -0.3539           -4.121           1.4886
            1.302          -0.5508           -3.756           1.9838
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.430          -0.1887           0.6113           1.2779
            4.055          -0.4548          -0.8445           0.7175
            1.452          -0.5040          -1.5038           0.4593
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.09771        -0.007925        -0.003085           1.1669
          0.19633         0.417209        -0.099980           0.3936
         -0.12525        -0.975990        -0.380427          -0.2642
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.5001          0.15585                0          -4.3633
           0.4629          0.12802                0          -1.1763
          -0.1849          0.03303                0           0.4069
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.21771         -2.64414           0.2394          -0.1542
          0.01235         -2.06410           0.3041          -2.7642
         -0.07505         -0.04793           0.2186          -0.7153
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.150          0.18697           0.5669                0
           -1.912          0.15339          -1.1031                0
           -1.290          0.09349          -2.1647                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.9954         -0.02662          -0.2672          -0.1579
          -0.1063          0.02422          -0.1425          -0.1795
          -2.3376         -0.11342          -0.5713          -0.5290
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.5004         -1.81652            4.807            1.266
           0.3709          0.05025            1.674            1.204
           0.1121         -0.33926            2.369            1.291
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.0718           0.4892            4.023           0.9645
           1.2417           0.4373            1.011           0.6829
           0.8735           0.1974            1.155           0.5616
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.350           0.1654          0.17199        -0.106488
            2.485           0.6526          0.13847        -0.005187
            1.123           0.3204         -0.07874        -0.037462
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.9584         -0.01065           0.1910          -0.7139
           0.5250         -0.05981           0.1075          -0.3326
          -1.2887         -0.05819           0.1166          -0.1573
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5093           0.4266           0.8156           0.1768
           0.4738           0.1710           2.4315           2.5127
           0.8972           2.1059           1.6497           1.8993
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.99699          0.09337           -2.067         0.005528
         -1.24995          0.07013           -1.984        -0.092357
          0.08976          0.06371           -1.795        -0.081920
 rnd_95776.volume rnd_95787.volume
            3.093           -8.658
           -2.409           -8.617
           -2.022           -8.401
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.019 3.113 7.176 6.908 6.494 1.735 2.225 4.610 5.971 4.883 3.991
[2,] 5.137 3.114 7.270 7.431 7.130 1.735 2.257 4.618 5.972 6.167 4.601
[3,] 5.337 3.136 7.527 7.811 7.343 1.765 2.349 4.625 6.039 6.199 4.953
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.222 3.549 4.013 4.058 4.526 6.423 6.297 8.709 8.083 9.442 3.829
[2,] 4.214 3.746 4.404 4.475 4.713 6.697 7.118 9.209 8.827 9.570 3.899
[3,] 4.264 3.966 4.632 4.889 4.788 7.199 7.398 9.487 9.349 9.760 3.907
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 12.53 7.370 0.5538 6.891 7.631 1.102 6.642 0.5460 6.644 1.565 0.9809
[2,] 14.64 7.543 0.5871 7.066 8.333 1.126 7.245 0.5701 7.508 1.695 1.0636
[3,] 14.78 7.566 0.6223 7.557 8.667 1.185 7.493 0.6113 7.802 1.753 1.1189
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.481 6.889 6.089 4.534 3.698 3.729 1.454 3.536 1.152 3.369 3.995
[2,] 6.796 7.287 6.438 4.563 4.618 3.741 1.456 3.583 1.154 3.550 4.103
[3,] 7.061 7.556 6.636 4.565 4.716 3.744 1.457 3.622 1.156 3.672 4.290
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.059 1.811 4.264 5.201 6.645 3.579 5.743 5.535 2.125 4.562 3.921
[2,] 4.327 1.814 4.343 5.222 6.655 3.622 6.632 5.690 2.209 6.246 4.934
[3,] 4.446 1.816 4.396 5.392 7.018 3.631 6.751 5.900 2.224 6.542 5.323
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.390 1.998 3.882 0.9472 3.312 1.125 2.795 3.124 3.685 4.773 1.565
[2,] 4.201 4.205 3.919 0.9515 3.475 1.136 2.883 3.145 4.107 5.712 1.576
[3,] 5.130 4.935 3.920 0.9541 4.901 1.160 3.204 3.169 4.179 5.741 1.581
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.236 2.833 3.583 1.675 4.918 5.061 5.558 5.331 7.326 6.900 3.847
[2,] 4.733 2.838 5.122 1.729 4.998 5.122 5.563 6.642 7.568 8.130 6.312
[3,] 4.850 2.840 5.502 1.744 5.232 5.385 5.588 6.660 8.191 8.404 6.921
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.454 3.813 3.742 3.988 2.438 2.596 1.533 3.075 3.071 7.471 7.134
[2,] 1.464 6.234 3.779 5.071 2.498 2.763 1.535 4.539 3.071 7.659 7.143
[3,] 1.478 7.213 3.798 6.624 2.555 2.850 1.536 4.621 3.077 7.660 7.272
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.860 1.969 3.460 3.470 3.496 1.953 0.8238 1.662 16.93 7.394
[2,] 2.591 3.450 3.724 3.604 3.534 1.960 0.8661 1.737 18.09 7.689
[3,] 3.332 3.520 3.870 3.817 3.722 1.960 0.9223 1.817 18.51 8.195
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]    6.374   3.954    9.113    8.772    8.247   2.203   2.826   5.854
[2,]  999.694  12.928 1066.229 2501.069 2688.816  50.097 344.164 237.858
[3,] 1323.043 340.770 1778.865 2201.293 1603.273 294.624 596.305 240.011
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   7.583    6.201    5.068    4.092    4.507    5.096    5.152
[2,]  48.979 3442.241 2091.886 2481.347 1095.822 1655.868 1725.075
[3,] 822.009  567.599 1674.382  596.296 1190.100 1311.681 1799.087
        [,16]    [,17]    [,18]   [,19]   [,20]   [,21]   [,22]   [,23]
[1,]    5.747    8.157    7.997   11.06   10.26   11.99   4.862   15.91
[2,] 1199.995 1731.526 3032.087 2734.81 3240.85 1428.67 671.365 6914.47
[3,]  773.083 2411.738 1841.152 2082.87 2814.09 1749.98 238.883 1892.87
        [,24]    [,25]    [,26]   [,27] [,28]    [,29]    [,30]    [,31]
[1,]    9.359   0.7032    8.751    9.69   1.4    8.434   0.6934    8.437
[2,] 1467.537 178.0150 1427.624 3058.32 211.7 2645.929 149.6217 3194.838
[3,]  532.704 188.5017 2448.236 2177.14 335.0 1743.793 201.6677 1939.309
       [,32]   [,33]   [,34]    [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   1.987   1.246    8.23    8.748    7.732   5.757    4.696   4.735
[2,] 595.467 375.650 1869.02 2170.497 1910.705 468.353 2527.651 273.285
[3,] 407.079 317.543 1750.11 1825.129 1470.257 138.852  874.122 137.360
      [,40]  [,41]  [,42]    [,43]    [,44]    [,45]  [,46]   [,47]
[1,]  1.846   4.49  1.463    4.278    5.073    5.154   2.30   5.415
[2,] 73.266 532.19 60.871 1024.985  857.634 1370.204 103.66 751.286
[3,] 49.244 481.64 58.379  855.315 1142.498  932.078  58.52 626.676
        [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    6.604    8.438   4.544    7.292    7.028   2.699    5.794    4.979
[2,]  431.886  336.818 512.920 3030.870 1204.282 550.893 3897.217 2735.902
[3,] 1225.329 2034.532 224.549 1155.676 1428.493 233.279 1778.248 1825.053
        [,56]    [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]
[1,]    4.304    2.537   4.929  1.203    4.206   1.429    3.55   3.967
[2,] 2266.863 3381.172 496.485 81.946  962.298 141.901  643.03 332.079
[3,] 2690.102 2359.850  53.640 64.102 3157.443 214.643 1277.79 351.305
        [,64]    [,65]   [,66]    [,67]   [,68]   [,69]   [,70]    [,71]
[1,]    4.679    6.061   1.987    5.378   3.598    4.55   2.127    6.246
[2,] 1656.877 2867.229 168.994 1929.884 145.747 3344.39 392.623  812.136
[3,]  708.817  526.585 118.352  968.445 108.096 1837.45 203.158 1415.079
        [,72]   [,73]   [,74]    [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    6.426   7.058    6.77    9.303    8.762    4.885   1.846    4.842
[2,]  722.882 205.021 3619.41 1735.372 3927.902 4572.951 156.702 4506.684
[3,] 1518.145 489.880  455.93 2862.367 1947.514 2592.400 182.883 3314.933
       [,80]    [,81]   [,82]   [,83]  [,84]    [,85]  [,86]    [,87]
[1,]   4.752    5.065   3.096   3.296  1.947    3.904   3.90    9.487
[2,] 481.108 2861.882 496.691 863.773 68.250 3050.901  30.03 1540.580
[3,] 343.037 3893.925 493.132 638.278 47.663  793.310 167.88  111.566
        [,88]    [,89]  [,90]    [,91]    [,92]    [,93]   [,94]   [,95]
[1,]    9.059    2.362    2.5    4.393    4.407    4.439   2.479   1.046
[2,]  324.307 1648.445 2588.5 1258.459  889.214  477.214 158.010 244.437
[3,] 1249.199 1913.598  640.2  963.750 1148.975 1066.560  22.662 289.565
       [,96]  [,97]    [,98]
[1,]   2.111   21.5    9.389
[2,] 461.529 5817.1 1927.008
[3,] 486.749 3589.0 2591.351
[1] "--- VAR model 2017-09-30 19:01:00  completed"
[1] "Completed training sample:  2017-09-30 19:01:00 - 2017-10-01 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 19:31:00 - 2017-10-01 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.23245        -0.13355         -6.131         -6.855
         0.04623        -0.01031         -3.775         -5.330
         0.04861         0.02065         -5.532         -5.400
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.523        0.17282                0          0.02124
         -6.700       -0.07838                0          0.32607
         -5.220        0.13152                0          0.07502
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         0.656663          0.45121          0.08298          -0.6025
        -0.007182         -0.02684          1.08654          -1.8077
         0.203192          0.43085          0.73092          -0.7231
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.007814          -0.5232          -0.2385           0.7605
         0.043447          -1.3863          -0.1901           1.0039
         0.209002          -0.8346          -0.1467           1.0696
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.52057           0.4540          0.05559           1.1634
         -0.06391           0.6103          0.15564           1.1383
         -0.42784           0.2589          0.47083           0.6496
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.721          -0.4306          -13.613           -4.420
           -4.377          -0.4828          -12.259           -5.347
           -5.721          -0.5800           -9.548           -4.697
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.0103           -7.155           -6.571          -0.8741
          -0.1617           -7.045           -5.472          -0.7039
          -0.1254           -6.490           -5.645          -0.6976
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.195          -0.3359           -7.696           -3.253
           -5.808          -0.1123           -6.381           -3.042
           -5.737          -0.1450           -5.596           -2.565
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.055           -6.519           -6.761           -8.069
           -1.223           -5.889           -7.604           -6.565
           -1.122           -4.988           -5.633           -6.663
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.13801           1.2316        -0.013999         0.076033
          0.54067           0.3433         0.059157        -0.007117
         -0.08975           1.8203         0.002964         0.029899
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.889           -4.842
                0                0           -3.475           -4.216
                0                0           -3.417           -3.364
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.9926        -0.097765           -3.253           0.7321
           0.6077         0.007627           -2.331           3.1241
           0.3921        -0.166509           -2.477           0.7725
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
        -0.305289        -0.002133          0.09721            1.929
        -0.149192        -0.313238         -2.01148            2.493
        -0.002311        -0.273721         -1.60862            2.083
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1272          -0.4867          -0.7988           0.9176
          -0.2284          -0.0914           0.8802           0.2329
          -0.1429          -1.4685          -1.0338          -0.3085
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           6.8759          0.24995                0           0.1248
          -1.4467          0.06759                0           6.0468
           0.7209          0.05551                0          -1.4965
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.02779         -1.33091          0.08768           -1.659
          0.16466          2.33799          0.04777           -0.312
         -0.08120         -0.05973          0.06279            2.241
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3654                0          -0.7400        -0.033104
          -0.5299                0          -1.2249        -0.002542
           2.1870                0           0.2389        -0.003249
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.3361         -0.16959         -0.12121          0.22128
          -1.3294          0.03231          0.01716          0.01995
          -0.4506         -0.18453          0.18925          0.06528
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.3196          0.38303            3.904            1.853
           0.5746          0.06970            5.875            2.626
           0.2775         -0.05436            4.271            2.464
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.927                0            8.243          0.19203
            2.101                0            1.414          0.07247
            2.950                0            2.364          0.02730
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.398          0.03866          -0.3652                0
            3.309          1.20032          -0.0211                0
            2.096          0.30733          -0.4028                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.010         -0.06547           0.1255          -0.5831
           -0.304          0.01504          -0.3335          -0.8374
            1.363          0.03992           0.1474          -0.2212
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1716          0.08786           0.5653           0.4951
           0.2514          0.44034          -0.1778          -0.1697
           0.3086         -0.07412           0.1802           0.2625
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4481                0          -0.5447          -0.1766
           1.6257                0          -0.8036          -0.2764
           0.4782                0          -0.7253          -0.1709
 rnd_95776.volume rnd_95787.volume
           -4.416           -3.746
           -5.493           -4.994
           -2.623           -4.672
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.544 2.867 6.661 6.204 5.987 1.711 2.152 4.387 5.096 4.677 3.850
[2,] 4.633 2.867 6.860 6.687 6.417 1.712 2.179 4.393 5.593 5.889 4.336
[3,] 4.729 2.893 7.016 6.927 6.658 1.741 2.265 4.400 5.645 5.911 4.717
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.971 3.502 3.795 3.938 4.423 6.244 6.079 8.456 7.887 8.944 3.280
[2,] 3.856 3.588 4.064 4.306 4.614 6.530 6.888 8.961 8.487 9.065 3.371
[3,] 3.945 3.747 4.409 4.651 4.710 6.992 7.212 9.269 8.993 9.178 3.382
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.44 7.131 0.5245 6.268 6.766 1.060 6.073 0.5326 5.941 1.519 0.8600
[2,] 14.14 7.594 0.5505 6.434 7.450 1.090 6.590 0.5615 6.596 1.652 0.9234
[3,] 14.35 7.679 0.5818 6.893 7.821 1.133 6.825 0.6067 7.035 1.719 0.9690
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.928 6.187 5.627 4.302 3.527 3.451 1.352 3.298 1.084 3.107 3.592
[2,] 6.210 6.572 5.868 4.336 4.421 3.454 1.355 3.334 1.085 3.256 3.721
[3,] 6.481 7.152 6.093 4.336 4.530 3.456 1.356 3.370 1.085 3.357 3.911
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.078 1.689 4.137 4.899 6.423 3.536 5.497 5.235 2.024 4.364 3.759
[2,] 4.330 1.709 4.231 4.912 6.436 3.576 6.349 5.375 2.102 5.904 4.759
[3,] 4.450 1.718 4.301 5.057 6.744 3.585 6.472 5.596 2.119 6.241 5.159
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.213 1.919 3.736 0.9016 3.138 1.090 2.730 2.969 3.464 4.327 1.486
[2,] 4.024 3.997 3.772 0.9034 3.271 1.105 2.760 2.992 3.948 5.347 1.499
[3,] 4.932 4.727 3.773 0.9054 4.633 1.130 3.078 3.008 4.000 5.374 1.505
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.901 2.539 3.457 1.606 4.600 4.547 5.273 5.108 7.015 6.618 3.362
[2,] 4.412 2.547 4.832 1.655 4.638 4.566 5.281 6.210 7.196 7.841 6.069
[3,] 4.614 2.559 5.219 1.670 4.798 4.759 5.305 6.219 7.661 8.045 6.545
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.357 3.306 3.545 3.475 2.330 2.404 1.377 2.873 2.846 7.051 6.897
[2,] 1.363 5.711 3.572 4.371 2.362 2.588 1.378 4.244 2.846 7.189 6.901
[3,] 1.381 6.799 3.593 6.174 2.416 2.672 1.382 4.318 2.850 7.190 7.032
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.757 1.857 3.383 3.370 3.409 1.741 0.8416 1.596 16.03 6.448
[2,] 2.455 3.321 3.635 3.477 3.445 1.751 0.8894 1.671 17.18 6.764
[3,] 3.230 3.371 3.772 3.676 3.569 1.754 0.9809 1.755 17.56 7.102
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.77   3.641    8.458    7.877    7.602   2.173   2.733   5.571
[2,] 784.76   8.433 1423.489 2168.184 2006.596  44.759 298.808 198.231
[3,] 825.12 336.487 1278.433 1569.476 1539.483 276.149 536.336 218.716
         [,9]   [,10]    [,11]    [,12]   [,13]   [,14] [,15]    [,16]
[1,]    6.471    5.94    4.889    3.773   4.447    4.82     5    5.616
[2,] 2002.564 3107.38 1731.219 2133.978 675.516 1262.16  1513 1139.741
[3,]  661.709  443.13 1612.420  724.158 939.560 1484.20  1526  825.355
        [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    7.929    7.72   10.74   10.02   11.36   4.165   14.53    9.056
[2,] 1659.735 2813.02 2575.55 2721.67 1280.45 673.576 7218.97 2267.301
[3,] 2169.083 1855.66 2059.09 2582.07 1245.61 239.243 2121.98  987.600
       [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.666    7.959    8.591   1.346    7.712   0.6763    7.545   1.929
[2,] 145.377 1264.227 2707.649 220.823 2221.516 154.6351 2487.183 562.089
[3,] 163.465 2147.660 2068.169 267.866 1539.847 199.5591 2124.462 413.501
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   1.092    7.528    7.857    7.145   5.463    4.479   4.382  1.716
[2,] 291.967 1605.686 1924.393 1444.701 471.798 2314.929 124.045 89.243
[3,] 255.174 1610.321 2449.899 1425.733  47.285  858.580 105.397  8.462
       [,41]  [,42]   [,43]    [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   4.188  1.376   3.945    4.562    5.179   2.145   5.253    6.221
[2,] 423.109 35.997 847.909  843.337 1262.657 226.399 769.364  308.998
[3,] 428.678 35.108 707.305 1043.104  893.750 152.855 672.621 1044.912
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]   [,56]
[1,]    8.156   4.491    6.981    6.648   2.571    5.542    4.774    4.08
[2,]  358.213 460.410 2758.074 1056.389 492.200 3452.566 2534.564 2103.38
[3,] 1751.558 219.065 1088.891 1352.504 227.557 1755.934 1729.446 2476.99
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.437   4.744  1.145    3.984   1.385    3.466   3.771    4.398
[2,] 3044.104 451.504 49.135  801.098 155.163  356.725 321.115 1645.125
[3,] 2191.379  79.801 52.712 2849.429 204.147 1182.937 262.113  560.162
        [,65]   [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    5.494   1.886    4.953   3.224    4.389   2.04    5.842    5.775
[2,] 2727.557 171.358 1790.322 169.328 2931.274 345.20  515.080  355.991
[3,]  471.864 117.207 1171.292 216.420 1712.807 194.36 1065.664 1164.921
       [,73]    [,74]    [,75]    [,76]   [,77]   [,78]    [,79]   [,80]
[1,]   6.695    6.486    8.908    8.403    4.27   1.723    4.198   4.501
[2,] 257.602 3067.128 1390.610 3652.708 4387.02 117.314 4043.219 380.558
[3,] 439.276  282.097 2283.470 1561.757 2128.97 188.726 3203.443 341.124
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]    [,87]    [,88]
[1,]    4.412   2.958   3.053  1.749    3.648   3.613    8.954    8.758
[2,] 2302.146 339.635 831.424 50.313 2712.259  17.622 1215.384  201.289
[3,] 3786.431 440.504 578.647 90.444  693.736 144.521  135.065 1171.632
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]    2.231    2.358    4.296    4.279   4.329   2.211   1.069   2.027
[2,] 1488.765 2390.314 1155.242  745.651 430.296 161.127 249.888 430.883
[3,] 1822.133  502.081  874.589 1034.774 809.390  80.768 359.124 465.602
       [,97]    [,98]
[1,]   20.36    8.188
[2,] 5375.44 1773.493
[3,] 3133.82 1881.055
[1] "--- VAR model 2017-09-30 19:31:00  completed"
[1] "Completed training sample:  2017-09-30 19:31:00 - 2017-10-01 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 20:01:00 - 2017-10-01 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3975       -0.004491         -3.653         -4.948
          0.3136       -0.072199         -4.854         -4.621
          0.1202       -0.035349         -4.739         -4.885
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.830       0.000000           0.2977         0.324083
         -5.132      -0.001908           0.2913        -0.009765
         -4.704       0.018850           0.2666        -0.181968
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
        -0.976362         -1.87261           0.1441           -2.610
         0.086160          0.46765          -0.2604           -2.042
         0.002652         -0.04598           0.1253           -1.712
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6108           -2.615          -1.9328           0.2407
           0.1786           -1.668          -2.0261          -0.1487
           0.1387           -1.612          -0.9959           0.6942
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.389           -1.581           -2.171         -0.02434
           -2.514           -1.484           -1.485          1.09702
           -2.049           -2.177           -1.754          0.04046
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.145          -0.3710          -11.124           -5.481
           -4.437          -0.4042           -9.268           -4.605
           -5.576          -0.4911           -9.941           -4.630
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.19767           -5.244           -4.799          -0.3330
         -0.03894           -4.973           -5.042          -0.3622
         -0.03926           -4.011           -4.625          -0.3557
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.178          -0.4012           -4.548           -2.110
           -5.228          -0.2370           -3.711           -2.153
           -5.160          -0.2899           -4.570           -2.009
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.128           -5.119           -6.341           -5.868
           -1.130           -3.985           -5.035           -5.727
           -1.105           -4.342           -4.210           -4.796
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.05143           0.4996                0                0
          0.57424          -0.4255                0                0
          0.07356           0.1143                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.306           -3.250
                0                0           -3.107           -3.308
                0                0           -2.898           -3.473
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          1.15592         -0.20083           -2.127          0.29479
          0.15209         -0.04349           -2.247         -0.09910
          0.06486          0.15357           -2.441          0.07077
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.2606          -0.3346          -1.7051         -0.20210
          -0.2812          -0.3613          -0.8531         -0.04565
           0.2725          -0.3059          -1.3172         -0.06130
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1310          -1.6219          -0.5951          -0.3875
          -0.2033          -1.1843          -0.9080          -0.7095
          -0.1287          -0.8941          -0.5883           0.1088
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.7019          0.18438                0          -0.2767
          -0.5661         -0.06532                0          -0.9507
          -0.8952          0.05357                0          -0.7212
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.10526        -0.503844         0.067450          -1.4868
          0.01008        -0.003981         0.009239          -0.3675
         -0.09186        -0.235594         0.008007          -0.6130
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.0719                0         -0.53915                0
          -0.3720                0         -1.43145                0
          -0.1175                0         -0.01013                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.3918           0.1336           0.6269           0.4605
          -1.5963          -0.1746           0.1140           0.2485
           0.1444          -0.1377          -0.1735           0.1374
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.14671          -1.7431           2.8654          0.09151
         -0.03076           0.7335           1.0237          0.24485
         -0.01098          -0.1066           0.6899          0.32392
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.9480          0.11579          -0.4121                0
           0.4612          0.01204           0.3167                0
           1.1087          0.01117           0.4515                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         0.002752          0.13687          -0.2981                0
         1.192765          0.03228          -0.4320                0
         0.136529          0.12178          -0.2445                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.1770         0.082814          0.41999         -0.18194
           0.1829        -0.003792          0.14844         -0.22333
           0.2739        -0.061878          0.01702         -0.05432
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1600           0.3808          0.15391          0.16433
           0.2802           0.2585          0.84847          0.79957
           0.3879           0.6478          0.07236          0.03116
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.1814                0          -0.8630          -0.3548
           0.4926                0          -0.7421          -0.2683
          -0.1440                0          -0.7486          -0.2297
 rnd_95776.volume rnd_95787.volume
           -4.442           -5.119
           -3.338           -4.155
           -5.638           -4.577
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.312 2.744 6.141 5.482 5.381 1.700 2.077 4.140 4.844 4.477 3.381
[2,] 4.384 2.744 6.365 5.931 5.704 1.701 2.099 4.143 5.323 5.604 3.857
[3,] 4.461 2.773 6.514 6.142 6.006 1.727 2.173 4.148 5.369 5.623 4.178
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.970 3.283 3.494 3.740 4.181 6.000 5.745 7.817 7.667 8.601 3.298
[2,] 3.693 3.332 3.839 4.109 4.320 6.310 6.545 8.547 8.257 8.696 3.387
[3,] 3.863 3.451 4.166 4.458 4.397 6.781 6.836 8.901 8.817 8.815 3.399
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.79 6.513 0.4886 5.715 6.254 1.010 5.409 0.4856 5.412 1.482 0.8422
[2,] 13.32 6.897 0.5130 5.906 6.702 1.047 6.064 0.5135 6.046 1.588 0.9185
[3,] 13.51 7.031 0.5389 6.415 7.169 1.083 6.319 0.5373 6.379 1.661 0.9611
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.294 5.591 4.982 4.101 3.199 2.979 1.232 2.903 0.9981 2.821 3.162
[2,] 5.474 5.821 5.210 4.133 3.989 2.987 1.239 2.964 0.9998 2.966 3.353
[3,] 5.801 6.277 5.465 4.133 4.057 2.988 1.241 3.019 1.0002 3.045 3.498
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.120 1.615 3.837 4.471 6.248 3.442 5.224 5.073 1.917 4.167 3.687
[2,] 4.295 1.629 3.910 4.545 6.256 3.478 5.933 5.201 2.000 5.534 4.611
[3,] 4.575 1.637 3.985 4.620 6.546 3.486 6.032 5.424 2.011 5.753 4.929
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.122 1.842 3.417 0.8738 2.965 1.046 2.585 2.803 3.341 4.082 1.385
[2,] 3.905 3.862 3.459 0.8765 3.108 1.057 2.631 2.829 3.691 5.107 1.392
[3,] 4.674 4.549 3.459 0.8781 4.513 1.079 2.934 2.849 3.758 5.135 1.401
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.459 2.365 3.227 1.544 4.228 4.268 5.051 4.876 6.714 6.270 3.159
[2,] 4.086 2.378 4.621 1.585 4.276 4.284 5.052 5.760 6.900 7.397 5.821
[3,] 4.310 2.389 4.926 1.604 4.429 4.424 5.065 5.782 7.206 7.612 6.248
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.236 3.146 3.337 3.260 2.190 2.309 1.238 2.533 2.635 6.461 6.619
[2,] 1.243 5.551 3.366 4.075 2.239 2.473 1.238 3.824 2.635 6.532 6.619
[3,] 1.248 6.573 3.378 5.741 2.275 2.540 1.242 3.912 2.642 6.532 6.759
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.678 1.765 3.244 3.202 3.131 1.643 0.7695 1.484 14.64 5.720
[2,] 2.332 3.176 3.479 3.293 3.157 1.652 0.8076 1.567 15.33 6.159
[3,] 3.069 3.215 3.620 3.494 3.300 1.656 0.8583 1.601 15.90 6.244
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.475   3.485    7.798    6.961    6.833   2.159   2.637   5.257
[2,] 795.812  24.863 1678.522 2268.601 1898.543  50.565 307.587 162.197
[3,] 825.898 397.307 1388.066 1603.284 1883.843 299.541 560.502 205.713
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    6.151    5.685    4.294    3.771   4.169    4.436    4.749    5.31
[2,] 2213.679 3380.090 1860.769 2201.104 568.244 1595.264 1706.889 1087.47
[3,]  700.441  458.291 1610.484 1137.169 901.048 1623.201 1733.688  823.42
       [,17]    [,18]    [,19]    [,20]   [,21]   [,22]  [,23]   [,24]
[1,]    7.62    7.295    9.926    9.735   10.92   4.187   13.7    8.27
[2,] 1956.82 3144.907 3466.785 3073.857 1286.53 776.279 7839.9 2274.24
[3,] 2488.79 1976.375 2490.162 3099.901 1444.46 285.198 2252.4 1370.73
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.6205    7.257    7.941   1.282    6.869   0.6167    6.872   1.882
[2,] 156.5621 1496.256 2417.169 279.151 2748.467 167.1948 2701.365 572.069
[3,] 165.6588 2509.608 2549.958 277.582 1781.631 158.5557 2040.083 487.411
       [,33]    [,34]  [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   1.069    6.723    7.1    6.326   5.207    4.062   3.783   1.564
[2,] 367.492 1392.680 1626.5 1528.933 521.884 2390.271 227.707 130.202
[3,] 283.702 1926.567 2354.5 1654.761  14.011  740.377  68.538  77.253
       [,41]  [,42]   [,43]    [,44]    [,45]  [,46]   [,47]   [,48]
[1,]   3.687  1.267   3.582    4.015    5.232   2.05   4.873   5.677
[2,] 599.222 58.773 917.199 1116.901 1216.390 214.23 753.800 819.063
[3,] 572.496 29.805 694.206 1000.187 1579.116 163.76 766.891 829.640
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    7.935   4.371    6.634    6.442   2.435    5.291    4.682    3.964
[2,]  310.818 500.157 2819.243 1148.916 568.644 3651.728 2776.034 2351.108
[3,] 1930.291 233.448 1090.156 1542.768 216.474 1577.167 1745.750 2575.473
        [,57]   [,58] [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.339   4.339  1.11    3.765   1.328    3.282   3.559    4.242
[2,] 3403.404 543.038 69.72  934.500 150.658  490.906 384.930 1573.639
[3,] 2410.263   4.270 52.30 3280.410 217.071 1302.009 333.592  706.244
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    5.184   1.758    4.392   3.004    4.098   1.961    5.369    5.419
[2,] 3076.661 141.701 2181.246 242.332 3316.154 358.016  635.658  369.705
[3,]  538.628 157.105 1375.805 229.721 1710.143 246.324 1159.082 1109.427
       [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]   6.414    6.192    8.526    7.962    4.012   1.57    3.995   4.238
[2,]  65.877 3074.550 1594.155 3933.662 4901.372 128.82 4584.846 439.661
[3,] 366.293  502.624 2082.667 1801.828 2275.157 119.58 3529.856 286.238
       [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    4.14   2.781   2.932  1.573    3.216   3.346   8.205    8.405
[2,] 2450.79 466.741 887.347  9.258 2872.569  32.527 957.796   39.162
[3,] 4054.15 408.352 581.862 88.675  825.535 186.787  65.971 1373.147
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]    [,95]   [,96]
[1,]    2.131    2.241    4.119    4.066   3.975   2.086   0.9772   1.885
[2,] 1624.096 2646.873 1260.133  768.482 407.955 173.583 245.5459 504.683
[3,] 2000.377  505.562 1004.675 1170.840 964.715 114.188 291.5560 325.484
       [,97]    [,98]
[1,]   18.59    7.264
[2,] 4559.20 2289.219
[3,] 4240.75 1026.153
[1] "--- VAR model 2017-09-30 20:01:00  completed"
[1] "Completed training sample:  2017-09-30 20:01:00 - 2017-10-01 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 20:31:00 - 2017-10-01 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.08501         0.22567         -6.218         -7.346
        -0.20799         0.06795         -5.362         -6.097
        -0.02026         0.03654         -6.139         -5.887
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.914        0.00000           0.2712           0.3074
         -6.219        0.06893           0.2670           0.5009
         -6.215        0.07499           0.1959           0.2763
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.5938           2.3976         -0.48264           -1.446
          -0.8048           0.1718          2.50546           -0.494
           0.9688           0.6186          0.09729           -1.755
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2128          -1.4952         -1.04509          0.07832
           1.4844          -0.6758          0.05789          0.93503
           0.3609          -0.9996         -1.34560         -0.51454
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.2026           0.5820           1.3956            4.285
          -1.0498          -0.1375           0.4091            3.324
           0.1316           0.2526           0.1089            1.708
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.539          -0.3186           -12.96           -5.529
           -5.590          -0.2668           -12.00           -4.951
           -6.226          -0.2669           -10.91           -5.559
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.0846           -6.104           -6.449          -0.3540
          -0.1565           -6.014           -5.866          -0.9720
          -0.1652           -5.808           -5.742          -0.6909
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.367          -0.4325           -6.355           -2.739
           -6.779          -0.5658           -5.832           -2.543
           -6.144          -0.6623           -5.569           -2.680
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.402           -5.553            -7.59           -6.703
           -1.469           -6.192            -7.03           -6.447
           -1.443           -5.338            -5.84           -5.712
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.52159          -0.7578                0                0
          0.05966          -0.4730                0                0
          0.23227          -1.3556                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.032           -5.273
                0                0           -2.841           -3.708
                0                0           -2.910           -4.154
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0323          -0.1467           -2.176           1.0317
           0.9001          -0.1107           -2.440           0.8966
           0.5919          -0.3651           -2.337           0.6986
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3040          -0.2813           -1.502          0.72011
          -0.2692          -0.2092           -1.510         -0.04611
           0.1752          -0.2951           -1.354          0.11655
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.30640          -0.7781          -0.9888          -2.4141
         -0.05199          -1.5605          -1.3838          -0.4577
         -0.18575          -1.2916          -0.9688          -1.2760
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.143                0                0          -2.7708
           -1.058                0                0          -3.4489
           -1.318                0                0          -0.3695
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.006893           -1.250           0.3887          -0.7761
         0.030744           -1.746           0.3920          -1.0872
         0.002259           -1.194           0.0960          -1.9689
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3668           0.1284          -1.3964                0
          -0.3565           0.2171          -0.3996                0
          -1.6929           0.2098          -1.1347                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.3626          0.14225          0.09018         -0.06308
          -0.1168         -0.20847         -0.10299         -0.40685
          -1.1883         -0.04394         -0.07170         -0.25137
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
                0         -0.04918           0.1810           0.2239
                0         -0.02534           1.0799           0.9080
                0         -0.12876           0.2851           0.5924
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -1.87778                0           1.4053          0.19924
          0.08769                0          -0.2818          0.18060
          0.62311                0           0.6902          0.05298
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.9685         -0.10447          -0.3422                0
          -1.4923          0.08012          -0.2092                0
           0.2276         -0.05396          -0.2769                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.4294          0.14306          1.17246         -0.03922
          -0.3965          0.05377         -0.04579         -0.39861
          -0.9405          0.01186         -0.01480         -0.03577
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2926           0.7998           0.8708           0.8262
           0.7386           0.6713           0.2790           0.2828
           0.5946           0.2864           0.3700           0.3572
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4991                0          -0.8428          -0.2475
          -1.3377                0          -0.7298          -0.4104
          -0.7275                0          -0.7439          -0.3395
 rnd_95776.volume rnd_95787.volume
           -4.505           -5.501
           -3.727           -5.101
           -3.744           -4.952
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.098 2.645 5.374 4.952 4.679 1.653 1.926 3.972 4.622 4.171 3.254
[2,] 4.146 2.645 5.590 5.374 5.042 1.654 1.958 3.973 5.100 5.314 3.707
[3,] 4.197 2.678 5.727 5.637 5.258 1.679 2.017 3.978 5.149 5.338 4.067
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.831 3.073 3.386 3.605 4.117 5.847 5.858 7.777 7.152 5.553 2.008
[2,] 3.586 3.311 3.755 3.950 4.256 6.161 6.657 8.365 7.817 5.592 2.110
[3,] 3.709 3.491 4.073 4.271 4.330 6.648 6.989 8.811 8.376 5.775 2.117
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  9.748 6.206 0.4522 5.321 5.848 0.9267 4.828 0.4767 4.979 1.404
[2,] 11.849 6.759 0.4726 5.481 6.344 0.9393 5.419 0.4936 5.541 1.507
[3,] 12.008 6.868 0.4963 5.876 6.742 1.0129 5.696 0.5266 5.865 1.584
      [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43]
[1,] 0.8032 4.871 5.161 4.547 3.806 3.121 2.556 1.167 2.635 0.9495 2.439
[2,] 0.8707 5.063 5.403 4.756 3.847 3.758 2.578 1.175 2.673 0.9502 2.579
[3,] 0.9084 5.398 5.729 4.969 3.847 3.809 2.579 1.179 2.710 0.9505 2.689
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.797 3.769 1.612 3.698 4.310 6.073 3.299 4.962 4.468 1.834 3.978
[2,] 2.958 3.978 1.618 3.771 4.355 6.084 3.340 5.604 4.479 1.906 5.327
[3,] 3.069 4.121 1.623 3.834 4.467 6.367 3.353 5.694 4.676 1.917 5.546
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 3.482 2.931 1.762 3.302 0.8433 2.772 0.9899 2.414 2.667 3.221 3.847
[2,] 4.430 3.656 3.660 3.344 0.8460 2.887 0.9957 2.475 2.690 3.582 4.873
[3,] 4.744 4.380 4.351 3.345 0.8473 4.197 1.0183 2.764 2.712 3.640 4.940
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.266 3.243 2.161 3.144 1.444 3.894 3.998 4.840 4.713 6.336 6.070
[2,] 1.268 3.858 2.168 4.426 1.479 3.929 4.009 4.841 5.426 6.507 7.052
[3,] 1.276 4.055 2.175 4.734 1.492 4.046 4.088 4.856 5.449 6.893 7.231
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.049 1.160 2.970 3.076 3.096 2.011 2.094 1.109 2.371 2.482 5.943
[2,] 5.609 1.170 5.394 3.119 3.932 2.059 2.253 1.109 3.669 2.483 5.993
[3,] 5.968 1.175 6.314 3.126 5.554 2.094 2.329 1.114 3.768 2.492 5.993
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 6.441 1.624 1.655 3.099 3.110 2.987 1.532 0.7229 1.388 14.23 5.607
[2,] 6.441 2.215 3.043 3.311 3.209 3.021 1.545 0.7636 1.471 14.83 5.958
[3,] 6.568 2.951 3.091 3.459 3.414 3.134 1.546 0.8253 1.527 15.55 6.107
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.204   3.359    6.825    6.288    5.942   2.098   2.446   5.044
[2,] 624.951  21.240 1533.270 2080.921 1870.901  65.117 351.614  88.042
[3,] 651.162 420.773 1242.615 1696.545 1487.081 286.349 481.715 192.368
         [,9]    [,10]    [,11]    [,12]    [,13]  [,14]    [,15]    [,16]
[1,]    5.869    5.296    4.132    3.595    3.902    4.3    4.578    5.228
[2,] 2147.939 3282.931 1770.644 2193.800 1229.263 1617.3 1607.861 1074.892
[3,]  706.187  504.683 1666.097  943.846 1102.659 1572.2 1620.811  796.581
        [,17]    [,18]    [,19]    [,20]    [,21]  [,22]   [,23]   [,24]
[1,]    7.425    7.439    9.875    9.082    7.052   2.55   12.38    7.88
[2,] 1934.906 3152.212 3072.660 3144.411  654.827 643.85 6714.13 2670.47
[3,] 2489.637 2122.433 2759.906 3000.668 1437.954 173.03 1945.47 1211.30
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5743    6.757    7.426   1.177    6.131   0.6053    6.322   1.783
[2,] 136.6910 1311.678 2452.004 152.794 2452.661 127.5956 2424.756 546.034
[3,] 151.1659 2111.268 2275.917 377.788 1750.259 182.9015 1917.289 484.540
      [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   1.02    6.186    6.554    5.774   4.833    3.963   3.246   1.481
[2,] 335.11 1375.254 1594.354 1391.941 557.105 2086.494 338.634 143.376
[3,] 258.19 1867.474 1898.764 1434.794  49.846  619.571  35.214  96.741
       [,41]  [,42]   [,43]   [,44]    [,45]   [,46]   [,47]   [,48]
[1,]   3.346  1.206   3.097   3.552    4.787   2.047   4.695   5.473
[2,] 444.170 35.186 836.218 957.802 1268.188 143.223 739.206 626.884
[3,] 449.385 24.231 759.256 816.038 1070.035 121.306 687.672 990.620
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    7.712   4.189    6.301    5.674   2.329    5.052    4.422    3.722
[2,]  364.345 519.940 2595.984  316.324 516.501 3531.345 2729.233 2178.587
[3,] 1872.667 302.194 1006.115 1336.519 207.839 1537.753 1692.034 2404.889
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]   [,64]
[1,]    2.238   4.194  1.071    3.519   1.257    3.065   3.387    4.09
[2,] 3197.421 524.876 66.760  806.093 106.988  545.659 344.579 1562.79
[3,] 2346.573  82.748 46.984 3036.545 212.765 1226.756 347.441  642.79
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    4.885   1.607    4.118   2.744    3.992   1.834   4.945   5.076
[2,] 2982.247  80.998 2083.088 168.418 3105.898 317.933 520.929 306.150
[3,]  810.221 136.933 1245.887 181.400 1674.207 200.618 963.455 797.162
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   6.146    5.985    8.046    7.708    3.871   1.474    3.772   3.906
[2,]  93.618 2680.524 1478.060 3579.374 4694.090 149.835 4487.843 514.220
[3,] 386.052  498.820 2265.400 1592.537 2030.837 105.565 3271.834 201.577
        [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]    [,88]
[1,]    3.931   2.554   2.659   1.408    3.01   3.152   7.547    8.179
[2,] 2416.837 440.164 829.554  31.088 2790.93  30.468 768.174   69.182
[3,] 3909.525 376.923 586.817 101.122  855.02 217.018  31.205 1279.051
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]    2.062    2.102    3.936    3.949   3.792   1.946   0.918   1.762
[2,] 1501.709 2545.585 1162.270  789.437 452.784 193.596 245.140 486.406
[3,] 1943.212  542.975  996.390 1161.520 831.582  69.211 312.317 408.561
       [,97]   [,98]
[1,]   18.07    7.12
[2,] 4160.26 2010.05
[3,] 4666.78 1333.08
[1] "--- VAR model 2017-09-30 20:31:00  completed"
[1] "Completed training sample:  2017-09-30 20:31:00 - 2017-10-01 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 21:01:00 - 2017-10-01 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.07085        0.083005         -7.059         -6.405
         0.05574        0.001701         -6.278         -6.612
        -0.11544        0.012525         -6.971         -6.285
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.066         0.0000           0.3811         -0.09685
         -6.175        -0.1693           0.3523          0.03543
         -6.459         0.0876           0.2223         -0.14885
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.83681         -1.93321         -0.86113           -3.481
         -0.24076         -0.18218          0.59742           -1.032
          0.03944         -0.04867          0.01127           -1.895
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9237           -2.298          -0.9441           0.4635
          -0.2911           -2.952          -2.2805           0.9412
           0.1666           -2.053          -0.7643           0.8879
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.138           -2.021           -2.419         -0.03865
           -1.894           -1.315           -1.777          0.89731
           -1.746           -1.786           -1.734          0.82843
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.539          -0.4474           -14.64           -7.320
           -5.723          -0.5165           -14.12           -6.592
           -5.451          -0.6700           -12.04           -6.600
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1044           -6.722           -7.569          -0.5447
          -0.1655           -6.386           -7.786          -0.8617
          -0.1844           -6.515           -7.311          -0.9545
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.240          -0.1852           -6.748           -1.610
           -6.880          -0.2536           -6.537           -1.700
           -6.692          -0.2785           -6.768           -1.668
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.173           -5.829           -6.149           -6.393
           -1.344           -6.450           -6.814           -7.477
           -1.280           -6.313           -6.748           -6.631
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4066           0.5788         0.043077         0.155813
           0.2060          -0.9034         0.007326         0.093766
          -0.2473           0.3809         0.001589         0.008157
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.187           -3.656
                0                0           -3.505           -4.147
                0                0           -3.476           -4.044
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.02276          -0.1919           -2.591           0.1622
         -0.07296          -0.1337           -2.592           0.5022
         -0.09745          -0.2408           -2.521           0.3360
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2688          -0.0144           -1.550           0.8729
          -0.1870          -0.3817           -2.500           0.5668
           0.4730          -0.2421           -1.927           0.3170
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2287           -1.476           -1.202           -2.373
          -0.1727           -1.621           -1.508           -1.090
          -0.2796           -2.381           -2.036           -1.731
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.358          0.40002                0            1.003
           -1.193          0.05868                0           -3.102
           -1.466          0.01423                0           -1.104
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.01711          -1.1084        -0.007809          -1.7350
          0.03057          -0.0301        -0.001218          -0.3893
         -0.00988          -1.0982        -0.001296          -0.8643
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -1.40379                0           -1.753         0.042011
          0.17591                0           -1.107         0.003513
         -0.06536                0           -0.403         0.003421
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.6426          -0.0492          0.24633          0.34715
          -1.1611          -0.1857          0.01650          0.17280
           0.1335          -0.1118          0.02823         -0.09587
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.01764        -0.065895            3.178           0.9069
          0.12824         0.392846            2.360           1.2102
          0.01124         0.006262            1.850           1.0559
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.235                0           2.7837         0.000000
            1.490                0           0.7725        -0.007851
            1.355                0           1.2002         0.010909
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.013          0.26071          -0.4258                0
            1.038          0.36833          -0.3275                0
            1.203          0.02012          -0.5318                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5084         0.069580        0.0711221          -0.3699
          -0.6236         0.002276        0.0076209          -0.2435
           0.2803         0.006775        0.0003173          -0.1036
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.11617         -0.01052         -0.05388          -0.1275
         -0.07063         -0.19294          0.07805           0.1718
         -0.01762          0.18252         -0.19434          -0.1311
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9758         0.038483           -1.081          -0.2049
           0.6934         0.003482           -1.084          -0.5305
          -0.6873        -0.000621           -1.064          -0.3108
 rnd_95776.volume rnd_95787.volume
           -7.707           -7.195
           -6.728           -7.041
           -8.536           -6.957
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.540 2.276 4.914 4.409 4.497 1.570 1.860 3.688 4.437 3.923 3.079
[2,] 3.547 2.277 5.167 4.874 4.948 1.571 1.889 3.690 4.876 4.939 3.490
[3,] 3.558 2.302 5.287 5.115 5.092 1.585 1.939 3.696 4.911 4.968 3.844
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.601 2.854 3.306 3.425 3.922 5.693 5.642 7.510 6.969 5.374 2.034
[2,] 3.299 3.024 3.543 3.688 4.052 6.008 6.384 8.080 7.574 5.533 2.158
[3,] 3.378 3.212 3.867 3.999 4.128 6.290 6.730 8.519 8.130 5.636 2.171
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  8.666 5.467 0.4306 4.920 5.231 0.8749 4.431 0.4589 4.615 1.310
[2,] 10.352 5.995 0.4507 5.152 5.743 0.9046 5.069 0.4854 5.113 1.390
[3,] 10.643 6.106 0.4753 5.473 6.140 0.9537 5.282 0.5089 5.362 1.445
      [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43]
[1,] 0.7077 4.549 4.995 4.061 3.524 2.916 2.347 1.060 2.426 0.8452 2.338
[2,] 0.7586 4.716 5.255 4.188 3.559 3.497 2.381 1.073 2.449 0.8454 2.502
[3,] 0.7991 5.127 5.655 4.428 3.560 3.543 2.382 1.077 2.476 0.8476 2.573
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.537 3.713 1.468 3.508 4.027 5.482 3.070 4.703 4.606 1.697 3.687
[2,] 2.718 3.894 1.480 3.560 4.061 5.550 3.209 5.334 4.691 1.761 5.005
[3,] 2.800 4.115 1.484 3.642 4.202 5.661 3.242 5.429 4.859 1.773 5.236
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 3.192 2.742 1.661 3.176 0.7919 2.597 0.9562 2.303 2.506 3.093 3.418
[2,] 4.079 3.438 3.376 3.210 0.7958 2.731 0.9641 2.377 2.536 3.440 4.460
[3,] 4.425 4.152 4.010 3.212 0.7970 3.943 0.9884 2.618 2.570 3.500 4.509
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.205 3.009 1.926 2.764 1.334 3.331 3.660 4.727 4.382 5.990 5.759
[2,] 1.208 3.668 1.933 3.677 1.368 3.339 3.661 4.728 5.111 6.172 6.707
[3,] 1.211 3.885 1.939 4.035 1.382 3.361 3.685 4.745 5.130 6.516 6.904
     [,77] [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 2.872 1.066 2.850 2.888 2.898 1.940 2.014 0.9821 2.199 2.315 5.341
[2,] 5.228 1.081 5.199 2.924 3.726 1.981 2.160 0.9829 3.384 2.316 5.372
[3,] 5.560 1.086 6.003 2.931 5.168 2.030 2.228 0.9863 3.474 2.327 5.372
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 6.105 1.555 1.549 2.862 2.920 2.810 1.431 0.6915 1.294 13.51 5.024
[2,] 6.109 2.089 2.856 3.087 3.019 2.850 1.437 0.7194 1.391 14.15 5.300
[3,] 6.185 2.771 2.909 3.266 3.201 2.966 1.437 0.7777 1.447 14.79 5.781
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.495   2.89    6.24    5.599    5.71   1.994   2.362   4.683
[2,] 216.083  44.37 1516.14 1974.023 1961.13  54.834 316.700 134.900
[3,] 259.402 326.28 1064.27 1472.126 1141.19 195.705 413.274 198.658
         [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]  [,16]
[1,]    5.634    4.981    3.91    3.302    3.624    4.198    4.349   4.98
[2,] 1920.077 2850.503 1560.26 1928.995  950.314 1210.100 1299.454 969.83
[3,]  556.481  508.881 1531.53  689.205 1029.041 1472.443 1468.116 750.08
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22] [,23]    [,24]
[1,]    7.229    7.165    9.537    8.85    6.824   2.583    11    6.943
[2,] 1822.734 2837.570 2832.220 2817.09 1250.978 684.297  5379 2335.819
[3,] 1769.203 2024.624 2564.368 2806.58 1020.415 231.437  2351 1099.469
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5468    6.248    6.643   1.111    5.627   0.5828    5.861   1.663
[2,] 126.4190 1451.680 2250.869 218.216 2338.044 150.1598 2091.305 441.481
[3,] 143.1984 1754.545 2062.728 287.139 1411.152 145.1400 1534.043 377.708
        [,33]    [,34]    [,35]    [,36]   [,37]    [,38]  [,39]   [,40]
[1,]   0.8987    5.776    6.343    5.156   4.475    3.703   2.98   1.346
[2,] 259.4261 1182.890 1550.353  975.023 469.650 1833.331 379.16 156.863
[3,] 238.5436 1911.945 1983.633 1363.916  84.321  543.314  82.28  94.402
      [,41]  [,42]   [,43]   [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   3.08  1.073   2.969   3.222    4.715   1.864   4.454    5.114
[2,] 323.56 13.027 846.631 926.655 1113.575 176.764 575.091  500.564
[3,] 346.54 57.943 571.787 639.858 1264.533 110.254 729.046 1023.451
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    6.961   3.898    5.972    5.849   2.155    4.682    4.053    3.482
[2,]  824.776 889.221 2390.968  846.689 448.606 3215.263 2412.093 1970.181
[3,] 1057.766 434.521  958.591 1203.066 195.118 1459.968 1629.209 2212.161
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.109   4.033  1.006    3.298   1.214    2.924   3.182    3.928
[2,] 2792.409 442.641 74.485  800.994 116.670  561.504 371.279 1428.902
[3,] 2054.913 107.390 41.288 2702.461 207.003 1042.111 395.069  615.366
       [,65]  [,66]    [,67]   [,68]   [,69]   [,70]  [,71]   [,72]
[1,]    4.34  1.531    3.821   2.446    3.51   1.694   4.23   4.647
[2,] 2721.78 70.366 1992.904 153.029 2303.89 288.640 211.95  82.079
[3,]  630.65 91.172 1215.413 149.018 1578.01 188.848 362.73 403.025
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   6.003    5.564    7.606    7.313    3.647   1.354    3.619   3.667
[2,]  82.417 2499.880 1414.720 3264.379 4149.427 165.604 4130.525 436.781
[3,] 384.471  412.427 1984.700 1556.107 1798.960 104.144 2851.006 192.161
       [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    3.68   2.463   2.557  1.247    2.792   2.939   6.783   7.752
[2,] 2224.31 379.179 742.731 37.822 2443.075  71.957 543.712 221.241
[3,] 3402.28 424.401 518.297 78.199  746.536 214.102  23.263 917.882
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]    [,95]   [,96]
[1,]    1.975    1.966    3.635    3.708   3.568   1.817   0.8781   1.643
[2,] 1325.458 2279.896 1098.925  728.014 450.418 122.975 188.4769 483.613
[3,] 1728.601  524.931 1012.576 1010.464 782.519  21.977 280.6724 379.362
       [,97]   [,98]
[1,]   17.15    6.38
[2,] 4017.50 1603.71
[3,] 4092.20 2192.06
[1] "--- VAR model 2017-09-30 21:01:00  completed"
[1] "Completed training sample:  2017-09-30 21:01:00 - 2017-10-01 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 21:31:00 - 2017-10-01 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.2050         0.39772         -8.371         -9.951
          0.7662         0.14869         -8.820         -9.380
          0.3462         0.07002         -8.894         -9.198
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.421        0.08620           0.4707           0.0658
         -9.018        0.08661           0.2100           0.1769
         -8.109        0.06516           0.1246           0.1061
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.7386           2.0954            1.441           -2.800
          -0.3271           0.1975            2.899           -1.789
           0.3570           0.1792            1.576           -2.598
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.6731           -1.871           -1.996            2.929
           0.7605           -1.618           -1.400            3.720
           0.8786           -2.585           -2.079            3.026
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.043           2.5657          -0.2190            5.699
           -2.630           0.5334           0.3845            4.783
           -2.320           0.9605          -0.7343            4.439
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.731           1.8331           -22.19           -8.775
           -8.031           0.1553           -18.27           -9.865
           -7.828           0.2360           -17.59           -8.519
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.047383           -9.753           -9.916          -0.9355
        -0.006447           -9.177           -9.406          -0.6301
        -0.031132           -9.460           -8.814          -0.8168
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.241         -0.07467           -9.333           -2.862
           -9.748          0.20416           -9.160           -2.994
           -9.373          0.06852           -8.924           -2.920
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.511           -8.918          -10.389           -9.902
           -1.646           -8.881           -9.428           -9.508
           -1.749           -9.053           -9.253           -9.277
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.35472          -1.0520                0          0.20015
          0.04873          -0.6080                0          0.12237
          0.11489          -0.2862                0          0.01092
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -4.707           -5.954
                0                0           -4.823           -6.187
                0                0           -4.020           -6.112
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.62889         0.278356           -1.904            1.176
         -0.16002        -0.044401           -1.763            1.701
          0.03076         0.005778           -2.217            1.626
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3836          -1.1029          -2.9203           0.5461
           0.4809           0.7117          -2.5892           0.3792
           0.6937           0.3158           0.7468           0.2193
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3857           -2.697           -1.530           -2.043
          -0.2197           -1.408           -1.485           -1.272
          -0.1260           -1.454           -1.565           -1.617
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.7937          0.07418                0           -2.387
          -1.4594          0.07659                0           -1.189
          -1.5969          0.04140                0           -1.908
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.01060          -1.2250         -0.11656          -0.5112
         -0.04359          -0.3861         -0.07149          -1.3974
         -0.02662          -0.7451          0.11131          -0.3215
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.5400         0.030560          -0.6091                0
          -1.2061         0.049764          -1.9210                0
          -0.3952         0.007716          -0.5230                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.2094         -0.27698           1.3605           1.4856
          -0.8552         -0.07246           0.8410           1.0388
          -1.0701         -0.18829           0.5126           0.5221
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.5699            3.354            4.391            8.096
           0.3393            1.740            4.511            6.222
           0.1236            1.015            3.975            5.110
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.639                0            9.830                0
            4.265                0            6.715                0
            3.631                0            5.219                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.116           0.9514          -0.3857                0
            6.349           1.1837          -0.5856                0
            4.143           0.8280          -0.6064                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.07056          0.32963          0.08008         -0.05166
         -0.98468          0.13622          0.00667         -0.38201
         -0.40847          0.05114          0.00288         -0.15369
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.13112          0.03108           0.2586           0.9291
          0.09304          0.86959           0.6964           0.7148
          0.70376          0.62059           0.6095           1.2205
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.8364                0          -0.6617          -0.2666
          -0.2162                0          -0.7018          -0.5428
          -0.4577                0          -0.7409          -0.4184
 rnd_95776.volume rnd_95787.volume
           -5.379           -9.830
           -3.802          -10.060
           -5.814           -8.598
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.380 2.129 4.449 3.837 4.132 1.497 1.711 3.508 4.146 3.754 3.184
[2,] 3.395 2.130 4.672 4.234 4.380 1.499 1.744 3.514 4.511 4.715 3.538
[3,] 3.404 2.159 4.762 4.524 4.677 1.514 1.782 3.521 4.552 4.752 3.849
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.788 2.838 3.008 3.071 3.692 5.059 5.395 7.379 7.193 5.165 2.151
[2,] 3.450 2.882 3.202 3.340 3.765 5.667 6.059 7.924 7.861 5.499 2.263
[3,] 3.554 3.029 3.544 3.722 3.844 6.081 6.411 8.360 8.476 5.565 2.272
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  7.538 5.056 0.4267 4.469 4.727 0.8398 3.514 0.4683 3.903 1.237
[2,]  9.855 5.175 0.4459 4.603 5.171 0.8709 4.221 0.4959 4.272 1.344
[3,] 10.264 5.633 0.4778 5.183 5.607 0.9155 4.553 0.5351 4.493 1.410
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.7139 3.975 4.505 3.573 3.304 2.600 2.165 0.9698 2.172 0.7904 2.022
[2,] 0.7768 4.091 4.818 3.694 3.336 3.212 2.223 0.9891 2.206 0.7908 2.219
[3,] 0.8201 4.329 5.113 3.944 3.336 3.251 2.223 0.9962 2.235 0.7919 2.286
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.139 3.388 1.342 2.940 3.830 5.325 2.828 4.176 4.262 1.591 3.476
[2,] 2.331 3.555 1.397 3.146 3.894 5.395 2.980 4.714 4.334 1.645 4.647
[3,] 2.533 3.729 1.411 3.222 4.033 5.591 3.053 4.823 4.528 1.655 4.811
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 3.032 2.622 1.563 2.944 0.7621 2.450 0.9257 2.134 2.233 2.780 3.258
[2,] 3.798 3.248 3.198 2.967 0.7661 2.531 0.9315 2.202 2.241 3.073 4.079
[3,] 4.036 3.864 3.759 2.968 0.7682 3.743 0.9439 2.450 2.262 3.118 4.155
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.133 2.766 1.658 2.295 1.256 3.168 3.452 4.465 3.994 5.766 5.276
[2,] 1.141 3.388 1.673 3.517 1.285 3.175 3.459 4.467 4.746 5.889 6.319
[3,] 1.144 3.571 1.702 3.719 1.298 3.199 3.472 4.495 4.767 6.205 6.506
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 2.291 0.9644 2.658 2.592 2.791 1.819 1.866 0.8827 2.003 2.126 5.104
[2,] 4.844 0.9814 5.119 2.620 3.300 1.839 1.981 0.8835 2.985 2.129 5.122
[3,] 5.214 0.9867 5.961 2.620 4.812 1.887 2.045 0.8839 3.103 2.148 5.125
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 5.736 1.484 1.455 2.585 2.696 2.574 1.301 0.6855 1.245 12.19 4.395
[2,] 5.739 1.803 2.645 2.759 2.785 2.610 1.312 0.7284 1.348 12.80 4.760
[3,] 5.826 2.595 2.694 2.923 2.999 2.734 1.314 0.7814 1.403 13.64 5.343
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.292   2.704    5.649    4.872    5.247   1.901   2.172   4.455
[2,] 289.264  59.217 1306.497 1638.227 1330.806  70.051 309.035 173.613
[3,] 236.756 322.852  844.199 1459.338 1502.708 196.952 337.832 209.679
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]  [,15]   [,16]
[1,]    5.264    4.767    4.043    3.541   3.604    3.819    3.9   4.688
[2,] 1628.021 2611.423 1412.314 1859.769 457.958 1006.948 1202.2 675.210
[3,]  562.516  541.183 1388.730  782.946 854.339 1389.455 1504.0 710.533
        [,17]   [,18]   [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    6.424    6.85    9.37    9.134    6.559   2.732    9.572    6.421
[2,] 2338.315 2526.09 2643.35 2903.623 1727.462 641.935 5811.748 1009.467
[3,] 2017.697 1916.40 2440.75 2901.516  782.079 192.171 2626.877 2036.824
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5418    5.675    6.002   1.066    4.462   0.5947    4.956   1.571
[2,] 118.7239 1008.001 1918.356 210.921 2140.630 149.2000 1590.235 482.311
[3,] 157.1026 2181.091 1986.156 258.571 1561.650 184.1515 1276.701 388.967
        [,33]    [,34]    [,35]    [,36]   [,37]    [,38]  [,39]   [,40]
[1,]   0.9065    5.048    5.721    4.537   4.196    3.302   2.75   1.232
[2,] 280.2891  884.737 1563.004  861.277 418.101 1726.654 460.16 177.723
[3,] 240.7308 1294.575 1567.600 1263.520  56.975  460.000  48.12 108.663
       [,41]  [,42]   [,43]   [,44]    [,45]   [,46]    [,47]   [,48]
[1,]   2.758  1.004   2.568   2.717    4.303   1.704    3.733   4.863
[2,] 353.903 22.597 835.421 847.490  983.180 356.824 1026.301 644.437
[3,] 327.162 38.955 504.565 907.614 1032.175 181.280  636.676 962.854
        [,49]   [,50]    [,51]    [,52]  [,53]    [,54]    [,55]   [,56]
[1,]    6.762   3.591    5.302    5.412   2.02    4.414    3.851    3.33
[2,]  790.971 859.466 2003.310  722.325 384.68 2823.209 2093.758 1754.10
[3,] 1343.813 608.192  931.970 1199.203 166.89 1140.198 1249.111 1916.85
        [,57]   [,58]   [,59]    [,60]   [,61]  [,62]   [,63]    [,64]
[1,]    1.985   3.738  0.9677    3.111   1.176   2.71   2.835    3.531
[2,] 2554.326 341.532 71.7913  582.973  94.608 497.42 176.263 1197.109
[3,] 1808.634  72.489 52.5048 2524.213 139.896 982.55 285.957  483.721
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    4.137   1.439    3.513   2.105    2.915   1.596   4.023   4.384
[2,] 2246.761 121.948 1791.326 204.652 2439.115 244.853 182.365 191.277
[3,]  727.184  77.760 1031.514 287.138 1107.205 169.056 360.152 275.432
       [,73]    [,74]    [,75]  [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   5.669    5.072    7.322    6.7    2.909   1.225    3.375   3.291
[2,] 130.059 2347.162 1093.638 3183.4 3908.201 166.505 4005.658 348.816
[3,] 458.267  405.896 1789.382 1418.5 1764.014  94.000 2795.205  50.967
        [,81]  [,82]  [,83]  [,84]    [,85]  [,86]   [,87]   [,88]
[1,]    3.544   2.31   2.37  1.121    2.543   2.70   6.481   7.284
[2,] 1611.338 251.37 609.13 34.453 2026.531  95.76 389.250 168.672
[3,] 3206.531 386.55 464.39 25.214  774.878 267.12 168.140 917.257
        [,89]    [,90]   [,91]    [,92]   [,93]   [,94]    [,95]   [,96]
[1,]    1.884    1.847   3.282    3.424   3.269   1.652   0.8705   1.581
[2,]  937.730 2022.976 883.738  638.640 394.818 150.842 225.4692 473.856
[3,] 1708.367  465.968 882.749 1018.117 746.400  70.240 259.0243 355.752
       [,97]    [,98]
[1,]   15.48    5.581
[2,] 3588.08 1674.574
[3,] 4319.13 2221.052
[1] "--- VAR model 2017-09-30 21:31:00  completed"
[1] "Completed training sample:  2017-09-30 21:31:00 - 2017-10-01 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 22:01:00 - 2017-10-01 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.927         0.47640        -10.179         -10.07
           4.423         0.23833        -10.415         -11.01
           3.647         0.08079         -9.665         -10.38
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -10.38              0           0.7762          0.23635
         -10.25              0           0.3233          0.27476
         -10.38              0           0.2128         -0.03639
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.5139          -1.2542          -0.8900           -4.094
          -0.2728           0.8782          -0.5994           -2.875
           0.3123           0.1326          -0.7874           -2.343
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9454           0.3991           0.9948            5.587
           0.9839          -1.8911          -1.6666            6.342
           0.4471          -1.9831          -1.0282            6.038
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.958            6.765            6.281           10.126
            6.213            6.464            7.345            9.332
            4.593            3.413            6.598            9.711
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.995          0.13694           -23.80           -9.707
           -9.405          0.05416           -22.10           -9.902
           -9.159          0.28123           -19.99           -9.632
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2953           -12.09          -12.151          -0.5356
          -0.4530           -10.97          -10.378          -0.4743
          -0.2866           -10.75           -9.768          -0.8071
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -11.17          -0.3020           -10.84           -3.613
           -11.78          -0.2618           -10.33           -3.762
           -10.84          -0.2992           -10.24           -3.734
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.936           -11.63           -11.86           -11.32
           -2.171           -10.99           -10.77           -10.67
           -2.154           -10.65           -10.53           -10.29
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8798         -0.08178        -0.007932          0.14684
           0.5430         -0.14060        -0.029915          0.09450
           0.4465         -0.64724        -0.007139          0.03704
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3217         0.041938           -4.628           -6.525
           0.3127        -0.002170           -5.333           -6.745
           0.1324         0.002319           -4.839           -6.902
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.193           0.8076           -2.151           0.7104
            2.235           0.6042           -3.173           0.7267
            2.203           0.6925           -2.484           1.1962
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.271         -0.24851          -0.6126           0.4609
            1.102          0.71105          -0.2762           0.3925
            1.003          0.05354           0.3271           0.8270
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1041          -0.1238         -0.64106          -0.9431
          -0.1560          -0.6052          0.14808           0.3045
           0.1409           0.9245          0.03742          -0.4321
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -2.34608           0.4587                0           1.3764
         -0.49656           0.1538                0          -1.9790
          0.01705           0.2199                0           0.1903
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.028331          -0.3932           0.2634          -0.3627
        -0.003430          -0.7830           0.2058          -0.0143
        -0.006616          -0.5841           0.1091          -1.3523
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.4197         -0.01994          -1.9264          0.16203
           0.3130         -0.03144           0.3906          0.20720
          -0.3495          0.07981           0.5424          0.03533
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.9530          0.52031            3.999            3.990
          -0.5740         -0.04472            3.454            4.072
           0.2498          0.25497            2.785            2.815
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.8894            9.274            7.889            13.97
           1.0764            5.725            8.007            10.95
           0.1741            4.911            6.032            10.32
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.821                0            7.940        -0.015417
            9.388                0           13.187         0.052695
            8.218                0            9.701         0.006532
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           15.352           1.7194          -0.2276          0.08180
           14.163           0.8393           0.1442          0.05229
            9.731           1.7345          -0.0775          0.04635
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.0389          0.49448          0.40900          0.95919
          -0.4950          0.15390         -0.10642         -0.09196
           0.2155          0.07726          0.02495         -0.15168
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.0000           0.8685                0           0.2715
           0.6221           0.1457                0           0.3641
           0.1094           0.3673                0           0.3524
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5702          0.19839           -1.190          -0.3353
          -0.4927         -0.09343           -1.227          -0.4658
          -0.3072         -0.03118           -1.259          -0.2124
 rnd_95776.volume rnd_95787.volume
           -3.934          -10.913
            3.352          -10.371
           -2.062           -9.577
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.351 1.924 3.449 3.601 3.565 1.375 1.673 3.361 3.899 3.467 3.089
[2,] 3.453 1.931 3.656 4.341 3.885 1.391 1.703 3.361 4.361 4.378 3.355
[3,] 3.489 1.948 3.790 4.487 4.092 1.413 1.747 3.364 4.416 4.405 3.650
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.398 2.551 2.620 2.820 3.494 4.648 4.601 6.753 6.603 4.163 2.126
[2,] 3.135 2.643 2.841 3.059 3.545 4.983 5.355 7.195 7.159 4.480 2.229
[3,] 3.242 2.770 3.135 3.316 3.612 5.317 6.093 7.614 7.649 4.587 2.241
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 6.113 4.139 0.3970 4.230 3.909 0.7946 2.989 0.4301 3.525 1.144 0.6222
[2,] 7.916 4.740 0.4111 4.387 4.335 0.8376 3.843 0.4617 3.722 1.235 0.6652
[3,] 8.194 4.909 0.4265 4.743 4.685 0.8731 4.024 0.4827 3.901 1.281 0.6973
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.513 3.688 2.907 3.042 2.425 1.875 0.8593 1.981 0.7469 1.530 1.858
[2,] 3.645 3.968 3.178 3.074 2.878 1.925 0.8652 2.007 0.7479 1.600 1.896
[3,] 4.034 4.232 3.369 3.086 2.926 1.930 0.8688 2.031 0.7491 1.678 2.073
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.082 1.310 2.693 3.703 5.085 2.563 3.759 3.677 1.503 3.146 2.714
[2,] 3.242 1.358 2.899 3.741 5.117 2.594 4.292 3.789 1.551 4.113 3.334
[3,] 3.389 1.373 3.031 3.931 5.187 2.776 4.385 3.855 1.560 4.308 3.523
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.608 1.399 2.808 0.7261 2.288 0.8608 1.990 1.943 2.380 3.291 1.072
[2,] 2.991 2.837 2.830 0.7314 2.388 0.8671 2.021 1.949 2.593 3.652 1.079
[3,] 3.431 3.209 2.833 0.7326 3.396 0.8901 2.252 1.966 2.671 3.769 1.082
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.463 1.517 2.095 1.213 3.196 3.406 4.159 3.783 5.249 4.992 2.350
[2,] 2.849 1.537 3.137 1.236 3.248 3.482 4.163 4.785 5.389 5.806 4.441
[3,] 2.964 1.569 3.272 1.244 3.325 3.522 4.210 4.846 5.777 6.087 4.861
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8837 2.365 2.418 2.611 1.673 1.790 0.8335 1.944 1.927 4.687 5.220
[2,] 0.8947 4.735 2.436 3.214 1.695 1.920 0.8343 2.780 1.931 4.711 5.245
[3,] 0.8994 5.450 2.436 4.533 1.766 1.994 0.8353 2.857 1.950 4.734 5.288
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.094 1.208 2.125 2.099 2.200 1.174 0.6433 1.201 11.36 4.287
[2,] 1.486 2.192 2.267 2.175 2.227 1.180 0.6720 1.286 12.13 4.601
[3,] 2.050 2.220 2.346 2.305 2.394 1.181 0.7175 1.325 12.55 5.135
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.255   2.443    4.38    4.572    4.527   1.746   2.124   4.268
[2,] 838.362 168.236 1216.04 2432.906 1548.627 213.700 322.846   9.964
[3,] 499.442 257.964 1001.00 1141.080 1291.818 248.900 387.861 134.315
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    4.951    4.402    3.923    3.045   3.239    3.327    3.581   4.436
[2,] 1960.229 2682.665 1314.121 2025.808 696.218 1102.797 1191.285 606.151
[3,]  695.860  494.474 1442.337  829.617 830.227 1330.727 1284.264 693.376
        [,17]    [,18]    [,19]    [,20]    [,21] [,22]    [,23]    [,24]
[1,]    5.902    5.843    8.575    8.385    5.286   2.7    7.762    5.256
[2,] 1804.595 2749.150 2492.708 2774.874 1661.660 670.0 5047.475 2318.212
[3,] 1859.380 2916.161 2499.650 2704.876  989.958 237.6 2125.217 1279.764
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5041    5.371    4.963   1.009    3.796   0.5462    4.476   1.453
[2,] 107.0958 1167.131 1880.139 265.939 2424.561 168.2708 1199.303 466.888
[3,] 114.1902 1810.122 1783.186 247.129 1196.524 141.4633 1171.084 341.255
        [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   0.7901    4.461    4.683    3.692   3.863    3.08   2.381   1.091
[2,] 236.2271  976.494 1468.698 1289.257 440.052 1555.03 438.929 101.478
[3,] 210.0003 1732.868 1478.369 1120.951 279.315  528.21 140.289  78.540
       [,41]   [,42]   [,43]  [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   2.516  0.9485   1.942   2.36    3.913   1.664    3.42    4.702
[2,] 319.844 38.7991 470.943 376.46 1010.925 358.992 1078.26  535.899
[3,] 310.882 41.4505 506.037 840.87  990.357 203.585  886.97 1211.564
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   6.457   3.254    4.774   4.669   1.908    3.995    3.446    3.312
[2,] 574.782 404.253 2077.445 921.026 384.711 2658.910 1943.411 1468.633
[3,] 852.122 990.201  905.176 708.281 166.950 1287.231 1142.581 1686.928
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    1.776   3.566  0.922    2.906   1.093   2.527   2.468    3.023
[2,] 2477.459 348.416 88.674  687.361 104.593 351.032 152.678 1032.284
[3,] 1504.139 144.017 42.742 2422.826 201.748 997.867 256.081  644.221
        [,65]   [,66]    [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]    4.179   1.361    3.127   1.926    2.66   1.54   4.058   4.325
[2,] 1589.853 129.536 1436.713 246.689 2343.76 238.77 582.062 728.260
[3,]  933.496  75.482  821.887 315.455  931.73 136.20 714.880 528.437
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]  [,80]
[1,]   5.281    4.804    6.665    6.339    2.984   1.122    3.004   3.07
[2,] 175.144 2940.381 1224.572 2975.772 3781.917 140.654 4116.411 295.33
[3,] 628.058  772.692 2089.762 1834.388 1984.685  91.672 2708.727  17.41
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    3.316   2.124   2.272  1.058    2.469   2.448   5.951   6.628
[2,] 1880.447 274.440 696.993 34.834 1994.477 117.723 483.361 517.361
[3,] 3208.023 499.625 542.188 42.347  662.216 272.777 462.368 675.929
        [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]    1.389    1.535   2.699   2.665   2.793   1.491   0.8169   1.526
[2,] 1008.436 1835.480 791.343 571.841 346.142 116.878 194.7769 460.778
[3,] 1418.310  354.523 607.799 766.767 882.852  55.053 252.4975 317.955
       [,97]    [,98]
[1,]   14.42    5.444
[2,] 4269.79 1677.015
[3,] 3246.45 2288.419
[1] "--- VAR model 2017-09-30 22:01:00  completed"
[1] "Completed training sample:  2017-09-30 22:01:00 - 2017-10-01 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 22:31:00 - 2017-10-01 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.627          0.3830         -19.37         -22.40
           9.844          0.2107         -18.81         -18.83
           9.368          0.3218         -20.41         -19.16
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.46              0           0.8808           0.7349
         -20.28              0           0.6448           0.2309
         -18.47              0           0.3824          -0.1743
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.0864          -2.7039            3.686           -5.076
           1.3975           1.3645            2.337           -5.522
          -0.6648          -0.2847            3.432           -5.091
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9672           -1.761           -1.125            7.278
           0.1804           -4.401           -3.490            8.598
           0.7783           -2.127           -1.581            9.385
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.207            6.942            9.243            18.47
            7.573            7.104            9.172            16.41
            7.940            5.392           11.267            19.61
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -17.98          -0.3922           -47.31           -19.10
           -16.95          -1.3086           -36.78           -20.34
           -17.81          -1.2310           -36.82           -18.82
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9370           -19.15           -20.93           -2.157
          -0.9219           -19.06           -24.55           -2.503
          -0.9013           -19.83           -21.57           -2.763
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -23.80          -0.8419           -21.77           -6.070
           -20.25          -0.7841           -19.69           -6.278
           -20.78          -0.8212           -20.84           -6.737
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.818           -17.86           -18.40           -19.03
           -4.777           -22.44           -20.34           -16.98
           -4.716           -19.93           -19.44           -19.74
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6371            3.229          0.07888          0.03953
           0.4559            1.395          0.01995          0.07100
           0.3521           -1.494          0.00823          0.01210
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5451                0           -9.692           -11.43
           0.3566                0           -9.892           -12.61
           0.2011                0           -9.531           -12.15
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.129            3.801           -6.105            2.091
            4.516            2.885           -4.929            2.280
            4.024            4.176           -4.415            3.233
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.625         -0.05783          -1.1642          0.03110
            1.790         -0.78057           1.3555          1.08145
            1.138         -0.54165          -0.2552          0.06128
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.23004           0.9777            1.787          -2.6880
          0.61170           1.2169            0.593           0.4356
         -0.06837           0.1208            1.598           0.9402
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -4.4505          0.22514                0            4.083
           1.1630          0.06371                0           -4.775
           0.6614          0.02581                0            1.364
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.27149            1.988        -0.004710           -1.303
          0.66877           -1.158        -0.023539            1.670
          0.07772           -1.569         0.001121           -2.121
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.6437         -0.09595         -1.93317          0.15570
           1.5566         -0.13936          0.09688          0.03721
          -1.5655         -0.10861          0.47822          0.02997
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -4.6132         -0.03319            11.37            10.70
          -0.6312         -0.30030            12.05            10.00
           0.3715         -0.07938            11.33            10.52
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.880            21.39            11.38            26.88
            5.603            15.99            11.85            23.63
            6.300            16.62            12.20            22.91
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            23.06           0.1629            23.29            2.481
            20.42           0.1409            22.81            2.420
            17.40           0.1190            20.23            2.573
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            23.12            1.982           0.8307          0.18140
            22.45            2.411          -0.3034          0.15343
            21.00            2.429           0.4325          0.09605
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.2405           0.2176         -0.01672           1.1209
           2.2231           0.2535         -0.21767           0.5895
           0.5507           0.1669         -0.02108           0.3164
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.2350           0.3533           -1.427          -0.8655
          -0.2197           0.1808           -1.614          -0.1816
          -1.3931           0.1885           -1.573          -0.2847
 rnd_95776.volume rnd_95787.volume
          13.2128           -18.99
           0.8803           -21.46
           1.6680           -19.17
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.025 1.772 3.193 3.002 2.749 1.273 1.595 3.196 3.645 3.219 2.807
[2,] 3.233 1.772 3.363 3.272 2.957 1.288 1.612 3.196 4.125 4.158 3.111
[3,] 3.334 1.797 3.462 3.443 3.120 1.308 1.654 3.210 4.179 4.185 3.364
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.355 2.335 2.681 2.697 3.265 3.810 3.105 4.616 5.228 3.434 2.166
[2,] 3.055 2.409 2.912 2.940 3.294 4.115 4.359 5.232 5.422 3.553 2.258
[3,] 3.149 2.497 3.189 3.223 3.317 4.394 4.516 5.459 5.666 3.655 2.268
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.079 2.872 0.3911 2.745 3.242 0.7717 2.542 0.4236 2.876 1.129 0.5848
[2,] 6.613 3.027 0.4051 2.922 3.302 0.8033 2.930 0.4590 3.110 1.196 0.6309
[3,] 6.867 3.243 0.4175 3.125 3.764 0.8324 3.045 0.4774 3.261 1.250 0.6606
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.869 2.832 2.624 2.807 2.337 1.793 0.7918 1.797 0.7063 1.152 1.517
[2,] 2.965 3.131 2.869 2.846 2.759 1.851 0.8004 1.823 0.7063 1.223 1.588
[3,] 3.070 3.277 2.987 2.875 2.821 1.861 0.8019 1.864 0.7069 1.331 1.736
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.902 1.232 2.508 3.069 4.672 2.681 3.358 3.470 1.443 3.059 2.483
[2,] 2.988 1.265 2.535 3.069 4.736 2.697 3.820 3.596 1.484 3.710 2.965
[3,] 3.116 1.318 2.616 3.124 4.780 2.701 3.864 3.650 1.492 3.871 3.186
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.380 1.340 2.555 0.6661 2.226 0.8200 1.906 1.688 2.051 3.045 1.005
[2,] 2.866 2.641 2.572 0.6714 2.302 0.8234 1.934 1.691 2.301 3.358 1.009
[3,] 3.199 2.946 2.573 0.6779 3.229 0.8434 2.109 1.694 2.345 3.389 1.019
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.385 1.413 2.046 1.139 3.018 3.226 3.766 3.493 5.143 4.371 2.474
[2,] 2.686 1.438 2.998 1.158 3.109 3.367 3.766 4.507 5.303 5.020 4.246
[3,] 2.740 1.461 3.125 1.164 3.300 3.466 3.836 4.604 5.626 5.164 4.673
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8244 2.327 2.217 2.409 1.603 1.676 0.7919 1.836 1.720 4.304 5.099
[2,] 0.8352 4.097 2.223 3.157 1.622 1.797 0.7924 2.579 1.726 4.317 5.099
[3,] 0.8433 4.651 2.223 4.203 1.662 1.868 0.7943 2.698 1.746 4.331 5.180
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.9602 0.9205 1.772 1.812 2.104 1.058 0.5985 1.117  9.708 3.034
[2,] 1.2307 1.7686 1.840 1.842 2.140 1.070 0.6294 1.178 10.461 3.091
[3,] 1.7337 1.7805 1.857 1.890 2.239 1.070 0.6657 1.205 10.575 3.350
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   3.842   2.25   4.055    3.812   3.49   1.617   2.025   4.058
[2,] 973.316  29.86 900.139 1111.593 930.13 167.180 203.261  46.853
[3,] 694.684 250.53 702.678  914.809 851.69 193.905 316.502 247.187
         [,9]    [,10]    [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    4.629    4.088    3.564    2.99   2.965    3.405    3.425   4.147
[2,] 1648.051 2247.808 1146.415 1662.44 505.966  969.871  998.452 367.109
[3,]  570.676  405.144 1091.476  651.95 561.286 1109.584 1127.170 334.247
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]   [,24]
[1,]    4.838    3.943    5.861    6.639   4.361   2.751    6.45   3.647
[2,] 1328.623 2611.911 2103.482 1226.674 778.348 543.287 3616.08 817.868
[3,] 1314.037 1008.635 1331.104 1406.659 731.522 188.109 1580.34 992.418
       [,25]   [,26]    [,27]  [,28]    [,29]    [,30]    [,31]   [,32]
[1,]  0.4967   3.485    4.117   0.98    3.228   0.5379    3.652   1.434
[2,] 90.0464 856.984  534.992 190.32 1243.716 151.0666 1010.765 336.493
[3,] 86.0593 945.506 1542.732 186.30  708.729 112.0543  837.978 311.194
        [,33]   [,34]    [,35]   [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   0.7426   3.643    3.596   3.333   3.564    2.968   2.277   1.005
[2,] 202.0999 639.470 1140.618 989.689 401.604 1251.917 393.347 100.371
[3,] 167.1377 681.385  824.611 709.504 346.259  501.280 161.326  41.631
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.282  0.8969   1.463   1.926   3.685   1.564   3.184   3.897
[2,] 261.593  0.8392 350.786 401.397 607.187 245.800 317.091   5.309
[3,] 332.068 25.7538 448.504 598.501 753.679 316.600 553.264 499.206
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   5.933   3.404    4.264   4.406   1.832    3.885    3.153    3.022
[2,] 663.281 254.519 1554.587 805.621 297.644 1792.609 1382.503 1363.570
[3,] 553.363 127.876  497.137 538.567 130.749  943.949  996.311 1212.335
        [,57]   [,58]   [,59]    [,60]   [,61]  [,62]  [,63]   [,64]
[1,]    1.701   3.244  0.8458    2.827   1.041   2.42  2.144   2.604
[2,] 1943.365 253.299 71.7900  498.343  63.367 283.65 83.761 890.262
[3,] 1114.165  70.429 80.0109 1933.738 156.083 717.94 80.322 388.864
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    3.867   1.276    3.028   1.794    2.598   1.446   3.832   4.097
[2,] 1207.279  82.321 1055.767 226.306 1870.826 177.739 640.312 821.372
[3,]  391.458 119.563  461.688 220.630  753.943 106.452 943.270 702.534
       [,73]    [,74]    [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   4.782    4.435    6.531    5.55    3.142   1.047    2.954   2.815
[2,]  47.615 2432.016 1101.272 2108.08 2946.147 114.692 2879.370 143.476
[3,] 621.893  801.192 1605.223 1033.01 1666.817  99.159 1879.939   9.352
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    3.059   2.036   2.129  1.006    2.332   2.184   5.466   6.475
[2,] 1741.660 210.156 552.822 23.116 1546.401 120.480 283.080  10.847
[3,] 2368.708 308.330 436.820 47.402  677.283 224.866 290.703 776.995
        [,89]    [,90]   [,91]   [,92]   [,93]   [,94]  [,95]   [,96]
[1,]    1.219    1.169   2.251   2.301   2.672   1.343   0.76   1.419
[2,]  657.255 1289.398 421.962 279.625 333.443 140.614 166.30 318.162
[3,] 1042.644  175.384 214.515 364.151 562.844   3.135 185.24 217.707
       [,97]    [,98]
[1,]   12.33    3.853
[2,] 3327.32  503.178
[3,] 1326.45 1102.595
[1] "--- VAR model 2017-09-30 22:31:00  completed"
[1] "Completed training sample:  2017-09-30 22:31:00 - 2017-10-01 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 23:01:00 - 2017-10-01 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           13.69          0.7361         -17.04         -18.18
           11.82          0.7102         -15.34         -17.77
           13.48          0.3238         -16.43         -17.92
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.22              0           0.7860           0.9099
         -17.32              0           0.4000           0.3535
         -16.16              0           0.2234           0.9425
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.31499            9.307            2.801           1.7010
          0.18136           -1.075            2.025           0.3783
          0.02626            1.251            1.718           0.2353
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.4798           -1.925           -2.058            6.395
           0.4151           -1.202            3.341            7.554
           0.3046           -2.291           -1.349            8.991
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.579            15.73            11.96            15.09
           11.267             5.99            13.36            24.26
           11.881             8.58            12.03            16.72
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -19.63          -1.0389           -41.02           -20.03
           -17.38          -1.0956           -37.25           -18.82
           -17.35          -0.8563           -33.67           -18.05
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.118           -18.54           -19.30           -2.876
           -1.116           -18.88           -20.49           -2.601
           -1.085           -18.05           -19.33           -2.728
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -20.27          -1.1961           -20.93           -5.869
           -18.74          -0.8333           -18.15           -5.660
           -18.87          -0.8467           -19.22           -5.675
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.232           -18.89           -18.12           -20.55
           -3.077           -17.21           -18.32           -18.26
           -3.127           -18.18           -16.63           -18.43
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.7620            7.672           1.2958          0.17236
           0.7800            1.734           0.5653          0.02055
           0.4136            2.053           0.2247          0.01522
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.8294          0.12480           -9.850           -10.61
           0.5274          0.11743           -9.677           -10.87
           0.3285          0.06266           -9.576           -10.33
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.193            3.547           -5.460           0.8119
            6.453            3.172           -4.250           1.5962
            5.354            3.762           -4.511           1.6316
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.327           0.9308           0.6615           0.9955
            7.351           1.4628           0.4036           0.7456
            6.356           0.9374           0.9974           0.8810
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.51533           1.5847            2.602           0.1899
          0.07947          -0.1441            1.380           1.8205
          0.26639           1.1784            0.998           0.2971
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.507         -0.02656          0.20699            3.667
            2.020          0.01008          0.38724            1.777
            1.025         -0.02056          0.07382            2.197
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.39549           2.9331          0.09688           3.2443
          0.07459           0.5757          0.05693           0.8251
          0.08100          -0.2742          0.04281           0.9517
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
        -0.002932         0.004096          -2.7739           0.4142
         1.948861        -0.002317           2.9261           0.2847
         0.161521         0.113814          -0.8389           0.1705
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.336           0.1094            7.442            13.21
            2.444          -0.2388            8.429            12.31
            1.126           0.3903            7.769            12.98
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.043            15.22            14.88            21.53
            5.561            15.48            16.00            21.03
            3.871            14.74            14.71            20.14
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            21.69           0.1409            21.25            3.098
            18.71           0.1568            20.02            3.383
            19.22           0.1674            19.03            2.482
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            16.69          -0.5198          0.42533           0.4247
            20.79          -0.3863          0.02162           0.3883
            17.93          -0.1770          0.11560           0.2797
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.745           0.7381          -0.2757            2.297
            3.803           0.5949           0.6043            1.967
            1.650           0.3028          -0.2047            1.114
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.05338           0.9036                0         -0.01233
          0.60111          -0.1023                0          0.13540
         -0.12910           0.1447                0          0.08677
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.866           0.1727           -1.389          -0.4758
            1.619           0.2140           -1.406          -0.2012
           -0.393           0.1208           -1.555          -0.3022
 rnd_95776.volume rnd_95787.volume
           0.6634           -19.25
           6.3498           -18.90
           4.4437           -16.80
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.920 1.700 2.799 2.399 2.157 1.057 1.519 3.189 4.024 3.123 2.631
[2,] 3.116 1.701 2.919 2.767 2.261 1.062 1.539 3.191 4.026 4.046 3.020
[3,] 3.288 1.728 3.096 2.933 2.466 1.066 1.578 3.195 4.044 4.075 3.174
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.807 2.258 2.785 2.428 3.119 3.291 2.346 3.593 4.607 3.036 1.779
[2,] 3.363 2.276 3.046 2.763 3.135 3.784 3.621 4.714 4.925 3.342 1.805
[3,] 3.538 2.326 3.235 3.083 3.152 4.144 3.951 4.891 5.075 3.529 1.831
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.387 2.471 0.3861 2.385 2.654 0.7515 1.986 0.4052 2.172 1.083 0.6098
[2,] 5.923 2.807 0.3998 2.531 2.808 0.7813 2.338 0.4379 2.378 1.149 0.6489
[3,] 6.288 3.059 0.4134 2.793 3.145 0.8148 2.466 0.4520 2.529 1.212 0.6924
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.299 2.275 2.260 2.659 2.215 1.736 0.7784 1.656 0.6295 1.061 1.097
[2,] 2.369 2.373 2.391 2.722 2.656 1.814 0.7839 1.683 0.6318 1.135 1.302
[3,] 2.640 2.527 2.484 2.738 2.711 1.829 0.7869 1.733 0.6359 1.236 1.346
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.595 1.237 2.391 2.992 4.130 2.390 3.242 3.416 1.418 2.774 2.447
[2,] 2.627 1.346 2.449 3.016 4.155 2.399 3.806 3.534 1.464 3.412 2.870
[3,] 2.703 1.371 2.519 3.161 4.164 2.585 3.830 3.581 1.475 3.603 3.161
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.294 1.315 2.428 0.6546 2.028 0.7788 1.878 1.586 1.891 2.854 0.9449
[2,] 2.665 2.562 2.447 0.6606 2.105 0.7819 1.907 1.586 2.168 3.192 0.9511
[3,] 3.059 2.868 2.450 0.6654 2.864 0.7966 2.095 1.589 2.206 3.207 0.9583
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.251 1.323 2.005 1.044 2.777 2.969 3.701 3.530 4.801 4.216 2.594
[2,] 2.581 1.356 2.851 1.075 2.899 3.099 3.726 4.323 4.952 4.773 4.139
[3,] 2.644 1.388 3.027 1.085 3.006 3.214 3.790 4.485 5.335 5.023 4.454
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7767 2.369 2.183 2.453 1.734 1.657 0.7764 1.776 1.666 4.113 4.810
[2,] 0.7844 3.953 2.195 3.117 1.752 1.753 0.7771 2.407 1.673 4.114 4.811
[3,] 0.7938 4.415 2.199 4.059 1.773 1.824 0.7842 2.538 1.701 4.133 4.970
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.7954 0.7854 1.240 1.314 2.088 1.044 0.5549 1.108  9.798 2.640
[2,] 1.0032 1.2964 1.246 1.315 2.124 1.055 0.5882 1.163 10.536 2.809
[3,] 1.2934 1.3012 1.250 1.327 2.262 1.055 0.6168 1.188 10.762 2.909
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   3.708   2.158   3.554   3.047   2.739  1.342   1.929   4.05   5.11
[2,] 787.742  40.706 601.121 996.857 490.035 72.604 178.685  69.67  95.23
[3,] 758.081 219.994 744.727 702.190 711.732 71.219 250.434 118.19 273.45
        [,10]    [,11]    [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    3.966    3.341    3.565   2.868   3.537   3.084   3.961    4.179
[2,] 1859.322 1072.507 1339.398 203.231 890.938 953.285 232.196 1350.743
[3,]  353.644  705.559  794.411 346.791 789.711 988.629 230.870 1221.115
        [,18]    [,19]    [,20]    [,21]  [,22]    [,23]   [,24]   [,25]
[1,]    2.979    4.562    5.851    3.855   2.26    5.571   3.138  0.4903
[2,] 1994.634 2206.466 1258.506 1010.700 218.94 2877.131 962.398 75.2028
[3,] 1142.741  945.003  884.115  818.420 223.81 1528.207 878.841 75.8965
       [,26]    [,27]    [,28]   [,29]    [,30]   [,31]   [,32]    [,33]
[1,]   3.029    3.371   0.9543   2.522   0.5146   2.758   1.376   0.7744
[2,] 612.416  662.920 154.4865 892.105 119.9205 700.907 275.893 160.3865
[3,] 853.213 1023.608 167.3124 566.295  81.1876 621.432 279.828 174.6936
      [,34]   [,35]  [,36]   [,37]    [,38]   [,39]   [,40]   [,41]
[1,]   2.92   2.889   2.87   3.376    2.813   2.205  0.9884   2.103
[2,] 412.04 488.523 564.52 421.237 1059.674 379.470 67.1218 217.395
[3,] 842.86 628.128 487.16 216.836  392.316 169.661 49.7049 298.105
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  0.7994   1.348   1.392   3.296   1.571   3.037   3.799   5.244
[2,] 38.9290 289.936 507.013 293.687 383.199 383.770 277.409 333.441
[3,] 51.9280 353.795 247.256 462.110 191.104 424.616 682.445 192.712
       [,50]    [,51]   [,52] [,53]    [,54]    [,55]    [,56]   [,57]
[1,]   3.036    4.117   4.338   1.8    3.522    3.107    2.914    1.67
[2,] 150.000 1440.929 654.576 265.0 1436.698 1084.158  980.212 1590.20
[3,] 694.983  308.475 418.473 128.4  837.531  958.199 1085.821  931.08
       [,58]   [,59]    [,60]    [,61]   [,62]  [,63]   [,64]    [,65]
[1,]   3.083  0.8313    2.575   0.9889   2.385  2.014   2.401    3.625
[2,] 221.442 64.0541  407.694  50.3976 239.951 20.144 767.517 1032.559
[3,]  78.368 57.6596 1404.517 110.3467 625.855 67.605 293.814  226.579
     [,66]   [,67]  [,68]    [,69]   [,70]   [,71]  [,72] [,73]    [,74]
[1,]  1.20   2.859   1.68    2.547   1.325   3.526   3.77   4.7    4.483
[2,] 78.53 913.017 214.36 1465.253 186.974 601.798 642.22 312.6 1804.751
[3,] 84.76 414.913 215.18  734.659 103.684 577.136 616.18 499.0  861.589
        [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]   [,82]
[1,]    6.097    5.354    3.295  0.9863    3.009   2.773    3.114   2.202
[2,]  876.191 1618.255 2331.691 79.1254 2287.823 165.085 1391.108 181.627
[3,] 1436.108 1130.621 1190.646 88.0599 1421.488  85.141 1879.819 197.788
       [,83]  [,84]    [,85]   [,86]   [,87]   [,88]  [,89]    [,90]
[1,]   2.104  0.986    2.255   2.115   5.223   6.108   1.01   0.9973
[2,] 415.027 23.739 1174.336 116.050  74.814  49.621 442.03 745.7489
[3,] 364.480 75.973  582.426 222.207 284.795 903.563 590.32  80.8112
      [,91]   [,92]   [,93]   [,94]    [,95]   [,96]   [,97]   [,98]
[1,]  1.575   1.669   2.651   1.326   0.7046   1.408   12.44   3.352
[2,] 90.884  11.797 283.862 108.964 141.1092 254.892 2801.72 694.199
[3,] 73.054 128.698 560.937  26.470 134.1662 176.632 1584.85 546.187
[1] "--- VAR model 2017-09-30 23:01:00  completed"
[1] "Completed training sample:  2017-09-30 23:01:00 - 2017-10-01 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-09-30 23:31:00 - 2017-10-01 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          11.477          0.1899         -24.35         -23.38
           9.614          0.4285         -24.70         -23.01
           8.384          0.3195         -23.75         -23.31
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.67              0           0.8917           0.2294
         -23.22              0           0.7939          -0.2235
         -22.35              0           0.7605          -0.3982
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.38237          -1.7263          -1.4255           -9.860
         -0.42733          -0.1320          -0.4114           -5.833
          0.00614          -0.3142          -0.9393           -6.202
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2766           -3.665           -2.279            7.638
           0.5323           -3.546           -3.246            8.184
           0.3708           -3.579           -2.221            4.369
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.989            9.147            6.984            16.88
            5.206            6.566           10.511            15.61
           -1.129            5.627            6.409            14.66
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -23.54           -1.350           -48.03           -23.01
           -23.78           -1.422           -49.31           -23.79
           -23.32           -1.343           -50.40           -23.72
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.628           -21.79           -26.96           -3.592
           -1.667           -23.12           -24.76           -3.544
           -1.553           -23.39           -26.10           -3.238
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -24.25           -1.164           -24.84           -7.473
           -24.57           -1.413           -24.32           -7.827
           -24.05           -1.451           -23.04           -7.861
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.583           -22.86           -24.42           -22.65
           -3.970           -23.48           -23.10           -23.32
           -3.846           -23.34           -22.61           -22.77
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
       0.00007125           -2.981           0.0411         -0.02900
       0.80999549           -2.271           0.2025          0.11852
       0.04956619           -1.639           0.0584          0.01296
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.8244          0.09379           -13.75           -14.84
           0.1899          0.15796           -13.69           -15.00
           0.1883          0.07116           -13.58           -14.58
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.939            1.393           -7.760            3.586
            2.783            3.056           -7.437            2.232
            3.393            2.043           -8.249            1.911
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.867          1.56845           -4.473            1.650
            3.161         -0.32911           -1.900            1.289
            6.556         -0.05155           -3.154            1.192
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.00226          -0.6124            0.454         -0.07452
         -0.13973          -2.1761           -3.127         -1.09321
         -0.27094          -2.0837           -1.261         -1.52544
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.3100          0.15629           0.6474          -5.4833
           0.3406          0.13542           0.3994          -1.7246
          -2.9005          0.02682           0.3189          -0.1121
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.15176          -2.7330          0.12166            1.133
          0.08123          -2.6705          0.02382           -3.220
          0.03356          -0.8792          0.01558           -1.208
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.012          -0.2540          -0.7913           1.1765
           -2.380          -0.1357          -1.3262           1.2094
           -1.718          -0.1364          -2.8758           0.8993
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.010          -0.4339            7.153           14.933
            1.146          -0.1045            8.816            9.848
           -2.844          -0.1565            7.894            8.225
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.603           18.571            12.97            22.10
            2.841            9.881            10.47            15.65
            5.306           13.337            11.30            15.18
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.807        -0.071816            2.504            3.310
           22.381         0.062628           21.719            3.181
           13.333        -0.003597           14.406            4.330
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           16.275          -1.7509           0.4640         -0.29215
            9.099          -1.3351          -0.6048         -0.13129
           22.195          -0.9074          -0.2465         -0.05887
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -4.0644          0.12452           0.0295          -1.7418
          -0.6625          0.02015           0.1835          -1.1926
          -1.8743          0.01180          -0.0172          -0.6019
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.1891         -0.66916          0.29219          0.20865
          -0.3990          0.40769          0.11825         -0.06854
           0.2312          0.01209          0.04387          0.02742
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -2.07668         -0.17701           -1.716           0.4364
         -1.75130         -0.11143           -1.581          -0.2855
         -0.08495         -0.03117           -1.610          -0.3963
 rnd_95776.volume rnd_95787.volume
           -1.738           -23.00
           -6.701           -23.26
           -0.668           -22.50
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.889 1.603 2.170 1.655 1.956 0.9597 1.463 3.178 4.061 3.067 2.522
[2,] 3.046 1.605 2.289 1.881 2.065 0.9604 1.490 3.180 4.061 3.904 2.943
[3,] 3.185 1.630 2.475 2.104 2.177 0.9618 1.516 3.182 4.077 3.922 3.038
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.126 2.084 2.623 2.426 2.969 3.160 2.357 3.530 4.496 2.381 1.909
[2,] 2.980 2.227 2.882 2.845 2.981 3.561 3.613 4.475 4.849 2.571 1.934
[3,] 2.997 2.256 3.035 3.161 3.018 4.033 3.985 4.756 4.996 2.615 1.957
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.839 2.219 0.3655 1.991 2.180 0.7275 1.650 0.3821 1.759 1.099 0.6082
[2,] 4.831 2.479 0.3763 2.192 2.315 0.7572 1.829 0.4085 1.908 1.153 0.6561
[3,] 5.090 2.582 0.3878 2.292 2.686 0.7829 1.939 0.4197 2.158 1.212 0.7158
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43] [,44]
[1,] 1.900 1.781 1.700 2.597 2.181 1.561 0.7618 1.447 0.6064 0.9316 1.034
[2,] 1.948 1.961 1.734 2.649 2.572 1.619 0.7685 1.461 0.6091 0.9824 1.086
[3,] 2.127 2.047 1.809 2.658 2.623 1.634 0.7731 1.494 0.6166 1.0698 1.166
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.258 1.235 2.511 2.650 3.934 2.086 3.076 2.986 1.338 2.569 2.292
[2,] 2.377 1.295 2.513 2.666 3.969 2.117 3.730 3.067 1.391 3.156 2.771
[3,] 2.465 1.348 2.582 2.783 3.982 2.199 3.777 3.135 1.402 3.383 3.047
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.345 1.253 2.294 0.6303 2.021 0.7113 1.794 1.553 1.906 2.757 0.9296
[2,] 2.603 2.407 2.316 0.6414 2.072 0.7173 1.807 1.553 2.191 3.099 0.9420
[3,] 2.921 2.723 2.322 0.6468 2.672 0.7272 2.022 1.565 2.217 3.118 0.9487
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.128 1.283 1.924 1.019 2.712 2.512 3.606 3.482 4.442 4.081 2.826
[2,] 2.461 1.306 2.742 1.042 2.813 3.055 3.611 4.307 4.569 4.704 4.016
[3,] 2.495 1.335 2.928 1.050 3.004 3.120 3.654 4.381 4.866 4.882 4.401
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7073 2.464 2.166 2.594 1.700 1.589 0.7759 1.688 1.611 3.885 4.629
[2,] 0.7106 3.889 2.174 3.267 1.747 1.680 0.7770 2.331 1.632 3.885 4.629
[3,] 0.7179 4.412 2.187 4.057 1.801 1.755 0.7895 2.443 1.639 3.901 4.779
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6964 0.7003 1.035 1.025 1.964 1.019 0.5673 1.048 8.983 2.292
[2,] 0.9150 1.0425 1.038 1.025 1.985 1.028 0.5999 1.119 9.695 2.420
[3,] 1.0327 1.0506 1.046 1.044 2.096 1.034 0.6373 1.137 9.812 2.611
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]   [,8]    [,9]
[1,]   3.669   2.035   2.755   2.102   2.484  1.219   1.857  4.036   5.156
[2,] 620.347  52.321 468.712 573.773 424.905 23.479 181.672 69.354  46.664
[3,] 596.554 184.162 604.484 604.843 442.017 33.238 180.760 69.628 231.139
        [,10]   [,11]  [,12]   [,13]   [,14]  [,15]  [,16]    [,17]
[1,]    3.894   3.203    2.7   2.647   3.331   3.08   3.77    4.013
[2,] 1551.538 973.770 1340.6 502.611 766.159 954.43 174.93 1054.050
[3,]  238.860 482.967  206.2 232.283 610.752 883.93 300.36 1214.653
        [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]    2.993    4.483    5.71   3.023   2.425    4.875   2.818  0.4641
[2,] 1758.281 1765.117 1165.14 622.179 199.600 1882.069 709.894 57.6173
[3,] 1079.080 1035.496  773.60 306.512 189.390 1028.925 462.219 60.0713
       [,26]   [,27]    [,28]   [,29]   [,30]   [,31]   [,32]    [,33]
[1,]   2.528   2.768   0.9238   2.095  0.4852   2.234   1.395   0.7724
[2,] 588.527 501.431 134.8160 506.246 92.7201 473.208 223.241 157.9379
[3,] 430.643 873.510 127.7697 414.180 61.9508 647.154 241.017 183.7243
       [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]   [,41]
[1,]   2.413   2.261   2.159   3.298   2.77   1.982  0.9674   1.837
[2,] 275.974 526.842 218.960 335.837 875.01 275.141 64.6734 128.383
[3,] 547.388 376.488 331.670 137.718 329.51 144.050 54.2130 200.369
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  0.7701   1.183   1.314   2.868   1.568   3.189   3.366   4.996
[2,] 36.5197 200.277 213.026 475.696 251.045  61.077 184.776 337.296
[3,] 61.5017 271.882 272.174 420.666 239.322 378.846 511.509 203.121
       [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]    [,57]
[1,]   2.649    3.906   3.792   1.699    3.262    2.911   2.978    1.591
[2,] 231.749 1354.550 449.909 244.413 1176.708  999.989 724.368 1319.034
[3,] 382.826  379.626 416.697 110.729  781.631  812.748 850.868  817.988
       [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.913  0.8004    2.567  0.9033   2.278   1.972   2.421   3.501
[2,] 203.137 76.2619  291.564 59.2097 138.393  32.770 693.329 909.024
[3,] 104.767 53.1207 1083.265 76.9825 583.200 122.359 218.750 219.286
     [,66]   [,67]  [,68]    [,69]   [,70]   [,71]   [,72]   [,73]
[1,]  1.18   2.703   1.63    2.443   1.294   3.443    3.19   4.579
[2,] 97.72 793.655 156.87 1254.431 138.608 480.547 1115.58 120.059
[3,] 72.18 261.385 177.13  659.225  82.029 676.006  407.37 360.080
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]  [,80]    [,81]
[1,]    4.421    5.64    5.182    3.589  0.8981    3.129   2.75    3.293
[2,] 1627.645  688.07 1501.774 1831.906 44.0999 1932.062 122.32 1274.876
[3,]  512.938 1073.62  838.462 1155.034 65.4827 1336.766 148.03 1544.575
       [,82]   [,83]   [,84]    [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   2.159   2.018  0.9852    2.144   2.046   4.933   5.878   0.8844
[2,] 259.813 349.940 27.3092 1031.607 167.330  11.628  41.482 381.0053
[3,] 278.837 326.428 89.5976  470.270  98.048 228.712 763.367 307.3773
        [,90]  [,91]   [,92]   [,93]  [,94]    [,95]   [,96]   [,97]
[1,]   0.8893  1.314   1.302   2.494  1.294   0.7204   1.331   11.41
[2,] 495.7802 46.784  20.121 185.881 89.657 125.2088 250.623 2340.35
[3,]  83.5062 84.160 127.076 432.149 71.061 138.0860 128.618  972.00
       [,98]
[1,]   2.911
[2,] 499.395
[3,] 629.025
[1] "--- VAR model 2017-09-30 23:31:00  completed"
[1] "Completed training sample:  2017-09-30 23:31:00 - 2017-10-01 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 00:01:00 - 2017-10-01 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.115          0.4809         -26.76         -27.72
           6.390          0.5022         -26.66         -26.38
           5.001          0.2900         -26.69         -26.94
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.20              0            1.487        -0.003154
         -26.57              0            1.531         0.032360
         -26.35              0            1.085         0.086386
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         0.019439           1.4960           0.6813           -5.136
        -0.061246          -0.2504           0.3662           -6.215
         0.001634           0.1423          -0.3298           -6.340
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.235          -3.3297           -3.646            8.326
            1.291          -0.5959           -2.040            4.628
            1.522          -2.5274           -1.995            3.837
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           4.1931            8.763           10.351            18.27
           3.4893            5.660            7.723            19.77
          -0.2423            3.666            5.744            15.40
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -27.19           -2.112           -58.83           -26.85
           -26.59           -1.794           -57.14           -26.30
           -28.16           -1.823           -56.13           -26.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.740           -25.46           -27.36           -6.319
           -2.598           -26.92           -29.98           -6.301
           -2.602           -26.36           -28.49           -6.265
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -28.11           -1.660           -30.05           -8.455
           -27.19           -1.631           -27.00           -8.272
           -27.49           -1.709           -28.88           -8.454
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.552           -27.01           -25.63           -26.63
           -4.715           -26.34           -26.80           -29.00
           -4.571           -26.40           -25.74           -26.77
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7388            2.880            2.089          0.25787
          -0.5922            1.002            1.541          0.08708
          -0.2737           -1.037            1.428          0.32433
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.39412         0.033813           -14.63           -16.88
          0.14473         0.004681           -14.60           -17.06
          0.08702         0.004136           -14.27           -17.03
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.601          0.08637           -9.571           0.7814
            3.030          1.47312           -8.526           1.7801
            3.242          1.22195           -9.003           2.4871
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.809           1.8595          -0.2069           0.3590
            5.286           0.9175          -1.6785          -0.1124
            5.829           0.9884          -1.4907          -0.1280
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.28934          0.07154          1.32394         -4.14893
          0.73200         -0.18099          0.09767         -0.10483
          0.02597         -1.50718         -1.45108         -0.06794
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -5.90306          0.11636           0.6769           1.0377
          0.77457          0.09699           0.5483          -5.4615
         -0.09888          0.01503           0.5804           0.9864
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.11348           0.3473           1.0313           2.0162
          0.12017          -0.6348           0.7001           0.1261
          0.03271          -0.7066           0.2422          -1.7114
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.4708          0.23760           1.3552          0.09540
           0.2571          0.18824           0.4128          0.07403
          -0.9149          0.05866          -0.3417          0.07981
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          0.03888          0.04327            5.517            6.777
          1.78364          0.41920            5.006            4.469
          0.12091         -0.02100            5.629            3.297
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.592            5.267            12.98            7.009
            2.106            6.686            11.02            9.786
            2.697            7.249            12.02            8.851
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.986           0.4256            3.365            4.062
           12.043           0.2963            8.036            4.386
           10.842           0.2447            9.480            3.590
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.359           -2.416          0.63151           0.5114
            6.383           -2.084          0.28180           0.9485
           12.863           -1.836         -0.09622           0.5172
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.2790         -0.28138          -0.3583          -1.3557
           0.5916          0.04136           0.1079           0.3264
           0.0445         -0.11874           0.1206          -0.1777
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.80218          1.61489           0.2901           0.2326
          1.07691         -0.04367           0.3358           0.3534
          0.04182          0.36655           0.2499           0.1466
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3821           0.2254           -2.454          0.21051
          -0.9133           0.1944           -2.242          0.38174
          -1.1639           0.1278           -2.139          0.09714
 rnd_95776.volume rnd_95787.volume
          4.05390           -24.23
         -0.07887           -23.03
         -1.69919           -24.25
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.917 1.618 1.966 1.564 1.917 0.8623 1.409 3.126 3.992 2.956 2.354
[2,] 3.065 1.626 2.134 1.740 2.044 0.8643 1.435 3.131 3.992 3.881 2.775
[3,] 3.146 1.644 2.206 1.824 2.102 0.8644 1.468 3.134 4.001 3.893 2.855
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.064 2.010 2.624 2.396 2.944 3.391 2.293 3.602 4.454 2.118 1.917
[2,] 2.944 2.107 2.941 2.744 3.027 3.844 3.787 4.480 4.773 2.242 1.936
[3,] 2.957 2.120 3.106 3.093 3.086 4.355 4.166 4.859 5.053 2.324 1.958
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.324 1.879 0.3673 1.793 1.990 0.7383 1.597 0.4135 1.584 1.104 0.5636
[2,] 4.204 2.106 0.3912 1.858 2.164 0.7704 1.726 0.4363 1.664 1.158 0.5987
[3,] 4.393 2.202 0.4062 2.052 2.442 0.8081 1.825 0.4577 1.852 1.228 0.6326
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43]  [,44]
[1,] 1.874 1.688 1.327 2.774 2.037 1.482 0.7756 1.465 0.5949 0.8522 0.9935
[2,] 1.979 1.858 1.424 2.828 2.371 1.540 0.7788 1.486 0.6006 0.8966 1.0443
[3,] 2.051 1.911 1.497 2.852 2.416 1.554 0.7870 1.511 0.6050 0.9303 1.0978
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.107 1.278 2.313 2.578 3.697 2.083 3.011 2.916 1.365 2.606 2.354
[2,] 2.244 1.349 2.348 2.585 3.708 2.126 3.741 3.002 1.421 3.184 2.820
[3,] 2.303 1.390 2.381 2.738 3.752 2.172 3.785 3.096 1.441 3.407 3.110
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.242 1.346 2.178 0.6131 2.013 0.6720 1.831 1.590 1.899 2.742 0.9204
[2,] 2.623 2.436 2.199 0.6231 2.079 0.6811 1.846 1.591 2.191 3.099 0.9324
[3,] 2.937 2.765 2.201 0.6294 2.741 0.6876 1.958 1.604 2.211 3.106 0.9419
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.170 1.261 1.897 1.047 2.956 2.573 3.438 3.616 4.331 3.994 2.947
[2,] 2.521 1.284 2.721 1.067 3.129 3.228 3.475 4.397 4.512 4.621 4.117
[3,] 2.567 1.297 2.924 1.075 3.365 3.321 3.515 4.512 4.657 4.849 4.561
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6977 2.589 2.342 2.755 1.607 1.583 0.8184 1.767 1.648 3.871 4.525
[2,] 0.7151 3.917 2.414 3.385 1.667 1.647 0.8201 2.341 1.677 3.872 4.526
[3,] 0.7179 4.418 2.449 4.055 1.757 1.756 0.8420 2.413 1.680 3.887 4.690
      [,89] [,90] [,91]  [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6451 0.650 1.025 0.9959 1.987 1.008 0.5485 1.078 8.923 2.088
[2,] 0.8449 1.025 1.029 1.0006 1.995 1.018 0.5747 1.142 9.519 2.269
[3,] 0.9938 1.027 1.036 1.0157 2.109 1.023 0.6178 1.169 9.654 2.399
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]   3.704   2.054   2.497   1.986   2.434  1.095   1.79   3.969   5.069
[2,] 557.675  95.133 491.120 450.259 420.376 35.421 158.38 109.932  13.621
[3,] 418.143 144.444 330.581 324.699 289.395  3.780 185.22  75.792 157.648
        [,10]  [,11]    [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    3.754   2.99    2.621   2.552   3.332   3.042   3.738    4.306
[2,] 1487.698 868.66 1242.027 372.933 785.709 791.035 417.630 1070.599
[3,]  179.900 398.80  162.352 140.603 589.759 844.518 355.771 1210.801
        [,18]    [,19]    [,20]  [,21]   [,22]    [,23]   [,24]   [,25]
[1,]    2.912    4.575    5.655   2.69   2.434    4.221   2.386  0.4664
[2,] 1782.554 1575.373 1016.130 435.20 161.101 1522.899 562.154 79.6362
[3,] 1027.543 1113.805  980.975 362.07 172.846  752.718 381.711 64.5877
       [,26]   [,27]    [,28]   [,29]   [,30]   [,31]   [,32]    [,33]
[1,]   2.277   2.527   0.9375   2.029  0.5251   2.011   1.402   0.7157
[2,] 288.412 502.256 130.2749 386.032 82.3297 300.773 207.777 119.5295
[3,] 515.683 669.526 144.2581 351.599 81.8073 481.501 241.654 120.7776
      [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]   [,42]
[1,]   2.38   2.143   1.685   3.522   2.587   1.882  0.9849   1.86  0.7554
[2,] 375.44 459.973 305.092 327.967 717.917 247.481 41.8923 147.59 48.7284
[3,] 319.89 265.517 274.104 214.047 272.902 125.025 66.7570 162.29 43.0536
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   1.082   1.262   2.676   1.623   2.937   3.274   4.695   2.645
[2,] 164.848 190.300 456.778 255.231 239.679 109.415 163.821 250.669
[3,] 146.679 200.289 307.164 198.331 231.614 534.638 341.111 261.842
        [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    3.824   3.703   1.734    3.309   2.989   2.847    1.709   2.766
[2,] 1313.471 421.639 232.834 1082.974 918.465 805.674 1201.188 181.277
[3,]  340.904 448.331 141.918  716.139 775.973 780.970  774.317  40.913
       [,59]    [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]
[1,]  0.7786    2.556  0.8533   2.325   2.019   2.411   3.481  1.169
[2,] 65.7798  307.202 65.5888 138.224  34.903 647.182 854.934 88.033
[3,] 52.3240 1057.143 55.9365 386.792 122.733 176.471 120.822 78.924
       [,67]   [,68]    [,69]   [,70]   [,71]    [,72]   [,73]    [,74]
[1,]   2.755   1.601    2.409   1.329   3.753    3.267   4.366    4.592
[2,] 759.703 142.347 1154.528 123.298 608.470 1153.443 295.673 1479.139
[3,] 285.072 110.462  633.250  77.860 731.180  461.200 315.751  599.427
     [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]   [,82]
[1,]   5.5    5.072    3.743  0.8859    3.288   2.974    3.499   2.041
[2,] 747.9 1375.416 1700.512 92.9019 1738.419 347.584 1163.470 262.917
[3,] 682.2  868.341 1161.442 37.1011 1208.867 243.362 1320.338 327.161
      [,83]   [,84]   [,85]   [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   2.01   1.039   2.244   2.093   4.916   5.746   0.8192   0.8254
[2,] 269.02  31.120 908.094 182.613  31.234  61.391 322.7374 468.4734
[3,] 360.50 112.825 345.479  58.894 202.346 726.283 309.5717  42.0542
      [,91]   [,92]   [,93] [,94]    [,95]   [,96]   [,97]   [,98]
[1,]  1.301   1.265   2.523  1.28   0.6965   1.369   11.33   2.651
[2,] 55.332  57.714 103.227 86.60 101.5681 223.303 1960.71 526.028
[3,] 70.315 103.057 405.073 60.37 133.9943 147.369  953.48 460.951
[1] "--- VAR model 2017-10-01 00:01:00  completed"
[1] "Completed training sample:  2017-10-01 00:01:00 - 2017-10-01 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 00:31:00 - 2017-10-01 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.369          0.5874         -40.03         -33.99
           3.094          0.2356         -39.82         -37.31
           4.559          0.1716         -39.50         -37.83
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -37.32        0.09036           0.6720          -0.8480
         -37.53        0.02077           0.2748           0.4112
         -37.48        0.09338           0.2088          -0.4141
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.29186         -3.50330          -3.5797          -14.807
         -0.48883         -0.30713          -0.7030           -9.061
         -0.06121          0.09048          -0.8528           -8.706
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.694          -4.9478           -6.321           10.283
            2.402          -1.7817           -6.427            9.362
            1.413          -0.6882           -2.396            8.449
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.282           16.434           12.187            21.23
            1.853            4.666           16.936            23.93
            8.208            4.850            5.413            17.65
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -43.12           -2.956           -84.16           -35.92
           -43.84           -2.478           -84.37           -35.57
           -43.88           -2.264           -86.03           -34.45
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.962           -37.57           -38.46           -7.427
           -4.863           -37.07           -40.39           -7.623
           -4.875           -36.64           -40.39           -7.536
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -35.87           -2.289           -38.00           -12.20
           -38.28           -2.237           -37.73           -12.72
           -38.30           -2.215           -38.50           -12.87
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.598           -36.35           -38.03           -37.08
           -6.337           -36.82           -36.37           -36.89
           -6.502           -37.20           -37.14           -37.24
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9098           -2.049          0.35319          0.20430
           0.4386           -2.421          0.04924          0.12122
           0.3424           -1.380          0.16492          0.05062
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.04438        -0.064355           -19.43           -21.88
          0.06729        -0.009594           -20.30           -22.28
         -0.02957        -0.008133           -20.31           -22.25
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.075            1.572           -11.60            4.076
            5.186            1.364           -10.67            4.803
            4.940            1.796           -11.64            5.154
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.431            1.224           -6.678            1.963
            4.576            2.080           -2.011            2.312
            6.084            1.086           -1.420            1.372
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.2182           -5.664           -2.177           -4.036
          -0.1393           -3.705           -5.355           -4.853
          -0.3340           -1.736           -2.040           -3.471
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.756        -0.042295           0.6140           -7.843
           -2.714        -0.007496           0.7131           -3.180
           -5.151        -0.003177           0.6084           -4.174
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.10573           -4.580          0.26164           -4.197
          0.14953           -3.928          0.26528           -4.624
          0.08765           -2.501          0.07607           -3.035
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.189          0.07842           -4.296        -0.086306
           -3.912          0.23943           -4.901        -0.191439
           -3.170          0.15673           -4.121         0.008893
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.070           0.1688            4.280            4.229
           -4.097          -0.1102            5.586            2.655
           -4.411          -0.1111            4.383            5.318
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.752            7.902            17.23            14.30
            3.075            7.922            18.75            15.35
            2.769            7.835            15.49            16.32
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            14.17           0.5096            18.00            7.706
            13.57           0.1226            13.32            7.132
            14.97           0.3398            14.07            5.376
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            23.71           -4.195          -0.7472         0.101627
            19.35           -3.552          -2.0375         0.007833
            18.25           -3.395          -0.4015         0.024313
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.294          0.23216          -0.3295         -0.91515
           -4.318          0.43842          -0.5710          0.09167
           -2.619          0.09055          -0.3911         -0.20813
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.86951           1.8693           0.3046           0.1901
          1.04093          -0.1449           0.1324           0.3588
         -0.08394           0.3120           0.3363           0.1571
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.884          -0.4330           -3.224          -0.3707
           -3.056          -0.5629           -2.987          -0.3807
           -1.523          -0.4168           -3.219          -0.6094
 rnd_95776.volume rnd_95787.volume
           -2.449           -35.16
           -3.291           -36.49
           -3.668           -34.02
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.133 1.649 2.097 1.673 1.957 0.8130 1.390 3.184 4.017 2.933 2.415
[2,] 3.287 1.657 2.287 2.079 2.180 0.8163 1.415 3.200 4.017 3.946 2.791
[3,] 3.450 1.685 2.414 2.151 2.289 0.8165 1.464 3.200 4.021 3.962 2.858
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.260 2.034 2.956 2.434 2.595 3.819 2.270 3.617 4.504 2.168 2.072
[2,] 3.209 2.080 3.356 2.901 2.738 4.267 3.986 4.613 4.699 2.313 2.102
[3,] 3.215 2.089 3.459 3.283 2.798 4.764 4.329 4.996 4.913 2.510 2.129
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.112 1.934 0.3899 2.030 1.993 0.7712 1.701 0.3985 1.582 1.101 0.5592
[2,] 3.958 2.041 0.4162 2.155 2.316 0.8141 2.071 0.4089 1.815 1.154 0.5961
[3,] 4.183 2.216 0.4366 2.391 2.377 0.8608 2.144 0.4236 1.952 1.225 0.6383
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43] [,44]
[1,] 1.944 1.887 1.311 2.860 2.230 1.506 0.8029 1.407 0.5919 0.8709 1.049
[2,] 2.167 2.053 1.618 2.950 2.565 1.553 0.8050 1.435 0.5984 0.9325 1.109
[3,] 2.255 2.159 1.746 2.971 2.601 1.569 0.8224 1.446 0.6031 0.9847 1.209
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.188 1.329 2.240 2.496 3.605 2.116 3.457 2.864 1.325 2.797 2.557
[2,] 2.291 1.387 2.286 2.515 3.637 2.117 3.997 2.927 1.410 3.559 3.101
[3,] 2.359 1.442 2.296 2.578 3.681 2.157 4.032 3.014 1.426 3.669 3.360
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.403 1.613 2.153 0.6440 2.074 0.6882 1.825 1.616 1.941 2.582 0.9160
[2,] 2.668 2.542 2.187 0.6589 2.244 0.6921 1.863 1.622 2.215 2.938 0.9246
[3,] 3.034 3.060 2.193 0.6648 2.774 0.6997 1.980 1.634 2.229 2.960 0.9326
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.162 1.256 1.948 1.085 3.111 2.636 3.470 3.672 4.378 3.786 3.032
[2,] 2.488 1.279 2.754 1.085 3.286 3.386 3.500 4.377 4.506 4.676 4.182
[3,] 2.555 1.283 2.970 1.085 3.553 3.477 3.568 4.490 4.601 4.760 4.634
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7069 2.763 2.420 3.046 1.475 1.644 0.8265 2.411 1.691 3.909 4.582
[2,] 0.7161 3.870 2.494 3.444 1.552 1.709 0.8290 2.614 1.721 3.910 4.583
[3,] 0.7207 4.488 2.564 4.227 1.650 1.825 0.8522 2.679 1.725 3.916 4.753
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.6245 0.5936 0.9602 0.9408 1.996 1.001 0.5584 1.100  9.549 2.168
[2,] 0.7631 0.9778 0.9716 0.9451 2.002 1.012 0.5826 1.155  9.841 2.338
[3,] 0.8902 0.9796 0.9767 0.9600 2.088 1.027 0.6248 1.162 10.258 2.476
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]   [,9]
[1,]   3.978   2.094   2.663   2.125   2.486  1.032   1.765   4.043  5.101
[2,] 512.857  82.313 470.104 635.702 494.416 37.873 136.891 165.217  4.161
[3,] 539.495 157.632 398.393 285.693 360.023  8.742 192.841  12.408 91.893
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]    [,17]
[1,]    3.724   3.067    2.87   2.583   3.754   3.09   3.295    4.849
[2,] 1360.943 721.006 1174.11 223.629 818.609 813.88 449.933  980.840
[3,]  182.945 317.054   99.25  98.835 433.131 791.66 296.889 1092.673
        [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]    2.882    4.594   5.719   2.754   2.631    3.952   2.456  0.4951
[2,] 1688.609 1475.089 691.129 414.303 183.620 1260.168 335.513 74.9944
[3,]  871.216  989.143 738.579 502.633 173.463  698.616 445.749 67.9775
       [,26]   [,27]    [,28]  [,29]   [,30]   [,31]   [,32]    [,33]
[1,]   2.578   2.531   0.9793   2.16  0.5061   2.008   1.398   0.7102
[2,] 372.282 607.856 134.3958 608.64 47.2481 458.535 178.104 106.3577
[3,] 534.635 275.572 144.1375 285.76 56.9750 371.312 210.874 117.5844
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39] [,40]   [,41]   [,42]
[1,]   2.469   2.396   1.664   3.632   2.832   1.913  1.02   1.787  0.7516
[2,] 493.612 416.391 489.387 372.243 652.961 195.578 30.34 145.951 45.4817
[3,] 321.434 344.585 337.432 183.719 224.203 113.983 86.77  88.758 38.5596
       [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]   [,50]
[1,]   1.106   1.331   2.778   1.688   2.845   3.17   4.577   2.687
[2,] 171.805 186.384 349.928 204.215 234.799 158.03 247.420  26.628
[3,] 162.945 248.139 291.165 204.110 110.171 291.85 295.112 212.904
       [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    4.39   3.637   1.682    3.551   3.246   3.051    2.049   2.735
[2,] 1033.76 311.581 248.779 1134.400 904.220 598.034 1012.349 196.720
[3,]  276.16 370.091 110.911  461.021 667.534 744.021  878.182  83.400
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]
[1,]  0.8178   2.634  0.8739   2.317   2.052   2.465   3.279  1.163
[2,] 71.7302 440.775 37.5113 193.446  74.715 549.682 722.305 64.777
[3,] 45.6894 840.624 53.0500 345.323 102.806 129.984 187.935 62.577
       [,67]   [,68]    [,69]  [,70]   [,71]    [,72]   [,73]    [,74]
[1,]   2.745   1.595    2.473  1.377   3.951    3.347   4.406    4.663
[2,] 635.012 123.375 1003.884 21.857 544.544 1095.404 236.558 1227.037
[3,] 298.238  50.593  572.427  5.743 696.646  407.165 356.741  516.442
      [,75]    [,76]   [,77]   [,78]    [,79]   [,80]    [,81]   [,82]
[1,]   5.56    4.808    3.85  0.8976    3.509   3.074    3.869   1.873
[2,] 548.15 1414.436 1485.02 58.9590 1396.710 309.165  827.700 248.938
[3,] 479.55  457.675 1027.87 41.8762 1171.217 307.444 1263.086 289.087
       [,83]  [,84]   [,85]   [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   2.087   1.05   3.062   2.147   4.964   5.818   0.7931   0.7538
[2,] 240.637  32.85 520.105 164.544  35.501  40.104 225.9934 400.4703
[3,] 330.595 101.92 303.172  60.321 109.871 650.097 236.3006  30.4249
      [,91]  [,92]   [,93]  [,94]    [,95]   [,96]   [,97]   [,98]
[1,]  1.219  1.195   2.535  1.271   0.7091   1.397   12.13   2.754
[2,] 76.299 46.113  77.374 76.814  85.5662 181.054 1226.44 450.994
[3,] 51.747 86.997 306.677 89.516 116.3911  65.680 1491.99 419.340
[1] "--- VAR model 2017-10-01 00:31:00  completed"
[1] "Completed training sample:  2017-10-01 00:31:00 - 2017-10-01 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 01:01:00 - 2017-10-01 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.181        -0.15147         -46.37         -46.83
          10.847        -0.04836         -44.60         -43.08
           9.439         0.18935         -45.24         -47.27
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -42.99              0            1.471          0.36164
         -43.14              0            2.279         -0.53989
         -42.00              0            2.519          0.01332
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.16746           2.5754           -2.151          -11.493
         -0.19298          -0.4458           -1.121           -6.679
         -0.06219          -0.6011           -1.292          -10.153
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.125           -5.227           -7.481            13.40
            2.933           -1.079           -2.110            14.67
            3.395           -1.216           -2.399            12.98
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.005            7.587            6.693            19.10
           12.035            8.019            9.997            21.97
            7.134           13.839           16.231            24.51
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -47.28           -1.955           -97.55           -48.43
           -42.92           -1.759           -93.79           -48.95
           -46.03           -1.381           -92.28           -45.94
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.973           -39.48           -41.71           -9.496
           -6.340           -47.32           -46.25           -9.991
           -6.559           -44.64           -48.34          -10.229
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -49.80           -3.210           -47.15           -14.54
           -42.51           -2.814           -43.46           -13.92
           -49.21           -2.832           -45.22           -13.83
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.064           -47.08           -42.79           -42.61
           -8.757           -43.73           -45.85           -46.58
           -8.929           -44.15           -43.25           -42.82
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.840           0.7379          -0.4389          -0.1451
            3.199          -0.3739          -0.2008          -0.2592
            2.516          -0.2750          -0.2251          -0.1250
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9722           0.4438           -23.50           -25.84
           0.3450           0.7122           -22.65           -24.76
           0.1790           0.7866           -23.62           -25.67
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.062            3.069           -14.90            5.872
            5.510            2.294           -14.63            4.283
            6.223            2.117           -13.50            4.672
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.574           0.9676           -6.443            3.663
            6.666           0.5444           -3.173            3.261
            8.371           1.3085           -4.072            2.676
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9594           -9.270           -7.273          -0.9401
          -0.2392           -2.694           -5.637          -8.2188
          -0.1080           -1.892           -2.259          -3.0007
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.1394           0.7285           0.2174          -7.3608
          -8.9222           0.4518           0.4246           0.1317
          -4.4459           0.2962           0.1080          -8.4198
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         0.061855           -2.750          0.00760          -0.1852
        -0.123374           -3.277          0.26481          -3.6509
         0.007848           -3.621         -0.05415          -1.9741
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.8052          0.03269           -2.812         -0.41481
          -2.6632          0.20206           -2.712         -0.05175
          -2.7035          0.12756           -2.838         -0.22967
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.277         0.032085            9.511           13.646
           -0.576         0.094525            8.925            9.848
           -3.743         0.007195            9.979            8.339
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.513            17.25            27.66            26.44
            2.005            12.54            26.99            27.64
            3.131            11.45            23.23            26.79
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            23.65         -0.02467            28.75            9.629
            26.67          0.30039            23.75            7.946
            24.42         -0.09150            25.30            8.515
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            33.66            4.879          -0.7981         -0.06501
            27.46            3.540          -1.7821         -0.12511
            29.38            3.322          -0.3152         -0.03413
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.43120           0.5940          0.17658           -3.711
          0.09758          -0.6879         -0.09816           -2.402
         -1.22912          -0.2689         -0.05459           -1.581
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.6586           4.8774            1.584            1.470
           3.3027           0.2771            1.194            1.496
           0.6568           1.2262            1.049            1.306
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.433          -0.2864           -4.734          -1.0633
           -1.105          -0.4560           -4.923          -0.3400
           -1.636          -0.1607           -4.569          -0.1184
 rnd_95776.volume rnd_95787.volume
          -0.2916           -44.44
           0.5611           -42.81
          -1.7686           -43.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.212 1.684 2.949 2.010 2.200 0.7272 1.347 3.268 4.073 2.963 2.305
[2,] 3.367 1.691 3.160 2.413 2.375 0.7337 1.359 3.280 4.074 4.021 2.635
[3,] 3.489 1.710 3.220 2.480 2.469 0.7338 1.361 3.280 4.077 4.030 2.685
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.221 2.163 3.007 2.991 2.737 3.922 2.498 3.944 4.599 3.123 2.811
[2,] 3.217 2.188 3.484 3.484 2.909 4.422 4.276 4.799 4.875 3.402 2.858
[3,] 3.252 2.201 3.575 3.796 2.963 4.830 4.691 5.215 5.238 3.646 2.914
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.360 2.246 0.4916 2.210 2.468 0.8177 1.947 0.4231 1.965 1.194 0.5851
[2,] 5.922 2.740 0.5129 2.297 2.594 0.8604 2.386 0.4386 2.243 1.271 0.6133
[3,] 6.243 2.920 0.5585 2.784 2.933 0.9210 2.519 0.4534 2.304 1.397 0.6531
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.343 1.957 1.905 3.148 2.575 1.541 0.8266 1.541 0.6383 1.027 1.068
[2,] 2.667 2.058 2.095 3.282 2.956 1.610 0.8289 1.574 0.6429 1.109 1.140
[3,] 2.724 2.258 2.270 3.330 2.986 1.637 0.8551 1.580 0.6490 1.176 1.202
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.120 1.512 2.176 2.546 3.702 2.144 3.210 2.893 1.301 3.026 2.774
[2,] 2.188 1.543 2.237 2.594 3.739 2.144 3.918 2.982 1.356 3.741 3.106
[3,] 2.244 1.579 2.254 2.649 3.778 2.184 3.932 3.083 1.367 3.900 3.478
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.375 1.805 2.187 0.6429 2.325 0.6817 1.748 1.624 1.948 2.469 0.9391
[2,] 2.773 2.525 2.228 0.6554 2.671 0.6820 1.786 1.643 2.229 2.840 0.9413
[3,] 3.179 2.994 2.238 0.6623 3.010 0.6941 1.906 1.645 2.237 2.869 0.9518
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.370 1.327 1.840 1.086 3.302 2.732 3.567 3.891 4.732 3.845 3.072
[2,] 2.555 1.341 2.596 1.088 3.532 3.637 3.603 4.608 4.862 4.794 4.251
[3,] 2.622 1.343 2.828 1.089 3.780 3.751 3.630 4.727 5.039 4.897 4.664
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7602 2.912 2.531 3.464 1.738 1.696 0.9557 2.674 1.784 4.006 4.518
[2,] 0.7656 4.032 2.657 3.866 1.899 1.719 0.9577 2.834 1.817 4.007 4.528
[3,] 0.7685 4.699 2.723 4.639 2.109 1.828 0.9651 2.887 1.819 4.019 4.742
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6206 0.6837 0.9642 0.9791 2.065 1.061 0.5531 1.114 10.67 2.499
[2,] 0.7449 1.0456 0.9667 0.9855 2.089 1.070 0.5736 1.174 10.78 2.737
[3,] 0.8582 1.0577 0.9709 0.9899 2.178 1.085 0.6194 1.177 10.89 2.851
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   4.079   2.139   3.744   2.552   2.793  0.9235   1.711   4.15  5.172
[2,] 603.903  86.950 680.294 799.306 536.418 58.3841 106.776 163.82 31.967
[3,] 549.773 152.591 369.691 344.705 403.588  6.5316  42.615  37.81 92.523
        [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]    [,17]
[1,]    3.763   2.927    2.82   2.747    3.819    3.798   3.475    4.981
[2,] 1628.287 765.030 1394.22 198.759 1053.513 1070.366 590.894 1222.754
[3,]  152.973 306.208  282.28 140.807  479.509  902.808 336.314 1163.444
        [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]    [,25]
[1,]    3.172    5.009    5.84   3.966   3.569    5.537   2.852   0.6243
[2,] 2078.621 1637.515  969.07 807.750 310.962 2399.941 940.440  87.4781
[3,] 1155.326 1221.588 1147.72 785.898 339.529 1184.558 603.195 132.3492
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.807   3.134   1.038   2.473  0.5373   2.495   1.516   0.743
[2,] 373.877 478.104 160.322 825.599 69.1655 647.132 260.743 110.133
[3,] 942.783 819.523 196.812 483.714 68.8043 316.644 347.222 134.326
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   2.975   2.484   2.419   3.997   3.269   1.956   1.05   1.956
[2,] 763.303 382.579 522.061 555.605 870.005 281.019  37.52 192.881
[3,] 331.850 556.469 523.264 337.415 251.725 176.416 125.71  86.361
       [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]  0.8106   1.304   1.356   2.692   1.92   2.764   3.232   4.701
[2,] 45.9704 251.318 239.689 324.044 183.77 308.485 299.361 312.211
[3,] 53.0669 233.105 228.587 298.525 201.51 166.084 319.962 327.351
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]
[1,]   2.723    4.076   3.674   1.652    3.842   3.523   3.016    2.292
[2,]  20.773 1345.732 433.522 229.157 1317.339 836.220 857.006 1057.506
[3,] 248.960  200.758 467.832 102.950  661.418 937.316 931.557  963.519
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.778  0.8163   2.952  0.8656   2.219   2.062   2.473   3.135
[2,] 253.991 76.5242 787.768 12.6777 220.611 150.659 648.998 840.581
[3,] 124.644 57.0683 830.787 77.4476 399.307  45.136 117.257 242.017
      [,66]  [,67]   [,68]    [,69]  [,70]   [,71]   [,72]   [,73]
[1,]  1.192   3.01   1.685    2.337  1.379   4.192    3.47   4.529
[2,] 38.760 570.54 114.860 1096.493 42.430 751.328 1437.85 304.807
[3,] 84.435 354.32  40.678  672.882 23.657 807.147  548.11 265.531
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    4.941   6.009    4.883    3.901  0.9654    3.698   3.214    4.399
[2,] 1478.404 668.788 1714.597 1759.927 54.4772 1669.866 484.379 1027.444
[3,]  632.054 793.452  598.152 1148.403 40.0027 1445.136 356.635 1536.313
       [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   2.207   2.154  1.214   3.396   2.265   5.087   5.737   0.788
[2,] 457.974 166.568 37.224 561.554 207.059  32.754 177.622 246.795
[3,] 549.852 372.184 71.619 330.885  54.456 190.974 843.928 255.221
        [,90]  [,91]  [,92]   [,93]   [,94]    [,95]   [,96]  [,97]
[1,]   0.8682  1.224  1.243   2.622   1.347   0.7023   1.414  13.55
[2,] 473.7911 41.940 67.225 189.465  84.627  91.1403 222.747 899.06
[3,]  95.4767 53.762 55.698 370.843 106.257 139.9623  47.182 923.46
       [,98]
[1,]   3.173
[2,] 669.513
[3,] 477.679
[1] "--- VAR model 2017-10-01 01:01:00  completed"
[1] "Completed training sample:  2017-10-01 01:01:00 - 2017-10-01 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 01:31:00 - 2017-10-01 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.035           2.306         -43.16         -44.58
           8.768           1.711         -46.90         -44.93
           7.037           1.498         -40.77         -48.37
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -47.03      -0.064081            2.399          -0.1327
         -46.00      -0.010842            2.281           0.1183
         -44.78       0.001692            2.656           0.2952
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -1.38436           1.3006          -0.3005           -6.293
          0.09132          -0.5228          -0.1847           -7.229
         -0.42950           0.2542           0.6859           -9.640
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.350           -2.354           -2.740            14.05
            3.447           -1.208           -1.176            12.03
            3.348           -0.216           -1.650            14.13
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            10.05            17.19            5.531            25.20
            11.34            11.12           17.134            23.81
            16.69            10.97           14.397            25.52
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -45.76           -4.060          -110.61           -35.24
           -48.44           -4.383           -92.87           -36.73
           -40.62           -2.838           -98.44           -32.21
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.502           -42.77           -42.74           -12.00
           -6.056           -51.96           -49.78           -12.17
           -6.440           -46.13           -48.30           -11.96
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -42.64           -4.226           -43.38           -19.76
           -45.57           -3.888           -45.54           -19.46
           -48.59           -4.008           -49.32           -18.30
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.253           -45.56           -49.11           -42.54
           -8.050           -38.76           -45.29           -45.87
           -8.091           -40.95           -46.46           -44.23
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          1.05519            1.039          -0.7329          0.29069
          0.08605           -2.970          -0.3633          0.10561
          0.73156           -2.812          -0.4463          0.06579
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4256        -0.090163           -25.73           -26.61
           0.1781        -0.008452           -26.36           -24.66
          -0.1326        -0.010222           -25.12           -24.76
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.192            2.750           -13.00            4.897
            5.701            1.202           -16.72            6.342
            5.934            2.625           -14.20            5.803
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.969          0.22464          -10.488            1.593
            6.834          0.06547          -10.555            1.819
            5.725         -0.02264           -8.947            1.573
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3972           -8.657          -15.341          -11.209
          -0.4587           -8.301           -8.027           -8.544
          -0.3989           -8.932           -9.575           -6.459
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.249         0.125461           0.3199          -16.578
          -12.825        -0.003319           0.4175           -8.964
           -7.472        -0.069022           0.1156           -7.009
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6330           -5.845            2.192           -9.680
          -0.6050           -7.744            1.001           -6.015
          -0.3512           -5.747            0.922           -4.412
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.017           0.8156           -6.931         -0.02410
           -4.949           0.2577           -3.966          0.09740
           -5.871           0.1515           -6.640          0.08221
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.765        -0.086714            6.005            8.534
           -7.965        -0.006884            9.476            7.283
           -6.012        -0.106243            9.244           10.135
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.050            3.725            31.78            11.35
            5.485            9.270            31.41            17.31
            1.730           10.647            28.46            23.10
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            33.73         0.170427            30.85           10.555
            19.01         0.505172            13.14            8.497
            24.21        -0.002512            16.76            9.966
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            30.64            5.396           -2.827         -0.02913
            26.86            5.110           -1.452         -0.08149
            24.31            4.816           -1.736         -0.04641
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.457           0.3185            3.885            5.665
           -2.680           1.0069            2.995            6.945
           -4.453           0.5725            6.251            3.710
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6675           1.8331           1.5180           1.6311
           2.0074           1.4029           0.6715           0.9731
           1.1719           0.7275           1.2684           1.6398
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.355           0.5974           -5.772          -0.8536
           -4.269           0.3856           -5.371          -0.8130
           -4.341           0.1539           -5.121          -0.1057
 rnd_95776.volume rnd_95787.volume
           -21.40           -48.91
           -15.92           -45.86
           -14.89           -47.25
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.709 1.690 3.224 2.438 2.580 0.6705 1.560 3.404 4.175 3.018 2.293
[2,] 3.939 1.691 3.290 3.042 2.806 0.6801 1.565 3.419 4.178 4.082 2.610
[3,] 4.059 1.715 3.427 3.144 2.945 0.6803 1.566 3.419 4.181 4.092 2.645
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.270 2.249 3.034 3.047 2.982 4.084 2.714 4.087 4.691 3.466 2.737
[2,] 3.264 2.268 3.588 3.619 3.193 4.533 4.476 4.999 4.903 3.522 2.767
[3,] 3.290 2.281 3.683 3.925 3.227 5.173 4.947 5.412 5.225 3.616 2.803
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.378 3.401 0.5162 3.014 2.927 0.8637 2.210 0.4388 2.733 1.155 0.6252
[2,] 6.991 3.768 0.5465 3.192 3.342 0.9204 2.772 0.4623 2.918 1.210 0.6598
[3,] 7.150 3.976 0.5980 3.578 3.564 1.0012 2.877 0.4863 3.145 1.276 0.7096
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.973 2.336 2.450 3.356 2.704 1.638 0.9008 1.615 0.6823 1.169 1.396
[2,] 3.159 2.522 2.570 3.531 3.094 1.703 0.9026 1.655 0.6853 1.300 1.484
[3,] 3.474 2.663 2.836 3.565 3.127 1.736 0.9217 1.656 0.6897 1.367 1.634
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.130 1.546 2.306 2.796 3.791 2.292 3.246 3.059 1.282 3.127 2.783
[2,] 2.242 1.564 2.383 2.840 3.838 2.299 3.952 3.169 1.324 3.749 3.102
[3,] 2.288 1.619 2.419 2.885 3.879 2.324 3.997 3.228 1.340 4.009 3.559
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.385 1.870 2.238 0.6623 2.300 0.7562 1.758 1.734 2.105 3.067 1.077
[2,] 2.746 2.506 2.290 0.6740 2.728 0.7563 1.796 1.766 2.381 3.271 1.079
[3,] 3.160 3.065 2.305 0.6814 2.987 0.7692 1.930 1.770 2.410 3.280 1.092
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.589 1.399 2.185 1.094 3.670 2.973 3.978 4.136 4.799 4.555 3.251
[2,] 2.693 1.410 2.735 1.098 3.928 4.059 4.039 5.330 5.031 5.150 4.311
[3,] 2.742 1.410 2.921 1.098 4.122 4.210 4.096 5.466 5.281 5.532 4.813
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8456 3.145 2.971 3.772 2.031 1.772 1.027 2.814 1.995 4.812 4.626
[2,] 0.8516 4.524 3.059 4.215 2.246 1.788 1.028 2.961 2.042 4.813 4.642
[3,] 0.8543 4.935 3.133 4.675 2.488 1.878 1.031 2.999 2.048 4.835 4.943
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6769 0.6823 1.067 1.021 2.179 1.188 0.5508 1.160 11.21 3.153
[2,] 0.8118 1.0869 1.068 1.022 2.205 1.216 0.5776 1.212 11.35 3.352
[3,] 0.9220 1.0920 1.074 1.031 2.269 1.232 0.6172 1.214 11.59 3.525
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]     [,4]    [,5]    [,6]   [,7]    [,8]
[1,]   4.71   2.146   4.094    3.096   3.276  0.8515  1.981   4.323
[2,] 855.94  31.116 422.090 1174.239 713.228 73.2297 83.182 205.684
[3,] 632.74 186.884 620.421  510.903 576.500 11.4444 23.267  22.772
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   5.302    3.832   2.912    2.883   2.856    3.852    3.869   3.787
[2,] 101.861 1774.759 804.741 1513.949 187.280 1236.338 1260.289 737.039
[3,] 100.806  183.329 276.425  266.419 154.529  535.953  980.192 298.203
        [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    5.186    3.446    5.19    5.956   4.401   3.476    6.83    4.319
[2,] 1270.488 2297.842 1858.00  921.290 405.789 259.772 2882.34 1046.928
[3,] 1608.546 1359.710 1338.58 1165.747 526.933 289.663  970.08  819.517
        [,25]    [,26]    [,27]   [,28]    [,29]   [,30]  [,31]   [,32]
[1,]   0.6555    3.827    3.716   1.097    2.806  0.5572   3.47   1.467
[2,] 115.7055  679.697 1041.334 205.351 1080.080 94.0672 659.93 231.893
[3,] 156.7652 1042.348  798.588 254.355  497.238 97.4117 758.47 261.769
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]  [,39]   [,40]
[1,]   0.7939   3.775   2.966   3.111   4.262   3.433   2.08   1.144
[2,] 136.1256 690.249 613.189 500.613 707.738 971.131 301.94  36.697
[3,] 168.5088 933.110 552.071 774.562 318.780 289.661 215.54 120.588
      [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]
[1,]   2.05  0.8664   1.484   1.773   2.705   1.963   2.928   3.55   4.814
[2,] 233.77 41.2913 366.577 323.975 451.488 154.898 387.785 320.75 385.872
[3,]  39.73 49.9319 273.060 441.532 294.008 268.369 269.913 330.30 361.445
      [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   2.91    4.121   3.884   1.628    3.971    3.533    3.028    2.375
[2,] 114.27 1455.799 534.219 214.016 1334.681  885.488  879.071 1077.293
[3,] 220.98  382.638 396.379 134.951  917.546 1125.059 1008.661 1139.076
       [,58]   [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.842  0.8411   2.92  0.9602   2.233   2.202   2.673   3.895
[2,] 313.331 80.6167 946.69 10.0301 236.391 216.882 718.096 732.987
[3,] 167.666 64.4961 786.40 90.6190 455.334  68.736 240.257 157.030
       [,66]   [,67]   [,68]    [,69]  [,70]  [,71]    [,72]   [,73]
[1,]   1.368   3.287   1.777    2.775  1.389   4.66    3.776   5.051
[2,]  31.869 478.500 111.332 1061.287 61.229 903.16 1783.476 450.215
[3,] 109.440 332.160   9.517  661.582  4.983 806.97  719.988 441.775
        [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]   [,81]
[1,]    5.252    6.094    5.784    4.129  1.074    3.993   3.773    4.79
[2,] 2169.996  975.117 1551.642 1827.323 65.095 2099.430 469.237 1214.09
[3,]  781.028 1035.779 1303.851 1381.294 43.646 1271.878 438.544 1304.66
       [,82]  [,83]  [,84]   [,85]   [,86]  [,87]    [,88]    [,89]
[1,]   2.579   2.25  1.304   3.573   2.534   6.11    5.875   0.8595
[2,] 619.512 151.95 19.342 595.543 280.068  59.25  243.620 289.2625
[3,] 690.176 371.42 54.034 305.306  98.221 296.20 1096.582 282.0839
        [,90]  [,91]  [,92]   [,93]   [,94]    [,95]   [,96]   [,97]
[1,]   0.8664  1.354  1.296   2.767   1.508   0.6995   1.473   14.23
[2,] 546.0992 39.630 30.692 216.759 169.829 112.0740 227.721 1170.94
[3,]  68.2406 69.290 90.480 346.848 125.548 140.5287  34.918 1515.96
       [,98]
[1,]   4.004
[2,] 734.232
[3,] 703.144
[1] "--- VAR model 2017-10-01 01:31:00  completed"
[1] "Completed training sample:  2017-10-01 01:31:00 - 2017-10-01 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 02:01:00 - 2017-10-01 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           11.23          1.4829         -48.25         -56.88
           12.57          1.0309         -50.91         -51.59
           14.34          0.6139         -51.38         -52.62
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.02       -0.35518            2.791          -0.5732
         -53.74       -0.03356            2.574          -0.3509
         -51.76       -0.15809            2.292           0.4400
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.6917          2.45529          -1.7238           -10.27
          -0.5757         -1.75950          -0.8934           -14.47
          -0.6295         -0.07592          -0.5594           -13.62
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.449           -5.245           -6.116            11.23
            2.255           -2.594           -1.733            12.51
            2.439           -2.001           -4.352            13.35
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.176            2.592            7.261            23.66
            7.717            6.396            9.587            25.10
            7.639            9.350           12.938            23.67
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -50.56           -7.212           -108.7           -52.49
           -57.14           -5.987           -107.5           -51.02
           -54.57           -7.420           -112.4           -55.23
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.017           -51.90           -59.15           -15.45
           -5.773           -50.77           -54.16           -14.85
           -5.841           -55.27           -57.77           -15.06
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -58.79           -5.352           -45.25           -21.10
           -51.70           -5.344           -54.86           -22.25
           -53.55           -4.996           -52.31           -21.92
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -11.26           -45.94           -48.52           -49.33
           -10.95           -52.15           -55.29           -49.20
           -10.89           -52.05           -54.21           -54.06
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.913          -3.4121          -1.8319           0.1953
            1.740          -0.4326          -1.3706           0.2354
            1.706          -4.0023          -0.9043           0.0801
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.78552          0.16368           -33.80           -35.62
          0.36510          0.08878           -32.11           -34.67
          0.07863         -0.09642           -31.94           -35.44
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.729            5.182           -26.87            3.992
            6.623            5.148           -23.46            5.033
            7.080            4.529           -22.02            5.158
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.046          -0.9189           -21.40            2.265
            9.636          -0.4374           -23.78            3.166
            9.174          -0.9559           -16.63            3.613
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.806           -16.48           -12.01           -14.37
           -1.827           -16.65           -11.90           -12.28
           -1.494           -17.45           -14.93           -13.77
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -17.07           0.5466         -0.01373           -7.095
           -12.09           0.1717         -0.03690          -14.230
           -12.53           0.4292          0.12352          -11.503
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9374           -3.834           1.6542           -6.414
          -0.6996           -8.806           0.5833           -2.619
          -1.1109           -7.415           0.8995           -8.197
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.818          0.37502           -4.683         -0.23403
           -2.328          0.41377           -3.802         -0.05224
           -5.135          0.08863           -4.674         -0.09089
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.812         -0.20170            22.63            23.28
           -5.755         -0.25340            22.11            19.63
           -2.854         -0.02579            20.07            19.91
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.623            26.09            19.59            36.58
            6.248            20.26            19.36            32.48
            5.527            20.11            21.73            31.78
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            34.61           0.2121            30.72            7.240
            36.60          -0.0696            33.54            6.790
            31.40           0.2409            29.28            7.399
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            35.52           0.8772           -3.428         -0.23899
            39.09           0.8254           -3.529         -0.14107
            33.14           0.7621           -4.104         -0.04757
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.393           1.0989           0.6868            1.609
           -1.581           0.6262          -0.4361            2.439
           -2.350           0.5767          -1.2471            1.264
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            12.77            24.85            20.70            17.68
            12.06            25.60            18.75            16.74
            10.25            25.91            15.82            13.27
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.703            1.681           -6.910          -1.0021
           -4.863            1.895           -6.706          -0.9842
           -4.107            2.134           -6.402          -1.2204
 rnd_95776.volume rnd_95787.volume
           -51.20           -50.89
           -39.83           -47.53
           -40.48           -54.68
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.319 1.984 3.859 3.388 3.446 0.6325 1.699 3.723 4.607 3.259 2.443
[2,] 4.515 1.989 4.082 4.258 3.899 0.6440 1.712 3.731 4.609 4.416 2.774
[3,] 4.564 2.053 4.219 4.589 4.295 0.6440 1.714 3.732 4.612 4.432 2.815
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.366 2.399 3.241 3.218 3.628 4.633 2.974 4.346 5.203 4.442 2.732
[2,] 3.416 2.409 3.903 3.815 3.756 5.143 4.992 5.396 5.385 4.547 2.760
[3,] 3.451 2.428 4.026 4.183 3.796 5.579 5.449 5.946 5.763 4.846 2.800
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 7.137 3.689 0.5344 3.513 4.035 0.9653 3.022 0.4655 3.239 1.253 0.6486
[2,] 9.025 4.019 0.5581 4.152 4.420 1.0119 3.895 0.4963 3.437 1.325 0.6774
[3,] 9.339 4.126 0.6092 4.421 5.093 1.0971 4.224 0.5182 3.773 1.433 0.7323
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.736 3.154 3.100 3.724 2.925 1.704 0.9785 1.782 0.7413 1.400 1.537
[2,] 3.852 3.566 3.338 3.933 3.291 1.774 0.9801 1.823 0.7449 1.530 1.679
[3,] 4.225 3.823 3.582 3.955 3.309 1.807 0.9992 1.825 0.7457 1.637 1.750
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.273 1.770 2.434 2.972 4.007 2.400 3.281 2.936 1.266 3.275 2.879
[2,] 2.451 1.803 2.517 3.025 4.015 2.407 4.010 2.983 1.301 3.946 3.240
[3,] 2.512 1.835 2.587 3.102 4.058 2.432 4.130 2.988 1.322 4.205 3.710
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.580 1.945 2.326 0.6757 2.521 0.7821 1.875 1.902 2.286 3.860 1.165
[2,] 2.897 2.604 2.363 0.6916 2.917 0.7860 1.902 1.943 2.603 4.021 1.170
[3,] 3.313 3.217 2.374 0.6987 3.199 0.8093 2.024 1.944 2.620 4.026 1.185
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.491 1.601 2.272 1.133 4.046 3.487 4.248 4.780 5.112 5.547 3.901
[2,] 2.830 1.614 2.898 1.141 4.249 4.553 4.322 5.926 5.289 6.111 4.668
[3,] 2.881 1.614 3.121 1.141 4.357 4.678 4.359 6.037 5.554 6.399 5.245
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9415 4.464 3.160 3.963 2.173 1.866 1.117 2.987 2.081 5.056 4.789
[2,] 0.9454 4.923 3.308 4.460 2.358 1.885 1.118 3.140 2.111 5.068 4.824
[3,] 0.9484 5.321 3.372 4.912 2.611 2.001 1.123 3.154 2.123 5.078 5.053
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.498 1.608 1.523 1.362 2.233 1.346 0.5440 1.158 11.38 3.652
[2,] 1.634 1.916 1.889 1.714 2.261 1.365 0.5668 1.237 11.95 4.025
[3,] 1.754 2.189 2.102 1.937 2.340 1.368 0.5988 1.239 12.27 4.124
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]     [,4]     [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   5.484   2.52   4.9    4.303    4.376  0.8032   2.157   4.728   5.85
[2,] 961.669  93.90 973.4 1882.959 1332.410 88.3568 156.301 174.799 105.25
[3,] 486.649 373.48 776.3 1249.026 1314.572  1.2055  58.637  44.899 134.91
        [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]    [,17]
[1,]    4.138   3.102    3.004   3.047    4.115    4.087   4.607    5.883
[2,] 2175.945 959.057 1799.828 156.543 1588.553 1496.254 711.546 1631.064
[3,]  272.191 349.989  354.658 220.413  721.912 1252.863 401.062 1577.917
        [,18]    [,19]    [,20]   [,21]   [,22]    [,23]    [,24]    [,25]
[1,]    3.777    5.519    6.607    5.64   3.469    9.063    4.685   0.6786
[2,] 2927.766 2334.570 1012.778  711.25 287.047 4033.589 1164.602 117.5028
[3,] 1594.364 1823.665 1499.493 1223.97 345.438 1753.276  680.332 178.2437
        [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]    [,33]
[1,]    4.461    5.124   1.226    3.837   0.5911    4.113   1.591   0.8236
[2,] 1615.421 1318.293 221.503 1794.259 125.5290  839.107 314.880 142.7807
[3,] 1110.238 1847.836 309.610 1194.354 109.0758 1137.411 398.687 203.0062
        [,34]    [,35]   [,36]   [,37]    [,38]   [,39]   [,40]   [,41]
[1,]    4.744    4.005   3.936   4.729    3.714   2.163   1.243   2.263
[2,]  684.628 1214.155 905.097 923.778 1102.755 360.227  40.404 279.723
[3,] 1266.566 1005.965 948.338 306.343  244.717 254.060 142.209  60.397
       [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]   [,49]
[1,]  0.9413   1.778   1.952   2.886   2.248   3.09   3.774   5.089
[2,] 52.9922 450.974 492.266 670.411 251.128 468.60 411.283 182.101
[3,] 26.1373 425.070 361.752 400.154 248.243 437.38 500.719 428.337
       [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]   [,57]
[1,]   3.048    4.166   3.729   1.608    4.159    3.655    3.277    2.47
[2,] 138.925 1684.313 383.788 217.495 1607.415 1085.433  961.525 1264.48
[3,] 250.349  721.767 128.369 169.416 1061.173 1319.756 1173.580 1378.77
       [,58]   [,59]    [,60]    [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.953   0.858    3.201   0.9931   2.381   2.415   2.902   4.902
[2,] 305.535 107.684 1070.998  57.3943 234.735 291.846 910.079 821.927
[3,] 163.286  72.368  958.652 140.8173 504.419  39.915 218.284 142.111
      [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]   [,73]
[1,]   1.48   3.163   2.032    2.886  1.439   5.137    4.428   5.394
[2,]  76.39 979.852 150.886 1313.137 93.753 949.383 2137.390 582.825
[3,] 137.04 396.452  21.696  845.354  1.745 703.063  784.278 414.402
       [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]    [,81]
[1,]    6.07    6.492    7.043    4.954  1.196    5.669   4.013    5.032
[2,] 2557.13  990.453 1872.637 1871.898 62.328 1516.248 714.025 1494.851
[3,]  843.58 1236.714 1386.573 1746.083 54.866 1473.375 475.314 1501.838
       [,82]   [,83]  [,84]   [,85]   [,86]  [,87]    [,88]   [,89]
[1,]   2.759   2.369  1.418   3.793   2.643   6.42    6.081   1.903
[2,] 668.457 199.218 44.082 706.543 258.082 252.70  423.622 475.996
[3,] 818.488 489.373 77.795 221.479 163.479 236.74 1097.224 465.432
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]   [,97]
[1,]   2.042   1.933   1.729   2.835   1.709   0.6908   1.471   14.45
[2,] 760.453 816.033 759.806 260.791 164.864 116.1568 315.917 2667.61
[3,] 773.000 674.470 659.334 439.545  64.783 141.0978  50.956 2005.16
        [,98]
[1,]    4.638
[2,] 1234.523
[3,]  658.307
[1] "--- VAR model 2017-10-01 02:01:00  completed"
[1] "Completed training sample:  2017-10-01 02:01:00 - 2017-10-01 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 02:31:00 - 2017-10-01 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           17.80           2.346         -54.98         -60.07
           21.13           3.276         -54.35         -49.59
           15.99           1.937         -61.90         -55.42
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -39.91        -0.3096            5.009          -1.4338
         -57.04        -0.4796            4.105          -1.1312
         -53.33        -0.2934            3.865          -0.9372
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.197           -4.255          -0.8645           -19.56
           -1.132           -1.854           0.4771           -14.30
           -1.143           -1.657           0.3155           -16.22
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.506           -9.234          -10.979            9.433
            2.436           -8.470           -4.561           12.121
            2.859           -5.702           -4.293           13.412
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.410           -5.706            1.227            31.81
            4.191            1.177           -2.150            23.52
            3.993            6.723           10.365            31.31
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -50.88           -8.787           -122.8           -58.10
           -47.88           -5.202           -117.0           -57.17
           -55.12           -7.090           -108.6           -53.89
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.268           -47.27           -54.05           -16.78
           -7.527           -56.44           -59.08           -17.16
           -6.920           -56.76           -58.22           -17.38
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -58.51           -5.265           -56.13           -21.50
           -49.59           -5.084           -51.78           -21.83
           -56.62           -4.973           -59.46           -20.94
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.26           -50.48           -46.12           -59.50
           -12.86           -54.44           -55.15           -53.55
           -12.11           -57.41           -53.86           -49.87
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.263           0.6459         -0.30698          -0.6059
            2.675          -0.3332         -0.29421          -0.5116
            2.706          -2.3061         -0.08236          -0.1389
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.49166        -0.006168           -32.70           -33.61
          0.40586        -0.211474           -28.04           -34.92
          0.08337        -0.012744           -32.22           -34.36
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            13.13            8.214           -22.03            6.064
            13.05            6.053           -21.84            3.668
            12.89            4.896           -22.43            4.850
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.633          -1.1450          -18.719            4.207
            8.504          -1.6461           -9.688            5.815
            8.305          -0.6676          -13.931            5.739
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.4317          -14.921           -7.260           -8.172
          -0.4298          -13.370          -11.142          -11.693
          -0.7421           -9.358           -6.816           -9.030
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.787          -0.5807         -0.12806           -9.047
           -8.202          -0.2733         -0.02500          -10.098
          -10.751          -0.3259         -0.01874          -10.597
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.03570           -2.650           1.7686           -7.172
          0.87349           -8.632           0.7436           -1.755
          0.03616           -4.926           0.9211           -6.224
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.360          0.38054           -8.877          0.36536
           -0.696          0.17103           -1.809         -0.01655
           -4.624          0.06615           -5.210         -0.15598
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.382          0.11177            25.09            13.56
           -6.593         -0.03135            21.98            19.34
           -1.598          0.11781            21.07            14.65
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.444            19.91            37.76            39.11
            8.511            22.25            33.95            41.69
            6.883            20.64            32.93            42.42
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            42.16         -0.10245            40.63            3.523
            41.34          0.02524            43.27            5.001
            40.81         -0.24313            44.38            4.363
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            37.88          0.12905           -1.360         -0.32530
            38.45          0.05433           -3.259         -0.43587
            42.01          0.06440           -1.744         -0.09084
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.1471           0.0365            2.437            4.364
          -0.7642           0.2748            0.188            3.290
          -1.9410           0.0523           -1.324            1.967
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            13.76            14.61            19.70            15.81
            13.64            13.88            18.51            15.32
            12.89            13.31            18.37            14.56
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.291            4.328           -6.854           0.1988
           -3.907            5.057           -6.366          -0.5493
           -2.753            4.274           -6.898          -0.6848
 rnd_95776.volume rnd_95787.volume
           -24.93           -50.78
           -28.10           -55.17
           -31.10           -54.93
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.547 1.935 4.915 4.091 3.930 0.4797 1.803 4.098 4.938 3.357 2.641
[2,] 4.698 1.968 5.103 5.051 4.595 0.4967 1.841 4.117 4.939 4.653 2.909
[3,] 4.783 1.988 5.439 5.334 5.063 0.4969 1.849 4.117 4.960 4.668 2.953
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.610 2.549 3.064 3.220 3.792 4.767 3.243 4.632 5.104 5.142 2.660
[2,] 3.774 2.566 3.881 3.901 3.988 5.175 5.040 5.783 5.359 5.377 2.702
[3,] 3.799 2.587 3.971 4.294 4.055 5.827 5.518 6.264 5.858 5.576 2.770
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,]  8.406 4.161 0.6067 4.256 4.525 1.024 3.923 0.4881 3.521 1.306 0.7372
[2,] 10.780 4.636 0.6394 4.756 4.998 1.090 4.877 0.5134 3.732 1.372 0.7755
[3,] 10.993 4.827 0.7063 5.194 5.567 1.163 5.139 0.5359 3.930 1.485 0.8312
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.396 3.650 3.939 4.192 3.089 1.918 1.084 1.866 0.8126 1.743 2.042
[2,] 4.635 3.973 4.192 4.351 3.442 2.006 1.090 1.908 0.8141 1.918 2.276
[3,] 4.945 4.366 4.377 4.372 3.459 2.025 1.104 1.909 0.8141 2.094 2.358
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.311 1.914 2.566 3.209 4.242 2.444 3.374 3.078 1.284 3.404 2.950
[2,] 2.597 1.978 2.652 3.231 4.257 2.449 4.221 3.117 1.310 4.150 3.341
[3,] 2.675 2.026 2.704 3.394 4.286 2.465 4.289 3.139 1.331 4.446 3.909
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.664 1.983 2.427 0.6826 2.509 0.9188 1.928 2.035 2.427 4.391 1.220
[2,] 2.945 2.630 2.463 0.6955 2.924 0.9190 1.983 2.089 2.738 4.535 1.224
[3,] 3.425 3.277 2.465 0.7027 3.230 0.9512 2.139 2.093 2.760 4.556 1.238
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.733 1.803 2.541 1.145 4.320 3.880 4.733 4.984 5.087 5.654 4.152
[2,] 3.211 1.807 3.217 1.152 4.605 4.910 4.760 6.223 5.462 6.499 5.031
[3,] 3.289 1.807 3.425 1.153 4.756 5.032 4.881 6.369 5.729 6.796 5.598
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.008 4.634 3.240 4.322 2.259 1.884 1.269 3.154 2.267 5.479 5.077
[2,] 1.011 5.022 3.385 4.708 2.451 1.923 1.269 3.299 2.306 5.486 5.127
[3,] 1.012 5.618 3.468 5.322 2.698 2.088 1.280 3.311 2.312 5.494 5.362
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.857 2.061 1.853 1.654 2.119 1.464 0.5474 1.183 12.18 4.254
[2,] 2.030 2.290 2.329 2.226 2.190 1.473 0.5682 1.256 12.53 4.474
[3,] 2.181 2.492 2.530 2.388 2.317 1.502 0.5946 1.260 12.79 4.865
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   5.774   2.458    6.241    5.195    4.991   0.6092   2.289   5.204
[2,] 999.658 303.693 1161.283 2509.403 2015.736 108.9395 314.271 329.177
[3,] 760.714 234.319 1594.930 1451.092 1800.448  11.9596 147.638  53.070
       [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]   6.27    4.263    3.354    3.314   3.237    3.891    4.089    4.815
[2,] 111.00 2728.579 1031.748 2308.130 252.352 2016.394 1864.844 1047.100
[3,] 385.21  310.663  433.930  372.405 276.498  713.010 1519.405  621.648
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    6.054    4.119    5.882    6.481    6.53   3.378   10.67    5.284
[2,] 1704.720 3266.266 2931.406 1382.382 1331.03 399.063 5714.74 1730.400
[3,] 2268.406 1903.099 2039.534 2004.200 1248.46 518.891 1821.76 1139.850
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.7705    5.404    5.746   1.301    4.981   0.6198    4.471   1.659
[2,] 170.8691 1797.464 1796.947 316.430 2453.367 134.8573 1047.843 356.215
[3,] 254.0077 1767.852 2076.535 341.953 1373.105 130.0984 1044.300 481.042
        [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   0.9362    5.582    4.635    5.002   5.323    3.923   2.436   1.377
[2,] 203.7287 1242.979 1329.741 1214.758 985.562 1285.288 498.013  94.087
[3,] 253.4328 1460.119 1532.172 1065.798 365.824  287.630 229.546 148.230
       [,41]  [,42]   [,43]   [,44]    [,45]   [,46]   [,47]   [,48]
[1,]   2.369  1.032   2.213   2.593    2.934   2.431   3.258   4.075
[2,] 337.662 41.413 678.036 850.943 1003.686 422.197 568.462 320.511
[3,]  61.374  4.685 711.729 522.426  541.588 372.663 443.645 879.556
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   5.387   3.103    4.285   3.908   1.631    4.323    3.746    3.383
[2,] 301.759 140.049 2147.135 417.106 221.545 2009.893 1328.486 1063.050
[3,] 421.132 230.858  644.146 313.178 195.349 1351.860 1718.142 1480.752
        [,57]   [,58]    [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.518   3.082   0.8668    3.187   1.167   2.448   2.584    3.082
[2,] 1462.244 353.920 112.8627 1270.865  16.987 391.058 401.814 1072.730
[3,] 1656.483  86.694  84.6076 1161.464 207.982 680.290 106.579  299.526
       [,65]   [,66]    [,67]  [,68]    [,69]   [,70]    [,71]    [,72]
[1,]   5.576   1.549    3.471  2.289    3.227   1.454    5.486    4.927
[2,] 959.556  82.544 1427.315 98.002 1670.581 108.371 1349.883 2547.491
[3,] 373.967 160.743  602.079  3.935  994.602  30.416 1004.869  933.574
       [,73]    [,74]    [,75]   [,76]    [,77] [,78]    [,79]   [,80]
[1,]   6.011    6.329    6.459    7.18    5.272  1.28    5.884   4.114
[2,] 429.198 3155.981 1683.965 2712.52 2406.424 62.40 1638.677 830.610
[3,] 912.831 1145.676 1465.601 1682.92 2078.650 41.92 2133.122 637.462
        [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]    [,88]
[1,]    5.488   2.869   2.393   1.611   4.005   2.879   6.958    6.446
[2,] 1580.937 805.343 324.755   3.856 818.934 354.724 237.358  609.169
[3,] 2100.834 954.693 688.938 144.824 245.969 146.084 238.736 1329.148
       [,89]   [,90]    [,91]  [,92]  [,93]   [,94]    [,95]   [,96]
[1,]   2.358   2.617    2.353    2.1   2.69   1.859   0.6951   1.502
[2,] 695.838 845.644 1194.536 1261.5 469.60 141.354 129.0866 357.224
[3,] 673.682 831.195  837.307  732.5 641.27 249.220 148.1840  81.310
       [,97]    [,98]
[1,]   15.46    5.402
[2,] 2505.88 1173.395
[3,] 2147.34 1618.809
[1] "--- VAR model 2017-10-01 02:31:00  completed"
[1] "Completed training sample:  2017-10-01 02:31:00 - 2017-10-01 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 03:01:00 - 2017-10-01 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.273           1.643         -69.90         -67.32
           8.901           2.557         -63.94         -63.85
           4.856           1.741         -59.34         -62.60
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -51.57        -0.7363            2.980           -2.347
         -64.87        -0.8373            2.892           -2.726
         -65.46        -0.7093            2.852           -4.296
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.251           -6.212          0.27758           -20.03
           -4.147           -3.670          0.36750           -17.67
           -3.798           -5.773         -0.08472           -18.80
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.936           -6.575           -6.116            4.233
            2.143           -9.857           -9.503            5.390
            2.051           -9.574           -6.959            4.949
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.335            4.524          -2.8384            13.57
           -2.451           -1.939           0.4017            14.56
           -1.220           -3.962           1.0659            18.00
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.27           -8.012           -105.0           -55.29
           -71.34           -7.070           -134.8           -61.96
           -60.49           -7.266           -138.9           -66.93
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.307           -64.78           -76.69           -15.84
           -9.281           -61.06           -58.15           -15.44
           -9.191           -65.39           -71.12           -16.84
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.91           -5.547           -67.82           -25.68
           -63.90           -5.603           -71.49           -26.17
           -62.61           -6.243           -56.29           -25.77
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.51           -51.95           -52.19           -64.40
           -13.48           -64.00           -68.82           -57.38
           -13.64           -65.61           -67.68           -66.83
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.0269           -6.603           1.1183          -0.4640
           1.2747           -1.006           0.4583          -0.3307
           0.7093           -4.350           0.3767          -0.0959
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.3964         -0.03892           -37.13           -40.35
           0.1048         -0.15291           -32.54           -37.93
          -0.2606         -0.01718           -38.02           -41.65
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.590            5.288           -27.42            6.515
            8.705            4.280           -28.86            9.406
            8.909            4.555           -25.28            7.057
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.494          -1.4852           -22.57            5.179
            3.354          -0.4414           -21.02            3.300
            5.095          -1.2623           -17.86            4.454
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.091           -18.59           -10.86           -14.73
           -1.279           -19.22           -16.60           -15.35
           -1.151           -16.30           -14.20           -12.57
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -18.99         -0.18445           0.5279           -11.97
           -11.64          0.02299           0.3989           -13.31
           -15.84         -0.04322           0.3492           -15.70
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.184           -7.674           1.5192          -11.682
           -1.262          -11.687           0.6594           -5.563
           -1.225           -8.380           1.1423           -8.696
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.792          -0.3097          -16.218          0.12828
           -3.692          -0.6910           -5.144         -0.03472
           -6.120          -0.2249           -5.548         -0.03007
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.067       -0.1881494            19.59           13.371
           -9.884       -0.1501771            16.18           10.214
           -3.717        0.0008559            17.01            8.148
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.1125            10.77            11.07            13.77
          -1.2820            13.34            14.05            17.89
          -0.8930            10.54            10.99            19.69
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            12.78        -0.031432            18.81            3.961
            18.28        -0.064249            14.46            2.583
            19.16        -0.003078            18.92            4.291
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            17.24          -0.4273           -2.597          0.28097
            14.48          -0.6278           -4.347          0.37954
            19.03          -0.6841           -2.848          0.09385
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.551          -1.1310            1.451          0.05758
           -1.629          -0.7621            3.917         -1.66184
           -2.705          -0.4953            3.631         -0.33856
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           11.050            15.15            16.53            13.16
           10.883            15.16            15.86            15.13
            9.781            14.25            15.56            14.80
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.509            2.992           -8.032          -1.3292
           -5.883            1.360           -7.483          -0.7692
           -3.535            1.405           -7.718          -1.0423
 rnd_95776.volume rnd_95787.volume
           -43.88           -66.13
           -30.27           -53.86
           -46.13           -65.95
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.757 2.277 5.892 4.764 4.760 0.3935 1.900 4.247 4.969 3.530 2.854
[2,] 4.879 2.343 6.170 5.887 5.400 0.4078 1.940 4.247 5.020 4.632 3.107
[3,] 4.938 2.366 6.451 6.081 5.844 0.4126 1.953 4.250 5.043 4.660 3.160
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.755 2.738 3.270 3.354 3.934 4.923 3.566 5.311 5.906 6.379 2.599
[2,] 3.888 2.746 3.971 3.973 4.164 5.083 5.332 6.285 6.174 6.561 2.640
[3,] 3.923 2.754 4.093 4.366 4.264 5.873 5.702 6.616 6.500 6.762 2.683
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,]  9.897 5.105 0.6396 5.294 5.272 1.079 4.744 0.4939 4.394 1.356 0.8139
[2,] 12.935 5.674 0.6752 5.598 5.840 1.147 6.016 0.5199 4.759 1.457 0.8587
[3,] 13.369 5.842 0.7443 6.208 6.607 1.217 6.197 0.5437 4.888 1.599 0.9224
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.409 4.310 4.375 4.533 3.222 2.260 1.250 2.258 0.8940 2.159 2.519
[2,] 5.529 4.720 4.717 4.676 3.595 2.324 1.255 2.278 0.8991 2.356 2.683
[3,] 6.039 5.182 4.938 4.704 3.623 2.342 1.270 2.279 0.8995 2.471 2.857
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.682 1.980 2.712 3.605 4.577 2.472 3.729 3.211 1.401 3.564 3.045
[2,] 2.802 2.082 2.752 3.632 4.605 2.474 4.489 3.269 1.424 4.369 3.506
[3,] 2.905 2.144 2.839 3.818 4.625 2.487 4.570 3.323 1.441 4.626 3.997
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.782 2.080 2.613 0.7277 2.650 0.9496 2.049 2.250 2.584 4.560 1.326
[2,] 3.073 2.803 2.650 0.7358 3.038 0.9546 2.128 2.305 2.843 4.687 1.333
[3,] 3.641 3.439 2.650 0.7418 3.357 0.9643 2.325 2.311 2.868 4.703 1.367
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.910 2.019 2.696 1.232 4.760 4.365 5.507 5.458 5.540 5.855 4.521
[2,] 3.359 2.034 3.369 1.237 5.036 5.164 5.613 6.571 5.885 6.707 5.570
[3,] 3.497 2.038 3.534 1.240 5.142 5.264 5.845 6.758 6.147 6.998 6.013
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.033 4.896 3.385 4.442 2.428 1.922 1.423 3.307 2.650 6.100 5.487
[2,] 1.033 5.112 3.540 4.899 2.617 1.974 1.424 3.469 2.696 6.100 5.519
[3,] 1.035 5.921 3.646 5.555 2.851 2.098 1.429 3.487 2.710 6.183 5.736
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.182 2.086 2.177 1.876 2.330 1.785 0.5725 1.220 12.44 4.950
[2,] 2.369 2.676 2.708 2.381 2.456 1.817 0.5887 1.297 13.06 5.439
[3,] 2.517 2.893 2.866 2.972 2.616 1.843 0.6125 1.301 13.30 5.797
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]    6.04   2.892    7.482    6.05    6.044  0.4997   2.413   5.393
[2,] 1001.74 511.271 1691.768 3193.86 2354.311 98.8352 362.359   9.264
[3,]  705.13 303.739 1739.567 1407.80 2063.223 57.7347 204.849 140.672
       [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]   6.31    4.482    3.624    3.498   3.477    4.153    4.259    4.996
[2,] 657.88 2769.939 1133.557 2532.867 189.777 2079.165 1966.651 1260.758
[3,] 442.04  472.918  534.448  487.142 196.745  916.417 1672.515  844.450
        [,17]    [,18]    [,19]  [,20]  [,21] [,22]   [,23]    [,24]
[1,]    6.251    4.529    6.745    7.5    8.1   3.3   12.57    6.482
[2,] 1167.238 3659.963 3102.519 1661.0 1416.4 427.9 7691.78 2287.252
[3,] 2718.321 1866.714 1908.502 1878.1 1510.8 442.0 3119.91 1285.731
        [,25]    [,26]    [,27]  [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.8122    6.723    6.694   1.37    6.024   0.6272    5.58   1.722
[2,] 199.8180 1679.188 2319.805 360.19 3416.373 149.8414 1686.76 493.288
[3,] 289.1271 2478.260 2853.819 374.32 1375.087 146.9847 1029.18 608.062
       [,33]    [,34]    [,35]    [,36]    [,37]    [,38]  [,39]   [,40]
[1,]   1.034    6.869    5.473    5.555    5.756    4.091   2.87   1.588
[2,] 252.707 1059.250 1775.936 1629.391 1060.534 1472.471 498.83 100.172
[3,] 311.062 2243.352 1975.647 1348.997  477.266  414.361 267.85 176.517
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]    [,48]
[1,]   2.867  1.135   2.741   3.198   3.406   2.514   3.444    4.578
[2,] 278.627 88.272 871.565 852.405 747.969 593.554 432.245  409.080
[3,]  76.984 26.985 687.820 908.521 709.033 472.142 644.303 1087.807
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   5.813   3.139    4.736   4.078   1.779    4.526    3.867    3.533
[2,] 461.555 106.916 2307.128 563.372 236.400 2333.274 1604.026 1203.881
[3,] 401.885 231.398  789.649 550.969 199.014 1404.074 1772.831 1803.066
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.641   3.318   0.924    3.365   1.206   2.602   2.857    3.282
[2,] 1734.869 410.983 100.832 1373.144  90.496 528.992 461.496 1093.274
[3,] 1841.048   3.250  86.734 1319.328 125.692 864.716 156.835  354.088
       [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]   5.791   1.684    3.696   2.564    3.424   1.564    6.044    5.543
[2,] 999.466 120.410 1549.002 226.691 1866.018 104.255 1518.534 2548.442
[3,] 366.275 281.523  899.311 110.150  984.752  78.836  957.204  940.311
        [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    6.993    6.931    7.034    7.435    5.741  1.312    6.218   4.298
[2,] 1000.896 3379.511 1835.089 3022.422 3004.872 16.403 1355.132 957.848
[3,] 1504.963 1457.840 1638.451 1843.946 2091.140 60.270 2760.542 805.169
        [,81]    [,82]   [,83]   [,84]   [,85]   [,86]   [,87]    [,88]
[1,]    5.641    3.083   2.441   1.807   4.199   3.366   7.746    6.968
[2,] 1908.254  903.284 415.563  34.622 968.714 454.176  55.171  543.310
[3,] 2417.972 1043.702 655.411 115.886 324.541 257.299 929.214 1443.128
      [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   2.77    2.648    2.765    2.383   2.958   2.266   0.727   1.549
[2,] 852.43 1549.030 1486.789 1353.860 719.096 315.866 126.532 406.113
[3,] 786.52 1012.894  867.283 1642.631 832.308 282.775 156.232 101.111
       [,97]    [,98]
[1,]   15.79    6.286
[2,] 3669.67 2081.411
[3,] 2360.41 1851.941
[1] "--- VAR model 2017-10-01 03:01:00  completed"
[1] "Completed training sample:  2017-10-01 03:01:00 - 2017-10-01 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 03:31:00 - 2017-10-01 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.214           1.612         -52.92         -68.76
           4.710           2.684         -63.34         -58.70
           5.784           2.640         -58.46         -57.97
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -55.57        -0.5446            3.061           -2.477
         -59.99        -0.5376            2.351           -2.944
         -58.56        -0.6163            2.258           -1.951
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.330           -8.180            1.067           -16.07
           -3.055           -2.206           -0.560           -18.93
           -2.435           -3.932           -0.985           -16.45
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.720           -6.791          -11.542            2.439
            2.927           -8.794           -5.371            2.948
            1.691           -7.641           -7.971            3.144
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.2538          -10.656            5.725            24.14
           0.2956           -1.594           -7.749            13.58
          -2.9564           -1.202            1.615            14.76
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -53.71           2.4261           -107.4           -52.14
           -59.58          -0.1923           -113.8           -58.28
           -58.87          -4.4106           -124.5           -60.42
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.544           -59.19           -63.92           -14.66
           -6.618           -51.70           -57.91           -15.20
           -6.907           -57.50           -60.31           -14.95
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -67.56           -5.159           -61.15           -27.83
           -58.62           -5.650           -56.72           -27.66
           -55.38           -5.533           -52.09           -27.57
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.99           -59.25           -65.81           -55.82
           -12.41           -61.39           -65.45           -61.02
           -12.95           -61.20           -62.55           -61.13
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.886           3.7805           0.3593         -0.43980
            2.318          -3.9673           0.5119         -0.32910
            2.730          -0.0264           0.2653         -0.07038
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.28842         0.159568           -32.21           -41.98
          0.06569        -0.035057           -35.87           -39.79
          0.15211         0.005447           -35.61           -38.44
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.202            5.301           -22.71            5.003
            8.953            1.374           -26.80            6.584
            7.898            5.076           -25.67            9.455
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.689          0.07195          -24.673            3.836
            7.636          0.09358           -4.763            5.311
            3.305         -0.41925          -17.592            4.161
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.20590          -23.387          -10.789           -8.455
         -0.02106          -13.704          -18.658          -16.067
         -0.46122           -7.834           -3.488          -12.580
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            0.517           2.9108         -0.14295          -11.111
          -14.675          -0.2642         -0.05484           -6.096
          -16.937           0.3209         -0.02842          -17.481
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7304           -8.988           0.3613           -7.212
          -1.5872           -2.509           0.1798           -6.547
          -0.4534           -6.902           0.5928           -2.846
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.540         -0.25552           -9.004           0.9753
           -4.348         -0.03625           -5.808           1.6532
           -1.100         -0.06427           -2.502          -0.1522
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.934       -0.0003766            5.603            5.289
           -5.583       -0.2638771            6.915            1.535
           -4.294       -0.0311569            7.553            5.415
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.5211            4.906            11.35            10.54
           1.2120            5.712            11.37            12.26
           0.8347            5.877            16.45            12.20
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            14.42          -0.1963            5.543            3.740
            12.73          -0.2941           14.106            4.575
            11.69          -0.1161           11.713            2.855
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            12.31          -0.9049          -2.7669           0.2475
            13.94          -0.9644          -4.6746           0.1041
            14.19          -1.2236           0.2159          -0.2475
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.6477           2.0053            3.792          -0.6356
          -4.1566           1.0719            1.329          -0.3527
          -0.6129           0.8743            1.580          -0.2195
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.717            14.08            13.74            12.17
            5.636            10.10            12.52            13.92
            6.796            10.62            10.34             9.39
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -9.0160          -0.1598           -7.674           0.4744
          -0.5995           0.3058           -7.445          -0.6451
          -2.8227           1.9179           -7.816          -1.8029
 rnd_95776.volume rnd_95787.volume
           -14.85           -58.81
           -25.68           -53.48
           -45.10           -57.78
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.102 3.018 6.411 5.313 5.404 0.2969 2.035 4.417 5.212 3.668 2.993
[2,] 5.289 3.020 6.636 6.432 5.998 0.3032 2.078 4.418 5.323 4.845 3.237
[3,] 5.351 3.076 6.826 6.604 6.342 0.3081 2.095 4.426 5.337 4.893 3.305
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.986 3.077 3.404 3.465 4.613 5.769 4.204 6.214 6.426 7.062 2.983
[2,] 4.149 3.114 4.077 4.087 4.755 5.942 6.474 7.575 6.753 7.325 3.145
[3,] 4.206 3.203 4.236 4.526 4.933 6.665 6.686 8.132 7.297 7.549 3.215
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.22 5.533 0.6468 5.927 5.814 1.130 5.189 0.5038 5.164 1.524 0.8748
[2,] 14.27 6.167 0.6834 6.333 6.257 1.194 6.245 0.5309 5.619 1.616 0.9087
[3,] 14.67 6.313 0.7777 7.080 7.194 1.285 6.400 0.5600 5.774 1.756 0.9737
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.097 4.952 5.106 4.902 3.568 2.628 1.369 2.451 1.040 2.469 3.123
[2,] 6.295 5.344 5.487 5.025 3.917 2.692 1.374 2.462 1.044 2.597 3.475
[3,] 6.784 5.750 5.794 5.063 3.947 2.713 1.385 2.465 1.044 2.758 3.538
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.888 2.101 2.835 3.919 5.071 2.619 3.994 3.508 1.474 3.788 3.326
[2,] 3.041 2.154 2.883 3.931 5.111 2.623 4.868 3.577 1.496 4.825 3.805
[3,] 3.211 2.192 2.952 4.101 5.227 2.637 4.938 3.611 1.506 5.018 4.319
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.217 2.193 2.957 0.7608 2.859 1.031 2.170 2.426 2.733 4.663 1.413
[2,] 3.556 3.065 3.026 0.7688 3.215 1.039 2.236 2.495 2.974 4.797 1.418
[3,] 4.149 3.781 3.026 0.7789 3.580 1.045 2.459 2.504 2.996 4.808 1.460
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.137 2.275 2.953 1.301 5.084 4.805 5.951 6.267 5.681 6.104 4.785
[2,] 3.655 2.288 3.682 1.310 5.338 5.560 6.093 7.236 5.979 6.866 6.118
[3,] 3.715 2.303 3.822 1.311 5.505 5.761 6.286 7.351 6.182 7.222 6.503
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.134 5.235 3.580 4.959 2.588 2.011 1.644 3.433 3.141 6.425 5.742
[2,] 1.134 5.473 3.713 5.554 2.751 2.066 1.645 3.693 3.190 6.428 5.771
[3,] 1.137 6.435 3.837 6.312 2.950 2.262 1.651 3.739 3.200 6.522 5.999
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.380 2.288 2.420 1.981 2.565 2.019 0.5995 1.250 13.71 5.434
[2,] 2.611 2.949 2.894 2.584 2.737 2.040 0.6153 1.319 14.06 6.002
[3,] 2.743 3.189 3.064 3.160 2.906 2.048 0.6461 1.329 14.38 6.334
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]     [,5]   [,6]    [,7]    [,8]
[1,]    6.479   3.832    8.14    6.747    6.863  0.377   2.584   5.609
[2,] 1561.470 130.107 1925.18 4065.984 2918.049 69.251 472.392  72.823
[3,]  911.452 656.062 1793.94 1680.994 2311.881 61.453 293.907 295.968
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]  [,15]    [,16]
[1,]    6.619    4.658    3.801    3.792   3.907    4.323    4.4    5.858
[2,] 1212.315 3549.464 1383.842 3230.403 537.528 2516.609 2430.2 1290.174
[3,]  432.119  770.323  746.251  773.355 842.176 1289.468 2181.9 1475.351
        [,17]    [,18]   [,19]   [,20]    [,21]    [,22]   [,23]    [,24]
[1,]    7.326    5.338    7.89    8.16    8.967    3.788   14.25    7.026
[2,] 1599.590 5522.808 4859.68 2328.96 2181.710 1118.012 9885.58 3055.045
[3,] 3384.855 1872.290 3318.95 3100.28 2047.391  746.664 3803.67 1514.515
        [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]   [,32]
[1,]   0.8213    7.527    7.383   1.435    6.59   0.6398    6.557   1.935
[2,] 247.5681 2501.084 2593.365 433.381 3896.71 187.5875 2485.201 602.108
[3,] 416.3710 3549.930 3981.236 533.334 1572.38 200.0366 1487.843 771.321
       [,33]    [,34]    [,35]    [,36]    [,37]    [,38]   [,39]   [,40]
[1,]   1.111    7.742    6.288    6.483    6.225    4.531   3.337   1.739
[2,] 276.093 1757.582 2252.637 2254.471 1235.054 1811.424 656.879 130.352
[3,] 392.245 2836.314 2380.384 2086.486  702.366  544.187 373.067 195.401
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46] [,47]    [,48]
[1,]   3.112   1.32    3.135    3.966    3.667   2.668   3.6    4.976
[2,] 260.527 101.22  902.935 1710.533 1070.633 534.625 588.8  350.543
[3,] 141.501  14.33 1043.206  739.845 1155.810 456.847 712.9 1307.783
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    6.44   3.326    5.071   4.454   1.872    4.811    4.223    4.085
[2,]  712.85 155.649 3122.504 783.577 282.732 3352.020 2073.358 1698.691
[3,] 1227.79 308.483  926.295 559.487 195.444 1545.417 2291.234 2398.496
        [,57]   [,58]    [,59]   [,60]   [,61]    [,62]  [,63]    [,64]
[1,]    2.784   3.755   0.9661    3.63   1.309    2.755   3.08    3.471
[2,] 2401.328 722.420 124.2261 1651.40 140.988  604.929 653.17 1315.527
[3,] 2483.182  29.383 140.0698 1764.77 127.455 1148.271 241.27  402.670
        [,65]   [,66]    [,67]   [,68]   [,69]   [,70]    [,71]    [,72]
[1,]    5.921   1.794    3.983   2.888    3.75   1.651    6.456    6.102
[2,] 1263.209 128.777 2105.541 273.877 2465.97 172.378 1823.222 3136.038
[3,]  360.741 390.918  743.083 294.761 1150.11  75.582 1508.478 1692.979
        [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]    [,80]
[1,]    7.557    7.958    7.215    7.751    6.076  1.439    6.648    4.546
[2,] 1466.776 4057.531 2089.682 3527.147 4276.351 17.872 1791.984 1104.114
[3,] 1732.520 1452.925 1761.652 2510.729 2473.044 92.286 3794.841 1084.493
        [,81]    [,82]    [,83]   [,84]    [,85]   [,86]    [,87]    [,88]
[1,]    6.297    3.286    2.554   2.088    4.359   3.989    8.158    7.291
[2,] 2804.902 1047.754  530.841  70.042 1527.485 619.874  223.574  643.902
[3,] 3365.806 1195.423 1032.139 146.235  656.513 294.797 1239.627 1839.434
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]    [,95]   [,96]
[1,]    3.023    2.906    3.073    2.516    3.257   2.564   0.7613   1.587
[2,] 1202.587 2086.463 1780.148 1859.656 1071.506 328.121 155.2527 472.925
[3,]  944.251 1361.513 1129.701 2041.360 1095.780 199.692 221.1999 183.579
      [,97]  [,98]
[1,]   17.4    6.9
[2,] 3529.9 2859.1
[3,] 3352.0 2270.5
[1] "--- VAR model 2017-10-01 03:31:00  completed"
[1] "Completed training sample:  2017-10-01 03:31:00 - 2017-10-01 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 04:01:00 - 2017-10-01 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.034          0.8530         -58.58         -62.99
           4.764         -0.4188         -56.96         -63.97
           3.593          0.2214         -61.47         -64.36
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -64.10        -1.2329           0.9555           -5.789
         -60.97        -0.9379           0.6747           -2.306
         -65.03        -0.8382           0.9340           -3.375
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.699          -17.280           -1.774           -27.60
           -5.764           -5.045           -1.919           -21.57
           -5.085           -6.280           -2.652           -19.87
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9513           -8.414           -2.819            4.354
           1.3634          -13.372          -16.949            4.244
           0.4311          -10.478           -9.898            5.630
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            0.512           -3.318          -0.4131           15.647
           -6.740           -2.878          -0.4553           14.730
           -5.775           -6.831          -1.6430            9.432
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -65.07           -7.192           -114.1           -56.33
           -66.93           -6.115           -129.1           -68.51
           -62.76           -6.953           -126.7           -62.53
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.635           -63.98           -63.01           -21.28
           -7.524           -61.97           -68.38           -21.51
           -7.624           -64.80           -69.44           -21.71
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.28           -6.295           -69.11           -29.35
           -68.14           -6.674           -61.68           -28.61
           -66.12           -6.367           -64.81           -29.63
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.72           -70.75           -67.55           -55.77
           -13.87           -65.99           -65.19           -71.26
           -14.68           -63.38           -65.40           -63.35
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.646           -1.004          2.39829          0.53847
            0.818           -2.969          1.23156          0.24242
            1.277           -3.361          0.04675         -0.03474
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.04444         -0.14929           -36.81           -45.85
          0.53663         -0.06069           -39.96           -39.17
         -0.36682         -0.05711           -40.15           -47.15
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.817           0.4321           -31.33            3.959
            5.259           1.5028           -30.18            8.168
            4.972           1.4259           -29.19            4.740
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.976           -3.027           -17.00            8.727
            4.638           -4.119           -27.47            4.854
            3.895           -2.203           -20.04            6.326
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6087           -19.14           -20.45           -24.93
          -1.1849           -16.57           -12.11           -14.19
          -0.8164           -23.70           -19.24           -14.19
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -22.10          -0.7627         -0.08558           -9.855
           -18.88          -0.1492         -0.03778          -22.473
           -12.13          -0.7386         -0.01476          -12.543
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.936            -7.33           0.3430           -8.521
           -1.277           -10.45          -0.2354           -4.370
           -1.208           -11.21           0.3630           -9.196
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.336          -1.0759           -4.776          0.73006
           -3.471          -0.2379           -5.498          0.34364
           -6.020          -0.2611           -5.701          0.02792
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -4.7118         -0.28600            2.527          0.09097
          -6.9743          0.11335            4.513          3.57601
          -0.8654         -0.04447            2.170          3.45557
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.9028           0.5771            17.42           12.038
           1.4014           3.4318            15.66            9.018
           0.8555           5.3767            15.16           13.022
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           16.617         0.078995            16.23         -0.33834
            9.929        -0.000670            12.94         -0.05505
           11.869         0.003272            11.24          1.07811
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.141         -1.05379           -6.403         -0.05615
           14.683         -0.91217           -2.460         -0.02988
           11.097         -0.07875           -4.230         -0.00469
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4465           1.4896          -1.0846           -2.676
          -3.1352           0.2862          -1.9007           -2.837
          -1.4155           0.4919          -0.4195           -1.462
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3156            1.845            3.745           0.7128
           1.1534            2.092            1.497           0.8255
           0.7805            1.489            2.778           2.0498
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.173           0.1417           -9.924           0.0296
           -6.255           1.1507           -9.576          -2.0350
           -7.478           0.4628           -9.841          -0.9796
 rnd_95776.volume rnd_95787.volume
           -54.74           -56.70
           -50.80           -57.67
           -44.23           -61.96
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.369 3.193 7.029 5.614 6.090 0.2710 2.114 4.549 5.488 3.886 3.215
[2,] 5.641 3.196 7.242 6.628 6.644 0.2814 2.141 4.559 5.627 5.085 3.446
[3,] 5.741 3.245 7.482 6.849 7.013 0.2860 2.150 4.587 5.648 5.188 3.542
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.305 3.308 3.663 3.599 5.008 5.758 4.273 6.335 6.949 8.594 4.000
[2,] 4.512 3.345 4.391 4.235 5.209 6.167 6.771 7.688 7.154 8.679 4.099
[3,] 4.569 3.455 4.563 4.685 5.352 7.115 7.017 8.304 7.640 8.963 4.127
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 12.31 6.486 0.6649 6.700 6.230 1.228 5.685 0.5114 5.621 1.721 0.9639
[2,] 15.34 7.037 0.7003 7.235 6.891 1.296 6.843 0.5441 6.188 1.789 1.0030
[3,] 15.67 7.095 0.8021 7.726 7.655 1.401 7.084 0.5681 6.395 1.934 1.0717
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.624 5.749 5.756 5.344 3.854 3.079 1.526 2.684 1.182 2.849 3.669
[2,] 6.792 6.297 6.139 5.448 4.298 3.190 1.539 2.688 1.187 3.107 4.060
[3,] 7.211 6.759 6.424 5.488 4.341 3.225 1.548 2.688 1.187 3.220 4.226
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.933 2.206 3.004 4.263 5.605 2.704 4.152 3.911 1.536 3.965 3.491
[2,] 3.104 2.276 3.070 4.266 5.647 2.774 4.938 3.970 1.565 5.030 4.006
[3,] 3.202 2.299 3.156 4.611 5.703 2.792 5.074 3.979 1.575 5.217 4.428
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.443 2.293 3.306 0.8100 3.001 1.103 2.384 2.547 2.884 4.879 1.614
[2,] 3.814 3.341 3.355 0.8164 3.336 1.114 2.467 2.606 3.143 4.968 1.625
[3,] 4.359 4.055 3.355 0.8234 3.759 1.130 2.745 2.616 3.174 4.974 1.679
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.230 2.516 3.111 1.436 5.548 5.012 6.231 6.735 6.220 6.358 5.022
[2,] 3.744 2.525 3.895 1.444 5.687 5.833 6.383 7.878 6.393 7.407 6.545
[3,] 3.822 2.546 4.051 1.446 5.944 5.938 6.557 7.998 6.772 7.889 7.032
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.209 5.368 3.674 5.169 2.713 2.115 1.796 3.818 3.312 6.901 6.229
[2,] 1.209 5.688 3.790 5.788 2.887 2.181 1.796 4.064 3.359 6.913 6.261
[3,] 1.210 6.842 3.921 6.769 3.048 2.333 1.803 4.113 3.365 7.052 6.457
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.518 2.578 2.663 2.411 2.795 2.391 0.6207 1.295 13.77 6.615
[2,] 2.735 3.276 3.174 2.925 2.982 2.398 0.6425 1.375 14.32 7.330
[3,] 2.861 3.544 3.386 3.556 3.128 2.431 0.6782 1.385 14.79 7.581
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]    6.818   4.055    8.926    7.129    7.733  0.3441   2.684   5.776
[2,] 2269.440 176.638 2280.637 4616.954 3481.055 99.7146 443.283 404.953
[3,] 1397.675 736.890 2465.313 2259.129 2941.273 66.7915 259.838 665.598
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]   [,16]
[1,]    6.969    4.935    4.082    4.197    4.201    4.651    4.57    6.36
[2,] 1629.860 4297.440 1624.140 4024.815  647.431 3172.037 2925.17 1878.92
[3,]  641.751 1347.721 1073.237  938.837 1133.278 1627.210 2623.41 1609.41
        [,17]    [,18]    [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    7.312    5.426    8.045    8.824   10.91    5.079    15.63
[2,] 2894.085 6882.928 5706.786 2227.525 1584.46 1175.810 12007.24
[3,] 4648.635 2411.513 4114.563 3516.317 2934.33  623.203  4139.63
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    8.237   0.8443    8.508    7.911   1.559    7.219   0.6494
[2,] 3575.469 288.3569 3576.506 3861.068 541.446 4989.944 243.3057
[3,] 1190.225 512.4646 3551.159 4367.767 698.161 2400.046 214.0058
        [,31]   [,32]   [,33]    [,34]  [,35]    [,36]    [,37]    [,38]
[1,]    7.138   2.185   1.224    8.412    7.3    7.309    6.786    4.894
[2,] 3389.996 642.261 363.327 1962.221 3367.6 2795.929 1390.884 2491.419
[3,] 2114.019 961.109 494.550 3176.570 3219.7 2478.705  866.353  803.393
       [,39]   [,40]   [,41]   [,42]    [,43]    [,44]    [,45]   [,46]
[1,]    3.91   1.938   3.408   1.501    3.618    4.659    3.724   2.801
[2,] 1093.61 261.220 185.873 139.474 1623.195 2277.895 1333.193 737.776
[3,]  619.94 212.370  35.567   8.956 1106.945 1535.081 1028.224 419.368
       [,47]    [,48]    [,49]   [,50]    [,51]   [,52]  [,53]    [,54]
[1,]   3.815    5.413    7.117   3.433    5.272   4.967   1.95    5.035
[2,] 831.948  189.945  907.388 812.034 3503.116 891.593 396.79 4055.044
[3,] 957.784 2293.673 1047.321 419.419 1525.157 351.191 230.51 1815.535
        [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]
[1,]    4.433    4.372    2.912   4.199   1.029    3.811   1.401    3.027
[2,] 2575.362 2149.623 3183.236 746.558 133.198 1908.799 208.732  828.361
[3,] 2470.162 2766.100 3012.238  14.589 140.990 2269.918 246.940 1577.346
       [,63]    [,64]    [,65]  [,66]    [,67]   [,68]   [,69]   [,70]
[1,]   3.234    3.662    6.196   2.05    4.102   3.195    3.95   1.823
[2,] 720.982 1638.479 1224.417 244.93 2478.955 272.493 3071.20 197.192
[3,] 304.495  572.682  312.423 554.00 1010.194 434.688 1458.45 106.573
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]  [,78]
[1,]    7.045    6.364    7.913    8.553    7.899    8.074    6.378  1.535
[2,] 1637.532 3911.313 1810.912 5354.617 1935.602 4977.957 5499.280 13.486
[3,] 2267.401 1456.302 1969.454 1806.923 2927.327 3557.391 3370.634 65.608
        [,79]    [,80]    [,81]    [,82]    [,83]  [,84]    [,85]   [,86]
[1,]    6.816    4.666    6.564    3.446    2.686   2.28    4.848   4.206
[2,] 2463.434 1216.082 3411.671 1290.927  694.557  12.49 1823.326 733.393
[3,] 4983.422 1318.817 4599.624 1282.827 1086.337 203.21  833.089 267.704
        [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]    8.763    7.909    3.197    3.274    3.381    3.062    3.549
[2,]  541.050  838.263 1399.206 2649.146 2263.319 2168.935 1361.618
[3,] 1819.455 2067.995 1102.303 1769.012 1545.504 2651.730 1240.045
       [,94]    [,95]   [,96]   [,97]  [,98]
[1,]   3.036   0.7882   1.645   17.48    8.4
[2,] 249.403 217.2383 605.177 5167.63 4135.3
[3,] 525.981 284.5721 218.531 4840.10 2538.5
[1] "--- VAR model 2017-10-01 04:01:00  completed"
[1] "Completed training sample:  2017-10-01 04:01:00 - 2017-10-01 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 04:31:00 - 2017-10-01 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9721          0.6443         -57.93         -57.92
         -2.6854          0.2358         -59.68         -63.16
         -2.1177          0.8826         -62.97         -64.19
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -62.59         -1.302          -0.3519           -2.770
         -56.84         -1.314          -0.5280           -5.286
         -61.93         -1.201           0.5960           -6.387
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -11.217           -9.793           -2.773           -25.70
           -8.619           -2.828           -4.241           -23.33
           -9.835          -10.440           -3.473           -22.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         0.360556           -18.68           -18.22          -1.4493
        -0.474497           -12.99           -10.06          -1.3301
         0.009504           -11.27           -11.65          -0.7857
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -14.36           -10.43          0.01286            3.195
           -19.40           -20.15        -10.35522            4.931
           -15.38           -16.92        -19.62064           -4.584
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.51           -6.888           -120.9           -59.54
           -70.22           -6.970           -125.6           -60.07
           -60.25           -5.932           -129.4           -64.32
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.691           -63.46           -64.15           -21.21
           -7.993           -61.92           -68.06           -22.37
           -7.934           -61.27           -65.97           -21.02
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -59.51           -6.623           -64.48           -30.66
           -62.89           -6.946           -58.51           -30.42
           -65.18           -6.552           -62.50           -29.28
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.61           -63.65           -66.25           -61.02
           -12.90           -67.36           -59.44           -57.66
           -13.41           -70.13           -62.75           -65.94
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.58429           -2.741        0.0002889         -0.32132
          0.07819           -2.795        0.2660619         -0.05033
         -0.12153           -5.903        0.0234793          0.02152
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.04566         -0.38949           -37.31           -41.24
         -0.04991         -0.09313           -35.82           -41.35
         -0.02078         -0.07743           -36.06           -40.97
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.310          -0.8431           -30.51            7.383
            0.982          -1.3235           -31.41            5.958
            1.284          -0.4990           -30.78            8.286
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.6414           -5.283           -30.91            7.332
           1.2728           -2.693           -19.72            7.028
           3.2491           -2.943           -22.82            2.543
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.461           -27.49           -18.26           -16.35
           -1.255           -21.25           -21.56           -20.13
           -1.314           -19.60           -15.18           -19.23
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -19.18          0.02888          -0.2219           -21.96
           -18.21          0.71589          -0.2751           -15.53
           -20.67          0.24964          -0.1035           -16.58
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.278           -8.573          -1.3079           -4.429
           -1.500          -10.739          -0.8483           -9.602
           -1.497          -10.271          -0.8488           -9.556
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.7792          0.11809           -3.821          0.16686
          -4.2265         -0.21649           -5.772          0.26106
          -6.6893          0.02865           -8.422          0.07596
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.948         -0.11318            1.451            6.582
           -3.304          0.48785            3.950            1.448
           -7.303          0.02446            5.546            3.325
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.973           0.5872           16.559           2.1550
           -3.017          -3.3285           13.063           0.8787
           -3.249          -1.8834            9.686          -0.2138
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.730         -0.08031            7.244            0.483
            7.784         -0.09756            3.336           -1.310
            4.055         -0.04051            4.828           -1.002
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.004           -2.923           -3.690          -0.3855
            1.558           -2.630           -5.432           0.3892
            4.829           -2.645           -3.009           0.1099
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.683           0.6589           0.9854           -5.700
           -2.240           0.6751           0.7178           -4.958
           -5.088           0.3213           0.9209           -6.496
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.8412           0.2788            1.429          -0.3165
           0.1144           1.8378            3.415           0.3469
           0.7160           0.2519            1.241           1.4636
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.841          -1.0841           -10.82           0.3853
           -8.963          -0.6186           -10.68          -0.8901
           -7.512           0.7946           -10.86          -1.7250
 rnd_95776.volume rnd_95787.volume
           -52.27           -64.10
           -53.72           -58.98
           -55.11           -59.14
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.679 3.341 7.392 6.383 6.433 0.2885 2.283 4.694 5.862 4.272 3.439
[2,] 5.915 3.343 7.567 7.588 7.164 0.3003 2.303 4.715 5.955 5.467 3.673
[3,] 6.097 3.393 7.788 7.870 7.628 0.3040 2.328 4.750 6.001 5.555 3.755
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.465 3.408 3.847 4.401 5.486 5.413 4.268 6.567 7.599 10.68 4.645
[2,] 4.723 3.443 4.744 5.161 5.696 6.031 6.546 7.798 7.819 10.89 4.782
[3,] 4.785 3.535 4.865 5.470 6.037 6.869 7.051 8.576 8.102 11.19 4.823
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 14.00 7.280 0.7073 7.024 7.375 1.296 6.201 0.5104 5.991 1.923 1.003
[2,] 16.96 8.168 0.7462 7.623 8.143 1.365 7.357 0.5371 6.623 2.025 1.060
[3,] 17.21 8.291 0.8369 8.260 8.996 1.469 7.638 0.5626 6.967 2.174 1.116
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.572 5.923 6.429 5.832 3.848 3.408 1.618 2.997 1.251 3.593 4.260
[2,] 7.786 6.424 6.914 5.939 4.159 3.502 1.633 2.998 1.259 3.809 4.676
[3,] 8.284 6.878 7.342 5.978 4.258 3.528 1.637 2.999 1.259 3.965 4.864
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.117 2.363 3.140 4.670 6.358 2.840 4.395 4.272 1.683 4.308 3.659
[2,] 3.299 2.426 3.229 4.670 6.387 2.914 5.470 4.391 1.707 5.509 4.144
[3,] 3.380 2.466 3.349 5.142 6.749 2.935 5.648 4.393 1.710 5.737 4.655
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.611 2.392 3.566 0.8704 3.203 1.178 2.609 2.764 3.080 5.022 1.753
[2,] 4.071 3.534 3.610 0.8757 3.547 1.185 2.736 2.839 3.369 5.181 1.759
[3,] 4.627 4.166 3.610 0.8838 3.966 1.198 2.979 2.847 3.405 5.278 1.797
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.684 2.707 3.317 1.572 6.057 5.117 6.212 6.803 6.471 6.609 5.286
[2,] 4.202 2.712 4.211 1.584 6.307 6.151 6.288 8.020 6.628 7.676 6.780
[3,] 4.316 2.731 4.381 1.588 6.738 6.332 6.407 8.157 7.142 8.063 7.366
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.295 5.551 3.847 5.471 2.893 2.359 1.963 3.686 3.550 7.465 6.133
[2,] 1.295 5.850 3.966 6.118 3.054 2.475 1.963 4.291 3.594 7.483 6.145
[3,] 1.297 6.932 4.075 7.078 3.250 2.665 1.969 4.359 3.601 7.607 6.337
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.732 2.695 2.804 2.599 2.827 2.657 0.7043 1.404 14.72 7.229
[2,] 3.021 3.445 3.416 3.125 3.056 2.658 0.7227 1.527 15.32 7.802
[3,] 3.163 3.719 3.646 3.787 3.203 2.703 0.7676 1.540 15.79 8.019
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]    7.211   4.243    9.386    8.106    8.169   0.3663   2.899   5.961
[2,] 2364.318 146.839 2308.693 5857.325 4500.913 118.9527 430.172 623.635
[3,] 2111.903 831.375 2635.789 2983.773 3741.040  67.3501 480.152 820.924
         [,9]    [,10]    [,11]  [,12]    [,13]    [,14]    [,15]    [,16]
[1,]    7.443    5.424    4.367    4.4    4.328    4.885    5.589    6.966
[2,] 1500.819 4870.949 1843.789 4582.6  694.651 3963.082 3850.440 2189.688
[3,] 1055.172 1410.689 1114.020 1099.0 1141.598 1545.904 2584.968 2855.324
        [,17]   [,18]    [,19]    [,20]   [,21]    [,22]    [,23]    [,24]
[1,]    6.873    5.42    8.339    9.649   13.57    5.898    17.78    9.245
[2,] 3797.892 7086.09 6004.841 2633.201 3035.46 1625.708 13677.23 5288.376
[3,] 4694.654 3742.36 5096.338 3026.951 3644.16  898.165  4168.52 2032.945
        [,25]   [,26]    [,27]   [,28]    [,29]    [,30]    [,31]    [,32]
[1,]   0.8982    8.92    9.365   1.646    7.875   0.6482    7.607    2.442
[2,] 339.6120 4229.65 4929.660 610.354 5651.296 238.4758 4033.042  906.305
[3,] 540.8956 4539.58 5460.571 774.821 2931.788 239.1010 3085.528 1128.597
       [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]   [,40]
[1,]   1.274    9.616    7.522    8.163    7.406    4.886    4.327   2.055
[2,] 488.783 2588.906 3549.148 3633.124 1603.011 2252.587 1155.726 307.767
[3,] 497.958 4039.397 3511.548 3527.587  971.325 1307.569  602.054 162.764
       [,41]   [,42]    [,43]   [,44]    [,45]   [,46]    [,47]   [,48]
[1,]   3.805   1.589    4.563    5.41    3.958   3.001    3.987    5.93
[2,] 112.867 202.809 1802.151 2752.26 1544.640 782.056 1078.683   16.50
[3,]  93.841  10.812 1574.418 1910.90 1045.162 631.992 1266.474 3075.47
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    8.074   3.606    5.581    5.425   2.138    5.471    4.647    4.585
[2,]  868.667 929.281 4648.765 1449.283 401.309 4902.775 2777.622 2683.571
[3,] 3114.427 507.721 2010.392  171.302 146.711 2286.362 3028.238 3142.486
        [,57]   [,58]   [,59]    [,60]   [,61]    [,62]  [,63]    [,64]
[1,]    3.038   4.528   1.105    4.067   1.496    3.313   3.51    3.911
[2,] 3715.356 801.080 137.861 2176.850 185.493 1178.611 929.13 1951.816
[3,] 3148.582  52.645 170.941 2531.956 255.416 1679.845 288.78  701.568
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    6.377   2.226    4.679   3.438    4.212   1.996    7.691    6.498
[2,] 1822.050 213.687 2883.967 220.856 3704.480 280.680 2513.329 4874.455
[3,] 1438.921 527.452 1409.769 458.384 1724.421 152.947 3383.640 2141.596
        [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    7.889    8.639    8.218    8.393    6.713   1.644    7.049
[2,] 1389.757 6063.900 2043.290 5574.970 6062.714   1.623 2638.409
[3,] 1751.805 2126.600 3801.047 3524.541 4110.833 114.685 5308.738
        [,80]    [,81]    [,82]    [,83]   [,84]    [,85]   [,86]    [,87]
[1,]    4.884    6.947    3.673    2.996   2.492    4.681   4.508    9.479
[2,] 1377.866 3910.954 1399.509 1070.774  47.571 3137.264 799.684  745.600
[3,] 1338.774 5081.394 1584.994 1409.717 225.424 1090.488 330.119 1954.800
        [,88]    [,89]    [,90]   [,91]  [,92]   [,93]   [,94]    [,95]
[1,]    7.788    3.469    3.422    3.56    3.3    3.59   3.375   0.8944
[2,]  560.813 1842.255 3065.249 2786.57 2479.5 1657.41  46.147 230.9169
[3,] 2209.527 1337.868 1998.578 1819.07 3052.3 1370.97 707.721 369.3192
       [,96]   [,97]   [,98]
[1,]   1.782   18.69    9.18
[2,] 858.396 6062.40 4188.95
[3,] 281.612 5474.78 2645.16
[1] "--- VAR model 2017-10-01 04:31:00  completed"
[1] "Completed training sample:  2017-10-01 04:31:00 - 2017-10-01 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 05:01:00 - 2017-10-01 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.5709         -1.4079         -66.15         -59.46
         -0.7929         -0.3291         -68.84         -65.31
          0.2991         -0.1528         -73.51         -77.87
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -78.86        -0.9296           1.1234           -6.519
         -65.45        -1.0751           0.6851           -4.515
         -73.60        -1.1554           0.4271           -3.429
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.308           -5.270          -0.5482           -25.35
           -8.119          -10.424          -0.9880           -24.40
           -8.401           -6.831          -1.2604           -24.40
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.0624           -10.60           -9.003           4.9780
           0.3368           -10.62          -15.626           0.4391
           0.7426           -13.46          -12.561           2.7112
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.116           -4.962         -14.4928            6.026
          -12.669           -9.793          -0.5844            8.377
          -10.427          -12.596         -10.1077           11.858
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -74.62           -7.848           -161.6           -72.05
           -74.71           -8.136           -134.8           -73.64
           -72.53           -7.746           -145.0           -65.94
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.081           -61.82           -67.68           -19.53
           -8.451           -78.91           -75.64           -20.54
           -8.484           -68.71           -78.18           -20.63
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -59.78           -8.235           -60.92           -31.37
           -67.56           -7.867           -66.68           -31.80
           -80.32           -8.037           -73.99           -32.30
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.45           -73.85           -82.19           -74.19
           -15.92           -64.74           -67.03           -65.58
           -14.73           -71.13           -72.57           -67.58
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4934           -6.368         0.188669          -1.0886
          -0.5918           -8.465         0.304053          -0.5229
          -0.4810           -4.253         0.003671          -1.0085
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.1514           0.1666           -35.40           -46.01
           0.1521           0.1724           -42.84           -40.04
          -0.1770           0.1647           -40.07           -45.84
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.179           -2.286           -33.83            7.783
            1.920           -1.888           -33.81           10.040
            4.617           -1.528           -33.80            5.588
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.007           -4.902           -19.82            5.055
            3.184           -5.234           -28.46            2.075
            2.504           -3.092           -25.61            4.468
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9302           -15.97           -16.67           -19.77
          -1.2428           -18.66           -14.12           -13.29
          -1.1166           -21.66           -18.51           -15.41
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -21.84          0.05636          0.31711           -9.129
           -14.39         -0.69485          0.20090          -21.824
           -14.69         -0.06669          0.08322          -12.813
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.141           -11.64           1.3976          -10.070
           -1.410           -11.12          -0.3311           -8.581
           -1.484           -10.65           0.9509          -10.814
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.883         -0.72802          -13.011          -0.7882
           -6.330         -0.32829           -6.467          -0.2705
           -6.297         -0.08874           -6.405          -0.1276
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -15.556       -0.0007109           4.3017            4.902
           -6.497       -0.1289050           3.5269            3.138
           -7.498       -0.0565437           0.8529            3.671
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.077           -1.962            13.03           15.224
           -2.025           -1.858            15.57           11.530
           -1.605           -2.199            13.54            7.962
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.402         -0.06956            14.22            3.073
            9.207          0.19781            15.05            1.309
            8.576          0.15121            11.17            1.101
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.751            2.185           -2.659          -1.5256
           16.528            2.633           -4.672          -1.8592
           12.271            2.640           -4.920          -0.9506
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.722          -0.6063            2.190           -11.38
           -5.678          -0.3447            2.408           -11.58
           -2.151          -0.2397            0.926           -10.55
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.98830         -1.53230          -0.8251          -1.7194
          0.02708          3.67867           1.8670          -0.7669
         -0.69466         -0.09294           0.7238           2.7215
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.105           3.0465           -10.36          -2.5535
           -4.813           0.4132           -10.79          -0.8084
           -5.302           0.7457           -10.50          -1.3529
 rnd_95776.volume rnd_95787.volume
           -57.30           -63.44
           -54.61           -73.27
           -57.37           -69.77
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.881 3.435 8.111 7.111 7.441 0.2946 2.378 4.878 6.002 4.513 3.763
[2,] 6.141 3.436 8.328 8.229 8.121 0.3079 2.448 4.886 6.126 5.788 3.942
[3,] 6.338 3.484 8.600 8.467 8.544 0.3116 2.473 4.905 6.206 5.822 4.044
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.671 3.573 4.030 4.501 5.393 5.394 4.459  8.637 7.981 11.30 4.648
[2,] 4.888 3.617 4.935 5.339 5.494 5.974 6.697  9.674 8.222 11.63 4.796
[3,] 4.925 3.708 5.104 5.732 5.765 6.839 7.186 10.447 8.460 11.93 4.840
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 15.24 7.700 0.7372 7.817 7.863 1.374 6.917 0.5532 6.582 2.271 1.100
[2,] 18.36 8.708 0.7733 8.301 8.841 1.463 8.321 0.5827 7.276 2.356 1.140
[3,] 18.73 8.855 0.8586 9.010 9.866 1.595 8.564 0.6099 7.581 2.532 1.191
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.194 6.999 7.116 6.245 4.085 3.592 1.682 3.427 1.365 4.064 4.804
[2,] 8.525 7.477 7.694 6.321 4.410 3.671 1.732 3.440 1.373 4.262 5.287
[3,] 9.067 7.944 8.026 6.367 4.538 3.687 1.741 3.440 1.373 4.412 5.494
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.394 2.373 3.407 5.204 6.666 2.957 4.605 4.634 1.725 4.439 3.752
[2,] 3.567 2.489 3.551 5.205 6.691 3.020 5.584 4.867 1.772 5.688 4.267
[3,] 3.669 2.567 3.664 5.800 7.037 3.059 5.768 4.890 1.776 5.978 4.789
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.714 2.485 3.776 0.9051 3.446 1.281 2.803 2.932 3.217 5.993 1.848
[2,] 4.245 3.618 3.814 0.9101 3.778 1.294 2.926 2.972 3.506 6.196 1.854
[3,] 4.826 4.324 3.815 0.9176 4.251 1.332 3.242 2.983 3.598 6.212 1.884
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.888 2.845 3.646 1.757 5.928 5.176 6.585 6.978 6.811 6.886 5.462
[2,] 4.460 2.849 4.535 1.763 6.012 6.033 6.639 8.434 7.036 8.099 6.985
[3,] 4.573 2.874 4.707 1.765 6.224 6.117 6.747 8.539 7.609 8.630 7.705
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.357 5.654 4.030 5.606 3.042 2.399 2.049 3.658 3.721 7.934 6.237
[2,] 1.357 5.991 4.163 6.474 3.193 2.546 2.083 4.248 3.751 7.956 6.262
[3,] 1.360 7.138 4.277 7.404 3.389 2.744 2.100 4.341 3.760 8.073 6.472
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.857 2.819 2.940 2.783 3.031 2.859 0.7183 1.465 15.01 7.672
[2,] 3.119 3.616 3.588 3.304 3.283 2.861 0.7377 1.569 15.77 8.231
[3,] 3.232 3.827 3.808 3.968 3.395 2.901 0.7825 1.583 16.28 8.653
Root mean square errors of predictions:  
         [,1]    [,2]   [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]    7.467   4.361   10.3    9.03    9.449   0.3741   3.019   6.194
[2,] 2595.709 169.249 2769.4 6079.16 4774.827 131.2784 854.890 408.980
[3,] 2306.531 839.692 3154.9 2922.10 3898.247  70.0158 520.860 629.288
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    7.622    5.731    4.779    4.662    4.537    5.117    5.716
[2,] 1799.496 5320.025 1724.993 4736.634  831.947 4181.473 4213.954
[3,] 1458.847  923.142 1322.059  889.246 1194.615 1910.029 3063.737
        [,16]   [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]
[1,]    6.849    6.85    5.663   10.97   10.13   14.35    5.903    19.35
[2,] 1536.617 3769.79 7334.273 6395.37 2901.48 4046.96 1735.058 15041.87
[3,] 2562.618 4885.47 3824.080 5789.84 2925.34 3887.38  953.229  5373.48
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    9.777   0.9362    9.927    9.984   1.745    8.784   0.7025
[2,] 5969.985 342.4699 4100.346 5934.864 738.929 6787.907 268.9041
[3,] 2362.692 547.6759 5139.933 6427.509 933.585 2975.280 264.3202
        [,31]    [,32]   [,33]   [,34]    [,35]    [,36]   [,37]    [,38]
[1,]    8.358    2.884   1.397   10.41    8.887    9.037    7.93    5.188
[2,] 4554.856  921.592 439.162 3452.70 3862.816 4294.418 1433.96 2438.531
[3,] 3122.082 1362.815 506.213 4531.76 3938.812 3351.072 1131.07 1573.014
        [,39]   [,40]   [,41]   [,42]    [,43]  [,44]    [,45]    [,46]
[1,]    4.562   2.135   4.352   1.734    5.161    6.1    4.309    3.013
[2,] 1105.636 608.183 423.679 203.509 1883.684 3241.5 1614.355 1101.925
[3,]  515.604 260.758  34.919  26.540 1677.156 2194.1 1255.754  925.932
        [,47]    [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    4.326    6.609    8.465   3.755    5.848    5.884   2.191    5.636
[2,] 1469.182   83.091  837.047 902.589 4637.640 2184.611 595.058 5220.911
[3,] 1326.009 3757.872 3200.445 716.621 2119.007  694.867 170.260 2703.035
        [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]
[1,]    4.764    4.716    3.155   4.795   1.149    4.376   1.626    3.559
[2,] 2983.445 3018.874 3860.647 787.767 139.231 2272.934 276.582 1230.212
[3,] 3190.648 3369.159 3476.918 119.415 171.996 2860.481 458.430 2049.744
       [,63]    [,64]   [,65]   [,66]    [,67]   [,68]   [,69]   [,70]
[1,]   3.723    4.085    7.61   2.347    4.937   3.612    4.63   2.231
[2,] 709.923 2044.948 2309.22 210.368 3207.407 223.532 3957.37 212.909
[3,] 375.378 1186.485  652.67 496.016 1482.136 562.218 1854.85 124.059
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    7.527    6.573    8.362    8.861    8.649    8.744    6.936
[2,] 1478.179 4548.319 1239.309 6954.516 2590.372 6259.370 6391.262
[3,] 2364.166 1486.120 1769.231 1957.719 4250.047 4374.575 4775.569
       [,78]   [,79]    [,80]    [,81]    [,82]    [,83]   [,84]    [,85]
[1,]   1.723    7.18    5.117    7.119    3.863    3.047   2.602    4.645
[2,]  11.533 2905.37 1533.341 4753.280 1421.045 1251.993 551.841 3168.998
[3,] 131.131 5696.44 1439.439 5272.986 1668.943 1501.568 392.343 1317.797
       [,86]   [,87]   [,88]    [,89]   [,90]    [,91]    [,92]    [,93]
[1,]   4.725   10.07    7.92    3.628    3.58    3.733    3.534    3.849
[2,] 703.313  868.01  823.88 1834.874 3323.63 3019.118 2614.811 1853.260
[3,] 370.115 2009.73 2400.52 1244.192 1840.04 1872.957 3225.610 1266.698
      [,94]    [,95]  [,96]   [,97]    [,98]
[1,]   3.63   0.9121   1.86   19.07    9.742
[2,] 145.24 246.3749 826.89 7073.14 4378.596
[3,] 710.70 383.4613 302.10 5957.03 3917.500
[1] "--- VAR model 2017-10-01 05:01:00  completed"
[1] "Completed training sample:  2017-10-01 05:01:00 - 2017-10-01 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 05:31:00 - 2017-10-01 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7887         -1.0622         -68.25         -72.62
         -3.1988         -0.3445         -76.05         -75.62
          1.7690          0.4503         -69.32         -72.56
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -84.66        -1.2121            3.176           -7.568
         -76.82        -1.1460            1.591           -4.821
         -77.65        -0.9911            2.118           -5.033
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.771          -11.145           2.0535           -24.08
          -13.366          -10.325           1.6248           -27.45
           -8.405           -6.875          -0.4595           -28.69
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6219           -11.50           -14.06          -0.2096
           0.5390           -17.04           -15.10          -2.6320
           0.2170           -15.90           -17.51          -2.6668
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.38            -24.0           -18.84            5.003
           -15.78            -16.8           -20.92            2.416
           -20.31            -19.2           -15.10            5.580
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -66.48           -9.531           -147.4           -78.01
           -75.68           -7.279           -143.9           -68.18
           -72.77           -7.816           -155.1           -75.44
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.919           -76.35           -82.10           -18.43
           -7.690           -73.48           -84.88           -18.99
           -7.914           -71.39           -77.37           -18.76
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -65.90           -7.431           -73.50           -29.22
           -79.59           -7.646           -77.75           -30.52
           -75.25           -7.905           -77.79           -31.69
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.30           -75.41           -81.97           -73.31
           -14.92           -67.31           -70.18           -74.84
           -14.79           -79.68           -80.36           -71.54
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.898          -10.581           0.2319          0.05267
           -2.345          -10.133           0.3614         -0.76002
           -1.071           -3.393          -0.1984         -1.06884
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.47379        -0.015361           -38.47           -35.12
         -0.01237         0.035137           -41.39           -44.25
          0.09187         0.004435           -39.02           -43.83
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.194          -1.5940           -34.59            5.138
            4.508          -0.8086           -34.16            9.302
            3.799          -0.4242           -35.46            6.090
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.258           -5.180           -21.03            4.162
           -3.032           -4.504           -28.56            4.580
           -4.719           -4.681           -26.07            2.351
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5661           -29.09           -22.10           -16.14
          -1.3654           -20.97           -17.21           -22.89
          -1.0769           -26.65           -20.27           -18.49
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -13.83         -0.73441         -0.11513           -14.03
           -20.75         -0.86186         -0.05876           -16.65
           -17.34          0.01556         -0.01905           -19.35
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.720           -12.26           0.8478          -14.264
           -1.941           -11.23           1.8985          -12.505
           -1.838           -13.06           0.9222           -9.731
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -14.990          0.22082          -15.226          0.39066
          -10.075          0.24204          -10.839          0.81896
           -6.989          0.02594           -9.245          0.01627
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -15.54          0.02818           4.2761           -1.747
           -12.25         -0.04333           5.3199            0.666
           -10.39          0.01673           0.2045            1.994
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.982          -10.487           12.859            8.594
           -3.805           -3.119            9.040            3.964
           -5.590           -6.842            8.479            1.926
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.357          0.24001            1.199          -1.9780
            3.773          0.05177            8.688          -0.1505
            3.952          0.01628            4.901          -2.0918
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.826           0.6647           -6.129          -2.1163
            2.795          -0.4064           -2.764          -2.0988
            6.691           0.2041           -5.397          -0.9069
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.231         -0.53994          7.53578          -13.344
           -9.195         -0.54203          5.80113          -11.023
           -4.776         -0.09161          0.05224           -8.904
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.900            8.734            8.543            4.694
            3.114            5.265            5.326            8.443
            3.952            5.615            6.011            4.389
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.937          -0.5516           -10.52          -0.9471
           -3.206           1.3050           -10.38          -1.7633
           -5.698           0.5630           -10.60          -0.9373
 rnd_95776.volume rnd_95787.volume
           -70.65           -74.32
           -66.48           -66.58
           -53.53           -67.54
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.932 3.540 8.923 7.609 8.017 0.3255 2.559 5.028 6.149 4.606 3.944
[2,] 6.087 3.543 9.427 8.600 8.811 0.3361 2.611 5.076 6.274 5.985 4.090
[3,] 6.212 3.591 9.637 8.765 9.147 0.3390 2.654 5.101 6.467 6.040 4.215
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.807 3.663 4.037 6.460 5.505 5.438 4.630  8.761 7.848 11.82 4.863
[2,] 4.969 3.715 4.948 7.346 5.624 5.935 6.831  9.841 8.618 12.12 4.993
[3,] 5.019 3.810 5.226 7.686 5.966 6.949 7.276 10.579 8.915 12.40 5.047
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 15.81 8.302 0.7673 8.129  8.209 1.478 7.394 0.5625 7.093 2.369 1.165
[2,] 18.87 9.256 0.8013 8.524  9.265 1.590 8.780 0.5897 7.846 2.480 1.208
[3,] 19.57 9.436 0.8885 9.284 10.099 1.762 9.073 0.6204 8.130 2.680 1.269
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.929 7.592 7.578 6.543 4.399 3.660 1.740 3.633 1.417 4.332 5.327
[2,] 9.244 8.194 8.228 6.615 4.665 3.727 1.798 3.643 1.427 4.526 5.841
[3,] 9.742 8.534 8.570 6.674 4.857 3.751 1.806 3.644 1.427 4.696 5.997
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.556 2.445 3.550 5.474 6.922 3.076 4.853 4.924 1.815 4.601 3.957
[2,] 3.731 2.533 3.677 5.475 6.935 3.134 5.946 5.100 1.858 5.897 4.442
[3,] 3.831 2.593 3.781 6.120 7.322 3.190 6.108 5.169 1.861 6.130 5.006
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.794 2.593 4.026 0.9664 3.631 1.349 2.919 3.132 3.376 6.067 1.917
[2,] 4.360 3.836 4.065 0.9711 3.960 1.364 3.042 3.154 3.711 6.348 1.921
[3,] 4.989 4.519 4.067 0.9786 4.487 1.379 3.315 3.177 3.801 6.384 1.946
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.069 3.085 3.910 1.859 6.383 5.155 6.649 6.998 7.104 7.041 5.717
[2,] 4.659 3.091 4.902 1.863 6.567 6.408 6.755 8.543 7.342 8.174 7.118
[3,] 4.760 3.115 5.133 1.864 6.910 6.571 6.850 8.698 7.963 8.508 7.943
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.412 5.707 4.093 5.743 3.198 2.665 2.222 3.696 3.892 8.615 6.510
[2,] 1.412 6.040 4.246 6.580 3.361 2.830 2.255 4.325 3.916 8.618 6.535
[3,] 1.416 7.373 4.366 7.484 3.525 2.995 2.270 4.468 3.926 8.746 6.768
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.978 2.967 3.212 2.971 3.105 3.199 0.7428 1.541 15.76 7.942
[2,] 3.230 3.718 3.821 3.441 3.374 3.204 0.7641 1.669 16.42 8.444
[3,] 3.343 3.934 4.019 4.048 3.536 3.346 0.8102 1.681 17.02 8.926
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]    [,5]     [,6]    [,7]    [,8]
[1,]    7.533   4.495   11.33    9.662   10.18   0.4133   3.249   6.385
[2,] 1928.346 207.425 4306.48 5672.186 5174.45 118.6725 736.885 978.280
[3,] 1753.233 833.356 2828.24 2396.391 3475.64  61.9731 671.466 719.668
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    7.808    5.849    5.009    4.835    4.651    5.126    8.203
[2,] 1766.280 5407.477 1529.114 4517.447  875.974 4049.231 4949.685
[3,] 2219.462 1151.819 1445.509 1006.064 1197.597 2376.859 3198.366
       [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    6.99    6.905    5.879   11.13    9.965   15.01    6.176    20.07
[2,] 1628.39 3366.447 7106.262 6341.89 5040.591 3770.41 1601.647 14586.93
[3,] 2816.16 5112.503 3547.747 5493.36 3225.876 3744.36 1040.896  7338.08
       [,24]    [,25]   [,26]   [,27]    [,28]    [,29]    [,30]    [,31]
[1,]   10.54   0.9744   10.32   10.42    1.876    9.389   0.7143    9.007
[2,] 5789.83 326.5607 3628.66 6078.44  830.886 6700.520 250.3274 4744.588
[3,] 2597.04 543.1506 5204.62 5688.19 1074.820 3232.678 272.7843 3013.614
        [,32]   [,33]   [,34]    [,35]    [,36]    [,37]    [,38]   [,39]
[1,]    3.008   1.479   11.34    9.641    9.622    8.309    5.586   4.647
[2,] 1038.101 456.132 3384.00 4362.381 4536.928 1370.742 2196.019 995.095
[3,] 1438.931 549.918 4353.53 3373.791 3389.876 1257.212 1910.970 601.385
       [,40]   [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   2.209   4.613   1.799    5.501    6.764    4.515   3.104    4.508
[2,] 643.576 392.825 239.504 1857.675 3388.719 1599.656 936.173 1353.654
[3,] 231.135  91.569   2.596 1770.171 1925.845 1225.984 784.829 1248.340
        [,48]   [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    6.951    8.79   3.906    6.163    6.253   2.304    5.842    5.025
[2,]  100.846  612.10 849.582 4859.225 1879.345 565.199 5218.496 2855.453
[3,] 3872.103 3324.27 838.966 1981.152 1186.666 142.351 2367.987 3264.528
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    4.817    3.292   5.112   1.227    4.611   1.712    3.707   3.977
[2,] 3041.751 4000.544 803.471 134.952 2238.080 285.728 1209.303 523.567
[3,] 3429.322 3380.880 164.127 170.761 2983.774 295.491 1863.826 544.796
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.287    7.704   2.434    5.167   3.918    4.966   2.361    8.106
[2,] 2182.289 2642.673 182.039 3209.175 266.605 4182.162 166.598 2178.584
[3,] 1162.757  955.742 438.087 1381.975 550.291 2154.080  89.323 3044.468
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    6.546    8.444    8.887    9.021    8.941    7.259   1.793
[2,] 5385.371 1683.878 6933.740 2625.535 5875.067 6000.296  36.015
[3,] 2058.421 1611.606 2311.740 4360.549 3341.610 4989.426 143.972
        [,79]    [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]
[1,]    7.247    5.198    7.292    4.06    3.385   2.821    4.693   4.942
[2,] 2795.791 1596.178 4543.469 1465.69 1344.148 542.680 3177.696 620.384
[3,] 5982.851 1442.521 5047.158 1504.18 1388.964 374.573 1588.301 381.435
       [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]   10.94    8.267    3.781    3.768    4.079    3.773    3.943
[2,]  348.64  800.452 1771.699 3170.294 2928.474 2455.427 1868.262
[3,] 2106.95 2490.241 1217.935 1819.843 1763.074 3016.682 1495.443
        [,94]    [,95]   [,96]   [,97]   [,98]
[1,]    4.062   0.9433   1.957   20.02   10.09
[2,]  247.009 253.2668 905.793 6508.64 4055.78
[3,] 1367.341 380.9815 288.490 6307.62 4093.55
[1] "--- VAR model 2017-10-01 05:31:00  completed"
[1] "Completed training sample:  2017-10-01 05:31:00 - 2017-10-01 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 06:01:00 - 2017-10-01 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.406         -0.9594         -66.00         -59.48
           1.788         -0.4375         -56.72         -65.64
           2.765         -0.2338         -59.93         -62.44
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -58.18        -0.8510          -0.6181           -5.042
         -64.43        -0.8307          -1.0140           -3.366
         -64.84        -0.8734          -1.4042           -4.863
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -9.628          -17.255         -0.59542           -29.39
          -10.978           -8.189          0.08846           -25.61
           -7.390           -6.020         -0.81277           -25.58
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.6183           -17.51           -16.79           -7.536
           1.4994           -15.82           -14.99           -1.392
           0.9966           -14.10           -14.44           -2.012
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.63           -21.91           -9.708            9.174
           -26.70           -20.54          -11.961            3.860
           -17.42           -23.09          -15.866            2.722
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.25           -6.979           -130.9           -69.05
           -58.27           -7.684           -133.2           -61.44
           -62.01           -7.773           -124.0           -62.94
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.117           -66.33           -72.83           -16.75
           -7.648           -61.93           -70.31           -17.85
           -7.914           -65.78           -70.42           -17.27
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -57.16           -7.773           -57.00           -27.94
           -64.57           -7.506           -64.24           -27.85
           -62.46           -7.217           -64.43           -27.09
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.04           -56.79           -56.48           -70.29
           -15.35           -62.85           -59.48           -60.13
           -15.06           -65.36           -61.97           -63.40
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.965          -0.4502         0.109944        -0.006802
            2.906          -6.6104        -0.002708         0.094704
            1.594          -5.0135         0.029097        -0.655922
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.27516         -0.26331           -35.62           -34.48
          0.09373          0.11118           -35.04           -38.98
         -0.02652         -0.09342           -34.45           -38.49
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.026           -2.960           -30.20           -1.671
            2.114           -2.723           -29.97            8.231
           -0.261           -3.249           -30.01            5.785
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.769           -2.679           -19.44            2.746
            5.778           -3.044           -21.32            1.768
            2.029           -3.079           -22.43            3.076
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.213           -25.78           -17.84           -13.27
           -1.278           -15.39           -16.96           -21.11
           -1.192           -23.28           -14.68           -13.65
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -13.65          -0.6415          0.28373           -17.07
           -19.35          -0.1587          0.15629           -14.47
           -15.62          -0.4240          0.04917           -17.70
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7165           -7.594            2.149           -4.993
          -2.1405          -10.760            1.755           -8.474
          -1.7139          -11.288            1.163           -8.861
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.420         -0.33649           -4.803         0.054275
           -5.591          0.20737           -6.376         0.134472
           -7.624         -0.04732           -8.388        -0.007348
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.7526           0.2185           -4.120           -1.822
          -6.0456          -0.1837           -5.211           -4.316
          -6.9722          -0.4480           -2.775           -3.810
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.067           -4.935            16.87            7.293
           -1.906           -7.016            18.49            6.545
           -4.156           -7.177            16.01            8.172
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.115         0.005635            4.192          -4.2304
            8.207        -0.001843           10.655          -3.1776
            4.983         0.038403            4.990          -0.6478
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.296          -1.1831           -4.965           0.2250
           10.224          -0.2830           -4.556          -0.3654
            5.445          -0.2934           -2.825          -0.7457
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.388         -0.61837            3.170          -12.818
           -2.232         -0.73907            4.429           -1.041
           -3.517          0.01267            4.809           -8.858
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.018           -5.429           -4.883           -5.672
           -3.077           -4.964           -4.675           -4.980
           -2.954           -4.733           -4.456           -4.623
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.286           2.0290           -10.53           -2.069
           -5.162          -0.5941           -10.33           -1.260
           -7.020          -0.8402           -10.18           -1.424
 rnd_95776.volume rnd_95787.volume
           -36.16           -64.67
           -52.72           -62.46
           -44.52           -60.68
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.974 3.655 9.262 7.926 8.497 0.3375 2.631 5.084 6.234 4.766 4.121
[2,] 6.086 3.658 9.659 8.882 9.486 0.3493 2.708 5.119 6.318 6.198 4.248
[3,] 6.204 3.694 9.858 9.040 9.812 0.3528 2.761 5.158 6.456 6.254 4.367
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.863 3.874 4.157 6.617 5.508 5.401 4.743  9.571 8.003 12.29 4.877
[2,] 4.990 3.919 5.051 7.443 5.663 6.206 6.884 10.538 8.865 12.62 5.008
[3,] 5.039 4.039 5.335 7.732 5.992 7.096 7.544 11.477 9.125 12.96 5.059
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 16.73 8.779 0.8377 8.611  8.767 1.478 8.012 0.5724 7.689 2.535 1.294
[2,] 19.91 9.793 0.8752 9.058  9.929 1.552 9.403 0.5910 8.300 2.674 1.345
[3,] 20.43 9.951 0.9458 9.839 10.848 1.694 9.763 0.6182 8.624 2.871 1.398
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.274 8.072 8.065 6.766 4.621 3.860 1.822 3.837 1.486 4.617 5.606
[2,]  9.600 8.740 8.723 6.842 4.917 3.919 1.886 3.851 1.494 4.803 6.051
[3,] 10.108 9.092 9.031 6.903 5.072 3.930 1.896 3.851 1.494 4.972 6.220
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.815 2.405 3.801 5.713 7.282 3.221 5.216 5.164 1.832 5.153 4.302
[2,] 4.015 2.525 3.909 5.716 7.287 3.269 6.234 5.322 1.876 6.422 4.807
[3,] 4.107 2.595 4.014 6.398 7.710 3.325 6.366 5.409 1.885 6.776 5.339
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.947 2.801 4.165 1.009 3.779 1.384 3.077 3.485 3.572 6.200 2.013
[2,] 4.594 4.085 4.206 1.013 4.163 1.399 3.208 3.521 3.929 6.466 2.016
[3,] 5.277 4.821 4.211 1.022 4.715 1.424 3.504 3.534 3.993 6.503 2.034
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.491 3.326 4.236 1.919 6.558 5.188 6.892 6.997 7.363 7.389 5.687
[2,] 4.980 3.332 5.183 1.945 6.747 6.469 6.983 8.729 7.624 8.398 7.112
[3,] 5.134 3.353 5.397 1.952 7.132 6.627 7.092 8.879 8.271 8.695 8.105
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.494 5.810 4.119 5.944 3.303 2.808 2.341 3.822 4.065 9.059 6.874
[2,] 1.494 6.203 4.259 6.799 3.496 2.935 2.366 4.441 4.080 9.077 6.936
[3,] 1.499 7.602 4.373 7.787 3.659 3.102 2.377 4.574 4.086 9.189 7.293
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.131 3.088 3.355 3.076 3.293 3.338 0.7614 1.592 16.38 8.603
[2,] 3.381 3.872 4.013 3.575 3.508 3.340 0.7825 1.732 16.98 9.042
[3,] 3.495 4.119 4.233 4.245 3.705 3.472 0.8251 1.746 17.55 9.582
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]    7.586   4.641   11.76   10.06   10.79   0.4286   3.341   6.456
[2,] 1634.237 200.474 3845.54 5627.28 5918.81 126.1506 898.181 835.700
[3,] 1687.434 725.488 2768.27 2358.32 3521.05  69.7139 759.054 889.794
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    7.916    6.052    5.233    4.905    4.92    5.279    8.403
[2,] 1441.636 5560.674 1446.594 4434.431  829.72 4027.465 4783.321
[3,] 1868.664 1179.674 1421.802  983.727 1371.53 2411.548 2937.300
        [,16]    [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]
[1,]    6.994    6.859    6.022   12.15   10.16   15.61    6.193    21.24
[2,] 1850.293 4288.488 7003.603 6191.28 5353.46 4031.75 1594.225 15157.75
[3,] 2745.510 4829.162 4330.178 6379.67 3032.74 4139.91 1011.419  6397.41
       [,24]   [,25]   [,26]   [,27]   [,28]   [,29]    [,30]    [,31]
[1,]   11.15   1.064   10.94   11.13   1.877   10.17   0.7268    9.764
[2,] 6090.02 355.608 3943.86 6541.57 662.946 6906.54 206.9019 4386.283
[3,] 2476.55 503.238 5391.77 6132.82 955.115 3690.27 254.2572 3283.811
        [,32]   [,33]   [,34]   [,35]   [,36]    [,37]    [,38]   [,39]
[1,]    3.219   1.643   11.78   10.25   10.24    8.592    5.867   4.902
[2,] 1195.583 515.898 3480.58 4703.11 4665.57 1421.501 2359.504 952.333
[3,] 1468.239 536.091 4441.05 3519.52 3281.13 1291.518 1744.704 406.153
       [,40]   [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   2.313   4.872   1.887    5.863    7.119    4.844    3.054    4.827
[2,] 685.090 456.135 218.618 1857.060 3196.695 1757.620 1078.890 1278.564
[3,] 270.266  51.962  39.344 1801.795 2020.914 1216.046  837.888 1281.779
        [,48]    [,49]  [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    7.255    9.247   4.09    6.623    6.557   2.326    6.544    5.463
[2,]  231.906  378.090 789.88 4791.925 1806.695 567.625 5378.311 3009.011
[3,] 4036.075 3537.929 847.92 1809.570 1357.179 258.353 3033.641 3262.071
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    5.012    3.557   5.289   1.281    4.799   1.758    3.908   4.425
[2,] 3298.632 4174.214 821.910 127.681 2452.496 288.797 1274.390 709.155
[3,] 3644.864 3592.481 271.276 186.571 3104.951 366.395 1977.817 420.251
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.536    7.872   2.556    5.703   4.224    5.378   2.437    8.327
[2,] 2294.220 2577.494 163.064 3022.153 272.944 4193.045 442.956 2226.713
[3,] 1003.593  970.688 379.046 1747.568 530.046 2112.856 242.184 3245.741
        [,72]    [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    6.588    8.751    8.886    9.35    9.383    7.222   1.898    7.377
[2,] 5423.151 1580.984 7324.534 2774.34 5603.126 5994.453   4.311 3051.361
[3,] 2016.557 1738.364 2281.161 4500.60 3160.964 5455.481 155.490 6168.530
        [,80]    [,81]    [,82]    [,83]   [,84]    [,85]   [,86]  [,87]
[1,]    5.231    7.548    4.194    3.566   2.973    4.853   5.162   11.5
[2,] 1517.798 4633.606 1608.471 1197.948 480.684 3175.511 483.409  790.7
[3,] 1390.952 5327.306 1516.497 1405.903 319.840 1537.213 314.659 2004.5
        [,88]    [,89]    [,90]    [,91]    [,92]    [,93]    [,94]
[1,]    8.729    3.976    3.921    4.261    3.906    4.182    4.239
[2,] 1296.837 1790.477 3279.394 3089.296 2556.483 1695.182  141.996
[3,] 3163.715 1244.270 1970.276 1892.766 3212.457 1674.916 1335.300
        [,95]   [,96]  [,97]   [,98]
[1,]   0.9668   2.022   20.8   10.92
[2,] 253.2192 957.978 6280.8 3907.31
[3,] 367.2132 307.946 6235.3 4448.03
[1] "--- VAR model 2017-10-01 06:01:00  completed"
[1] "Completed training sample:  2017-10-01 06:01:00 - 2017-10-01 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 06:31:00 - 2017-10-01 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.761         -1.6223         -74.17         -63.17
          -3.766         -0.5319         -64.60         -62.05
          -2.452          0.6444         -66.23         -66.63
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -60.10        -0.9912          -0.8869           -4.656
         -74.68        -1.0745          -1.3454           -6.304
         -67.14        -0.9170          -1.2226           -7.896
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.352          -13.823          -1.3776           -31.26
          -12.712           -9.346          -0.7892           -24.48
           -9.471          -11.453          -3.1029           -28.12
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.826           -15.34           -22.44           4.1899
           -2.501           -16.90           -15.92           0.2209
           -1.367           -15.92           -11.75          -2.4448
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.308           -17.58          -19.682            6.928
          -22.354           -16.89           -9.183           14.468
          -18.699           -23.63          -18.753           17.145
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -67.78           -9.033           -147.9           -71.58
           -54.05           -8.234           -148.7           -68.20
           -68.37           -8.553           -138.3           -62.52
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.403           -64.83           -64.98           -17.51
           -7.596           -65.41           -84.63           -17.73
           -7.774           -66.49           -79.11           -18.04
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.05           -7.637           -71.36           -24.19
           -63.51           -7.728           -57.88           -26.30
           -68.34           -7.943           -70.20           -25.28
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.89           -60.77           -62.30           -68.54
           -14.91           -65.46           -68.87           -68.48
           -16.23           -73.14           -64.40           -62.44
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.098           -11.79          -1.0490           0.7976
            3.151           -10.85          -0.2582          -0.9366
            1.840           -10.19           0.2573          -1.1480
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.378115          -0.1934           -46.82           -44.46
        -0.138708          -0.2647           -35.44           -47.39
         0.001154          -0.1094           -40.41           -39.13
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.980           -4.051           -30.13            5.942
            2.918           -1.689           -32.66            8.202
            5.425           -2.609           -32.86            6.057
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           12.009           -5.345           -17.22            3.937
            6.457           -2.369           -18.91            4.610
            4.078           -4.835           -26.58            3.000
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.3125           -17.01           -16.05           -24.14
          -0.4913           -21.12           -17.45           -17.62
          -1.6165           -23.49           -16.52           -18.51
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -22.89          -0.3051          -0.1396           -28.30
           -15.25          -0.8255          -0.4090           -22.99
           -19.55          -0.5359          -0.2424           -14.85
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.992           -15.95       -0.5153383           -12.14
           -2.176           -14.58       -0.3571936           -12.69
           -1.859           -11.04        0.0005851           -13.09
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -11.74          0.23772           -11.47         -0.12728
           -11.12          0.33029           -12.38          1.64151
           -11.57          0.02861           -11.93         -0.04546
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -13.27          -0.7331           -3.663           -1.767
           -10.46          -0.8166           -4.920           -4.021
           -11.65          -0.7514           -4.244           -4.461
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.008          -0.7107            21.42           3.9824
           -4.856          -8.2620            20.09           2.6256
           -3.498          -9.0342            17.36          -0.6755
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.460           0.1519            3.334           2.3822
            5.895           0.2755            4.780          -0.5437
            1.695           0.1024            5.685          -1.0824
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.402           0.1609           -4.257           -1.617
            9.058          -0.4341           -1.928           -1.541
            4.694          -0.8483           -3.126           -1.618
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.385          -0.7744           1.6154           -6.501
          -10.422          -0.6721          -0.6416           -7.658
           -9.741          -0.2564           0.4276           -7.728
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.322            4.250            1.328            4.719
            3.098            3.397            1.889            2.003
            1.122            3.684            2.128            2.448
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -11.270          -1.5034           -10.44          -0.4733
           -9.842          -1.0655           -10.76          -1.1900
           -5.899          -0.8435           -10.47          -0.7135
 rnd_95776.volume rnd_95787.volume
           -32.64           -63.90
           -58.03           -71.42
           -44.29           -67.96
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.991 3.797  9.733 8.258  9.179 0.3442 2.783 5.440 6.556 4.864 4.273
[2,] 6.095 3.799 10.109 9.252  9.908 0.3555 2.855 5.477 6.624 6.356 4.395
[3,] 6.178 3.839 10.289 9.467 10.351 0.3579 2.954 5.518 6.746 6.427 4.513
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.892 4.030 4.206 7.483 6.396 7.992 5.498 11.85 8.034 12.64 5.764
[2,] 5.174 4.076 5.195 8.126 6.491 8.573 7.091 12.90 8.544 12.96 5.818
[3,] 5.241 4.192 5.480 8.391 6.768 9.207 7.519 13.50 9.128 13.29 5.955
     [,23]  [,24]  [,25]  [,26] [,27] [,28]  [,29]  [,30] [,31] [,32]
[1,] 17.72  9.215 0.8572  9.036  9.35 1.504  8.325 0.5900 8.232 2.612
[2,] 20.43 10.198 0.8946  9.609 10.42 1.567  9.781 0.6216 8.741 2.767
[3,] 21.08 10.392 0.9662 10.393 11.26 1.701 10.219 0.6450 9.056 2.952
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.393  9.659 8.701 8.506 6.905 4.780 4.162 1.900 4.063 1.542 4.964
[2,] 1.424  9.903 9.277 9.193 6.987 5.087 4.194 1.961 4.078 1.550 5.187
[3,] 1.468 10.327 9.607 9.424 7.062 5.237 4.209 1.972 4.080 1.551 5.343
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 6.015 3.884 2.404 4.091 5.944 7.556 3.359 5.441 5.523 1.936 5.426
[2,] 6.450 4.094 2.532 4.203 5.954 7.560 3.432 6.519 5.699 1.990 6.653
[3,] 6.622 4.165 2.598 4.349 6.762 7.983 3.474 6.660 5.810 1.999 6.940
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.515 4.088 2.986 4.399 1.027 3.931 1.431 3.286 3.632 3.675 6.436
[2,] 4.920 4.788 4.259 4.447 1.030 4.298 1.448 3.391 3.668 4.083 6.751
[3,] 5.485 5.489 4.953 4.452 1.036 4.889 1.466 3.689 3.684 4.120 6.781
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.067 4.787 3.617 4.495 1.995 6.688 5.236 7.062 7.147 7.588 7.391
[2,] 2.071 5.303 3.618 5.419 2.019 6.868 6.580 7.143 8.811 7.841 8.521
[3,] 2.089 5.413 3.647 5.627 2.028 7.261 6.720 7.247 8.921 8.491 8.852
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.682 1.533 5.761 4.209 5.918 3.352 2.914 2.404 4.005 4.201 9.662
[2,] 7.216 1.533 6.167 4.350 6.735 3.532 3.011 2.422 4.602 4.220 9.666
[3,] 8.263 1.539 7.616 4.468 7.857 3.704 3.188 2.431 4.696 4.225 9.854
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 7.446 3.283 3.280 3.578 3.292 3.503 3.288 0.7907 1.671 17.30 8.916
[2,] 7.460 3.593 4.016 4.158 3.788 3.679 3.293 0.8201 1.822 17.68 9.248
[3,] 7.727 3.739 4.310 4.419 4.359 3.918 3.328 0.8612 1.834 18.18 9.696
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]    7.607   4.822   12.36   10.49   11.66   0.4371    3.534   6.908
[2,] 1572.240 170.295 3831.53 5846.89 5227.78 124.4664  889.965 885.181
[3,] 1410.777 769.671 2684.89 2808.04 4195.96  58.4581 1065.534 939.350
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    8.325    6.177    5.426    4.942    5.118    5.341    9.502
[2,] 1327.590 5733.266 1438.258 4776.969  853.082 4273.629 4441.210
[3,] 1790.554 1330.940 1435.271 1175.319 1374.172 2445.349 2933.302
        [,16]   [,17]    [,18]   [,19]  [,20]   [,21]    [,22]    [,23]
[1,]    8.122   10.15    6.982   15.04   10.2   16.06    7.319    22.51
[2,] 1547.554 4348.34 6274.540 7160.66 4074.1 3962.37 1116.019 14232.46
[3,] 2685.835 4707.18 3505.093 5594.31 4501.8 4124.14 1774.845  7271.98
      [,24]   [,25]   [,26]   [,27]  [,28]   [,29]    [,30]   [,31]
[1,]   11.7   1.088   11.47   11.87   1.91   10.57   0.7492   10.45
[2,] 6119.2 358.944 4579.71 6442.89 616.78 7195.57 274.1344 4116.27
[3,] 2807.2 511.639 5548.83 5994.53 926.61 4147.63 241.3015 3318.47
        [,32]   [,33]   [,34]   [,35]  [,36]    [,37]   [,38]   [,39]
[1,]    3.317   1.769   12.26   11.05   10.8    8.769    6.07   5.285
[2,] 1276.594 417.019 3061.34 4509.65 4888.1 1489.748 2437.91 729.556
[3,] 1443.561 497.584 4107.61 3498.80 2902.3 1444.270 1742.54 492.638
       [,40]  [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   2.413   5.16   1.958    6.304    7.638    4.932    3.052    5.195
[2,] 675.827 479.88 231.661 2105.271 3265.318 1814.840 1113.907 1351.535
[3,] 295.353 199.14  28.801 1798.555 2097.853 1068.215  816.412 1563.223
        [,48]    [,49]   [,50]   [,51]    [,52]   [,53]   [,54]    [,55]
[1,]    7.548    9.595   4.265    6.91    7.013   2.458    6.89    5.733
[2,]  494.834  350.520 989.256 5030.21 1973.313 642.085 5396.60 2738.436
[3,] 4490.402 3590.675 751.574 1911.65 1583.933 265.219 2766.48 3400.235
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    5.192    3.791   5.586   1.304    4.991   1.817    4.172   4.611
[2,] 3492.176 4257.118 911.987 102.783 2435.332 315.040 1174.256 721.645
[3,] 3760.943 3543.071 298.243 152.542 3267.324 317.436 2035.630 482.010
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.667    8.173   2.625    6.079   4.593    5.708   2.533    8.492
[2,] 2492.952 2854.227 185.415 3197.939 112.871 4241.090 438.623 2193.831
[3,]  766.865  890.892 382.213 1523.923 637.779 2122.660 258.764 3300.028
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    6.649    8.968    9.075    9.636    9.385    7.215   1.946
[2,] 5584.909 1503.446 7221.452 2769.304 5943.338 6234.797  16.034
[3,] 1907.521 1715.320 1957.159 4566.935 3359.970 5639.548 191.025
        [,79]    [,80]    [,81]    [,82]  [,83]   [,84]    [,85]   [,86]
[1,]    7.316    5.345    7.515    4.257    3.7   3.053    5.085   5.334
[2,] 3081.390 1539.296 4507.034 1558.017 1066.2 413.096 3176.530 557.459
[3,] 6262.328 1430.237 5668.424 1563.694 1465.0 289.293 1312.290 290.458
       [,87]    [,88]    [,89]    [,90]    [,91]   [,92]    [,93]   [,94]
[1,]   12.27    9.455    4.169    4.165    4.543    4.18    4.449   4.175
[2,]  383.21  652.518 2043.722 3247.713 2969.829 2626.95 1574.918 250.871
[3,] 2687.92 2821.868 1451.810 2193.400 2098.226 3022.84 1887.639 678.235
       [,95]    [,96]   [,97]   [,98]
[1,]   1.004    2.121   21.96   11.32
[2,] 305.259 1019.363 5117.74 3442.88
[3,] 368.307  290.520 5928.17 4083.69
[1] "--- VAR model 2017-10-01 06:31:00  completed"
[1] "Completed training sample:  2017-10-01 06:31:00 - 2017-10-01 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 07:01:00 - 2017-10-01 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.363         -0.9340         -52.34         -62.75
          -0.770         -0.1280         -61.85         -64.31
          -2.263         -0.4071         -63.16         -66.08
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -69.19         -1.078          -1.3406           -7.768
         -64.74         -1.018          -0.9799           -3.475
         -67.50         -0.903          -1.2144           -5.459
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -11.817           -4.105           3.1319           -20.51
           -7.150          -11.177           0.9656           -28.25
           -6.656           -7.142           0.5465           -26.15
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.93937           -9.113          -0.6489          -7.2702
         -0.41862          -14.134           6.5193          -3.9829
         -0.08629          -15.467          -5.0696          -0.9533
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.18           -21.03          -29.412           -1.244
           -14.68           -15.99          -16.919           10.541
           -17.22           -17.94           -8.876           11.687
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -65.14           -9.516           -136.9           -62.43
           -64.70           -7.531           -128.5           -61.81
           -63.14           -7.905           -132.5           -64.60
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.005           -67.77           -79.00           -16.87
           -7.911           -66.47           -67.74           -17.60
           -7.831           -64.40           -70.85           -17.68
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -57.70           -8.193           -65.98           -27.69
           -67.90           -8.148           -70.67           -29.31
           -66.02           -8.201           -62.89           -27.29
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.81           -66.66           -66.30           -67.76
           -15.57           -69.64           -63.39           -66.41
           -14.72           -65.46           -70.82           -71.57
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.058585           -6.039           1.4816          0.03606
        -0.007953           -3.153           0.6884         -0.60470
        -0.324271          -12.343          -0.3527         -0.30889
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4079         -0.05475           -35.94           -37.78
          -0.6175         -0.30639           -37.43           -38.67
          -0.2721         -0.08921           -36.61           -38.51
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3044           -3.857           -35.35            1.597
          -0.4875           -3.315           -37.55            2.722
           1.1140           -2.275           -34.20            2.197
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.770           -5.084           -24.90            1.508
            1.262           -4.548           -27.32            1.110
            2.025           -4.125           -27.97            2.525
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6959           -26.11           -24.59           -25.52
          -0.8139           -22.86           -17.99           -21.71
          -1.6591           -23.50           -19.55           -17.24
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -25.86          -1.0837          -0.3327           -20.83
           -21.04           0.5100          -0.5005           -27.11
           -17.26          -0.2256          -0.3197           -19.41
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.820           -9.291          0.54821           -10.42
           -2.056          -13.648         -0.04506            -9.40
           -2.165          -12.667          0.10938           -12.29
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.845         -0.26857          -12.349          0.33649
           -6.980          0.13076           -5.375          0.26724
          -11.536         -0.01765          -11.145          0.04954
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.622          -0.9483           -7.101           -6.046
          -10.142          -0.9510           -5.688           -6.922
          -10.672          -0.2256           -5.705           -5.185
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.567           -5.970            17.04           6.1088
           -7.360          -12.539            16.43          -0.4981
           -5.421           -8.215            13.46           3.8369
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.357         0.006631            4.794          -0.7267
            1.932         0.090506            8.571          -3.8081
           -2.047         0.036029            1.917          -2.7432
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.704          -1.3974           -6.233         -0.91383
           11.571          -1.3152           -5.364         -0.02266
            2.622          -0.7178           -4.724         -1.33476
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.910         -0.48947           -5.438           -5.883
           -2.824          0.09869           -4.210           -8.543
           -8.868         -0.12132           -2.370           -6.950
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.796            6.235            4.718            2.050
            2.299            5.414            1.836            3.905
            2.097            3.132            1.390            2.721
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.024          -0.7100           -10.95          -0.7159
          -10.635          -1.4259           -10.69          -1.9966
          -11.091          -0.7395           -10.86          -1.5257
 rnd_95776.volume rnd_95787.volume
           -57.81           -55.00
           -60.36           -63.81
           -63.65           -62.71
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.159 3.794 11.72 8.674  9.683 0.3193 2.850 5.554 6.754 5.226 4.389
[2,] 6.246 3.859 12.38 9.630 10.406 0.3270 2.916 5.632 6.775 6.516 4.486
[3,] 6.331 3.874 12.64 9.825 10.746 0.3334 3.021 5.664 6.887 6.597 4.607
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.029 4.127 4.246 11.63 6.578 8.111 5.502 12.00 7.014 13.19 5.783
[2,] 5.292 4.155 5.303 12.07 6.691 8.700 6.999 13.03 7.864 13.56 5.845
[3,] 5.370 4.277 5.533 12.62 6.911 9.354 7.499 13.58 8.612 13.84 5.967
     [,23]  [,24]  [,25]  [,26]  [,27] [,28]  [,29]  [,30] [,31] [,32]
[1,] 18.83  9.577 0.8668  9.542  9.593 1.554  8.925 0.6176 8.814 2.745
[2,] 21.37 10.462 0.9049 10.188 10.646 1.650 10.297 0.6497 9.359 2.868
[3,] 22.02 10.590 0.9737 11.055 11.497 1.801 10.810 0.6767 9.779 3.061
     [,33] [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.480  9.99  9.355 8.943 7.099 4.954 4.437 1.970 4.390 1.614 5.503
[2,] 1.505 10.27  9.968 9.769 7.161 5.230 4.460 2.016 4.395 1.618 5.675
[3,] 1.546 10.71 10.310 9.987 7.227 5.380 4.481 2.025 4.402 1.619 5.855
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 6.264 3.992 2.413 4.153 6.272 7.869 3.562 5.684 5.814 2.003 5.525
[2,] 6.784 4.178 2.533 4.278 6.278 7.871 3.628 6.612 6.009 2.068 6.933
[3,] 6.923 4.255 2.621 4.407 7.052 8.306 3.662 6.853 6.134 2.077 7.199
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.766 4.273 3.355 4.736 1.040 3.632 1.465 3.397 3.798 3.841 6.692
[2,] 5.143 4.986 4.627 4.767 1.042 4.688 1.477 3.524 3.833 4.228 6.978
[3,] 5.734 5.818 5.381 4.770 1.050 5.252 1.489 3.822 3.842 4.270 7.024
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.164 5.265 3.791 4.420 2.071 6.805 5.273 7.154 7.162 7.756 7.706
[2,] 2.171 5.553 3.791 5.689 2.096 6.984 6.616 7.216 8.870 8.035 8.792
[3,] 2.185 5.640 3.803 5.894 2.103 7.384 6.719 7.310 9.000 8.561 9.133
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]
[1,] 5.668 1.553 5.842 4.245 6.029 3.475 2.988 2.467 4.269 4.358  9.974
[2,] 7.299 1.553 6.337 4.391 6.935 3.623 3.103 2.485 4.818 4.369  9.985
[3,] 8.388 1.559 7.737 4.495 8.090 3.809 3.282 2.493 4.920 4.379 10.178
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 7.761 3.424 3.463 3.726 3.460 3.548 3.412 0.8145 1.696 17.79  9.459
[2,] 7.781 3.739 4.137 4.253 3.910 3.761 3.418 0.8442 1.856 18.27  9.716
[3,] 8.026 3.880 4.421 4.519 4.459 4.026 3.439 0.8874 1.867 18.83 10.268
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]    [,4]   [,5]     [,6]    [,7]     [,8]
[1,]    7.82    4.818   14.88   11.02   12.3   0.4055    3.62    7.053
[2,] 1649.64 1119.102 6339.30 6643.53 6052.3 111.8041  974.93 1484.155
[3,] 1649.97  529.288 4063.55 3089.25 4264.6 103.3506 1252.97  954.745
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    8.576    6.636    5.574    5.116    5.241    5.392   14.77
[2,]  845.536 6182.887 1473.637 5451.110  764.495 5045.237 5078.43
[3,] 1970.756 1632.670 1668.148 1444.399 1608.603 2507.729 5887.74
        [,16]  [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    8.353   10.3    6.986   15.24    8.907   16.75    7.343    23.92
[2,] 1947.448 4998.3 6870.873 8048.10 5648.130 5028.46 1350.215 16033.46
[3,] 2744.128 5455.4 4277.467 6077.12 5574.895 4351.84 1909.091  8428.32
       [,24]   [,25]   [,26]   [,27]    [,28]   [,29]    [,30]   [,31]
[1,]   12.16   1.101   12.12   12.18    1.973   11.33   0.7843   11.19
[2,] 6689.58 412.689 5671.15 7333.99  884.364 8158.43 319.9549 5000.36
[3,] 2607.90 571.007 6815.14 6892.82 1144.771 5224.93 301.0053 4502.37
        [,32]  [,33]   [,34]   [,35]   [,36]    [,37]   [,38]   [,39]
[1,]    3.486   1.88   12.69   11.88   11.36    9.014    6.29   5.634
[2,] 1316.128 430.33 3810.44 5466.96 6241.22 1502.868 2662.72 718.464
[3,] 1699.388 563.70 4804.24 4183.55 3302.45 1537.865 2003.99 681.713
       [,40]   [,41]   [,42]    [,43]    [,44]   [,45]    [,46]    [,47]
[1,]   2.501   5.575   2.049    6.988    7.954    5.07    3.063    5.273
[2,] 685.542 306.067 197.793 2203.393 4140.026 1956.81 1227.179 1635.043
[3,] 292.881 398.393  39.569 2289.448 2190.865 1281.56 1068.728 1677.355
        [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    7.964    9.993    4.523    7.218    7.383   2.544    7.016
[2,]  435.313  280.285 1093.071 5366.245 2411.835 813.691 6653.023
[3,] 5101.604 4215.116  789.421 2859.403 1952.121 310.878 3076.833
        [,55]    [,56]   [,57]   [,58]   [,59]    [,60]   [,61]    [,62]
[1,]    6.053    5.426    4.26   6.014   1.321    4.612   1.861    4.313
[2,] 3067.254 4081.224 5061.92 857.833 106.249 4707.738 300.190 1489.906
[3,] 4026.775 4761.620 4363.71 272.626 200.591 3758.485 299.243 2349.654
       [,63]    [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]
[1,]   4.823    4.878    8.498   2.748    6.685   4.814    5.612   2.629
[2,] 820.869 2805.522 3141.356 279.216 2803.265  20.267 5689.295 515.931
[3,] 432.128  944.365 1266.619 384.571 1567.271 474.979 2449.295 263.200
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    8.641    6.696    9.084    9.095    9.849    9.786    7.197
[2,] 2493.459 6347.097 1504.618 8309.767 3332.011 6720.895 7305.849
[3,] 3809.275 1859.720 1850.352 2419.905 4691.993 3927.980 6562.628
       [,78]    [,79]    [,80]    [,81]    [,82]    [,83]   [,84]    [,85]
[1,]   1.972    7.418    5.391    7.655    4.413    3.795   3.133    5.421
[2,]  16.428 3901.374 1781.965 5444.480 1624.398 1328.274 477.190 3547.350
[3,] 223.242 7049.189 1528.498 6616.237 1867.046 1699.261 317.945 1583.506
       [,86]   [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]   5.534   12.67    9.856    4.348    4.397    4.731    4.394    4.505
[2,] 506.299  748.86  876.616 2386.572 3595.653 3259.035 2890.766 1985.580
[3,] 465.779 3129.71 3128.321 1649.239 2477.529 2424.352 3403.740 2278.154
       [,94]   [,95]    [,96]   [,97]   [,98]
[1,]   4.332   1.034    2.154   22.59   12.01
[2,] 322.993 352.780 1194.995 6648.35 3522.14
[3,] 603.788 434.200  328.954 7211.54 5278.51
[1] "--- VAR model 2017-10-01 07:01:00  completed"
[1] "Completed training sample:  2017-10-01 07:01:00 - 2017-10-01 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 07:31:00 - 2017-10-01 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.09163         0.07975         -62.67         -67.99
        -1.28195        -0.33547         -56.17         -61.03
         1.83188        -0.39051         -64.79         -72.74
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -59.82        -0.7381           1.6256           -1.413
         -63.70        -0.8373           0.5327           -3.537
         -58.31        -0.7971           0.2828           -1.435
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.396           -9.033          -0.1482           -25.52
           -6.742           -6.131          -0.5010           -23.81
           -8.586           -6.593          -1.2591           -20.62
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.693           -17.37          -13.625           -2.191
            3.583           -14.06          -10.567            2.803
            3.076           -10.44           -8.709            3.180
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -10.60           -11.68            8.203            24.57
           -15.53           -15.00           -2.031            18.20
           -11.59           -14.94          -10.574            14.30
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -53.63           -7.453           -169.2           -73.68
           -59.35           -7.654           -121.3           -60.27
           -60.29           -7.593           -122.9           -58.70
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.690           -54.35           -58.50           -17.45
           -7.973           -75.99           -78.99           -17.56
           -7.757           -62.48           -66.47           -17.97
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -70.89           -6.949           -61.34           -26.72
           -57.51           -6.951           -54.55           -25.15
           -74.69           -6.837           -71.22           -25.65
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.14           -62.77           -55.79           -58.73
           -12.99           -64.28           -60.33           -59.24
           -14.80           -65.01           -56.76           -56.82
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.9756          -0.3963          0.14092           0.0147
          -1.2152           4.3761          0.57674          -0.2177
          -1.0064           5.1674          0.02235           0.3789
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.1819         -0.07458           -35.95           -38.07
           0.5542         -0.04279           -35.30           -38.63
           0.1917         -0.06439           -36.19           -37.38
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.318          0.58492           -34.02            8.023
            5.290          0.07192           -30.98           10.090
            4.919          2.80331           -28.70            7.793
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            17.32           0.4304           -16.12           11.967
            15.97          -2.7192           -14.57            7.995
            12.23          -2.1224           -19.36           10.004
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6265          -11.608           -7.235           -1.249
          -0.4994           -9.585          -10.501          -11.247
          -0.5823          -14.096           -9.348          -11.177
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.015           1.1086          -0.2788           0.1259
           -9.644           0.2273          -0.3108          -1.4155
          -10.611           0.1225          -0.1347         -13.3543
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9356           -3.598            4.104           0.8911
          -1.4956           -1.601            3.699          -2.1430
          -1.2879           -7.291            2.868          -0.6227
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.4787           0.1178           1.2858          0.03781
          -0.2345           0.2182          -2.2836          0.26893
           1.2114          -0.0545           0.5712          0.01001
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          2.16641         -0.18655           -3.654           -1.502
          0.74326          0.12111           -3.667           -3.869
          0.06521         -0.01255           -3.172           -1.906
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.8087           0.4759            17.88            9.798
          -0.8074          -2.4447            15.75            8.486
          -2.1661          -1.6067            19.04            6.286
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.527        -0.019951           0.3557          -0.5480
           10.207        -0.096704           8.1512           0.8969
            6.486        -0.009164           7.9261           2.6320
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.170           1.0274         -0.06686          -0.9596
            9.479          -0.3556         -3.01718           0.7069
            8.893           0.2269         -1.48230           0.6528
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.304          0.09528            1.273           -7.702
            2.388          0.36882            2.714           -5.622
            3.869         -0.02231            1.269           -4.370
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            23.61            31.45            31.42            23.04
            20.44            26.95            25.56            31.56
            20.70            23.57            24.09            26.41
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.8030        -0.001347           -9.980          -1.3651
           4.0218         0.501699           -9.724          -0.3301
          -0.1652        -0.590489           -9.382          -0.6398
 rnd_95776.volume rnd_95787.volume
           -14.69           -64.43
           -39.68           -70.28
           -33.66           -59.71
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.399 3.892 15.54  9.50 10.48 0.3214 2.913 5.749 6.832 5.254 4.486
[2,] 6.497 3.961 15.98 10.41 11.03 0.3347 2.972 5.829 6.861 6.615 4.566
[3,] 6.602 3.975 16.17 10.57 11.45 0.3374 3.087 5.852 6.890 6.718 4.673
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.144 4.269 4.307 12.88 6.594 7.886 5.588 12.07 7.157 13.58 5.934
[2,] 5.369 4.290 5.480 13.36 6.676 8.596 7.045 13.09 8.099 13.94 5.985
[3,] 5.437 4.424 5.716 14.05 6.897 9.201 7.587 13.65 8.831 14.20 6.103
     [,23]  [,24]  [,25] [,26] [,27] [,28]  [,29]  [,30]  [,31] [,32]
[1,] 19.73  9.833 0.9030 10.05 10.16 1.593  9.499 0.6369  9.142 2.803
[2,] 22.28 10.845 0.9448 10.75 11.09 1.680 10.809 0.6680  9.823 2.927
[3,] 22.90 10.953 1.0103 11.51 11.85 1.825 11.270 0.7010 10.254 3.142
     [,33] [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.560 10.49  9.687  9.285 7.219 5.278 4.831 2.080 4.591 1.657 5.768
[2,] 1.588 10.75 10.233 10.171 7.298 5.661 4.851 2.134 4.594 1.661 5.916
[3,] 1.624 11.20 10.588 10.407 7.357 5.794 4.870 2.145 4.611 1.661 6.106
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 6.525 4.293 2.500 4.209 6.521 8.397 3.628 6.093 6.103 2.067 5.908
[2,] 6.978 4.448 2.624 4.338 6.524 8.397 3.701 7.094 6.380 2.125 7.433
[3,] 7.118 4.554 2.697 4.491 7.297 9.189 3.718 7.292 6.522 2.133 7.691
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.257 4.596 3.457 5.084 1.075 4.106 1.524 3.609 4.040 3.993 7.717
[2,] 5.629 5.400 4.954 5.100 1.079 5.246 1.535 3.754 4.109 4.428 8.063
[3,] 6.213 6.358 5.780 5.100 1.088 5.902 1.545 4.152 4.126 4.470 8.116
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.238 5.625 3.912 4.650 2.206 6.922 5.267 7.105 7.251 8.065 7.872
[2,] 2.245 5.880 3.912 5.947 2.209 7.110 6.677 7.423 9.090 8.289 8.854
[3,] 2.254 5.920 3.923 6.152 2.214 7.444 6.779 7.512 9.186 8.813 9.301
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.736 1.607 5.840 4.362 6.061 3.535 3.063 2.620 4.437 4.475 10.32
[2,] 7.542 1.607 6.383 4.525 7.013 3.697 3.198 2.646 4.962 4.482 10.33
[3,] 8.682 1.615 7.806 4.598 8.203 3.863 3.400 2.653 5.060 4.490 10.48
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 8.414 3.930 3.764 4.074 4.147 3.828 3.581 0.8413 1.727 19.27  9.703
[2,] 8.551 4.251 4.515 4.671 4.223 3.983 3.588 0.8689 1.896 19.77 10.115
[3,] 9.194 4.504 4.763 4.957 4.791 4.292 3.601 0.9128 1.913 20.59 10.477
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]    [,4]    [,5]     [,6]     [,7]   [,8]
[1,]    8.126    4.942   19.73   12.06   13.31   0.4082    3.699    7.3
[2,] 1873.978 1229.848 6223.50 7093.73 5735.92 155.3288  988.413 1603.3
[3,] 1953.272  539.359 4125.25 3097.70 5092.29  71.1587 1389.670  871.2
         [,9]    [,10]    [,11]    [,12]    [,13]   [,14]   [,15]    [,16]
[1,]    8.675    6.671    5.696    5.262    5.421    5.47   16.35    8.374
[2,] 1051.387 6704.658 1422.624 5695.186  693.285 5651.47 5966.41 1730.609
[3,] 1053.578 1957.305 1658.363 1423.155 1806.155 2708.45 7228.96 2894.580
       [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   10.01    7.096   15.33    9.089   17.24    7.535    25.05   12.49
[2,] 5708.23 7154.195 8456.92 6322.353 5256.19 1300.598 17276.52 7629.50
[3,] 5470.85 4696.709 6437.98 5873.295 4559.39 1995.159  8827.63 2561.11
       [,25]   [,26]  [,27]    [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   1.147   12.77   12.9    2.023   12.06   0.8088   11.61    3.56
[2,] 463.384 6371.82 7408.1  889.591 8602.77 336.1834 5995.37 1404.16
[3,] 596.865 6836.86 6964.5 1187.798 5320.62 354.3346 4904.51 1907.01
       [,33]   [,34]  [,35]   [,36]    [,37]    [,38]   [,39]   [,40]
[1,]   1.981   13.32   12.3   11.79    9.167    6.702   6.134   2.641
[2,] 493.475 3951.15 5500.4 6922.98 1783.339 3416.766 737.577 796.068
[3,] 568.021 5191.77 4534.8 3680.26 1553.417 2058.020 726.435 365.976
       [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]   5.829   2.104    7.324    8.286    5.451    3.174    5.345    8.281
[2,] 288.306 196.356 2193.700 4122.113 1940.734 1333.698 1748.298  337.479
[3,] 660.418  33.551 2518.940 2349.140 1631.362 1039.850 1939.693 5452.698
       [,49]    [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.66    4.608    7.737    7.75   2.625    7.502    6.675    5.837
[2,]   46.63 1217.368 6058.287 3100.96 821.164 7523.105 3357.156 4726.319
[3,] 6223.97  583.395 2815.839 2262.50 298.104 3292.093 4385.369 5598.866
       [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    4.39   6.456   1.366    5.214   1.935    4.582    5.13    5.071
[2,] 5916.71 676.900 137.213 5447.023 319.173 1723.478 1255.95 3191.959
[3,] 4968.43  85.776 236.105 4511.386 291.719 2961.513  621.38 1015.779
      [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    9.8   2.842    7.142   4.967    5.905   2.801    8.789    6.688
[2,] 3897.7 299.897 2857.291  60.787 6182.504 187.032 2712.308 6844.814
[3,] 1534.3 337.179 1146.125 501.235 2626.282 240.204 3679.305 1960.934
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]    9.023    9.207   10.24    9.997    7.284   2.041    7.416    5.538
[2,] 3586.228 9143.406 3187.36 6758.922 8166.685   6.807 4295.349 2007.597
[3,] 1913.702 2211.236 4993.30 4749.186 7173.990 259.426 7494.493 1369.017
        [,81]    [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.696    4.489    3.889   3.327    5.634   5.683   13.11   10.68
[2,] 5884.502 1806.491 1534.065 620.467 3705.754 430.774  830.32 2539.33
[3,] 7097.223 1868.931 1927.299 313.321 1655.334 438.947 2948.95 5637.59
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]    [,96]
[1,]    4.991    4.779    5.173    5.266    4.861   4.547   1.068    2.192
[2,] 2701.632 4158.113 3811.481 1328.891 1833.687 377.018 362.333 1308.637
[3,] 2482.104 2533.846 2768.125 3775.483 2667.160 508.831 466.394  421.732
       [,97]   [,98]
[1,]   24.47   12.32
[2,] 7365.45 4767.46
[3,] 9630.14 4552.99
[1] "--- VAR model 2017-10-01 07:31:00  completed"
[1] "Completed training sample:  2017-10-01 07:31:00 - 2017-10-01 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 08:01:00 - 2017-10-01 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          3.3399         -0.5415         -57.23         -60.57
          0.8493          0.3862         -65.53         -67.09
         -1.7668          0.2967         -58.45         -60.61
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -60.21        -0.5981            2.306           -2.831
         -60.93        -0.8337            2.557           -1.427
         -65.40        -0.5965            1.757           -2.031
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.859           -4.724          0.19271           -22.11
           -7.146           -4.612         -0.09174           -18.16
           -7.059           -4.115         -0.64478           -20.04
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5828          -10.435          -10.163           0.6405
          -1.2174           -7.456           -7.305           4.4528
          -0.5939          -10.226           -6.530           6.3203
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.080          -15.809           -1.322            18.07
           -3.679           -3.663           -7.972            14.54
           -5.281           -4.083            1.292            23.93
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -57.48           -7.402           -124.3           -64.55
           -61.64           -6.001           -122.3           -58.19
           -59.60           -6.112           -130.0           -59.16
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.213           -73.19           -68.13           -14.12
           -7.876           -65.87           -60.95           -14.47
           -7.781           -61.50           -61.32           -14.42
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -63.11           -7.677           -59.93           -25.00
           -68.68           -7.208           -62.71           -25.29
           -63.35           -7.055           -59.10           -25.05
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.05           -60.81           -57.36           -58.59
           -14.36           -58.29           -64.15           -57.74
           -13.82           -63.23           -61.67           -60.28
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.810            1.258           1.5701         -0.03073
            2.375           -1.947           1.3147         -0.06418
            1.551            5.129           0.6174         -0.27329
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         0.027119         -0.28002           -33.06           -37.86
         0.172022          0.04875           -33.22           -37.61
        -0.005118         -0.08136           -34.43           -36.95
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.142           -1.652           -30.24           15.825
            6.859           -1.549           -28.77            7.559
            6.595           -1.504           -28.43            9.556
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            25.73           -2.251          -10.876            14.49
            24.05           -2.991          -17.067            21.05
            25.06           -1.563           -9.339            21.19
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1171            6.860          -0.0606           7.3335
          -0.7485           -3.567           3.5323           2.8682
          -0.2372           -1.759          -2.7125           0.9187
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            6.656            1.685         0.075274            1.628
            3.056            1.431         0.029320            6.443
            0.178            1.112         0.009492            3.317
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.01579           -3.873            1.419          -0.3108
         -0.26725            1.099            1.942          -0.9247
          0.19359           -1.737            1.637           2.0724
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.863        -0.046501           3.0652           0.1407
            2.708        -0.060442          -0.9263          -0.3504
            4.033        -0.006666           3.9022          -0.1180
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.5706          0.05989            1.673          -1.6466
           2.1525          0.06416            2.588           0.4753
           1.5654         -0.06205           -2.194           0.7171
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4229          -0.4325            20.17            13.28
          -4.3197           0.2748            20.00            15.79
          -2.7479           0.5450            21.13            13.03
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
             7.55          0.09147            12.17          -1.9964
            13.92         -0.17065            10.97           0.8551
            12.16         -0.01192            14.55           3.2647
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.857            1.409           1.5839         -0.63292
            8.938            1.338          -0.2969          0.01208
           12.894            1.318          -1.8142          0.13266
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.098          -0.6070          1.90879           -7.042
            2.433          -0.3383         -0.35489           -1.381
            2.850          -0.1802          0.07723           -2.405
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            23.65            24.55            26.84            25.03
            24.44            25.25            27.16            26.81
            23.44            24.63            29.07            26.36
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.307           0.2847           -9.849          2.37682
            3.894          -0.1084           -9.873          0.02873
            3.780          -0.7075           -9.691         -0.26304
 rnd_95776.volume rnd_95787.volume
          -32.673           -66.72
           -5.074           -59.33
          -33.092           -56.24
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.420 4.160 16.27  9.881 10.93 0.3464 2.928 6.614 7.301 5.542 4.620
[2,] 6.480 4.160 16.58 10.865 11.50 0.3519 2.986 6.647 7.301 7.307 4.710
[3,] 6.535 4.222 16.94 11.039 11.91 0.3536 3.102 6.929 7.424 7.328 4.847
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.335 4.422 4.516 12.94 6.606 8.651 5.832 12.19 7.276 14.02 5.880
[2,] 5.694 4.439 5.795 13.48 6.675 9.440 7.146 13.22 8.316 14.45 5.928
[3,] 5.743 4.571 6.068 14.26 6.887 9.993 7.862 13.85 9.023 14.77 6.097
     [,23] [,24]  [,25] [,26] [,27] [,28]  [,29]  [,30] [,31] [,32] [,33]
[1,] 20.68 10.48 0.9220 10.38 10.58 1.632  9.968 0.6603  9.55 2.881 1.576
[2,] 23.36 11.55 0.9612 11.14 11.55 1.729 11.084 0.6912 10.27 3.009 1.618
[3,] 23.83 11.66 1.0193 11.97 12.20 1.876 11.544 0.7255 10.73 3.221 1.659
     [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.04 10.19  9.659 7.375 5.565 5.261 2.144 4.683 1.738 5.996 6.631
[2,] 11.38 10.75 10.529 7.431 5.944 5.279 2.200 4.688 1.743 6.164 7.045
[3,] 11.81 11.04 10.763 7.479 6.129 5.349 2.209 4.706 1.743 6.369 7.210
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.386 2.588 4.356 7.068 8.427 3.647 6.380 6.157 2.112 6.298 5.423
[2,] 4.609 2.770 4.515 7.071 8.442 3.687 7.351 6.438 2.133 7.697 5.765
[3,] 4.706 2.868 4.672 7.797 9.216 3.768 7.937 6.500 2.146 8.181 6.446
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.826 3.728 5.447 1.081 4.397 1.771 3.988 4.252 3.832 7.309 2.363
[2,] 5.776 5.343 5.470 1.084 5.604 1.814 4.102 4.364 4.820 8.071 2.366
[3,] 6.625 6.118 5.474 1.090 6.396 1.880 4.593 4.408 4.862 8.130 2.371
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.871 4.106 5.230 2.240 6.719 5.335 7.272 7.551 8.176 8.044 5.730
[2,] 6.156 4.108 5.917 2.245 6.818 6.680 7.652 9.461 8.346 8.963 7.623
[3,] 6.188 4.141 6.495 2.248 7.005 6.746 7.712 9.516 8.687 9.349 8.794
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.645 5.782 4.368 6.347 3.619 3.241 2.694 4.621 4.609 10.70 8.584
[2,] 1.645 6.378 4.532 7.352 3.765 3.355 2.734 5.124 4.622 10.70 8.715
[3,] 1.652 7.859 4.608 8.395 3.903 3.496 2.752 5.242 4.638 10.93 9.329
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 4.259 3.899 4.165 4.242 3.999 3.738 0.8524 1.804 16.75 10.26
[2,] 4.571 4.636 4.745 4.294 4.293 3.750 0.8811 1.941 21.01 10.62
[3,] 5.022 4.868 4.958 4.851 4.569 3.761 0.9161 1.960 21.41 10.99
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]    [,4]    [,5]     [,6]     [,7]     [,8]
[1,]    8.152    5.282   20.66   12.55   13.88   0.4399    3.719    8.398
[2,] 1478.332   45.115 5377.62 7563.04 5992.23 104.0388  977.373 1115.332
[3,] 1416.068 1205.300 5823.50 3274.10 5196.01  56.5732 1405.919 3273.666
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    9.271    7.037    5.866    5.504    5.616    5.735   16.43
[2,]  101.506 7973.343 1537.102 6182.546  647.325 6080.625 6315.72
[3,] 2247.934  933.262 1917.309 1253.836 1824.529 3009.711 7798.53
        [,16]   [,17]    [,18]   [,19]   [,20]  [,21]    [,22]    [,23]
[1,]    8.389   10.99    7.406   15.47    9.24   17.8    7.466    26.26
[2,] 1606.085 6327.37 6914.649 8598.65 6742.49 5887.3 1267.888 18180.87
[3,] 2837.925 5487.56 5487.338 6904.23 5860.83 5087.9 2385.472  7935.59
       [,24]   [,25]   [,26]   [,27]    [,28]   [,29]    [,30]   [,31]
[1,]   13.31   1.171   13.18   13.43    2.072   12.66   0.8385   12.13
[2,] 8121.02 455.151 6762.05 7756.36  954.845 8115.92 342.1992 6327.00
[3,] 2618.91 568.191 7318.09 6623.83 1220.892 5402.73 369.0803 5186.17
        [,32]   [,33]   [,34]   [,35]   [,36]    [,37]    [,38]   [,39]
[1,]    3.659   2.001   14.02   12.94   12.26    9.365    7.066    6.68
[2,] 1452.619 613.668 4585.93 5742.25 7017.56 1519.953 3497.801  731.12
[3,] 1926.793 613.205 5332.07 4206.35 3738.27 1418.936 2500.148 1445.40
       [,40]   [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   2.723   5.947   2.207    7.613    8.421    5.569    3.286    5.531
[2,] 827.295 339.662 226.853 2394.120 3983.189 2373.695 1654.595 1987.770
[3,] 331.072 689.237  20.466 2683.991 2565.349 1590.257 1243.090 2010.833
        [,48]  [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    8.975   10.7    4.631    8.101    7.819   2.682    7.997    6.887
[2,]  347.037  845.1  908.596 6114.133 3149.405 497.771 7407.765 3271.821
[3,] 5503.027 6188.2 1300.516 5012.190 1497.731 402.499 4642.691 4831.558
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    6.129    4.734   6.917   1.373    5.583   2.249    5.064    5.399
[2,] 5314.127 6408.027 839.384 123.957 5818.025 661.184 1610.187 1648.608
[3,] 5433.896 4992.333 355.424 188.541 5162.632 824.627 3458.999 1043.191
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.866    9.281   3.001    7.455   5.214    6.641   2.845    8.533
[2,] 4896.540 5734.806 197.207 3098.612 169.140 4635.143 235.033 1929.950
[3,] 1068.858 1633.707 239.849 1056.544 877.802 4483.140 215.608 2696.363
        [,72]    [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]
[1,]    6.775    9.234    9.589   10.38   10.22    7.276   2.089    7.342
[2,] 6729.131 3989.226 9543.983 2803.84 6617.93 8417.199  32.133 4510.331
[3,] 1586.708 1607.918 1705.871 4035.03 4452.59 7343.826 249.186 7686.791
        [,80]   [,81]    [,82]    [,83]   [,84]    [,85]   [,86]   [,87]
[1,]    5.546    8.06    4.596    4.116   3.421    5.867   5.853   13.58
[2,] 2026.380 6212.46 1738.225 1447.903 784.392 3707.396 580.525  532.51
[3,] 1398.658 6785.37 1722.538 1644.794 521.444 1856.614 647.536 3714.99
      [,88]    [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]
[1,]   10.9    5.409    4.951    5.289    5.386    5.078   4.747   1.082
[2,] 2526.7 2776.712 4200.242 3807.133 1116.003 2614.852 512.780 373.460
[3,] 5571.9 3482.427 2488.226 2409.237 3779.827 2618.804 480.267 420.145
        [,96]    [,97]   [,98]
[1,]    2.291    21.27   13.03
[2,] 1197.966 21228.81 4590.20
[3,]  457.174  6886.10 4678.83
[1] "--- VAR model 2017-10-01 08:01:00  completed"
[1] "Completed training sample:  2017-10-01 08:01:00 - 2017-10-01 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 08:31:00 - 2017-10-01 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.8166          0.7025         -54.84         -69.35
          0.6115          0.9586         -54.41         -63.32
         -1.7395          0.4299         -49.83         -62.65
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -66.79         0.7852           1.6821           -6.645
         -70.68         0.2777           1.1994           -7.094
         -63.18         0.3462           0.4246           -4.504
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -9.000           -9.869          -1.6860           -29.60
           -7.964           -8.712           0.4429           -26.62
           -9.901           -9.463           0.0856           -26.47
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -1.80912           -16.54           -12.55           0.7192
         -0.47193           -13.36           -10.45           0.3991
          0.09495           -13.84           -10.13           0.6925
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.868           -9.868          -11.811            18.60
          -16.797          -11.895           -3.322            20.45
          -13.293          -15.851           -7.833            17.61
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -60.74           -6.870           -129.2           -54.83
           -55.14           -6.377           -137.1           -65.17
           -53.85           -5.654           -129.2           -56.53
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.682           -70.77           -64.67           -15.17
           -8.631           -67.56           -66.21           -15.73
           -8.580           -69.62           -67.30           -16.23
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -82.41           -8.474           -81.02           -25.00
           -64.92           -8.139           -62.94           -26.74
           -64.17           -8.139           -62.91           -26.40
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.02           -80.00           -63.37           -59.43
           -14.83           -68.08           -77.62           -73.50
           -15.44           -65.25           -63.93           -65.81
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.666            5.470            1.941         -0.20075
           -1.514            1.202            1.787         -0.20920
           -0.975            4.911            1.131         -0.03576
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.3087          0.25475           -39.46           -33.77
          -0.5419          0.12786           -38.66           -40.50
          -0.2124          0.04749           -38.46           -42.70
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.046           -1.636           -31.63            2.000
            6.583           -2.327           -33.54            4.880
            8.214           -1.340           -32.19            4.314
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            25.01           -3.552           -16.87            11.10
            19.80           -2.485           -13.48            12.67
            19.17           -3.410           -18.85            11.13
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.0278          -13.276           -7.142           -8.656
           0.0078           -8.388           -7.189           -8.340
           0.1266          -11.263           -4.916           -5.065
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.580            4.094         -0.14220            4.049
           -8.259            3.634         -0.14860           -6.841
           -6.506            4.271         -0.07217           -5.024
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4153            1.275            3.541           -3.355
           0.3737           -3.514            2.617            4.597
           0.8707           -4.060            2.663           -3.535
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.431         0.001672          -2.0399            1.091
            5.326        -0.070906           2.7372            1.171
           -1.359         0.003828           0.7896            0.459
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.423        -0.134466           -1.511           -2.901
            3.547         0.050756           -1.152           -2.400
            4.623        -0.002088           -2.013           -1.777
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -0.706           -3.686            25.95           13.006
           -2.287           -4.274            24.27           10.412
           -1.902           -1.935            24.49            9.313
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           14.681         0.081985            14.73          -1.3245
           11.750        -0.061162            14.73          -1.5894
            9.464        -0.004199            13.11          -0.4025
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
             9.13            1.754           -2.422          -0.8171
            14.63            1.619           -2.892           0.5185
            11.71            1.545           -2.069           0.2813
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.050          -0.4847           0.9508           -6.402
           -3.028          -0.6108           1.5732           -5.321
            2.527          -0.8529           0.4922           -3.944
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            22.16            23.54            21.77            21.41
            20.24            23.64            22.98            21.82
            21.06            23.41            22.08            22.21
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3839         -1.53489           -10.39          -1.9352
           2.6134          0.01156           -10.79          -0.5839
          -1.3450          0.57056           -10.66          -0.6890
 rnd_95776.volume rnd_95787.volume
           -22.72           -60.09
           -46.85           -66.78
           -34.43           -58.59
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.422 4.358 20.33 10.38 10.89 0.8347 2.957 6.804 8.062 5.724 4.839
[2,] 6.492 4.358 21.70 11.47 11.48 0.8651 3.015 6.830 8.142 7.460 4.974
[3,] 6.542 4.413 22.82 11.70 11.77 0.9294 3.128 7.123 8.545 7.468 5.145
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.389 4.551 4.716 13.03 6.613  8.864 5.945 13.13 7.409 16.35 6.370
[2,] 5.811 4.567 5.977 13.59 6.680  9.501 7.320 14.04 8.512 17.04 6.601
[3,] 5.862 4.701 6.258 14.39 6.906 10.142 7.984 14.56 9.240 18.60 7.166
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30]  [,31] [,32] [,33]
[1,] 21.89 11.24 0.9480 10.83 11.03 1.671 10.38 0.6825  9.943 2.993 1.602
[2,] 25.54 12.72 0.9883 11.66 12.26 1.773 11.58 0.7156 10.731 3.135 1.633
[3,] 26.03 12.92 1.0573 12.52 13.21 1.927 12.20 0.7574 11.273 3.378 1.671
     [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.45 10.68  9.974 7.555 5.691 5.516 2.289 4.820 1.793 6.334 7.105
[2,] 11.87 11.40 10.901 7.605 6.082 5.550 2.300 4.823 1.801 6.494 7.631
[3,] 12.44 11.67 11.172 7.658 6.236 5.624 2.308 4.863 1.801 6.749 7.798
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.427 2.688 4.246 7.272 8.641 3.713 6.642 6.386 2.301 5.976 5.252
[2,] 4.630 2.856 4.489 7.275 8.668 3.744 7.597 6.789 2.316 7.755 6.081
[3,] 4.717 2.971 4.635 8.028 9.482 3.845 8.118 6.877 2.342 8.466 6.863
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.954 3.766 5.479 1.111 4.571 1.807 4.195 4.369 3.869 7.480 2.442
[2,] 5.587 5.066 5.492 1.112 5.805 1.852 4.341 4.493 4.950 8.333 2.445
[3,] 6.964 6.383 5.531 1.115 6.383 1.928 4.742 4.540 5.021 8.418 2.450
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.951 4.439 5.435 2.303 6.755 5.400 7.447 7.735 8.179 8.090 5.969
[2,] 6.248 4.456 6.040 2.305 6.832 6.687 7.923 9.638 8.385 9.123 7.798
[3,] 6.280 4.563 6.635 2.307 7.053 6.768 7.982 9.691 8.694 9.560 8.996
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.671 5.789 4.457 6.362 3.638 3.336 2.756 4.703 4.810 10.83 8.613
[2,] 1.671 6.539 4.605 7.512 3.816 3.415 2.800 5.290 4.816 10.83 8.751
[3,] 1.675 8.149 4.684 8.538 3.943 3.518 2.819 5.405 4.825 11.10 9.402
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 4.383 4.222 4.523 4.567 4.129 3.838 0.8791 1.851 17.09 10.96
[2,] 4.669 4.878 4.997 4.650 4.366 3.856 0.9098 1.980 21.73 11.46
[3,] 5.054 5.085 5.218 5.122 4.559 3.870 0.9501 1.999 22.10 11.79
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]    8.155   5.533   25.82   13.18   13.83   1.06   3.755    8.64
[2,] 1046.150  23.967 8387.47 5402.87 4005.90 250.94 646.597  651.24
[3,]  887.799 766.469 7776.58 2525.56 2890.02 374.81 920.889 2231.32
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]   10.24    7.268    6.144    5.574    5.779    5.989   16.55    8.397
[2,] 1249.76 5279.345 1272.206 4202.442  422.395 4050.749 4245.01 1044.256
[3,] 2864.50  388.540 1451.194  851.374 1232.616 2047.562 5213.83 1932.101
       [,17]   [,18]   [,19]    [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.26    7.55   16.67    9.409   20.76    8.089    27.79   14.27
[2,] 3773.99 4711.85 5499.30 4623.036 5317.95 1908.314 14523.98 6578.91
[3,] 3916.35 3516.31 4243.04 3967.206 8212.75 3077.407  5518.38 2504.85
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.204   13.75   14.01   2.121   13.18   0.8667   12.63    3.801
[2,] 308.238 4760.55 5896.79 655.861 5657.53 237.3947 4453.07 1028.344
[3,] 414.464 5033.39 5435.65 831.303 4243.86 273.6243 3809.78 1387.399
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.035   14.54   13.57   12.67   9.593    7.227    7.004   2.907
[2,] 348.129 3454.43 4373.78 4855.14 959.599 2367.754  679.207 240.600
[3,] 391.296 4093.06 2773.35 2700.09 999.029 1520.173 1007.033 215.109
      [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]   6.12   2.276    8.044    9.022    5.621    3.414    5.392    9.234
[2,] 203.37 188.620 1581.024 3070.034 1495.641 1063.754 1607.098  251.792
[3,] 683.22   2.420 2025.974 1775.905  998.996  902.955 1275.413 3743.621
       [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.97   4.714    8.434    8.109   2.922    7.588    6.669    6.291
[2,]  750.18 535.528 4070.060 2542.101 286.396 5453.778 3381.713 2850.298
[3,] 4243.05 963.800 3155.993 1211.918 389.291 3746.643 3510.951 4586.804
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.782   6.958  1.411    5.805   2.294    5.327    5.548    4.913
[2,] 3738.806 413.382 58.983 3948.546 450.485 1229.053 1157.279 3406.805
[3,] 4285.212 722.310 88.694 2927.858 590.951 2107.497  716.778  927.255
        [,65]   [,66]    [,67]    [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    9.498   3.101    7.557    5.637    6.902   2.925    8.578    6.857
[2,] 4052.033 129.230 2100.638  430.217 2906.828 107.764 1126.661 4353.102
[3,] 1323.328 178.303  696.354 1084.228 3030.309 101.399 1933.314 1152.982
        [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.456    9.822   10.39   10.27    7.579   2.121    7.351    5.66
[2,] 2984.690 6343.911 2036.21 4652.51 5536.848  41.843 3356.504 1275.06
[3,] 1069.444 1121.499 2535.77 3152.80 4949.471 131.250 5364.328  944.92
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    8.079    4.62   4.236   3.499    5.972   6.108   13.75   10.94
[2,] 4406.422 1271.11 806.213 545.709 2672.503 282.646  222.31 1707.05
[3,] 4478.380 1094.54 931.013 363.390 1223.310 316.803 2686.42 3794.20
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]  [,96]
[1,]    5.566    5.361    5.744    5.799    5.243   4.874   1.116   2.35
[2,] 1774.496 2696.978 2343.409  967.454 1566.077 405.395 258.720 777.71
[3,] 2134.559 1581.665 1655.789 2369.159 1448.159 357.586 302.126 297.82
       [,97]   [,98]
[1,]    21.7   13.91
[2,] 14804.7 3708.82
[3,]  4433.2 3046.53
[1] "--- VAR model 2017-10-01 08:31:00  completed"
[1] "Completed training sample:  2017-10-01 08:31:00 - 2017-10-01 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 09:01:00 - 2017-10-01 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.396         0.09322         -48.46         -60.05
           4.545         0.49226         -47.14         -55.99
           2.915         0.37614         -54.30         -58.23
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -66.29         0.6968           1.2693            1.096
         -58.87         0.5666           0.9970           -0.618
         -55.20         0.6802           0.2179           -1.067
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.860          -8.4298            1.278           -26.21
           -4.167           0.1228            3.557           -19.61
           -6.071          -1.8837            3.034           -19.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8273          -13.043           -9.185           0.3706
           0.2770          -12.418           -6.374          -0.1425
           0.2881           -7.518           -5.401           2.8642
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.487           -5.582           -7.193            19.23
          -12.873          -12.216           -2.117            24.90
           -4.239          -11.922           -6.794            19.02
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -52.59           -6.315           -121.6           -62.15
           -47.11           -6.050           -121.8           -56.65
           -47.64           -5.504           -110.1           -55.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.405           -57.18           -60.31           -13.60
           -8.242           -60.17           -61.43           -13.80
           -8.266           -61.48           -63.69           -14.01
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.03           -7.325           -55.55           -26.34
           -56.39           -7.458           -56.35           -24.57
           -59.75           -7.293           -56.85           -25.58
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.23           -68.25           -72.97           -59.55
           -13.61           -62.50           -59.75           -60.81
           -14.37           -55.98           -58.20           -59.84
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.366          -0.3211            2.831          0.34890
           -1.461           2.7833            2.643          0.17308
           -1.320          -3.8810            1.812          0.05154
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.32292         0.021962           -35.39           -43.08
         -0.14600        -0.013648           -36.57           -38.58
         -0.05055        -0.002241           -37.57           -38.92
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.297          -0.9187           -30.94           10.877
            7.901          -0.1792           -28.01            9.757
            6.843          -0.3391           -28.31            9.491
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.958           -1.255           -7.811           11.494
           15.502           -2.205          -19.011            6.234
           12.759           -1.073          -12.093           10.204
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4931          -12.106          -12.523           -5.859
          -0.5352           -7.231           -4.638           -6.963
          -0.2619          -11.689          -12.126           -6.061
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.015            3.006          0.02020           -8.255
          -13.085            2.585          0.07769           -5.233
           -4.377            3.258          0.07459           -6.698
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.853           -7.771          0.65762           -3.010
           -1.589           -5.739         -0.51500           -7.474
           -1.267           -5.253         -0.06898           -4.611
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.914         0.075662           -3.507          0.87086
           -6.931         0.088159           -2.673          0.05319
           -3.373        -0.003346           -5.060          0.04952
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.712        -0.006007            3.632           -1.628
           -1.253         0.123439            4.251            2.265
           -7.382        -0.085202            1.352            3.687
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.1725          -4.4056            23.58            15.81
          -2.8319           0.1922            23.54            11.57
          -0.6484           2.2711            24.09            13.81
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           30.482          -0.1548            16.88           0.6235
            9.851          -0.1063            18.11          -1.1015
           13.283          -0.0236            10.97           1.7143
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.582          -0.5717           -3.202          0.09949
           24.699           0.7094           -1.028          0.08925
           11.611           0.9639           -2.984          0.15785
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.792           0.4407          0.06303           0.4758
            1.869          -0.4846          1.64130           3.7203
           -2.751           0.2375          0.36793           1.5112
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            8.340            9.673            7.799            9.389
            9.252            7.047            7.433            9.279
            6.366            8.753           11.136            8.311
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.128            1.304          -10.844           0.7275
           -4.392            0.671          -10.187          -0.8784
           -1.375            1.826           -9.826          -0.4280
 rnd_95776.volume rnd_95787.volume
           -29.88           -57.24
           -20.29           -64.16
           -29.43           -60.36
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.496 4.443 22.57 10.81 11.24 1.077 2.985 6.959 8.277 6.099 4.993
[2,] 6.547 4.443 23.94 11.98 11.95 1.091 3.030 6.976 8.361 8.262 5.157
[3,] 6.604 4.490 25.20 12.12 12.20 1.175 3.131 7.294 8.777 8.360 5.341
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.542 4.519 4.754 13.91 6.540  8.869 5.911 14.99 7.467 16.69 6.094
[2,] 6.039 4.527 6.190 14.26 6.577  9.450 7.224 15.85 8.638 17.42 6.331
[3,] 6.109 4.626 6.505 15.38 6.719 10.081 7.907 16.28 9.274 18.96 6.927
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 22.75 11.53 0.9044 11.05 11.36 1.681 10.71 0.7030 10.23 3.076 1.700
[2,] 26.53 12.93 0.9366 11.96 12.79 1.784 11.84 0.7316 11.03 3.188 1.723
[3,] 26.99 13.11 0.9952 12.82 13.34 1.949 12.59 0.7677 11.65 3.449 1.774
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.72 11.20 10.25 7.510 5.822 5.757 2.382 4.859 1.831 7.398 7.482
[2,] 12.18 11.87 11.18 7.547 6.243 5.788 2.390 4.865 1.839 7.725 8.496
[3,] 12.58 12.30 11.42 7.594 6.381 5.867 2.396 4.898 1.840 8.497 8.659
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.531 2.602 4.509 7.506 8.793 3.786 6.913 6.551 2.349 5.993 5.517
[2,] 4.769 2.765 4.791 7.508 8.925 3.822 7.858 6.927 2.363 8.056 6.628
[3,] 4.870 2.874 4.960 8.278 9.790 3.942 8.289 7.038 2.385 8.804 7.293
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.086 3.802 5.810 1.134 4.666 1.845 4.298 4.469 3.989 7.527 2.526
[2,] 5.772 5.303 5.846 1.134 5.869 1.904 4.381 4.606 5.038 8.366 2.528
[3,] 7.316 6.791 5.873 1.136 6.590 1.978 4.835 4.656 5.089 8.443 2.533
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.083 4.737 5.563 2.353 6.797 5.408 7.685 7.822 8.273 8.099 6.030
[2,] 6.382 4.764 6.211 2.355 6.833 6.823 8.187 9.790 8.521 9.004 7.939
[3,] 6.408 4.867 6.828 2.357 7.055 6.881 8.243 9.822 8.910 9.476 9.208
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.697 5.906 4.386 6.206 3.370 3.436 2.795 4.875 4.893 11.06 8.743
[2,] 1.697 6.701 4.496 7.360 3.514 3.540 2.855 5.492 4.894 11.07 8.865
[3,] 1.701 8.356 4.546 8.464 3.583 3.659 2.882 5.614 4.902 11.32 9.552
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 4.026 4.861 4.660 4.605 4.276 4.154 0.8803 1.913 18.36 11.87
[2,] 4.394 5.207 5.037 5.337 4.534 4.155 0.9198 2.031 23.11 11.89
[3,] 4.763 5.524 5.295 5.600 4.731 4.240 0.9437 2.052 23.84 12.64
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]     [,8]
[1,]   8.249   5.641   28.66   13.73   14.27   1.367   3.79    8.837
[2,] 878.467  42.977 8602.02 5566.99 4366.29 189.331 558.08  524.184
[3,] 925.160 699.649 8479.75 1970.65 2650.13 469.796 850.03 2295.282
        [,9]    [,10]   [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]   10.51    7.745    6.34    5.768    5.738    6.037   17.66    8.305
[2,] 1275.04 5999.489 1388.95 4283.584  288.292 4267.581 3399.67  748.802
[3,] 2875.03 1377.443 1497.01  994.213 1024.826 2152.659 6189.44 1483.477
       [,17]    [,18]   [,19]    [,20]  [,21]    [,22]    [,23]   [,24]
[1,]   11.26    7.506   19.03    9.483   21.2    7.738    28.89   14.65
[2,] 3512.01 4470.987 5543.32 4673.522 5348.4 1846.234 14699.71 6299.79
[3,] 3781.07 3459.847 4006.37 3635.072 8075.2 3027.461  5311.39 2283.43
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.148   14.04   14.43   2.134   13.61   0.8927   12.98    3.906
[2,] 262.125 4913.09 6328.29 644.882 5434.52 218.2257 4442.57  901.662
[3,] 362.065 4983.81 4067.85 843.627 4610.17 250.3433 4062.16 1414.914
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.159   14.88   14.22   13.02   9.537    7.393    7.311   3.024
[2,] 299.907 3577.80 4246.80 4803.83 801.769 2426.184  636.880 217.619
[3,] 455.453 3384.92 3479.53 2508.83 908.669 1421.898 1038.603 171.622
      [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]   6.17   2.325    9.395    9.502    5.753    3.305    5.725    9.531
[2,] 259.01 184.331 2391.251 4332.747 1602.349 1004.603 1743.459  161.337
[3,] 608.43  69.352 3809.918 1797.166 1061.152  845.504 1385.108 3755.178
       [,49]    [,50]    [,51]    [,52]   [,53]   [,54]    [,55]    [,56]
[1,]   11.17    4.807    8.778    8.319   2.983    7.61    7.005    6.459
[2,] 1642.70  568.649 4023.037 2423.997 270.379 5795.73 3955.000 2938.356
[3,] 4331.14 1036.938 2838.793 1343.005 347.466 3823.28 3274.719 4839.621
        [,57]   [,58] [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.827   7.377  1.44    5.925   2.343    5.458    5.675    5.065
[2,] 3980.845 702.478 24.97 3832.875 506.301  912.737 1198.312 3312.144
[3,] 4566.832 606.598 69.61 3226.665 576.994 2201.017  732.154  777.381
        [,65]   [,66]    [,67]    [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    9.558   3.208    7.724    6.016    7.065   2.988    8.631    6.867
[2,] 3931.590 108.787 2080.587  542.986 2972.232 107.087  760.439 4479.188
[3,] 1219.721 172.679  618.046 1074.497 3054.594 104.113 1889.960  963.143
        [,73]    [,74]   [,75]   [,76]    [,77]   [,78]  [,79]    [,80]
[1,]    9.759    9.933   10.51   10.28    7.657   2.155    7.5    5.569
[2,] 3038.295 6337.865 2194.09 4233.94 5560.270  14.250 3408.8 1064.489
[3,] 1034.573  856.567 2806.57 3179.90 5021.757 116.828 5373.4  725.471
        [,81]    [,82]   [,83]  [,84]   [,85]   [,86]   [,87]  [,88]
[1,]    7.881    4.279   4.363   3.55    6.19   6.213   14.05   11.1
[2,] 4258.775 1073.511 915.152 623.59 2724.27 104.342  173.99 1581.5
[3,] 4501.250  750.105 996.194 425.96 1248.19 307.502 2572.90 3830.2
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]    5.113    6.173    5.917    5.847    5.43   5.275   1.118   2.429
[2,] 1894.424 2006.882 2058.071 2905.899 1622.74  93.302 286.814 733.616
[3,] 1979.390 1986.123 1756.875 1825.256 1451.70 913.358 227.547 318.134
        [,97]   [,98]
[1,]    23.32   15.07
[2,] 15116.04  712.23
[3,]  6267.12 4624.94
[1] "--- VAR model 2017-10-01 09:01:00  completed"
[1] "Completed training sample:  2017-10-01 09:01:00 - 2017-10-01 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 09:31:00 - 2017-10-01 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.558          0.6708         -66.33         -71.40
           1.061          0.5748         -64.47         -63.52
           2.626          0.1953         -65.90         -63.43
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -55.65         0.8586           1.5418           -3.511
         -61.57         0.6458           0.9305           -5.151
         -59.94         0.3545           1.2981           -3.635
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.174           -7.188          -0.1074           -24.45
           -6.072           -4.731          -0.6677           -21.16
           -5.818           -7.492          -1.4971           -21.55
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5376           -16.05           -4.961            1.496
          -0.3001           -10.90           -3.629            1.790
          -0.3540           -10.50           -2.998            2.420
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.131           -5.337          -13.260            11.34
          -13.222           -9.001           -2.884            22.00
           -7.993          -13.690           -5.959            20.58
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -67.72           -7.015           -121.2           -55.22
           -61.28           -6.549           -139.3           -57.79
           -61.88           -5.874           -130.5           -62.54
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.125           -67.92           -74.61           -12.76
           -7.828           -63.81           -64.15           -12.84
           -7.823           -70.80           -67.87           -13.32
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.20           -7.545           -65.92           -25.26
           -65.04           -7.837           -66.70           -24.27
           -62.05           -7.594           -59.57           -24.46
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.22           -64.52           -48.78           -56.35
           -14.35           -62.43           -57.44           -62.25
           -14.04           -63.19           -54.84           -61.01
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.745           7.7593            2.223          0.07062
            2.986          -0.8668            2.821         -0.13571
            1.477          -0.1734            1.782         -0.05040
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1416         0.080838           -34.26           -34.86
           0.5433        -0.043084           -35.34           -34.48
           0.1961         0.008008           -35.75           -34.31
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.187          -2.2358           -29.27            7.960
            5.645          -1.8040           -29.97            9.897
            7.917          -0.6286           -29.27           10.890
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.490          -1.7482          -14.522            11.85
           11.529          -0.7999           -5.415            10.52
            8.129          -0.7989          -10.124            10.96
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.15487          -10.750           -4.370           0.1632
         -0.03302           -3.086           -7.735          -6.6003
          0.11574           -1.059           -2.175          -2.6256
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.190            2.399         -0.06198           -9.926
           -5.072            2.665         -0.05429            1.063
           -7.721            1.654         -0.02363           -5.418
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4194           -8.513           2.3991           0.9098
          -0.1071           -1.827           1.2473          -7.2112
          -0.1288           -3.344           0.5195           0.5993
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.474        -0.140175           -0.305            5.068
           -5.085         0.017707           -2.851            4.798
            1.831        -0.006448           -1.720            2.980
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.114        0.0382764            5.709          -0.1569
           -2.075       -0.0036270            2.336           3.4150
           -3.407       -0.0008128            3.101           2.1018
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.867           -3.106            20.07            16.97
            1.429            3.019            20.36            10.98
            1.929           -0.873            18.91            13.63
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            19.87         -0.06775            8.509           1.4695
             9.32         -0.12322           18.027          -0.4751
            13.26         -0.02579           10.764          -0.1786
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.891           0.8517          -1.1998           0.6661
           19.050           0.4094          -2.5015           1.2637
            9.989           1.1099          -0.4461          -0.4276
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.470          0.25978           0.9647           -6.038
            6.777         -0.04647           2.7886            1.946
           -1.160          0.68486           0.4426           -1.476
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.816            9.814            5.627            7.664
            6.921            8.040            8.595            7.336
            6.045            9.033            8.079            7.953
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.527          -0.3174          -10.291          -0.7381
           -1.328          -0.9362           -9.807          -0.2887
            1.170          -0.2881          -10.202          -0.5642
 rnd_95776.volume rnd_95787.volume
            2.566           -60.73
           -7.396           -61.20
           -3.731           -66.41
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.462 4.433 22.68 11.56 11.72 1.282 2.900 7.020 8.336 6.097 5.048
[2,] 6.517 4.434 24.07 13.20 12.90 1.299 2.937 7.035 8.424 8.337 5.204
[3,] 6.603 4.478 25.32 13.61 13.52 1.398 3.028 7.352 8.845 8.436 5.401
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.632 4.550 4.870 14.00 6.850 8.710 5.975 15.24 7.429 17.11 6.363
[2,] 6.145 4.558 6.396 14.38 6.911 9.253 7.295 15.90 8.626 17.87 6.609
[3,] 6.251 4.662 6.773 15.49 6.934 9.849 7.898 16.26 9.340 19.53 7.198
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.32 12.33 0.9414 11.69 11.76 1.684 11.27 0.7192 10.46 3.209 1.808
[2,] 29.27 14.09 0.9866 13.35 13.76 1.794 12.77 0.7502 11.49 3.379 1.847
[3,] 30.56 14.61 1.0855 14.19 14.44 1.963 14.04 0.7916 12.52 3.691 1.922
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]  [,44]
[1,] 12.64 12.26 10.42 7.580 5.897 6.200 2.439 5.034 1.904 7.677  9.260
[2,] 13.89 13.31 11.40 7.604 6.357 6.232 2.444 5.035 1.913 7.971  9.741
[3,] 14.46 13.98 11.83 7.644 6.473 6.314 2.450 5.079 1.915 8.824 10.511
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.550 2.636 4.809 7.646 8.934 4.365 7.896 6.817 2.400 6.018 5.378
[2,] 4.783 2.761 4.941 7.646 9.075 4.440 9.051 7.117 2.413 9.048 6.718
[3,] 4.892 2.893 5.069 8.468 9.902 4.612 9.675 7.347 2.434 9.524 7.261
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.311 3.807 5.852 1.142 4.734 1.869 4.418 4.558 3.970 7.430 2.532
[2,] 6.061 5.363 5.897 1.143 5.886 1.929 4.502 4.686 5.096 8.326 2.534
[3,] 7.994 7.146 5.924 1.144 6.717 2.013 4.954 4.735 5.144 8.427 2.537
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.976 4.976 5.683 2.444 6.698 5.424 7.858 7.697 8.622 7.827 6.044
[2,] 6.469 5.021 6.347 2.444 6.793 6.842 8.460 9.672 8.906 8.858 8.045
[3,] 6.493 5.125 6.950 2.445 7.050 6.898 8.540 9.729 9.386 9.355 9.369
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.728 5.840 4.066 6.086 3.322 3.499 2.821 4.692 4.962 10.87 8.925
[2,] 1.728 6.605 4.195 7.265 3.353 3.626 2.878 5.444 4.962 10.87 8.998
[3,] 1.738 8.388 4.222 8.538 3.365 3.826 2.907 5.728 4.973 11.15 9.745
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 4.056 5.007 4.603 5.042 4.449 4.222 0.9225 1.938 22.74 13.25
[2,] 4.489 5.322 5.057 5.265 4.671 4.223 0.9851 2.056 24.99 13.59
[3,] 4.839 5.678 5.273 5.633 4.904 4.305 1.0237 2.087 27.53 14.58
Root mean square errors of predictions:  
         [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]    8.206   5.629   28.8   14.68   14.89   1.628   3.683    8.914
[2,]  885.644 102.580 8435.3 6683.08 5644.56 222.108 483.592  490.490
[3,] 1112.090 655.473 8228.3 3468.79 4209.55 540.729 770.012 2234.325
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]   [,16]
[1,]   10.59    7.743    6.411    5.881    5.778    6.185   17.78   8.698
[2,] 1270.67 5950.306 1323.202 4225.999  290.950 4339.429 3400.12 958.189
[3,] 2823.23 1348.346 1511.027 1202.898 1021.484 2332.600 6035.85 597.618
       [,17]    [,18]   [,19]    [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   11.06    7.587   19.36    9.434   21.73    8.08    30.88   15.66
[2,] 3269.00 4380.771 4728.14 4589.234 5389.75 1867.61 17054.15 7128.63
[3,] 3533.39 3167.785 3567.45 3748.620 8260.28 2986.20  9197.20 4046.09
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.195   14.84   14.94   2.139   14.31   0.9133   13.28    4.075
[2,] 308.763 6759.31 7479.66 646.524 6288.80 223.3272 4971.71 1107.209
[3,] 473.820 5032.04 4583.87 834.524 6089.86 264.4722 5196.99 1556.276
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.296   16.05   15.57   13.23   9.625    7.488    7.873   3.097
[2,] 394.211 6029.82 5429.14 4837.07 629.431 2485.515  662.651 169.020
[3,] 555.506 4196.55 4470.33 3294.42 823.743 1273.947 1063.839 183.022
       [,41]   [,42]    [,43]   [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.392   2.418    9.748   11.76    5.778   3.348    6.107    9.709
[2,] 127.879 193.625 2248.217 3163.25 1542.083 859.341 1188.477   24.341
[3,] 698.739  82.730 3961.460 4133.50 1073.060 903.055 1186.000 3809.358
       [,49]    [,50]   [,51]    [,52]   [,53]    [,54]   [,55]    [,56]
[1,]   11.35    5.542   10.03    8.657   3.048    7.642    6.83    6.745
[2,] 1664.89  852.926 4631.10 2140.286 261.414 7071.581 4212.44 3055.876
[3,] 4147.04 1306.340 3577.87 1909.291 331.194 3109.861 2883.76 5455.815
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]    [,63]    [,64]
[1,]    4.834   7.431  1.451    6.011   2.373    5.61    5.789    5.041
[2,] 3952.723 759.085 24.657 3661.237 499.505  905.40 1136.094 3344.378
[3,] 4944.008 589.053 52.045 3387.683 600.896 2163.33  712.935  730.375
        [,65]   [,66]    [,67]    [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    9.436   3.215    7.588    6.319    7.216  3.103    8.505    6.887
[2,] 3930.897  94.618 2593.705  698.600 2958.291 56.617 1183.439 4364.438
[3,] 1366.355 137.251  575.556 1076.353 2964.061 47.761 1975.965  925.039
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]    9.978    9.774   10.95    9.939    7.675   2.195    7.416    5.163
[2,] 3281.003 6129.875 2334.67 4341.149 5556.690   1.958 3228.896 1082.155
[3,] 1217.348 1102.986 3098.96 3149.126 5024.779 189.095 5411.641  498.906
        [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]   [,88]
[1,]    7.728   4.219    4.443   3.582    5.958   6.30   13.81   11.33
[2,] 4152.990 474.064  997.775 596.192 2890.672  72.59   35.74 1193.69
[3,] 4693.273 294.426 1275.769 424.546 1862.477 348.71 2582.20 3918.38
       [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    5.15    6.358    5.845    6.403    5.649   5.361   1.171   2.461
[2,] 2013.94 1889.552 2191.297 1584.082 1489.710 110.765 361.633 717.947
[3,] 1892.46 2071.033 1562.647 2096.597 1563.728 873.910 291.334 375.448
        [,97]   [,98]
[1,]    28.87   16.82
[2,] 10858.78 3184.91
[3,] 12076.39 5508.99
[1] "--- VAR model 2017-10-01 09:31:00  completed"
[1] "Completed training sample:  2017-10-01 09:31:00 - 2017-10-01 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 10:01:00 - 2017-10-01 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5499        -0.01751         -59.45         -72.36
          1.0445        -0.22972         -60.04         -61.64
          2.6941        -0.16351         -60.37         -69.15
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.30         2.6836            1.437          -2.6056
         -56.89         1.6622            1.407          -0.1581
         -53.90         0.8768            1.343          -0.2302
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.3754           -2.088           3.0923           -17.94
           0.1404           -4.243           0.8901           -20.66
           2.3707           -1.123           0.7646           -16.49
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.3450           -2.431           -9.422           0.1664
           0.8353           -6.174           -6.197           1.2530
           1.0103           -3.654           -5.339           2.0420
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.356          -18.207           -8.178            25.11
           -5.009           -6.674          -10.768            18.04
           -5.740           -4.342           -3.587            19.44
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.48           -6.960           -132.6           -69.15
           -66.72           -6.292           -113.6           -63.02
           -70.10           -5.634           -123.1           -68.11
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.879           -55.74           -69.36           -13.68
           -7.897           -63.54           -69.29           -13.76
           -7.755           -60.41           -69.58           -13.61
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -59.84           -8.129           -63.23           -21.52
           -53.32           -7.896           -61.34           -22.29
           -61.12           -7.935           -59.90           -22.03
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.49           -68.36           -53.64           -51.39
           -15.83           -69.27           -54.96           -62.76
           -15.73           -63.80           -51.38           -62.25
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6528            1.181           1.8235           0.2595
          -0.9445           -3.527          -0.2973           0.2740
          -0.5395            3.404           0.8412           0.1017
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.19205        -0.066926           -40.89           -46.28
          0.07327         0.094211           -40.54           -45.03
          0.02607        -0.006612           -41.00           -44.91
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.087          -1.3413           -28.18            6.226
            6.540          -0.5981           -29.82            6.373
            6.657          -1.3856           -30.46            6.524
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            10.67           -2.416           -1.108            12.76
            13.82           -2.661           -3.679            12.29
            12.28           -2.613           -3.136            13.34
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1755            1.780          -2.9176          -0.4627
           0.4218           -1.076          -0.4417           1.8729
           0.2139            0.744          -0.3698           0.4679
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.299          -0.5491        -0.020857          -4.1696
           -1.730           0.6670        -0.005321          -0.1976
           -1.325           0.1345        -0.000425           0.2335
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5548           -4.260            2.890          -4.9402
           0.4163           -1.357            2.166          -2.8334
           0.1416           -1.629            1.118           0.9401
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.3479          0.01161           -4.426           0.1256
           0.2293         -0.04270           -3.519          -0.1184
           0.7507         -0.03021            1.098          -0.3981
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.154        -0.040071          -2.6702           4.0999
           -5.030        -0.015099           1.3733          -2.1449
            1.806         0.009456           0.9462          -0.1261
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -5.0375           0.2697            27.00            17.57
          -0.9315          -4.7188            27.80            13.55
          -1.0048          -1.6723            25.03            13.18
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            14.38          0.10006            14.82         -0.06023
            16.62         -0.11740            15.02          0.62431
            11.53          0.01971            12.17         -0.20845
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            15.55           0.7805          -2.2664          -0.8426
            13.41           1.3476          -0.3191           0.5075
            14.31           1.4218          -0.4368          -0.3517
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -5.3295          -0.3247           1.1194            8.962
           1.7586           0.2129           1.7921            4.128
          -0.2601          -0.4436           0.3526            4.050
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.485            10.61            13.13            11.28
           10.282            12.43            10.22            11.97
           10.024            11.59            11.75            12.44
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.4928           2.8076           -10.35          1.50260
           0.6913           1.7568           -10.26         -0.56350
           1.2528           0.4426           -10.14         -0.02997
 rnd_95776.volume rnd_95787.volume
           -8.023           -61.35
           -1.079           -72.86
           -5.407           -69.93
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.294 4.522 22.85 11.41 12.16 1.403 2.843 7.060 8.291 6.155 5.113
[2,] 6.348 4.522 24.24 13.13 13.32 1.412 2.877 7.080 8.374 8.356 5.276
[3,] 6.422 4.551 25.49 13.53 13.99 1.511 2.954 7.386 8.806 8.463 5.488
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.157 4.595 5.365 14.06 6.816 8.688 5.927 15.11 8.358 17.26 6.370
[2,] 6.870 4.606 7.066 14.43 6.881 9.350 7.261 15.51 9.363 18.03 6.619
[3,] 7.288 4.726 7.700 15.55 6.902 9.989 8.040 15.87 9.876 19.65 7.216
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.62 12.58 0.9372 11.99 11.77 1.653 11.23 0.7194 11.00 3.235 1.954
[2,] 29.83 14.37 0.9797 13.62 13.94 1.774 12.70 0.7594 12.41 3.392 2.003
[3,] 31.13 14.95 1.0815 14.48 14.63 1.939 13.96 0.8002 13.19 3.700 2.216
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]  [,44]
[1,] 12.79 12.59 10.88 7.581 6.012 6.474 2.459 5.066 1.970 7.796  9.428
[2,] 14.05 13.60 11.96 7.597 6.552 6.505 2.465 5.067 1.978 8.090  9.982
[3,] 14.71 14.25 12.66 7.644 6.669 6.564 2.471 5.104 1.981 8.942 10.745
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.431 2.587 4.935 7.776 8.850 4.409  7.739 6.759 2.445 6.031 5.464
[2,] 4.729 2.705 5.071 7.776 9.030 4.485  9.862 7.045 2.460 8.905 6.807
[3,] 4.813 2.833 5.578 8.620 9.792 4.684 10.313 7.298 2.477 9.717 7.641
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.338 3.823 5.973 1.145 4.939 1.899 4.515 4.614 4.052 7.349 2.567
[2,] 6.210 5.357 6.020 1.146 6.074 1.959 4.614 4.737 5.154 8.283 2.572
[3,] 8.176 7.049 6.040 1.146 6.955 2.044 5.072 4.791 5.197 8.373 2.579
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.096 5.103 5.825 2.464 6.941 5.149 7.827 7.532 8.579 6.404 5.749
[2,] 6.633 5.146 6.512 2.464 7.021 6.702 8.504 9.610 8.858 8.750 7.927
[3,] 6.655 5.236 7.097 2.464 7.463 6.744 8.576 9.644 9.362 9.306 9.262
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.732 4.808 4.167 5.974 3.388 3.555 2.885 4.671 5.125 11.03  9.357
[2,] 1.732 6.318 4.220 7.079 3.420 3.689 2.948 5.449 5.125 11.03  9.439
[3,] 1.742 8.226 4.253 8.312 3.445 3.958 2.984 5.753 5.129 11.28 10.089
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.879 4.509 4.892 4.920 4.528 4.229 0.9369 2.005 23.92 13.55
[2,] 4.280 5.150 5.067 5.133 4.769 4.231 1.0098 2.117 25.54 13.91
[3,] 4.780 5.279 5.327 5.455 5.032 4.298 1.0444 2.147 28.89 14.98
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]     [,8]
[1,]    7.992   5.743   29.01   14.49   15.44   1.781   3.61    8.965
[2,]  910.146   4.530 8884.00 7112.94 5958.16 177.179 483.15  591.441
[3,] 1062.516 557.380 8637.59 3583.42 4695.99 591.298 737.33 2306.459
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]   10.53    7.816    6.493    6.548    5.835    6.812   17.85    8.655
[2,] 1289.80 6193.008 1426.718 4974.659  344.930 5040.119 3557.93 1034.411
[3,] 2987.52 1468.302 1653.911 2664.612 1163.353 3352.869 6356.02  593.248
       [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.03    7.526   19.19   10.61   21.91    8.088    31.26   15.98
[2,] 3787.67 4596.736 3807.99 4624.62 5727.71 1970.964 18461.18 7596.71
[3,] 3852.40 3784.184 3674.13 3441.73 8571.45 3149.269  9769.93 4522.39
      [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.19   15.22   14.95   2.099   14.26   0.9135   13.97    4.108
[2,] 313.10 7095.21 8176.25 708.046 6494.49 266.5914 6285.73 1117.585
[3,] 501.83 5381.53 4860.03 856.892 6348.22 276.4418 4919.47 1618.358
        [,33]   [,34]   [,35]   [,36]   [,37]    [,38]   [,39]   [,40]
[1,]    2.482   16.24   15.99   13.81   9.627    7.635   8.221   3.122
[2,]  479.973 6368.54 5645.15 5458.92 535.543 2852.314 700.924 195.695
[3,] 1040.422 4798.33 4659.24 4553.04 930.938 1364.910 961.899 175.810
       [,41]   [,42]    [,43]   [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.433   2.501    9.899   11.97    5.627   3.285    6.267    9.874
[2,] 120.104 201.648 2368.598 3591.56 1810.289 865.472 1278.367   17.445
[3,] 667.570 110.584 4174.524 4359.92  983.344 922.248 2545.650 4076.558
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.24    5.598    9.827    8.583   3.105    7.658    6.938    6.779
[2,] 1964.90  902.276 6698.523 2178.094 299.494 7179.991 4449.372 3476.539
[3,] 4148.91 1479.654 3308.246 2088.636 317.309 4260.764 3804.702 5828.666
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    4.855   7.585  1.455    6.271   2.411    5.733    5.86    5.146
[2,] 4112.534 817.109 22.042 3875.063 530.689 1042.639 1173.05 3489.953
[3,] 5020.645 537.903 20.380 3713.138 639.311 2309.097  783.83  736.076
        [,65]  [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    9.332   3.26    7.741    6.48    7.397  3.128    8.813    6.539
[2,] 4187.265 169.57 2863.872  728.31 3191.206  9.982 1163.903 4700.681
[3,] 1347.213 212.45  596.981 1060.49 3092.734 31.304 2771.305  823.673
        [,73]    [,74]   [,75]    [,76]  [,77]   [,78]    [,79]   [,80]
[1,]    9.939    9.565   10.89    8.132    7.3   2.199    6.106   5.291
[2,] 3642.178 6540.636 2418.50 6535.158 5981.2  36.589 4491.821 732.660
[3,] 1214.927  883.058 3317.93 3469.567 5248.5 206.014 5772.089 578.253
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.586   4.302    4.514   3.663    5.931   6.508   14.00   11.88
[2,] 4161.448 508.325 1080.118 665.039 3074.515  37.355   62.53 1361.33
[3,] 4775.005 458.700 1573.232 505.050 2021.494 199.027 2580.57 3903.72
        [,89]    [,90]    [,91]    [,92]   [,93]  [,94]  [,95]   [,96]
[1,]    4.926    5.726    6.212    6.247    5.75   5.37   1.19   2.546
[2,] 1979.987 2727.465 1447.478 1604.549 1639.30 149.25 412.92 744.260
[3,] 2333.300 1269.390 1803.510 2022.486 1760.33 828.69 292.35 392.555
        [,97]  [,98]
[1,]    30.38   17.2
[2,]  9784.24 3485.4
[3,] 14807.90 6090.8
[1] "--- VAR model 2017-10-01 10:01:00  completed"
[1] "Completed training sample:  2017-10-01 10:01:00 - 2017-10-01 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 10:31:00 - 2017-10-01 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.6175       -0.083823         -73.75         -68.76
          0.4233       -0.121369         -78.41         -63.23
          1.9184       -0.005741         -75.00         -67.50
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -58.23          1.281           0.6803          -0.1748
         -55.23          1.673           0.2987          -1.8007
         -55.37          1.596           0.4584          -1.8034
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.1076          -2.5401            5.384           -19.11
          -2.5938          -0.4353            6.827           -14.95
          -0.7862          -3.5574            3.975           -17.01
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.385          -5.9770          -0.8251            4.099
            2.221          -0.7179          -1.3916            3.384
            1.759          -1.9446          -0.9522            2.507
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.6849           3.5601           3.1066            33.78
          -2.1287          -1.4229           1.5848            32.92
          -0.6581           0.1679          -0.7948            31.12
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -65.40           -6.235           -137.8           -53.13
           -68.19           -5.830           -128.1           -52.38
           -67.74           -5.247           -132.9           -56.24
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.618           -61.65           -71.02           -12.20
           -7.707           -66.97           -66.67           -12.55
           -7.745           -66.38           -67.27           -12.47
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -65.79           -7.151           -61.58           -20.34
           -60.68           -7.223           -62.81           -20.02
           -65.03           -6.964           -60.41           -19.86
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.10           -61.39           -61.48           -57.28
           -16.64           -61.65           -60.68           -58.92
           -16.63           -62.22           -57.97           -60.06
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6961           0.3793           0.6268        -0.073616
          -0.7966          -2.0624           0.6640         0.004803
          -0.4456          -1.3710           0.7917         0.026348
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.8133         0.277037           -33.04           -37.96
           1.3421        -0.094601           -35.70           -34.27
           0.6129         0.004823           -35.94           -35.68
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            13.38          -0.1933           -25.30            5.547
            12.96          -0.2344           -23.20            6.390
            13.56           0.8025           -21.22            5.805
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           13.089           -2.669          -12.042            3.786
            6.247           -2.834           -8.191            7.096
            8.615           -2.351          -12.008            6.001
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5656           -5.842           -2.953          -10.865
           0.6304           -7.945           -9.248           -5.755
           0.9097          -11.590           -5.709           -7.489
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.206          0.63121        -0.020809          -11.215
           -2.874          2.43242        -0.021160           -8.779
           -9.147         -0.02724        -0.002486           -3.750
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3770           -5.084            3.636          -0.1651
          -0.3168           -6.006            2.301          -3.1914
          -0.3806           -3.754            2.236          -4.4890
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.522          0.46701           -3.934            1.081
           -2.897          0.25183           -1.080            1.808
           -2.978          0.08337           -3.793            1.817
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.737         0.008614            2.839            3.731
            2.031         0.057114            3.936            1.409
           -3.025         0.018600            6.318            2.182
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.0670            8.930            26.33            22.87
           0.9762            1.794            24.49            17.62
          -0.2552            2.040            22.79            14.96
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            17.20           0.6629            22.49           0.5204
            21.91           0.2065            19.67           0.4170
            14.45           0.0644            16.99           0.1008
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            23.54            1.681          -0.9767         -0.02967
            16.85            2.027          -2.7013          0.37529
            19.24            1.875          -1.2287         -0.36934
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.173          0.10791            5.374           0.8897
            3.358         -0.05009            2.154           3.2646
           -2.107          0.04328            1.059           1.6320
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.329            6.942            3.290            3.568
            4.807            4.198            6.642            6.032
            3.991            6.840            5.725            6.618
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.468          0.71525           -9.711          -0.3745
           -1.816          0.14174           -9.726          -0.2589
           -1.902          0.08481           -9.694          -0.7060
 rnd_95776.volume rnd_95787.volume
           -17.65           -64.18
           -34.99           -70.03
           -23.43           -69.86
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.417 4.580 24.56 11.55 13.47 1.449 2.801 6.989 8.227 6.169 5.165
[2,] 6.464 4.580 25.88 13.25 14.42 1.459 2.823 7.008 8.324 8.388 5.379
[3,] 6.534 4.593 27.62 13.67 15.86 1.546 2.895 7.322 8.707 8.485 5.635
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.224 4.597 5.421 14.10 6.844  9.001 6.057 15.33  8.407 17.16 6.373
[2,] 6.812 4.614 7.059 14.48 6.895  9.630 7.555 15.79  9.498 17.93 6.623
[3,] 7.236 4.756 7.758 15.59 6.919 10.275 8.294 16.05 10.068 19.59 7.222
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.82 14.25 0.8897 12.04 11.83 1.638 11.21 0.7541 11.20 3.241 1.956
[2,] 30.05 14.78 0.9236 13.69 14.18 1.751 12.65 0.7843 12.66 3.361 1.999
[3,] 31.42 15.93 1.0135 14.58 14.64 1.925 13.95 0.8556 13.48 3.644 2.220
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]  [,44]
[1,] 12.92 12.84 10.87 7.456 6.034 6.569 2.476 5.233 1.983 7.788  9.579
[2,] 14.20 13.86 12.44 7.473 6.611 6.598 2.479 5.233 1.993 8.088 10.179
[3,] 14.89 14.51 12.99 7.522 6.712 6.660 2.486 5.282 1.995 8.920 10.973
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.576 2.544 5.315 7.936 8.915 4.493 6.906 6.721 2.479 6.046 5.515
[2,] 4.891 2.664 5.563 7.937 9.126 4.567 9.051 6.997 2.495 8.434 6.675
[3,] 5.010 2.793 6.032 8.775 9.878 4.787 9.357 7.262 2.515 9.387 7.454
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.251 3.819 6.095 1.145 4.993 1.867 4.507 4.694 4.033 7.165 2.599
[2,] 6.140 5.377 6.132 1.145 6.208 1.934 4.622 4.813 5.156 8.131 2.605
[3,] 7.738 6.803 6.159 1.146 7.077 2.008 5.065 4.863 5.206 8.228 2.612
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.114 5.204 5.861  2.49 6.725 5.009 7.828 7.842 8.591 6.419 5.729
[2,] 6.611 5.246 6.563  2.49 6.745 6.380 8.477 9.500 8.923 8.988 8.045
[3,] 6.637 5.317 7.169  2.49 7.008 6.387 8.549 9.544 9.408 9.469 9.366
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.755 4.743 4.375 5.908 3.366 3.603 2.851 4.604 5.243 11.16 9.163
[2,] 1.757 6.253 4.443 7.074 3.407 3.703 2.911 5.383 5.243 11.16 9.225
[3,] 1.769 8.630 4.458 8.693 3.437 3.932 2.950 5.684 5.250 11.42 9.848
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.783 4.395 5.008 5.053 4.530 4.174 1.001 2.024 24.10 13.76
[2,] 4.152 5.217 5.190 5.281 4.785 4.185 1.051 2.136 26.13 14.15
[3,] 4.738 5.369 5.528 5.670 5.045 4.225 1.104 2.160 29.58 15.20
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]    [,4]   [,5]   [,6]    [,7]     [,8]
[1,]    8.148   5.816    31.19   14.67   17.1   1.84   3.556    8.875
[2,]  847.286  23.799  8857.77 7060.55 5585.2 187.02 389.012  562.291
[3,] 1036.562 374.672 10482.38 3650.28 7184.8 556.56 693.761 2303.399
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]  [,16]
[1,]   10.45    7.834    6.559    6.634    5.838    6.884   17.91   8.69
[2,] 1370.14 6172.742 1629.063 4747.884  423.985 4909.545 3553.05 913.65
[3,] 2776.45 1389.511 1824.364 2649.731 1252.277 3497.086 6286.47 629.24
       [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.43    7.692   19.46   10.68   21.79    8.093    31.52   18.09
[2,] 3719.20 4904.011 4139.03 4800.29 5644.66 1956.760 18395.40 4268.82
[3,] 3891.07 3715.828 3132.46 3627.81 8573.58 3126.649  9954.27 6450.24
      [,25]   [,26]   [,27]  [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.13   15.29   15.02   2.08   14.23   0.9576   14.22    4.115
[2,] 269.26 7082.30 8498.34 671.15 6378.16 234.1080 6413.95  966.277
[3,] 453.19 5424.72 3953.49 869.42 6380.10 371.4521 5026.73 1528.996
        [,33]   [,34]  [,35]  [,36]   [,37]    [,38]   [,39]   [,40]
[1,]    2.484   16.41   16.3   13.8   9.468    7.662   8.342   3.144
[2,]  448.061 6402.06 5677.0 6582.0 552.274 2935.551 668.321 144.171
[3,] 1047.482 4857.72 4667.6 4040.4 926.470 1260.024 988.236 199.857
       [,41]   [,42]    [,43]   [,44]    [,45]   [,46]   [,47]   [,48]
[1,]   6.646   2.518    9.889   12.16    5.811   3.231    6.75   10.08
[2,]   9.078 209.601 2370.336 3739.33 1873.003 855.820 1781.17  142.79
[3,] 779.495  95.000 4085.881 4452.25 1179.264 913.654 2533.81 4064.64
       [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.32    5.706    8.77    8.534   3.148    7.677    7.003    6.667
[2,] 2122.56  889.293 6353.25 2115.044 305.760 6386.458 4083.620 3457.514
[3,] 4105.06 1557.987 2577.56 2112.233 346.567 4476.493 3602.633 5113.960
       [,57]   [,58]  [,59]   [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.85   7.739  1.454    6.34   2.371    5.723    5.961    5.121
[2,] 4110.08 732.588 23.858 4006.93 547.754 1114.826 1153.725 3490.039
[3,] 4526.03 629.495 26.302 3690.38 583.938 2248.441  755.092  780.267
        [,65] [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    9.099   3.3    7.764   6.608    7.443  3.162    8.539    6.361
[2,] 4173.028 196.4 2731.423 720.157 3206.917 12.711  568.743 4290.640
[3,] 1374.043 210.9  633.683 942.837 3134.202 37.612 2063.654  343.796
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.941    9.958   10.91    8.151    7.275   2.229    6.023   5.556
[2,] 3532.882 5823.552 2622.11 6833.397 6134.952  76.841 4426.590 839.219
[3,] 1202.958  991.273 3238.57 3233.652 5208.700 223.171 6458.643 395.814
        [,81]   [,82]    [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.503   4.275    4.575   3.62    5.847   6.658   14.17   11.64
[2,] 4225.121 569.812  930.180 639.04 3029.488  61.744  138.09 1156.44
[3,] 5486.428 491.334 1434.768 518.20 1982.201 290.103 2635.17 3744.34
        [,89]    [,90]   [,91]    [,92]    [,93] [,94]   [,95]   [,96]
[1,]    4.803    5.581    6.36    6.416    5.752   5.3   1.272   2.571
[2,] 1859.573 3052.926 1478.63 1668.920 1674.216 331.7 348.127 739.745
[3,] 2479.701 1379.616 2066.09 2240.849 1735.559 627.5 364.956 348.932
        [,97]   [,98]
[1,]    30.61   17.47
[2,] 10952.33 3566.02
[3,] 15057.06 6053.46
[1] "--- VAR model 2017-10-01 10:31:00  completed"
[1] "Completed training sample:  2017-10-01 10:31:00 - 2017-10-01 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 11:01:00 - 2017-10-01 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        1.164656         0.44763         -50.35         -53.32
        0.591553        -0.01834         -46.44         -61.90
        0.007349         0.02566         -48.23         -59.42
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.27         1.2692           1.7007           -3.016
         -58.42         0.7441           0.8219           -2.506
         -54.91         0.4728           0.6485           -2.342
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.328           -5.394            3.930           -18.87
            0.421           -3.743            4.027           -18.64
           -0.313           -4.591            2.869           -17.30
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.416           -9.697           -4.492            5.428
            1.542           -9.017           -5.277            2.590
            1.165           -6.774           -3.826            3.568
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.785           -5.388            5.319            29.47
           -6.625           -1.458           -1.481            21.28
           -4.775           -6.893           -1.156            26.55
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -70.19           -5.490           -136.2           -71.67
           -67.80           -5.339           -146.5           -71.84
           -65.47           -4.827           -141.1           -70.71
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.072           -64.55           -65.77           -10.47
           -6.385           -64.99           -71.00           -11.36
           -6.444           -66.13           -70.56           -10.92
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -58.49           -6.965           -61.75           -19.11
           -64.01           -6.971           -58.09           -18.76
           -63.83           -6.955           -63.61           -19.11
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.25           -57.82           -58.22           -58.79
           -14.66           -54.04           -52.87           -60.70
           -14.71           -57.93           -55.86           -58.48
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0769           -5.986           0.3170           0.3850
           1.1116           -1.769           0.7036           0.3001
           0.3799           -1.159           0.3234           0.1002
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.1181         0.114729           -35.98           -40.42
           0.9933        -0.053372           -36.30           -39.85
           0.5730         0.001082           -35.01           -36.55
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.802          -0.8833           -23.09            5.347
            9.622          -0.2178           -27.08            5.910
            8.598           0.2590           -23.92            6.758
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.109         -0.17869          -14.006            7.422
            4.575         -0.01145           -5.446            8.944
            3.394          0.02633          -14.227            8.083
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1505          -12.104           -8.055          -11.701
           0.4103           -6.130           -9.927           -9.385
           0.3224           -9.719           -4.120           -5.788
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.348           0.4007         0.008588          -0.2552
           -8.538           0.0316         0.039764         -10.6665
           -9.526           1.0866         0.026577          -8.1750
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         0.005371           -3.849          0.48903           -3.067
         0.457958           -5.085         -0.04485           -3.055
         0.113479           -5.559          0.58429           -4.840
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.942         -0.24455           -3.312            1.943
           -1.050         -0.12978           -5.177            2.855
           -6.001         -0.05402           -2.302            2.052
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.077         0.005371           2.1235           0.1930
           -3.079         0.031432           0.5609           1.7958
           -1.489        -0.001662           0.9653           0.5019
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.455           -0.637            19.02            23.81
            1.863            3.909            18.32            10.54
            2.400            1.053            17.04            12.35
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           21.690           0.5251            8.426          -0.1934
            9.692           0.3252           20.799          -0.3891
           11.177           0.1012            7.924          -0.2992
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.145            3.971           -2.609           0.3652
           19.906            2.081           -2.799          -0.8659
            9.296            3.036           -0.660          -0.2518
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.370          -0.3338          -0.8817            1.454
           -5.764           0.1012           2.8535            1.935
            1.522           0.1434          -0.2485            1.219
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2827           -3.282           0.0248          -0.0736
          -2.0731            1.348           1.0732           0.3932
           0.4866            0.633           0.6822          -0.8844
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.428           0.6144           -9.606          -0.6110
           -2.106           0.3720           -9.470          -0.7685
           -3.531          -0.2865           -9.467          -0.5453
 rnd_95776.volume rnd_95787.volume
           -11.88           -61.30
           -36.60           -56.73
           -19.50           -50.89
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.332 4.425 24.56 11.55 13.48 1.485 2.801 7.008 8.186 6.114 5.205
[2,] 6.366 4.425 25.92 13.21 14.39 1.495 2.809 7.028 8.290 8.435 5.401
[3,] 6.393 4.440 27.70 13.63 15.74 1.587 2.868 7.366 8.675 8.532 5.636
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.192 4.559 5.483 14.05 6.900  9.001 6.040 15.26  8.503 17.10 6.373
[2,] 6.768 4.572 7.036 14.43 6.975  9.645 7.435 15.86  9.404 17.85 6.624
[3,] 7.201 4.696 7.814 15.56 7.008 10.276 8.091 16.10 10.244 19.58 7.222
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.54 14.28 0.8810 11.90 11.68 1.635 11.15 0.7681 11.24 3.218 1.984
[2,] 29.54 14.82 0.9117 13.58 13.94 1.732 12.55 0.8014 12.72 3.350 2.025
[3,] 30.87 15.94 0.9985 14.44 14.38 1.910 13.80 0.8816 13.54 3.609 2.243
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]  [,44]
[1,] 12.26 12.93 11.01 7.347 5.980 6.552 2.462 5.291 1.982 7.904  9.551
[2,] 13.47 13.94 12.44 7.365 6.607 6.580 2.464 5.292 1.992 8.203 10.176
[3,] 14.14 14.54 12.92 7.417 6.822 6.645 2.470 5.375 1.993 9.050 10.924
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.640 2.654 5.357 7.969 8.836 4.552 6.984 6.651 2.442 6.003 5.529
[2,] 5.134 2.712 5.577 7.969 8.978 4.626 9.133 6.939 2.464 8.304 6.666
[3,] 5.265 2.860 6.006 8.826 9.884 4.850 9.420 7.216 2.491 9.335 7.436
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.364 3.813 6.132 1.177 5.006 1.860 4.436 4.654 3.959 7.275 2.593
[2,] 6.126 5.374 6.172 1.178 6.250 1.915 4.568 4.766 5.146 8.273 2.600
[3,] 7.622 6.794 6.192 1.179 7.015 1.990 4.942 4.815 5.206 8.377 2.603
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.140 5.309 5.932 2.491 6.750 5.021 7.752 7.624 8.529 6.447 5.452
[2,] 6.671 5.351 6.694 2.492 6.770 6.713 8.449 9.436 8.866 9.083 7.853
[3,] 6.702 5.415 7.336 2.492 7.058 6.725 8.502 9.486 9.394 9.737 9.424
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.820 4.753 4.323 6.008 3.364 3.688 2.831 4.590 5.218 11.23 9.106
[2,] 1.826 6.220 4.355 6.945 3.416 3.809 2.901 5.397 5.218 11.23 9.180
[3,] 1.837 8.706 4.359 8.706 3.464 4.013 2.939 5.732 5.222 11.44 9.823
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.589 4.102 4.908 4.865 4.505 4.078 1.013 2.036 23.35 13.83
[2,] 4.024 5.013 5.069 5.060 4.800 4.093 1.068 2.139 25.83 14.22
[3,] 4.595 5.151 5.448 5.443 5.070 4.121 1.121 2.164 28.74 15.41
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   8.041   5.619    31.19   14.67   17.12   1.886   3.557    8.899
[2,] 747.714   6.869  9450.53 7319.47 5748.37 197.105 250.059  614.295
[3,] 671.641 423.082 11148.63 3805.35 7267.31 608.368 658.376 2517.204
       [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]   10.4    7.764    6.609    6.593    5.789    6.963   17.84    8.762
[2,] 1497.0 6635.945 1646.469 4957.320  394.123 5035.484 3746.06 1164.909
[3,] 2917.1 1466.365 1842.846 2809.975 1222.373 3881.296 6652.94  768.062
       [,17]   [,18]   [,19]  [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.43    7.67   19.38   10.8   21.72    8.093    31.16   18.13
[2,] 3957.98 4951.02 4922.74 4587.2 5832.32 2061.473 18780.89 4543.68
[3,] 4047.49 3644.36 3204.67 4639.6 9202.02 3285.616 10227.34 6704.73
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.119   15.11   14.84   2.076   14.16   0.9753   14.27    4.086
[2,] 267.857 7487.24 8693.28 652.529 6563.28 261.1983 6810.27 1064.855
[3,] 465.051 5596.15 4025.99 919.937 6572.38 419.5128 5281.13 1531.822
        [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]   [,40]
[1,]    2.519   15.56   16.42   13.98   9.33    7.594    8.32   3.126
[2,]  460.322 6393.16 5961.10 6609.26 583.17 3206.390  687.68 132.066
[3,] 1102.521 4891.92 4718.13 4000.32 998.63 1939.995 1060.82 187.081
        [,41]   [,42]   [,43]   [,44]    [,45]    [,46]    [,47]   [,48]
[1,]    6.719   2.517   10.04   12.13    5.892    3.371    6.802   10.12
[2,]  121.926 225.330 2506.57 4008.06 2508.243  634.037 1772.379   38.57
[3,] 1071.389  96.155 4364.72 4535.77 1333.947 1038.202 2545.890 4333.16
       [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.22    5.78    8.868    8.446   3.101    7.623    7.021    6.812
[2,] 1817.77  943.88 6721.540 2257.525 369.921 6551.687 4251.798 3379.351
[3,] 4720.44 1663.14 2634.424 2263.360 420.519 4870.036 3763.813 5178.343
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    4.842   7.786  1.495    6.356   2.362    5.634    5.91    5.027
[2,] 4324.913 803.536 45.038 4274.518 520.674 1241.405 1172.53 3755.473
[3,] 4747.003 562.853 54.585 3636.742 618.371 2154.118  781.37  897.380
        [,65]   [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    9.239   3.293    7.797   6.742    7.533  3.164    8.572    6.376
[2,] 4498.639 208.418 2978.375 760.578 3542.274 10.046  593.965 5089.092
[3,] 1502.632 146.812  732.543 951.161 3427.299 44.778 2276.398  454.643
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.843    9.681   10.83    8.187    6.923   2.311    6.036   5.489
[2,] 3839.041 6349.818 2763.13 7306.623 6454.915 173.071 4581.416 602.885
[3,] 1077.852 1108.681 3547.16 4007.649 5949.517 228.421 6956.386 216.304
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.629   4.272    4.683   3.595    5.828   6.626   14.26   11.56
[2,] 3978.808 676.729 1084.864 725.086 3243.383  26.455   24.43 1328.94
[3,] 5995.791 657.168 1442.530 536.020 2205.511 244.734 2502.11 3989.65
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    4.558    5.208    6.232    6.178    5.721   5.179   1.287   2.585
[2,] 2077.089 3291.485 1449.191 1588.561 1893.117 395.857 386.591 750.201
[3,] 2533.130 1352.151 2279.339 2290.273 1863.755 551.101 387.568 374.774
        [,97]   [,98]
[1,]    29.65   17.57
[2,] 12596.73 3758.50
[3,] 14399.34 6775.08
[1] "--- VAR model 2017-10-01 11:01:00  completed"
[1] "Completed training sample:  2017-10-01 11:01:00 - 2017-10-01 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 11:31:00 - 2017-10-01 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.7491         0.10685         -65.20         -52.09
          0.5236         0.18956         -66.50         -54.46
          0.3203        -0.07632         -65.59         -51.71
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -60.31         0.5563           0.9093          -0.4281
         -54.07        -0.2788           0.4687           0.2160
         -56.84         0.2050           0.4224          -0.1181
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -4.9030           -4.184          -0.7735           -15.55
          -0.3506           -2.524          -0.2904           -16.79
          -1.7828           -1.057           1.0162           -14.56
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.06062           -5.367           -7.948           0.4173
          0.37818           -7.619           -6.154           2.9711
          0.46403           -4.949           -5.009           1.7802
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.113           -7.388           -2.711            16.98
           -4.339           -6.711           -5.052            13.66
           -6.810           -4.977           -4.227            14.39
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.61           -6.067           -108.5           -57.07
           -60.35           -5.840           -114.7           -56.61
           -57.16           -5.218           -119.9           -61.82
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.664           -59.06           -67.52           -10.02
           -5.705           -53.59           -58.68           -10.36
           -5.595           -54.12           -58.91           -10.38
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -46.95           -6.986           -54.30           -19.41
           -57.46           -6.982           -59.53           -19.46
           -52.76           -6.975           -55.59           -19.10
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.19           -55.29           -55.03           -67.52
           -13.16           -53.51           -52.20           -59.29
           -13.40           -57.33           -55.59           -59.40
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3374           -3.215           2.5815          0.02645
           0.1844            5.898           1.2284         -0.04290
           0.3146           -3.728           0.6956          0.08277
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.08245          0.07043           -36.86           -42.08
          0.30955         -0.07533           -35.28           -42.80
          0.17810         -0.00991           -34.90           -40.96
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.218          -0.9445           -26.38            5.748
            4.934          -1.2803           -25.65            5.350
            4.447          -1.0804           -25.32            3.206
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.322           -1.855           -12.84            12.77
            5.307           -2.316           -15.88            12.63
            6.195           -1.858           -13.14            11.68
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4331           -4.031           -5.498          -10.980
          -0.4426          -12.564           -5.079           -2.258
          -0.4812          -10.657           -8.885           -9.699
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.826         0.189270          0.03889           -3.564
           -5.036         0.972289          0.07847          -10.926
           -5.158         0.008957          0.06036           -2.690
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9582           0.1704           0.9212           1.6650
          -0.9379          -7.7326           1.4992           0.6554
          -0.9193          -2.5084           0.6903          -6.9040
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.3248           0.5245           -2.409         -0.02615
          -0.9493           0.3137            4.057          0.36502
          -5.5855           0.2910           -6.149          0.29440
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.559          0.02734         1.494089          -2.1895
            4.407         -0.01050         0.165885           1.4417
           -3.612         -0.01101         0.004623           0.2188
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           3.2418            4.037            17.16           13.334
           2.1674            1.911            14.60            9.320
           0.7527            1.198            13.24            9.471
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.608           0.5708           10.730          0.58966
           10.091           0.5635           11.145          0.08539
            8.884           0.2089            8.614         -0.33653
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           16.700            2.146           -2.634          -0.4301
            9.550            1.386           -1.636          -0.5211
            8.532            1.619           -3.008           0.5675
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -1.67114          0.59748            1.396         -0.86383
          1.66565          0.03731           -1.525         -0.06769
          0.04608          0.10508            0.397         -0.21374
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.641            4.276            5.443            5.658
            4.375            6.205            5.530            4.725
            5.801            5.054            5.410            5.551
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.130          -0.1448           -10.28          -1.6657
           -3.631          -0.5932           -10.38          -0.3446
           -1.161          -0.3403           -10.73          -0.6928
 rnd_95776.volume rnd_95787.volume
           -55.67           -51.38
           -35.20           -49.12
           -41.84           -50.77
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.243 4.298 24.53 11.48 12.24 1.512 2.734 6.974 8.141 6.126 5.274
[2,] 6.257 4.298 25.86 13.24 13.38 1.524 2.740 6.992 8.231 8.493 5.472
[3,] 6.277 4.313 27.67 13.72 13.94 1.606 2.792 7.334 8.603 8.596 5.731
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.797 4.493 5.579 14.07 6.553  8.984 5.967 15.13  8.488 17.05 6.393
[2,] 5.984 4.505 7.008 14.44 6.614  9.566 7.300 15.74  9.557 17.79 6.584
[3,] 6.204 4.616 7.779 15.58 6.648 10.052 7.921 15.97 10.412 19.58 7.198
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.49 14.23 0.8696 11.77 11.65 1.634 11.13 0.7627 11.15 3.163 2.016
[2,] 29.68 14.84 0.8998 13.50 14.03 1.724 12.62 0.7943 12.64 3.291 2.068
[3,] 31.02 16.03 0.9775 14.41 14.50 1.888 13.90 0.8755 13.51 3.541 2.285
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]  [,44]
[1,] 12.25 12.98 10.75 7.293 5.943 6.529 2.513 5.332 1.965 7.885  9.323
[2,] 13.50 14.00 12.23 7.310 6.611 6.555 2.515 5.334 1.975 8.173  9.878
[3,] 14.18 14.63 12.75 7.360 6.854 6.630 2.517 5.419 1.976 9.027 10.627
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.389 2.504 5.073 7.985 8.610 4.608 6.792 6.723 2.483 5.989 5.471
[2,] 5.013 2.560 5.190 7.985 8.755 4.666 8.777 7.008 2.502 8.235 6.509
[3,] 5.081 2.671 5.373 8.826 9.673 4.887 9.018 7.342 2.528 9.185 7.270
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.155 3.810 6.022 1.206 4.961 1.842 4.485 4.643 3.965 7.256 2.614
[2,] 5.969 5.318 6.049 1.206 6.217 1.897 4.591 4.745 5.157 8.216 2.622
[3,] 7.504 6.589 6.077 1.207 6.902 1.974 4.969 4.801 5.213 8.313 2.624
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 6.121 5.313 5.890 2.486 6.467 4.792 7.549 7.520  8.658 6.476 5.299
[2,] 6.665 5.351 6.632 2.487 6.467 6.762 8.289 9.543  9.146 9.062 7.663
[3,] 6.701 5.407 7.230 2.487 6.597 6.768 8.354 9.588 10.054 9.753 9.407
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.833 4.608 4.303 5.851 3.305 3.722 2.746 4.508 5.079 11.08 9.029
[2,] 1.841 6.120 4.335 6.750 3.370 3.849 2.809 5.346 5.079 11.08 9.094
[3,] 1.855 8.577 4.337 8.552 3.434 4.043 2.846 5.714 5.082 11.27 9.717
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.408 3.792 4.847 4.757 4.452 3.958 1.067 2.088 24.34 13.96
[2,] 3.925 4.793 5.006 4.933 4.714 3.986 1.117 2.179 26.21 14.42
[3,] 4.568 4.931 5.375 5.324 5.004 4.008 1.204 2.205 30.07 15.57
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]   [,6]    [,7]     [,8]
[1,]   7.928   5.458    31.15   14.58   15.54   1.92   3.471    8.855
[2,] 475.569  48.777  9399.72 7594.76 6215.23 221.94 206.965  577.825
[3,] 574.465 406.303 11333.40 4128.76 4525.67 584.07 616.618 2548.131
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]   10.34    7.779    6.698    6.092    5.706    7.084   17.87    8.321
[2,] 1397.12 6771.280 1678.911 4117.678  371.864 4880.833 3745.67 1032.679
[3,] 2879.67 1522.443 1959.344 1883.204 1157.917 3887.715 6722.45  776.109
       [,17]    [,18]   [,19]   [,20]   [,21]    [,22]   [,23]   [,24]
[1,]   11.41    7.578   19.22   10.78   21.66    8.118    31.1   18.06
[2,] 3781.54 4840.253 5000.32 5053.17 5847.49 1811.098 19297.0 4847.83
[3,] 3555.50 3537.504 3092.64 4758.27 9401.52 3346.930 10370.7 6986.18
       [,25]   [,26]  [,27]   [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   1.104   14.95   14.8   2.075   14.13   0.9685   14.16    4.017
[2,] 266.200 7609.35 9003.8 631.350 6837.67 255.2140 6853.41 1046.254
[3,] 439.359 5782.32 4188.0 886.012 6717.24 423.9718 5479.18 1505.364
       [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]   [,40]
[1,]    2.56   15.55   16.49   13.65   9.26    7.547    8.29   3.192
[2,]  532.92 6543.01 6039.71 6719.10 587.65 3333.764  679.06  93.571
[3,] 1117.05 4983.03 4882.77 4159.14 983.04 2078.669 1143.82 120.021
        [,41]   [,42]   [,43]   [,44]    [,45]   [,46]    [,47]   [,48]
[1,]    6.771   2.496   10.01   11.84    5.573   3.179    6.442   10.14
[2,]  163.257 223.113 2473.91 3757.46 2786.977 618.200 1260.271   70.35
[3,] 1102.487  57.695 4411.66 4510.95  953.628 875.208 1599.761 4326.84
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.93    5.852    8.624    8.537   3.153    7.605    6.947    6.547
[2,] 1828.72  845.629 6398.015 2279.054 353.865 6505.829 4059.407 3463.041
[3,] 4733.49 1669.610 2385.492 2517.474 414.420 4680.907 3727.082 5234.648
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.838   7.647  1.531    6.299   2.339    5.695    5.895    5.035
[2,] 4270.262 657.586  6.814 4313.788 520.654 1130.286 1128.130 3795.838
[3,] 4477.511 667.235 54.377 3449.370 627.072 2187.191  841.646  878.093
        [,65]   [,66]    [,67]   [,68]   [,69]  [,70]    [,71]    [,72]
[1,]    9.214   3.319    7.772   6.746    7.48  3.157    8.212    6.086
[2,] 4436.630 244.355 3036.595 733.972 3507.78 41.741   76.843 5491.066
[3,] 1451.175 123.411  798.084 898.472 3314.13 58.678 1499.171  324.618
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.587    9.549   10.99    8.223    6.729   2.327    5.851   5.464
[2,] 3937.826 6762.052 3391.97 7295.368 6370.973 201.915 4635.745 606.846
[3,] 1196.521 1076.997 4806.04 4152.356 6279.015 264.261 6916.275 150.689
       [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]   [,88]
[1,]    7.43   4.197    4.726   3.487    5.724   6.45   14.07   11.47
[2,] 3873.36 757.286 1131.075 678.157 3307.253  32.84  229.57 1253.17
[3,] 6044.19 760.210 1422.359 529.691 2324.545 198.96 2381.40 3939.94
        [,89]    [,90]    [,91]   [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    4.328    4.816    6.155    6.04    5.653   5.026   1.355   2.651
[2,] 2241.074 3373.414 1437.535 1506.76 1782.464 535.561 380.299 718.737
[3,] 2689.068 1335.264 2255.226 2302.85 1933.371 487.765 517.454 382.791
        [,97]   [,98]
[1,]    30.91   17.73
[2,] 11201.73 4156.41
[3,] 16968.28 6761.34
[1] "--- VAR model 2017-10-01 11:31:00  completed"
[1] "Completed training sample:  2017-10-01 11:31:00 - 2017-10-01 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 12:01:00 - 2017-10-01 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5032       -0.419806         -56.61         -51.04
         -0.2659        0.058232         -58.24         -51.56
         -0.1652       -0.006091         -57.02         -50.80
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -48.45          1.620         -0.22355          -1.5765
         -49.90          1.067         -0.01893          -0.4478
         -50.99          1.173         -0.04385           0.9247
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.639            2.464         -1.79044           -11.88
           -3.621           -4.737         -0.06944           -13.64
           -3.227           -2.853         -0.43909           -14.46
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1593          -10.263           -2.811           1.7148
          -0.4218           -2.764           -2.339           2.0962
          -0.2876           -6.564           -1.910           0.4029
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.038           -8.364            7.207            29.50
           -4.816           -8.172           -4.442            19.42
           -5.994           -1.200           -3.081            14.30
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -56.18           -5.072           -122.1           -58.60
           -58.98           -4.416           -109.8           -56.81
           -58.82           -4.243           -115.1           -57.61
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.172           -54.89           -59.81           -10.15
           -5.371           -58.36           -61.50           -10.29
           -5.335           -54.11           -58.34           -10.46
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -45.15           -5.772           -44.69           -19.57
           -49.91           -5.848           -50.86           -17.87
           -53.84           -5.772           -52.72           -19.40
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -10.38           -43.76           -51.32           -58.41
           -10.53           -50.54           -42.67           -47.75
           -10.58           -51.24           -49.07           -51.10
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0359            0.187           0.2745          0.07965
           1.2424           -2.389           1.5113          0.15598
           0.8613           -1.851          -0.2378          0.17653
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.08413          0.01768           -29.53           -34.82
          0.50993         -0.01714           -26.98           -36.60
          0.23530          0.01063           -26.36           -35.89
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.547          -1.3799           -21.28            8.572
            9.051          -0.8748           -19.18            4.843
            5.263          -0.5697           -18.04            6.348
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.666         -0.29311           -6.054           3.5248
            1.493         -0.77598           -3.367           2.6187
            4.731          0.04627           -9.027           0.8778
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.1002           -5.172           -6.231           -6.778
           0.6719           -2.280           -6.339           -8.570
           0.6384           -7.099           -5.171           -3.411
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.375          -0.7557          0.01262          -10.553
           -6.694          -0.8384          0.04653           -4.993
           -6.014          -0.4864          0.02141           -8.380
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2124           -5.012           0.1058           -3.239
           0.5170           -3.507           0.1856           -5.025
           0.4160           -4.034          -0.2297           -2.268
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.282          0.16313           -5.468          -0.6525
           -5.128         -0.04306           -3.202           0.3984
           -2.826          0.12174           -2.918           0.1341
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.640          0.04707          -0.7280         -0.01112
           -2.842          0.01344          -0.5079         -0.58631
           -3.825          0.01203          -0.1361         -0.57133
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.01705          -1.9435            18.35            4.506
         -0.60663          -1.5612            18.52            9.887
         -0.27694          -0.7877            16.64            8.366
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.170          0.15093            9.052         -0.11799
            8.286          0.04479            3.618          0.27745
            8.716          0.02505            8.914         -0.06243
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.629           1.3248          -0.6588          -0.7254
            3.639           1.4015          -1.2012           0.1719
            8.045           0.7999          -0.2630          -0.5035
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.696          -0.2071           0.3961          -1.5659
            2.218          -0.1249           3.0395           0.7346
           -1.990          -0.6377          -0.5242          -0.1238
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1673           2.1148           0.4951            1.349
           1.3254           1.0131           0.7657            1.603
           0.4244           0.9443           0.1484            1.154
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.802         -0.39982           -8.445           0.1510
           -2.588          0.47377           -8.027          -0.3162
           -2.430         -0.07802           -8.031          -0.2594
 rnd_95776.volume rnd_95787.volume
            9.365           -54.27
           -9.897           -50.52
           -3.625           -54.01
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.184 4.248 24.44 11.41 11.96 1.532 2.713 7.007 8.158 5.693 5.270
[2,] 6.193 4.248 25.78 13.14 13.08 1.546 2.723 7.026 8.273 7.770 5.498
[3,] 6.212 4.260 27.58 13.52 13.62 1.617 2.774 7.350 8.605 7.774 5.751
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.146 4.541 5.633 14.02 6.270  9.067 5.826 14.65  8.52 15.27 5.182
[2,] 6.570 4.551 6.844 14.38 6.388  9.688 7.174 15.60  9.54 16.05 5.240
[3,] 7.008 4.660 7.456 15.50 6.463 10.190 7.770 15.99 10.50 17.80 5.885
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.39 14.04 0.8371 11.34 11.67 1.581 11.06 0.7425 11.12 2.834 1.861
[2,] 29.31 14.75 0.8478 12.45 14.00 1.675 12.48 0.7619 12.65 2.898 1.953
[3,] 30.67 16.02 0.9004 14.05 14.48 1.823 13.45 0.8305 13.53 3.015 2.042
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]  [,44]
[1,] 12.04 11.87 10.60 7.132 5.932 6.411 2.464 5.262 1.928 7.792  9.033
[2,] 13.32 13.20 12.06 7.155 6.422 6.422 2.465 5.265 1.936 8.091  9.551
[3,] 13.99 13.64 12.58 7.218 6.633 6.505 2.468 5.374 1.938 8.949 10.277
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.444 2.414 4.848 8.034 8.684 4.564 6.647 6.705 2.525 6.113 5.454
[2,] 4.996 2.476 5.130 8.034 8.830 4.625 8.999 6.995 2.544 8.301 6.487
[3,] 5.137 2.594 5.296 8.913 9.757 4.826 9.254 7.433 2.571 9.263 7.333
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.030 3.806 5.701 1.228 5.045 1.810 4.397 4.726 3.974 7.217 2.523
[2,] 5.936 5.260 5.706 1.228 6.204 1.861 4.509 4.833 5.256 8.287 2.528
[3,] 7.535 6.539 5.735 1.230 6.907 1.927 4.888 4.905 5.320 8.370 2.529
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.184 5.251 5.845 2.454 6.289 4.680 7.460 7.257 8.495 6.480 5.215
[2,] 6.785 5.288 6.575 2.454 6.292 6.666 8.231 9.252 8.837 8.942 7.647
[3,] 6.824 5.343 7.225 2.454 6.381 6.672 8.298 9.313 9.424 9.673 9.367
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.846 4.649 4.295 5.787 3.304 3.722 2.690 4.412 4.984 11.08 8.896
[2,] 1.855 6.195 4.337 6.729 3.364 3.847 2.751 5.268 4.985 11.09 8.967
[3,] 1.875 8.558 4.339 8.497 3.454 4.060 2.789 5.618 4.988 11.26 9.597
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.257 3.503 4.709 4.598 4.446 3.824 1.020 2.130 23.99 13.64
[2,] 3.800 4.682 4.875 4.796 4.701 3.850 1.076 2.215 25.90 14.07
[3,] 4.548 4.816 5.222 5.185 4.937 3.859 1.124 2.242 28.81 15.22
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.852   5.395    31.04   14.49   15.19   1.946   3.445    8.898
[2,] 374.888  53.730  9254.71 7378.72 5986.04 229.252 259.886  572.819
[3,] 562.421 353.826 11085.66 3563.30 4306.22 538.339 602.050 2443.929
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]   10.36    7.229    6.692    6.534    5.766    7.153   17.81    7.962
[2,] 1551.43 5983.219 1772.151 4622.654  345.364 4397.665 3611.44 1382.964
[3,] 2678.75  287.816 1911.884 2757.965 1134.275 3346.414 6525.34 1104.458
       [,17]    [,18]  [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   11.51    7.398   18.6   10.82   19.39    6.58    30.97   17.83
[2,] 3863.77 4736.365 6074.7 4857.32 5611.22  878.41 18389.87 5099.94
[3,] 3573.50 3377.684 3977.7 4951.07 8701.11 3031.76 10242.92 7088.46
       [,25]  [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   1.063   14.4   14.82   2.008   14.04   0.9428   14.13   3.599
[2,] 152.316 5820.1 8754.32 625.381 6556.82 193.4208 6804.75 686.954
[3,] 342.950 7366.5 4169.75 813.832 5663.29 373.9960 5458.29 937.615
       [,33]   [,34]   [,35]   [,36]    [,37]    [,38]    [,39]   [,40]
[1,]   2.364   15.29   15.07   13.46    9.057    7.532    8.141   3.129
[2,] 667.384 6436.15 6520.12 6524.51  651.326 2785.251  431.643  74.067
[3,] 675.367 4863.16 3912.80 4036.26 1077.387 1877.598 1171.725 144.978
        [,41]   [,42]    [,43]   [,44]    [,45]   [,46]    [,47]   [,48]
[1,]    6.682   2.448    9.895   11.47    5.643   3.066    6.156   10.20
[2,]  200.420 205.909 2465.052 3507.79 2583.189 620.306 1898.118   11.79
[3,] 1214.420  78.471 4325.289 4295.00 1352.581 875.263 1487.866 4366.67
       [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.03    5.795    8.44    8.514   3.206    7.763    6.926    6.388
[2,] 1809.88  852.567 6863.52 2256.883 347.994 6353.732 3972.868 3564.451
[3,] 4696.96 1558.676 2439.86 2844.453 426.578 4649.366 3869.839 5252.128
        [,57]  [,58] [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.833   7.24  1.56    6.407   2.299    5.583    6.001    5.046
[2,] 4108.374 258.46 17.58 4083.996 487.855 1133.210 1147.186 3891.953
[3,] 4395.228 654.01 64.67 3435.313 567.483 2135.445  947.049  933.259
        [,65]   [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    9.165   3.203    7.853   6.668    7.422  3.116    7.987    5.943
[2,] 4606.873 190.533 3156.957 707.212 3406.222 71.078  183.889 5369.785
[3,] 1330.454  64.434  832.729 864.439 3390.785 27.542 1206.556  327.426
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.473    9.215   10.79    8.228    6.622   2.344    5.904   5.454
[2,] 3936.507 6493.376 2755.21 6972.269 6328.470 210.104 4632.926 681.740
[3,] 1187.140 1200.789 3704.35 4172.555 6119.527 305.414 6679.627 131.821
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]  [,88]
[1,]    7.349   4.195    4.726   3.415    5.603   6.329   14.07   11.3
[2,] 3884.775 714.257 1099.513 655.215 3256.473  25.503  513.99 1279.8
[3,] 5870.411 889.851 1470.969 519.928 2209.100 219.532 2248.51 3868.6
        [,89]    [,90]   [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    4.136    4.449    5.98    5.839    5.646   4.856   1.296   2.704
[2,] 2212.920 3515.048 1426.75 1542.792 1728.668 506.169 385.760 690.188
[3,] 2828.918 1272.778 2115.59 2229.361 1705.631 303.682 369.880 386.856
        [,97]   [,98]
[1,]    30.46   17.32
[2,] 11036.85 3882.70
[3,] 14284.87 6582.82
[1] "--- VAR model 2017-10-01 12:01:00  completed"
[1] "Completed training sample:  2017-10-01 12:01:00 - 2017-10-01 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 12:31:00 - 2017-10-01 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.4224         -0.2368         -48.51         -43.21
         -0.3929          0.3115         -49.02         -46.95
         -0.1512         -0.1101         -50.52         -48.52
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -53.12         0.4457          -0.8255           -1.377
         -46.05         0.6595          -1.0654            1.403
         -48.30         1.2163          -0.8860           -0.555
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.984           -3.455          -0.1186           -18.24
           -3.253           -3.467           1.8063           -16.25
           -4.641           -1.608           1.8110           -14.66
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.4957           -8.837           -7.613            1.091
          -0.6192           -7.745           -6.798            1.949
          -0.4274           -6.227           -5.227            2.436
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.834          -10.149          -8.5689           11.957
           -6.253           -4.169          -4.1208            5.555
           -5.586           -6.976           0.6312            6.407
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.41           -4.902           -115.0           -39.70
           -54.40           -4.153           -106.2           -35.48
           -55.96           -4.073           -108.4           -34.95
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.560           -48.07           -48.67           -9.193
           -4.251           -53.50           -50.80           -9.922
           -4.460           -48.97           -49.32           -8.966
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -39.85           -4.751           -45.75           -19.42
           -47.77           -4.277           -45.98           -19.28
           -50.78           -4.661           -46.65           -19.50
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.198           -51.30           -53.27           -51.39
           -9.478           -42.92           -46.83           -52.77
           -9.166           -46.81           -46.22           -47.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8734       -2.3128332          -0.1324        -0.001028
           0.2916       -4.1799807           0.3142         0.027386
           0.1873        0.0005325           0.5128        -0.029259
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2216        -0.051463           -32.64           -37.40
           0.9554         0.010451           -31.85           -36.97
           0.4785         0.002936           -31.91           -36.40
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4841          -0.8406           -21.44            5.918
           3.9392           0.1985           -20.17            6.968
           1.7653           0.3948           -18.88            6.070
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.2381           -1.633           -2.777           1.0101
           0.9086           -2.149          -13.204           1.7692
           0.5060           -1.415          -11.660           0.8346
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.04934          -15.363          -13.515           -13.04
         -0.54523           -5.425           -4.605           -12.29
         -0.36233          -15.700           -9.206            -7.07
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.917          -0.6957          0.04316           -4.638
          -13.283           0.6556         -0.01090           -7.928
           -4.754           0.4357         -0.03237          -12.624
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2680           -3.825          -0.8201           -3.219
          -1.1034           -4.417          -0.3189           -4.533
          -0.8979           -6.988          -0.3394           -2.958
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.530       -0.0001066           -3.594           1.4702
           -3.228        0.1413116           -4.893           0.6538
           -4.310        0.1769895           -1.267           0.7808
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.340          0.11870         -0.34339          0.07395
           -3.926          0.08426         -0.17169         -0.29900
           -1.866          0.04498         -0.06584         -0.27950
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          1.39574           1.3761            26.24            14.80
         -0.04262          -1.3072            26.84            14.81
          0.03803          -0.5909            27.63            13.71
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            12.58           0.5598            11.81          -0.4127
            14.21           0.6230            12.36          -0.4600
            12.87           0.3176            13.16          -0.1874
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            12.06            2.258          -3.3961           0.6040
            12.20            2.073          -0.4557          -0.5084
            12.99            1.981          -2.1093          -0.5385
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.3365          0.01916           3.0401           1.0003
          -1.8375         -0.27237          -1.2852          -0.3634
          -0.3235         -0.31452           0.6991           0.1094
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.62241         -1.28739          -1.5413         -0.04691
         -1.35207          0.36263          -0.6342          0.29889
         -0.07205          0.01304          -1.5770         -0.17258
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.378         0.009789           -6.923           -1.019
           -1.450        -0.109514           -7.193           -1.031
           -4.714         0.152912           -6.953           -0.289
 rnd_95776.volume rnd_95787.volume
           -21.89           -54.40
           -29.71           -53.26
           -14.30           -52.60
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.156 4.168 24.34 10.97 11.54 1.601 2.665 7.042 7.327 5.639 5.233
[2,] 6.179 4.168 25.65 12.48 12.59 1.621 2.673 7.054 7.338 7.595 5.445
[3,] 6.196 4.176 27.39 12.75 13.09 1.690 2.723 7.326 7.349 7.611 5.739
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.654 4.575 5.572 13.61 6.215  9.028 5.785 13.14  9.542 14.43 5.042
[2,] 5.894 4.586 6.629 13.94 6.327  9.595 7.197 14.16 10.305 15.13 5.131
[3,] 6.041 4.704 7.110 15.10 6.354 10.090 7.682 14.59 11.171 16.68 5.819
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 22.89 13.66 0.8234 11.21 11.31 1.528 10.86 0.7249 11.07 2.797 1.785
[2,] 28.37 14.26 0.8355 12.16 13.52 1.599 12.21 0.7527 12.48 2.849 1.843
[3,] 29.64 15.56 0.8798 13.92 13.94 1.723 13.10 0.7957 13.28 2.969 1.912
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.22 11.89 10.24 6.815 5.872 6.312 2.461 5.130 1.917 7.505 8.682
[2,] 11.65 13.08 11.55 6.835 6.445 6.324 2.461 5.134 1.926 7.747 9.211
[3,] 12.50 13.37 11.87 6.895 6.564 6.410 2.466 5.250 1.927 8.550 9.909
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.399 2.416 4.844 7.942 8.573 4.497 6.609 6.708 2.494 5.888 5.682
[2,] 5.117 2.472 5.126 7.942 8.717 4.550 8.618 6.972 2.507 7.893 6.810
[3,] 5.244 2.583 5.284 8.829 9.654 4.730 8.968 7.496 2.537 9.209 7.662
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.857 3.771 5.678 1.203 5.016 1.778 4.279 4.653 3.877 7.121 2.477
[2,] 5.779 5.333 5.679 1.203 6.108 1.842 4.367 4.755 5.106 8.103 2.483
[3,] 7.241 6.705 5.708 1.204 6.866 1.907 4.781 4.837 5.198 8.174 2.484
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 6.000 5.241 5.774 2.392 6.176 4.601 7.181 6.938  8.762 6.346 4.952
[2,] 6.579 5.285 6.483 2.393 6.181 6.660 8.021 9.166  9.250 8.783 7.527
[3,] 6.622 5.338 7.101 2.394 6.273 6.666 8.072 9.210 10.147 9.614 9.267
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.839 4.495 4.278 5.659 3.330 3.611 2.613 4.317 4.875 10.89 8.827
[2,] 1.850 6.236 4.327 6.516 3.387 3.740 2.677 5.145 4.875 10.90 8.905
[3,] 1.869 8.579 4.333 8.376 3.465 3.914 2.712 5.560 4.877 11.08 9.445
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.090 3.304 4.643 4.493 4.425 3.694 0.9482 2.177 19.75 13.35
[2,] 3.641 4.598 4.812 4.710 4.672 3.712 1.0108 2.212 24.40 13.72
[3,] 4.407 4.737 5.161 5.080 4.913 3.716 1.0405 2.238 25.16 14.91
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.817   5.292    30.9   13.94   14.65   2.033   3.384    8.943
[2,] 629.999  70.359  9544.4 6991.27 5913.15 294.897 239.620  467.270
[3,] 542.845 311.701 11298.7 3090.73 4210.99 563.239 614.601 2329.679
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]   [,15]    [,16]
[1,]   9.305    7.161    6.645    5.909    5.81    7.075   17.28    7.892
[2,] 460.825 5985.811 1769.819 4256.114  360.89 4225.387 3567.23 1399.064
[3,] 472.013  574.020 2133.824 1553.257 1231.60 3025.249 6810.76  685.703
       [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.46    7.346   16.68   12.12   18.33    6.403    29.07   17.35
[2,] 3821.19 5036.716 6235.13 4579.97 5353.17 1117.176 19704.58 4796.59
[3,] 3672.14 3160.866 4100.76 5074.66 8253.34 3229.371 10097.75 7325.61
       [,25]   [,26]   [,27]  [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   1.046   14.24   14.36   1.94   13.79   0.9205   14.06   3.551
[2,] 167.147 5532.67 8718.55 553.71 6574.14 238.3139 6767.75 641.672
[3,] 324.043 7980.07 3975.15 756.91 5570.43 303.7706 5362.07 982.719
       [,33]   [,34]  [,35] [,36]    [,37]    [,38]    [,39]   [,40]
[1,]   2.267   14.25   15.1    13    8.654    7.456    8.015   3.125
[2,] 539.321 3692.18 6417.4  6284  613.835 3124.562  463.861  30.164
[3,] 600.164 5321.97 3256.1  3250 1068.994 1464.130 1226.130 183.065
        [,41]   [,42]   [,43]   [,44]    [,45]   [,46]    [,47]   [,48]
[1,]    6.515   2.434    9.53   11.02    5.587   3.068    6.151   10.08
[2,]  237.375 214.809 2257.83 3622.57 3073.738 617.415 1971.969   15.04
[3,] 1289.190  64.645 4257.36 4297.68 1350.120 878.969 1509.853 4537.32
       [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.89    5.71    8.393    8.518   3.167    7.477    7.215    6.168
[2,] 1854.75  820.37 6506.737 2232.615 296.084 6184.484 4416.048 3684.968
[3,] 4880.62 1518.00 2918.776 3242.108 460.464 5579.156 4132.530 5132.128
        [,57]  [,58]  [,59]   [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.789   7.21  1.528    6.37   2.258    5.434    5.908    4.924
[2,] 4436.102 159.71  3.249 4099.73 564.498 1027.043 1152.918 3908.971
[3,] 4780.655 671.40 64.133 3689.68 579.017 2287.798 1042.821 1143.296
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    9.042   3.145    7.619   6.656    7.332   3.037    7.842    5.843
[2,] 4548.722 201.447 3176.326 792.669 3468.614 100.465  291.237 5665.105
[3,] 1263.946  98.029  887.458 882.393 3409.420  48.115 1259.166  317.179
        [,73]   [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.119    8.81   11.13    8.059    6.288   2.335    5.708   5.432
[2,] 4203.835 7048.12 3486.51 7142.730 6668.173 244.808 5085.607 768.979
[3,] 1060.636 1051.71 4908.76 4601.410 6359.225 306.736 6931.156 264.670
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.186   4.229    4.586   3.318    5.482   6.190   13.83   11.21
[2,] 3801.423 723.594 1146.429 684.612 3292.284   5.734  616.88 1380.74
[3,] 6190.683 864.976 1354.645 515.262 2479.572 164.846 2337.38 3701.67
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    3.924    4.195    5.896    5.705    5.619   4.691   1.204   2.764
[2,] 2266.398 3761.653 1486.617 1661.705 1765.591 429.245 412.020 465.064
[3,] 2920.351 1343.466 2196.865 2239.302 1786.329 186.828 290.394 398.950
        [,97]   [,98]
[1,]    25.08   16.95
[2,] 16860.12 3703.36
[3,]  7208.96 6865.58
[1] "--- VAR model 2017-10-01 12:31:00  completed"
[1] "Completed training sample:  2017-10-01 12:31:00 - 2017-10-01 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 13:01:00 - 2017-10-01 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2709         0.12051         -45.32         -45.33
          0.2495        -0.14685         -45.64         -43.73
          0.3240         0.07188         -43.92         -44.10
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.60         0.5379         -0.05941          -1.4812
         -44.32        -0.1906          0.97459          -0.3390
         -41.51         0.1547          0.74204          -0.6479
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.527           -3.260           -1.467           -16.21
           -4.586           -4.013           -3.017           -17.19
           -3.286           -2.676           -2.440           -14.75
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.8326           -9.341           -6.477           4.3854
           0.9591           -8.343           -3.935           2.0069
           0.5415           -6.809           -3.560           0.4407
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.605          -0.2731           -2.772            15.80
           -7.109          -5.8165            2.905            16.76
           -7.400          -7.5400           -3.258            14.28
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -47.69           -4.968           -88.20           -39.10
           -48.59           -4.394           -87.55           -39.43
           -48.66           -4.228           -90.33           -39.96
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.159           -42.60           -44.43           -9.255
           -4.170           -46.82           -45.56           -9.587
           -4.161           -44.10           -47.14           -9.730
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -46.33           -5.143           -42.59           -15.85
           -42.14           -5.254           -41.75           -17.30
           -43.66           -5.116           -41.19           -16.97
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.135           -46.08           -43.47           -42.23
           -8.612           -41.41           -46.55           -43.03
           -8.592           -41.34           -42.64           -42.26
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7650          -0.2763         -1.13659         -0.10579
          -0.5963          -5.7239         -1.00059         -0.15867
          -0.3511          -3.4207          0.02093         -0.05705
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.5473        -0.059387           -28.64           -32.27
          -0.4192         0.032939           -29.58           -31.88
          -0.1831         0.007542           -29.33           -32.54
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.024           -2.633           -13.50            4.276
            4.469           -2.223           -18.17            7.589
            5.670           -1.732           -17.81            6.917
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.717           -2.620          -13.074            2.120
           -3.383           -2.798           -3.358            2.361
            3.930           -2.729          -12.678            3.652
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4976           -8.140           -6.920           -9.184
           0.4494           -9.949          -11.216           -8.992
           0.2008           -7.862           -4.774           -7.639
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.446           1.0428         -0.01559          -13.632
           -6.724           0.1701          0.03036           -8.205
          -10.564          -0.1710          0.02579           -7.747
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8497           -7.840          -0.4757           -5.521
          -0.7605           -4.908          -0.5318           -8.140
          -0.6898           -5.158          -0.3364           -5.082
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.565           0.2284           -4.375            1.591
           -7.197           0.1037           -8.293            1.737
           -4.891           0.3162           -5.293            1.014
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.4606         -0.06178           0.5683           7.3632
          -8.4737         -0.03531           1.7841           0.4243
          -6.3826          0.01118           0.9989           2.1080
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.917           4.1935           12.520            3.173
           -1.800          -0.6471            8.927           12.111
           -1.433           0.4178            7.503            2.550
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.551          0.19326            3.358          -0.6565
           13.404          0.01445            1.235          -0.4652
            3.976         -0.01291           11.193          -0.2044
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.430           1.8705           -1.292          -0.3580
           -2.164           1.2645           -2.279          -0.2181
           12.090           0.3868           -0.350          -0.8341
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.441         -0.09074          -0.7899           -2.243
           -3.227          0.08926           1.2414           -1.703
           -4.343          0.06555          -0.4493           -1.232
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9433           5.2170           1.7478            1.499
           3.8230           0.6796          -0.2308            1.521
           0.2158           2.0796           1.3280            3.122
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.457          0.20655           -6.803          -0.7421
           -3.589          0.04846           -6.662          -0.5000
           -2.606         -0.26198           -6.790          -0.2953
 rnd_95776.volume rnd_95787.volume
           -6.007           -48.20
          -22.717           -48.21
          -14.343           -46.76
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.117 4.151 24.12 10.58 10.74 1.677 2.637 6.961 7.889 5.569 5.169
[2,] 6.137 4.151 25.45 11.86 11.46 1.686 2.646 6.970 7.977 7.457 5.401
[3,] 6.150 4.161 27.21 12.01 11.69 1.778 2.691 7.214 8.266 7.480 5.705
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.566 4.518 5.544 13.00 5.963  9.432 5.756 13.14  9.447 14.04 5.038
[2,] 6.026 4.525 6.623 13.21 6.080  9.713 7.255 14.19 10.281 14.68 5.125
[3,] 6.228 4.657 7.202 14.29 6.116 10.250 7.707 14.56 11.137 16.17 5.806
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 22.56 13.27 0.8125 10.64 11.01 1.494 10.20 0.6915 10.66 2.555 1.741
[2,] 28.03 13.83 0.8272 11.23 12.78 1.550 11.29 0.7153 11.69 2.622 1.803
[3,] 29.24 15.04 0.8755 12.49 13.07 1.639 12.15 0.7500 12.81 2.734 1.878
     [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 10.64 11.54  9.606 6.509 5.687 6.237 2.392 4.941 1.870 7.223 8.340
[2,] 11.16 12.72 10.491 6.536 6.363 6.250 2.392 4.957 1.879 7.472 8.849
[3,] 11.83 12.99 10.827 6.580 6.488 6.338 2.396 5.072 1.879 8.233 9.466
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.303 2.386 4.740 7.758 8.314 4.452 6.602 6.653 2.515 5.853 5.679
[2,] 5.048 2.434 5.055 7.758 8.468 4.502 8.676 6.909 2.529 7.947 6.764
[3,] 5.193 2.543 5.206 8.557 9.230 4.683 9.032 7.435 2.554 9.189 7.660
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.768 3.757 5.575 1.206 5.042 1.701 4.085 4.591 3.834 6.487 2.432
[2,] 5.718 5.373 5.577 1.206 6.052 1.776 4.190 4.731 4.992 7.486 2.439
[3,] 7.239 6.675 5.601 1.207 6.821 1.849 4.634 4.799 5.069 7.594 2.441
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 5.854 5.213 5.550 2.292 6.103 4.604 7.044 6.782  8.991 6.533 4.862
[2,] 6.479 5.257 6.322 2.293 6.107 6.609 7.915 9.022  9.429 8.935 7.547
[3,] 6.534 5.307 6.955 2.293 6.193 6.615 7.968 9.064 10.347 9.763 9.342
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.836 4.474 4.162 5.564 3.216 3.611 2.514 4.231 4.787 10.69 8.722
[2,] 1.847 6.398 4.205 6.470 3.270 3.730 2.576 5.005 4.787 10.70 8.787
[3,] 1.863 8.745 4.213 8.374 3.356 3.906 2.614 5.443 4.789 10.86 9.267
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.861 3.091 4.551 4.403 4.295 3.573 0.9544 2.398 19.80 13.13
[2,] 3.501 4.511 4.721 4.623 4.555 3.587 1.0092 2.404 24.61 13.51
[3,] 4.296 4.650 5.059 5.009 4.813 3.590 1.0400 2.432 25.32 14.74
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]   [,6]    [,7]     [,8]
[1,]   7.767   5.271    30.63   13.44   13.63   2.13   3.348    8.839
[2,] 568.658  29.569  9346.94 6165.69 4609.79 200.26 258.125  401.265
[3,] 471.392 332.893 11071.46 2174.17 2698.53 647.40 561.676 2144.167
        [,9]    [,10]    [,11]    [,12]    [,13]   [,14]   [,15]    [,16]
[1,]   10.02    7.071    6.564    5.798    5.737    7.04   16.51    7.572
[2,] 1355.82 5712.906 1800.989 4530.578  290.066 4173.92 2701.01 1365.013
[3,] 2499.75  669.481 2116.534 1812.707 1267.077 3259.54 6271.03  767.777
       [,17]   [,18]   [,19] [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.98    7.31   16.68    12   17.83    6.397    28.64   16.85
[2,] 2673.10 5087.19 6166.26  4670 4959.45 1083.785 19160.08 4474.99
[3,] 3769.99 2992.51 3761.72  4932 7797.26 3142.789  9595.46 6807.92
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   1.032   13.51   13.98   1.897   12.95   0.8781   13.53   3.245
[2,] 179.284 4127.23 7485.43 474.766 5562.23 210.7375 5528.69 676.019
[3,] 330.116 6307.40 3130.67 614.377 5192.20 259.6117 6040.12 894.052
       [,33]   [,34]   [,35]  [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   2.211   13.51   14.65   12.2   8.266    7.221    7.92   3.037
[2,] 540.172 3884.73 6165.54 4855.9 681.583 3289.017  468.21  30.899
[3,] 607.194 4503.82 3018.98 3084.5 870.178 1458.356 1209.53 164.400
        [,41]   [,42]    [,43]   [,44]    [,45]  [,46]    [,47]    [,48]
[1,]    6.274   2.375    9.173   10.59    5.464   3.03    6.019    9.851
[2,]  461.454 203.659 2199.978 3409.54 3040.065 552.08 2021.494   60.404
[3,] 1237.440  58.937 3982.307 3871.54 1404.486 849.16 1436.781 4158.600
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.56    5.653    8.384    8.448   3.194    7.433    7.212    6.055
[2,] 1854.37  773.518 6483.433 2148.318 300.425 6190.890 4231.205 3634.922
[3,] 4228.50 1485.887 2890.945 3163.364 411.562 5313.553 4141.460 5113.239
        [,57]  [,58]  [,59]    [,60]  [,61]    [,62]   [,63]    [,64]
[1,]    4.771   7.08  1.531    6.403   2.16    5.187    5.83    4.869
[2,] 4424.432 139.69 14.437 3854.818 588.08 1072.424 1317.85 3681.359
[3,] 4560.854 604.22 42.559 3623.373 591.57 2280.555  927.37 1015.186
        [,65]   [,66]    [,67]  [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    8.237   3.089    7.434   6.62    7.048  2.911    7.749    5.847
[2,] 4304.584 213.318 3199.138 780.63 3486.109 72.877  251.930 5461.057
[3,] 1468.534  96.835  971.254 838.56 3341.111 23.639 1189.797  329.156
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    8.945    8.612   11.42    8.296    6.175   2.331    5.681   5.286
[2,] 4156.104 6853.683 3270.31 7021.092 6648.432 234.983 5268.792 683.225
[3,] 1058.049 1006.828 4907.63 4529.993 6341.909 280.615 6866.681 307.834
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.066   4.084    4.585   3.193    5.373   6.078   13.57   11.08
[2,] 3802.264 683.953 1079.820 645.016 3078.269  94.874  660.79 1226.70
[3,] 6124.363 867.679 1333.358 509.903 2466.003 137.182 2111.34 3389.19
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    3.634    3.926    5.779    5.591    5.454   4.538   1.212   3.045
[2,] 2323.791 3783.489 1447.970 1625.196 1747.856 357.279 378.003 196.877
[3,] 2867.278 1298.633 2092.251 2220.687 1789.917 166.685 289.411 426.186
        [,97]   [,98]
[1,]    25.14   16.68
[2,] 16835.03 3662.94
[3,]  6854.56 6778.54
[1] "--- VAR model 2017-10-01 13:01:00  completed"
[1] "Completed training sample:  2017-10-01 13:01:00 - 2017-10-01 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 13:31:00 - 2017-10-01 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2399         -0.1851         -45.71         -44.41
         -0.1956         -0.2182         -43.61         -40.71
         -0.1849          0.1095         -45.53         -42.16
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.74        0.99932         -0.06711           -2.664
         -42.14        0.09665         -0.81880           -3.385
         -40.63        0.32575         -0.27640           -2.775
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -2.24128           -8.887          0.55168           -14.43
         -1.09483           -3.112         -0.53593           -13.30
         -0.04638           -4.454         -0.00545           -14.06
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.2550           -4.167           -4.613           2.0111
          -0.2632           -8.367           -4.167           0.8418
          -0.4574           -6.303           -3.303           0.7009
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.384          -12.386          -5.4174            2.268
           -6.741           -2.365          -5.7406           -2.336
           -6.221           -8.651          -0.8807            5.011
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -49.59           -3.326           -92.72           -43.84
           -48.62           -3.379           -92.76           -43.93
           -48.42           -3.120           -91.45           -43.54
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.731           -45.73           -47.32           -8.243
           -3.805           -45.33           -44.72           -7.875
           -3.995           -45.03           -46.31           -8.357
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -46.53           -4.877           -44.63           -17.10
           -44.19           -5.173           -45.15           -15.60
           -43.92           -4.987           -42.02           -16.83
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.465            -45.6           -44.42           -44.61
           -8.770            -43.8           -43.05           -43.63
           -8.717            -40.8           -42.64           -43.83
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.27637          -0.6071          -0.3859          0.12934
          0.33368          -3.2249          -0.3861          0.05442
          0.05668           0.7540          -1.1804         -0.04589
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5193         -0.08703           -25.39           -30.44
           0.2621          0.02167           -25.13           -30.06
           0.1367         -0.01062           -25.32           -28.03
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.2320           -2.018           -18.52            7.193
           0.5520           -1.515           -18.85            4.077
          -0.8873           -1.707           -20.64            3.690
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          3.86806          -0.6002          -13.722            3.281
          0.06468           1.1893          -11.233            2.962
          2.16050           1.2799           -9.345            2.599
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.24996           -9.617           -6.246           -6.393
          0.13767          -12.322           -7.112           -7.771
          0.09072           -7.631           -6.611           -9.374
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.927           0.8871         0.003334           -5.562
           -7.056           0.3416         0.023962           -1.941
           -7.769          -0.4015         0.013853           -7.341
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7710           -2.927          -0.5966          -8.3230
          -0.5590           -1.054          -0.2102          -2.8908
          -0.5771           -4.661          -0.4049           0.1407
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.599          -0.3419         -7.65646           0.7830
           -2.461          -0.1961         -3.73730           0.4056
           -1.449          -0.2213         -0.01775           0.3281
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.0799         0.006423         -0.54157          -0.1011
          -6.3039         0.025986         -0.21994          -0.8741
          -0.3494        -0.026209         -0.08793          -0.2093
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.6441          -5.4639           10.508            1.478
          -1.0475          -0.5318            7.627            4.606
          -0.9311          -0.8811            8.640            1.959
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.376          0.18572            2.655          -0.5372
            2.258          0.08984            1.882          -0.2064
            3.232          0.03260            3.213          -0.3800
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.206           0.4979          -0.9463         -0.06216
            2.620           0.2646          -2.2784         -0.16562
            2.784           0.3509          -2.3176         -0.47781
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.1755           0.1001          -1.3100          -3.2648
          -0.4503          -0.2470          -0.5632           4.5925
          -1.9057          -0.3161           0.1616           0.6286
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5200           2.2211         -0.01923            1.058
           1.3748           0.8269          0.19962            1.444
           0.6609           1.3986          0.07022            1.759
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.2936           0.3055           -7.342          -1.0954
           0.6205          -0.2172           -6.700          -0.9363
          -2.5202          -0.2786           -6.962          -0.3973
 rnd_95776.volume rnd_95787.volume
           -35.34           -40.84
           -15.38           -45.64
           -28.10           -42.74
Standard Errors of predictions:  
      [,1] [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.085 4.11 23.83 10.42 10.15 1.714 2.544 6.847 7.739 5.719 5.118
[2,] 6.109 4.11 25.16 11.58 10.58 1.722 2.551 6.857 7.811 7.778 5.381
[3,] 6.119 4.12 26.85 11.65 11.03 1.810 2.605 7.082 8.054 7.887 5.703
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.155 4.505 4.990 12.28 5.875 9.584 5.645 13.08  9.132 13.58 4.716
[2,] 5.570 4.509 5.882 12.45 6.009 9.820 6.999 14.06  9.694 14.16 4.793
[3,] 5.708 4.643 6.282 13.72 6.048 9.928 7.451 14.24 10.309 15.53 5.488
     [,23] [,24]  [,25] [,26] [,27] [,28]  [,29]  [,30] [,31] [,32] [,33]
[1,] 21.55 11.12 0.8023 10.37 10.81 1.494  9.704 0.6742 10.26 2.480 1.655
[2,] 26.23 12.03 0.8210 10.93 12.14 1.546 10.657 0.6922 11.15 2.529 1.717
[3,] 26.89 12.23 0.8691 11.97 12.43 1.641 11.193 0.7243 12.04 2.642 1.766
     [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 10.15 10.73  9.337 6.317 5.446 6.209 2.365 4.817 1.859 6.257 6.856
[2,] 10.68 11.54 10.106 6.342 6.089 6.223 2.365 4.834 1.864 6.450 7.311
[3,] 11.28 11.81 10.468 6.377 6.316 6.305 2.368 4.957 1.865 6.640 7.397
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.280 2.312 4.702 7.714 8.340 4.444 7.269 6.608 2.481 5.871 5.493
[2,] 4.987 2.361 4.778 7.715 8.479 4.500 8.459 6.861 2.492 8.241 6.732
[3,] 5.091 2.471 4.865 8.476 9.408 4.630 8.965 7.386 2.527 8.967 7.402
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.880 3.647 5.714 1.182 4.964 1.655 4.020 4.478 3.818 6.379 2.391
[2,] 5.944 5.274 5.740 1.182 6.037 1.727 4.132 4.643 4.995 7.355 2.399
[3,] 7.458 6.688 5.793 1.183 6.872 1.801 4.567 4.706 5.073 7.484 2.401
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 5.809 5.108 5.448  2.27 5.911 4.485 6.862 6.398  9.107  8.54 4.532
[2,] 6.439 5.153 6.177  2.27 5.913 6.526 7.697 8.881  9.580  9.07 7.495
[3,] 6.492 5.206 6.809  2.27 5.981 6.531 7.729 8.911 10.399 10.41 9.217
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.832 4.365 4.089 5.464 3.115 3.512 2.392 4.077 4.749 10.30 8.728
[2,] 1.849 7.210 4.131 6.438 3.170 3.671 2.449 4.904 4.750 10.31 8.768
[3,] 1.864 7.957 4.139 8.007 3.263 3.837 2.484 5.335 4.751 10.46 9.158
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.708 2.883 4.435 4.334 4.253 3.447 0.8899 2.381 20.08 11.61
[2,] 3.390 4.484 4.605 4.575 4.548 3.460 0.9214 2.387 24.69 11.62
[3,] 4.287 4.630 4.957 4.982 4.800 3.461 0.9595 2.419 25.44 12.05
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.727   5.219    30.26   13.23   12.89   2.176   3.231    8.695
[2,] 647.878  73.245  9638.35 6037.98 3559.18 198.226 218.966  438.311
[3,] 417.332 345.891 11221.60 1596.49 3747.24 668.082 631.162 2119.734
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]   [,16]
[1,]    9.828    7.262    6.498    5.277    5.721    6.336   15.59    7.46
[2,] 1261.991 6304.667 1990.110 4434.642  222.044 3723.729 2482.00 1510.51
[3,] 2346.956 1563.963 2258.067 1496.817 1321.037 2640.179 6893.72  821.87
       [,17]    [,18]   [,19]  [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   12.17    7.168   16.61   11.6   17.25    5.988    27.36   14.12
[2,] 2557.16 4948.444 6171.14 3891.3 4766.68 1024.285 17882.22 5471.06
[3,] 1751.35 3055.331 2705.33 4193.8 7630.35 3196.207  7078.55 2681.10
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   1.019   13.16   13.72   1.898   12.32   0.8561   13.02   3.149
[2,] 208.501 4158.07 6614.31 472.989 5267.89 187.7143 5242.04 591.148
[3,] 341.016 5827.67 3199.87 660.389 4091.93 254.7708 5433.89 914.088
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.101   12.89   13.62   11.86   8.022    6.916    7.884   3.003
[2,] 546.131 3992.01 5081.71 4624.17 669.636 3256.077  502.881  21.638
[3,] 497.970 4339.81 2996.84 3262.74 800.316 2006.563 1209.585 135.803
        [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]    6.117   2.361    7.946    8.706    5.435   2.936    5.971    9.795
[2,]  471.330 160.995 1871.677 3038.670 3061.119 571.872 1011.707  151.742
[3,] 1317.010  50.581 1883.746 1346.005 1224.188 870.003 1094.133 4198.388
       [,49]    [,50]    [,51]    [,52]  [,53]    [,54]    [,55]    [,56]
[1,]   10.59    5.643    9.231    8.391   3.15    7.456    6.975    6.196
[2,] 1824.93  851.260 5173.408 2208.062 286.71 6915.679 4654.477 4058.977
[3,] 4876.77 1302.258 3550.410 3270.782 502.58 4226.288 3680.440 5386.181
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.631   7.256  1.501    6.303   2.101    5.105    5.687    4.849
[2,] 4556.022 654.303  4.859 4108.657 593.046 1142.545 1466.000 3850.210
[3,] 4917.907 931.611 33.899 3925.473 610.320 2327.202  915.260 1062.176
        [,65]   [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    8.101   3.036    7.376   6.487    6.918  2.882    7.506    5.696
[2,] 4376.542 230.154 3323.470 804.135 3481.913 17.537  196.679 5668.171
[3,] 1658.395 121.458  987.135 888.723 3425.168  2.275 1073.300  312.907
        [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    8.713    8.125   11.56   10.84    5.755   2.326    5.543   5.193
[2,] 4169.598 7365.331 3558.60 3652.47 7138.763 301.595 6863.150 697.799
[3,]  843.689  871.077 4836.54 6106.31 6415.864 280.165 4023.524 311.112
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    6.938   3.956    4.46   3.038    5.177   6.031   13.08   11.08
[2,] 4071.804 699.040 1275.96 624.081 3258.536  81.320  452.14 1004.64
[3,] 5692.597 927.940 1337.39 495.656 2514.024 140.314 2158.10 3163.27
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]  [,95]   [,96]
[1,]    3.439    3.661    5.632    5.503    5.401   4.377   1.13   3.024
[2,] 2438.914 4107.244 1482.370 1754.662 1927.082 357.375 285.84 210.134
[3,] 3138.640 1378.141 2193.784 2358.631 1836.311 111.515 320.03 465.809
        [,97]   [,98]
[1,]    25.49   14.75
[2,] 17190.03  324.96
[3,]  7335.08 3825.36
[1] "--- VAR model 2017-10-01 13:31:00  completed"
[1] "Completed training sample:  2017-10-01 13:31:00 - 2017-10-01 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 14:01:00 - 2017-10-01 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2835          0.1574         -42.14         -38.90
         -0.4637         -0.2497         -41.12         -40.11
         -0.2632          0.1011         -40.00         -37.89
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -39.11        0.47297           0.5320           -2.531
         -39.04       -0.02572           0.7481           -4.293
         -38.81       -0.10047           0.1699           -3.208
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.349           -9.322          -0.2245           -16.15
           -3.580           -3.612           2.2611           -13.80
           -4.903           -6.028           0.7752           -13.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.1284          -10.400           -4.548           0.6687
           1.0182           -9.108           -4.785           1.7213
           0.5083           -7.344           -3.387           0.2702
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.975           -3.171           0.7536            5.689
           -9.529           -9.419          -2.1806            9.803
           -8.592           -7.933          -4.6023            7.173
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -41.30           -4.010           -89.97           -39.62
           -39.83           -4.272           -82.24           -36.98
           -38.63           -4.357           -81.56           -38.70
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.052           -41.72           -46.73           -6.597
           -3.369           -39.95           -43.11           -6.924
           -3.398           -39.53           -40.90           -7.456
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -42.02           -4.301           -40.72           -15.44
           -42.82           -4.110           -41.72           -16.22
           -40.18           -4.281           -39.82           -15.90
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.297           -39.00           -40.03           -42.29
           -7.932           -40.06           -38.67           -40.56
           -7.955           -38.78           -40.37           -39.82
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.24015           2.1881          -0.2400         -0.00714
         -0.15301          -3.8909          -0.4631         -0.07495
         -0.02418          -0.8219          -0.3506         -0.04582
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.11596        -0.063244           -22.50           -25.61
         -0.14336         0.001083           -21.91           -28.02
         -0.04847         0.002136           -23.67           -26.88
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.529           -2.347           -17.34           3.6020
            2.298           -1.875           -15.69          -1.0937
            2.861           -1.583           -17.96          -0.1447
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1830           -3.428           -10.55            1.032
          -3.1060           -2.155           -11.19            1.858
           0.7534           -1.885           -12.50            1.915
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.032           -12.69           -7.685           -8.832
           -1.051           -11.80           -8.437          -10.185
           -1.148           -13.90           -8.510           -9.284
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.428          -0.2033       -0.0151153           -7.364
           -7.618          -0.8980       -0.0225558           -5.975
           -8.081          -1.0224       -0.0003252           -9.326
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.04152           -3.022          -0.5147           -3.196
         -0.07582           -3.587          -1.2952           -3.889
         -0.03032           -5.166          -0.6909           -3.534
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.220          -0.4856           -1.779           0.5575
           -3.310          -0.5464           -4.589           0.8538
           -4.434          -0.4516           -2.696           0.7690
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.921          0.03304          -0.5402          -1.7621
           -5.631         -0.03148          -0.6046          -0.7177
           -2.396         -0.04046          -0.2625          -0.7946
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.5878           -4.305            13.43          0.02742
          -0.6879           -1.082            12.11         -0.25094
          -0.9632           -1.197            12.28         -1.24582
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.8255         -0.07566          -1.7307          -0.3723
           4.0819         -0.04881           0.8777           0.3200
           5.5673         -0.01514           1.1117          -0.2272
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.934           0.7579           -2.478          -0.4149
            1.161          -0.4203           -2.112           0.2064
            3.339          -0.2722           -2.094          -0.6298
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -1.90090          0.03051          -0.2112           -3.183
          0.07798         -0.01373          -0.8763           -2.378
         -2.85647         -0.03978           0.4658           -1.449
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        1.6941054           0.9086          -0.3507         -0.40840
       -0.0002067          -0.3278           0.8633         -0.55780
        0.1000724          -0.1921           1.3231          0.05809
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.930          -0.4387           -6.238           0.2896
           -1.771           0.2113           -5.977           0.2644
           -2.928           0.2564           -5.854           0.1487
 rnd_95776.volume rnd_95787.volume
           -36.47           -39.14
           -41.40           -37.11
           -41.62           -38.52
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.983 4.027 23.71 10.06  9.569 1.743 2.521 6.703 7.758 5.631 5.085
[2,] 6.017 4.027 25.02 10.91 10.021 1.749 2.527 6.722 7.827 7.655 5.368
[3,] 6.026 4.040 26.71 11.08 10.426 1.837 2.591 6.942 8.070 7.769 5.688
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.084 4.385 5.407 12.19 5.655 8.811 5.757 12.58  9.158 11.79 4.274
[2,] 5.511 4.387 6.606 12.35 5.774 9.333 7.039 13.71  9.720 11.96 4.276
[3,] 5.659 4.496 7.195 13.60 5.868 9.706 7.710 13.90 10.362 12.37 4.444
     [,23] [,24]  [,25]  [,26] [,27] [,28] [,29]  [,30]  [,31] [,32] [,33]
[1,] 20.61 10.76 0.7411  9.883 10.50 1.489  9.35 0.6674  9.784 2.454 1.595
[2,] 24.44 11.45 0.7555 10.505 11.69 1.593 10.25 0.6887 10.759 2.529 1.666
[3,] 24.68 11.58 0.8106 11.367 12.14 1.709 10.75 0.7228 11.248 2.704 1.716
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.898 10.24  8.907 6.143 5.292 6.068 2.305 4.727 1.859 5.827 6.555
[2,] 10.414 10.92  9.687 6.164 5.881 6.084 2.306 4.749 1.862 5.971 6.927
[3,] 11.001 11.11 10.053 6.190 6.133 6.175 2.306 4.866 1.863 6.092 7.012
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.220 2.281 4.626 7.650 8.013 4.409 7.378 6.545 2.238 5.598 5.275
[2,] 4.891 2.332 4.720 7.654 8.152 4.461 8.871 6.841 2.338 8.755 6.608
[3,] 5.006 2.436 4.809 8.387 8.884 4.604 9.067 7.361 2.348 9.181 7.497
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.778 3.475 5.607 1.158 4.882 1.636 3.971 4.309 3.709 6.282 2.293
[2,] 5.906 5.179 5.627 1.158 5.893 1.701 4.087 4.440 4.891 7.326 2.318
[3,] 7.844 6.678 5.687 1.158 6.866 1.767 4.506 4.515 4.976 7.436 2.325
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75]  [,76] [,77]
[1,] 5.539 4.953 5.269 2.171 5.784 4.290 6.660 6.203  9.018  8.382 4.315
[2,] 6.157 4.996 5.985 2.171 5.786 6.550 7.476 8.645  9.450  8.956 7.347
[3,] 6.214 5.049 6.627 2.171 5.852 6.555 7.513 8.680 10.299 10.194 9.139
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.795 4.267 4.009 5.213 3.036 3.458 2.302 3.991 4.659  9.979 8.443
[2,] 1.811 7.198 4.041 6.197 3.083 3.635 2.365 4.831 4.661  9.997 8.516
[3,] 1.826 7.903 4.052 7.859 3.189 3.862 2.399 5.258 4.664 10.144 8.764
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.379 2.752 4.289 4.254 4.218 3.334 0.8688 2.346 24.79 11.00
[2,] 3.147 4.387 4.444 4.459 4.558 3.340 0.8880 2.353 25.80 11.18
[3,] 4.111 4.508 4.795 4.862 4.827 3.341 0.9276 2.390 29.87 11.52
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.598   5.114    30.11   12.77   12.15   2.213   3.201    8.511
[2,] 768.098  41.166  9650.24 5106.63 3589.79 185.753 210.876  614.109
[3,] 404.384 394.468 11300.12 2314.78 3476.08 677.811 689.923 2094.956
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]   [,16]
[1,]    9.851    7.151    6.457    5.186    5.568    6.866   15.48    7.18
[2,] 1247.812 6260.867 2076.047 4468.281  174.341 4583.440 2447.28 1410.32
[3,] 2376.114 1599.288 2272.050 1553.058 1186.524 3441.655 6856.27 1261.86
       [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]   11.19    7.31   15.97   11.63   14.97    5.427    26.18   13.67
[2,] 3716.00 4890.03 6603.71 3930.12 2430.36  157.185 15848.55 4730.97
[3,] 3215.77 3799.11 2768.82 4336.95 3827.01 1461.750  4167.24 2080.92
        [,25]   [,26]   [,27]  [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.9411   12.55   13.33   1.89   11.87   0.8475   12.42    3.117
[2,] 177.2831 4300.58 6199.79 683.87 5081.90 204.9887 5401.56  733.926
[3,] 354.7878 5242.06 3954.23 748.11 3908.92 265.0267 3964.35 1158.268
       [,33]   [,34] [,35]   [,36]   [,37]   [,38]    [,39]  [,40]
[1,]   2.026   12.57    13   11.31   7.801    6.72    7.706  2.927
[2,] 579.760 3910.14  4574 4596.67 605.631 3097.61  520.917 57.875
[3,] 494.312 4280.62  2484 3244.38 688.671 2102.45 1274.366 78.936
        [,41]   [,42]  [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]    6.002   2.361    7.4    8.324    5.359   2.896    5.874    9.715
[2,]  559.287 128.560 1570.0 2704.596 2983.954 588.329 1131.866  279.105
[3,] 1275.836  66.295 1461.9 1315.082 1288.348 848.348 1113.657 4138.980
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.18    5.599    9.369    8.311   2.842    7.109    6.698    6.067
[2,] 1809.90  821.794 5945.764 2404.884 814.842 8127.043 4804.372 4190.713
[3,] 4261.47 1370.278 2267.516 3279.863 259.127 3339.571 4275.287 6232.484
        [,57]  [,58]  [,59]    [,60]   [,61]    [,62]    [,63]   [,64]
[1,]    4.413   7.12  1.471    6.199   2.077    5.043    5.472    4.71
[2,] 4635.978 582.89  6.107 3985.365 561.530 1166.046 1290.797 3848.40
[3,] 5090.600 994.07 21.196 4253.215 576.532 2289.677  993.092 1104.42
        [,65]   [,66]    [,67]  [,68]   [,69]  [,70]    [,71]    [,72]
[1,]    7.977   2.912    7.034   6.29    6.69  2.757    7.345    5.448
[2,] 4550.913 405.847 3245.286 785.72 3428.71 50.049  186.755 5975.500
[3,] 1538.853 230.283 1010.693 882.87 3435.68 14.529 1058.314  329.300
        [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    8.457    7.877   11.45   10.64    5.479   2.279    5.418   5.091
[2,] 4100.652 7270.357 3408.98 3808.03 7179.319 287.827 6998.533 605.654
[3,]  894.130  939.878 4943.04 5879.24 6561.766 286.185 3938.969 371.783
       [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    6.62   3.855    4.391   2.923    5.067   5.917   12.67   10.72
[2,] 4045.29 648.708 1351.687 653.662 3287.803 153.963  737.61 1345.02
[3,] 5836.01 983.638 1574.082 488.328 2504.129 199.995 2076.46 2498.73
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    3.021    3.494    5.446    5.402    5.357   4.234   1.103   2.979
[2,] 2487.564 4124.748 1406.699 1612.856 2083.920 229.030 221.877 227.720
[3,] 3193.319 1255.768 2172.506 2340.660 1917.321 107.574 323.723 504.916
        [,97]   [,98]
[1,]    31.48   13.97
[2,]  8634.14 2378.46
[3,] 18160.88 3377.74
[1] "--- VAR model 2017-10-01 14:01:00  completed"
[1] "Completed training sample:  2017-10-01 14:01:00 - 2017-10-01 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 14:31:00 - 2017-10-01 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1710       -0.002926         -36.18         -32.00
          0.3346        0.339856         -34.28         -31.23
         -0.2142       -0.243402         -35.53         -30.89
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -31.82        -0.3904           0.5116          -0.2258
         -33.08        -0.5805           1.0471          -0.6650
         -32.27        -0.4121           0.8725          -0.1100
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -1.42000          -0.9711          -0.4421           -7.596
         -1.13199          -0.4604          -0.8328           -9.135
          0.06608          -0.5859          -0.9975           -9.137
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6733           -3.138           -3.205           0.5834
          -0.2542           -3.229           -2.842           1.2574
          -0.3263           -2.707           -2.193           1.2896
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -5.5428           -8.438          -8.1429            3.087
          -0.4343           -2.846          -3.8272            2.881
          -4.0845           -1.678          -0.9189            5.032
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -35.99           -3.552           -74.14           -34.33
           -32.95           -3.727           -72.89           -33.43
           -33.11           -3.422           -68.48           -32.41
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.444           -33.81           -38.15           -4.922
           -2.529           -34.71           -36.17           -4.742
           -2.605           -34.40           -35.50           -5.121
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -36.38           -3.216           -31.41           -12.38
           -34.45           -3.255           -34.85           -12.21
           -34.00           -3.324           -33.20           -12.46
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.536           -30.67           -33.54           -36.01
           -6.591           -33.64           -33.09           -30.32
           -6.636           -31.97           -32.59           -33.51
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6146           -5.626          0.60754        0.0136095
           0.4667           -3.200          0.02955        0.0436278
           0.5894           -1.331         -0.50132       -0.0004677
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.01724        0.0233151           -19.43           -23.50
          0.12749        0.0014499           -19.80           -24.13
          0.08158       -0.0007581           -19.84           -21.94
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.2662         -0.04453           -15.52            3.039
           0.8924          0.25871           -14.44            2.097
           0.7917          0.30004           -14.15            2.398
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.7030           -3.141           -10.13          0.05069
          -0.0516           -3.227           -14.43          0.34020
           0.9093           -2.452           -13.02          0.37392
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9851           -11.27          -11.103          -10.865
          -1.0515           -11.30           -8.154           -8.937
          -0.9678           -12.41          -10.839           -9.405
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.097          -0.2317      -0.00849125           -4.865
          -10.744          -0.6352       0.00001537           -8.461
           -7.797           0.2814      -0.00026336           -9.412
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3649           -5.333          -0.0929          -0.9332
          -0.2659           -4.851           0.1057          -5.5858
          -0.2107           -5.419           0.1860          -4.0102
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.780        -0.008349           -1.719          0.01955
           -4.314         0.192907           -6.735          0.22737
           -4.993         0.014503           -3.510          0.64912
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.513          0.05429          0.01414          -5.4135
           -2.678          0.09091         -0.97852           0.3052
           -4.341          0.04060         -0.47703          -1.1331
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           4.2355           0.8718            7.401            5.678
           0.6758           0.7257            5.844            2.797
           1.2114           0.6606            3.679            4.021
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.250        -0.032577            6.914         -0.28137
            1.355        -0.004429            4.263         -0.27862
            3.798        -0.003969            2.151         -0.05371
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.914           1.4381           -3.051           0.2859
            3.499           0.7664           -1.845          -0.9561
            1.160           0.6768           -2.672          -0.4720
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.6641        -0.188352          -1.2500          -1.6898
          -4.5993         0.001425           0.6411          -0.8253
          -0.7274         0.096883          -0.5567          -0.5493
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.1170           1.8539          -0.1928           0.3139
           1.3942           0.3876          -0.1490           1.4240
           0.0349           1.1441           0.1778           1.0863
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.311          0.05017           -5.084          -0.7179
           -2.393         -0.11549           -4.882          -0.5885
           -3.801          0.15119           -4.953          -0.5072
 rnd_95776.volume rnd_95787.volume
           -33.98           -33.76
           -33.67           -32.60
           -32.49           -32.26
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.969 3.918 23.44  9.869 8.963 1.763 2.455 6.403 7.417 5.497 5.021
[2,] 5.996 3.918 24.75 10.796 9.421 1.770 2.462 6.430 7.492 7.447 5.328
[3,] 6.008 3.927 26.39 11.085 9.779 1.853 2.518 6.592 7.720 7.547 5.662
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.932 4.300 5.271 11.55 4.784 6.690 5.539 10.52 8.610 12.49 3.357
[2,] 5.291 4.302 6.280 11.72 4.919 7.402 7.055 11.54 9.268 12.62 3.364
[3,] 5.433 4.420 6.869 12.98 5.067 8.038 7.526 11.80 9.838 12.93 3.428
     [,23] [,24]  [,25]  [,26]  [,27] [,28]  [,29]  [,30]  [,31] [,32]
[1,] 20.43 10.58 0.7368  9.554  9.908 1.449  9.099 0.6837  9.295 2.257
[2,] 23.23 11.08 0.7536 10.246 11.225 1.545  9.863 0.7011 10.374 2.307
[3,] 23.58 11.20 0.8245 10.990 11.575 1.640 10.391 0.7581 10.969 2.462
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.474  9.349  9.752 8.458 5.952 5.324 5.876 2.253 4.519 1.811 5.469
[2,] 1.525  9.835 10.426 9.171 5.976 5.868 5.893 2.253 4.548 1.815 5.606
[3,] 1.577 10.549 10.722 9.571 5.993 6.106 5.971 2.253 4.648 1.816 5.747
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 6.103 4.208 2.219 4.482 7.517 7.850 4.306 8.118 6.315 2.181 5.917
[2,] 6.441 4.831 2.269 4.555 7.530 7.985 4.366 9.358 6.601 2.301 8.280
[3,] 6.511 4.955 2.373 4.649 8.157 8.858 4.531 9.803 7.108 2.311 8.810
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.185 4.682 3.294 5.444 1.158 4.835 1.601 3.931 4.188 3.640 6.187
[2,] 6.709 5.947 5.185 5.462 1.158 5.820 1.659 4.036 4.317 4.826 7.221
[3,] 7.520 7.465 6.680 5.530 1.158 6.967 1.720 4.464 4.391 4.915 7.350
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.285 5.414 4.785 5.156 2.132 5.709 4.303 6.473 6.058 8.702 8.182
[2,] 2.292 6.011 4.846 5.880 2.132 5.711 6.427 7.318 8.543 9.183 8.757
[3,] 2.295 6.086 4.888 6.535 2.133 5.781 6.432 7.350 8.574 9.742 9.994
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 4.187 1.790 4.184 3.924 5.323 3.031 3.373 2.230 3.821 4.548 9.512
[2,] 7.152 1.806 6.991 3.948 6.230 3.076 3.630 2.288 4.778 4.548 9.524
[3,] 9.020 1.819 7.721 3.965 7.795 3.178 3.858 2.323 5.148 4.551 9.611
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 8.241 2.328 2.702 4.183 4.166 4.148 3.239 0.8660 2.279 24.51 10.88
[2,] 8.295 3.103 4.293 4.320 4.362 4.460 3.245 0.8963 2.293 25.44 11.11
[3,] 8.561 4.007 4.420 4.662 4.738 4.705 3.247 0.9307 2.333 29.42 11.49
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.579   4.975    29.77   12.53   11.38   2.239   3.117    8.131
[2,] 665.451  46.865  9304.63 5128.30 3397.56 179.906 217.447  684.809
[3,] 441.220 312.443 10736.87 2944.55 3072.88 642.247 618.096 1701.338
         [,9]   [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]    9.418    6.98    6.376    4.993    5.461    6.693   14.67    6.075
[2,] 1246.818 5886.37 2087.025 4147.775  148.587 3998.883 2341.55 1336.490
[3,] 2179.909 1434.75 2245.073 1449.346 1185.319 3261.034 6531.48 1424.597
        [,17]    [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    8.495    7.034   13.36   10.93   15.86   4.263    25.94   13.44
[2,] 3712.316 5117.749 5558.78 4019.18 2133.31 258.985 12951.92 3841.85
[3,] 3670.871 3071.955 2905.27 3865.86 3268.50 773.782  4734.48 1924.58
        [,25]   [,26]   [,27]  [,28]   [,29]    [,30]  [,31]    [,32]
[1,]   0.9356   12.13   12.58   1.84   11.55   0.8682   11.8    2.866
[2,] 185.4980 4334.33 6180.96 627.45 4458.28 181.6291 5397.2  563.401
[3,] 391.7231 4659.20 3312.60 644.15 3831.99 338.0445 4173.0 1005.604
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]  [,40]
[1,]   1.872   11.87   12.38   10.74   7.559    6.761    7.462  2.861
[2,] 457.685 3577.87 4319.66 4154.12 616.335 2889.408  515.237 39.562
[3,] 471.233 4468.74 2931.24 3208.91 533.800 1981.183 1125.022 36.581
        [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]    5.739   2.30    6.945    7.749    5.344   2.818    5.692    9.546
[2,]  594.018 131.96 1443.541 2414.936 2780.583 552.457  948.481  509.064
[3,] 1126.378  69.02 1481.135 1108.701 1286.654 814.621 1090.816 3674.786
        [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    9.968    5.468   10.31    8.019   2.769    7.514    6.584    5.946
[2,] 1716.370  843.372 5454.10 2253.082 860.684 6785.426 4988.750 4295.711
[3,] 4492.379 1418.662 3418.53 3088.861 246.793 3526.783 3978.300 5286.112
        [,57]    [,58]  [,59]   [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.182    6.913  1.470    6.14   2.033    4.992    5.318    4.622
[2,] 4692.028  521.148  2.713 3795.43 512.005 1070.359 1227.804 3712.980
[3,] 4933.350 1016.887 42.078 4485.71 530.452 2234.988  940.158 1086.345
        [,65]   [,66]    [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    7.857   2.902    6.876   6.076    6.547  2.708    7.249    5.464
[2,] 4361.132 206.435 3059.223 898.663 3313.344 23.763  207.837 5592.845
[3,] 1609.486 134.314 1113.326 753.236 3340.285 64.893 1049.261  302.653
       [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    8.22    7.693   11.05   10.39    5.317   2.273    5.312   4.982
[2,] 3997.52 7055.821 3435.73 3657.65 6793.633 285.072 6561.316 519.439
[3,]  801.11  854.913 3810.00 5641.85 6437.973 255.477 3840.261 421.761
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    6.759   3.849    4.283   2.831    4.852   5.775   12.08   10.46
[2,] 3792.272 615.372 1572.299 603.350 3361.649  38.492  554.64 1110.72
[3,] 5489.912 936.211 1531.600 471.590 2244.246 189.171 1515.89 2481.41
        [,89]    [,90]    [,91]   [,92]    [,93]   [,94] [,95]   [,96]
[1,]    2.956    3.431    5.312    5.29    5.267   4.112   1.1   2.893
[2,] 2403.712 3907.658 1261.161 1513.75 1918.640 236.013 270.7 305.418
[3,] 2969.146 1233.972 2054.620 2167.37 1757.777 129.025 293.6 500.928
        [,97]   [,98]
[1,]    31.12   13.82
[2,]  8025.47 2620.47
[3,] 17293.71 3443.85
[1] "--- VAR model 2017-10-01 14:31:00  completed"
[1] "Completed training sample:  2017-10-01 14:31:00 - 2017-10-01 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 15:01:00 - 2017-10-01 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.28992         0.02434         -21.38         -25.78
         0.35011        -0.06291         -19.83         -23.82
        -0.02453         0.09686         -16.57         -22.91
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -25.39        0.08421         -0.06096          -0.6184
         -23.42        0.30211         -0.21624          -0.9987
         -23.28        0.28776         -0.21945          -1.7016
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.366           -7.119          -0.6870          -11.481
           -2.459           -1.976          -0.2617           -8.611
           -2.540           -2.675          -1.0581           -8.700
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1069           -7.562           -3.922            2.235
          -0.8384           -6.741           -6.163            1.024
          -0.5109           -4.915           -3.715            2.084
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.235          -0.5874           0.9998            2.595
           -5.850          -3.8153           0.8867            3.660
           -3.255          -4.9937          -2.0185            4.830
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -27.70           -2.424           -51.89           -25.51
           -25.51           -2.780           -54.84           -25.48
           -26.03           -3.049           -51.46           -24.29
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.910           -23.32           -28.45           -4.530
           -1.774           -22.69           -26.03           -4.923
           -1.856           -25.37           -26.03           -5.094
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -27.09           -2.624           -26.79           -9.768
           -25.03           -2.491           -24.94           -9.507
           -23.91           -2.468           -24.37           -9.654
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.259           -26.07           -22.07           -26.24
           -4.982           -25.12           -25.16           -24.51
           -4.995           -23.30           -24.04           -24.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.01087          -3.3894          -0.2508          0.02012
         -0.01835           0.9658           0.1447          0.02675
         -0.18367           0.1326          -0.3442         -0.04198
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4143          0.13397           -15.21           -18.33
           0.7143         -0.03812           -14.97           -16.85
           0.3513         -0.02111           -14.05           -16.77
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.3447          -0.3740           -9.952            4.266
           0.9982          -0.5935          -10.519            6.340
           1.1834          -0.2348          -11.615            4.822
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          3.84449          -0.1956           -4.693            2.867
         -0.00353          -0.2111           -7.248            1.839
          2.08924          -0.1829           -3.931            2.290
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05449          -0.5207           -4.214          -7.6612
         -0.52008          -4.8269           -2.991          -0.5538
         -0.30654          -4.4507           -4.482          -3.8741
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.233           0.2884                0          -0.9308
           -4.135          -0.1706                0          -4.1752
           -2.659          -0.1128                0          -2.1165
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.9153          -0.4756           0.7808          -3.7004
           0.8280          -2.1314           0.8453           0.2728
           0.5836          -1.5900           0.5097          -1.5450
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.1621         -0.06150          -3.7648         -0.38696
           0.7374         -0.07946          -0.7304         -0.06621
          -2.4714         -0.13089          -0.3212         -0.06161
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2573        0.0506325          0.89383          -0.6158
          -3.3197        0.0366862          0.11190           1.3399
           0.9415        0.0008365          0.06503           0.1421
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.4248        -2.706003            10.16            9.155
          -0.8760         0.435537            10.16            6.325
          -0.6928        -0.006136             7.24            6.189
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.961         0.003247            5.431          -0.4375
            3.162         0.061834            6.702          -0.3139
            6.006         0.045706            4.530          -0.0755
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.109            1.036          -1.1324         -0.66401
            5.856            1.246          -0.4486         -0.49898
            3.327            1.224          -1.3606         -0.03931
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.9144          0.05544          -0.3417           0.1481
          -2.6479         -0.09972           1.0152           0.8351
           0.4101         -0.08232          -0.6206           0.4304
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.08323           1.8866           0.4723           1.5277
          1.28644           1.0838           0.9237           0.8708
          1.26746           0.9145           0.2527           1.4957
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9987         -0.18645           -3.700         0.069774
          -1.0827          0.06172           -3.781        -0.073845
          -1.4535          0.11022           -3.791         0.004296
 rnd_95776.volume rnd_95787.volume
          -17.045           -21.44
          -11.198           -22.23
           -6.836           -23.78
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.730 3.754 21.24  9.349 8.431 1.777 2.412 6.231 7.282 5.363 4.902
[2,] 5.760 3.754 21.42 10.237 8.859 1.784 2.416 6.253 7.338 7.313 5.203
[3,] 5.768 3.759 21.53 10.560 9.264 1.863 2.472 6.380 7.588 7.413 5.532
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.793 4.192 5.220 6.199 4.646 6.640 5.335 10.32 8.745 11.53 3.066
[2,] 5.210 4.198 6.224 6.647 4.752 7.293 7.035 11.26 9.071 11.59 3.067
[3,] 5.340 4.307 6.761 7.197 4.885 7.932 7.378 11.49 9.773 11.87 3.103
     [,23] [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 19.58 10.24 0.7277  9.128  9.669 1.434 8.530 0.6618  8.956 2.104
[2,] 22.28 10.75 0.7464  9.803 11.023 1.529 9.374 0.6802  9.871 2.174
[3,] 22.63 10.89 0.8264 10.496 11.275 1.629 9.975 0.7253 10.545 2.290
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.406  9.030  9.128 8.027 5.794 5.021 5.658 2.197 4.261 1.755 5.253
[2,] 1.454  9.443  9.859 8.558 5.822 5.505 5.678 2.197 4.279 1.760 5.386
[3,] 1.499 10.141 10.183 8.997 5.844 5.815 5.749 2.197 4.373 1.762 5.509
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.799 4.120 2.134 4.512 7.309 7.461 4.187 7.817 6.139 2.138 5.921
[2,] 6.152 4.778 2.194 4.571 7.320 7.583 4.218 9.196 6.395 2.251 8.253
[3,] 6.222 4.857 2.290 4.630 7.996 8.389 4.381 9.542 6.893 2.259 8.761
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.939 4.671 2.823 4.913 1.127 4.552 1.564 3.897 3.837 3.524 6.060
[2,] 6.543 5.805 4.975 4.913 1.127 5.348 1.613 4.023 4.001 4.690 7.017
[3,] 7.327 7.068 6.354 4.937 1.127 6.741 1.667 4.404 4.036 4.820 7.177
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.187 5.283 4.633 5.007 2.081 5.628 4.150 6.191 5.821 8.533 8.062
[2,] 2.191 5.830 4.700 5.718 2.082 5.629 6.255 7.053 8.187 8.920 8.630
[3,] 2.198 5.925 4.758 6.266 2.083 5.692 6.260 7.093 8.226 9.404 9.843
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 4.143 1.772 4.128 3.792 5.251 2.928 3.338 2.170 3.684 4.383 9.173
[2,] 6.987 1.789 6.952 3.818 6.182 2.989 3.568 2.234 4.653 4.384 9.195
[3,] 8.734 1.801 7.656 3.838 7.706 3.076 3.821 2.269 4.990 4.384 9.284
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 8.008 2.233 2.661 4.103 4.044 4.079 3.119 0.8675 2.249 23.90 10.16
[2,] 8.037 3.014 4.195 4.224 4.218 4.385 3.125 0.9061 2.265 24.69 10.33
[3,] 8.269 3.900 4.306 4.535 4.592 4.547 3.129 0.9372 2.311 28.53 10.81
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.276   4.767   26.97   11.87   10.71   2.257   3.062    7.912
[2,] 675.135  17.959 3224.43 4809.12 3135.19 172.583 169.520  598.984
[3,] 347.559 239.105 2487.20 2990.21 3123.75 619.090 601.276 1460.974
         [,9]   [,10]    [,11]    [,12]    [,13]    [,14]    [,15]  [,16]
[1,]    9.248    6.81    6.225    4.817    5.323    6.628    7.871    5.9
[2,] 1038.961 5732.44 2010.266 4117.792  253.783 3909.429 2766.467 1150.8
[3,] 2225.500 1400.71 2166.910 1351.698 1109.330 3045.166 3182.522 1306.0
        [,17]    [,18]  [,19]  [,20]   [,21]   [,22]    [,23] [,24]
[1,]    8.431    6.775   13.1   11.1   14.65   3.893    24.86    13
[2,] 3478.608 5287.385 5200.7 2779.2 1317.35  81.330 12256.16  3768
[3,] 3597.707 2563.358 2644.2 4193.0 2978.19 542.290  4585.27  2019
        [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.9241   11.59   12.28   1.821   10.83   0.8404   11.37   2.671
[2,] 191.3351 4122.95 6102.02 613.741 4479.70 181.4420 4784.66 632.197
[3,] 408.8423 4324.06 2733.37 647.844 3932.59 290.1641 4278.08 828.730
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]  [,40]
[1,]   1.785   11.47   11.59   10.19   7.357    6.376    7.184  2.789
[2,] 428.874 3183.35 4296.11 3424.04 660.745 2603.247  553.438 12.380
[3,] 420.445 4265.51 2935.96 3200.88 587.914 2158.075 1040.757 38.896
        [,41]   [,42]   [,43]    [,44]    [,45]  [,46]  [,47]    [,48]
[1,]    5.411   2.229    6.67    7.364    5.232   2.71   5.73    9.281
[2,]  455.877 152.518 1374.33 2365.632 2790.282 586.01 845.41  465.444
[3,] 1039.548 107.112 1330.08 1074.293 1002.495 754.87 846.41 3710.418
        [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    9.475    5.316    9.926    7.795   2.715    7.518    6.272
[2,] 1562.154  589.897 5585.179 2066.881 812.800 6630.133 4948.203
[3,] 4137.110 1363.638 2934.364 2966.297 214.755 3387.458 3802.466
        [,56]    [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    5.932    3.585   6.239  1.431    5.781   1.986    4.949    4.873
[2,] 3973.913 4722.845   9.963  7.085 3237.425 455.624 1151.558 1305.397
[3,] 4648.641 4558.083 558.336 21.131 4730.624 484.825 2063.855  611.379
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]  [,70]   [,71]
[1,]    4.476    7.695   2.777    6.709   5.883    6.358  2.643   7.147
[2,] 3568.160 4079.263 155.064 2842.619 913.957 3184.375 35.316 108.174
[3,] 1281.313 1739.140 200.353 1220.663 850.503 2953.753 90.649 971.798
        [,72]    [,73]    [,74]   [,75]   [,76]    [,77]  [,78]    [,79]
[1,]    5.269    7.861    7.391   10.84   10.24    5.261   2.25    5.242
[2,] 5395.818 3897.406 6637.621 2998.35 3548.31 6486.137 282.56 6448.889
[3,]  304.645  860.927  923.374 3432.55 5457.64 6042.567 239.75 3697.957
       [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]
[1,]   4.815    6.668   3.718    4.239   2.756    4.679   5.565   11.65
[2,] 517.188 3760.684 691.323 1450.919 607.790 3276.179 114.199  732.42
[3,] 444.616 5305.410 839.258 1578.942 461.898 2080.268  54.150 1474.78
       [,88]    [,89]    [,90]   [,91]    [,92]    [,93]  [,94]   [,95]
[1,]   10.17    2.835    3.379    5.21    5.135    5.179   3.96   1.102
[2,]  784.74 2334.677 3738.995 1158.97 1382.740 1857.893 226.64 301.637
[3,] 2245.95 2852.601 1121.736 1900.97 2091.681 1386.257 193.98 276.312
       [,96]    [,97]   [,98]
[1,]   2.856    30.35   12.91
[2,] 313.659  7124.69 2100.86
[3,] 529.536 16491.56 3689.49
[1] "--- VAR model 2017-10-01 15:01:00  completed"
[1] "Completed training sample:  2017-10-01 15:01:00 - 2017-10-01 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 15:31:00 - 2017-10-01 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1955        -0.14406         -25.57         -19.98
         -0.2776         0.13493         -23.78         -22.18
         -0.1994        -0.05043         -22.63         -21.52
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -21.28         0.3960          0.19372        -0.887937
         -21.15         0.6194          0.21012         0.004149
         -21.46         0.6204          0.05153        -0.594530
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.2821          -4.2754           -0.858           -5.348
          -1.7409          -2.2088           -1.769           -7.026
          -0.7567          -0.9949           -1.222           -5.373
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9528           -3.904           -2.118          1.78247
          -1.0163           -5.632           -3.692          1.95450
          -0.7878           -4.396           -3.209          0.06489
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8559           -2.136           1.0055            5.781
          -0.6484           -1.277          -0.4124            5.127
          -5.1569           -2.147           0.4269            5.626
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -22.76           -2.004           -51.98           -25.43
           -23.15           -2.318           -47.70           -21.31
           -23.20           -2.121           -48.73           -22.13
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.146           -24.38           -25.25           -2.647
           -1.141           -23.88           -25.85           -2.799
           -1.189           -22.05           -24.15           -3.099
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -23.01           -2.711           -23.09           -7.003
           -23.23           -2.468           -23.36           -7.393
           -23.60           -2.432           -23.46           -7.033
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.630           -20.26           -21.98           -21.31
           -4.948           -20.89           -21.99           -21.55
           -4.592           -22.50           -21.17           -21.83
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.28462          -0.8982         -0.40210         -0.13235
          0.01791          -1.7513          0.14295         -0.03131
          0.19274          -0.7554         -0.05313          0.10614
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0392        -0.052030           -13.42           -15.51
           0.5796        -0.013104           -13.12           -15.45
           0.4325         0.001734           -13.48           -15.53
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.057           0.9812           -9.024            2.711
            1.356           0.9762           -8.017            3.280
            1.841           1.2648           -8.723            2.477
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.9973           0.7861           -3.927          -0.1907
           3.4135           0.2012           -4.378          -0.5309
           0.8156           0.5241           -4.314          -0.4983
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3523           -5.762           -4.828           -4.465
          -0.2246           -3.491           -3.094           -4.616
          -0.2907           -4.191           -3.053           -2.930
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.411          -0.1896        -0.013458           -5.314
           -4.817           0.6049         0.003413           -4.062
           -3.226          -0.1123         0.008077           -4.540
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5893           -3.176        -0.023427           -4.057
           0.5376           -2.168         0.123096           -3.033
           0.4280           -3.273         0.003649           -2.112
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.103          0.60086           -2.944           0.3935
           -2.480         -0.07638           -3.151           0.3633
           -2.497          0.08923           -2.245           0.1159
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.5974         -0.02980         -0.21281          1.97637
          -4.3576          0.11122          0.05593         -0.25898
          -2.2643          0.01844          0.13877         -0.03497
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2105          -0.5352            7.017           0.5008
          -0.9701          -0.7762            6.871           3.1785
          -0.3614          -0.1020            6.052           1.0364
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.428          0.14035            3.796          0.26065
            4.324          0.08142           -1.414          0.07313
            3.153          0.02431            3.397         -0.09161
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.467          0.98590          -1.1237         -0.17459
           -2.658          0.80928          -0.5259         -0.09211
            3.594          0.01455          -0.7809         -0.29821
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.6972          0.02196           0.2897          -0.6549
          -2.7222         -0.01777          -0.5939           0.8667
          -1.7293         -0.03367           0.2697           0.3455
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2388           0.7246           0.1700          -0.5649
           0.6824          -0.1469           0.7242           0.8498
           0.2320           0.8912           0.3998           0.1265
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.172         0.073468           -3.382          -0.6262
           -1.076        -0.003621           -3.546          -0.5143
           -1.382         0.006573           -3.461          -0.2716
 rnd_95776.volume rnd_95787.volume
           -8.401           -24.74
          -10.658           -24.07
           -7.740           -22.20
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.530 3.623 18.10  8.772 8.061 1.808 2.328 5.942 7.057 5.189 4.758
[2,] 5.553 3.623 18.19  9.682 8.671 1.815 2.333 5.961 7.103 7.056 5.093
[3,] 5.562 3.628 18.26 10.024 9.023 1.894 2.378 6.063 7.345 7.165 5.431
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.753 4.031 5.038 4.375 4.630 5.767 4.999 10.24 7.888 11.87 3.561
[2,] 5.083 4.040 5.936 5.073 4.769 6.440 6.833 11.10 8.497 11.95 3.606
[3,] 5.230 4.123 6.486 5.602 4.836 6.841 7.186 11.35 9.120 12.42 3.663
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 19.15  9.927 0.6915  8.802  9.158 1.395 8.042 0.6617  8.620 2.011
[2,] 22.13 10.468 0.7079  9.429 10.604 1.478 8.956 0.6760  9.516 2.069
[3,] 22.32 10.616 0.7813 10.249 10.861 1.573 9.527 0.7284 10.176 2.186
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.316 8.357 8.737 7.641 5.561 4.845 5.083 2.055 4.081 1.722 5.034
[2,] 1.369 8.793 9.463 8.216 5.575 5.330 5.083 2.057 4.101 1.727 5.214
[3,] 1.411 9.421 9.739 8.606 5.607 5.453 5.090 2.057 4.186 1.729 5.340
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.487 3.754 2.071 4.264 7.093 7.153 4.135 6.667 5.739 2.094 5.636
[2,] 5.827 4.301 2.129 4.333 7.101 7.203 4.163 8.097 5.857 2.193 7.561
[3,] 5.889 4.391 2.221 4.378 7.779 7.866 4.332 8.228 6.140 2.200 8.085
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.272 4.517 2.660 4.562  1.11 4.288 1.529 3.692 3.636 3.406 4.751
[2,] 5.956 5.576 5.140 4.563  1.11 4.982 1.576 3.807 3.779 4.478 5.774
[3,] 6.418 6.671 5.784 4.586  1.11 6.305 1.624 4.277 3.801 4.603 5.995
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.066 5.042 4.511 4.724 2.038 5.400 3.995 6.098 5.658 8.202 7.375
[2,] 2.084 5.567 4.581 5.531 2.039 5.400 6.031 6.866 7.871 8.606 7.927
[3,] 2.101 5.659 4.640 6.203 2.042 5.466 6.036 6.904 7.901 9.118 9.164
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 4.034 1.714 4.066 3.661 5.129 2.870 3.254 1.981 3.533 4.248 8.842
[2,] 6.783 1.736 6.547 3.694 6.028 2.938 3.451 2.043 4.508 4.249 8.868
[3,] 8.505 1.745 7.283 3.714 7.503 3.020 3.694 2.092 4.784 4.250 8.975
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 7.764 2.082 2.518 3.762 3.644 3.867 2.907 0.8525 2.228 22.89  9.90
[2,] 7.775 2.828 3.917 3.921 3.834 4.142 2.911 0.8906 2.245 23.68 10.06
[3,] 7.973 3.553 4.040 4.211 4.148 4.351 2.922 0.9221 2.294 27.23 10.56
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.022   4.601   22.99   11.14   10.24   2.296   2.956    7.546
[2,] 570.626  16.820 1995.46 4628.70 3608.91 173.703 175.210  537.148
[3,] 349.047 198.868 1777.70 2933.28 2818.36 612.902 520.999 1250.463
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    8.961    6.589    6.042    4.766   5.119    6.398    5.555
[2,]  913.777 5400.510 2053.243 3871.494 303.296 3545.706 2901.697
[3,] 2111.651 1401.149 2128.215 1386.784 930.249 2952.085 2682.026
        [,16]    [,17]    [,18]   [,19]   [,20]   [,21]   [,22]    [,23]
[1,]    5.879    7.323    6.348   13.01   10.02   15.07   4.521    24.31
[2,] 1288.536 3236.251 5261.510 4845.49 3568.19 1606.53 647.356 12537.76
[3,]  906.582 2605.754 2512.564 2668.44 3742.07 3807.83 724.181  3233.55
       [,24]    [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]
[1,]   12.61   0.8781   11.18   11.63   1.772   10.21   0.8402   10.95
[2,] 3750.99 170.9524 3815.72 6036.63 549.466 4452.45 156.4740 4551.33
[3,] 1990.17 373.2550 4538.53 2656.40 610.274 3666.71 306.2234 4071.07
       [,32]   [,33]   [,34]   [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   2.554   1.671   10.61   11.09    9.702   7.062    6.153   6.454
[2,] 547.331 425.743 3089.62 4105.47 3409.599 451.219 2508.492  63.248
[3,] 799.137 385.206 3816.97 2600.44 2892.889 672.018 1299.175 304.103
     [,40]   [,41]   [,42]    [,43]    [,44]    [,45]   [,46]   [,47]
[1,]  2.61   5.183   2.187    6.392    6.968    4.768   2.629   5.415
[2,] 82.10 457.890 144.405 1535.576 2216.063 2370.012 559.909 865.979
[3,] 22.83 945.095  90.494 1302.585  959.570  999.269 711.836 709.898
        [,48]    [,49]    [,50]    [,51]    [,52]  [,53]    [,54]    [,55]
[1,]    9.007    9.083    5.251    8.466    7.287   2.66    7.157    6.695
[2,]  375.260  960.654  542.509 5188.576 1322.515 735.81 5691.106 3128.658
[3,] 3586.805 3568.983 1351.656 1653.802 2079.658 194.47 3235.861 2701.130
        [,56]    [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    5.736    3.378   5.794  1.409    5.445   1.941    4.689    4.617
[2,] 3692.995 4966.968 106.202 27.156 2864.152 431.587 1046.209 1165.612
[3,] 4134.196 2993.880 509.014  4.634 4364.967 444.847 2201.065  459.216
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]
[1,]    4.325    6.034   2.623    6.402   5.729    5.999   2.588   6.857
[2,] 3284.202 3705.358 311.597 2665.490 898.266 3249.311  45.660   5.472
[3,] 1199.345 1819.933 300.505 1147.343 829.388 3171.416 139.982 958.274
        [,72]    [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    5.073    7.744    7.184   10.41    9.365    5.122   2.177    5.163
[2,] 5101.534 3563.179 6180.228 2941.65 3283.741 6157.899 307.119 5795.021
[3,]  301.029  817.707  774.223 3403.72 5191.575 5794.003 205.915 3603.657
       [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]
[1,]   4.648    6.513   3.645    4.133   2.516    4.487   5.394   11.23
[2,] 559.295 3577.152 710.401 1295.204 564.123 3161.436 136.286  764.63
[3,] 431.517 5043.678 788.963 1489.724 506.406 1807.486  92.180 1560.63
        [,88]    [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]
[1,]    9.859    2.643    3.198    4.777    4.627    4.91   3.692   1.083
[2,]  469.478 2162.282 3388.803 1248.553 1347.479 1676.40 161.832 291.000
[3,] 1995.004 2429.020 1114.620 1734.864 1785.808 1504.48 293.766 269.599
       [,96]    [,97]   [,98]
[1,]   2.829    29.06   12.57
[2,] 309.046  6861.31 2034.78
[3,] 535.451 15176.87 3600.90
[1] "--- VAR model 2017-10-01 15:31:00  completed"
[1] "Completed training sample:  2017-10-01 15:31:00 - 2017-10-01 23:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 16:01:00 - 2017-10-02 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.216446       -0.002713         -16.41         -17.13
       -0.005047       -0.082922         -16.21         -14.47
       -0.134985        0.068778         -17.69         -14.25
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -16.83        0.11292          0.09427          0.16836
         -16.99        0.01003          0.58564          0.63772
         -14.52        0.03261          0.47898          0.06251
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.8359          -1.4777          -1.1130           -5.156
          -0.4972          -0.2055          -0.8486           -4.289
          -1.0180           0.3090          -0.6404           -3.980
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1561           -3.883          -0.9816          0.48798
          -0.5508           -4.293          -2.7609         -0.02818
          -0.4042           -2.769          -1.5840          0.25151
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.449          -5.1436           -4.725          -3.3378
           -2.895          -0.9674           -2.221          -2.1311
           -2.835          -3.1955           -1.087          -0.9277
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.90           -1.820           -34.62           -17.37
           -17.17           -1.502           -32.58           -16.03
           -17.32           -1.700           -32.68           -15.77
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.068           -14.19           -17.92           -2.227
           -1.048           -15.88           -17.06           -2.331
           -1.136           -15.30           -16.81           -2.382
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.71           -1.561           -19.36           -5.139
           -14.37           -1.641           -16.25           -4.805
           -16.12           -1.733           -16.37           -4.710
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.454           -17.84           -18.18           -16.87
           -3.359           -16.38           -17.03           -17.51
           -3.120           -14.81           -14.73           -15.65
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.55192          -0.7515          -0.3101         -0.01342
          0.31753          -1.6903          -0.3541          0.00354
         -0.03071          -1.4237          -0.3353          0.03338
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.02297                0          -10.374           -11.57
         -0.19861                0           -9.446           -12.11
         -0.09454                0           -9.581           -11.64
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.06213          -0.6251           -6.673        -0.711041
         -0.74001          -0.5416           -6.520         0.005322
         -0.48918          -0.5627           -5.917        -0.337991
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.4578          -1.3237           -3.991          -0.4649
          -0.7869          -0.8872           -3.415          -0.7622
          -0.2871          -0.6836           -5.115          -0.7211
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6734           -7.690           -5.690           -4.384
          -0.1185           -2.486           -3.795           -5.595
          -0.3758           -4.988           -2.782           -2.038
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.337         -0.10402                0           -4.745
           -5.450          0.30862                0           -5.044
           -3.770          0.03005                0           -5.416
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.17271           -3.586          0.15216           -4.063
         -0.03201           -3.168          0.05496           -3.341
         -0.13439           -3.824          0.12820           -3.211
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.109          0.19167           -2.465           0.1616
           -3.462          0.17487           -3.526           0.3254
           -3.126         -0.04419           -3.354           0.2419
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.337         -0.04443         -0.03385         -2.73116
           -3.409          0.07552         -0.48090          0.04296
           -2.995         -0.01853         -0.30261         -0.52669
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9035          -2.5160           1.7075         -0.54585
          -0.1358          -0.3782           1.7051         -2.48643
          -0.2733          -0.3193           0.9518          0.03096
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.1940           0.3831            2.919           0.2103
          -1.9781           0.2449           -1.276           0.1974
           0.8756           0.1746           -1.653           0.2684
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.6360           0.1088          -2.0702         -0.10507
           0.2053           0.5934          -1.0703         -0.07384
          -1.8967          -0.1659          -0.6092         -0.17740
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.3901       -0.0228939          -0.2705          -0.5110
          -0.3208        0.0016278           0.5854          -0.2232
          -1.4239        0.0005121          -0.2690          -0.1219
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.05038         -0.11346         -0.02334          0.02725
         -0.10526          0.02306          0.01874          0.01632
         -0.01787         -0.01053          0.15949          0.02884
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.903          0.10933           -2.369         -0.46781
           -1.660          0.02273           -2.503         -0.12017
           -1.548         -0.02680           -2.370         -0.03556
 rnd_95776.volume rnd_95787.volume
           -6.084           -14.92
          -14.911           -15.40
           -9.848           -15.38
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.307 3.439 17.80 8.162 7.420 1.787 2.252 5.707 6.839 5.054 4.609
[2,] 5.336 3.440 17.91 9.002 7.999 1.795 2.256 5.713 6.878 6.802 4.950
[3,] 5.353 3.440 17.98 9.192 8.435 1.867 2.295 5.824 7.139 6.894 5.270
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.515 3.800 4.899 4.200 4.526 5.535 4.756  9.381 7.296 11.37 3.673
[2,] 4.929 3.809 5.760 4.866 4.667 6.110 6.386 10.262 8.142 11.42 3.726
[3,] 5.009 3.877 6.306 5.400 4.778 6.773 6.734 10.485 8.762 11.80 3.804
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 18.16 9.152 0.6705 8.261  8.618 1.358 7.485 0.6530 8.148 1.964 1.283
[2,] 20.39 9.588 0.6907 8.873  9.903 1.430 8.465 0.6771 8.994 2.036 1.330
[3,] 20.70 9.851 0.7707 9.631 10.174 1.519 8.906 0.7307 9.527 2.147 1.370
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.745 8.054 7.035 5.180 4.642 4.762 1.975 3.973 1.642 4.608 5.341
[2,] 8.166 8.897 7.611 5.203 5.069 4.765 1.975 4.002 1.646 4.796 5.656
[3,] 8.869 9.209 7.886 5.234 5.203 4.766 1.975 4.089 1.648 4.881 5.726
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.552 1.975 4.201 6.618 6.836 4.062 6.324 5.271 2.072 5.113 4.700
[2,] 4.052 2.018 4.235 6.618 6.965 4.090 7.267 5.428 2.129 6.395 5.494
[3,] 4.214 2.112 4.278 7.328 7.452 4.254 7.551 5.692 2.155 7.114 5.916
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.251 2.644 4.485 1.077 4.020 1.352 3.468 3.580 3.320 4.495 1.921
[2,] 5.137 4.632 4.525 1.077 4.669 1.368 3.551 3.637 4.304 5.546 1.942
[3,] 5.829 5.314 4.561 1.077 5.842 1.376 3.951 3.681 4.366 5.719 1.968
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.756 4.051 4.574 1.980 5.165 3.811 5.730 5.282 8.043 7.096 3.910
[2,] 5.267 4.124 5.477 1.980 5.165 5.798 6.520 7.462 8.415 7.538 6.551
[3,] 5.325 4.161 5.902 1.984 5.245 5.803 6.567 7.493 8.958 8.833 8.223
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.672 3.990 3.585 4.996 2.777 3.147 1.848 3.442 3.984 8.383 7.535
[2,] 1.695 6.409 3.616 5.883 2.845 3.320 1.910 4.400 3.985 8.395 7.547
[3,] 1.707 7.037 3.635 7.256 2.930 3.455 1.923 4.653 3.986 8.437 7.722
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 1.812 2.199 3.527 3.491 3.675 2.672 0.8276 2.162 17.45  9.541
[2,] 2.595 3.688 3.687 3.722 3.956 2.672 0.8680 2.182 20.83  9.550
[3,] 3.233 3.825 3.922 3.956 4.168 2.687 0.8981 2.240 21.25 10.009
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]     [,5]   [,6]   [,7]     [,8]
[1,]   6.739  4.367   22.61   10.36    9.422   2.27   2.86    7.247
[2,] 679.225 64.571 2414.11 4592.61 3614.203 192.08 168.26  319.416
[3,] 508.034 54.297 1797.39 2254.49 3240.558 624.57 510.46 1368.769
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    8.684    6.418    5.853    4.464   4.825    6.221    5.333
[2,]  888.107 5507.969 2185.670 4181.010 319.317 3665.864 2972.478
[3,] 2314.059 1358.177 2185.956 1078.768 876.081 3106.011 2833.573
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]   [,22]    [,23]
[1,]    5.748    7.029    6.039   11.91    9.265   14.44   4.664    23.06
[2,] 1375.065 3130.870 5155.890 5031.29 4371.225 1195.80 758.254 11226.77
[3,] 1238.870 3536.503 2584.834 2603.97 3915.928 3614.03 929.383  4328.04
       [,24]    [,25]   [,26]   [,27]   [,28]    [,29]    [,30]   [,31]
[1,]   11.62   0.8514   10.49   10.94   1.725    9.505   0.8292   10.35
[2,] 3459.77 200.9343 3917.88 5902.31 541.221 4782.529 216.5951 4607.07
[3,] 2733.41 413.5060 4531.94 2823.32 618.995 3350.199 332.2688 3804.13
       [,32]   [,33]    [,34]   [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   2.494   1.629    9.835   10.23    8.933   6.578    5.894   6.047
[2,] 647.033 424.025 3130.094 4573.16 3514.463 598.155 2463.961 203.366
[3,] 824.080 397.168 4187.383 2878.59 2495.421 684.536 1421.148 105.893
      [,40]    [,41]   [,42]    [,43]    [,44]   [,45]   [,46]   [,47]
[1,]  2.507    5.045   2.085    5.851    6.782    4.51   2.508   5.335
[2,] 64.155  585.289 140.035 1608.652 2250.832 2359.80 501.850 648.501
[3,] 17.028 1012.507  74.150 1100.241 1084.904 1400.53 751.415 730.876
        [,48]   [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    8.404    8.68    5.158    8.03    6.693   2.631    6.493    5.969
[2,]   60.298 1616.06  574.903 4330.62 1568.059 590.707 4647.003 3440.539
[3,] 3806.154 3207.89 1415.086 2482.92 2072.985 400.850 3769.444 2655.131
        [,56]    [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    5.398    3.357   5.695  1.367    5.105   1.716    4.404   4.546
[2,] 3488.991 4601.521 728.312 26.176 2872.949 254.750  918.232 778.627
[3,] 3333.647 3150.523 690.745 34.278 4247.842 182.531 2096.193 688.531
        [,64]    [,65]  [,66]    [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    4.215    5.708   2.44    6.039   5.144    5.809   2.514    6.559
[2,] 3315.031 3930.308 339.57 2736.963 934.691 3645.352   2.445   51.332
[3,]  882.076 1689.326 388.20  948.839 674.327 2660.897 142.944 1103.201
        [,72]    [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    4.839    7.277    6.707   10.21    9.011    4.965   2.124    5.067
[2,] 5286.766 3762.805 6377.647 2993.60 3075.404 6358.911 337.464 6068.190
[3,]  274.850  946.220  827.769 3715.59 5570.740 6012.532 239.374 3514.764
       [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]
[1,]   4.552    6.344   3.526    3.996   2.347    4.371   5.059   10.65
[2,] 577.721 3758.725 752.470 1279.699 583.673 3316.235 110.417  540.30
[3,] 444.277 5139.023 844.773 1159.484 270.590 1830.119  97.536 1015.36
        [,88]    [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]
[1,]    9.568    2.302    2.793    4.479    4.433    4.666   3.393   1.051
[2,]  524.493 2247.371 3581.256 1298.729 1559.765 1772.688  25.729 316.524
[3,] 1975.726 2333.365 1227.444 1618.424 1624.124 1587.002 340.887 278.940
       [,96]    [,97]   [,98]
[1,]   2.745    22.16   12.12
[2,] 363.149 13749.70  505.76
[3,] 608.544  5124.74 3627.20
[1] "--- VAR model 2017-10-01 16:01:00  completed"
[1] "Completed training sample:  2017-10-01 16:01:00 - 2017-10-02 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 16:31:00 - 2017-10-02 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.18730         0.02287         -15.06         -15.72
         0.04558        -0.01290         -13.41         -15.45
         0.08863         0.05850         -13.94         -14.36
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -15.19              0           0.1841          -0.3145
         -14.94              0           0.5977          -0.2303
         -14.67              0           0.2756           0.1219
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.590          -0.5210           0.5522           -4.557
           -1.644          -1.2726           0.8189           -4.887
           -1.412          -0.7542           0.6750           -4.471
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5160           -5.084           -3.722         -0.11154
          -0.5800           -4.193           -2.071          0.80661
          -0.4867           -3.786           -2.258          0.09986
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.249           -4.283           -3.902          -1.2613
           -1.642           -3.504           -2.570           0.3641
           -3.076           -1.926           -1.597           0.6365
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -15.08           -1.658           -32.00           -14.81
           -14.76           -1.612           -30.87           -14.82
           -15.59           -1.581           -29.02           -15.30
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.115           -15.96           -17.70           -2.228
           -1.108           -14.99           -17.47           -2.246
           -1.107           -14.88           -16.58           -2.282
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.72           -1.411           -15.26           -4.247
           -16.16           -1.252           -15.31           -4.713
           -15.04           -1.309           -15.94           -4.834
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.599           -14.89            -17.0           -15.96
           -2.799           -14.98            -14.9           -15.21
           -2.910           -14.80            -14.4           -15.05
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.48664           0.3976         -0.01415         0.003539
          0.52118          -1.2593          0.52511         0.068533
          0.09487          -0.6243          0.36962        -0.002867
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.1412                0           -8.578           -8.861
           0.1681                0           -8.922          -10.167
           0.1450                0           -8.430           -9.855
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3577          -0.6095           -6.067            2.803
           0.1600          -0.5173           -6.146            3.242
           0.5032          -0.5309           -5.851            2.551
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.05783         -0.04783           -3.271           0.6064
         -0.12924         -0.79291           -3.416           0.9571
         -0.10570         -0.84048           -3.328           0.9581
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2734           -2.296           -2.219           -3.490
          -0.2468           -3.761           -2.301           -1.744
          -0.1985           -2.730           -2.499           -2.823
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.507           0.5149                0           -4.897
           -1.984           0.3337                0           -2.658
           -2.188           0.3740                0           -1.732
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.10421           -3.176          -0.1290         -0.02649
         -0.03971           -2.132          -0.2397         -3.24312
         -0.22983           -1.296          -0.1384         -1.81322
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.9141         -0.05613          -0.5499                0
          -3.3540         -0.06217          -3.4088                0
          -1.9665         -0.06212          -2.3278                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.789         0.007116         -0.23093          0.80680
           -1.237        -0.199007          0.01300         -0.28249
           -2.981        -0.075963          0.09094          0.05739
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.63241        -0.090962            6.394           0.7321
         -0.01667        -0.275617            5.366           3.3996
         -0.15274        -0.005406            4.515           1.1635
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.2425                0           1.8956          -0.3680
           4.1213                0           0.7403          -0.4057
           2.4056                0           3.4206          -0.3506
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.2533          0.01829          -0.6826                0
           0.4241          0.04429          -0.6127                0
           3.7334          0.05210          -0.6536                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.2638        -0.047559          0.08660          -0.3357
          -0.1433        -0.002642          0.15536           0.6770
          -1.2370         0.003503         -0.07598           0.2273
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8175           0.1046           0.7065           0.3285
           0.2085           0.5227           0.5181           0.4627
           0.5340           0.4415           0.5154           0.3166
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.4639          0.03154           -2.102          -0.4856
          -0.8186          0.09028           -1.985          -0.5001
          -0.6088          0.09015           -2.024          -0.4337
 rnd_95776.volume rnd_95787.volume
           -9.096           -15.77
           -7.680           -15.13
           -8.663           -14.56
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.170 3.192 15.36 7.552 6.994 1.645 2.197 5.314 6.264 4.769 4.384
[2,] 5.196 3.194 15.50 8.168 7.515 1.647 2.201 5.329 6.323 6.472 4.638
[3,] 5.210 3.194 15.77 8.440 7.901 1.704 2.233 5.435 6.561 6.566 4.925
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.417 3.593  4.71 3.983 4.411 5.394 4.632  9.056 7.204 10.78 3.635
[2,] 4.635 3.604  5.47 4.595 4.530 5.950 6.103  9.899 8.014 10.82 3.680
[3,] 4.779 3.668  6.04 5.181 4.658 6.529 6.492 10.110 8.617 11.04 3.778
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 16.84 8.413 0.6417 7.355 7.957 1.294 7.005 0.6223 7.663 1.771 1.234
[2,] 18.54 8.869 0.6602 7.777 8.894 1.355 7.773 0.6436 8.440 1.846 1.298
[3,] 18.85 9.193 0.7389 8.584 9.146 1.441 8.177 0.6842 8.829 1.960 1.344
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.385 7.534 6.589 4.904 4.535 4.445 1.913 3.779 1.562 4.049 4.869
[2,] 7.776 8.128 7.067 4.932 5.002 4.445 1.915 3.817 1.564 4.212 5.145
[3,] 8.383 8.464 7.408 4.964 5.009 4.445 1.915 3.869 1.566 4.318 5.209
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.376 1.591 4.105 6.327 6.623 4.022 5.946 5.067 2.017 4.865 4.263
[2,] 3.879 1.592 4.163 6.327 6.832 4.050 6.847 5.218 2.082 6.505 4.985
[3,] 4.045 1.595 4.213 6.987 7.332 4.210 7.053 5.541 2.095 6.822 5.367
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.921 2.440 4.145 1.022 3.990 1.299 3.197 3.409 3.202 4.298 1.830
[2,] 4.781 4.179 4.158 1.022 4.179 1.323 3.241 3.451 4.088 5.218 1.841
[3,] 5.593 4.845 4.168 1.023 5.419 1.329 3.599 3.495 4.123 5.306 1.855
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.525 3.991 4.161 1.811 4.918 3.561 5.489 4.939 7.709 6.902 3.666
[2,] 5.024 4.030 5.168 1.837 4.922 5.579 6.155 7.130 8.153 7.398 6.176
[3,] 5.060 4.033 5.592 1.854 4.975 5.581 6.204 7.156 8.599 8.528 7.875
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.610 3.760 3.427 4.883 2.660 3.009 1.814 3.408 3.773 8.140 7.341
[2,] 1.635 6.133 3.455 5.731 2.732 3.177 1.814 4.314 3.775 8.145 7.346
[3,] 1.651 6.738 3.484 7.006 2.807 3.302 1.814 4.647 3.776 8.171 7.482
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.619 1.976 3.182 3.110 3.767 2.518 0.8240 2.113 18.03 8.413
[2,] 2.386 3.303 3.263 3.204 3.770 2.519 0.8635 2.131 19.44 8.575
[3,] 2.946 3.322 3.380 3.320 3.932 2.529 0.8964 2.197 19.79 8.960
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]   [,7]     [,8]
[1,]   6.565   4.053   19.51    9.59    8.881   2.089   2.79    6.748
[2,] 644.566 140.978 2534.77 3841.38 3393.602 115.481 159.22  498.201
[3,] 476.731  59.161 3599.85 2620.28 3011.720 535.485 463.71 1318.338
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    7.955    6.056    5.567    4.338   4.562    5.981    5.058
[2,] 1063.857 5401.086 1867.564 3866.558 355.097 3433.285 2828.010
[3,] 2160.743 1363.685 2044.664 1433.088 839.440 3159.580 2952.308
        [,16]    [,17]    [,18]  [,19]    [,20]  [,21]    [,22]   [,23]
[1,]    5.601    6.849    5.882   11.5    9.148   13.7    4.615   21.38
[2,] 1273.741 3099.823 4905.495 4933.3 4332.954 1094.1  712.797 9577.14
[3,] 1341.153 3319.824 2732.108 2536.6 3910.382 2715.3 1054.500 4170.15
       [,24]    [,25]   [,26]  [,27]   [,28]    [,29]    [,30]   [,31]
[1,]   10.68   0.8149    9.34   10.1   1.643    8.895   0.7902    9.73
[2,] 3464.60 191.1043 3118.97 4903.1 495.881 4157.033 202.8374 4365.90
[3,] 2985.31 409.6561 4483.79 2632.1 607.885 3132.556 286.6847 3199.73
       [,32]   [,33]    [,34]    [,35]    [,36]   [,37]    [,38]  [,39]
[1,]   2.249   1.567    9.378    9.567    8.367   6.227    5.759  5.644
[2,] 644.690 496.489 3005.569 3763.441 3155.151 647.596 2605.970 69.570
[3,] 813.384 431.098 3865.746 2918.143 2739.758 700.254  319.995 78.654
      [,40]   [,41]   [,42]    [,43]    [,44]    [,45]  [,46]   [,47]
[1,]  2.429   4.799   1.984    5.142    6.182    4.287   2.02   5.212
[2,] 99.244 658.396  95.695 1432.376 2055.036 2357.877  89.72 859.710
[3,] 12.673 784.065 103.202 1169.284 1002.513 1414.926 116.71 791.971
        [,48]   [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    8.034    8.41    5.108    7.551    6.435   2.562    6.178    5.413
[2,]   61.291 2067.58  583.516 4191.331 1538.074 634.886 5328.908 3189.643
[3,] 3658.729 3286.83 1419.729 2087.639 2298.187 286.380 2539.438 2456.439
        [,56]    [,57]   [,58]  [,59]    [,60]  [,61]   [,62]   [,63]
[1,]    4.978    3.099   5.263  1.298    5.067   1.65    4.06   4.328
[2,] 3376.854 4187.600 413.695 19.025 1532.887 304.38  654.09 666.458
[3,] 3583.683 3024.981 352.420 51.101 4258.487 157.84 1931.48 679.227
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69] [,70]   [,71]
[1,]    4.067    5.457   2.324    5.747   5.068    5.284   2.3   6.245
[2,] 3135.747 3652.133 253.555 2691.820 684.733 3782.966 382.4 241.127
[3,]  659.723 1189.393 280.828  752.741 187.893 2636.382 308.0 898.277
        [,72]   [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    4.522    6.97    6.272    9.79    8.765    4.656   2.044    4.774
[2,] 5300.216 3436.58 6347.063 3274.37 3285.759 6133.843 350.105 5980.720
[3,]  195.167  964.30  749.883 3373.58 5235.226 6030.884 283.574 3445.459
       [,80]    [,81]   [,82]    [,83]  [,84]    [,85]   [,86]  [,87]
[1,]   4.352    6.201   3.378    3.821  2.303    4.328   4.791  10.34
[2,] 534.369 3701.891 768.824 1255.625  5.569 3263.636 172.258 343.88
[3,] 555.677 4974.467 793.433 1110.249 35.640 2132.931  99.416 807.11
        [,88]    [,89]   [,90]   [,91]   [,92]    [,93]   [,94]   [,95]
[1,]    9.322    2.056    2.51    4.04    3.95    4.783   3.197   1.046
[2,]  308.415 2163.226 3266.71  891.05  947.04  202.666  98.023 318.898
[3,] 1757.838 2133.270  438.25 1089.38 1075.34 1376.308 280.526 296.855
       [,96]   [,97]   [,98]
[1,]   2.683   22.89   10.68
[2,] 347.023 8980.32 2044.64
[3,] 656.350 4576.00 3209.00
[1] "--- VAR model 2017-10-01 16:31:00  completed"
[1] "Completed training sample:  2017-10-01 16:31:00 - 2017-10-02 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 17:01:00 - 2017-10-02 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.02368        -0.07184         -7.011         -8.804
         0.05895        -0.01980         -7.806         -7.190
        -0.07755         0.02006         -8.183         -7.989
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.392              0         -0.01766           0.4512
         -9.149              0         -0.04962          -0.5300
         -7.662              0         -0.15996          -0.3863
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.78945         -1.59205           0.7662           -2.814
         -0.09378          0.04295           0.1567           -2.875
         -0.23693         -0.87150           0.2580           -2.767
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.05895           -1.794          -1.4762           1.4695
          0.15661           -2.749          -1.7751           0.2126
          0.02534           -1.189          -0.9574           0.5149
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.4523         -1.88232           0.9082          5.07677
          -1.8440          0.07585           0.3530         -0.06705
          -1.0012         -1.61332          -0.7847          2.70368
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.707           0.2641           -21.47           -9.702
           -7.948          -0.3557           -18.41           -8.863
           -8.244          -0.6893           -18.23           -8.538
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5680           -9.876          -11.331          -0.6778
          -0.6698           -8.973          -10.282          -0.9382
          -0.5807           -7.982           -9.524          -1.2259
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.082          -0.5743          -10.472           -1.705
           -9.331          -0.4953          -11.205           -2.079
           -9.047          -0.5131           -9.052           -2.395
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.737          -11.844           -9.115           -9.036
           -1.787           -8.837           -9.364          -11.077
           -1.778           -8.270           -9.211           -9.452
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.12089           1.8993           0.1684         -0.14254
          0.13006          -0.1235           0.1783          0.03822
          0.01879          -0.4547           0.5298          0.12113
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.8791         0.016692           -4.809           -6.815
           0.6527        -0.002971           -4.582           -5.860
           0.3321         0.020389           -4.771           -6.187
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0310          -0.2979           -3.155           0.6618
           0.7525          -0.2715           -2.774           1.0355
           0.5360          -0.3025           -3.213           1.2363
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.1563           0.8678           -1.972          0.55896
           0.3362           0.1441           -1.276         -0.09081
           0.4385           0.5392           -2.056          0.13522
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.31104          -2.4882          -1.2104          -2.0679
         -0.04289          -0.1173          -1.4068          -1.7815
         -0.16725          -1.5390          -0.7688          -0.2073
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.564        -0.009346         0.071559          -0.8995
           -1.524         0.202391        -0.029073          -2.3165
           -1.324        -0.125314         0.005327          -1.2479
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.09455          -0.4919          0.01895          -2.2304
         -0.01105          -0.6024         -0.06488          -0.5139
         -0.05569          -0.8936         -0.07943          -0.9223
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.0188                0          -0.4811                0
          -0.3649                0          -1.1748                0
          -1.1028                0          -0.5207                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.5990         0.024812           0.1848          1.57722
          -2.8044        -0.000258           0.3974          0.04343
          -0.2617         0.001184           0.3070          0.46188
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.0692         -0.47248           0.2814          -0.8900
           0.4772          0.08158           1.3975          -0.0827
           0.1720          0.09719          -0.1803           0.1467
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.5255                0          0.07359           0.6507
           0.4734                0         -0.04463           0.4745
           0.9351                0         -0.01061           0.2768
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.03857           0.9501          -0.4003                0
          1.55882           0.3073          -0.4724                0
          0.15307           0.1999          -0.1613                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.1131         0.047571          -0.1576         -0.15290
           1.3181         0.005231           0.2202         -0.07647
          -0.2094        -0.008102          -0.1058         -0.02670
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.01269         0.008157          0.09363         -0.16145
          0.07868        -0.139277          0.18910         -0.17868
         -0.02791        -0.113631          0.05060         -0.07855
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.01532                0           -1.144         -0.20553
         -0.69574                0           -1.178         -0.01070
         -0.41942                0           -1.235          0.04034
 rnd_95776.volume rnd_95787.volume
          -0.1355           -7.627
          -4.7670           -8.451
          -4.2136           -7.638
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.848 3.028 12.79 6.889 6.441 1.511 2.088 5.039 5.868 4.519 4.173
[2,] 4.882 3.032 13.06 7.547 6.827 1.515 2.093 5.064 5.910 6.053 4.384
[3,] 4.896 3.034 13.50 7.760 7.192 1.557 2.137 5.156 6.167 6.156 4.657
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.446 3.467 4.077 3.833 4.327 5.216 4.448 6.011 6.457 10.33 3.649
[2,] 4.341 3.478 4.548 4.355 4.459 5.841 5.784 6.775 7.478 10.37 3.694
[3,] 4.463 3.559 4.915 4.848 4.594 6.356 6.174 7.183 8.071 10.56 3.794
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 15.12 7.831 0.6250 7.011 7.423 1.281 6.350 0.6011 7.041 1.711 1.130
[2,] 16.91 8.204 0.6541 7.361 8.230 1.344 7.175 0.6217 7.781 1.788 1.189
[3,] 17.14 8.529 0.7237 8.118 8.459 1.444 7.441 0.6609 8.106 1.910 1.253
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.756 7.043 6.047 4.694 4.276 4.457 1.764 3.664 1.424 3.680 4.380
[2,] 7.125 7.623 6.502 4.728 4.733 4.473 1.768 3.711 1.424 3.895 4.608
[3,] 7.756 7.944 6.922 4.768 4.741 4.491 1.768 3.771 1.424 3.970 4.685
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.229 1.526 3.983 5.770 6.188 3.817 5.620 4.789 1.967 4.719 4.078
[2,] 3.531 1.527 4.081 5.797 6.207 3.843 6.532 4.917 2.022 6.130 4.639
[3,] 3.726 1.532 4.167 6.255 6.629 3.990 6.722 5.192 2.033 6.435 5.011
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.709 2.350 3.879 0.9849 3.833 1.240 3.042 3.218 2.960 4.144 1.700
[2,] 4.537 3.988 3.893 0.9849 4.016 1.255 3.098 3.242 3.887 4.991 1.719
[3,] 5.270 4.527 3.898 0.9874 5.269 1.263 3.472 3.281 3.923 5.069 1.734
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.730 3.615 3.933 1.786 4.638 3.380 5.038 4.644 7.580 6.683 3.427
[2,] 4.847 3.648 4.897 1.786 4.647 5.242 5.665 6.777 7.984 7.229 5.964
[3,] 4.875 3.649 5.281 1.788 4.687 5.245 5.712 6.806 8.420 8.142 7.548
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.556 3.501 3.292 4.759 2.541 2.892 1.656 3.079 3.602 7.747 7.054
[2,] 1.581 5.894 3.322 5.566 2.605 3.037 1.657 3.881 3.611 7.755 7.061
[3,] 1.600 6.454 3.357 6.773 2.661 3.140 1.657 4.232 3.612 7.778 7.145
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.443 1.733 2.902 2.791 3.567 2.216 0.7714 1.992 16.39 7.996
[2,] 2.096 2.910 2.964 2.887 3.572 2.218 0.8087 2.022 17.72 8.113
[3,] 2.610 2.933 3.053 2.976 3.714 2.219 0.8366 2.086 18.05 8.513
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   6.157   3.846   16.24    8.748    8.179   1.919   2.652    6.399
[2,] 693.272 184.355 3198.22 3740.124 2745.032 127.911 167.534  606.198
[3,] 451.046 128.340 4148.16 2188.509 2745.307 436.110 521.835 1180.623
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    7.452    5.738    5.299    4.376   4.402    5.177    4.868
[2,]  845.784 4886.278 1630.483 3202.546 346.923 2445.761 2507.608
[3,] 2136.867 1363.981 1905.249 1255.649 914.856 2258.785 2582.791
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    5.495    6.624    5.648    7.633    8.199   13.12    4.634   19.21
[2,] 1306.074 3188.644 4486.011 3792.629 4578.266 1094.85  696.907 9174.09
[3,] 1343.567 3041.518 2619.551 2896.270 3683.084 2429.37 1051.195 3370.28
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    9.944   0.7937    8.903    9.425   1.627    8.063   0.7633
[2,] 2967.936 234.1506 2721.449 4314.622 492.540 4053.749 192.9401
[3,] 2829.089 375.5923 4153.778 2367.802 640.260 2392.763 271.8038
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]   [,37]    [,38]
[1,]    8.941   2.172   1.435    8.579    8.944    7.679   5.961    5.429
[2,] 4016.508 631.844 449.737 2744.922 3536.668 2898.875 688.550 2461.889
[3,] 2758.777 813.236 479.431 3719.330 2713.235 2882.561 740.756  342.334
      [,39]  [,40]   [,41]  [,42]    [,43]    [,44]  [,45]   [,46]
[1,]   5.66   2.24   4.652  1.808    4.673    5.562    4.1   1.938
[2,] 455.31 135.71 718.811 20.272 1550.891 1739.151 1733.0  48.981
[3,] 482.22  25.14 815.285 11.457  932.748 1021.359 1445.0 156.766
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    5.058    7.327    7.857    4.847    7.137    6.081   2.498
[2,] 1076.527  677.505  593.802  545.498 4038.815 1353.888 571.378
[3,] 1023.858 2848.760 2823.739 1301.685 1922.991 2019.987 246.016
        [,54]    [,55]   [,56]    [,57]   [,58]  [,59]    [,60]   [,61]
[1,]    5.992    5.179    4.71    2.984   4.926  1.251    4.868   1.574
[2,] 4746.395 2681.132 3169.84 3909.886 405.957  8.546 1450.727 233.016
[3,] 2376.533 2300.028 3253.27 2598.832 227.022 85.574 4139.047 171.901
        [,62]   [,63]    [,64]    [,65]   [,66]    [,67]  [,68]    [,69]
[1,]    3.863   4.087    3.759    5.262   2.159    6.006   4.59    4.994
[2,]  706.941 477.974 3055.226 3375.753 305.779 1285.943 594.04 3538.918
[3,] 1901.771 610.472  643.779 1072.464 272.448  628.101  97.92 2401.018
       [,70]  [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]   2.268   5.89    4.292    6.397    5.897    9.625    8.486    4.352
[2,]  17.235 341.42 4862.159 3144.615 5987.858 3042.094 3342.498 5921.480
[3,] 103.738 742.59  206.347  886.752  770.329 3245.740 4545.092 5613.044
       [,78]    [,79]  [,80]    [,81]   [,82]    [,83]  [,84]   [,85]
[1,]   1.976    4.446   4.18    6.043   3.227    3.672  2.102    3.91
[2,] 337.606 5753.313 537.90 3503.048 698.271 1125.810 71.731 2865.82
[3,] 298.063 3190.329 588.50 4681.628 658.109  964.665 30.197 2046.36
       [,86]   [,87]    [,88]    [,89]  [,90]   [,91]   [,92]    [,93]
[1,]   4.573   9.838    8.958    1.833    2.2   3.685   3.544    4.529
[2,] 316.625 410.046  371.895 1844.061 2836.6 733.039 893.609  235.281
[3,] 122.138 723.185 1324.770 1886.233  443.7 887.368 880.712 1236.085
       [,94]    [,95]   [,96]   [,97]   [,98]
[1,]   2.813   0.9795   2.529   20.81   10.15
[2,] 115.902 294.4936 420.522 8159.24 1667.81
[3,]  79.130 260.0541 625.231 4160.86 3130.97
[1] "--- VAR model 2017-10-01 17:01:00  completed"
[1] "Completed training sample:  2017-10-01 17:01:00 - 2017-10-02 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 17:31:00 - 2017-10-02 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.03817       -0.152521         -6.328         -7.342
         0.26443       -0.006963         -7.334         -7.767
         0.02996        0.037072         -5.998         -7.223
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.363        0.05501           0.2695          0.01077
         -6.165        0.22552           0.3446          0.58236
         -6.809        0.27928           0.1977          0.45124
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -1.00388           0.4331           0.4849           -0.864
         -0.03012          -0.4960          -0.1703           -2.403
          0.47550           0.5469           0.1658           -1.377
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2672          -0.5268          -0.0996          0.05072
          -0.5768          -0.4599          -0.3648          0.21301
          -0.3634          -0.9608          -0.9286          0.94866
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.9840          -3.0672          -4.2175            0.397
          -0.2228           0.5223           0.1322           -2.295
          -0.5338          -0.4446           0.7913            0.651
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.784          -0.5433           -18.20           -8.073
           -7.986          -0.4992           -16.26           -7.167
           -6.905          -0.4317           -16.28           -7.287
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02239           -8.039           -8.011          -0.1628
         -0.02366           -7.487           -8.177          -0.1880
         -0.03778           -6.989           -7.657          -0.3220
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.594          -0.4685           -7.382           -2.146
           -7.254          -0.5239           -7.722           -1.965
           -7.533          -0.6953           -7.371           -2.069
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.198           -6.305           -6.547           -6.735
           -1.149           -6.883           -6.147           -6.062
           -1.088           -6.842           -6.230           -6.472
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.25895          -0.7195                0                0
         -0.25781          -0.4773                0                0
         -0.01417          -0.1498                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -4.212           -4.534
                0                0           -3.459           -3.954
                0                0           -3.860           -3.855
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.7489          -0.1480           -2.889           0.5608
          -0.5427          -0.2218           -2.458           0.9630
           0.1558          -0.1440           -2.743           0.6055
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.6787         -0.02774           -1.734          0.03994
           2.6455          0.19187           -2.351         -0.01316
           1.2005         -0.21630           -1.279          0.18550
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.05523           0.4938           0.1945          -0.8998
         -0.17749          -2.1666          -0.8005           0.1744
         -0.07184          -0.9970          -1.4543          -1.7506
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.6545          0.44397                0          -1.0720
           0.1464          0.06897                0          -1.0520
          -0.4731          0.01974                0           0.1355
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         0.129076          -0.8390         -0.07593          -3.2198
         0.030977          -0.6197         -0.07577          -0.8613
         0.002299          -0.1671         -0.11551          -0.7113
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.3764                0          -2.2965                0
          -0.5671                0          -1.1475                0
          -0.9312                0          -0.4181                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.1846       -0.0184973          0.24049         -0.05958
          -2.8614       -0.0035685          0.32295          0.31042
          -0.2958       -0.0008082          0.05009          0.29562
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.63604          -0.6335           2.3582           0.5201
         -0.05740           0.0250           0.1365           0.7034
         -0.09506           0.2106           2.2958           0.7226
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.7088                0           0.4606         -0.02716
           0.5304                0           1.4463         -0.02633
           0.2126                0           0.2007         -0.05122
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.1819           0.3175          0.08469          0.07871
           2.6781           0.4087         -0.18338          0.04731
           0.5196           0.2093         -0.47976         -0.03835
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5760         -0.09716          0.06064          -0.0727
          -0.9277         -0.06021          0.11883          -0.3953
          -0.3213          0.01023          0.05451          -0.2265
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.12966         -0.05372          0.10193           0.1411
         -0.06346          0.04362          0.02041           0.0592
          0.10646         -0.02193          0.07385           0.1167
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.67261          0.03243          -1.0560        -0.148854
         -0.20001          0.05809          -0.9931        -0.003256
          0.06216          0.00471          -1.0048        -0.244281
 rnd_95776.volume rnd_95787.volume
           -6.720           -7.641
           -2.702           -7.540
           -3.276           -5.958
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.615 2.897 12.41 6.174 6.212 1.343 2.011 4.851 5.598 4.347 4.027
[2,] 4.648 2.906 12.69 6.836 6.580 1.345 2.015 4.877 5.640 5.755 4.243
[3,] 4.657 2.906 13.07 6.998 6.960 1.379 2.059 4.976 5.887 5.861 4.502
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.271 3.334 3.939 3.563 3.937 5.000 4.214 5.814 6.493  9.764 3.313
[2,] 4.139 3.348 4.366 4.068 4.066 5.635 5.461 6.622 7.245  9.856 3.361
[3,] 4.263 3.428 4.688 4.526 4.206 6.105 5.868 7.045 7.922 10.038 3.411
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.36 7.188 0.6134 6.526 6.851 1.198 5.750 0.5922 6.535 1.621 1.081
[2,] 14.90 7.519 0.6477 6.851 7.894 1.256 6.705 0.6101 7.165 1.696 1.139
[3,] 15.15 7.826 0.7133 7.472 8.131 1.341 6.958 0.6553 7.640 1.807 1.198
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.343 6.348 5.417 4.373 3.988 3.753 1.666 3.371 1.364 3.247 3.669
[2,] 6.582 6.757 6.050 4.410 4.397 3.770 1.666 3.403 1.366 3.389 3.966
[3,] 7.225 7.071 6.353 4.446 4.413 3.784 1.666 3.455 1.366 3.500 4.067
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.028 1.421 3.799 5.333 5.845 3.679 5.412 4.488 1.883 4.600 3.869
[2,] 3.295 1.421 3.921 5.451 5.883 3.695 6.204 4.637 1.935 5.928 4.368
[3,] 3.493 1.428 4.000 5.732 6.288 3.824 6.369 4.926 1.946 6.183 4.698
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.533 2.233 3.755 0.9606 3.487 1.195 2.797 2.981 2.840 3.895 1.566
[2,] 4.283 3.748 3.762 0.9607 3.724 1.207 2.855 3.011 3.702 4.736 1.587
[3,] 5.006 4.211 3.765 0.9631 4.884 1.211 3.189 3.057 3.743 4.821 1.606
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.571 3.259 3.685 1.668 4.411 3.242 4.851 4.477 7.080 6.572 3.195
[2,] 4.694 3.272 4.559 1.669 4.421 5.018 5.409 6.392 7.344 6.981 5.640
[3,] 4.724 3.278 4.969 1.670 4.455 5.021 5.462 6.431 7.672 7.897 7.087
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.457 3.343 2.995 4.513 2.407 2.726 1.454 2.852 3.279 7.462 6.579
[2,] 1.482 5.730 2.999 5.196 2.470 2.884 1.491 3.686 3.311 7.466 6.616
[3,] 1.491 6.198 3.008 6.294 2.542 2.966 1.500 4.007 3.313 7.474 6.655
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.309 1.499 2.637 2.604 3.288 1.992 0.7448 1.674 15.05 7.542
[2,] 1.911 2.624 2.688 2.689 3.308 1.996 0.7782 1.749 16.43 7.635
[3,] 2.411 2.648 2.782 2.753 3.443 1.997 0.8092 1.800 16.61 8.013
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.86   3.679   15.76    7.839    7.889   1.706   2.554    6.16
[2,] 676.24 278.281 3220.51 3576.428 2644.129  90.066 152.080  610.15
[3,] 352.22   5.004 3819.32 1822.907 2761.494 369.177 517.919 1205.90
         [,9]   [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    7.109    5.52    5.113    4.154   4.234    5.002    4.525    4.999
[2,]  833.090 4594.44 1630.235 3090.812 368.927 2293.477 2390.482 1237.156
[3,] 2055.264 1351.39 1832.026 1243.848 897.639 2080.710 2419.084 1312.360
       [,17]    [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    6.35    5.351    7.383    8.245   12.4   4.207   16.97    9.127
[2,] 3166.37 4232.925 3862.381 3917.124 1632.3 690.311 8023.53 2691.476
[3,] 2860.85 2615.429 2930.092 3902.326 2320.6 703.397 3352.78 2642.846
        [,25]    [,26]  [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   0.7789    8.287    8.7   1.521    7.302   0.752    8.298   2.059
[2,] 253.4728 2539.637 4777.8 461.005 4201.839 179.031 3579.734 607.396
[3,] 364.2250 3632.818 2374.7 571.030 2265.725 291.210 3234.305 758.757
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   1.373    8.055    8.061    6.879   5.553    5.064   4.766  2.115
[2,] 436.940 2142.239 2821.870 3282.260 689.952 2257.297 433.901 21.531
[3,] 452.448 3629.372 2537.197 2365.233 686.929  459.712 394.351 35.392
      [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   4.28  1.733    4.123    4.659    3.845   1.804    4.824    6.772
[2,] 566.83 68.094 1181.832 1833.745 1584.571  30.884 1183.000 1372.432
[3,] 731.07 22.866 1065.809 1100.062 1413.543 171.462  963.718 2161.864
        [,49]    [,50]    [,51]  [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    7.422    4.672    6.872    5.7   2.391    5.842    4.913    4.486
[2,]  817.967  415.173 3695.549 1420.1 542.166 4555.251 2470.520 2950.423
[3,] 2706.108 1200.873 1754.679 2024.5 254.341 2141.717 2109.150 3156.480
        [,57]   [,58] [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.836   4.769  1.22    4.427   1.517    3.551   3.786    3.606
[2,] 3668.197 271.519 11.16 1593.460 208.977  701.174 512.219 2893.376
[3,] 2338.708 177.481 83.63 3850.404 120.312 1729.924 645.860  677.682
        [,65]   [,66]    [,67]   [,68]   [,69]  [,70]   [,71]    [,72]
[1,]    4.946   1.989    5.804   4.138    4.68  2.118   5.602    4.117
[2,] 3283.813 312.197 1303.626 367.436 3270.41 70.576 352.432 4666.372
[3,] 1093.912 296.383  648.648 234.637 2408.02 77.650 669.463  239.646
       [,73]    [,74]   [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    6.16    5.685    8.99    8.346    4.058   1.85    4.245   3.803
[2,] 2913.79 5560.114 2378.27 2866.706 5663.198 334.38 5671.045 198.265
[3,]  930.56  854.703 2704.95 4499.639 5229.478 202.93 2880.242 274.851
       [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    5.73   3.056    3.461   1.846    3.621   4.163   9.476   8.354
[2,] 3139.29 677.544 1150.019 403.560 2846.505 562.146 283.920 852.993
[3,] 4326.74 730.971  844.238 199.630 1912.246 131.715 423.964 878.968
        [,89]    [,90]   [,91]   [,92]    [,93]   [,94]    [,95]   [,96]
[1,]    1.662    1.904   3.349   3.307    4.176   2.529   0.9457   2.126
[2,] 1696.417 2624.299 631.572 818.746  436.346 152.852 275.0164 615.331
[3,] 1792.506  434.541 875.113 715.988 1161.753  88.350 270.4482 516.570
       [,97]    [,98]
[1,]   19.12    9.577
[2,] 8013.07 1448.772
[3,] 2987.28 2962.481
[1] "--- VAR model 2017-10-01 17:31:00  completed"
[1] "Completed training sample:  2017-10-01 17:31:00 - 2017-10-02 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 18:01:00 - 2017-10-02 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.02985        0.072639         -5.971         -4.166
        -0.15310        0.074738         -7.683         -5.332
        -0.01391        0.003044         -5.908         -6.340
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.829              0          0.03866         0.002672
         -5.308              0          0.23772        -0.417338
         -5.533              0          0.13844        -0.450943
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5038          -1.8666           1.0355           -3.180
          -0.6705           0.5548           0.9122           -1.699
          -0.7106          -0.3899           0.4888           -2.472
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         0.047136           0.5699           0.2397          0.26280
        -0.077911          -1.1472          -2.2081          0.33476
         0.005529          -0.6729          -0.5478          0.09104
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -0.208           3.3973           -1.615         -0.07676
           -2.597          -0.4922            0.726          1.34169
           -1.063          -1.3515           -1.999         -0.01196
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.336          -0.8074           -14.99           -5.715
           -5.143          -0.3721           -13.90           -5.714
           -5.764          -0.6979           -14.03           -7.031
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1477           -5.536           -6.672          -0.4149
          -0.1089           -6.572           -6.988          -0.7728
          -0.1808           -6.454           -6.611          -0.7653
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.684         -0.05944           -5.610           -1.557
           -5.754         -0.20125           -6.018           -1.665
           -5.997         -0.20822           -6.143           -1.490
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9689           -5.941           -5.949           -6.973
          -1.2026           -5.699           -4.819           -6.324
          -0.9952           -6.081           -5.321           -5.613
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.39040           1.0267          0.21453                0
         -0.06874          -0.9890          0.01978                0
         -0.03025          -0.3549          0.03809                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.378           -4.010
                0                0           -3.350           -3.926
                0                0           -3.352           -3.891
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4791          -0.2191           -1.458          -0.5887
           0.5738          -0.1177           -2.480           1.2078
           0.3234          -0.1211           -2.864           0.2185
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.03743         -0.09670          -3.6074         -0.43338
         -0.66103         -0.01472          -0.1450         -0.06374
         -0.25808         -0.24559          -0.8577          0.09236
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.26499          -2.1358           -1.052          -1.3138
         -0.02825          -1.0303           -2.065          -1.7938
          0.03559          -0.1948           -0.477          -0.4798
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -0.485                0          0.09382          -3.6273
           -1.224                0          0.01018          -0.9394
           -1.702                0          0.00973          -1.1098
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.24930          -1.4953                0          -1.3583
         -0.08144          -0.4803                0          -1.8115
         -0.10955          -0.8342                0          -0.4731
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.4573          0.09887          -0.8583                0
          -1.0950          0.11676          -1.8082                0
          -0.6554          0.02380          -0.6601                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          0.06743         -0.06656         -0.09374         -0.04096
         -1.15972          0.03242         -0.14476         -0.22154
         -0.76745         -0.09838         -0.01492         -0.16924
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.1896          1.65911            1.562          -0.9148
          -0.1374          0.02080            1.260          -0.8390
           0.1472         -0.01006            1.757          -0.8611
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.4606                0         -0.15716                0
           1.6755                0         -0.11036                0
           0.4288                0          0.08942                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.6927          -0.2796         -0.31248                0
           0.2056          -0.2082         -0.73725                0
           1.0963           0.1926          0.00566                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8674          0.44396         -0.04083         -0.04814
           0.3305          0.22259         -0.08378         -0.30914
          -1.1272          0.06301         -0.03751         -0.13407
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000         -0.06220        -0.044385          0.08206
         -0.02206          0.05784        -0.008319          0.01267
          0.05263          0.02035         0.141944          0.17764
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.3060         -0.02246          -1.0657            124.1
          -0.3896          0.06538          -0.9805            128.3
          -0.3831          0.04366          -0.9751            132.8
 rnd_95776.volume rnd_95787.volume
          -1.5041           -7.995
           0.9797           -6.854
          -2.0420           -7.110
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.259 2.604 11.80 5.719 5.626 1.217 1.893 4.534 5.262 4.102 3.796
[2,] 4.274 2.605 11.93 6.300 6.049 1.221 1.895 4.557 5.310 5.489 3.993
[3,] 4.277 2.607 12.20 6.538 6.419 1.249 1.947 4.664 5.569 5.581 4.205
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.091 3.106 3.637 3.132 3.680 4.702 4.113 5.560 5.835 9.126 3.295
[2,] 3.953 3.110 4.044 3.630 3.801 5.359 5.277 6.421 6.753 9.294 3.342
[3,] 4.029 3.168 4.381 4.102 3.905 5.809 5.610 6.804 7.258 9.469 3.391
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 11.99 6.627 0.5658 5.786 6.258 1.147 5.179 0.5751 5.865  1.53 1.013
[2,] 13.33 7.055 0.6039 6.085 7.174 1.191 6.122 0.5945 6.688  1.62 1.069
[3,] 13.69 7.281 0.6514 6.720 7.382 1.270 6.410 0.6398 7.054  1.72 1.115
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.654 5.711 5.108 4.013 3.638 3.250 1.573 3.183 1.216 2.975 3.086
[2,] 5.905 6.040 5.529 4.071 3.946 3.264 1.575 3.212 1.217 3.177 3.370
[3,] 6.484 6.356 5.777 4.118 3.955 3.314 1.575 3.278 1.219 3.281 3.467
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.946 1.392 3.607 4.931 5.529 3.501 5.017 4.228 1.820 4.257 3.557
[2,] 3.169 1.392 3.676 4.986 5.541 3.519 5.736 4.336 1.868 5.422 3.956
[3,] 3.458 1.403 3.763 5.271 5.866 3.615 5.850 4.581 1.878 5.675 4.275
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.282 2.139 3.430 0.9518 3.309 1.129 2.633 2.823 3.049 4.004 1.474
[2,] 3.985 3.505 3.442 0.9520 3.522 1.146 2.649 2.847 3.465 4.382 1.485
[3,] 4.590 3.928 3.447 0.9573 4.437 1.157 2.948 2.897 3.490 4.458 1.494
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.129 2.981 3.337 1.514 4.113 3.080 4.549 4.188 7.072 6.287 2.857
[2,] 4.278 2.989 4.350 1.538 4.116 4.730 5.004 6.059 7.298 6.694 5.346
[3,] 4.343 2.992 4.545 1.551 4.135 4.737 5.050 6.082 7.725 7.540 6.762
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.405 3.116 2.794 4.364 2.229 2.574 1.299 2.718 2.938 7.018 5.864
[2,] 1.429 5.354 2.807 4.903 2.278 2.724 1.299 3.447 2.956 7.025 5.892
[3,] 1.438 5.838 2.840 5.992 2.357 2.795 1.300 3.761 2.960 7.043 5.975
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.207 1.337 2.276 2.329 3.043 1.791 0.7106 4.541 13.87 6.828
[2,] 1.748 2.307 2.306 2.357 3.071 1.791 0.7355 6.676 15.13 6.958
[3,] 2.170 2.311 2.346 2.388 3.188 1.795 0.7714 8.339 15.34 7.290
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   5.408   3.306   14.99    7.262    7.145   1.546   2.404    5.758
[2,] 425.064 111.024 2019.39 3102.206 2605.839 115.199  85.927  537.566
[3,] 185.431 114.231 3001.46 2053.001 2524.013 305.234 528.296 1165.596
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    6.682    5.208    4.82    3.925   3.945    4.618    3.978    4.673
[2,]  832.608 4281.821 1456.20 2892.268 167.204 2076.423 2153.569 1117.902
[3,] 1973.274 1186.374 1546.97  917.141 711.687 1975.537 2240.732 1048.932
        [,17]    [,18]    [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    5.971    5.222    7.061    7.41   11.59   4.184   15.23    8.416
[2,] 3017.255 3881.326 3769.097 3988.63 2065.77 652.100 6839.59 2840.502
[3,] 2630.825 2236.346 2642.593 3124.51 2128.56 674.414 3618.11 2110.823
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.7185    7.348    7.946   1.456    6.576   0.7303    7.447   1.942
[2,] 247.6033 2210.374 4117.655 379.988 3831.305 177.0968 3774.011 624.612
[3,] 286.6302 3346.279 2041.422 517.201 2230.005 277.5299 2629.400 678.661
       [,33]   [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   1.287    7.18    7.252    6.487   5.096    4.62   4.127  1.998
[2,] 398.093 1998.41 2309.613 2482.157 804.493 1792.84 351.696 74.834
[3,] 374.633 3143.82 2319.805 1968.053 723.819  320.25 677.262 15.295
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   4.042  1.545    3.777    3.918    3.741   1.768   4.581    6.261
[2,] 508.030 41.570 1309.814 1590.813 1370.663  17.656 831.523  868.161
[3,] 764.910 85.187  960.350  957.067 1622.803 199.967 944.708 2008.827
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    7.021   4.445    6.371    5.369   2.311    5.406    4.517    4.168
[2,]  430.704 417.469 3263.204 1124.395 495.401 3941.914 2032.688 2652.524
[3,] 2259.486 975.321 1347.641 1738.240 228.042 1963.558 1900.890 2673.131
        [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.716   4.356   1.209    4.202   1.433    3.343   3.585    3.871
[2,] 3258.953 329.996  22.231 1415.459 233.834  340.974 432.748 1933.242
[3,] 2083.080 224.627 118.716 3167.658 190.492 1520.331 625.317  484.826
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    5.084   1.872    5.243   3.786    4.237   1.923   5.223    3.911
[2,] 2091.091 207.750 1315.119 247.365 3275.360 311.837 204.620 4214.235
[3,]  962.501 196.008  874.536 171.323 1544.852 241.400 461.203  290.628
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    5.776    5.319    8.98    7.983    3.628   1.784    3.957   3.549
[2,] 2448.629 5138.523 2116.59 2699.118 5304.242 306.196 5110.300 316.196
[3,]  796.658  629.999 2971.61 4074.165 4859.731 190.708 2733.157 505.780
        [,81]   [,82]    [,83] [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.542   2.831    3.268  1.65    3.452   3.731   8.912    7.446
[2,] 2621.537 552.089 1047.879 26.40 2488.130 378.602 366.571  668.960
[3,] 4043.977 710.984  732.905 21.73 1764.421 191.467 578.193 1166.084
        [,89]    [,90]  [,91]   [,92]    [,93]   [,94]    [,95]    [,96]
[1,]    1.533    1.698   2.89   2.958    3.865   2.274   0.9023    5.767
[2,] 1484.443 2206.832 433.62 422.251  486.157  47.238 222.9823 5744.288
[3,] 1509.410  157.455 507.44 450.764 1003.614 137.426 272.8501 5864.796
       [,97]    [,98]
[1,]   17.61    8.671
[2,] 7098.26 1570.887
[3,] 2942.18 2552.648
[1] "--- VAR model 2017-10-01 18:01:00  completed"
[1] "Completed training sample:  2017-10-01 18:01:00 - 2017-10-02 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 18:31:00 - 2017-10-02 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.122966       -0.063578         -4.078         -5.381
       -0.009663        0.061005         -3.984         -4.895
       -0.001722       -0.001969         -3.656         -4.417
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.250        0.18698          0.18861           0.1706
         -4.409        0.19686         -0.11670           0.4966
         -4.678        0.04896         -0.05852           0.5162
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.18104           1.4865           0.3694          -1.7076
         -0.03128           0.2426           0.7010          -0.8729
         -0.20171           0.8258           0.3298          -1.2910
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.12558            5.776         -0.03954            1.838
          0.05222            5.773         -0.45071            1.248
          0.02241            3.810         -0.72898            1.246
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.19577           2.3248          2.50196            4.103
         -0.02464          -0.2317          0.27237            3.643
         -0.05753           0.1115          0.02834            1.331
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.582          -0.3736          -10.929           -6.191
           -4.469          -0.1714          -10.165           -4.703
           -5.083          -0.2070           -9.373           -5.130
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.01580           -4.710           -7.266          -0.1620
         -0.05289           -4.758           -6.375          -0.2348
         -0.01240           -4.382           -5.632          -0.2691
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.416          -0.1573           -6.280           -1.375
           -4.889          -0.1578           -6.531           -1.453
           -4.977          -0.1908           -5.272           -1.511
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8207           -5.437           -5.452           -5.664
          -0.7670           -5.423           -4.319           -5.811
          -0.7529           -4.942           -4.906           -5.306
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.189264           0.7242          0.06682                0
        -0.283729           0.3794          0.00587                0
        -0.004768          -0.1846          0.01153                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -2.455           -3.880
                0                0           -2.828           -3.679
                0                0           -2.494           -3.683
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4917         -0.12298           -1.909           0.7614
           1.6507         -0.22136           -1.624           1.2708
           0.8649         -0.04957           -1.754           0.3398
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.8728          -0.6488          -1.0914           0.9845
           0.3154          -0.5077          -0.3770           0.3931
           0.5631          -0.4146          -0.8144           0.6819
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.057063           1.3184           0.9670           0.2585
         0.007843          -0.3496          -0.7014           0.5136
        -0.031930          -0.3666          -0.3007          -0.3479
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -0.64135         0.039240                0          1.14320
          1.21815         0.036492                0          0.06185
         -0.09048         0.006195                0          1.18805
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.011431           0.7733         0.035402          -1.6118
         0.005656          -0.2971         0.002696           0.5677
         0.017681           0.3151         0.014911          -0.5207
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.9012                0          -0.7360                0
           1.5065                0           0.8641                0
          -0.3963                0          -0.1988                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.8179          0.11564        -0.162158         -0.00710
          -0.6236         -0.05557        -0.001667         -0.18273
           1.0255         -0.04499        -0.009994          0.02419
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3763         -0.19050            2.653           0.9703
          -0.4062         -0.31810            2.825          -0.1431
          -0.2151         -0.01404            2.973           0.3990
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.445                0           0.5640                0
            1.300                0           1.1382                0
            1.038                0           0.3303                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.1292          -0.3833          0.47217                0
           1.3348           0.1545         -0.27716                0
           0.9074           0.2392         -0.05378                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.1813                0          0.37921         0.293074
           1.2924                0         -0.03834         0.045032
          -0.1205                0          0.02280         0.006849
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.079127         -0.01052          0.03637          0.03176
        -0.001512          0.07282          0.05977          0.05526
         0.064585          0.07894          0.17982          0.16113
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3386                0          -0.7844            129.8
          -0.1632                0          -0.7742            130.4
           0.3637                0          -0.7472            131.1
 rnd_95776.volume rnd_95787.volume
           0.3411           -6.052
          -0.9197           -5.655
          -0.8518           -4.619
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.905 2.282 9.010 5.119 5.034 1.116 1.719 4.268 4.997 3.834 3.571
[2,] 3.917 2.283 9.182 5.747 5.560 1.118 1.720 4.283 5.037 5.087 3.707
[3,] 3.918 2.288 9.343 5.985 5.843 1.139 1.761 4.412 5.290 5.171 3.891
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.649 2.872 3.867 2.913 3.757 5.329 3.781 5.263 5.663 8.602 3.273
[2,] 3.648 2.872 4.112 3.374 3.868 5.394 4.617 6.182 6.325 8.711 3.321
[3,] 3.692 2.917 4.427 3.769 3.938 5.828 4.981 6.321 6.626 8.794 3.363
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.96 5.988 0.5366 5.520 5.751 1.034 4.834 0.5363 5.453 1.388 0.9507
[2,] 12.13 6.316 0.5749 5.961 6.750 1.077 5.713 0.5658 6.031 1.470 1.0091
[3,] 12.51 6.600 0.6123 6.531 6.938 1.134 6.013 0.5989 6.699 1.553 1.0461
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.033 5.092 4.581 3.845 3.446 2.878 1.465 2.827 1.143 2.552 2.681
[2,] 5.318 5.417 4.974 3.898 3.711 2.889 1.465 2.846 1.143 2.730 2.910
[3,] 6.043 5.642 5.238 3.940 3.714 2.932 1.467 2.903 1.145 2.796 3.062
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.865 1.269 3.404 4.588 5.097 3.310 4.737 4.061 1.732 4.008 3.353
[2,] 3.099 1.273 3.479 4.644 5.098 3.322 5.351 4.256 1.780 5.053 3.776
[3,] 3.257 1.296 3.565 4.958 5.329 3.414 5.468 4.390 1.792 5.322 4.063
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.046 2.084 3.107 0.9196 3.034 1.127 2.516 2.482 2.803 3.571 1.348
[2,] 3.730 3.361 3.118 0.9196 3.226 1.141 2.543 2.489 3.276 4.066 1.354
[3,] 4.276 3.811 3.129 0.9226 4.079 1.145 2.827 2.598 3.305 4.144 1.360
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.878 2.599 2.982 1.449 3.834 2.657 4.232 3.934 6.997 6.048 2.751
[2,] 4.030 2.601 3.919 1.471 3.834 4.182 4.606 5.734 7.127 6.397 5.218
[3,] 4.088 2.604 4.150 1.486 3.842 4.205 4.650 5.761 7.649 7.157 6.416
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.302 3.018 2.515 4.230 2.105 2.408 1.216 2.507 2.421 6.419 5.632
[2,] 1.322 5.182 2.530 4.751 2.176 2.560 1.217 3.265 2.436 6.428 5.670
[3,] 1.331 5.611 2.553 5.878 2.275 2.634 1.217 3.559 2.438 6.438 5.758
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.064 1.188 2.042 1.965 2.878 1.566 0.6733 5.615 12.82 6.618
[2,] 1.535 2.042 2.063 2.020 2.906 1.567 0.7007 7.622 14.09 6.894
[3,] 1.872 2.055 2.116 2.063 3.024 1.567 0.7251 9.142 14.39 7.417
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   4.959   2.897   11.44    6.5    6.393   1.417   2.183    5.419
[2,] 355.859  89.944 2052.73 3028.3 2736.077  91.955  59.815  422.160
[3,]  63.531 171.265 2001.33 1939.6 2083.710 248.386 437.507 1228.586
         [,9]    [,10]    [,11]    [,12]   [,13]   [,14]    [,15]    [,16]
[1,]    6.345    4.868    4.535    3.364   3.647    4.91    3.699    4.771
[2,]  733.488 3876.103 1155.657 2908.098   7.488 1621.08 1974.435 1064.486
[3,] 1875.111 1079.818 1370.283  659.689 591.164 1902.50 1946.509  857.884
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    6.767    4.802    6.684    7.192   10.92   4.156   13.92    7.604
[2,]  968.481 3072.201 3758.648 3264.552 1595.50 653.630 6036.46 2328.400
[3,] 2560.398 2166.938 1530.333 2290.916 1397.17 610.463 3514.47 2222.388
        [,25]   [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   0.6814    7.01    7.303   1.313    6.139   0.681    6.925   1.763
[2,] 239.1001 2609.18 4097.454 348.360 3529.162 209.257 2986.038 558.270
[3,] 244.3561 3093.29 1861.724 414.504 2175.031 227.457 3382.488 582.859
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39] [,40]
[1,]   1.207    6.391    6.466    5.817   4.882    4.376   3.655  1.86
[2,] 392.335 1991.217 2144.184 2245.733 747.995 1595.689 293.170 48.21
[3,] 319.779 3326.277 1825.584 1904.211 663.179  178.013 575.633 75.01
      [,41]  [,42]    [,43]    [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   3.59  1.451    3.241    3.404    3.638   1.611   4.323    5.827
[2,] 376.74 25.343 1123.517 1312.222 1370.011 116.199 829.467  827.830
[3,] 663.00 79.616  701.669 1103.453 1159.757 282.777 905.813 2013.869
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    6.473   4.203    6.015    5.157   2.199    5.089    4.258    3.868
[2,]  105.324 332.634 2885.498 1474.934 475.886 3567.737 2013.151 2494.970
[3,] 1796.498 912.509 1305.404 1250.788 242.886 1935.865 1738.587 2426.022
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.647   3.945  1.168    3.852   1.431    3.195   3.151    3.559
[2,] 3057.397 307.505  7.917 1272.761 211.766  425.998 219.140 1965.359
[3,] 2082.280 308.931 85.977 2893.148 108.299 1431.328 864.428  509.452
        [,65]   [,66]    [,67] [,68]    [,69]  [,70]   [,71]    [,72]
[1,]    4.535   1.711    4.924   3.3    3.786   1.84   4.869    3.375
[2,] 2253.171 152.343 1271.188 121.1 2948.949 291.59  45.848 3743.523
[3,]  928.666 145.192  794.518 146.3 1584.021 245.18 274.016  510.222
        [,73]    [,74]    [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    5.374    4.995    8.885    7.68    3.493   1.653    3.833   3.194
[2,] 2107.513 4836.638 1572.455 2418.70 5140.472 265.747 4883.372 315.710
[3,]  736.395  647.227 3220.278 3719.16 4329.266 181.496 2494.265 396.228
        [,81]   [,82]    [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.371   2.673    3.058  1.545    3.183   3.075   8.151    7.152
[2,] 2509.015 640.489 1008.464 23.050 2426.380 307.910 396.798  759.186
[3,] 4011.201 767.607  715.325 28.600 1640.444 132.518 428.464 1163.346
        [,89]    [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]    1.351    1.509   2.593   2.495   3.655  1.989   0.855    7.13
[2,] 1283.413 1925.628 339.817 545.735 463.974 63.929 224.617 5975.10
[3,] 1240.955  263.370 542.818 485.981 968.988 17.224 216.619 5852.30
       [,97]    [,98]
[1,]   16.28    8.404
[2,] 6763.67 2237.634
[3,] 3380.16 3173.531
[1] "--- VAR model 2017-10-01 18:31:00  completed"
[1] "Completed training sample:  2017-10-01 18:31:00 - 2017-10-02 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 19:01:00 - 2017-10-02 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.012416      -0.0767934         -5.334         -6.340
        0.089591       0.0009347         -4.185         -5.093
        0.003897      -0.0011153         -4.858         -4.388
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.827              0           0.1448          -0.4340
         -4.788              0           0.2353          -0.7439
         -4.441              0           0.1522          -0.7449
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5675          -2.2144         -0.29216           -2.692
          -0.9531          -0.4987          0.19973           -1.621
          -0.8193          -1.0523         -0.09503           -1.931
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.21964            5.968          -1.5014            3.364
         -0.10796            6.046          -1.6640            3.581
         -0.01121            5.519          -0.8459            2.985
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.7161           1.5681           0.9681          -0.8095
          -1.8275          -1.1718           0.2854           1.3232
          -0.4982          -0.4562          -0.4521           0.6352
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.932         0.002054           -9.502           -5.571
           -4.645         0.148445          -11.415           -5.080
           -5.307         0.054008           -9.826           -4.848
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.08040           -4.741           -5.482          -0.7086
         -0.11546           -4.460           -5.039          -0.6982
         -0.07382           -5.008           -5.007          -0.6054
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.979          -0.1796           -4.946           -1.740
           -5.107          -0.1589           -5.527           -1.608
           -4.549          -0.2382           -4.996           -1.478
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5300           -4.394           -4.807           -4.409
          -0.5930           -4.989           -4.073           -4.957
          -0.6254           -4.382           -4.528           -4.556
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.10258          -1.3440                0                0
          0.25105          -0.9528                0                0
         -0.07295          -0.2551                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.033           -3.567
                0                0           -2.697           -3.140
                0                0           -2.682           -3.189
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.09747          -0.1236           -1.027           0.5644
          0.08404          -0.1926           -2.100           1.0036
          0.32469          -0.1479           -1.787           0.8458
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
                0        -0.437697           -1.136           0.2033
                0        -0.009009           -1.439           0.3419
                0        -0.140836           -0.996           0.2521
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.03697           0.4801          0.02345          -0.6250
         -0.22561          -2.1891         -0.60312           0.1088
         -0.10791          -0.6574         -1.04500          -1.5568
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.4816        -0.042569                0          -0.1688
           0.2083        -0.003086                0          -0.5998
          -0.4603        -0.007335                0           0.6305
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.075414        -0.933337         -0.02539        -0.004446
        -0.101115        -0.727024          0.01300        -1.176185
        -0.005714        -0.002272          0.01022        -0.893380
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2674          0.10441          -0.6643                0
          -0.9957          0.03536          -1.2951                0
          -0.7149         -0.03216          -0.5943                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6941         -0.07360          0.06098          0.78499
          -0.1291         -0.05730          0.14123         -0.03591
          -0.7468         -0.01982          0.12562          0.12048
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.17632         0.324457           1.3436          -0.1185
          0.02127        -0.008732           0.9115           0.8043
          0.03391         0.130013           0.6305           0.8369
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6428                0           1.1485                0
           1.3913                0           0.2182                0
           0.3976                0           0.9887                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.1792          0.17666          0.21870                0
           0.4232          0.06741         -0.07601                0
           1.0350          0.09120         -0.27846                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.37396        0.0275466         -0.02116          -0.3099
         -1.61242       -0.0148574          0.20923          -0.3165
         -0.08896       -0.0005133         -0.12690          -0.3184
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000          0.00000          0.04752          0.05321
          0.02149          0.04081          0.03865          0.06629
          0.04624          0.06342          0.04024          0.02175
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.75827                0        -0.001813            114.8
         -0.35951                0        -0.169852            115.2
         -0.05939                0        -0.239817            113.4
 rnd_95776.volume rnd_95787.volume
           -5.410           -3.525
           -1.472           -3.530
           -2.601           -3.922
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5] [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.523 2.078 8.757 4.310 4.432 1.05 1.562 3.843 4.743 3.615 3.395
[2,] 3.527 2.078 9.101 4.928 4.864 1.05 1.563 3.868 4.782 4.740 3.518
[3,] 3.529 2.078 9.257 5.252 5.167 1.07 1.604 3.957 5.027 4.829 3.701
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.508 2.719 3.720 2.782 3.497 4.875 3.755 5.021 5.294 8.684 2.995
[2,] 3.498 2.720 4.055 3.249 3.615 5.260 4.603 5.940 5.900 9.115 3.043
[3,] 3.541 2.750 4.285 3.665 3.865 5.685 4.882 6.137 6.202 9.302 3.092
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.05 5.274 0.5045 5.126 5.336 0.9465 4.198 0.4994 4.547 1.353 0.8069
[2,] 11.45 5.705 0.5405 5.526 6.189 0.9861 4.843 0.5180 5.068 1.437 0.8644
[3,] 12.12 6.048 0.5738 6.038 6.399 1.0258 5.235 0.5404 5.700 1.538 0.9051
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.346 4.329 3.909 3.630 3.205 2.728 1.339 2.441 1.070 2.175 2.499
[2,] 4.682 4.822 4.368 3.690 3.448 2.741 1.339 2.448 1.070 2.270 2.650
[3,] 5.253 5.001 4.635 3.729 3.477 2.783 1.342 2.451 1.072 2.356 2.767
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.738 1.191 3.265 4.289 4.720 2.884 4.502 3.714 1.660 3.785 3.141
[2,] 2.929 1.197 3.342 4.321 4.720 2.904 5.110 3.830 1.709 4.822 3.489
[3,] 3.057 1.203 3.408 4.567 4.897 2.913 5.207 4.008 1.722 5.131 3.798
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.917 2.033 2.864 0.8552 2.877 1.084 2.397 2.393 2.372 2.966 1.250
[2,] 3.539 3.158 2.871 0.8553 3.076 1.101 2.423 2.472 3.166 3.788 1.251
[3,] 4.099 3.526 2.913 0.8569 3.855 1.105 2.706 2.497 3.206 3.834 1.262
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.675 2.281 2.745 1.381 3.390 2.441 3.757 3.641 6.750 5.851 2.659
[2,] 3.826 2.282 3.439 1.401 3.393 3.652 4.067 5.266 6.868 6.272 4.986
[3,] 3.899 2.294 3.871 1.414 3.394 3.665 4.133 5.287 7.325 6.684 5.953
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.191 2.867 2.301 4.116 2.024 2.142 1.092 2.331 2.223 5.812 5.223
[2,] 1.200 5.066 2.322 4.657 2.085 2.333 1.092 3.074 2.226 5.813 5.286
[3,] 1.212 5.452 2.347 5.660 2.192 2.432 1.093 3.343 2.227 5.822 5.350
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.9564 1.086 1.824 1.744 2.695 1.448 0.6644 6.162 12.23 5.182
[2,] 1.3834 1.872 1.849 1.796 2.730 1.449 0.7145 8.054 13.51 5.404
[3,] 1.6984 1.878 1.882 1.889 2.889 1.451 0.7481 9.672 13.73 5.600
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   4.473  2.638   11.12    5.473    5.628   1.333   1.983   4.88
[2,] 189.363 28.378 2774.33 2675.174 2242.552  45.682  59.354 493.83
[3,] 137.971 33.836 1894.84 2033.495 1950.441 228.652 404.661 935.59
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    6.023    4.591    4.311    3.185   3.453    4.724    3.533    4.44
[2,]  683.869 3430.800 1030.788 2728.166  72.377 1806.040 1877.205 1026.46
[3,] 1732.773 1032.664 1286.254  618.819 456.038 1550.287 1899.026 1530.28
       [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    6.19    4.768    6.375    6.722   11.03   3.803   12.76    6.697
[2,] 2209.91 2980.999 3552.368 2916.659 3098.29 605.216 6143.55 2434.977
[3,] 2415.23 1819.310 1728.438 2138.368 2076.90 612.973 4464.57 2249.292
        [,25]   [,26]    [,27]   [,28]   [,29]    [,30]    [,31]   [,32]
[1,]   0.6406    6.51    6.775   1.202    5.33   0.6342    5.774   1.718
[2,] 217.1601 2308.15 3509.540 309.389 2703.76 154.0997 2505.626 541.715
[3,] 215.4801 2725.12 1818.687 316.627 2224.20 172.2530 2917.635 614.367
       [,33]    [,34]    [,35]    [,36]  [,37]    [,38]   [,39]  [,40]
[1,]   1.025    5.519    5.497    4.964   4.61    4.069   3.464  1.701
[2,] 346.911 1948.886 2377.618 2181.048 738.65 1424.369 304.212  1.557
[3,] 300.510 2665.607 1483.837 1734.455 606.41  499.596 538.766 87.486
     [,41]  [,42]   [,43]   [,44]    [,45]   [,46]   [,47]    [,48]
[1,]   3.1  1.359   2.761   3.173    3.477   1.512   4.146    5.446
[2,] 200.3 18.415 728.050 987.118 1163.720 130.928 799.187  587.764
[3,] 133.1 62.195 707.332 893.933  977.962 135.240 747.907 1656.731
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    5.994   3.662    5.717    4.716   2.107    4.806    3.988    3.704
[2,]   47.617 382.310 2705.832 1046.257 456.810 3344.041 1701.397 2242.822
[3,] 1458.498 261.987 1119.456 1322.080 241.023 1962.598 1678.944 2314.264
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.581   3.637  1.086    3.653   1.376    3.044   3.039    3.012
[2,] 2704.946 232.342 12.955 1218.195 217.044  398.418 690.327 2346.526
[3,] 1754.647 552.288 58.772 2600.440 103.302 1346.993 397.961  562.527
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]  [,72]
[1,]    3.767   1.587    4.667   2.897    3.486   1.753   4.305    3.1
[2,] 2637.637  68.249 1191.970  74.351 2318.047 264.397 155.082 3040.3
[3,]  657.906 183.490  838.319 263.023 1989.526 215.118  82.735  336.5
        [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    4.771    4.623    8.572    7.429    3.377   1.513    3.641   2.921
[2,] 1741.552 4258.491 1416.735 2528.951 4720.774 164.539 4674.217 353.753
[3,]  826.539  522.712 2849.882 2585.704 3640.026 186.662 2255.673 382.614
        [,81]  [,82]    [,83]  [,84]   [,85]   [,86]  [,87]   [,88]
[1,]    5.227   2.57    2.719  1.386    2.96   2.823   7.38   6.633
[2,] 2437.117 560.29 1036.407 17.002 2242.95 133.190  76.28 905.685
[3,] 3599.914 757.98  766.183 48.273 1469.75  32.667 367.64 924.986
        [,89]    [,90]   [,91]   [,92]    [,93]  [,94]    [,95]    [,96]
[1,]    1.215    1.378   2.316   2.215    3.423  1.839   0.8437    7.824
[2,] 1118.567 1707.461 344.079 479.673  485.410 57.542 293.9361 5804.478
[3,] 1102.789  165.826 387.584 657.059 1057.926 75.162 248.1965 5992.754
       [,97]   [,98]
[1,]   15.53    6.58
[2,] 6419.66 1716.91
[3,] 2762.24 1644.14
[1] "--- VAR model 2017-10-01 19:01:00  completed"
[1] "Completed training sample:  2017-10-01 19:01:00 - 2017-10-02 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 19:31:00 - 2017-10-02 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.07203               0         -4.044         -6.373
         0.07126               0         -4.293         -5.501
         0.10863               0         -3.931         -4.690
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.531              0           0.0346           1.0324
         -6.355              0           0.2243          -0.6810
         -5.890              0           0.1431          -0.1877
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5394          -0.5625          0.28940           -1.381
          -1.0392           0.1175         -0.06214           -1.497
          -0.7017          -1.0200         -0.08463           -1.827
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.17357            7.580          -1.8464            4.917
          0.17688            8.034          -0.5467            4.681
          0.06833            7.385          -0.7420            5.078
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.6021           6.1969           4.7949           1.4352
          -0.5026          -1.8706           0.7841           3.4802
           0.4610           0.7591          -0.1836           0.9342
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.432           0.3441           -12.69           -5.562
           -6.022           0.2839           -12.18           -5.422
           -5.474           0.5393           -10.96           -6.034
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.05362           -5.875           -6.492          0.03140
         -0.04385           -4.943           -5.768         -0.07642
         -0.06009           -5.243           -5.504         -0.12503
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.874          -0.3066           -6.156           -1.916
           -6.002          -0.3030           -6.109           -1.874
           -5.550          -0.3169           -5.693           -1.816
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9716           -6.031           -5.690           -6.569
          -1.0219           -5.014           -5.368           -6.000
          -1.0309           -5.008           -5.119           -5.990
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.00723          -0.3234           0.5851                0
         -0.06394          -0.3926           0.4044                0
         -0.01183          -0.4002           0.1653                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.271           -4.194
                0                0           -3.134           -3.892
                0                0           -3.283           -3.813
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4376         -0.03856           -2.125          0.02889
           0.8142         -0.17620           -2.524          1.35476
           1.0233          0.09826           -1.712          0.51686
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3045           0.3503           0.7327           0.6679
           0.4797          -0.3381          -0.9399          -0.1153
           0.6931          -0.1699          -1.3429           0.8162
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.02852          -0.7539          -1.5617         -0.16557
         -0.04533          -0.1762           0.2655         -0.27465
         -0.06733          -0.8210          -0.8185         -0.06928
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.1111                0                0          -0.1294
          -1.0341                0                0           0.4768
           0.2734                0                0          -0.4645
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.27083          -0.3360         0.041788           0.5729
          0.08481           0.3674         0.085997          -0.4777
          0.05046          -0.4813        -0.001256           0.6123
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.8182                0           0.4085                0
          -0.4249                0          -0.1791                0
           0.4821                0           0.1586                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.6760         -0.03091         -0.02912           2.5003
           0.3906          0.05074          0.07707          -0.4352
          -0.1837          0.04932          0.23987           0.1221
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.26342           2.6838           0.3696           1.7956
          0.02893           0.3066           1.0356           2.4547
          0.04415           0.2873           1.2854           0.0381
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.360                0           -1.019                0
            2.927                0            2.427                0
            0.466                0            2.147                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.9491         -0.17660         -0.92720                0
           2.0866          0.01931          0.04305                0
           2.4814          0.53631          0.19501                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4251                0         -0.07903          -0.2709
          -0.7225                0          0.44068          -0.2546
          -0.4412                0         -0.15598          -0.2091
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        0.0000000          0.00000        -0.045904        -0.037621
        0.0009265         -0.03642         0.007119         0.002006
       -0.0238667          0.01201         0.054144         0.042644
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.51737                0          -0.6323            119.9
          0.07188                0          -0.8677            119.2
         -0.21070                0          -0.8309            119.4
 rnd_95776.volume rnd_95787.volume
           -2.075           -5.426
           -2.138           -4.566
           -3.706           -4.812
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.276 1.853 8.210 3.670 3.771 0.9927 1.445 3.619 4.131 3.182 3.188
[2,] 3.280 1.855 8.439 4.204 4.072 0.9929 1.446 3.642 4.131 4.118 3.275
[3,] 3.280 1.856 8.533 4.456 4.326 1.0180 1.482 3.715 4.194 4.151 3.421
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.435 2.626 3.601 2.587 3.450 4.492 3.587 4.425 4.998 7.626 2.831
[2,] 3.244 2.626 3.926 3.000 3.589 4.847 4.374 5.734 5.521 7.706 2.895
[3,] 3.289 2.648 4.187 3.356 3.817 5.279 4.639 5.879 5.781 7.917 2.964
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 8.129 4.496 0.4756 4.300 4.797 0.9166 3.673 0.4826 3.855 1.253 0.7108
[2,] 8.886 4.646 0.5145 4.532 5.382 0.9613 4.192 0.5018 4.281 1.320 0.7499
[3,] 9.108 4.770 0.5575 4.885 5.528 1.0128 4.409 0.5213 4.737 1.414 0.7868
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.612 3.674 3.581 3.235 2.856 2.312 1.117 2.201 0.9724 1.932 1.975
[2,] 3.904 4.028 3.808 3.294 3.026 2.314 1.118 2.204 0.9724 2.049 2.173
[3,] 4.327 4.175 4.100 3.314 3.042 2.322 1.119 2.205 0.9725 2.113 2.306
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.577 1.113 2.802 4.018 4.439 2.633 4.308 3.452 1.529 3.378 2.891
[2,] 2.797 1.119 2.908 4.057 4.439 2.650 4.800 3.510 1.575 4.384 3.261
[3,] 2.943 1.133 3.083 4.343 4.565 2.668 4.874 3.715 1.582 4.567 3.585
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.692 1.919 2.605 0.7878 2.727 1.025 2.224 2.204 2.177 2.672 1.090
[2,] 3.199 2.930 2.614 0.7879 2.921 1.037 2.255 2.224 2.934 3.519 1.092
[3,] 3.765 3.256 2.640 0.7894 3.628 1.043 2.502 2.279 2.967 3.577 1.100
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.120 2.034 2.490 1.285 3.140 2.208 3.502 3.376 6.460 5.536 2.644
[2,] 3.497 2.042 2.980 1.296 3.141 3.394 3.791 4.942 6.670 5.844 4.637
[3,] 3.537 2.052 3.553 1.312 3.141 3.415 3.847 4.963 7.033 6.253 5.686
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.053 2.803 2.097 3.956 1.909 1.930 0.996 2.254 2.036 5.566 4.998
[2,] 1.058 4.824 2.114 4.508 1.953 2.078 0.996 2.795 2.040 5.567 5.079
[3,] 1.063 5.119 2.143 5.342 2.035 2.221 0.996 3.029 2.044 5.582 5.150
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.8838 1.018 1.721 1.666 2.365 1.296 0.6160  6.855 11.40 4.611
[2,] 1.2790 1.826 1.748 1.730 2.394 1.301 0.6516  8.636 12.17 4.861
[3,] 1.6205 1.833 1.786 1.798 2.546 1.301 0.6722 10.300 12.36 4.976
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.16  2.353   10.42    4.66    4.789   1.261   1.835   4.595
[2,] 163.36 89.739 2152.03 2261.10 1693.766  21.573  55.122 456.649
[3,]  35.68 55.697 1398.66 1626.88 1607.559 247.463 357.303 806.805
        [,9]   [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   5.245    4.04    4.048    3.092   3.334    4.572    3.285    4.38
[2,]  23.623 2882.18  827.199 2362.978  11.869 1723.988 1673.142 1092.39
[3,] 803.010  577.15 1088.909  597.572 380.148 1603.917 1658.721 1432.27
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]   [,23]   [,24]
[1,]    5.704    4.555    5.619    6.347    9.684   3.595   10.32    5.71
[2,] 2009.588 2759.566 4020.033 2585.550 1224.284 665.616 3954.79 1288.78
[3,] 2304.957 1703.648 1429.417 1889.416 2002.074 701.326 2205.68 1189.81
       [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.604    5.461    6.091   1.164    4.664   0.6128    4.896   1.591
[2,] 216.352 1576.046 2689.056 319.460 2227.291 151.2871 2052.363 459.741
[3,] 236.540 2011.510 1391.019 351.482 1503.716 155.8060 2234.368 556.987
        [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   0.9027    4.587    4.665    4.547   4.107    3.626   2.935  1.418
[2,] 263.2785 1634.343 1820.200 1427.207 689.193 1104.678 125.517 57.982
[3,] 262.4466 2056.006 1210.444 1674.440 391.965  338.000 210.323 54.919
       [,41]  [,42]   [,43]   [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   2.795  1.235   2.453   2.509    3.272   1.414    3.558    5.102
[2,] 127.743  1.671 753.393 998.751 1200.474 122.982  856.630  623.108
[3,]  52.389 18.317 567.289 850.304 1006.858 197.455 1128.633 1707.765
        [,49]   [,50]   [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    5.636   3.344    5.47    4.384   1.941    4.289    3.671    3.418
[2,]   15.769 333.845 2332.70  699.300 417.166 3079.589 1664.432 1905.053
[3,] 1175.921 334.073  933.43 1342.830 168.726 1411.730 1639.683 2189.186
        [,57]   [,58] [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    2.437   3.308  1.00    3.463   1.302    2.824   2.799    2.764
[2,] 2441.361 242.543 14.01 1153.285 171.351  408.458 326.171 2168.005
[3,] 1564.825 406.453 53.45 2371.276 127.004 1194.291 549.481  487.458
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]  [,71]    [,72]
[1,]    3.393   1.385    3.962   2.582    3.162   1.631  3.988    2.804
[2,] 2524.425  58.380 1741.202 206.721 1803.424 191.613 58.976 2841.432
[3,]  707.091 147.083  589.471 224.143 2134.432 225.542  3.380  412.968
        [,73]    [,74]    [,75]   [,76]    [,77]   [,78]   [,79]   [,80]
[1,]    4.447    4.287    8.204    7.03    3.358   1.337    3.56   2.663
[2,] 1601.270 3978.215 1830.492 2064.04 4199.111 113.512 4327.50 293.844
[3,]  721.363  507.068 2455.096 2451.61 3626.649 113.751 1886.20 389.811
        [,81]   [,82]  [,83] [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    5.023   2.424   2.45 1.265    2.862   2.586   7.068   6.347
[2,] 2382.553 456.998 850.67 6.244 1821.927 129.751 107.674 995.184
[3,] 3160.179 631.005 863.65 2.629 1285.344 149.003 453.923 935.193
        [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]    [,96]
[1,]    1.122    1.293   2.185   2.116   3.003   1.646   0.7822    8.705
[2,] 1019.142 1670.960 338.103 514.256 410.499 116.774 234.3338 5788.674
[3,] 1096.864  180.744 404.465 538.398 955.529  38.876 181.7211 6188.790
       [,97]    [,98]
[1,]   14.48    5.855
[2,] 4687.50 1697.771
[3,] 2366.93 1173.518
[1] "--- VAR model 2017-10-01 19:31:00  completed"
[1] "Completed training sample:  2017-10-01 19:31:00 - 2017-10-02 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 20:01:00 - 2017-10-02 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.08919               0         -4.653         -6.548
         0.05196               0         -5.959         -6.080
        -0.08100               0         -5.096         -6.370
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -5.5420              0           0.4513          -2.7508
        -5.2040              0           0.3265          -0.4550
        -0.4227              0           0.2123          -0.4217
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8047          -0.5841         -0.27222           -1.679
          -1.1754          -3.3039          0.49097           -2.777
          -0.7708           1.1742          0.09203           -1.966
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.13425            8.361          -2.2021           10.186
         -0.03576            9.071          -0.7779            5.583
         -0.01804            7.446          -2.2997            6.955
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.525           1.9587           3.7760            4.660
           -1.274           0.4537           2.6342            3.358
           -1.718          -1.0373          -0.1607            2.301
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.288           0.4132           -12.33           -7.487
           -6.794           0.2664           -12.26           -7.646
           -6.812           0.1757           -12.65           -8.133
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1183           -5.229           -6.799          -0.3504
          -0.1386           -5.143           -6.317          -0.3624
          -0.1057           -4.828           -6.444          -0.3847
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.674          -0.3868           -6.239           -1.289
           -5.570          -0.3291           -6.754           -1.491
           -5.390          -0.3388           -6.158           -1.306
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9884           -6.440           -4.716           -6.239
          -1.0515           -5.990           -5.673           -5.668
          -1.0476           -5.528           -5.218           -5.957
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.04856          -1.4869                0                0
         -0.17504          -0.8498                0                0
         -0.02323           0.8326                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.233           -3.224
                0                0           -3.126           -3.521
                0                0           -2.944           -3.469
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.03115        -0.024523           -1.866          0.38327
          1.76960        -0.450477           -2.423         -0.10829
          1.08905         0.007933           -1.843         -0.09685
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
                0          0.03846          -1.3465           0.5720
                0         -0.13847          -0.4683           0.6421
                0         -0.19458          -1.6829           0.4702
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.12471          -0.5616          -1.1383          -2.1423
         -0.12714          -0.9037          -0.8042           0.3491
         -0.09885          -0.9079          -0.5565          -0.9864
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -0.62206        0.0068797                0          -0.7903
         -1.13590        0.0002342                0          -1.5328
         -0.04021        0.0008048                0           0.3869
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.07089          -0.2850                0          -0.7227
          0.06327          -0.5655                0          -0.3721
          0.11836          -0.4966                0          -0.2729
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.5401         -0.08416          -0.8305                0
           0.1312          0.13200          -0.6973                0
          -0.4602         -0.02252          -0.5653                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -2.35285         -0.19468         0.026529        -0.884584
         -0.31152         -0.18496        -0.003386         0.146294
         -0.01819         -0.03874        -0.057928         0.003884
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4080         -0.99432            3.649           0.8536
           0.5522         -0.10088            3.155           0.6053
           0.1964         -0.01414            3.501           0.6088
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.0037                0            1.762                0
           0.6745                0            1.258                0
           1.6549                0            0.591                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.3348         -0.03344          -0.6017                0
           2.9540          0.51672          -0.6208                0
           0.4115          0.17280           0.0801                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.2025                0          0.20346       -0.6996038
          -1.1744                0         -0.14074        0.0004052
          -0.2980                0         -0.07377       -0.5606140
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.35938                0          -0.5598            101.3
         -0.79080                0          -0.4400            100.7
         -0.07485                0          -0.5127             99.9
 rnd_95776.volume rnd_95787.volume
           -2.799           -4.506
           -3.381           -4.845
           -3.402           -5.170
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.009 1.653 7.637 2.937 3.319 0.9456 1.393 3.031 3.699 2.883 2.870
[2,] 3.009 1.655 7.837 3.343 3.547 0.9456 1.394 3.055 3.713 3.518 2.918
[3,] 3.009 1.666 7.892 3.610 3.675 0.9653 1.422 3.062 3.801 3.605 3.046
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.259 2.308 3.291 2.526 3.432 4.031 3.241 4.189 4.727 7.319 2.807
[2,] 2.904 2.308 3.639 2.892 3.475 4.381 4.024 5.385 5.231 7.570 2.870
[3,] 2.948 2.328 3.879 3.164 3.501 4.663 4.262 5.563 5.472 7.654 2.940
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 7.069 4.181 0.4185 3.741 3.894 0.8631 3.051 0.4588 3.013 1.170 0.6390
[2,] 7.862 4.443 0.4579 3.949 4.476 0.9024 3.497 0.4758 3.421 1.239 0.6682
[3,] 8.248 4.846 0.4865 4.170 4.583 0.9458 3.778 0.4923 3.909 1.316 0.6949
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.210 2.992 2.886 2.923 2.406 1.898 0.9704 2.039 0.8707 1.563 1.653
[2,] 3.494 3.172 3.037 2.948 2.687 1.917 0.9716 2.040 0.8712 1.655 1.833
[3,] 3.887 3.287 3.206 2.949 2.714 1.917 0.9730 2.041 0.8715 1.748 1.920
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.387 1.042 2.501 3.971 3.952 2.424 3.813 3.238 1.427 2.932 2.592
[2,] 2.608 1.068 2.728 3.998 3.959 2.465 4.246 3.293 1.465 3.871 2.869
[3,] 2.836 1.080 2.930 4.300 3.999 2.489 4.356 3.400 1.471 4.017 3.148
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.535 1.824 2.411 0.7154 2.467 1.027 2.098 1.901 2.171 2.488 1.004
[2,] 2.895 2.701 2.413 0.7155 2.663 1.040 2.120 1.903 2.605 3.226 1.004
[3,] 3.450 2.935 2.429 0.7166 3.278 1.044 2.327 1.903 2.623 3.245 1.011
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.894 1.828 2.304 1.185 2.906 2.092 3.226 3.393 6.232 5.264 2.381
[2,] 3.110 1.862 2.787 1.210 2.907 3.192 3.451 4.597 6.391 5.490 4.433
[3,] 3.127 1.871 3.265 1.221 2.907 3.220 3.511 4.624 6.808 5.784 5.133
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.9087 2.616 1.840 3.781 1.723 1.775 0.8769 2.019 1.902 4.958 4.393
[2,] 0.9143 4.449 1.844 4.199 1.762 1.919 0.8780 2.485 1.907 4.973 4.412
[3,] 0.9159 4.756 1.876 5.042 1.843 2.031 0.8781 2.726 1.918 4.973 4.433
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.7684 0.8896 1.493 1.467 2.051 1.118 0.5812  7.172 10.50 4.059
[2,] 1.0907 1.5613 1.517 1.496 2.083 1.122 0.6162  8.819 11.21 4.295
[3,] 1.3811 1.5653 1.529 1.521 2.329 1.122 0.6382 10.437 11.39 4.491
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]  3.821   2.099    9.697    3.73    4.215   1.201   1.769   3.849
[2,]  6.430  94.296 2094.473 1900.96 1488.711  11.381  33.054 453.613
[3,] 39.731 222.024 1105.363 1621.45 1144.134 230.789 338.558 246.577
        [,9]   [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   4.697    3.66    3.645    2.868   2.930    4.179    3.208   4.358
[2,] 381.322 2400.57  626.565 2173.070   2.711 1849.718 1676.209 645.300
[3,] 967.092  935.21 1039.154  600.787 368.764 1599.271 1527.308 504.749
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    5.118    4.115    5.319    6.002    9.294   3.564    8.977
[2,] 2044.417 2838.740 4028.693 2668.776 2298.842 712.354 4096.178
[3,] 1899.191 1673.688 1660.966 1908.809 1347.932 760.619 2966.924
        [,24]    [,25]   [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    5.309   0.5314    4.75    4.945   1.096    3.875   0.5826    3.826
[2,] 1789.609 221.2037 1507.62 2625.804 313.525 2032.606 150.1451 1927.809
[3,] 2303.016 195.5437 1592.27 1170.281 337.041 1703.694 150.5924 2252.829
       [,32]    [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   1.486   0.8114    4.076    3.799    3.665   3.711    3.055   2.411
[2,] 484.009 232.4773 1644.077 1254.088 1124.696 459.239 1424.159 319.924
[3,] 529.960 227.2767 2026.758 1028.095 1221.474  69.552  454.929   2.048
      [,40]  [,41]  [,42]   [,43]   [,44]    [,45]   [,46]    [,47]
[1,]  1.232  2.589  1.106   1.985   2.099    3.031   1.323    3.176
[2,] 56.479 84.669 34.106 644.977 942.698 1249.410 278.183 1295.837
[3,] 63.719 83.714 25.820 672.734 680.279 1327.392 188.203 1273.110
        [,48]   [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    5.042   5.019   3.078    4.842    4.111   1.811    3.724    3.292
[2,]  556.046 273.366 529.495 2223.931  713.180 396.527 3008.085 1462.342
[3,] 1885.324 669.315 410.312 1155.270 1007.913 158.477 1279.310 1541.756
       [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    3.22    2.317   3.062  0.9085    3.133   1.304    2.664   2.413
[2,] 1662.07 2370.783  97.740 14.3058 1193.243 192.082  363.929 118.435
[3,] 2233.84 1367.225 335.759 46.4771 2274.529 114.784 1142.223  10.664
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]   [,70]  [,71]
[1,]    2.756    3.159   1.275    3.674   2.322    2.925   1.504  3.691
[2,] 1715.359 2444.410  40.177 1355.905 420.065 1867.458 295.784 91.816
[3,]  365.721  415.058 142.065  387.187 221.722 2023.284 191.388 12.070
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    2.656    4.096    4.308    7.914    6.685    3.024   1.154
[2,] 2869.702 1459.329 3691.682 1688.431 1854.605 4451.108 120.468
[3,]  505.056  768.438  591.989 2792.312 2164.967 3079.098  65.141
        [,79]   [,80]    [,81]   [,82]   [,83]  [,84]    [,85]   [,86]
[1,]    3.322   2.337    4.802   2.188   2.254  1.113    2.564   2.416
[2,] 4283.608 143.857 2173.224 436.550 869.029 53.775 1724.162 148.086
[3,] 2001.179 407.725 3322.108 645.588 789.295 17.481 1334.613 251.473
       [,87]   [,88]     [,89]   [,90]   [,91]   [,92]    [,93]  [,94]
[1,]   6.296   5.579    0.9758    1.13   1.896   1.863    2.604   1.42
[2,] 465.412 476.844  921.4175 1527.29 320.470 352.063  438.403 113.27
[3,]  24.498 514.163 1008.4374  132.64 226.520 326.892 1239.033  19.35
       [,95]    [,96]   [,97]    [,98]
[1,]   0.738    9.108   13.33    5.154
[2,] 243.784 6107.668 4688.30 1672.180
[3,] 197.800 6643.763 2349.16 1562.798
[1] "--- VAR model 2017-10-01 20:01:00  completed"
[1] "Completed training sample:  2017-10-01 20:01:00 - 2017-10-02 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 20:31:00 - 2017-10-02 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2098          0.1155        -10.158         -10.94
         -0.1236         -0.2968        -11.388         -11.58
         -0.1237         -0.1654         -9.827         -11.17
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -12.01              0          -0.1119          -0.8988
         -10.61              0           0.1852          -0.5964
         -11.01              0           0.1132          -0.4230
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.5955           0.5632          0.72013           -1.290
          -1.3743          -1.6082         -0.05585           -3.491
          -0.9025          -1.0360         -0.01550           -3.599
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.26028            21.84          -1.1656            5.881
         -0.06798            19.01          -0.7693            5.024
         -0.03399            18.86          -2.5782            6.631
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.8436          -4.9782          -2.2115            6.387
          -0.9693          -0.2389          -3.8803            1.120
          -2.3671          -1.7038          -0.3792            3.785
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -11.33          -0.2430           -23.83           -11.99
           -11.05           0.6202           -22.15           -11.99
           -11.35           0.2837           -23.07           -11.71
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02896           -12.70           -13.14          -0.3730
          0.01284           -11.71           -12.18          -0.4302
         -0.06956           -10.50           -12.01          -0.4723
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -11.22          -0.3067           -10.71           -3.098
           -12.50          -0.3231           -11.62           -2.766
           -11.78          -0.4615           -11.12           -2.754
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.098           -11.62          -10.785          -11.300
           -1.859            -9.88           -9.564           -9.612
           -1.895           -10.42          -10.671          -10.793
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.03811           0.9544                0                0
         -0.16346          -0.3661                0                0
         -0.02596          -0.1972                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -4.989           -5.843
                0                0           -4.776           -6.206
                0                0           -4.859           -6.107
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.4262          0.27945           -3.034            2.140
           1.6641          0.30622           -3.723            1.556
           0.3334         -0.04282           -3.301            1.636
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.11004          -0.1625          -1.9755           0.3429
          0.53324          -0.1058          -0.6734           1.0426
          0.03723          -0.2462          -1.6597           0.4279
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.19805           -2.553          -0.6616           0.9239
         -0.09594           -1.428          -1.7238          -1.7411
         -0.17855           -1.210          -0.4429          -0.9643
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.3293                0          0.19030         -1.27182
          -0.8205                0          0.09553          0.01995
          -1.3133                0          0.02739         -1.02879
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2064          -0.8503         -0.02915          -0.1929
           0.2266          -0.4153         -0.09832          -1.0657
           0.1569          -0.2275         -0.04998          -0.7030
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.1157        -0.021233          -0.9530                0
          -0.3228        -0.002165          -0.4298                0
          -0.6747        -0.002814          -0.5800                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          2.02293         0.007933          -0.2015         -0.54065
         -0.05691         0.201468           0.1553         -0.07119
         -0.63154         0.020026          -0.1356          0.15298
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1938          -1.4258            1.585          -0.9539
           0.3684          -0.4575            3.352          -1.5800
          -0.1713          -0.2612            3.719          -0.2438
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.347                0           1.3750                0
           -0.698                0          -0.3404                0
            1.339                0          -0.7375                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.8245          -0.4253           0.3024                0
           1.8614           0.2529          -0.7191                0
          -0.9606          -0.1235          -0.1214                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.5071           0.5880        -0.125603           0.3753
           0.2947           0.1856        -0.074557          -0.6584
          -0.4607           0.1027        -0.002826          -0.6516
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4436         -0.09673          -0.8706            92.20
          -0.1390          0.05255          -1.1304            92.20
          -0.1407          0.04894          -1.1277            92.15
 rnd_95776.volume rnd_95787.volume
           -3.299           -11.75
           -6.548           -12.25
           -5.537           -10.08
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.758 1.503 7.470 2.540 2.900 0.8772 1.314 2.686 3.365 2.578 2.705
[2,] 2.763 1.503 7.674 2.949 3.094 0.8773 1.315 2.688 3.390 3.297 2.729
[3,] 2.763 1.512 7.794 3.169 3.272 0.8963 1.338 2.697 3.409 3.316 2.775
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.154 2.085 3.197 2.433 3.236 3.621 2.962 3.768 4.601 6.910 2.727
[2,] 2.704 2.085 3.572 2.780 3.276 3.915 3.741 4.837 4.930 6.949 2.798
[3,] 2.750 2.103 3.849 3.056 3.312 4.154 3.970 5.199 5.178 7.107 2.855
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 6.422 3.550 0.4000 3.378 3.246 0.8241 2.675 0.4305 2.594 1.152 0.5731
[2,] 7.082 3.816 0.4385 3.624 3.868 0.8656 3.112 0.4494 2.884 1.218 0.5980
[3,] 7.423 4.128 0.4705 3.952 4.011 0.9020 3.456 0.4724 3.314 1.331 0.6199
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.861 2.594 2.430 2.829 2.227 1.694 0.8566 1.808 0.7915 1.303 1.580
[2,] 3.172 2.807 2.560 2.865 2.522 1.709 0.8567 1.810 0.7954 1.419 1.689
[3,] 3.393 2.885 2.721 2.867 2.537 1.709 0.8567 1.811 0.7955 1.482 1.828
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.356 0.9664 2.221 3.764 3.720 2.273 3.650 2.815 1.344 2.764 2.297
[2,] 2.588 0.9829 2.340 3.803 3.724 2.336 4.057 2.829 1.387 3.537 2.533
[3,] 2.638 0.9902 2.524 4.038 3.752 2.360 4.163 2.954 1.391 3.643 2.853
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.370 1.732 2.136 0.7211 2.345 1.033 1.976 1.821 1.861 2.313 0.9178
[2,] 2.654 2.459 2.150 0.7216 2.543 1.048 1.998 1.821 2.548 3.062 0.9226
[3,] 3.136 2.677 2.155 0.7232 3.003 1.050 2.159 1.823 2.572 3.086 0.9306
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.649 1.691 2.187 1.135 2.646 1.992 3.073 3.108 5.875 4.653 2.429
[2,] 2.871 1.717 2.628 1.166 2.652 2.979 3.278 4.117 5.985 4.986 4.164
[3,] 2.892 1.728 3.097 1.180 2.653 3.019 3.330 4.140 6.386 5.205 4.764
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8401 2.633 1.625 3.536 1.507 1.672 0.8039 1.861 1.750 4.582 4.178
[2,] 0.8443 4.319 1.625 4.094 1.533 1.794 0.8043 2.325 1.753 4.589 4.240
[3,] 0.8466 4.605 1.632 4.777 1.616 1.896 0.8051 2.570 1.775 4.590 4.259
      [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96]  [,97] [,98]
[1,] 0.6628 0.8394 1.304 1.305 1.978 0.9826 0.5856  7.923  9.956 3.719
[2,] 0.9639 1.4039 1.317 1.315 2.001 0.9872 0.6208  9.653 10.450 4.065
[3,] 1.2114 1.4135 1.326 1.342 2.160 0.9885 0.6412 11.421 10.586 4.285
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   3.503   1.909    9.486    3.226    3.683   1.114   1.669   3.41
[2,] 185.754  38.486 2171.586 1849.318 1331.868   8.719  30.535 144.47
[3,]  30.265 195.727 1677.647 1433.545 1315.622 227.227 304.856 267.82
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]  [,16]
[1,]   4.273    3.274   3.435    2.735   2.648    4.06    3.089   4.11
[2,] 506.094 2538.797 449.843 2020.078   4.799 1966.92 1662.834 628.15
[3,] 438.477  444.767 621.435  617.441 335.290 1772.94 1568.817 597.61
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    4.598    3.761    4.785    5.843    8.775   3.463    8.155
[2,] 1836.743 2822.613 3745.880 2186.467  909.025 768.858 3689.053
[3,] 1718.821 1644.972 2358.361 1959.602 1841.200 702.018 2745.984
        [,24]   [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    4.507   0.508    4.289    4.122   1.046    3.396   0.5466    3.293
[2,] 1730.684 221.899 1622.902 2599.354 327.201 1965.358 159.3234 1559.951
[3,] 1945.559 210.597 1947.058 1313.137 313.394 1857.923 179.9911 2015.567
       [,32]    [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   1.463   0.7277    3.633    3.294    3.086   3.592    2.828   2.151
[2,] 486.508 210.8519 1691.208 1324.216  994.720 562.948 1463.264 280.641
[3,] 663.358 202.0013 1489.546  825.356 1138.551 123.995  330.838   4.892
      [,40]  [,41]  [,42]   [,43]   [,44]    [,45]   [,46]   [,47]   [,48]
[1,]  1.088  2.297  1.005   1.654   2.006    2.992   1.227    2.82    4.78
[2,] 15.672 79.036 96.891 696.139 736.737 1324.421 222.193  910.70  670.34
[3,] 11.681 75.612 15.704 528.033 865.376  630.405 147.712 1168.33 1678.00
       [,49]   [,50]    [,51]    [,52]   [,53]   [,54]    [,55]    [,56]
[1,]   4.724   2.887    4.635    3.574   1.707    3.51    2.917    3.009
[2,] 206.170 663.215 2186.955  350.946 422.020 2727.50 1319.916 1476.360
[3,] 565.746 417.085 1156.418 1049.802 141.328 1073.65 1622.619 2064.980
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.199   2.713  0.9157    2.977   1.312    2.51   2.312    2.363
[2,] 2156.944 305.524 31.8545 1217.097 212.315  365.32  43.035 2151.568
[3,] 1307.763 165.474 59.7997 1973.032  84.977 1009.17 107.774  432.844
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]  [,71]   [,72]
[1,]    2.937   1.166    3.364   2.147    2.777   1.441   3.36    2.53
[2,] 2480.536 115.645 1365.899 373.998 1801.244 329.943 222.11 2736.87
[3,]  467.437 150.300  437.408 232.635 2023.046 229.036  30.11  602.26
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    3.902    3.946    7.46    5.908    3.085   1.067    3.344   2.063
[2,] 1411.876 3336.402 1414.81 2216.357 4178.846 104.585 4230.092  43.822
[3,]  720.514  542.198 2751.09 1843.619 2858.958  77.005 1974.857 185.874
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    4.491   1.914   2.123  1.021    2.363   2.222   5.818   5.306
[2,] 2547.908 344.323 805.838 30.041 1723.195 124.064 333.107 886.529
[3,] 3041.179 630.794 757.183 46.257 1350.562 345.545  50.959 500.001
        [,89]    [,90]   [,91]   [,92]    [,93]   [,94]    [,95]   [,96]
[1,]   0.8416    1.066   1.655   1.657    2.512   1.248   0.7436   10.06
[2,] 864.8557 1390.510 229.838 200.144  376.094 117.438 254.8356 6813.66
[3,] 906.4885  202.730 191.918 332.745 1004.828  63.811 198.2665 7543.63
       [,97]    [,98]
[1,]   12.64    4.723
[2,] 3925.94 2026.473
[3,] 2085.65 1674.304
[1] "--- VAR model 2017-10-01 20:31:00  completed"
[1] "Completed training sample:  2017-10-01 20:31:00 - 2017-10-02 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 21:01:00 - 2017-10-02 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7317        -0.20198         -15.91         -16.90
         -0.3153        -0.25909         -14.06         -16.27
         -0.1850        -0.06649         -14.58         -15.98
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -16.97              0           0.6434          -1.8514
         -16.06              0           0.4831          -0.8163
         -15.77              0           0.2359          -1.2044
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.895          -0.5032          0.01507           -4.349
           -1.362          -3.1080          0.39645           -5.501
           -1.990          -1.4003          0.17215           -5.010
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.244872            21.41           -2.738            9.655
         0.180594            18.41           -1.400            9.075
         0.006634            17.52           -3.289            8.978
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.326          -4.7416           0.2949            5.644
           -1.777          -2.0267          -2.5998            7.223
           -2.535          -0.7368          -0.8328            2.774
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -17.93           0.4851           -34.98           -17.72
           -17.38          -0.2572           -34.81           -16.68
           -17.24          -0.7713           -34.98           -16.56
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.06380           -16.82           -18.33           -1.891
         -0.07413           -16.13           -17.91           -1.797
         -0.07894           -15.84           -16.64           -1.764
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.96          -0.8348           -18.07           -4.221
           -17.24          -1.0632           -17.14           -4.035
           -16.39          -0.9028           -16.73           -3.889
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.415           -17.73           -16.60           -14.61
           -2.720           -15.90           -15.96           -16.73
           -2.518           -15.45           -15.62           -15.40
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.66356          -0.2561         -0.18949         0.043715
          0.17932           2.9235         -0.05797         0.109040
          0.09722           1.0156         -0.05932         0.007023
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -8.655           -8.710
                0                0           -8.162           -8.605
                0                0           -8.126           -8.689
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.210           0.4240           -4.772           1.4942
            1.339           0.3543           -5.450           0.6033
            1.537           0.1168           -4.577           0.2504
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.9513           0.5160          -0.6639            1.020
           0.7947           0.1429          -1.0644            1.885
           0.3615          -0.1332          -3.3324            1.445
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.05921           -3.279          -3.9801           -2.937
         -0.14210           -0.767          -0.8977           -1.818
         -0.24801           -1.923          -0.6522           -1.070
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.8476         0.036432         0.160373            3.119
          -3.1485         0.006557        -0.003879           -2.092
          -0.8636         0.005090        -0.034125           -2.913
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1251            1.208        -0.012799          -0.8984
          -0.1044           -1.222        -0.035870           0.6645
          -0.2236           -1.123         0.001504          -1.2867
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.6314          0.01047          -0.6193           0.4607
           1.2086          0.35714           1.0465           0.2492
          -1.0320          0.02098          -0.4480           0.1405
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          0.61509         -0.25451        -0.615412          0.15874
         -0.05991         -0.02776        -0.130207         -0.46013
          0.82609         -0.06790        -0.007406         -0.04147
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         0.009384           -1.034            8.867            4.772
        -0.618039           -1.174            8.512            3.218
        -0.021490           -1.019            8.684            2.510
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.651                0            4.827                0
            3.214                0            3.183                0
            2.877                0            2.603                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.189         -0.41364          -1.5623        -0.054790
            4.990          0.41829           0.2801         0.096270
            2.279         -0.07956           0.2250         0.003429
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.1320         -0.19035           0.4804           1.1993
           0.3843         -0.03862           0.2273          -0.2314
           1.6860         -0.15821           0.1071           0.3188
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.09673                0                0                0
          0.12883                0                0                0
          0.12287                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.2452          0.49115           -1.382            98.52
          -0.4077          0.11036           -1.370            97.21
          -1.1568         -0.07292           -1.325            98.43
 rnd_95776.volume rnd_95787.volume
           -2.187           -16.89
           -8.009           -16.20
           -3.265           -16.46
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.566 1.372 7.124 2.280 2.560 0.7750 1.304 2.611 3.257 2.376 2.489
[2,] 2.573 1.387 7.187 2.618 2.694 0.7761 1.306 2.618 3.274 3.054 2.510
[3,] 2.588 1.392 7.323 2.820 2.827 0.7809 1.332 2.642 3.321 3.075 2.556
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.141 1.952 3.329 2.204 2.934 3.235 2.652 3.458 4.481 6.620 2.742
[2,] 2.667 1.952 3.663 2.572 2.980 3.506 3.235 4.457 4.615 6.708 2.817
[3,] 2.693 1.955 3.967 2.889 3.074 3.826 3.566 4.795 4.848 6.814 2.875
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.470 3.171 0.3754 2.855 2.945 0.7548 2.414 0.4141 2.216 1.089 0.5697
[2,] 5.908 3.383 0.4132 3.115 3.468 0.7967 2.693 0.4285 2.512 1.136 0.6001
[3,] 6.219 3.647 0.4403 3.384 3.633 0.8336 3.066 0.4537 3.021 1.226 0.6239
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.572 2.300 2.184 2.816 2.135 1.557 0.7938 1.670 0.7304 1.210 1.438
[2,] 2.789 2.475 2.326 2.859 2.364 1.565 0.7946 1.682 0.7314 1.302 1.516
[3,] 2.973 2.516 2.475 2.862 2.408 1.566 0.7955 1.682 0.7315 1.379 1.684
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.233 0.9207 1.972 3.518 3.471 2.106 3.405 2.527 1.250 2.457 2.155
[2,] 2.394 0.9325 2.052 3.558 3.474 2.193 3.770 2.543 1.294 3.258 2.366
[3,] 2.426 0.9468 2.224 3.785 3.524 2.219 3.870 2.645 1.299 3.404 2.677
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.250 1.665 1.957 0.6996 2.206 1.026 1.936 1.714 1.822 2.143 0.9071
[2,] 2.490 2.295 1.988 0.6996 2.404 1.041 1.949 1.715 2.460 2.869 0.9110
[3,] 2.992 2.498 2.007 0.7035 2.812 1.045 2.068 1.715 2.477 2.891 0.9261
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.496 1.583 2.089 1.094 2.565 1.884 2.757 2.789 5.110 4.118 2.399
[2,] 2.740 1.614 2.472 1.116 2.566 2.832 2.865 3.631 5.178 4.373 3.625
[3,] 2.761 1.622 2.896 1.127 2.567 2.859 2.895 3.663 5.526 4.535 4.181
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7383 2.455 1.517 3.428 1.471 1.499 0.7533 1.844 1.558 4.375 3.971
[2,] 0.7460 3.710 1.518 3.943 1.471 1.617 0.7547 2.333 1.578 4.381 4.062
[3,] 0.7545 3.989 1.523 4.317 1.510 1.706 0.7556 2.490 1.590 4.382 4.068
      [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.6011 0.7782 1.164 1.152 1.759 0.9057 0.5474  8.425 9.154 3.119
[2,] 0.9040 1.3155 1.188 1.169 1.876 0.9067 0.5810 10.259 9.495 3.395
[3,] 1.1159 1.3200 1.200 1.205 1.995 0.9117 0.5948 12.076 9.632 3.532
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.259   1.742    9.047    2.895   3.251  0.9842   1.656   3.315
[2,] 208.864 219.836 1044.070 1418.808 925.086 44.0043  72.984 206.105
[3,] 303.810 131.377 1545.156 1155.005 943.438 95.5378 287.592 395.321
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   4.135    3.018   3.161    2.718   2.478    4.228    2.798   3.725
[2,] 374.348 2113.681 354.740 1753.706  54.427 1681.952 1462.236 577.280
[3,] 614.904  395.666 534.105  407.175 104.401 1678.476 1450.166 829.732
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    4.108    3.368    4.391    5.69    8.406   3.482    6.947    4.027
[2,] 1491.435 2040.842 3098.303 1218.34 1194.845 711.643 2458.163 1298.201
[3,] 1687.669 1653.264 1947.195 1637.61 1319.300 633.336 2141.559 1501.199
        [,25]    [,26]   [,27]    [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.4767    3.625    3.74   0.9585    3.066   0.5258    2.814   1.383
[2,] 190.1349 1373.299 2017.65 280.8302 1315.221 121.4598 1303.019 353.683
[3,] 167.5824 1457.702 1191.38 270.3044 1614.686 164.3996 1848.959 507.628
        [,33]    [,34]    [,35]   [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   0.7235    3.266    2.921   2.773   3.576    2.711   1.977  1.008
[2,] 207.6283 1188.310 1007.864 881.688 545.333 1118.931 169.205 41.007
[3,] 187.9383 1135.224  493.744 932.935 118.811  503.340  70.830 40.164
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]    [,48]
[1,]   2.121  0.9275   1.537   1.826   2.836   1.169   2.505    4.467
[2,] 217.672 42.6563 530.882 529.505 948.961 163.009 623.059  587.461
[3,]  28.078 11.1087 500.341 808.530 438.252 180.656 946.981 1422.086
       [,49]   [,50]    [,51]   [,52]   [,53]   [,54]    [,55]    [,56]
[1,]   4.408   2.674    4.323   3.208   1.588    3.12    2.737    2.857
[2,] 144.733 675.789 1784.006 320.530 368.857 2356.84 1075.830 1174.799
[3,] 655.086 372.615  964.264 798.778 124.421 1087.62 1379.804 1829.223
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]  [,63]    [,64]
[1,]    2.114   2.485  0.8883    2.802   1.303   2.459  2.177    2.313
[2,] 1741.463 388.012  1.3275 1053.166 194.245 248.398 68.789 1821.777
[3,] 1086.540 301.216 82.1147 1606.979  95.880 760.357 26.795  316.147
        [,65]   [,66]   [,67]  [,68]    [,69]   [,70]  [,71]    [,72]
[1,]    2.721   1.152    3.17   2.01    2.652   1.389  3.257    2.393
[2,] 2102.423  92.503 1243.90 344.83 1456.855 245.878 87.323 2329.396
[3,]  388.207 183.097  380.07 183.65 1661.621 173.406 55.235  436.162
       [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   3.501    3.542    6.489    5.229    3.046   0.9375    3.118   1.927
[2,] 859.009 2562.380  923.429 1621.861 2994.476 117.8583 3065.370  62.754
[3,] 458.071  531.463 2126.519 1323.221 2295.453 124.1121 1613.001 129.833
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    4.352   1.867   1.903  0.9566    2.341   1.979   5.556   5.043
[2,] 2147.140   5.717 669.715 50.7522 1574.383 274.774 249.067 938.163
[3,] 1936.216 377.988 598.304 40.3212  959.201 217.605 114.477 257.650
        [,89]     [,90]   [,91]   [,92]   [,93]  [,94]    [,95]  [,96]
[1,]   0.7633    0.9882   1.478   1.462   2.233   1.15   0.6952   10.7
[2,] 743.9681 1168.6760 260.793 218.836 719.588  47.18 214.6032 6448.7
[3,] 720.9676  119.5992 184.055 324.159 746.172 105.46 139.9156 7020.4
       [,97]    [,98]
[1,]   11.62    3.961
[2,] 2780.59 1476.233
[3,] 1778.71 1074.485
[1] "--- VAR model 2017-10-01 21:01:00  completed"
[1] "Completed training sample:  2017-10-01 21:01:00 - 2017-10-02 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 21:31:00 - 2017-10-02 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.5600         0.22801         -6.796        -10.983
          1.4426         0.17290         -5.903         -9.313
          0.5624        -0.07985         -4.235         -5.196
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.2759              0           0.2795          -2.4677
        -8.2329              0           0.3028          -0.5615
        -8.4539              0           0.1597          -0.2033
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.4249           7.0571          0.76564           -1.261
           0.5788          -4.3168          0.01199           -9.675
          -0.4187           0.2667          0.43684           -4.174
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.06705            37.01           -3.819            11.26
          0.03333            28.42            3.097            10.87
          0.15742            29.11           -1.703            10.58
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -5.2781          -4.4656            4.423            2.884
           6.1217           0.2189           -3.971            2.007
           0.6492           2.3348            5.509            2.868
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.206          -1.5936           -7.522           -7.885
           -5.669          -0.8061          -16.396           -8.123
          -12.447          -0.6090          -13.398          -10.849
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.19153           -7.377          -14.197          -1.3591
         -0.01234           -3.613           -8.182          -0.1738
         -0.03397           -7.321           -9.927          -0.2682
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.908          -0.4683           -5.128          -0.3119
           -9.939          -0.2214           -9.497           1.8345
           -4.144           0.2423           -6.753           0.4448
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
       -0.0008682           -1.927           -2.615           -4.536
       -0.8652262           -7.776           -7.075           -5.458
       -0.6538121           -7.440           -7.614           -7.972
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.13168           1.4941          0.29176          0.12471
         -0.05374           0.9003          0.08163          0.07828
         -0.02369           0.5802          0.11991          0.10850
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.18685         -0.04421          -0.3445          -0.4042
         -0.04462         -0.10441          -0.3857           0.6783
          0.09256          0.11600          -0.6042           1.1674
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.5629           0.7712         -1.19876            4.093
           0.8764           0.3943         -1.52213            2.662
           0.5719           0.8528          0.03089            2.638
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.3970           1.4911           2.7871         -0.20522
           0.8858          -0.1541          -2.8741         -0.07956
           0.9888          -0.5253           0.4448         -0.04101
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2818           0.7351          2.84701           3.8953
           0.2651           2.6780          0.22132           0.0359
          -0.1771          -0.2287          0.04702           0.8922
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.5040          0.29085          0.00423          3.01129
           1.9739          0.18560         -0.07474          3.06641
          -0.5449          0.03683         -0.02906          0.07822
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4399          -1.5114        -0.023987            2.355
          -0.1087           0.8597        -0.076890           -1.229
          -0.1781           2.5852         0.002735            1.005
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.7677           0.2488           3.2847           0.6251
          -1.3868           0.4028           1.3630           0.2718
           0.9813           0.1317           0.5026           0.3168
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -3.0292          0.20440           0.2044          3.63358
           0.8347         -0.19079           0.4866         -0.34020
           0.1676          0.08438           0.4803         -0.05493
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.1094            8.254            8.850           14.211
          -0.1344            0.629            6.517            7.320
          -0.3709            1.322            3.393            5.191
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.897                0            6.433         -0.14302
            9.404                0           10.848         -0.12320
            2.486                0            4.962         -0.06795
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.818           0.7749           1.6292          -0.1359
            8.381           1.3659           0.4021          -0.1057
            5.796           1.8149           0.4430          -0.1006
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.4106          0.16877          0.41501           2.4840
           0.3591          0.29267          0.68344           0.4821
           1.7151          0.05138          0.07494           2.4514
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8856         -0.92942          -0.3285         -0.19716
          -0.4779         -0.08575          -0.1837         -0.15567
          -0.1212         -0.20866          -0.1563         -0.05762
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.9651        -0.029069          -0.6667            114.0
           1.8517        -0.018034          -0.5923            109.0
           0.6675        -0.001151          -0.4564            106.6
 rnd_95776.volume rnd_95787.volume
           8.2021           -9.435
          -4.6181          -10.009
           0.6821          -12.361
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.370 1.305 6.989 2.230 2.386 0.6628 1.293 2.681 3.187 2.440 2.368
[2,] 2.371 1.305 7.097 2.609 2.492 0.6658 1.297 2.697 3.228 3.158 2.392
[3,] 2.390 1.311 7.222 2.713 2.694 0.6680 1.324 2.700 3.250 3.205 2.408
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.421 1.888 3.701 2.901 3.126 3.088 2.660 3.107 4.896 6.327 2.871
[2,] 2.895 1.889 3.959 3.143 3.232 3.290 3.184 4.218 5.024 6.525 2.940
[3,] 3.001 1.889 4.263 3.401 3.352 3.567 3.489 4.386 5.368 6.609 2.990
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 5.210 2.900 0.4299 2.695 2.395 1.067 2.158 0.3942 1.883 1.272 0.598
[2,] 5.672 3.027 0.4590 2.951 2.933 1.114 2.504 0.4107 2.243 1.310 0.629
[3,] 5.932 3.309 0.4968 3.211 3.083 1.170 2.870 0.4352 2.692 1.430 0.673
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.528 2.175 1.962 2.790 2.144 1.636 0.7159 1.655 0.6929 1.294 1.221
[2,] 2.797 2.399 2.248 2.844 2.391 1.644 0.7260 1.668 0.6934 1.370 1.352
[3,] 2.903 2.588 2.406 2.853 2.403 1.647 0.7260 1.668 0.6934 1.476 1.450
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.054 0.9068 2.001 3.330 3.194 1.924 3.557 2.518 1.212 2.336 2.113
[2,] 2.205 0.9126 2.033 3.348 3.215 2.012 3.611 2.571 1.254 3.145 2.392
[3,] 2.238 0.9241 2.177 3.607 3.230 2.045 3.649 2.579 1.259 3.260 2.526
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.194 1.638 1.889 0.7375 2.082 1.027 1.797 1.674 1.692 1.977 0.9252
[2,] 2.383 2.276 1.917 0.7382 2.297 1.039 1.825 1.675 2.252 2.687 0.9312
[3,] 2.840 2.549 1.925 0.7397 2.652 1.041 1.947 1.676 2.270 2.716 0.9495
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.223 1.484 1.907 1.042 2.483 1.926 2.847 2.821 4.667 3.933 2.385
[2,] 2.448 1.507 2.294 1.059 2.483 2.780 2.864 3.582 4.702 4.343 3.390
[3,] 2.480 1.508 2.706 1.068 2.484 2.803 2.873 3.584 5.042 4.479 3.814
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6262 2.558 1.509 3.427 1.354 1.448 0.7156 1.790 1.485 4.260 3.291
[2,] 0.6273 3.467 1.514 3.870 1.387 1.548 0.7222 2.276 1.485 4.271 3.350
[3,] 0.6314 3.751 1.518 4.148 1.455 1.583 0.7262 2.416 1.492 4.281 3.361
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.5585 0.6355 0.9577 0.9214 1.698 0.8400 0.5522  8.789 8.976 2.829
[2,] 0.6774 0.9611 0.9671 0.9226 1.728 0.8404 0.5853 10.559 9.465 3.051
[3,] 0.7881 0.9683 0.9688 0.9295 1.846 0.8418 0.5978 12.278 9.516 3.348
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   3.01   1.657    8.875    2.832   3.03  0.8417   1.642   3.405
[2,]  62.78  19.256 1172.122 1288.038 681.08 59.6833  96.330 278.797
[3,] 285.38 113.807 1269.270  706.762 973.10 51.8384 254.692 115.549
        [,9]    [,10]   [,11]    [,12]  [,13]  [,14]    [,15]  [,16]
[1,]   4.047    3.098   3.007    3.074  2.398    4.7    3.684   3.97
[2,] 489.053 1905.312 319.504 1509.041 23.639 1336.4 1150.442 778.44
[3,] 352.954  522.692 265.069  753.127  5.395 1503.4 1233.977 844.06
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    3.922    3.378    3.945    6.217    8.035   3.645    6.616
[2,] 1077.618 1662.241 2711.170 1071.755 1513.111 605.369 2131.154
[3,] 1309.679 1356.421 1142.472 1796.009 1001.202 517.138 1652.770
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]
[1,]    3.682   0.5459    3.422    3.041   1.355    2.74   0.5006    2.391
[2,]  826.683 152.9595 1143.519 1609.658 305.310 1207.00 109.5785 1158.320
[3,] 1269.098 180.5262 1202.618  901.500 339.909 1332.78 136.8701 1414.860
       [,32]    [,33]    [,34]   [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   1.616   0.7593    3.211   2.762    2.492   3.543    2.722   2.078
[2,] 294.372 185.5241 1136.859 961.878 1041.521 526.478 1006.238 153.804
[3,] 546.639 227.4199  738.961 923.480  814.929 208.888  227.348  97.303
        [,40]   [,41]   [,42]   [,43]   [,44]   [,45]   [,46]  [,47]
[1,]   0.9091   2.102  0.8798   1.643   1.551   2.609   1.151   2.54
[2,] 114.4282 194.452 25.0310 429.713 551.745 762.692  97.784 345.73
[3,]  10.3523  21.842  5.0939 521.825 497.617 359.165 137.992 739.13
        [,48]   [,49]   [,50]   [,51]   [,52]  [,53]    [,54]    [,55]
[1,]    4.229   4.056   2.443   4.517   3.198   1.54    2.966    2.683
[2,]  327.900 347.774 559.419 589.191 491.259 304.15 2001.410 1065.457
[3,] 1276.686 299.235 348.264 502.121 190.458 104.41  815.855  772.757
        [,56]   [,57]   [,58]   [,59]    [,60]   [,61]   [,62]  [,63]
[1,]    2.786    2.08   2.399  0.9365    2.644   1.304   2.281  2.126
[2,]  883.686 1501.88 312.223 30.2394  921.476 149.649 305.085 64.876
[3,] 1468.447 1092.20 169.198 44.6834 1260.400  63.289 644.936 29.179
        [,64]    [,65]   [,66]   [,67]   [,68]    [,69]   [,70]  [,71]
[1,]    2.148    2.511   1.175   2.823   1.885    2.422   1.323  3.152
[2,] 1413.232 1729.719 100.838 973.974 246.640 1211.574 180.099 59.943
[3,]  269.724  376.510 176.109 380.110  66.463 1364.415 131.754 57.513
        [,72]   [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    2.446   3.615    3.582    5.926    4.994    3.029  0.7952    3.248
[2,] 1904.783 298.067 2098.445  546.737 1751.310 2289.073 34.8829 2224.990
[3,]  344.235 211.568  121.168 1729.771 1040.176 1662.800 67.9362 1359.879
       [,80]    [,81]   [,82]   [,83]   [,84]    [,85]   [,86]  [,87]
[1,]   1.917    4.351   1.719   1.838  0.9088    2.273   1.885   5.41
[2,] 115.356 1709.888 284.472 520.947 92.4511 1335.289  38.628 293.73
[3,]  99.121 1418.143 416.949 312.636 71.9299  771.856 138.761 268.91
       [,88]    [,89]   [,90]   [,91]  [,92]   [,93]  [,94]    [,95]
[1,]   4.179   0.7092   0.807   1.216   1.17   2.156  1.067   0.7012
[2,] 590.934 364.4591 685.327 127.866  45.26 306.639 23.866 184.5704
[3,] 267.196 382.8261 111.525  53.887 106.97 616.291 47.139 115.6937
       [,96]  [,97]    [,98]
[1,]   11.16   11.4    3.593
[2,] 5561.87 2853.7 1086.035
[3,] 5956.60  934.8 1309.414
[1] "--- VAR model 2017-10-01 21:31:00  completed"
[1] "Completed training sample:  2017-10-01 21:31:00 - 2017-10-02 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 22:01:00 - 2017-10-02 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.100         -0.3356         -3.870         0.5752
           3.336          0.2922          7.141        -3.3955
           2.775         -0.1125          4.128        -1.7523
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          5.502       0.064598           0.3495            2.260
          2.247       0.009861           0.2499            4.117
         -3.046       0.004814           0.2217            3.485
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.635            8.719           2.1205           -3.301
            1.058           -2.119          -0.7446           -8.048
            3.260            4.816           0.3518           -1.060
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3483            40.96           14.188            22.26
          -0.1233            33.88           11.115            22.78
          -0.2126            38.26            2.657            22.29
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          15.2139            7.274            3.152            5.044
           5.3296           14.604           13.617           10.964
           0.9285            5.697            6.813           11.919
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -4.8500          -1.8672           -5.078            1.902
          -0.7866          -1.3628          -12.114            2.475
           5.1482          -0.9018           -6.627           -1.317
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.14230           -6.747            2.206            1.660
          0.01659           -2.801           -4.756            1.565
          0.07915           -5.243           -2.121            3.226
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.489          0.49091            1.814          -0.4402
           -4.820          0.08936           -1.592           3.7732
           -1.792          0.02110           -3.565          -0.8791
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.684            9.275            3.751            7.124
            1.890            1.648            2.261            2.369
            1.111           -2.906           -2.550            1.520
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.389            1.441          -0.1618          -0.1188
            4.269            2.922          -0.2133          -0.1366
            3.946            3.459          -0.2710          -0.1188
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.0817          0.08825           0.9840           -6.403
           0.1938          0.12751           0.2679            1.064
          -0.1828          0.12535           1.1491           -2.197
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.0060           1.5254          -3.4295           1.9987
           1.7876          -0.3701          -1.9902          -0.2233
           0.4726           0.3489           0.2824           0.2711
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4146          -0.2658           1.6465           0.6731
           0.8684          -0.8658           0.4471           0.2487
           0.7634          -0.3304          -0.7221           0.2170
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.83568            7.337           4.2458           1.7141
         -0.09260            1.261           2.1540           4.9285
         -0.05844            3.953           0.9077           0.3232
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.603          0.58566          0.27871          -0.7964
            3.584          0.11732          0.08389           0.1356
            2.636          0.02927          0.49739           3.6599
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4489            2.243          0.33493           -2.526
          -0.5528            2.582          0.22138            1.971
          -0.2812            1.916          0.03446            2.222
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.716          0.13236           -5.031         -0.44667
            3.002          0.39606            4.837         -0.09643
            3.474          0.03731            3.598         -0.15982
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.2230           0.3670            2.510            3.615
           0.5136          -0.1494            3.071            3.091
           2.7236           0.3580            2.835            2.812
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.33975            5.898          0.08146           12.623
          0.17908            4.447         -0.77899            9.065
          0.07212            5.506         -2.60310            7.714
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.309                0            3.230           0.5607
            3.759                0            6.538           0.3355
            2.170                0            5.151           0.2572
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.573          -0.8620           0.7943           1.1607
            6.908           1.7798           0.6849           0.7761
            5.990           0.7361           0.7226           0.5931
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.544          -0.3608            2.799          -0.2321
            1.413          -0.8986            3.480          -0.3555
            3.087           0.2279            3.354          -2.0378
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.338           -2.627           -2.238           -2.270
           -2.042           -1.937           -1.857           -1.708
           -1.679           -1.639           -1.546           -1.511
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2048        -0.059275           -1.965            108.4
           1.8299         0.005158           -1.701            105.1
           1.0867         0.015372           -1.385            111.2
 rnd_95776.volume rnd_95787.volume
            1.349           -4.409
           -1.510           -3.645
            5.354           -4.931
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.637 1.275 7.265 1.996 2.528 0.6079 1.323 2.996 3.614 2.667 2.275
[2,] 2.664 1.276 7.326 2.969 2.792 0.6149 1.330 3.012 3.758 3.537 2.340
[3,] 2.673 1.283 7.437 3.507 3.209 0.6166 1.363 3.057 3.799 3.621 2.374
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.878 1.830 4.341 4.433 3.328 3.109 2.695 2.925 4.499 6.683 2.875
[2,] 3.434 1.832 4.705 4.603 3.523 3.351 3.177 4.022 4.674 6.927 2.990
[3,] 3.672 1.832 5.080 5.208 3.743 3.874 3.626 4.182 4.886 7.039 3.082
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.843 3.714 0.4541 3.497 2.824 1.280 2.363 0.4911 1.970 1.451 0.7928
[2,] 6.589 3.954 0.4849 4.065 4.057 1.367 3.274 0.5166 2.696 1.489 0.8143
[3,] 6.934 4.123 0.5153 4.311 4.525 1.415 3.780 0.5452 3.717 1.542 0.9055
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.484 2.126 2.063 3.056 2.215 1.681 0.6672 1.579 0.5930 1.380 1.488
[2,] 2.710 2.351 2.441 3.077 2.399 1.694 0.6786 1.604 0.5950 1.466 1.711
[3,] 3.443 2.825 2.808 3.100 2.439 1.696 0.6797 1.606 0.5951 1.645 1.777
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.188 0.9074 2.073 3.138 2.906 1.868 3.381 2.311 1.337 2.201 2.115
[2,] 2.198 0.9183 2.189 3.161 2.921 1.953 3.503 2.337 1.384 3.005 2.357
[3,] 2.247 0.9303 2.310 3.325 2.925 1.979 3.559 2.342 1.390 3.156 2.568
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.079 1.692 1.966 0.8917 1.902 1.045 1.881 1.593 1.727 1.988 0.9709
[2,] 2.277 2.345 1.987 0.8938 2.235 1.057 1.909 1.596 2.248 2.798 0.9809
[3,] 2.751 2.604 1.997 0.8938 2.558 1.060 2.065 1.600 2.265 2.826 0.9997
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.262 1.486 1.941 1.082 2.718 2.162 3.064 3.370 4.486 3.949 2.670
[2,] 2.660 1.509 2.295 1.108 2.759 2.728 3.085 4.084 4.532 4.451 3.509
[3,] 2.674 1.511 2.703 1.118 2.762 2.758 3.115 4.127 4.781 4.593 3.833
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6161 2.767 1.460 3.653 1.412 1.384 0.7335 1.706 1.287 4.726 3.145
[2,] 0.6186 3.426 1.493 4.144 1.413 1.478 0.7501 2.183 1.299 4.760 3.165
[3,] 0.6209 3.702 1.497 4.347 1.470 1.516 0.7586 2.289 1.311 4.797 3.185
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.5280 0.5874 0.8516 0.8200 1.667 0.8558 0.5669  9.104 8.566 3.316
[2,] 0.6206 0.8569 0.8821 0.8743 1.731 0.8560 0.6076 10.901 9.036 3.937
[3,] 0.7487 0.8655 0.9254 0.8918 1.801 0.8562 0.6338 12.708 9.238 4.105
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]    [,6]   [,7]    [,8]
[1,]   3.348   1.619   9.226    2.535    3.21  0.7719   1.68   3.804
[2,] 291.586  25.335 716.257 1669.195  900.14 70.5028 109.05 241.175
[3,] 161.273 104.554 972.609 1418.938 1202.35 34.4233 224.81 395.948
        [,9]    [,10]   [,11]    [,12]  [,13]    [,14]    [,15]   [,16]
[1,]   4.589    3.387   2.889    3.655  2.324    5.512    5.629   4.226
[2,] 782.532 1765.329 416.458 1422.955 61.208 1379.930  942.736 878.057
[3,] 425.919  586.745 305.850  987.512  6.312 1454.518 1850.150 961.598
        [,17]    [,18]    [,19]    [,20]    [,21]  [,22]    [,23]    [,24]
[1,]    3.949    3.423    3.714    5.713    8.486   3.65    7.419    4.716
[2,]  949.646 1277.503 2097.053  961.034 1386.534 623.84 2313.786 1030.889
[3,] 1477.140 1328.235  871.151 1081.043  946.968 567.86 1640.819  887.945
        [,25]   [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5766    4.44    3.586   1.625    3.001   0.6237    2.502   1.843
[2,] 129.2680 1575.09 2212.902 365.573 1721.457 121.6101 1398.530 254.049
[3,] 132.4916 1089.61 1522.089 277.687 1434.901 132.4025 1943.343 302.699
       [,33]    [,34]  [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.007    3.154    2.7    2.62   3.881   2.813   2.135  0.8473
[2,] 140.971  823.588  762.0  991.56 270.683 699.313 156.014 94.0026
[3,] 300.968 1612.976 1189.7 1054.39 287.590 336.863  66.390 29.5949
       [,41]  [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   2.005  0.753   1.752   1.89   2.779   1.152   2.633   3.984   3.69
[2,] 217.445 37.099 375.188 642.14 158.413 107.131 534.769 294.202 226.25
[3,]  44.817  5.749 567.995 361.95 353.639 113.474 558.948 783.240 116.45
       [,50]   [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]
[1,]   2.372   4.294   2.935   1.698    2.795   2.686    2.64    2.149
[2,] 433.417 696.333 263.260 271.180 1554.040 790.558  705.51 1233.857
[3,] 243.454 478.552 111.132  97.378  733.529 774.629 1172.57  859.444
       [,58]  [,59]   [,60]   [,61]   [,62]  [,63]    [,64]    [,65]
[1,]   2.496  1.132   2.415   1.327   2.389  2.023    2.193    2.524
[2,] 221.173 47.145 892.355 122.866 245.114 66.582 1093.062 1495.825
[3,] 150.167  3.905 944.377  57.144 599.446 84.228  210.622  304.910
       [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]  [,73]
[1,]   1.233    2.873   1.887    2.465   1.374   3.451    2.746   3.89
[2,] 106.354 1063.157 199.518  929.892 182.396 359.082 1263.261 273.25
[3,] 146.383  210.676  55.020 1084.947 114.037 106.017  308.674 328.98
       [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    4.28    5.696    5.014    3.391  0.7824    3.514   1.853    4.639
[2,] 1751.86  492.884 1559.731 1728.846 42.4226 1534.901 240.207 1486.215
[3,]  455.88 1156.344  861.083 1172.174 39.9385 1065.646  74.751  998.225
       [,82]   [,83]    [,84]    [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   1.793   1.758   0.9314    2.166   1.635   6.002   3.994   0.6705
[2,]  33.589 394.318 119.2783 1034.442 130.831 430.163 263.318 247.7857
[3,] 307.006 254.529  86.3741  524.251 134.483 450.155 275.491 318.2116
        [,90]   [,91]   [,92]   [,93]  [,94]    [,95]   [,96]   [,97]
[1,]   0.7459   1.081   1.041   2.116  1.087   0.7199   11.56   10.88
[2,] 473.9680 174.484 230.556 355.876 14.339 165.9822 4554.71 2185.45
[3,]  92.7365 212.568 133.371 376.682 13.707 137.2154 4962.30 1460.45
        [,98]
[1,]    4.211
[2,] 1613.006
[3,]  881.770
[1] "--- VAR model 2017-10-01 22:01:00  completed"
[1] "Completed training sample:  2017-10-01 22:01:00 - 2017-10-02 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 22:31:00 - 2017-10-02 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          7.1901          0.6179         1.4774       -12.7458
         -2.5511          1.0588        -0.1249       -14.3700
         -0.2006          0.4089        -2.3772         0.8579
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.512         0.6909            1.320           12.768
        -11.298         0.5846            3.406           13.742
        -10.719         0.3866            2.535            8.263
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.951            16.94            9.312           -8.852
           14.412            12.36            5.819           -9.436
            8.503            10.64            5.679           -4.534
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.07679            54.59           22.265            34.32
          0.44908            49.41            9.557            24.10
          0.23543            47.85            5.260            27.26
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           20.706           12.027            26.99            28.77
            5.482           21.892            24.50            21.41
           -2.345           -0.193            10.81            21.71
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           1.4276          -2.5038           -2.882          -6.7604
          -0.1711          -2.2814           -9.398          -0.9436
          -3.8826          -0.9634           -5.471          -2.5811
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.51510          -13.189          -18.793            5.659
         -0.58264           -1.087            3.054            6.185
          0.09211           -6.327           -3.968            3.360
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.394           0.2080           -7.649           -1.772
           -8.421           0.7010          -13.994           -3.835
            1.467           0.6182            1.523           -3.637
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.7702           -3.537           -7.871          -11.052
          -2.7405          -14.793           -7.710           -6.139
          -0.6347           -6.541           -9.713          -15.450
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.111           -2.383         -0.07169         -0.13599
            1.235            4.675         -0.24287          0.08265
            1.935            5.286         -0.14623         -0.13451
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.123216         -0.48706          -5.7999            7.260
        -0.001271          0.48810           0.5993           -7.782
         0.746487         -0.04524          -3.4512           -2.336
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6236           1.3060            1.015          -0.4163
           1.1364           1.1746            6.523           1.1607
           1.4326           0.6621           -3.481           1.0010
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.07882          -0.6745           -8.536            1.789
          0.61427          -0.9827           -4.587            1.264
          0.77909           1.6272           11.120            1.250
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6602           0.2015           -3.081           -6.842
          -0.8800          -3.0544           -3.856           -2.463
           0.3046           5.4116            1.056           -2.405
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.947            2.076          -0.1512          10.0638
           -2.283            1.831           0.5406          -1.5151
           -1.706            3.231          -0.5198          -0.3535
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0782           1.3970           0.2498           2.1599
          -0.6707           0.6292           0.1773           1.3796
          -1.1562          -3.7344           1.0285           0.1645
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.739           0.9717          -0.4307           0.5966
            2.960           1.2728           1.7569           0.1281
            2.374           0.5801           2.4636           0.2492
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.0158        -0.531929            7.274            1.905
           2.8676         0.007282            3.618            3.873
           3.1025         0.284689            3.370            3.174
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.31941            7.961            2.736            6.279
          0.03231           13.162            5.502           10.562
          0.01312            8.167            7.384           12.044
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.807         -0.01285            50.61            8.953
            3.845          0.08745            50.89            8.325
            6.515          0.08939            49.55            7.119
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            34.66           1.0514          -1.6882          0.20243
            29.44          -0.8108          -1.6408          0.37125
            24.35           1.2405          -0.4778          0.08688
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.732            1.367           0.6835           0.4445
           -1.248            1.280          -0.6162          -0.4542
            3.137            1.630           1.7206          -0.0190
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.474           2.9444         1.984097           1.9288
            1.684           0.4809        -0.005883           0.1848
            1.972           1.6951         1.125576           1.0767
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.2565          0.09988           -2.879            92.09
           1.9522          0.53079           -2.899            96.94
          -0.4147          0.01515           -2.846            97.48
 rnd_95776.volume rnd_95787.volume
          -14.235           -5.498
           12.062           -3.365
            8.274           -3.880
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.980 1.283 6.467 2.219 2.694 0.5965 1.368 3.451 4.026 2.907 2.170
[2,] 3.105 1.292 6.484 3.229 3.115 0.6097 1.386 3.737 4.314 4.120 2.245
[3,] 3.235 1.307 6.624 4.083 3.544 0.6189 1.405 3.927 4.531 4.434 2.257
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.033 1.861 4.898 5.189 3.382 3.660 2.963 3.049 4.350 6.047 2.740
[2,] 4.070 1.865 5.390 5.357 3.659 3.811 3.635 4.338 4.948 6.364 2.888
[3,] 4.251 1.865 5.769 5.612 4.020 4.432 4.022 4.508 5.203 6.492 2.957
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 6.682 3.518 0.5707 3.805 3.269 1.574 2.367 0.5623 2.255 1.967 1.044
[2,] 8.100 4.515 0.6124 4.530 4.749 1.617 3.433 0.5894 3.189 2.041 1.084
[3,] 8.376 4.803 0.6403 4.984 5.543 1.695 4.147 0.6211 4.405 2.120 1.189
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.856 2.261 2.188 3.552 2.294 1.659 0.6928 1.839 0.6235 2.141 1.807
[2,] 3.037 2.614 2.770 3.658 2.557 1.678 0.7031 1.862 0.6348 2.400 2.482
[3,] 4.010 3.090 3.097 3.687 2.585 1.679 0.7047 1.865 0.6404 2.525 2.807
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.277 1.161 2.288 3.110 2.874 1.916 3.210 2.122 1.330 2.363 2.239
[2,] 2.290 1.185 2.536 3.122 2.888 1.972 3.475 2.180 1.385 2.953 2.532
[3,] 2.330 1.191 2.871 3.265 2.896 1.999 3.656 2.183 1.425 3.247 2.750
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.083 1.718 2.065 0.9443 1.876 1.083 1.985 1.699 1.961 2.106 1.055
[2,] 2.356 2.416 2.080 0.9470 2.328 1.096 2.052 1.704 2.451 3.037 1.081
[3,] 2.690 2.622 2.105 0.9483 2.711 1.098 2.190 1.705 2.524 3.067 1.107
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.376 1.499 1.971 1.103 3.068 2.884 3.354 3.479 4.522 3.793 5.386
[2,] 2.852 1.524 2.400 1.126 3.128 3.367 3.377 4.440 4.566 4.595 6.065
[3,] 2.871 1.525 2.782 1.135 3.196 3.389 3.393 4.532 4.768 4.817 6.697
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5971 4.886 1.624 4.689 1.430 1.501 0.7707 1.718 1.324 5.057 3.235
[2,] 0.6002 5.880 1.784 5.237 1.431 1.597 0.7856 2.372 1.335 5.141 3.236
[3,] 0.6002 6.412 1.877 5.352 1.490 1.669 0.7899 2.465 1.369 5.160 3.310
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96]  [,97] [,98]
[1,] 0.8564 0.8688 0.9015 0.8069 1.770 0.9196 0.5510  9.665  7.341 4.299
[2,] 0.8690 0.8955 0.9291 0.8469 1.800 0.9199 0.5993 11.414  9.742 5.012
[3,] 0.9517 0.9076 0.9438 0.8572 1.905 0.9206 0.6344 13.308 10.180 5.176
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.784   1.629   8.212    2.817    3.42  0.7575   1.737   4.382
[2,] 564.529  98.239 304.519 1519.996 1014.06 81.6869 142.011 929.593
[3,] 589.450 127.261 879.254 1618.891 1095.35 69.0872 151.600 781.835
         [,9]    [,10]   [,11]   [,12]  [,13]   [,14]   [,15]    [,16]
[1,]    5.113    3.692   2.755   5.121  2.364    6.22    6.59    4.295
[2,] 1004.424 1891.443 373.652 358.036 77.267 1457.81  861.17  904.657
[3,]  897.024 1061.204 147.763 793.391  8.999 1332.62 1083.93 1078.679
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    4.647    3.763    3.872    5.524    7.678   3.479    8.485
[2,]  689.358 1363.774 1999.712 1528.701 1286.399 592.128 2966.779
[3,] 1465.512 1115.466  793.082 1042.117  829.577 409.732 1382.099
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]
[1,]    4.468   0.7247    4.832    4.151   1.999    3.006   0.714    2.863
[2,] 1833.732 143.9943 1592.596 2231.538 239.891 1610.764 114.595 1460.819
[3,] 1061.200 121.0818 1346.710 1852.003 329.920 1507.825 126.798 1969.440
       [,32]   [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]
[1,]   2.498   1.326    3.626    2.872    2.778   4.511   2.913   2.107
[2,] 352.763 188.482  669.879  850.025 1100.691 565.795 732.225 161.813
[3,] 373.103 317.135 1696.255 1067.712  897.859 298.161 244.373  40.385
       [,40]   [,41]   [,42]   [,43]    [,44]   [,45]   [,46]   [,47]
[1,]  0.8797   2.335  0.7918   2.719    2.294   2.892   1.474   2.905
[2,] 77.8793 190.931 77.2325 702.112 1102.178 153.363 155.243 709.404
[3,] 30.3542  64.054 54.4946 508.109  849.960 279.485  75.475 872.048
      [,48]   [,49]   [,50]   [,51]   [,52]   [,53]  [,54]   [,55]   [,56]
[1,]   3.95   3.649   2.434   4.076   2.695   1.689    3.0   2.843   2.646
[2,] 177.07 185.925 300.764 863.016 322.982 249.756 1148.0 766.308 712.133
[3,] 618.75 134.963 212.583 735.502  67.994 217.985  874.6 694.372 841.056
        [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    2.181   2.623  1.199   2.383   1.376   2.521  2.158   2.491
[2,] 1100.335 158.915 46.080 893.150 107.005 335.509 84.646 952.585
[3,]  659.980 208.352 31.730 899.204  39.317 496.532 31.412 389.616
        [,65]  [,66]    [,67]   [,68]   [,69]   [,70]   [,71]    [,72]
[1,]    2.674   1.34    3.018   1.904   2.503   1.401   3.896    3.662
[2,] 1418.344 153.56 1022.016 179.179 887.699 146.465 394.881 1126.150
[3,]  276.448 153.45  213.670  13.003 911.619  93.837 426.275  247.603
      [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   4.26    4.418   5.743    4.816    6.839  0.7583    6.205   2.062
[2,] 249.85 1786.785 409.619 1680.495 1806.725 39.3172 2118.547 477.971
[3,] 216.06  588.967 888.269  936.652 1839.786  0.9670 1657.273 378.592
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    5.955   1.816   1.906  0.9787    2.181   1.681   6.421   4.108
[2,] 1510.111  32.458 352.047 98.4897 1059.668 111.836 601.789  39.554
[3,]  717.110 267.615 314.335 53.1253  434.183 197.859 282.603 451.614
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   1.087   1.103   1.145   1.025   2.247  1.168   0.6997   12.27
[2,]  95.369 140.502 145.691 166.521 214.018 12.707 152.7861 3934.20
[3,] 251.505  95.896 107.429  85.762 403.938 23.332 134.8575 4433.60
        [,97]    [,98]
[1,]    9.322    5.458
[2,] 4149.470 1669.487
[3,] 1914.188  839.488
[1] "--- VAR model 2017-10-01 22:31:00  completed"
[1] "Completed training sample:  2017-10-01 22:31:00 - 2017-10-02 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 23:01:00 - 2017-10-02 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.485         0.36093         -15.42        -0.8986
           7.449         0.05198         -18.59       -13.5421
           6.859        -0.04464         -20.99       -14.1879
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.071         1.1817            1.684            15.59
         -3.807         0.9234            1.775            17.39
         -9.044         1.5131            2.541            15.91
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            10.85            27.79            9.928          -15.472
            20.36            11.58            6.733          -12.300
            17.46            17.00            6.794           -7.642
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.035            61.94           14.441            27.62
            3.345            53.50           21.850            26.92
            3.443            53.63            1.677            28.53
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           15.615            13.90            21.44            24.63
           16.252            16.71            23.50            18.84
            6.094            14.84            22.84            17.61
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -15.87           -5.835           -33.51          -21.409
           -13.96           -4.547           -31.02           -9.968
           -20.50           -3.937           -35.43          -16.184
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6967           -16.63           -3.748            1.069
          -0.9718           -14.73          -22.401            1.777
          -0.3131           -13.69          -13.191            1.904
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.8687           0.1090          -10.342           -29.94
         -15.5021          -1.1948           -8.435           -32.76
         -14.0129           0.2934          -21.781           -29.81
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -3.6634         -13.1999           -7.236           -5.995
          -0.6638           0.3605           -4.832          -11.725
          -2.8955         -14.4028           -9.214           -7.342
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.294            3.253         -0.34472          -0.2473
            4.688            3.719         -0.24321           0.3007
            3.122            1.224         -0.05578           0.2618
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.8074         -0.33722           -2.330           -5.923
          -0.3261         -0.06593           -6.423           -8.283
          -0.8884          0.01920           -3.123           -9.187
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.762            6.860           -2.492            4.525
            5.956            2.090           -4.844            4.791
            4.713            3.429           -2.645            2.438
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.6989         -1.47506           -3.995            5.012
           0.9619         -0.03079            4.332            2.490
           1.7971         -0.70590            1.909            3.755
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           3.1254           11.085           1.6944           -9.789
          -0.3201           -3.917           0.1377            6.841
           0.9890            3.741           0.8455           -3.508
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.0498           0.4030          -0.3267           10.790
           1.8570           1.8090          -0.1758           -7.319
           0.3875          -0.5522           0.1070            6.422
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.998            4.152            1.673            1.731
           -1.945            3.919            1.843            7.381
           -1.849           -2.380            2.342            1.917
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.709            1.553            2.685           0.8574
            9.731           -1.145            4.955          -0.1966
            5.532            2.331            7.394           0.4194
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2972           0.3537            7.570            5.123
           4.2318           0.4054            8.117            7.796
           8.7166           0.7619            8.491            6.880
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2253            6.226           -5.853            8.894
           0.4039            8.312           -1.232            5.829
          -0.1828            7.310           -1.858            9.487
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            55.90         -0.26282            57.50            6.701
            58.35          0.06269            60.05            8.750
            48.34          0.11540            59.35            9.077
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            66.42           0.0766           1.6742           0.2368
            61.23           1.9530          -0.4554          -0.1974
            60.24           0.5307           0.9673          -0.2056
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.135          0.09773            7.200           -3.656
            3.537          0.13017            4.623           -7.175
            4.482         -0.18429            6.026           -4.548
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.446            3.589            2.505            5.265
            7.926            3.079            3.594            8.371
            8.141            3.155            5.828            6.909
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.128           0.8450           -5.252            21.05
            1.962           0.8883           -4.920            23.36
           -1.089           1.0051           -4.700            17.38
 rnd_95776.volume rnd_95787.volume
         -10.1696           -20.03
           8.5510           -15.09
          -0.3375           -16.92
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.251 1.488 4.968 2.862 2.703 0.5555 1.567 4.445 5.952 3.407 2.461
[2,] 3.334 1.488 5.341 3.807 3.823 0.5574 1.588 4.915 6.106 5.125 2.598
[3,] 3.374 1.505 5.635 4.403 4.194 0.5635 1.668 5.021 6.212 5.451 2.612
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.949 2.120 5.791 5.311 3.811 4.127 3.164 3.751 4.663 8.982 2.672
[2,] 5.042 2.132 6.518 5.441 3.983 4.174 4.114 5.103 5.198 9.189 3.033
[3,] 5.316 2.138 6.800 5.769 4.354 4.787 4.344 5.205 5.476 9.314 3.155
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.387 4.163 0.7594 4.282 3.670 2.297 2.701 0.7376 2.845 2.972 1.458
[2,] 10.417 4.893 0.8114 5.080 4.620 2.306 4.006 0.7548 3.902 3.069 1.477
[3,] 10.921 6.428 0.8269 6.386 5.819 2.415 4.704 0.7837 4.583 3.482 1.562
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.296 2.335 2.741 3.671 2.593 1.858 0.7712 2.189 0.8153 2.625 2.312
[2,] 3.616 3.361 3.599 3.693 2.931 1.864 0.7814 2.235 0.8155 2.851 2.859
[3,] 4.457 3.824 4.028 3.694 2.944 1.875 0.7818 2.236 0.8206 3.224 3.187
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.336 1.397 2.690 3.231 2.887 1.853 3.464 1.990 1.467 2.391 2.340
[2,] 2.413 1.503 3.159 3.232 2.918 1.879 3.809 2.035 1.534 2.899 2.720
[3,] 2.425 1.534 3.391 3.415 2.925 1.900 4.061 2.038 1.693 3.627 2.922
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.173 1.765 2.172 1.071 2.128 1.155 2.162 1.630 2.226 2.437 1.262
[2,] 2.480 2.471 2.177 1.071 2.477 1.178 2.208 1.633 2.609 3.279 1.279
[3,] 2.813 2.740 2.177 1.071 2.915 1.182 2.307 1.669 2.680 3.298 1.324
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.827 1.621 2.203 1.146 3.519 3.176 3.569 4.057 4.806 3.649 6.694
[2,] 3.148 1.653 2.749 1.196 3.634 3.564 3.581 4.950 4.824 5.035 7.709
[3,] 3.181 1.653 3.075 1.209 3.662 3.606 3.586 5.102 5.044 5.108 8.275
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6188 5.116 1.721 5.603 1.660 1.576 0.8203 1.823 1.507 5.378 4.123
[2,] 0.6258 5.503 1.916 6.172 1.669 1.673 0.8284 2.631 1.514 5.423 4.139
[3,] 0.6260 6.058 2.058 6.529 1.726 1.715 0.8316 2.660 1.533 5.477 4.221
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.350 1.123 1.023 1.040 2.015 1.071 0.5412 10.36  7.84 3.882
[2,] 1.423 1.261 1.084 1.119 2.055 1.089 0.5984 12.50 10.75 5.199
[3,] 1.495 1.326 1.112 1.291 2.123 1.099 0.6330 14.65 11.33 6.277
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]   [,7]     [,8]
[1,]   4.128   1.889    6.308    3.634    3.432  0.7054   1.99    5.645
[2,] 571.300  32.998 1518.591 1944.494 2093.687 35.8073 198.56 1624.198
[3,] 401.755 175.305 1393.433 1713.936 1336.546 63.9510 394.35  793.688
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    7.558    4.326   3.125    6.284   2.692    7.353    6.745    4.839
[2,] 1056.028 2965.994 644.704  748.359 174.866 2317.720  912.848  896.966
[3,]  887.743 1436.215 212.030 1304.901 123.525 1501.048 1484.742 1363.164
       [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]    [,24]
[1,]    5.24    4.018    4.763    5.921   11.41    3.393    8.11    5.287
[2,]  486.28 2036.244 2679.679 1779.052 1503.18 1112.656 6374.34 1990.665
[3,] 1815.71 1081.471  794.920 1333.949 1178.34  672.888 2538.05 3229.000
        [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]    [,32]
[1,]   0.9643    5.438    4.661   2.917    3.43   0.9366    3.612    3.774
[2,] 221.3450 2116.224 2173.397 155.439 2290.83 124.3832 2068.267  591.271
[3,] 123.5156 2998.130 2740.151 554.774 1910.55 163.2762 1861.579 1274.760
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   1.851    4.185    2.965    3.481   4.661    3.293   2.359  0.9793
[2,] 183.053 1152.936 1872.890 1806.098 311.920 1057.919 118.883 97.6146
[3,] 393.908 2018.409 1411.672 1401.060  69.329  219.705 158.801 17.7106
       [,41]  [,42]    [,43]    [,44]   [,45]   [,46]    [,47]   [,48]
[1,]   2.779  1.035    3.333    2.936   2.966   1.774    3.416   4.102
[2,] 349.142 10.672  861.155 1301.994 466.807 428.168 1282.668  76.768
[3,]  63.245 71.275 1165.736 1090.868 190.161 240.778  955.727 853.762
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   3.666   2.353    4.399   2.527   1.863    3.036    2.971    2.76
[2,] 329.648 244.105 1226.100 330.022 348.474 1270.302 1074.553  926.27
[3,] 162.953 216.620 1091.034  82.532 554.983 1687.767  825.538 1028.35
        [,57]   [,58] [,59]    [,60]   [,61]   [,62]  [,63]    [,64]
[1,]    2.241   2.758  1.36    2.702   1.467   2.745   2.07    2.827
[2,] 1340.015 116.685 27.66  982.865 176.318 349.946  72.39 1053.936
[3,]  917.205   2.541  8.18 1190.493  80.681 517.036 265.86  472.426
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    3.095   1.603    3.59   2.059    2.797   1.456   4.469    4.034
[2,] 1699.109 160.449 1072.41 250.226 1274.090 264.498 703.291 1251.664
[3,]  273.232 265.673  353.12   7.193 1067.596 134.561 347.750  427.472
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   4.532    5.152    6.102    4.633    8.501  0.7858    6.497   2.185
[2,] 226.447 2196.731  322.623 2687.048 2960.581 72.1138 1568.288 653.364
[3,] 150.182  958.056 1141.562  669.334 2329.923 13.2903 1961.791 580.628
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    7.115   2.107   2.001  1.042    2.316   1.914   6.829   5.236
[2,] 2005.144 137.509 435.390 89.858 1468.898 110.103 542.886 281.057
[3,] 1648.956 339.608 291.568 55.792  304.823 186.464 593.528 640.308
       [,89]   [,90]   [,91]  [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   1.714   1.426   1.299   1.32   2.559   1.36   0.6872   13.16
[2,] 349.600 443.452 278.447 319.15 310.920 153.86 197.7587 5410.67
[3,] 354.298 317.337 191.968 499.53 413.735 115.40 159.7725 5919.81
        [,97]    [,98]
[1,]    9.955    4.929
[2,] 5696.579 2678.633
[3,] 2773.903 2725.251
[1] "--- VAR model 2017-10-01 23:01:00  completed"
[1] "Completed training sample:  2017-10-01 23:01:00 - 2017-10-02 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-01 23:31:00 - 2017-10-02 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.519          0.1037         -10.19        -0.6636
           5.884         -0.8345         -14.17       -14.8796
           7.146         -0.3181         -10.42       -13.5476
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -22.03         1.3160            1.778            21.52
         -10.72         0.4114            4.127            29.55
         -16.60         0.6982            2.796            17.39
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.768            12.17            4.760           -9.769
           25.050            18.81            9.306           -8.200
           19.288            27.10            6.731           -7.753
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.549            65.49            6.311            36.57
           -3.215            58.59            7.368            38.79
           -2.824            66.99            9.762            40.20
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.813            1.245            13.47            21.72
            4.868           12.207            14.47            14.99
            8.057            8.429            13.30            24.00
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.750           -4.762           -30.04          -12.483
           -6.187           -5.057           -17.68          -14.770
           -7.088           -4.369           -28.70           -8.828
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.2040          -15.197           -16.26           -4.151
           0.7970          -12.695           -14.90           -2.494
           0.8102           -7.063           -11.26           -2.221
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            -2.96         -0.19814            4.147           -26.71
           -17.37          0.82165          -17.952           -25.02
           -13.61         -0.03708          -13.728           -26.64
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1775           -2.284          -18.775          -24.416
          -1.2747           -8.769           -5.757           -6.702
          -2.4943          -14.775          -15.970          -12.381
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.957           10.814           0.1558           0.2031
           -2.484            4.536           0.8265          -0.2195
           -2.219            2.885           0.2479           0.1070
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.24749          -0.3940           -7.964           -13.03
         -0.02024           1.8021           -8.550           -17.46
         -0.07873           0.9054           -2.628           -11.31
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.991            1.286           -5.755           -1.538
            6.805            2.899           -4.351           -1.590
            5.960            2.581           -7.902           -1.208
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.041           0.1192           -4.223            8.733
            1.964           0.8490           -3.293            4.747
            1.211           0.2899            4.281            8.222
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6467           -2.070            2.619           2.8744
          -1.1271           -7.301           -4.218          -0.9873
          -0.1436           -1.610           -3.135          -4.2840
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.6789            1.414         0.008759           5.5294
           2.4691            1.819         0.216385           0.9311
          -3.6839            1.431         0.107536           0.4771
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.374           0.6902            2.611            7.493
           -1.572           1.5747            4.656            5.687
           -1.854           2.6234            2.802            3.312
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           10.185           0.4797           12.692         -0.19763
            2.543           1.3447            3.563          0.04516
            6.390           0.3510            7.628         -0.16543
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.049          -0.8721            7.877           11.001
            6.972           1.1795           10.008            8.104
            6.285           0.6755            7.915            7.427
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.93663           10.581           -1.866            18.39
          0.03852            6.492           -1.427            11.51
         -0.18119            8.428           -1.226            11.06
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            69.44         -0.50828            66.53            4.912
            52.58         -0.05494            72.81            5.767
            54.96          0.23308            63.15            7.768
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            74.52            3.053           1.9814          -0.3667
            70.04            4.720          -0.2953          -0.4063
            66.86            1.816          -0.2125          -0.2405
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            9.534          0.01696            4.561           -2.788
            3.807         -1.30121            6.381           -6.300
            2.785         -0.55639            5.085           -5.872
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.677            5.208            31.37            41.82
            4.564            6.091            29.21            37.92
            5.213            5.102            26.80            30.26
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.021           1.8945           -5.375            9.058
            1.461           0.9378           -4.867            1.920
            3.295          -0.1937           -4.780            4.281
 rnd_95776.volume rnd_95787.volume
          -21.064          -15.187
           -2.565          -13.429
           -4.271           -9.002
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.559 1.639 7.028 3.231 4.113 0.6347 1.752 5.239 6.223 3.742 2.580
[2,] 3.675 1.639 7.268 4.109 5.173 0.6458 1.793 5.679 6.571 5.875 2.791
[3,] 3.685 1.658 7.633 5.060 5.460 0.6572 1.847 5.802 6.684 6.184 2.852
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.193 2.838 7.053 6.097 4.170 4.576 3.749 4.348 4.737 12.95 2.401
[2,] 5.311 2.901 7.807 6.259 4.316 4.633 4.817 5.493 5.324 13.52 2.690
[3,] 5.529 2.942 8.222 6.577 4.730 5.184 4.983 5.662 5.672 13.85 2.777
      [,23] [,24] [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  8.696 4.672 0.908 4.465 3.980 3.235 3.112 0.8663 3.407 3.426 1.619
[2,] 12.852 5.963 0.951 5.960 5.636 3.252 4.376 0.8687 4.429 3.533 1.641
[3,] 13.253 7.435 0.954 7.428 6.678 3.346 5.458 0.9021 5.543 3.935 1.744
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.008 3.317 3.516 4.234 2.879 2.002 0.8441 2.443 0.9110 2.946 2.426
[2,] 4.462 4.444 4.369 4.337 3.257 2.010 0.8486 2.453 0.9361 3.165 3.241
[3,] 5.450 4.761 4.842 4.386 3.342 2.034 0.8488 2.459 0.9745 3.485 3.515
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.508 1.603 2.652 3.768 3.126 2.073 3.711 1.929 1.643 2.961 2.558
[2,] 2.572 1.677 3.486 3.774 3.178 2.073 4.012 1.990 1.726 3.332 2.916
[3,] 2.580 1.707 3.748 4.059 3.203 2.110 4.450 2.013 1.861 4.361 3.107
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.439 1.807 2.676 1.145 2.448 1.218 2.375 1.832 2.376 2.886 1.455
[2,] 2.904 2.913 2.692 1.145 3.027 1.263 2.462 1.853 2.947 4.037 1.495
[3,] 3.266 3.157 2.711 1.145 3.635 1.280 2.643 1.890 3.086 4.083 1.536
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.825 1.911 2.331 1.232 3.891 4.056 3.802 4.646 5.114 4.349 6.891
[2,] 3.379 1.931 3.084 1.262 3.973 4.355 3.838 5.368 5.151 5.258 7.874
[3,] 3.433 1.931 3.534 1.279 4.010 4.388 3.843 5.454 5.469 5.377 8.595
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6319 5.913 1.852 5.867 1.892 1.700 0.9346 2.115 1.827 5.887 4.823
[2,] 0.6439 6.135 2.105 6.438 1.899 1.828 0.9369 3.099 1.828 5.907 4.929
[3,] 0.6440 6.667 2.247 6.918 1.921 1.862 0.9416 3.161 1.860 6.036 5.009
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.967 1.393  2.42 3.183 2.275 1.132 0.5497 10.47  8.301 4.968
[2,] 1.992 1.579  2.67 3.746 2.299 1.137 0.6019 12.45 12.186 6.205
[3,] 2.103 1.623  2.92 4.190 2.391 1.185 0.6454 14.50 12.917 7.598
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   4.52   2.081    8.925    4.103    5.222  0.8059   2.225    6.652
[2,] 671.41  15.951 1362.421 1868.004 2309.077 87.6849 282.013 1612.389
[3,] 203.84 183.476 1715.769 2171.974 1283.526 89.7824 324.039  876.184
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    7.902    4.752   3.276    6.594   3.604    8.957    7.743    5.295
[2,] 1553.143 3332.261 784.528  819.098 441.870 2462.591 1039.916  819.915
[3,]  898.590 1420.320 430.692 1130.188 359.990 1897.418 1485.289 1422.864
       [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    5.81    4.761    5.522    6.015   16.44   3.048   11.04    5.932
[2,]  535.48 2224.722 2468.924 1787.242 2850.19 892.236 6961.68 2726.340
[3,] 1710.78  940.247 1011.372 1439.155 2232.34 508.662 2382.94 3267.492
       [,25]   [,26]    [,27]   [,28]    [,29]  [,30]    [,31]    [,32]
[1,]   1.153    5.67    5.054   4.108    3.952   1.10    4.326    4.351
[2,] 208.019 2904.00 2935.013 248.121 2263.607  46.96 2082.413  634.994
[3,]  55.097 3261.65 2635.517 579.635 2399.987 178.97 2452.348 1274.234
       [,33]   [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   2.056    5.09    4.212    4.465   5.377    3.656   2.542  1.072
[2,] 194.569 1443.29 2176.361 1907.302 691.159 1120.096 137.491 63.944
[3,] 435.209 2302.35 1255.460 1536.211 478.289  549.790 227.132 14.895
       [,41]   [,42]    [,43]    [,44]   [,45]   [,46]    [,47]    [,48]
[1,]   3.102   1.157    3.741    3.081   3.185   2.036    3.368    4.785
[2,] 162.211 158.602  850.344 1580.613 417.877 360.554 1664.837  149.857
[3,] 122.435 199.097 1073.788 1001.545 150.505 236.849 1011.861 1100.121
       [,49]   [,50]    [,51]  [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   3.969   2.632    4.712   2.45   2.086    3.761    3.248    3.098
[2,] 421.498  11.066 1122.095 359.10 389.138 1123.162 1030.038 1158.916
[3,] 292.163 287.515 1416.204 222.53 513.015 2069.832  788.329 1098.973
        [,57]   [,58] [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.294   3.398 1.454    3.109   1.546   3.016   2.326    3.017
[2,] 1680.960 220.280 2.980 1309.758 247.105 476.541 204.992 1283.391
[3,]  895.329 231.632 2.589 1480.320 150.941 708.567 273.229  672.995
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    3.665   1.848    3.587   2.426    2.961   1.564   4.941    5.151
[2,] 2076.834 249.910 1364.086 203.056 1485.435 201.483 589.155 1167.340
[3,]  449.631 262.082  448.479  37.596 1269.884 155.678 404.211  392.274
       [,73]    [,74]    [,75]    [,76]   [,77]   [,78]    [,79]   [,80]
[1,]   4.828    5.899    6.495    5.522    8.75  0.8024    7.509   2.352
[2,] 387.708 1978.075  447.616 2173.925 2802.51 91.1256 1203.310 735.036
[3,] 147.534  711.744 1352.340  829.182 2535.11  7.5021 1919.650 578.146
       [,81]   [,82]   [,83]  [,84]    [,85]  [,86]   [,87]   [,88]
[1,]    7.45   2.403   2.159  1.187    2.686   2.32   7.476   6.125
[2,] 1950.97 117.750 492.721 48.276 1666.444  52.59 360.523 748.346
[3,] 1862.50 213.981 260.968 69.132  457.019 252.03 912.730 656.133
       [,89]   [,90]   [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   2.498   1.769   3.073    4.042   2.889   1.437   0.698   13.29
[2,] 231.830 547.109 830.246 1452.401 241.419  78.620 180.396 4962.57
[3,] 496.628 275.663 868.881 1382.149 484.307 246.209 171.446 5472.15
       [,97]    [,98]
[1,]   10.54    6.309
[2,] 6563.18 2734.913
[3,] 3151.34 3225.468
[1] "--- VAR model 2017-10-01 23:31:00  completed"
[1] "Completed training sample:  2017-10-01 23:31:00 - 2017-10-02 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 00:01:00 - 2017-10-02 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          12.805          0.4321         -5.411         -25.60
           8.777          0.6195         -6.637         -15.05
           8.351          0.1313         -6.343         -14.62
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -36.52         1.4481            8.067            23.45
         -32.21         0.5532            7.436            22.84
         -23.74         1.6200            6.567            17.36
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            23.34            8.839            3.514           -9.985
            23.92           24.768            6.992           -4.155
            20.30           18.509            7.312           -7.237
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.05360            42.76            7.099            34.11
         -0.02624            49.18            2.980            37.31
          0.06902            51.72           12.581            38.08
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            9.875            6.349            25.13            17.09
            6.353            9.379            21.57            21.82
            7.282            6.309            22.42            17.99
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.865          -1.2960           -19.60           -2.723
           -4.274          -0.7074           -12.70          -11.679
           -3.159          -1.1805           -12.38           -6.841
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.076           -1.293          -13.775           -5.330
            1.830           -7.938           -8.901           -4.716
            1.816           -6.519          -10.966           -5.037
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -25.12          -1.3129           -25.32           -28.11
           -11.82          -0.9608           -16.19           -23.12
           -14.39          -0.6532           -13.86           -23.44
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.474           -21.68           -23.14           -26.20
           -3.622           -19.32           -23.99           -28.06
           -1.905           -10.91           -14.27           -23.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.398            2.948           0.0995           0.4335
           -3.201            2.288           0.1077           0.0340
           -1.422            6.970           0.1770           0.1602
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.156            3.620           -1.661           -4.308
           -1.385            2.593           -8.132           -8.107
           -3.846            1.825           -8.509          -12.667
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.112           0.4979           -3.716           2.1163
            6.022           1.5674           -2.073          -0.9684
            5.811           1.4184           -6.116          -0.6568
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.780          0.90088          -0.3056            3.008
            1.763         -0.03933          -1.4097            3.347
            3.584          0.05562           2.7751            4.363
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2744           -2.555          -0.5512            8.990
          -0.7993           -4.361          -1.3611           -1.491
           0.5883            1.478          -0.6825           -2.380
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.710            2.322          -0.1099           10.679
           -0.174            1.619           0.3013            5.718
           -1.150            1.080           0.2398           -2.022
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.664           -2.630            3.188            2.569
           -1.025            3.832            1.375            1.325
           -1.283            1.392            3.283            5.110
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.5763           0.5984           10.659          0.86770
           0.1009          -1.0962           -5.263         -0.15387
           5.2542          -0.6737            3.214          0.07057
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           11.062          0.15144            17.23            4.520
           -3.210         -0.09695            18.62            5.456
            2.411          0.01673            17.67            4.014
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          1.54678           18.529            29.31           19.926
          0.06607            8.868            13.11            9.024
          0.01768           11.843            14.95            9.298
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            66.92         0.027694            59.97          -0.4524
            61.95         0.051300            60.79           0.8163
            59.55         0.008264            53.40           0.1720
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            60.75            3.271         -0.20112          1.16930
            60.44            3.323         -0.04566          0.47148
            51.36            2.986         -0.26547          0.07454
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           9.9975            2.457          -15.448          -10.738
          -0.8413            3.837           -8.531           -6.818
           4.9024            3.700           -7.128           -5.183
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           5.1860            24.65            40.85            44.96
           0.8423            24.26            33.01            40.61
           1.5475            17.99            30.73            33.28
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            0.128            1.466           -6.555          -0.9168
            5.246            2.046           -6.685          -0.3771
            3.191            1.962           -6.477          -2.0960
 rnd_95776.volume rnd_95787.volume
         -12.1485           -2.815
           9.1556          -11.210
           0.8601           -7.123
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.512 1.939 8.204 5.456 5.180 0.7192 2.123 5.795 6.676 4.620 2.809
[2,] 3.789 1.948 8.452 5.914 6.162 0.7585 2.184 6.113 6.877 6.137 3.102
[3,] 3.813 1.966 9.069 6.493 6.672 0.8071 2.245 6.235 7.035 6.505 3.146
     [,12] [,13]  [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.330 3.109  8.999 7.195 4.523 6.348 4.884 6.081 5.199 14.87 2.538
[2,] 5.440 3.160 10.067 7.281 4.777 6.421 5.370 6.980 5.838 15.74 2.760
[3,] 5.701 3.200 10.805 7.522 5.105 6.625 5.444 7.176 6.092 15.90 2.899
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.52 5.980 1.168 5.591 5.911 3.845 5.304 1.175 5.384 3.673 1.832
[2,] 14.26 7.137 1.204 6.904 7.171 3.985 6.003 1.183 6.160 3.780 1.864
[3,] 14.79 8.277 1.215 8.262 8.020 4.038 6.859 1.203 6.855 4.250 1.985
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41] [,42] [,43] [,44]
[1,] 4.989 4.398 4.496 4.625 3.091 2.186 0.9974 2.796 1.139 3.315 2.911
[2,] 5.413 5.127 5.297 4.765 3.551 2.196 0.9980 2.812 1.185 3.656 3.618
[3,] 6.265 5.580 5.909 4.812 3.640 2.209 1.0059 2.820 1.245 3.861 3.784
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.684 1.714 3.545 4.128 3.176 2.298 3.937 2.295 1.798 3.331 2.906
[2,] 2.743 1.783 3.950 4.162 3.315 2.300 4.829 2.322 1.890 3.739 3.497
[3,] 2.765 1.794 4.061 4.494 3.430 2.322 5.077 2.372 1.986 5.109 4.028
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.676 1.930 3.193 1.284 2.673 1.345 2.719 2.363 2.845 3.500 1.511
[2,] 3.312 3.188 3.216 1.287 3.294 1.361 2.791 2.425 3.450 4.822 1.630
[3,] 3.770 3.539 3.243 1.288 3.976 1.376 2.942 2.436 3.620 4.869 1.657
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 3.001 2.186 2.740 1.461 4.950 5.077 4.204 5.723 5.974 5.708  8.798
[2,] 3.891 2.187 3.613 1.462 5.201 5.399 4.304 6.142 6.039 6.585 10.233
[3,] 3.962 2.196 4.151 1.464 5.302 5.517 4.330 6.251 6.350 6.676 10.812
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.6575 7.585 2.242 7.949 2.088 1.797 1.084 2.360 2.268 6.812 5.465
[2,] 0.6706 8.376 2.615 9.002 2.139 1.920 1.085 3.496 2.310 6.886 5.465
[3,] 0.6709 9.037 2.746 9.731 2.152 1.986 1.131 3.621 2.335 7.289 5.701
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.220 2.826 4.057 4.516 2.599 1.248 0.5590 10.54  9.052 5.972
[2,] 2.274 3.374 4.746 5.512 2.644 1.271 0.5992 12.56 13.348 7.149
[3,] 2.387 3.581 5.011 6.236 2.724 1.292 0.6371 14.68 14.091 8.308
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    4.459   2.462   10.42    6.928    6.578   0.9133   2.696    7.359
[2,] 1029.310 132.343 1469.34 1651.459 2415.006 174.1931 371.018 1407.369
[3,]  312.236 192.946 2380.01 1939.745 1851.057 199.6605 378.192  890.640
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]    [,16]
[1,]    8.478    5.867   3.567    6.768   3.948   11.43    9.137    5.744
[2,] 1194.452 2922.516 952.982  786.253 411.025 3265.77  806.053 1110.802
[3,] 1073.485 1560.753 378.194 1235.565 364.197 2839.52 1366.875 1303.998
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    8.061    6.202    7.721    6.601   18.88   3.223   12.09    7.594
[2,]  699.835 1616.083 2480.328 1922.605 3730.43 783.822 7683.59 2818.721
[3,] 1179.873  646.640 1205.534 1259.792 1657.99 642.322 2836.65 3033.143
       [,25]  [,26]    [,27]   [,28]    [,29]   [,30]    [,31]    [,32]
[1,]   1.484    7.1    7.506   4.883    6.736   1.492    6.836    4.664
[2,] 208.988 2930.6 2937.647 755.927 2033.984 100.767 2165.886  647.500
[3,] 120.056 3283.9 2598.772 472.619 2401.560 157.237 2176.199 1405.498
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   2.327    6.336    5.584    5.709   5.873    3.925   2.775  1.267
[2,] 248.740 1519.058 1906.647 2027.079 827.609 1265.685 157.381 23.837
[3,] 493.128 2282.398 1594.633 1894.184 486.912  579.905 170.305 90.831
       [,41]   [,42]    [,43]    [,44]   [,45]   [,46]    [,47]    [,48]
[1,]   3.551   1.446    4.209    3.696   3.409   2.177    4.501    5.242
[2,] 218.162 236.692 1115.489 1554.834 408.901 355.603 1262.000  380.938
[3,] 151.702 275.880  899.854  802.594 249.966 139.034  682.542 1227.222
       [,49]   [,50] [,51]   [,52]   [,53]   [,54]   [,55]    [,56]
[1,]   4.032   2.918     5   2.914   2.284    4.23    3.69    3.398
[2,] 688.331  62.407  2023 254.119 420.629 1227.95 1407.14 1411.613
[3,] 636.743 234.704  1133 352.496 441.667 2519.58 1446.39 1303.622
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.451   4.055  1.631    3.394   1.708   3.452   3.001    3.613
[2,] 1835.962 275.190 58.622 1393.108 148.822 457.635 395.098 1411.640
[3,] 1111.885 303.152 40.568 1611.132 150.169 672.820 165.886  792.411
        [,65]   [,66]    [,67]   [,68]   [,69]  [,70]    [,71]    [,72]
[1,]    4.444   1.919    3.811   2.776    3.48  1.856    6.286    6.447
[2,] 2400.587 442.096 1791.727  49.757 1704.13 13.939 1154.206 1329.939
[3,]  486.578 213.717  541.747 139.059 1479.07 55.799  747.339  822.584
       [,73]    [,74]    [,75]    [,76]   [,77]   [,78]    [,79]   [,80]
[1,]   5.338    7.267    7.586    7.248   11.17  0.8349    9.632   2.847
[2,] 668.202 1614.039  639.258 2376.084 3780.69 95.5063 2572.325 973.458
[3,] 343.196  840.045 1422.146  797.531 2525.98 15.7823 2454.695 606.381
       [,81]   [,82]   [,83]   [,84]    [,85]  [,86]   [,87]   [,88]
[1,]   10.09   2.651   2.282   1.377    2.997   2.88    8.65    6.94
[2,] 3056.56 338.446 489.139  36.751 1866.524 319.60  728.11   10.53
[3,] 2674.12 166.319 368.539 229.946  681.813 244.83 1728.76 1174.28
       [,89]    [,90]    [,91]    [,92] [,93]   [,94]    [,95]   [,96]
[1,]   2.819    3.589    5.152    5.735   3.3   1.585   0.7098   13.38
[2,] 358.847 1333.257 1781.338 2286.792 352.3 174.425 156.1250 4948.20
[3,] 525.343  869.040 1163.884 2110.045 473.8 165.865 156.6373 5500.37
       [,97]    [,98]
[1,]   11.49    7.583
[2,] 7099.16 2843.489
[3,] 3266.69 3063.238
[1] "--- VAR model 2017-10-02 00:01:00  completed"
[1] "Completed training sample:  2017-10-02 00:01:00 - 2017-10-02 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 00:31:00 - 2017-10-02 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.149         -0.3191         -7.496         -14.87
           1.802         -0.3051         -6.807         -12.82
           3.922         -0.1179         -5.797         -16.29
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.70         0.7276            2.406            8.672
         -16.41         0.5456            3.731            9.355
         -16.94         0.7991            2.376            6.503
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.912            1.056          -0.2032           -18.32
            7.368           10.383           0.5172           -15.92
            2.512            6.685           1.6387           -18.12
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.8336           -7.794           1.6200            42.93
          -0.7157           -7.548           0.5155            42.43
          -1.1114           -1.118           2.5875            40.62
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.7447           -1.392           0.9187           -2.501
          -3.3547           -2.586           5.0275            2.376
          -2.2164           -1.763           5.9350            1.016
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.358            2.957           -22.73          -12.748
           -6.027            2.625           -18.49          -10.401
           -5.169            2.826           -17.32           -9.435
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.3400          -11.341           -11.64           -3.638
           0.9329          -10.793           -15.17           -4.760
           0.7014           -8.713           -12.37           -4.592
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -10.23           0.5453           -7.793           -23.14
           -12.73           0.6221          -10.975           -18.47
           -12.71           0.5928          -12.869           -19.21
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.252           -15.11           -20.14           -22.30
           -1.800           -12.62           -10.63           -13.40
           -2.837           -15.31           -11.78           -14.12
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.108           9.7197          -0.1246           0.5265
            2.148           0.4995           0.2426           0.6697
            1.329           3.1344           0.4055           0.4362
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.3848           2.3242           -4.111           -6.949
          -1.9831           2.6897           -5.557          -14.549
          -0.8702           0.7205           -2.810          -10.250
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.819           0.6695            2.706            5.653
            1.128           0.3371           -5.052            4.697
            1.483          -0.7688           -7.533            5.058
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.728          -0.8661          -11.785            5.686
            1.921          -0.7004            3.890            4.696
            1.408          -0.3970            3.187            3.635
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3171            2.709            8.510          -1.6390
          -1.4278           -9.790           -7.590          -0.2611
           1.2658            6.614            2.474          -4.3749
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.265          1.07318           0.5578           -4.962
            5.372          2.00453          -0.1753            2.766
           -6.590         -0.05987          -0.1627            4.275
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.239          -6.7837           2.4831            3.600
           -1.011           1.8598           0.9441           -3.743
           -1.552           0.6189           2.3075            2.915
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.963          -0.1617           4.1295            1.406
           -4.329          -0.9978          -1.5144            1.114
            2.811          -1.6310           0.3516            0.250
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.582          0.69961             6.68           2.0122
            1.450          0.55851            12.60           0.6551
           -3.707          0.09379            11.57          -0.0069
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.0198            7.644            7.921           11.772
          -1.0668            3.146            4.390            4.946
          -0.4793            6.793            6.353            4.187
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.556          -0.6203           13.635           -2.942
            4.979           0.1076            1.439           -2.007
            3.306           0.1167           -5.694           -2.218
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.423           1.8727            2.126           0.6272
            6.342           0.4757           -1.947           0.8378
            1.139           1.3395            0.877          -0.2307
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          13.3272          -0.8241          -12.312          -13.411
           3.3192          -0.5381          -10.152           -7.235
          -0.3341          -0.2187           -9.494          -10.395
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.607            6.609           13.145           11.281
            1.276            7.848            8.360            5.919
            1.398            4.442            8.374           11.576
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.7896           0.2354           -6.601           -1.520
           0.8701           1.2204           -6.738           -1.134
           2.3314           0.8374           -6.574           -3.205
 rnd_95776.volume rnd_95787.volume
          -20.052           -13.70
           16.651           -11.35
            1.039            -9.47
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.710 2.124  9.672 6.533 5.911 0.7903 2.506 6.240 7.399 4.925 3.018
[2,] 4.062 2.135  9.836 7.012 6.769 0.8358 2.574 6.415 7.596 6.650 3.410
[3,] 4.109 2.145 10.532 7.490 7.217 0.8703 2.689 6.585 7.692 6.867 3.444
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.483 3.214 10.06 7.549 4.910 7.211 5.719 6.462 5.724 15.15 2.741
[2,] 5.529 3.257 11.63 7.677 5.153 7.353 6.204 7.217 6.243 15.88 2.981
[3,] 5.733 3.295 12.60 7.887 5.676 7.472 6.352 7.501 6.457 16.02 3.172
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.98 6.487 1.477 6.588 6.932 4.075 6.302 1.333 6.309 3.961 1.940
[2,] 15.70 7.579 1.494 8.112 8.190 4.304 6.985 1.334 7.002 4.097 2.002
[3,] 16.25 8.736 1.523 9.384 8.851 4.395 7.713 1.340 7.667 4.622 2.141
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.160 5.223 5.342 4.921 3.712 2.445 1.092 2.897 1.300 3.592 2.989
[2,] 6.578 5.768 6.411 5.145 4.287 2.450 1.092 2.900 1.352 3.986 4.027
[3,] 7.272 6.107 7.014 5.183 4.407 2.472 1.106 2.961 1.462 4.131 4.253
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.893 1.864 3.732 4.122 3.389 2.443 4.149 2.607 1.983 3.660 3.203
[2,] 2.942 1.915 4.175 4.274 3.528 2.443 5.125 2.635 2.080 4.109 3.748
[3,] 2.975 1.922 4.322 4.348 3.550 2.458 5.289 2.677 2.213 5.239 4.266
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.945 2.014 3.279 1.383 2.875 1.519 2.895 2.575 3.221 4.884 1.607
[2,] 3.622 3.463 3.280 1.384 3.458 1.533 2.973 2.618 3.912 5.866 1.770
[3,] 4.179 3.805 3.302 1.388 4.251 1.562 3.198 2.619 4.057 5.894 1.793
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 3.723 2.345 2.931 1.459 5.266 5.291 4.279 6.192 5.836 5.963  9.273
[2,] 4.251 2.348 3.929 1.492 5.483 5.519 4.407 6.492 5.866 6.793 10.958
[3,] 4.392 2.356 4.527 1.516 5.713 5.606 4.454 6.578 6.225 6.868 11.600
      [,78] [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7306 8.222 2.848  8.346 2.280 1.920 1.190 2.613 2.585 7.228 5.670
[2,] 0.7514 9.325 3.353  9.523 2.341 2.059 1.190 4.122 2.618 7.371 5.715
[3,] 0.7533 9.989 3.526 10.183 2.361 2.135 1.251 4.278 2.634 7.914 5.837
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.575 3.298 4.477 5.045 2.878 1.581 0.5663 10.57 10.15 6.479
[2,] 2.699 3.856 5.183 5.819 2.898 1.595 0.6055 12.59 14.47 7.730
[3,] 2.809 3.990 5.506 6.769 3.008 1.629 0.6427 14.71 15.39 8.893
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]    4.711   2.697   12.28    8.296    7.506   1.004   3.183   7.923
[2,] 1105.443 148.625 1196.86 1704.370 2206.314 181.915 390.754 995.315
[3,]  415.215 134.868 2517.77 1760.237 1673.608 162.255 521.353 995.068
         [,9]    [,10]    [,11]    [,12]   [,13]   [,14]    [,15]    [,16]
[1,]    9.396    6.254    3.833    6.963   4.081   12.78    9.586    6.236
[2,] 1146.536 2988.039 1061.025  473.204 355.397 3895.97  931.670 1045.488
[3,]  812.336 1145.798  325.455 1015.005 331.454 3255.53 1209.516 1591.626
       [,17]    [,18]    [,19]    [,20]   [,21]  [,22]   [,23]    [,24]
[1,]   9.157    7.262    8.206    7.269   19.24   3.48   13.94    8.238
[2,] 961.365 1607.395 2147.909 1666.522 3170.79 784.29 7504.66 2620.146
[3,] 889.400  912.597 1368.010 1101.937 1447.46 723.68 2811.91 2906.109
       [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   1.875    8.366    8.802   5.175    8.003  1.693    8.012    5.03
[2,] 152.482 3165.004 2917.356 925.659 2013.346 38.660 2030.127  701.26
[3,] 198.489 3155.274 2244.447 596.023 2187.819 82.871 2089.424 1431.09
       [,33]    [,34]    [,35]    [,36]    [,37]    [,38]   [,39]   [,40]
[1,]   2.463    7.822    6.633    6.783    6.249    4.714   3.104   1.387
[2,] 331.926 1542.718 1637.218 2370.729 1003.674 1434.780 112.561  13.265
[3,] 507.571 2074.344 1340.930 1902.924  418.962  680.697 218.198 117.268
       [,41]   [,42]    [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.678   1.651    4.561    3.795   3.674   2.367    4.74   5.235
[2,]  95.522 247.458 1155.480 1804.714 358.619 293.877 1250.27 753.608
[3,] 401.078 372.433  726.107  914.708 295.434 112.751  749.83 536.210
       [,49]   [,50]    [,51]  [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   4.304   3.103    5.269   3.31   2.519    4.648    4.067    3.74
[2,] 654.608  18.400 2011.701 256.95 418.625 1248.759 1302.471 1409.67
[3,] 265.058 176.715  874.209 317.62 506.253 2173.316 1361.403 1394.44
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    2.557   4.164  1.757    3.651   1.928   3.676   3.27    4.09
[2,] 1884.193  52.207 18.673 1284.889 138.987 452.134 316.20 1485.27
[3,] 1054.108 251.393 72.531 1653.557 200.163 788.335  51.80  718.33
        [,65]  [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    6.202   2.04    4.728   2.978    3.721   1.853    6.687    6.719
[2,] 2173.255 496.11 1371.295  71.636 1749.831 206.812 1020.640 1050.282
[3,]  380.256 194.95  740.112 131.470 1503.428 180.888 1074.561  657.134
       [,73]    [,74]    [,75]    [,76]   [,77]    [,78]   [,79]    [,80]
[1,]   5.433    7.863    7.411    7.572   11.78   0.9278   10.44    3.617
[2,] 707.271 1303.648  393.103 2175.876 3904.09 117.2306 2941.04 1182.901
[3,] 427.817  712.340 1392.376  680.713 2545.75  35.7278 2394.82  730.459
      [,81]   [,82]   [,83]   [,84]    [,85]   [,86]    [,87] [,88]  [,89]
[1,]   10.6   2.896   2.438   1.511    3.319   3.282    9.178   7.2   3.27
[2,] 3067.8 352.368 496.977  21.364 2131.240 278.992  967.127 476.9 540.05
[3,] 2411.0 208.403 378.471 256.436  767.175 189.923 1925.947 796.3 520.56
        [,90]    [,91]    [,92]   [,93]   [,94]    [,95]   [,96]   [,97]
[1,]    4.188    5.685    6.406   3.655   2.008   0.7191   13.42   12.88
[2,] 1336.792 1746.309 1938.831 227.105 138.407 143.4486 4579.48 6896.67
[3,]  685.210 1243.196 2313.186 537.813 222.001 144.0634 5088.93 3519.02
        [,98]
[1,]    8.227
[2,] 2819.008
[3,] 2940.705
[1] "--- VAR model 2017-10-02 00:31:00  completed"
[1] "Completed training sample:  2017-10-02 00:31:00 - 2017-10-02 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 01:01:00 - 2017-10-02 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.194         -0.5586         -5.322         -16.40
           5.858         -0.3111         -3.074         -16.00
           5.123         -0.1460         -1.876         -11.74
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -10.94         2.1627            6.722           15.858
         -17.33         0.9124            5.023            9.859
         -17.49         1.0763            4.236            8.475
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.163           -5.519          -0.2534          -10.747
            6.809           12.875           2.0998           -7.781
            5.712            6.920           2.2494           -8.958
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.647            6.665           4.6434            31.10
           -3.350            7.729          -0.7987            29.50
           -3.064           11.899           4.4871            31.04
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.0235           0.7945            4.049            11.71
           0.7977           2.6947           13.982            17.65
           1.2740           0.8036            9.512            11.48
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.9373           -3.286           -5.668           -7.995
          -2.7167           -3.302          -13.115           -2.189
          -0.4468           -3.089           -8.172           -5.754
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.316           -9.987          -11.534           -5.335
            1.981           -3.317          -11.164           -5.718
            1.743           -5.984           -8.499           -3.850
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.195           0.9350           -15.57           -30.76
          -12.836           0.8816           -12.28           -28.37
           -8.503           0.9560           -10.06           -26.37
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.549            -7.32           -3.877           -2.647
           -1.810            -9.31           -9.932           -8.295
           -2.042            -9.34          -10.248          -10.474
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.395          -1.5345          -0.4450         -0.24275
            3.667           0.4647          -0.0561          0.13570
            4.200           4.9943          -0.2473         -0.04124
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.8699          -0.2313           0.8524           -8.165
          -1.7780           0.6808           0.3220           -6.039
          -0.2001          -0.4840          -2.2240           -6.879
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.367           1.6769           -4.407            1.724
            3.732           0.8421           -1.008            4.910
            2.924           1.3752           -1.980            3.662
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.749           0.8922           6.0903            8.327
            1.910           0.8014           0.4622            4.268
            4.777          -0.2504           0.3173            5.223
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.380            5.161           6.8239           10.492
            1.869            5.536           4.1756            3.465
           -0.144           -1.543          -0.4184            3.056
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.784            1.910         0.175871            9.906
            5.923            3.098         0.324485           10.936
            4.358            1.660         0.006828            3.973
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0943           -5.617          -0.8047           -1.144
          -0.7043            5.319           1.8311           -2.048
          -1.3535            5.063           1.0673            8.288
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.352           2.2652            8.525           0.1566
           -5.777          -0.2831           -5.456          -0.2703
            6.677          -0.5954            2.344          -0.1094
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.782          -0.3894           13.634            3.821
           -2.678           0.7781            9.944            2.289
           -2.560          -0.6145           11.268            2.103
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.8203            2.824            7.458           10.369
          -1.6821            6.672            1.226            5.196
          -0.9443            4.293            3.825            5.617
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.572       0.02255850            7.251            3.126
           13.116       0.01476084           20.759            2.923
           17.341      -0.00009265           16.906            3.157
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.812            1.926           2.4855        -0.018274
           11.931            1.634           1.6816        -0.002104
           13.118            2.559           0.2819         0.020485
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.281          -0.8349           0.8862           -13.31
           -2.920          -0.4769           0.3266           -11.10
            5.002          -0.2303           2.3665            -7.31
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.910            8.857            12.98            13.67
            4.693            9.436            15.60            13.61
            2.744            8.359            14.72            15.57
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.832           0.8780           -7.057          -1.4550
            2.989           0.9048           -6.809           0.1116
            3.497           0.8886           -6.777          -0.9185
 rnd_95776.volume rnd_95787.volume
           23.666          -10.190
           -3.243           -3.848
           11.416           -6.832
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.849 2.271 10.09 7.240 6.500 0.9332 2.580 6.381 7.746 5.506 3.130
[2,] 4.236 2.297 10.25 7.682 7.325 0.9743 2.599 6.550 7.927 7.442 3.565
[3,] 4.291 2.309 10.91 8.112 7.714 1.0209 2.661 6.834 7.999 7.644 3.597
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.699 4.719 10.24 7.931 5.160 7.455 6.025 10.53 6.101 15.72 3.135
[2,] 5.766 5.311 11.54 8.043 5.426 7.580 6.563 11.08 6.570 16.36 3.321
[3,] 6.096 6.009 12.44 8.243 5.931 7.691 6.646 11.87 6.810 16.48 3.586
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.60 7.106 1.609  6.914 7.419 4.400 6.816 1.534 6.749 4.434 2.073
[2,] 16.82 8.032 1.626  8.675 8.634 4.593 7.451 1.536 7.518 4.648 2.129
[3,] 17.42 9.155 1.666 10.045 9.211 4.755 8.106 1.551 8.145 5.111 2.232
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.590 5.755 5.925 5.210 3.953 2.670 1.176 3.055 1.384 3.906 3.107
[2,] 7.031 6.363 6.913 5.436 4.512 2.677 1.177 3.062 1.431 4.324 4.250
[3,] 7.713 6.662 7.424 5.475 4.628 2.683 1.198 3.095 1.582 4.455 4.511
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.976 2.043 4.044 4.347 3.726 2.638 4.466 2.747 2.103 4.127 3.392
[2,] 3.053 2.134 4.433 4.532 3.881 2.639 5.587 2.848 2.221 4.819 4.048
[3,] 3.081 2.151 4.590 4.580 3.972 2.658 5.759 2.919 2.369 5.730 4.615
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.235 2.065 3.932 1.492 2.989 1.680 3.071 3.003 3.439 5.016 1.720
[2,] 3.890 3.602 3.948 1.492 3.703 1.727 3.174 3.085 4.367 6.181 1.883
[3,] 4.318 4.032 4.005 1.494 4.508 1.795 3.384 3.090 4.532 6.230 1.915
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 3.962 2.456 3.217 1.544 5.588 5.523 4.399 6.409 5.933 6.558  9.939
[2,] 4.436 2.457 4.246 1.598 5.749 5.832 4.550 6.762 5.968 7.190 11.686
[3,] 4.629 2.472 5.062 1.612 6.030 5.943 4.606 6.857 6.367 7.286 12.422
      [,78]  [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8354  8.483 3.119  8.629 2.504 2.067 1.408 2.713 2.695 7.589 6.216
[2,] 0.8559  9.474 3.667  9.829 2.573 2.231 1.414 4.270 2.737 7.721 6.264
[3,] 0.8600 10.176 3.882 10.558 2.578 2.318 1.415 4.440 2.753 8.295 6.365
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.117 3.672 4.874 5.410 3.037 1.790 0.5909 10.61 11.15 7.081
[2,] 3.211 4.422 5.485 6.174 3.063 1.802 0.6299 12.64 15.28 8.190
[3,] 3.303 4.749 5.902 7.037 3.198 1.806 0.6732 14.75 16.40 9.398
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.887   2.883   12.82    9.194    8.254   1.185   3.277    8.102
[2,] 1032.997 203.892 1050.82 1500.456 1971.856 163.418 181.067  863.855
[3,]  400.017 135.895 2174.92 1520.729 1413.650 178.266 333.302 1138.831
        [,9]    [,10]   [,11]    [,12]    [,13]   [,14]   [,15]    [,16]
[1,]   9.836    6.991   3.974    7.237    5.993   13.01   10.07    6.552
[2,] 984.893 2924.926 997.460  510.457 1422.944 3111.76  781.93  980.872
[3,] 623.081 1019.194 279.110 1155.387 1641.343 2712.64 1054.08 1397.817
       [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   9.467    7.651   13.37    7.748   19.97   3.981   14.73    9.023
[2,] 801.125 1518.664 2016.40 1423.626 2643.57 639.611 7117.17 2187.383
[3,] 760.233  612.317 2474.97 1046.546 1152.34 790.520 2634.64 2566.097
       [,25]   [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   2.043    8.78    9.421   5.588    8.656   1.948    8.57    5.63
[2,] 138.100 3060.29 2579.337 768.536 1758.261  50.570 1934.48  813.69
[3,] 212.269 2957.30 1874.046 719.857 1863.624 122.673 1830.54 1241.43
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   2.633    8.369    7.308    7.523   6.615    5.019   3.391   1.494
[2,] 283.050 1430.539 1585.355 2080.457 906.566 1270.622 106.810  22.592
[3,] 391.355 1851.988 1153.259 1581.150 382.027  601.622 110.760 130.097
       [,41]   [,42]   [,43]    [,44]   [,45]   [,46]    [,47]  [,48]
[1,]   3.879   1.758    4.96    3.945   3.779   2.594    5.135   5.52
[2,] 121.832 212.600 1082.90 1693.972 396.737 360.111 1061.226 748.42
[3,] 263.462 393.371  628.25  882.664 244.194 157.851  694.816 386.35
       [,49]  [,50]    [,51]   [,52]  [,53]   [,54]    [,55]    [,56]
[1,]   4.732   3.35    5.671   3.489   2.67    5.24    4.307    4.108
[2,] 632.839  13.26 1961.286 438.938 416.79 1453.67 1290.321 1261.450
[3,] 493.873 188.03  815.481 373.760 481.16 1810.24 1294.696 1095.470
        [,57]   [,58]  [,59]    [,60]   [,61] [,62]   [,63]    [,64]
[1,]    2.623   4.993  1.895    3.796   2.133   3.9   3.813    4.367
[2,] 1723.332 205.187  4.670 1275.976 234.531 468.4 413.716 1572.192
[3,] 1059.114 394.429 42.049 1501.586 284.988 685.3 104.822  708.558
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    6.369   2.184    5.031   3.118    4.085   1.961    7.096    7.013
[2,] 2110.139 448.133 1165.923  42.985 1618.846 239.291  787.146 1095.151
[3,]  454.180 201.748  772.387 161.140 1609.470 124.553 1063.936  665.512
       [,73]    [,74]    [,75]    [,76]   [,77]   [,78]   [,79]    [,80]
[1,]   5.586    8.139    7.534    8.328   12.62   1.061   10.77    3.961
[2,] 678.572 1259.772  375.858 1720.687 3589.35 108.582 2464.49 1126.359
[3,] 419.261  664.036 1295.632  688.866 2461.14  48.898 2169.15  742.885
       [,81]  [,82]   [,83]  [,84]    [,85]   [,86]    [,87]   [,88]
[1,]   10.96   3.18   2.625  1.788    3.445   3.422    9.637   7.894
[2,] 2748.91 345.86 490.466 72.358 1926.190 280.300  830.284 449.025
[3,] 2252.35  95.15 365.573 41.256  709.255 173.154 1770.601 660.449
       [,89]    [,90]    [,91]    [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   3.958    4.663    6.189    6.869   3.856   2.272   0.7504   13.47
[2,] 451.086 1439.407 1469.029 1738.459 233.850 120.998 127.4692 4011.24
[3,] 450.866 1010.501 1272.718 1972.092 537.542  72.485 138.6298 4447.45
       [,97]    [,98]
[1,]   14.16    8.992
[2,] 6098.85 2403.468
[3,] 3485.88 2691.622
[1] "--- VAR model 2017-10-02 01:01:00  completed"
[1] "Completed training sample:  2017-10-02 01:01:00 - 2017-10-02 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 01:31:00 - 2017-10-02 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.910          0.7470        -1.7208        -0.3865
           3.974          0.3975         0.2276        -3.4630
           5.220          0.1513         0.7448        -0.3201
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -0.01899         0.7508            3.867           12.581
        0.13337         0.8513            4.527            5.608
       -3.59534         1.1083            3.244           11.517
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.483           14.523            2.966           -7.528
            6.619            8.718            3.613           -9.173
            7.821            3.654            1.743           -9.547
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.492            4.886           0.1112            33.77
           -5.240            7.511           5.2034            33.34
           -4.506            6.766           5.5952            32.02
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.574            2.398           11.768            10.74
            1.126            3.145            4.204            11.14
            4.691            2.726            7.257            11.66
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.07413           -1.947            1.227           -7.440
         -1.49419           -1.620           -5.748           -1.534
         -0.49779           -1.362           -2.384           -3.817
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.866311          -8.0546           -9.714           4.7771
         0.009944          -0.6496           -4.391           0.6113
         1.148827          -2.4880           -1.513           0.6471
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.450           0.2981            1.459           -5.554
           -5.397           0.5670           -5.336           -4.378
           -2.075           0.5394           -2.221           -4.067
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.04403           -3.889           -2.516           -6.959
         -0.17081           -7.484           -2.334           -3.165
         -0.18579           -6.541           -4.599           -5.426
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.5928          -3.4346          -0.7029          -0.6538
           0.3621           2.1415          -0.6592          -0.3874
          -0.2571           0.4186          -0.7885          -0.2191
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.0116           0.6930           -1.378          -14.586
           0.7503          -1.3362           -3.336           -6.198
          -1.6904          -0.2146           -2.737           -8.686
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.113            2.965           -8.585            3.021
            3.266            1.480           -5.000            5.163
            3.733            1.114           -2.943            2.884
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.5491          -0.9839            5.101            5.566
           1.7296           0.4365           -7.290            5.681
           1.0034           0.3532           -1.187            4.897
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.033            3.192           -2.021           -2.104
           -1.553           -1.728            2.477            3.561
           -0.518           -4.063           -3.888           -2.944
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.051           0.7097          0.30691            4.146
           -1.511           0.8466         -0.01113            1.109
            2.252           0.5707         -0.13445            1.223
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6553          -0.5772           2.1494          -4.1224
          -0.5587           0.3449           1.4987           2.8505
          -0.6532          -0.8828           0.4614           0.7308
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -2.5397          -1.6570           -1.832           0.5251
           0.3689           0.5266           -1.710           0.2636
           1.2514          -0.5547            1.564           0.1341
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.8764          -0.1606            5.587            4.819
          -2.8270           0.1575            9.759            3.683
           1.4989          -0.2636            7.793            3.298
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.8382           11.950            2.608            9.498
           0.2033            2.050            2.625            6.738
           0.1282            5.587            3.458            5.953
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            18.69         -0.12445            7.913            3.582
            13.72          0.05949           14.155            3.472
            16.12          0.04737           13.990            3.994
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            16.16           1.4419          -0.7989          0.26006
            17.10           0.7340           0.5746          0.23548
            17.27           0.4434          -1.1828          0.07485
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -7.1234           0.4273            2.779          -0.8211
          -0.9038           0.1401           -5.959          -0.2130
           2.3483           0.2508           -3.259           0.2141
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.805            2.209            2.578            4.582
            1.533            4.303            2.606            2.804
            1.607            3.304            4.604            6.238
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         0.003735          0.57251           -5.644           -3.362
         1.091393         -0.01139           -5.290           -4.064
        -1.079982          0.76450           -5.149           -3.906
 rnd_95776.volume rnd_95787.volume
          -14.475         -6.20053
           -9.695         -0.08422
            5.240         -3.74754
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.453 2.386 11.04 7.442 6.715 1.014 2.644 6.735 8.090 5.827 3.293
[2,] 4.687 2.413 11.17 7.904 7.600 1.048 2.654 6.948 8.345 7.857 3.822
[3,] 4.729 2.420 11.83 8.396 8.036 1.066 2.718 7.138 8.405 8.077 3.868
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.960 4.793 10.62 8.047 5.454 7.703 6.328 11.33 6.830 15.98 3.236
[2,] 6.017 5.365 12.02 8.157 5.791 7.815 6.827 12.01 7.438 16.58 3.413
[3,] 6.238 6.062 12.86 8.412 6.279 7.934 6.923 12.53 7.762 16.68 3.676
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.35 7.440 1.709  7.172 7.644 5.025 7.008 1.612 6.973 4.913 2.287
[2,] 17.95 8.436 1.729  9.035 8.916 5.174 7.697 1.613 7.754 5.216 2.317
[3,] 18.56 9.566 1.774 10.439 9.574 5.354 8.419 1.621 8.490 5.750 2.418
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.883 6.021 6.201 5.421 4.153 2.866 1.276 3.252 1.431 4.206 3.431
[2,] 7.304 6.677 7.201 5.651 4.708 2.875 1.278 3.254 1.477 4.565 4.663
[3,] 7.984 6.987 7.723 5.688 4.846 2.892 1.291 3.293 1.631 4.694 4.893
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.255 2.296 4.302 4.568 4.220 2.891 4.815 3.059 2.236 4.354 3.538
[2,] 3.354 2.433 4.768 4.792 4.292 2.892 6.254 3.093 2.384 5.041 4.294
[3,] 3.426 2.446 4.963 4.850 4.385 2.917 6.367 3.189 2.512 5.948 4.969
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.455 2.184 4.124 1.591 3.101 1.789 3.211 3.371 3.576 5.196 2.004
[2,] 4.229 3.778 4.154 1.591 3.842 1.863 3.304 3.382 4.527 6.385 2.118
[3,] 4.692 4.262 4.181 1.595 4.740 1.954 3.528 3.427 4.634 6.414 2.119
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.189 2.674 3.369 1.602 6.052 6.008 4.673 6.697 6.546 6.852 10.29
[2,] 4.695 2.676 4.450 1.670 6.245 6.270 4.804 7.112 6.656 7.564 12.12
[3,] 4.889 2.687 5.260 1.688 6.488 6.382 4.891 7.202 7.094 7.662 13.07
      [,78]  [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9386  9.059 3.472  9.135 2.729 2.185 1.546 2.915 3.134 8.189 6.583
[2,] 0.9454 10.328 3.984 10.431 2.834 2.349 1.552 4.469 3.155 8.300 6.631
[3,] 0.9463 11.275 4.220 11.207 2.860 2.450 1.553 4.632 3.159 8.762 6.736
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.347 4.031 5.216 5.625 3.230 1.937 0.6219 10.65 11.84 7.403
[2,] 3.412 4.691 5.812 6.386 3.261 1.945 0.6633 12.69 16.13 8.624
[3,] 3.473 4.893 6.284 7.271 3.431 1.948 0.7127 14.83 17.31 9.834
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.654   3.03   14.02    9.45    8.527   1.288   3.357   8.553
[2,] 736.703 180.40  839.29 1338.83 1789.708 132.075 117.145 857.608
[3,] 314.212  95.57 1957.83 1424.05 1313.062  99.178 295.429 823.079
        [,9]    [,10]   [,11]   [,12]    [,13]   [,14]   [,15]    [,16]
[1,]   10.27    7.399   4.182   7.568    6.087   13.49   10.22    6.926
[2,] 1030.04 2650.044 975.091 418.206 1211.912 2824.34  671.46  978.131
[3,]  502.00  942.811 299.586 827.160 1418.429 2294.00 1032.41 1220.220
       [,17]    [,18]   [,19]    [,20]   [,21]  [,22]   [,23]    [,24]
[1,]   9.781    8.036   14.39    8.673   20.29   4.11   15.69    9.448
[2,] 664.866 1287.396 1993.29 1480.958 2218.22 544.72 6548.71 1998.801
[3,] 688.186  579.963 1796.70 1115.765  911.12 686.62 2362.06 2268.183
      [,25]    [,26]    [,27]   [,28]  [,29]  [,30]    [,31]    [,32]
[1,]   2.17    9.107    9.707   6.381    8.9  2.047    8.854    6.238
[2,] 132.10 2762.502 2307.164 619.190 1600.1 26.839 1704.863  881.606
[3,] 200.99 2629.682 1754.164 693.022 1714.9 80.365 1738.400 1216.442
       [,33]   [,34]    [,35]    [,36]   [,37]    [,38]   [,39] [,40]
[1,]   2.905    8.74    7.645    7.874   6.884    5.273   3.639  1.62
[2,] 185.174 1228.70 1451.036 1841.116 802.370 1115.714 115.601 35.31
[3,] 346.988 1621.33 1034.955 1403.596 323.105  576.826 154.073 93.73
       [,41]   [,42]   [,43]    [,44]   [,45]   [,46]    [,47] [,48]
[1,]   4.129   1.818   5.341    4.357   4.133   2.915    5.463   5.8
[2,]  66.842 183.580 892.281 1587.961 406.573 405.006 1034.193 728.5
[3,] 251.836 348.163 548.266  745.383 352.512 129.563  691.957 374.3
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   5.359   3.671    6.115   3.885   2.839    5.529    4.493    4.387
[2,] 392.975  36.951 2006.429 230.120 416.059 1276.717 1223.276 1226.237
[3,] 450.748 190.145  599.263 390.454 398.269 1587.394 1257.549 1021.557
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]  [,63]    [,64]
[1,]    2.773   5.237  2.020    3.937   2.272   4.078   4.28    4.541
[2,] 1550.155 247.569  4.367 1140.810 260.985 390.462 139.64 1395.788
[3,]  991.463 240.234 58.362 1395.822 296.796 622.469 278.02  498.147
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    6.598   2.545    5.319   3.395    4.277   2.035   7.685   7.629
[2,] 1865.289 344.142 1066.095  57.307 1461.859 235.959 774.403 901.962
[3,]  307.456  34.667  685.388 124.468 1410.387 125.108 883.903 597.344
       [,73]    [,74]    [,75]  [,76]   [,77]  [,78]  [,79]   [,80]  [,81]
[1,]   5.935    8.504    8.312    8.7   13.07  1.192   11.5   4.409   11.6
[2,] 558.178 1204.675  605.813 1611.7 3212.80 56.854 2493.9 982.275 2531.5
[3,] 462.826  567.944 1234.550  614.4 2465.96 20.542 2273.7 699.565 2061.0
       [,82]   [,83]  [,84]    [,85]  [,86]  [,87]   [,88]  [,89]    [,90]
[1,]   3.465   2.775  1.963    3.701   3.98   10.4   8.359   4.25    5.119
[2,] 383.784 433.720 71.465 1703.155 182.69  680.0 402.061 333.40 1206.313
[3,] 194.757 349.002 30.488  612.549  78.50 1411.1 593.826 323.89  699.440
        [,91]    [,92]   [,93] [,94]    [,95]   [,96]   [,97]    [,98]
[1,]    6.623    7.143   4.102  2.46   0.7897   13.52   15.03    9.401
[2,] 1289.438 1520.404 225.759 84.68 116.0042 3471.35 5510.19 2224.462
[3,] 1200.560 1747.804 535.170 62.29 131.0517 3857.91 3151.94 2375.502
[1] "--- VAR model 2017-10-02 01:31:00  completed"
[1] "Completed training sample:  2017-10-02 01:31:00 - 2017-10-02 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 02:01:00 - 2017-10-02 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3109       -0.067273         -7.732         -3.467
          0.3927        0.044475         -9.731         -7.864
          1.0593        0.005844         -7.844        -11.713
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         10.240         0.4687            2.747           3.8516
         -1.465         0.9257            2.302           2.9047
         -6.131         0.3689            2.770           0.4163
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.329           -4.130           1.1051           -12.76
            2.998            2.870           1.1246           -12.59
            3.542            2.587           0.5589           -13.11
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.394          -4.3244            2.850            26.06
           -5.251          -0.3726           -1.499            25.85
           -4.756          -1.2157            0.625            23.78
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.2468          -4.4988            6.583            6.913
           0.7179           1.7203            4.096            3.655
          -0.7255          -0.7569            3.435            5.109
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.330          -0.1296           -31.43           -7.264
           -4.989           0.5320           -19.88          -13.013
           -5.501           0.2967           -21.00           -8.208
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.46310          -10.165           -9.241           1.2817
         -0.24240          -13.511          -10.191           1.0117
         -0.04561           -9.454          -11.525          -0.2465
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.044           0.2433           -7.292           -5.502
           -8.252          -0.6248           -5.921           -6.036
          -10.939          -0.3504          -11.050           -6.493
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.1697           0.9116            9.502            5.104
          -1.1371          -5.7638           -3.803           -1.951
          -1.3643          -5.9096           -6.470           -5.689
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.044          -1.4107           1.0470          -0.3151
           -1.679           0.6201           1.4123           0.1027
           -1.301           0.6041           0.8857           0.2609
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.7280          -1.7828           -3.895           -8.975
          -0.3204          -1.3019            3.051           -9.015
           0.8237          -0.1563           -1.907           -3.121
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.619           0.1643           0.3537           -0.695
            1.381           0.7568          -5.2824            6.041
            1.769           0.3955          -2.6398            3.044
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         1.554321          -0.3564           -1.065            2.249
         0.008074           0.6263            3.112            4.083
         0.129251           0.1878           -1.229            3.200
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.2427          -4.0374          -3.2325           -6.912
           1.5386           3.8008          -0.8223           -3.086
          -0.4885          -0.6686           1.6945            3.265
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.6780           0.4452          0.17933            8.998
          -3.6466           0.1095          0.19671           -4.037
           0.1202           0.2799          0.08453           -3.204
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.629            1.303         -0.30002          -1.8387
           -3.136            3.533         -0.04323           3.3216
           -3.014           -3.747          0.55972          -0.8834
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -2.1753           0.3527           0.8925          -0.2041
           0.9414           0.7999          -1.2026          -0.6261
           3.3866           0.5588           2.7628          -0.3878
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.770          -0.3147           0.4921           1.4618
           -2.922          -0.1093           1.4691           0.9595
            2.642          -0.1350          -0.7608           0.6023
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.6969          -2.4067            5.574            5.965
           0.9593           1.6595            2.895            2.049
           0.5616           0.1609            1.929            1.490
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.5621         0.241263            9.120           -1.049
           0.5652        -0.012423            8.308           -1.406
          -1.5481        -0.002403            6.711           -1.104
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.530           1.4348          -1.2424         -0.17063
            4.834           0.9625          -0.4331         -0.04847
            1.532           1.2630           0.4295         -0.03920
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -8.2092          0.19216           0.9190           2.1719
           0.2589          0.07072           1.9153           3.7687
           2.1776          0.07841           0.2988           0.6887
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7807           0.6736          -2.6944          -3.6611
          -0.3373          -0.7481          -0.7142          -0.8356
           0.7662           0.3604           0.6484          -1.8526
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3618         -0.02922           -6.775          -1.1161
           2.0271          0.03059           -6.658          -0.8052
          -1.7076          0.35384           -6.626          -2.3046
 rnd_95776.volume rnd_95787.volume
           17.446           -7.132
           -3.435          -12.921
            5.211           -8.475
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.675 2.546 11.46 7.673 6.987 1.093 2.773 7.373 8.480 6.053 3.376
[2,] 5.165 2.569 11.60 8.205 7.916 1.130 2.777 7.561 8.751 8.475 3.968
[3,] 5.201 2.578 12.28 8.861 8.470 1.152 2.829 7.731 8.819 8.641 4.017
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.427 4.887 10.89 8.136 5.669 8.119 6.570 13.41 7.348 16.34 3.707
[2,] 6.512 5.437 12.34 8.278 6.048 8.207 7.269 14.00 7.945 16.92 3.816
[3,] 6.771 6.114 13.15 8.564 6.507 8.356 7.359 14.32 8.319 17.02 4.165
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.02  8.015 1.797  7.475  8.085 5.246 7.279 1.769 7.215 5.124 2.450
[2,] 19.56  9.138 1.818  9.621  9.601 5.386 8.123 1.773 8.088 5.465 2.485
[3,] 20.17 10.559 1.867 11.373 10.410 5.614 8.999 1.795 9.040 6.030 2.589
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.401 6.363 6.446 5.746 4.502 3.011 1.373 3.485 1.511 4.434 3.738
[2,] 7.789 7.097 7.640 5.944 5.092 3.018 1.374 3.496 1.557 4.800 5.023
[3,] 8.725 7.504 8.153 5.994 5.179 3.037 1.381 3.498 1.713 4.966 5.229
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.489 2.424 4.502 5.343 4.679 3.036 5.085 3.160 2.341 4.672 3.736
[2,] 3.611 2.572 5.011 5.372 4.700 3.039 6.738 3.199 2.487 5.349 4.651
[3,] 3.691 2.589 5.192 5.776 4.861 3.071 6.946 3.294 2.639 6.457 5.258
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.691 2.368 4.431 1.637 3.290 1.859 3.306 3.554 3.792 5.353 2.159
[2,] 4.336 4.014 4.468 1.637 4.186 1.932 3.403 3.565 4.794 6.636 2.276
[3,] 4.794 4.619 4.493 1.639 5.088 2.028 3.690 3.587 4.976 6.675 2.277
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.503 2.778 3.482 1.664 6.844 6.452 4.972 6.938 6.713 7.133 10.71
[2,] 5.021 2.782 4.725 1.752 6.880 6.810 5.082 7.526 6.820 8.159 12.45
[3,] 5.207 2.794 5.580 1.773 7.179 6.972 5.168 7.607 7.256 8.383 13.34
      [,78]  [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9938  9.514 3.759  9.556 2.981 2.329 1.658 3.083 3.238 8.876 6.915
[2,] 1.0000 10.644 4.258 10.933 3.074 2.506 1.661 4.748 3.265 8.974 6.921
[3,] 1.0001 11.584 4.556 11.799 3.110 2.631 1.661 4.921 3.268 9.455 7.021
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.451 4.125 5.295 5.669 3.422 2.051 0.6492  9.57 12.26  8.053
[2,] 3.549 4.795 5.883 6.435 3.472 2.062 0.6935 10.81 17.49  9.299
[3,] 3.585 5.006 6.359 7.334 3.660 2.063 0.7465 12.34 18.29 10.747
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.937   3.233   14.55    9.744    8.872   1.389   3.521   9.362
[2,] 897.878 140.156  744.72 1189.108 1522.780 116.362  58.848 685.009
[3,] 250.150  88.206 1647.01 1369.409 1233.198  91.925 221.234 661.734
       [,9]    [,10]   [,11]   [,12]    [,13]   [,14]  [,15]   [,16]
[1,]  10.77    7.686   4.287   8.161    6.205   13.83  10.33   7.198
[2,] 884.57 2427.874 853.208 429.515  975.596 2377.63 624.63 862.430
[3,] 450.18  689.079 256.108 759.380 1144.309 1860.06 899.43 982.732
      [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]   [,24]
[1,]  10.31    8.343   17.03    9.331   20.75   4.707   16.53   10.18
[2,] 490.11 1272.455 1653.90 1236.477 1803.96 370.449 5974.67 1796.45
[3,] 643.98  469.699 1227.70 1008.929  758.85 682.864 2011.35 2164.49
       [,25]    [,26]   [,27]   [,28]    [,29]   [,30]    [,31]    [,32]
[1,]   2.282    9.492   10.27   6.661    9.244   2.246    9.162    6.507
[2,] 111.590 2478.638 2118.54 499.301 1475.341  51.426 1495.966  777.242
[3,] 174.629 2481.929 1647.40 648.211 1585.043 112.124 1652.145 1043.005
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   3.111    9.398    8.079    8.185   7.296   5.717   3.824  1.744
[2,] 169.953  993.375 1286.326 1678.533 622.404 973.574  81.467 15.290
[3,] 297.576 1609.084  997.893 1164.526 316.243 388.196 140.544 57.484
       [,41]   [,42]  [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.425   1.918   5.63    4.747   4.431   3.078   5.717   6.785
[2,] 117.025 154.573 752.09 1373.084 380.430 351.482 900.339 229.187
[3,]  42.379 292.250 522.01  594.583 312.210 120.961 556.273 868.153
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   5.941   3.855    6.457   4.013   2.973    5.932    4.745   4.687
[2,] 181.492  50.951 1809.164 202.198 343.169 1066.445 1133.373 931.115
[3,] 507.827 181.829  690.664 321.277 360.689 1479.871 1003.460 837.023
        [,57]   [,58]  [,59]    [,60]  [,61]   [,62]   [,63]    [,64]
[1,]    3.007   5.626  2.079    4.178   2.36   4.198   4.513    4.815
[2,] 1326.639 235.650  7.921 1059.469 215.19 329.317 115.605 1200.645
[3,]  934.765 194.577 31.599 1183.325 252.92 583.998 164.463  546.112
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    6.798   2.742   5.718   3.527    4.422   2.113   8.691   8.193
[2,] 1605.247 294.856 908.664  63.578 1306.826 223.857 286.125 891.192
[3,]  294.363  28.154 565.882 107.049 1215.014 113.559 839.171 612.056
       [,73]   [,74]    [,75]    [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   6.314    8.81    8.525    9.058   13.61  1.262   12.08   4.773
[2,] 429.137 1193.48  491.119 1621.357 2593.34 45.599 1953.05 819.229
[3,] 385.641  455.46 1014.104  786.623 1961.27  2.745 1870.81 663.365
       [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]  [,88]
[1,]   12.13   3.785   2.958  2.105    3.914   4.112   11.27   8.78
[2,] 2174.01 307.492 378.518 41.283 1478.096 169.803  543.41 122.26
[3,] 1815.91 193.358 327.119  4.345  528.342  62.563 1218.02 484.16
       [,89]    [,90]    [,91]    [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   4.383    5.238    6.724    7.198   4.346  2.605   0.8244   12.15
[2,] 338.262 1000.838 1049.589 1246.171 239.156 85.771  99.7298 2054.37
[3,] 206.306  588.428  987.620 1440.356 473.757 22.483 113.0899 2436.58
       [,97]   [,98]
[1,]   15.57   10.23
[2,] 5102.47 1903.05
[3,] 2189.21 2204.86
[1] "--- VAR model 2017-10-02 02:01:00  completed"
[1] "Completed training sample:  2017-10-02 02:01:00 - 2017-10-02 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 02:31:00 - 2017-10-02 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.907          0.9190        -1.0837         -4.060
           3.051          0.4654        -0.2222         -4.483
           3.697          0.1868        -1.0692         -2.890
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.672       -0.45999          -1.0199            5.118
         -6.444        0.13891           1.2597            3.268
         -5.900        0.05823           0.1696            1.653
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.847          -6.3866          -0.6332           -12.10
            4.313           4.5753           1.8696           -11.63
            5.151           0.8688           1.2381           -12.79
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.066           -2.483          -0.8973            29.72
           -5.104            1.320           0.1381            29.44
           -4.575            1.470           2.3742            30.63
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           3.8614           2.2380            4.782            9.581
           0.6995           1.7215            9.072            9.857
           1.7461           0.6256            1.733            5.700
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -2.7774         -0.04839           -8.301           -4.614
          -0.9885         -0.69575           -5.334           -3.876
          -1.4458         -0.51618           -3.537           -3.025
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1449           -6.448           -8.956            2.637
           0.6721           -4.496           -5.074            3.544
           0.3975           -2.860           -4.083            1.699
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.707          -0.4918           -6.364           -6.354
           -6.269          -0.4816           -7.355           -6.631
           -4.236          -0.2570           -4.393           -6.095
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1875           0.9024           -3.692          -10.279
          -1.7335          -9.4910           -5.141           -2.436
          -0.9911          -5.8518           -5.539           -7.715
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.0178            3.231            2.049           0.3117
          -0.7040           -2.568            1.273           0.2161
          -0.1709           -4.752            0.572          -0.1070
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.6548          -1.8657           -3.655           5.1500
           1.9837           0.7363           -1.390          -3.6149
           0.2248          -0.1062           -1.191           0.2141
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.167           1.3746          3.70779           -1.032
            2.108           0.4049          0.01725            3.674
            2.290           0.6057         -2.59995            2.292
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8583         -0.58868           -2.159            2.288
           2.2484          0.18860            3.831            3.528
           1.4226          0.06678            2.221            2.532
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.3722           -7.655          -2.7217           -2.683
           1.4168            2.050          -0.7242           -5.628
          -0.1218            1.597           2.6386            3.450
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.837        -0.541729         -0.06977           -6.025
           -2.295        -0.190017         -0.10769           -4.854
           -1.303         0.003473          0.06915           -3.161
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.3854          -0.4423           0.9585            4.039
          -0.8392          -6.4408           1.7087           -2.330
          -1.3563          -1.2487           1.6762           -3.650
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           6.2062           1.2346            1.974           0.5012
           0.6405           1.0474            3.631          -0.3422
          -4.1714           0.4232           -4.076          -0.4198
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           6.8063           0.9660            2.643            3.140
           6.5740           0.3887            6.023            2.668
          -0.4431           0.4775            1.876            1.928
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.8429            6.205            7.654            8.771
           1.5159            2.759            6.385            6.278
           0.8235            3.520            6.814            5.120
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.937                0           10.645            4.130
            6.430                0            9.893            3.297
            9.237                0           12.213            4.004
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.505          -0.8666          -1.7375         -0.08327
            9.909          -0.5411          -0.8497          0.08852
            7.234          -0.9309           0.5202         -0.06147
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.6959           0.7635           10.114         -0.88633
           0.1311           0.3973            5.746          0.08493
          -3.7434           0.1776            5.753         -0.72571
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7513           0.3317          -1.5790          -1.5994
           1.4767           0.3532          -0.1481          -0.5363
           1.0814           0.7828          -0.4413           0.1189
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.04732           0.1984           -7.283          -1.0072
         -4.51564           0.2523           -6.862           0.1178
         -0.73635           0.4039           -7.193          -0.9270
 rnd_95776.volume rnd_95787.volume
          12.5051           -4.540
           0.4665           -4.444
           7.4626           -3.684
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.767 2.669 11.93 8.029 7.157 1.175 2.980 7.814 8.670 6.234 3.531
[2,] 5.103 2.687 12.05 8.665 8.153 1.226 3.014 7.845 8.953 8.755 4.155
[3,] 5.114 2.698 12.67 9.550 8.720 1.268 3.132 8.019 9.027 8.791 4.194
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.620 4.955 10.98 8.247 5.876 8.225 6.740 13.63 7.513 16.70 3.954
[2,] 6.719 5.496 12.33 8.418 6.229 8.369 7.489 14.24 8.183 17.22 4.059
[3,] 7.047 6.183 13.13 8.746 6.723 8.546 7.608 14.57 8.655 17.31 4.369
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.35  8.303 1.863  7.681  8.356 5.565 7.505 1.857 7.346 5.346 2.638
[2,] 20.55  9.388 1.880  9.889  9.885 5.721 8.369 1.862 8.269 5.732 2.665
[3,] 21.08 10.950 1.935 11.876 10.740 5.977 9.312 1.879 9.279 6.336 2.791
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.670 6.568 6.618 5.875 4.650 3.285 1.439 3.613 1.594 4.686 4.409
[2,] 8.098 7.370 7.946 6.043 5.307 3.300 1.439 3.622 1.636 5.067 5.533
[3,] 9.024 7.812 8.466 6.087 5.385 3.324 1.446 3.624 1.787 5.276 5.709
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.678 2.502 4.756 5.502 5.006 3.165 5.236 3.381 2.425 4.933 3.860
[2,] 3.786 2.649 5.385 5.534 5.015 3.167 6.983 3.421 2.536 5.682 4.789
[3,] 3.896 2.663 5.570 5.937 5.156 3.195 7.238 3.526 2.740 6.852 5.446
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.700 2.438 4.615 1.683 3.453 1.917 3.371 3.783 3.928 5.518 2.311
[2,] 4.520 4.161 4.654 1.683 4.402 1.989 3.462 3.794 4.977 6.802 2.422
[3,] 5.061 4.827 4.677 1.685 5.314 2.080 3.750 3.814 5.162 6.838 2.424
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.662 3.001 3.598 1.771 7.102 6.852 5.148 7.167 7.027 7.642 10.94
[2,] 5.194 3.005 4.850 1.862 7.137 7.189 5.244 7.823 7.134 8.592 12.65
[3,] 5.393 3.022 5.806 1.884 7.419 7.426 5.321 7.905 7.548 8.796 13.50
     [,78]  [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.044  9.812 4.043  9.563 3.072 2.449 1.800 3.226 3.352 9.212 7.212
[2,] 1.049 10.987 4.530 10.992 3.165 2.640 1.809 4.904 3.372 9.301 7.215
[3,] 1.049 12.021 4.838 11.812 3.201 2.772 1.809 5.074 3.377 9.819 7.301
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.501 4.166 5.343 5.703 3.559 2.200 0.6807  9.07 13.26  8.450
[2,] 3.598 4.867 5.924 6.459 3.592 2.206 0.7205 10.28 18.60  9.623
[3,] 3.634 5.090 6.413 7.375 3.740 2.206 0.7740 11.80 19.17 11.226
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   6.053   3.389   15.15   10.2    9.089   1.492   3.784   9.923
[2,] 683.884 117.584  643.14 1222.6 1465.005 131.597 169.735 261.099
[3,] 123.628  91.060 1465.80 1507.2 1161.154 121.880 319.199 623.206
       [,9]    [,10]   [,11]   [,12]    [,13]   [,14]  [,15]   [,16]
[1,]  11.01    7.916   4.484   8.406    6.292   13.94  10.47   7.462
[2,] 838.72 2307.379 821.776 431.316  892.214 2107.39 634.43 776.247
[3,] 433.06  295.919 213.945 797.234 1063.322 1693.14 889.95 949.363
      [,17]    [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]  10.44    8.559   17.31    9.54   21.21   5.021   16.95   10.54
[2,] 580.65 1225.588 1541.54 1217.32 1564.67 344.667 5862.09 1644.84
[3,] 649.22  502.921 1152.49 1057.74  675.65 606.585 1766.53 2115.30
       [,25]    [,26]   [,27]   [,28]   [,29]  [,30]    [,31]    [,32]
[1,]   2.366    9.753   10.61   7.067    9.53  2.358    9.328    6.789
[2,]  93.172 2337.962 1981.76 497.993 1389.92 51.216 1424.949  775.749
[3,] 172.161 2468.322 1576.22 649.603 1532.98 94.684 1580.132 1013.680
      [,33]    [,34]    [,35]    [,36]  [,37]   [,38]   [,39]  [,40]
[1,]   3.35    9.739    8.341    8.403   7.46   5.905   4.171  1.827
[2,] 142.02  975.318 1254.275 1650.867 531.61 959.809 118.242  2.036
[3,] 311.86 1494.875  972.245 1096.881 275.44 343.756 149.914 53.959
      [,41]   [,42]   [,43]    [,44]   [,45]   [,46]  [,47]   [,48]
[1,]  4.587   2.024   5.951    5.599   4.671   3.177   6.04   6.987
[2,] 99.319 137.872 722.717 1254.859 336.345 326.151 947.53 220.974
[3,] 46.293 270.502 552.905  527.897 345.128 104.235 535.34 807.707
       [,49]  [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   6.356   4.02    6.649   4.293   3.079    6.264    4.901   4.698
[2,] 112.487  38.10 1733.970 194.989 278.795 1058.629 1064.086 974.306
[3,] 450.792 157.82  714.803 320.911 389.784 1436.879  973.660 854.506
        [,57]   [,58]  [,59]    [,60]   [,61]  [,62]   [,63]    [,64]
[1,]    3.096   5.861  2.138    4.385   2.434   4.28   4.804    4.988
[2,] 1265.682 225.378  3.113 1024.818 199.818 295.37 111.023 1147.388
[3,]  918.462 174.292 23.421 1116.875 227.740 541.56 144.809  513.220
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    7.007   2.934   5.919   3.811    4.569   2.249   9.019   8.702
[2,] 1492.650 272.830 860.004  52.743 1220.475 214.879 264.252 815.961
[3,]  264.562  30.594 544.717 119.390 1198.266 107.924 761.064 698.306
       [,73]    [,74]   [,75]    [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   6.537    9.101   8.923    9.704   13.89  1.325   12.46   5.134
[2,] 374.815 1176.923 462.945 1474.245 2386.45 38.509 1855.79 766.754
[3,] 337.921  426.386 925.374  706.424 1762.12  2.532 1830.29 638.220
       [,81]   [,82]   [,83]  [,84]    [,85]   [,86]  [,87]   [,88]
[1,]   12.14   3.901   3.109  2.286    4.097   4.257   11.7   9.158
[2,] 2033.99 285.527 370.535 67.806 1386.258 136.034  481.7  74.226
[3,] 1623.67 178.293 316.767  2.556  488.609  67.051 1180.6 420.868
       [,89]  [,90]   [,91]    [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   4.445   5.29   6.785    7.242   4.519  2.793   0.8643   11.52
[2,] 311.920 944.51 960.479 1138.089 184.520 61.327  88.6816 1812.85
[3,] 192.366 559.91 921.792 1336.079 391.051 13.052 106.1167 2176.98
       [,97]   [,98]
[1,]   16.83   10.73
[2,] 4896.31 1728.07
[3,] 1738.02 2169.97
[1] "--- VAR model 2017-10-02 02:31:00  completed"
[1] "Completed training sample:  2017-10-02 02:31:00 - 2017-10-02 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 03:01:00 - 2017-10-02 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.754          0.1703         -6.085          3.222
           3.799          0.1816         -8.079        -13.904
           4.245          0.0786         -4.717         -7.979
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.737        -0.4879            1.079            2.013
          1.330         0.4073            2.078            2.397
         -7.720         0.1298            1.875            3.346
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.281          -0.8523           0.9009           -12.11
            5.658           1.7643           0.8623           -12.03
            5.213           2.0378           1.0179            -9.68
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.842            5.913           4.1271            31.57
           -3.189            4.708          -0.2792            31.80
           -2.843            6.041           1.0683            32.53
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.396           6.6026            17.29            9.025
            1.703           3.1187            18.15           10.919
            2.151           0.6992            11.99            8.408
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.8327            1.351           -14.49          -16.067
          -3.1382            1.269           -13.01           -5.673
          -1.9070            1.036           -17.90           -6.512
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.0503          -18.263           -11.41             1.87
           0.8659           -6.070           -10.60             3.94
           0.3639           -6.057            -5.90             2.50
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.780          -0.5278            2.273          -0.3523
          -13.854          -0.3574          -11.227          -1.8137
           -7.236          -0.3150           -9.519          -0.6326
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.8120           -3.505           -2.379           0.9547
          -0.6144           -1.746            0.437          -0.6846
          -2.0938          -10.001           -9.928          -2.8837
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4883         -0.12276          0.06931           0.3355
           0.8787          0.03881         -0.30244           0.3541
          -0.1186          1.65863         -0.07047           0.2427
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3488           0.8893           3.5479           -3.321
           0.3603          -0.3077          -0.6114           -1.252
          -0.5549           0.1276          -0.1638           -2.278
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.375            2.221           1.2122           -2.669
            5.517            2.810          -1.1332            1.968
            4.725            1.978          -0.9402            1.276
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.01701         -0.32182           1.9827            3.360
          2.39369          0.01095          -0.6967            2.910
          1.41396         -0.02549          -0.7022            3.888
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.01973          -2.2724          -6.7762          -6.3714
          0.10449           0.1174           0.8683          -0.1627
         -0.24981          -0.7750          -0.1328          -0.2536
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.0966          -1.4136        -0.004618            1.006
          -6.2626          -0.9087         0.180470           -2.531
           0.8222          -0.5480         0.097198           -3.115
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.578           0.2635          0.32878           0.4012
           -1.962           3.2692         -0.09628           0.1794
           -1.322          -4.0402          0.11406           0.6767
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.272           1.2159           2.8075         -0.54400
            1.533           1.0032           0.4334          0.37395
            3.451          -0.3319           2.9258         -0.08828
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           7.1848           0.8416            5.720            6.470
          -0.3912           0.4390            4.975            4.866
           1.5786           0.0611            6.549            4.275
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.8511            5.279            9.778           15.223
           1.5256            3.925            6.279           10.164
           0.8476            2.859            5.767            6.857
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            15.00          0.09263            17.14           1.3975
            13.82         -0.06256            20.23           0.4636
             8.85         -0.09819            17.73           1.0397
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            17.40          0.08992          -1.7864        -0.436206
            14.83          0.69377           0.4718         0.159172
            14.46          0.83486          -0.2634         0.006699
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.8899           0.3243          -0.3678           0.1918
           0.5236           0.2308           2.5796           0.9507
           0.8963           0.2113           3.4898           0.6457
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3618           1.3949          -1.6913          -1.0837
           0.5042           1.4920          -0.1049          -0.9089
           0.9430           0.8829           1.1515           0.3679
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.4099         -0.45961           -6.046           -1.235
           2.4865         -0.01699           -6.064           -1.833
          -2.3387          0.41133           -6.112           -1.992
 rnd_95776.volume rnd_95787.volume
            1.241          -15.299
           -3.956           -5.337
            5.736           -6.647
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.968 2.859 12.29 8.303 7.388 1.325 3.083 8.058 9.134 6.478 3.627
[2,] 5.286 2.868 12.41 8.974 8.607 1.326 3.129 8.096 9.354 9.095 4.340
[3,] 5.305 2.875 13.01 9.913 9.209 1.409 3.239 8.271 9.459 9.116 4.371
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.867 5.058 10.86 8.407 6.008 8.480 6.908 14.76 7.912 16.89 4.050
[2,] 6.992 5.577 12.04 8.641 6.323 8.557 7.732 15.33 8.546 17.38 4.162
[3,] 7.317 6.244 12.74 8.994 6.836 8.774 7.873 15.77 8.902 17.47 4.446
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.80  8.801 1.996  7.978  8.372 5.806 7.783 1.968  7.74 5.659 2.828
[2,] 21.44  9.790 2.018 10.163  9.895 5.984 8.719 1.974  8.65 6.097 2.867
[3,] 21.93 11.427 2.072 12.237 10.720 6.236 9.693 1.987  9.76 6.778 3.018
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.951 6.771 6.887 6.205 4.817 3.561 1.522 3.840 1.684 4.913 4.682
[2,] 8.402 7.743 8.477 6.329 5.510 3.572 1.522 3.866 1.719 5.312 5.838
[3,] 9.421 8.209 9.045 6.368 5.649 3.585 1.529 3.879 1.854 5.571 6.025
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.896 2.659 5.020 5.687 5.338 3.347 5.534 3.664 2.517 5.073 4.048
[2,] 4.069 2.822 5.715 5.722 5.339 3.349 7.414 3.714 2.656 5.830 5.100
[3,] 4.207 2.850 5.915 6.120 5.552 3.377 7.687 3.753 2.786 7.024 5.889
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.900 2.609 4.791 1.756 3.559 1.949 3.504 3.913 4.074 5.706 2.422
[2,] 4.755 4.395 4.828 1.756 4.533 2.018 3.610 3.926 5.126 6.933 2.526
[3,] 5.332 5.101 4.847 1.757 5.462 2.115 3.913 3.939 5.346 6.995 2.529
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.880 3.186 3.808 1.811 6.824 7.064 5.509 7.405 7.317 7.868 11.33
[2,] 5.399 3.187 5.061 1.911 6.969 7.407 5.570 8.026 7.427 8.902 13.08
[3,] 5.572 3.197 5.888 1.933 7.170 7.636 5.639 8.114 7.814 9.098 13.95
     [,78] [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.136 10.01 4.243  9.746 3.187 2.552 1.928 3.332 3.487  9.623 7.625
[2,] 1.138 11.15 4.692 11.315 3.282 2.752 1.936 5.073 3.502  9.704 7.626
[3,] 1.138 12.15 4.983 12.196 3.314 2.895 1.937 5.232 3.507 10.211 7.707
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97]  [,98]
[1,] 3.581 4.223 5.404 5.725 3.686 2.306 0.6978  8.707 13.70  8.966
[2,] 3.694 4.932 5.975 6.482 3.719 2.312 0.7317  9.815 19.01 10.005
[3,] 3.746 5.167 6.473 7.406 3.888 2.312 0.7859 11.236 19.94 11.683
Root mean square errors of predictions:  
        [,1]  [,2]    [,3]    [,4]     [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   6.308  3.63   15.61   10.54    9.382   1.683   3.914  10.23  11.6
[2,] 573.145 75.54  537.56 1081.03 1400.949  17.568 170.741 248.29 640.8
[3,] 142.653 62.32 1246.77 1336.61 1040.001 151.035 265.521 537.27 446.1
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]
[1,]    8.226   4.606   8.721   6.422   13.79  10.68   7.629  10.77
[2,] 2026.145 756.339 417.743 745.634 1650.87 634.54 625.132 364.66
[3,]  196.303 164.740 684.024 891.801 1318.57 791.57 825.051 614.91
        [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    8.772   18.74   10.05   21.45   5.143   17.53   11.18   2.535
[2,] 1102.590 1314.85 1025.53 1303.90 304.537 5208.12 1360.82  95.199
[3,]  470.626 1179.79  790.95  572.72 495.798 1452.27 1870.30 148.090
       [,26]   [,27]   [,28]    [,29] [,30]    [,31]   [,32]   [,33]
[1,]   10.13   10.63   7.373    9.884  2.50    9.829   7.186   3.591
[2,] 1998.27 1674.01 459.077 1247.445 46.00 1225.424 720.359 149.833
[3,] 2163.44 1308.50 557.528 1343.583 72.03 1434.775 939.735 298.651
      [,34]    [,35]    [,36]   [,37]   [,38]  [,39]  [,40]   [,41]
[1,]   10.1    8.598    8.746   7.879   6.117  4.522  1.932   4.876
[2,]  861.5 1192.058 1568.466 395.462 848.966 87.833  6.764 141.518
[3,] 1352.6  865.603 1001.251 224.964 395.636 97.389 47.922 102.943
       [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   2.139   6.239    5.946   4.947   3.377   6.374   7.222   6.778
[2,] 108.732 640.659 1106.333 372.208 299.503 866.792 201.485  25.641
[3,] 220.497 532.995  473.551 339.416 126.105 485.062 689.077 484.125
      [,50]    [,51]   [,52]   [,53]    [,54]  [,55]   [,56]    [,57]
[1,]   4.25    7.028   4.652   3.196    6.442   5.14   4.952    3.313
[2,]  37.40 1565.624 192.902 268.700  911.478 984.84 863.356 1122.414
[3,] 137.31  644.406 172.932 267.785 1243.328 934.12 765.591  822.100
       [,58]  [,59]   [,60]   [,61]  [,62]   [,63]   [,64]    [,65]
[1,]   6.084  2.229   4.519   2.475   4.45   4.969   5.173    7.246
[2,] 188.935  8.064 890.989 165.814 275.39 102.136 987.367 1250.025
[3,] 138.147 24.048 967.289 201.273 479.44  98.853 482.118  294.346
       [,66]   [,67]  [,68]    [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   3.076   6.197  4.046    4.836   2.299   8.666   8.971   6.996
[2,] 227.417 733.281 21.520 1057.805 193.688 448.809 706.515 260.485
[3,]  38.705 436.813 80.504  955.027  92.829 534.431 588.758 279.247
       [,74]   [,75]    [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   9.403   9.291    9.991   14.38  1.442   12.71   5.388   12.38
[2,] 982.807 404.886 1321.914 2073.17 23.826 1559.53 635.707 1824.73
[3,] 377.823 770.803  595.756 1544.47  3.170 1535.55 533.132 1444.82
       [,82]  [,83]  [,84]    [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   4.047   3.24  2.449    4.232   4.428   12.22   9.682   4.547
[2,] 248.300 327.14 53.073 1213.927 104.912  397.90  53.749 287.349
[3,] 146.608 284.96 23.849  406.932  57.450 1008.34 352.852 198.231
       [,90]   [,91]    [,92]   [,93]  [,94]   [,95]   [,96]  [,97]
[1,]   5.362   6.862    7.269   4.681  2.929  0.8861   11.06   17.4
[2,] 809.003 809.014  964.792 156.342 49.439 69.8468 1437.70 4181.8
[3,] 488.409 790.094 1136.882 360.142 16.485 91.0612 1736.17 1906.5
       [,98]
[1,]   11.39
[2,] 1408.95
[3,] 1914.45
[1] "--- VAR model 2017-10-02 03:01:00  completed"
[1] "Completed training sample:  2017-10-02 03:01:00 - 2017-10-02 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 03:31:00 - 2017-10-02 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.313         -0.4277          2.811          3.214
           3.546         -0.2717         -6.766         -4.248
           1.900         -0.1131         -3.551         -9.002
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.5642        0.67873            1.915            9.939
         0.2614        0.03316            2.418            6.333
        -1.7964        0.23079            2.481            5.733
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.137            6.822            4.309          -6.2646
            4.111            8.817            3.162           0.1885
            5.184            5.332            1.931          -5.5556
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.1688            12.32            6.741            24.86
           0.4728            11.59            3.089            23.75
           0.1149            11.70            3.887            25.36
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.085            7.291            13.47            6.930
            4.100            4.439            11.08            7.075
            4.824            3.638            11.33            8.004
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.925          -1.3893          -25.351          -7.8913
           -2.591          -0.3909           -3.944          -7.7870
           -2.128          -0.5384          -13.685          -0.4422
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4293           -6.886           0.4099            2.393
          -0.3270          -10.071          -9.6315            2.950
          -0.1169           -2.509          -5.0845            2.268
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.4912          -0.3000           0.6863           -3.480
          -5.2459          -0.2136           0.2897           -3.369
          -8.8882          -0.3353          -8.0662           -2.656
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.0641          -1.9585          0.06801          -1.8799
           0.1733           0.9348         -0.47266          -0.6834
          -1.3643          -5.9861         -2.15144          -0.7749
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.3892           -1.151          0.21198          -0.3652
           0.8204           -4.987          0.72327           0.1146
           0.8352            3.663          0.07876           0.1312
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.3503           0.5457          -2.2223          -13.276
          -0.6578           1.0406          -0.3746           -6.249
          -0.4573          -0.8948          -1.1876           -5.976
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.2172          0.38760          -12.448          0.05583
           0.3279          0.05662           -5.551         -0.21885
           0.9179          0.11341           -2.416          0.17631
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.747          0.05386          -0.4251            4.625
            1.060          0.94585          -3.3483            4.117
            0.575          0.21316          -8.1033            3.574
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.6664          -10.370         -10.0582           -6.444
           0.6823            3.936           0.5227           -5.773
          -1.6400           -7.349          -1.9976            2.430
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            6.752          -0.4750          0.03385          -2.0399
           -9.671          -0.2587          0.01159          -0.9356
            1.004          -0.1336         -0.04923          -7.4654
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.037           -6.813           0.8250           -5.216
           -1.058            5.130           0.3058           -2.553
           -1.383           -5.224          -0.2287            2.782
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.062           0.6007            3.647           0.2949
           -4.611           0.2747           -5.476           0.4188
            6.023           1.2552            3.648          -0.2066
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.772           1.5138            4.624            3.385
           -3.164           0.3758            4.465            2.946
            1.084          -0.6386            4.982            1.289
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.486            3.898           -6.096         -0.03598
           -2.440            1.721           -6.465          2.60500
           -1.303            2.446           -5.179          1.79493
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.1594           0.1128            6.320            2.723
           5.0254          -0.2713            7.668            2.952
           9.2744           0.1058           11.087            4.021
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.423        -0.333792          -3.6671         -0.07093
            8.652         0.003697          -0.4763         -0.04297
           11.811         0.163371          -0.9900          0.02103
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          7.23241          -0.4353            7.287         -1.13138
         -4.06115          -0.2484            8.160         -0.06928
         -0.09018          -0.1825            6.505         -1.76374
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.142          0.23328          -0.4302            1.162
            1.079          0.02795           1.0556            1.998
            1.224          0.98791           2.0438            2.603
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.373         -0.29518           -7.803           0.3682
            4.146         -0.05493           -8.012           0.7967
           -2.391         -0.34837           -7.798           0.3664
 rnd_95776.volume rnd_95787.volume
            9.171          -8.9810
          -23.812          -7.6860
           -5.491          -0.4789
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.215 3.007 12.92  8.405 7.548 1.388 3.218 8.405 9.443 6.693 3.791
[2,] 5.751 3.013 13.05  9.132 8.800 1.389 3.275 8.437 9.689 9.191 4.543
[3,] 5.779 3.017 13.62 10.208 9.413 1.467 3.389 8.636 9.803 9.205 4.579
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.778 5.134 10.84 8.478 6.149 8.531 7.069 16.17 8.390 17.19 4.141
[2,] 7.115 5.630 12.15 8.713 6.478 8.721 7.932 17.01 8.862 17.65 4.245
[3,] 7.531 6.316 12.88 9.082 6.997 9.098 8.076 17.77 9.287 17.76 4.520
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.66  8.978 2.086  8.144  8.522 6.082 7.914 2.042 7.842 5.905 2.929
[2,] 22.62  9.977 2.119 10.475 10.153 6.329 8.929 2.049 8.783 6.361 2.975
[3,] 23.11 11.746 2.203 12.713 11.049 6.632 9.992 2.059 9.960 7.047 3.123
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.171 6.978 7.115 6.372 4.922 3.682 1.604 3.945 1.749 5.069 4.956
[2,] 8.601 7.983 8.782 6.485 5.593 3.686 1.604 3.966 1.783 5.476 6.168
[3,] 9.651 8.467 9.370 6.521 5.748 3.704 1.612 3.989 1.919 5.730 6.350
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.121 2.728 4.852 5.871 5.604 3.439 5.709 3.954 2.595 5.265 4.255
[2,] 4.242 2.895 6.081 5.908 5.606 3.441 7.573 4.017 2.743 5.997 5.322
[3,] 4.414 2.923 6.391 6.306 5.802 3.466 7.963 4.060 2.875 7.215 6.062
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.143 2.705 4.966 1.785 3.765 2.067 3.693 4.041 4.304 5.781 2.526
[2,] 5.069 4.620 4.998 1.785 4.751 2.147 3.806 4.047 5.372 7.159 2.632
[3,] 5.598 5.367 5.015 1.786 5.747 2.248 4.181 4.064 5.619 7.233 2.638
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.994 3.472 3.963 1.873 7.097 7.247 5.731 7.641 7.525 8.045 11.58
[2,] 5.566 3.475 5.343 1.970 7.232 7.604 5.785 8.314 7.643 9.114 13.20
[3,] 5.741 3.483 6.269 1.993 7.421 7.828 5.871 8.388 8.025 9.340 14.03
     [,78] [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.212 10.24 4.285  9.623 3.272 2.690 2.033 3.463 3.603  9.939 7.989
[2,] 1.212 11.27 4.679 11.267 3.363 2.901 2.037 5.169 3.614 10.023 8.086
[3,] 1.213 12.11 4.928 12.134 3.393 3.048 2.037 5.342 3.618 10.485 8.231
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97]  [,98]
[1,] 3.643 4.275 5.483 5.756 3.822 2.567 0.7279  8.268 14.18  9.228
[2,] 3.762 4.993 6.054 6.518 3.865 2.585 0.7653  9.377 19.51 10.317
[3,] 3.815 5.237 6.552 7.459 4.105 2.597 0.8128 10.709 20.62 12.197
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]     [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   6.622  3.818   16.41   10.67    9.584   1.762   4.086  10.67  11.99
[2,] 692.485 56.894  517.50 1019.42 1291.457  19.404 174.626 212.18 619.77
[3,] 162.945 45.027 1114.07 1302.21  954.119 134.707 248.822 526.27 425.60
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]
[1,]    8.499   4.814   8.607   6.519   13.77  10.77   7.808  10.83
[2,] 1798.324 714.562 617.852 659.639 1562.77 573.23 581.517 517.46
[3,]  144.385 163.477 704.926 817.259 1226.62 731.62 755.393 740.16
        [,18]   [,19]  [,20]   [,21]   [,22]   [,23]  [,24]   [,25]
[1,]    8.976   20.54  10.65   21.82   5.258   18.62   11.4   2.648
[2,] 1027.397 1503.29 814.92 1150.10 267.320 4916.21 1242.0 106.377
[3,]  432.589 1467.09 792.50  557.39 443.374 1355.19 1770.0 172.899
       [,26]   [,27]   [,28]   [,29]  [,30]    [,31]   [,32]   [,33]
[1,]   10.34   10.82   7.723   10.05  2.594    9.958   7.498   3.719
[2,] 1880.67 1575.27 500.236 1180.80 45.208 1129.138 675.357 148.424
[3,] 2056.32 1244.59 565.582 1280.26 59.021 1341.049 866.154 271.952
       [,34]    [,35]    [,36]   [,37]  [,38]   [,39]  [,40]  [,41]
[1,]   10.38    8.861    9.035   8.092   6.25   4.676  2.037   5.01
[2,]  766.23 1106.970 1469.547 343.688 758.69  46.552  3.937 114.97
[3,] 1249.80  805.393  933.123 196.207 377.52 102.922 44.831 122.86
       [,42]   [,43]    [,44]   [,45]   [,46]    [,47]   [,48]   [,49]
[1,]   2.221   6.436    6.293   5.234   3.465    6.161   7.455   7.117
[2,]  98.824 591.912 1048.397 287.265 276.262 1046.260 189.178  36.069
[3,] 202.371 481.523  430.522 347.578 114.640  561.935 629.731 427.228
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]
[1,]   4.367    7.249   5.021   3.295    6.685   5.403   5.261    3.435
[2,]  31.619 1420.471 201.234 253.909  819.761 912.492 833.563 1069.229
[3,] 119.713  703.242 169.113 245.979 1145.308 828.741 678.595  779.871
       [,58]  [,59]   [,60]   [,61]  [,62]   [,63]   [,64]    [,65]
[1,]   6.306  2.267   4.781   2.625   4.69   5.131   5.465    7.341
[2,] 162.422  3.266 827.381 165.668 262.77  62.197 917.677 1205.646
[3,] 115.232 20.078 923.049 190.012 493.53 107.951 470.520  293.172
       [,66]   [,67]  [,68]    [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   3.207   6.341  4.409    5.032   2.378   9.012   9.202   7.278
[2,] 211.940 702.094 36.431 1023.066 174.505 397.455 657.322 223.955
[3,]  48.141 401.464 69.166  936.367  86.880 474.451 531.739 286.927
       [,74]   [,75]   [,76]  [,77]  [,78] [,79]   [,80]   [,81]   [,82]
[1,]   9.703   9.555   10.22   14.7  1.539    13   5.442   12.22   4.156
[2,] 935.328 382.896 1222.35 1808.2 10.940  1349 536.414 1673.00 220.896
[3,] 317.434 697.793  583.90 1356.1  7.479  1263 441.006 1286.11 129.443
       [,83]  [,84]    [,85]  [,86]  [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   3.416  2.582    4.397  4.575  12.62  10.14   4.626   5.429   6.963
[2,] 310.071 33.086 1095.623 80.884 368.74 356.85 268.347 736.447 732.419
[3,] 266.805  2.996  384.671 46.550 878.43 438.83 179.498 451.482 715.574
        [,92]   [,93] [,94]   [,95]  [,96] [,97]   [,98]
[1,]    7.309   4.853  3.26  0.9243   10.5    18   11.72
[2,]  873.028 164.778 86.39 67.4731 1263.0  3827 1317.23
[3,] 1035.601 394.199 71.89 78.1575 1476.4  1907 1857.24
[1] "--- VAR model 2017-10-02 03:31:00  completed"
[1] "Completed training sample:  2017-10-02 03:31:00 - 2017-10-02 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 04:01:00 - 2017-10-02 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.5573         0.09974        -4.5771       -11.5743
          0.5926        -0.05143        -0.9173       -12.9450
          0.3772        -0.33257         0.4013        -0.5205
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.1797         0.8749            3.058            7.661
       -10.2063         0.2034            2.203            2.775
       -10.8441         0.1307            2.421            4.638
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6982            7.224            1.458           -8.165
           3.0066            5.887            1.471           -5.653
           1.6103            1.623            1.437           -7.218
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.726            2.944           -1.509            30.46
           -6.691            2.403            1.268            27.63
           -6.092            2.979            2.305            29.02
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.06246           5.2090            7.399            8.390
          1.13892          -0.5870            5.255            2.931
          1.31800           0.7196            5.125            2.189
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3818          -0.8817            6.897          -11.429
          -0.8432          -0.5181          -12.684            2.567
           1.0416          -0.2278           -5.238           -6.911
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5568          -14.837          -10.850            2.712
           0.6003            1.924           -4.531            1.492
           0.4597           -6.249           -3.565            1.091
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -12.8414           0.5505          -13.426          -0.9099
         -12.0509           0.2121          -10.859          -4.6421
          -0.8361           0.3212           -5.139          -4.8928
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8454           -7.857           0.3897           -2.687
          -1.8289          -10.974          -9.0043           -7.989
          -1.7740           -9.474         -10.4293          -10.046
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.067          -0.8862          0.38477          0.49506
            2.108          -0.7638          0.29069          0.13088
            1.800          -3.4835          0.07836          0.03307
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          1.13481         -0.08853          -4.5418           -4.149
         -0.12516          0.34852          -0.7203           -7.187
         -0.09407         -0.14651          -3.5119           -5.615
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.191           1.3160           -7.522           -1.643
            2.672           0.3737           -1.238            6.470
            2.476           0.8052           -3.512            3.448
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.98669          0.63760           3.5024            3.874
         -0.01369          0.01186          -0.1445            4.181
         -0.14040          0.04841          -0.6152            4.199
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.680           -6.041         -1.57352          -0.6396
            1.887            8.382          1.86982          -4.7436
           -1.126           -5.440         -0.07612           7.3491
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.352       -0.1933198          0.25259           -2.026
           -1.560       -0.1218397          0.23603           -1.576
            1.361        0.0009171          0.03867           -3.058
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.677           1.7143          -0.7074          -0.9855
           -2.095          -3.3012          -0.7199          -0.3121
           -1.024          -0.4049          -0.3610          -3.4666
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -5.9970           2.0963          -3.2124          -0.2672
           0.4776           0.8694           0.3861          -0.2614
          -3.4704           0.1333          -2.3625          -0.2629
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.1455           0.2464            3.568           -2.847
          -3.1960          -0.4630            4.166           -2.048
           0.3933           0.1006            4.524           -1.715
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9032           0.4059           -1.448           -5.750
          -2.1843          -0.7444            1.458           -2.910
          -1.6950           1.6153            1.955           -1.805
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.186          0.05034            5.099           1.3032
            3.203          0.14828            2.782           0.4552
            2.823          0.05618            2.342           0.7367
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.0560          -0.6069         -0.03925         -0.21105
          -0.4463          -0.4490          1.41725         -0.01828
           2.2877          -0.4155         -0.12481         -0.04604
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.5487           0.1448            4.324          -3.0892
          -0.3529           0.1583            4.722          -0.8167
          -1.0321          -0.4468            6.467          -2.2237
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6515         -0.03504         1.647257          -0.5175
           0.2693         -0.24817        -0.001073          -1.2814
           0.2279          1.26533         1.400800          -0.2517
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2482         -0.74814           -8.632           1.0292
          -4.2397         -0.14056           -7.915           0.3442
          -0.5420          0.09456           -8.452           0.6395
 rnd_95776.volume rnd_95787.volume
            35.16         -13.2158
           -17.48           0.9104
            13.92          -7.5445
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 5.355 3.217 13.17  8.549 7.467 1.494 3.358 8.222  9.633 6.879 3.885
[2,] 5.952 3.227 13.28  9.315 8.779 1.498 3.437 8.282  9.919 9.207 4.631
[3,] 5.981 3.235 13.78 10.437 9.501 1.564 3.582 8.387 10.049 9.267 4.676
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.255 5.256 10.89 8.392 6.327 8.709 7.167 16.54 8.631 17.35 4.287
[2,] 7.609 5.743 12.19 8.728 6.675 8.911 8.050 17.74 9.110 17.79 4.385
[3,] 8.310 6.393 12.90 9.177 7.210 9.282 8.259 18.80 9.584 17.88 4.649
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.89  9.223 2.233  8.331  8.696 6.189  8.046 2.160  8.034 6.054
[2,] 23.26 10.205 2.283 10.653 10.379 6.402  9.134 2.168  9.087 6.486
[3,] 23.72 12.072 2.328 12.980 11.326 6.722 10.191 2.176 10.381 7.161
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 2.996 8.376 7.172 7.221 6.663 5.138 3.950 1.670 4.145 1.837 5.304
[2,] 3.031 8.833 8.206 8.923 6.754 5.866 3.954 1.670 4.160 1.864 5.704
[3,] 3.183 9.942 8.711 9.584 6.791 5.941 3.974 1.674 4.190 1.993 5.970
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.176 4.342 2.847 5.005 6.091 5.897 3.655 5.911 4.218 2.703 5.446
[2,] 6.452 4.447 3.029 6.309 6.137 5.898 3.656 7.870 4.281 2.855 6.222
[3,] 6.646 4.646 3.060 6.642 6.556 6.126 3.667 8.247 4.336 2.977 7.477
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.466 4.413 2.834 5.281 1.829 4.036 2.149 3.813 4.231 4.495 5.932
[2,] 5.518 5.149 4.941 5.319 1.829 5.053 2.236 3.937 4.241 5.568 7.352
[3,] 6.263 5.688 5.585 5.326 1.830 6.060 2.348 4.345 4.255 5.821 7.453
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.611 5.202 3.766 4.082 1.938 7.374 7.528 6.094 7.999 8.070 8.231
[2,] 2.741 5.877 3.774 5.612 2.039 7.486 7.870 6.133 8.724 8.196 9.297
[3,] 2.743 6.065 3.779 6.532 2.066 7.679 8.124 6.210 8.801 8.514 9.529
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 11.81 1.321 10.61 4.371  9.80 3.365 2.805 2.238 3.614 3.816 10.40
[2,] 13.43 1.322 11.71 4.770 11.53 3.451 3.039 2.241 5.247 3.831 10.47
[3,] 14.25 1.323 12.69 4.979 12.36 3.486 3.196 2.241 5.437 3.835 10.93
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97]  [,98]
[1,] 8.352 3.714 4.305 5.520 5.794 3.985 2.983 0.7691  7.845 15.28  9.502
[2,] 8.476 3.833 5.052 6.092 6.547 4.037 2.987 0.8056  8.968 20.51 10.562
[3,] 8.543 3.887 5.301 6.608 7.504 4.344 3.053 0.8540 10.324 21.31 12.517
Root mean square errors of predictions:  
      [,1]   [,2]   [,3]    [,4]     [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   6.8  4.086  16.73   10.86    9.482   1.897   4.265  10.44  12.23
[2,] 663.4 63.328 439.19  943.64 1178.165  30.190 186.285 255.33 602.92
[3,] 148.5 58.921 935.15 1201.77  927.131 114.540 257.457 337.92 411.27
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]
[1,]    8.735   4.933   9.213   6.674   13.83  10.66   8.035  11.06
[2,] 1561.980 643.392 585.692 590.856 1397.12 612.41 542.602 481.39
[3,]  267.472 165.685 852.613 716.667 1076.63 723.63 695.369 663.46
       [,18] [,19]  [,20]   [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   9.101    21  10.96   22.03   5.444   18.91   11.71   2.835   10.58
[2,] 935.352  1641 743.83 1005.75 235.241 4561.83 1115.31 121.074 1694.61
[3,] 471.724  1585 759.74  448.49 394.505 1177.36 1646.04 116.235 1892.75
       [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]   [,34]
[1,]   11.04   7.859   10.22  2.743   10.2   7.687   3.804   10.64
[2,] 1446.45 418.204 1103.62 45.184 1083.9 594.202 116.960  715.76
[3,] 1156.93 522.924 1153.36 49.797 1280.8 774.451 248.248 1164.55
        [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]   [,42]
[1,]    9.107    9.17   8.461   6.525   5.016  2.121   5.264   2.333
[2,] 1017.895 1337.83 281.761 722.297  45.013  1.747  88.348  80.407
[3,]  746.127  892.68 180.660 240.230 101.276 28.660 127.580 180.238
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   6.736   6.573   5.513   3.615   6.355   7.735   7.488  4.641
[2,] 535.721 983.069 245.844 264.362 980.447 191.941  32.024 22.073
[3,] 449.578 407.040 343.654 109.292 529.735 588.201 422.973 71.828
        [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    7.506   5.356   3.433    6.916   5.671   5.604    3.598   6.706
[2,] 1326.287 188.165 234.687  768.098 827.283 677.087 1033.025 161.090
[3,]  629.286 174.285 215.290 1058.017 756.051 616.499  664.660  69.362
      [,59]   [,60]   [,61]   [,62]  [,63]   [,64]    [,65]   [,66]
[1,]  2.323   5.125   2.729   4.842  5.373   5.708    7.533   3.315
[2,]  6.183 776.034 157.504 250.086 71.814 838.749 1108.268 212.830
[3,] 16.341 853.780 183.208 468.994 90.598 433.138  312.548  28.499
       [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]  [,75]
[1,]   6.605  4.782   5.184   2.461   9.364   9.559   7.738  10.16  10.25
[2,] 697.979 65.472 982.979 161.339 330.233 586.518 175.788 889.05 365.39
[3,] 382.952 45.072 852.756  85.938 435.762 514.105 249.456 295.85 588.45
       [,76] [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]
[1,]   10.45    15  1.678   13.47   5.551   12.44   4.272   3.562  2.841
[2,] 1103.12  1634  9.194 1263.77 487.202 1548.51 196.451 298.512 32.884
[3,]  534.28  1215 12.859 1249.75 364.614 1142.28 124.719 252.858  3.814
       [,85]  [,86] [,87]  [,88]   [,89]   [,90]  [,91]   [,92]  [,93]
[1,]   4.589  4.846  13.2  10.61   4.716   5.467   7.01   7.358   5.06
[2,] 971.123 87.384 319.3 369.75 242.773 674.742 657.34 777.716 166.03
[3,] 363.145 43.254 800.7 271.61 163.688 409.307 653.46 936.033 409.51
       [,94]   [,95]    [,96]  [,97]   [,98]
[1,]   3.787  0.9766    9.962   19.4   12.07
[2,]  42.256 61.2519 1108.766 3492.3 1177.18
[3,] 160.653 72.2787 1305.750 1473.6 1714.68
[1] "--- VAR model 2017-10-02 04:01:00  completed"
[1] "Completed training sample:  2017-10-02 04:01:00 - 2017-10-02 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 04:31:00 - 2017-10-02 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.4792          0.4896         -2.656         -2.385
          2.2594          0.4316         -5.999         -5.355
          2.4796          0.1868         -3.995         -8.047
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.760         0.6274          0.46488            5.556
         -3.641         0.9390         -0.08019            1.666
         -6.132         0.6254          0.21953            1.889
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.094           1.7322          -0.8664           -13.29
            2.546           5.2249           1.8064           -11.23
            1.185           0.9614           0.4174           -12.17
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.703         -0.05798           -3.029            33.27
           -3.813          0.41386           -1.404            31.17
           -3.436          1.80258            1.038            29.56
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.5484           2.6122          -0.8873          5.87033
          -2.1983          -2.1833          -1.9372          0.26162
          -0.7016          -0.8755          -2.2601          0.07833
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.514            3.287          -23.481           -5.155
           -2.955            6.999           -5.971           -8.012
           -3.266            5.532          -12.533           -3.608
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.7542           -5.862           -9.444            5.512
           0.3780          -10.134           -8.663            3.873
           0.4928           -2.798           -7.144            2.754
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.105          0.37053          -0.2676           -5.743
           -5.925         -0.04075          -8.8817           -5.879
           -8.574         -0.12417          -8.3095           -5.627
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7013           -2.442          -7.6386          -10.781
          -1.2225           -8.559          -0.7392           -2.954
          -0.9552           -7.004          -6.3702           -8.067
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1109            1.286           0.1995          -0.2558
          -0.2740            3.753           0.5783           0.3690
          -0.4100            2.037           0.2221           0.2428
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.2961           1.0845           -4.959           -22.20
          -0.7585           0.4480           -4.267           -12.69
          -1.4149           0.6116           -1.173           -10.82
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.514           0.2747          -11.552           0.7079
            1.091           0.4517          -12.098          -2.5247
            0.734           0.3071           -7.669          -0.3531
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.244         -0.20571          -16.386            1.796
            6.263         -0.42955           -5.892            1.297
            3.518          0.01444           -8.352            1.375
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.8275           -3.666            2.659          -0.5013
          -0.9098           -9.890           -9.371          -5.6753
          -0.7871           -3.540           -3.113          -6.2751
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.207           0.7382          -0.1064           5.7028
            1.398           0.3392           0.1348          -0.9511
           -8.792           0.1849           0.1066          -2.0020
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.6199           4.0661           0.5878           3.1871
          -0.7845           1.1744           1.3008           4.1430
          -1.7180           0.1437           0.4847           0.1777
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.090           0.4383           -2.033         -0.04062
            4.323           0.4985            4.093         -0.44580
            2.395           0.4586            2.858         -0.31914
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.326           1.5282            5.741           0.9371
            3.417          -0.2920            5.402           0.8415
            4.395           0.5507            5.679           0.7718
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.3142          -0.7242            1.421            5.297
           1.2394           2.9347            1.954            1.924
           0.3214           2.3970            2.807            3.113
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.913         -0.13267            7.831          -0.2746
            6.003          0.05627            7.698          -0.1433
            4.380          0.09836            7.326           0.3153
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            0.337          -0.4941            0.662          0.40695
            4.240          -0.6405           -3.370          0.12681
            5.099          -0.3367           -1.260         -0.05147
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.405           0.9201            6.727           0.6479
            1.927           0.2541            6.360          -0.7375
            2.805           0.2037            4.229           0.9276
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2742           1.9104            1.526            1.878
           0.8880           0.7455            2.114            2.194
           1.0627           1.8216            1.345            1.745
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.8924          -0.3710           -9.011          -1.2628
           2.5618          -0.7039           -8.792          -0.9289
           0.2898          -0.3473           -9.146          -1.3333
 rnd_95776.volume rnd_95787.volume
           -21.49           -6.451
           -11.24           -9.470
           -19.66           -3.719
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 5.528 3.456 13.49  8.612 7.582 1.562 3.405 8.720  9.771 6.976 4.031
[2,] 6.151 3.457 13.59  9.434 8.955 1.566 3.478 8.871 10.055 9.508 4.808
[3,] 6.186 3.472 14.01 10.633 9.714 1.637 3.630 9.005 10.192 9.624 4.864
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.382 5.315 10.89 8.497 6.459 8.945 7.331 17.10 8.811 17.57 4.449
[2,] 7.776 5.791 12.22 8.852 6.811 9.089 8.261 18.24 9.326 17.97 4.551
[3,] 8.542 6.469 12.99 9.344 7.335 9.483 8.463 19.21 9.832 18.04 4.834
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.20   9.5 2.357  8.543  8.847 6.469  8.138 2.281  8.113 6.262 3.104
[2,] 23.89  10.5 2.399 10.872 10.588 6.708  9.260 2.286  9.194 6.719 3.145
[3,] 24.29  12.3 2.441 13.243 11.565 7.050 10.380 2.292 10.585 7.414 3.322
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.584 7.287 7.438 6.789 5.326 4.323 1.789 4.313 1.919 5.514 5.350
[2,]  9.033 8.376 9.213 6.872 6.108 4.324 1.790 4.321 1.948 5.944 6.766
[3,] 10.194 8.890 9.878 6.905 6.284 4.348 1.794 4.361 2.075 6.233 7.005
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.612 2.921 5.208 6.206 6.227 3.705 6.121 4.683 2.800 5.625 4.628
[2,] 4.725 3.111 6.566 6.256 6.231 3.706 8.177 4.804 2.957 6.459 5.739
[3,] 4.884 3.137 6.924 6.667 6.474 3.716 8.571 5.103 3.081 7.770 6.543
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.446 2.903 5.500 1.858 4.140 2.218 4.049 4.409 4.692 6.177 2.734
[2,] 5.370 5.050 5.545 1.858 5.238 2.294 4.136 4.419 5.837 7.755 2.872
[3,] 5.985 5.782 5.553 1.859 6.318 2.411 4.546 4.428 6.077 7.834 2.877
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.481 4.019 4.309 2.049 7.682 7.688 6.374 8.232 8.191 8.468 12.18
[2,] 6.191 4.027 5.872 2.158 7.821 8.046 6.418 9.011 8.325 9.580 13.70
[3,] 6.364 4.032 6.851 2.187 7.915 8.283 6.487 9.077 8.638 9.816 14.57
     [,78] [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.385 11.00 4.572  9.997 3.478 2.925 2.432 3.893 4.020 10.65 9.080
[2,] 1.385 12.09 4.971 11.797 3.568 3.172 2.433 5.467 4.027 10.72 9.137
[3,] 1.386 13.16 5.191 12.638 3.602 3.343 2.434 5.661 4.032 11.18 9.392
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.747 4.330 5.549 5.818 4.117 3.121 0.7812 7.190 15.98  9.771
[2,] 3.876 5.070 6.117 6.566 4.174 3.123 0.8121 8.174 21.21 10.828
[3,] 3.928 5.385 6.639 7.522 4.464 3.180 0.8736 9.349 22.02 12.751
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]     [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.02  4.389  17.13   10.94    9.629   1.984   4.324  11.07  12.41
[2,] 611.63 17.233 380.07  873.01 1080.498  25.709 161.552 368.96 538.45
[3,] 149.49 73.232 775.09 1112.80  853.763 107.504 235.125 351.24 377.48
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]  [,18]
[1,]    8.859   5.119   9.374   6.749   13.83  10.79   8.202  11.36   9.31
[2,] 1464.968 594.300 553.978 521.582 1257.71 562.80 489.897 365.63 863.48
[3,]  338.067 165.925 801.895 653.754  998.57 678.45 617.660 613.64 416.67
       [,19]  [,20]  [,21]   [,22]  [,23]   [,24]   [,25]   [,26]   [,27]
[1,]   21.72  11.19  22.31   5.649   19.3   12.06   2.993   10.85   11.23
[2,] 1440.97 692.67 861.74 217.636 4180.7 1013.59 100.570 1525.23 1319.00
[3,] 1363.64 706.70 340.87 369.527  989.9 1454.78 102.367 1714.74 1055.29
       [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]    [,36]
[1,]   8.214   10.33  2.897   10.3   7.952   3.942   10.9   9.253    9.445
[2,] 402.592 1001.96 34.511  980.7 552.313 114.608  637.8 936.736 1232.913
[3,] 492.470 1063.70 36.203 1189.6 710.573 242.656 1071.3 675.697  807.929
       [,37]   [,38]  [,39]  [,40]   [,41]   [,42]   [,43]   [,44]   [,45]
[1,]   8.621   6.764   5.49  2.272   5.477   2.436   7.002   6.793   5.857
[2,] 240.961 678.019  23.41  7.895  60.101  76.262 502.998 939.585 233.008
[3,] 152.928 334.564 102.88 29.754 133.723 161.922 425.896 411.133 279.717
       [,46]   [,47]  [,48]   [,49]  [,50]    [,51]   [,52]   [,53]
[1,]   3.709   6.614   7.88   7.908  4.705    7.773   5.947   3.555
[2,] 243.217 906.694 180.42  49.481 15.048 1229.458 242.158 216.020
[3,]  90.542 498.666 522.24 398.211 63.105  583.169 390.573 195.991
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   7.142   5.876   5.645   3.687   6.984  2.359   5.257   2.817
[2,] 720.122 769.909 683.036 937.023 160.166  3.771 727.852 132.657
[3,] 979.551 712.614 599.529 638.825  66.805 11.613 800.973 168.402
       [,62]  [,63]   [,64]    [,65]   [,66]   [,67]  [,68]   [,69]
[1,]   5.141  5.599   5.959    7.844   3.472   6.959  5.104   5.472
[2,] 191.568 67.465 787.326 1063.161 199.286 652.958 56.893 904.621
[3,] 428.097 61.041 383.140  251.691  38.778 334.446 43.740 800.187
       [,70]   [,71]   [,72]   [,73]  [,74] [,75]   [,76]   [,77]  [,78]
[1,]   2.602   9.755   9.763   8.094  10.45  10.4   10.75   15.46  1.759
[2,] 153.117 332.526 537.716 168.811 830.70 337.2 1016.22 1424.27  1.500
[3,]  81.167 277.017 446.110 214.267 248.22 522.4  485.17 1125.62 12.536
       [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]
[1,]   13.97   5.806   12.69   4.417   3.714  3.088   4.943  5.105  13.52
[2,] 1135.32 442.818 1420.19 180.633 278.467 21.383 870.507 52.553 289.74
[3,] 1183.35 339.045 1028.18 111.128 239.644 11.778 333.069 44.509 720.42
      [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]  11.53   4.759   5.499   7.047   7.388   5.228   3.963  0.9919
[2,] 232.15 224.560 598.090 583.643 690.207 156.360  29.668 50.3397
[3,] 493.13 144.883 411.746 585.284 832.543 358.717 135.279 73.0448
       [,96]  [,97]   [,98]
[1,]    9.13   20.3   12.41
[2,]  881.76 3163.6 1058.60
[3,] 1029.32 1342.0 1527.09
[1] "--- VAR model 2017-10-02 04:31:00  completed"
[1] "Completed training sample:  2017-10-02 04:31:00 - 2017-10-02 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 05:01:00 - 2017-10-02 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -5.332          0.2428        -0.5391        -0.8436
           2.290          0.4779        -2.5150         1.9687
           1.036          0.1587        -2.3279        -5.8761
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.798         0.7209           0.3537           0.1547
         -2.076         0.6118           1.2032          -0.4591
          1.212         0.3898           0.3127          -0.5004
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.2446           2.9796           0.1739           -16.76
          -0.6779          -0.8275           0.6024           -17.33
          -1.1877          -0.4331           0.1770           -16.60
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.940           -7.579          -0.3673            25.48
           -5.503           -8.077          -3.4693            23.77
           -5.015           -9.941          -1.9840            23.60
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.128           0.5905            7.924           13.968
           -3.630          -2.6003            6.077            6.633
           -4.696          -2.9099            6.447            6.290
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.1153           0.3435          -16.617            0.723
           0.1837          -1.0241           -0.742           -4.803
          -1.1838          -0.4146           -3.736            1.403
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.8662          3.66250            3.206           3.0049
           0.5355         -6.77450           -3.854           0.7445
           0.4490         -0.02094           -1.665           1.3491
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.401         0.204677           -1.221          -0.7695
            1.593        -0.004888            2.555           0.6463
           -5.148         0.289260           -3.776           1.3498
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8973          -4.4108          -7.9451          -7.3246
          -0.0598           0.3904          -0.6511          -4.0038
          -0.3081          -0.9376           2.2000          -0.5037
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3581          -1.4853          -0.6439          0.19244
           0.2542          -0.2152          -0.4694         -0.17728
           0.4791           1.0920          -0.1129         -0.02092
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3043         -0.02466           -4.122          -17.803
           0.5578         -0.13234           -2.813           -7.652
           0.1664          0.08995           -1.214           -7.052
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.589           0.9181           -3.110           2.3695
            2.293           1.0170          -10.396          -0.5326
            2.573           0.6834           -3.208           0.9050
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          1.07739         -0.29977           -9.162            8.484
         -0.06693          0.12562            1.974            6.529
          0.48648         -0.01735           -6.488            4.993
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.95365          -11.578           -4.305           4.7218
         -0.31678           -2.822           -4.983          -9.3245
         -0.06604            1.230            1.232          -0.4121
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.462         0.018360          0.06047           -3.369
           -3.350         0.062615          0.08040            6.091
           -5.082         0.008675         -0.03214           -7.745
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2849          -0.1920           0.7434           -3.047
          -1.1701           0.3451           0.5458           -1.138
          -0.9509           1.0448           0.1890            3.044
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -8.45037         0.734006          -6.9246           0.1012
          0.09006         0.413248          -0.7591          -0.7043
          0.47118        -0.005598          -0.8154          -0.4640
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.532          -1.0851            3.800            1.131
           -2.912          -0.8084            2.033            1.217
           -1.164          -0.2199            1.840            1.149
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1117          -7.3118            1.147            4.464
           0.1085           2.9439            2.379           -1.786
          -0.2034           0.5835            1.832            2.499
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.984          0.03507           -4.093           -3.453
           -7.433         -0.17275           -3.403           -2.692
           -8.177          0.08020           -5.443           -2.726
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.568         -0.08100          -1.4729          0.21956
           -2.869         -0.15778          -1.8675          0.06342
          -10.152         -0.04213           0.1102         -0.03940
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.6603           0.7637           0.1154            3.914
           0.9315           0.2305          -2.3482            1.693
          -0.7127           0.4055           1.0462           -1.139
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.1195         0.094750           -2.228           -2.388
           0.3155        -1.875593           -1.593           -2.474
          -0.2689         0.009393           -2.168           -2.382
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.66458          0.02211           -9.446           0.8048
          0.03457          0.19601           -9.193           0.5350
          0.82656          0.16715           -8.816           0.4856
 rnd_95776.volume rnd_95787.volume
           -4.842           0.6205
            1.037          -5.4528
          -15.651           1.1787
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.669 3.537 13.70  8.736 7.736 1.605 3.467 8.822 10.02 7.140 4.096
[2,] 6.297 3.538 13.77  9.590 9.159 1.611 3.538 8.978 10.29 9.677 4.936
[3,] 6.321 3.553 14.08 10.826 9.940 1.678 3.689 9.121 10.44 9.794 4.992
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.522 5.387 11.00 8.803 6.647 9.108 7.412 17.76  9.185 17.68 4.979
[2,] 7.959 5.853 12.31 9.160 7.061 9.254 8.427 18.61  9.698 17.98 5.099
[3,] 8.728 6.528 13.07 9.629 7.638 9.647 8.636 19.66 10.245 18.01 5.366
     [,23]  [,24] [,25] [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.43  9.863 2.455  8.75  9.131 6.608  8.277 2.319  8.253 6.454 3.186
[2,] 24.49 10.822 2.498 11.09 10.843 6.808  9.481 2.323  9.444 6.888 3.231
[3,] 24.79 12.691 2.540 13.56 11.874 7.150 10.643 2.328 10.801 7.611 3.431
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.771 7.420  7.58 6.978 5.562 4.719 1.862 4.474 2.074 5.702 5.495
[2,]  9.159 8.550  9.41 7.044 6.435 4.722 1.862 4.484 2.082 6.165 7.012
[3,] 10.366 9.076 10.06 7.080 6.572 4.766 1.865 4.512 2.198 6.454 7.298
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.752 2.998 5.328 6.386 6.462 3.853 6.215 4.993 2.891 5.754 4.790
[2,] 4.866 3.209 6.830 6.432 6.465 3.853 8.256 5.099 3.057 6.571 5.889
[3,] 5.021 3.233 7.207 6.851 6.712 3.862 8.690 5.447 3.184 7.908 6.676
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.650 2.987 5.683 1.919 4.296 2.274 4.195 4.485 4.843 6.347 2.870
[2,] 5.554 5.244 5.732 1.919 5.486 2.350 4.299 4.494 5.981 7.949 3.014
[3,] 6.196 5.967 5.737 1.920 6.595 2.488 4.761 4.503 6.246 8.020 3.017
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.656 4.243 4.460 2.211 7.924 7.805 6.719 8.451 8.474 8.573 12.34
[2,] 6.420 4.250 6.087 2.314 7.974 8.138 6.764 9.263 8.630 9.745 13.87
[3,] 6.592 4.253 7.021 2.343 8.132 8.356 6.804 9.299 8.869 9.967 14.74
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.465 11.17 4.693 10.08 3.562 3.092 2.524 4.160 4.088 11.08 9.324
[2,] 1.465 12.24 5.098 11.98 3.652 3.319 2.526 5.795 4.094 11.17 9.385
[3,] 1.466 13.32 5.303 12.82 3.682 3.470 2.526 5.993 4.100 11.57 9.644
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.777 4.364 5.587 5.843 4.309 3.255 0.8071 6.683 16.56 10.13
[2,] 3.883 5.115 6.153 6.579 4.348 3.255 0.8381 7.574 21.91 11.13
[3,] 3.930 5.428 6.682 7.555 4.645 3.321 0.9004 8.624 22.83 13.10
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]    [,4]     [,5]   [,6]    [,7]  [,8]   [,9]
[1,]   7.199  4.491  17.4   11.09    9.824  2.038   4.402  11.2  12.72
[2,] 579.657 19.379 288.9  837.11 1037.309 28.039 149.433 353.1 495.05
[3,] 117.876 67.838 623.3 1062.66  817.126 99.418 221.497 340.4 373.19
        [,10]   [,11]   [,12]  [,13]   [,14]  [,15]   [,16]  [,17]   [,18]
[1,]    9.066   5.201   9.552   6.84   13.97  11.18   8.441  11.57   9.412
[2,] 1382.022 582.802 550.183 484.35 1170.54 535.89 504.104 346.69 848.373
[3,]  319.454 158.203 757.939 611.44  929.13 628.53 616.081 576.92 399.493
       [,19]  [,20]  [,21]   [,22]  [,23]   [,24]  [,25]   [,26]   [,27]
[1,]   22.55  11.66  22.45   6.323   19.6   12.52  3.118   11.11   11.59
[2,] 1178.29 658.57 693.73 232.520 4024.0  942.31 97.045 1440.98 1237.37
[3,] 1338.21 698.89 227.73 353.527  811.1 1402.73 97.562 1653.06 1023.75
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   8.391   10.51  2.944   10.48   8.195   4.045   11.14   9.423
[2,] 346.860  978.48 31.103  971.01 509.563 114.398  557.82 898.534
[3,] 462.189 1023.05 31.669 1109.01 684.793 243.766 1027.04 644.426
        [,36]  [,37]   [,38]   [,39]  [,40]   [,41]   [,42]   [,43]
[1,]    9.625   8.86   7.062   5.993  2.364   5.681   2.634   7.241
[2,] 1179.855 203.48 684.928  32.437 10.520  62.418  37.282 496.051
[3,]  752.260 152.43 282.483 137.606 22.030 106.946 149.442 404.046
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]    [,51]
[1,]   6.978   6.034   3.807   6.766   8.109   8.205  4.893    7.892
[2,] 921.685 221.233 242.336 904.140 162.593  41.396  4.109 1149.783
[3,] 427.787 262.709  81.866 486.473 499.092 381.649 53.372  573.959
      [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   6.34   3.672   7.307   6.082   5.905   3.793   7.217  2.437   5.456
[2,] 218.67 210.323 671.389 724.737 642.617 911.776 157.094  7.207 721.834
[3,] 405.25 188.021 930.865 665.547 581.048 602.506  53.541 10.789 774.240
       [,61]   [,62]  [,63]  [,64]   [,65]   [,66]   [,67]  [,68]   [,69]
[1,]   2.887   5.327  5.695   6.15    8.06   3.645   7.182  5.388   5.664
[2,] 125.274 199.568 60.030 742.41 1012.46 195.041 642.623 52.578 876.277
[3,] 172.767 432.636 61.286 381.06  224.44  28.407 316.851 31.429 740.194
       [,70]  [,71]   [,72]   [,73]  [,74]  [,75]  [,76]   [,77] [,78]
[1,]   2.807  10.06   9.911   8.533  10.73  10.76  10.89   15.68 1.861
[2,] 144.990 188.20 487.626 164.878 802.45 345.32 980.26 1336.87 5.082
[3,]  77.698 337.33 401.147 156.168 172.41 432.50 442.45 1056.62 7.378
       [,79]  [,80]  [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]
[1,]   14.18   5.96   12.8   4.523   3.926  3.206   5.283  5.191  14.07
[2,] 1056.49 421.32 1370.7 169.913 255.654 17.686 853.613 46.642 292.47
[3,] 1114.37 308.43  962.3  99.401 213.940  9.686 322.984 47.620 637.45
      [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]  [,95]   [,96]
[1,]  11.84   4.796   5.542   7.095   7.419   5.472   4.133  1.025   8.487
[2,] 226.89 191.402 564.480 545.208 639.589 123.250   5.317 47.819 754.112
[3,] 469.49 127.418 384.439 551.194 785.831 345.400 139.411 69.626 872.572
       [,97]   [,98]
[1,]   21.02   12.87
[2,] 3034.80  971.27
[3,] 1359.42 1462.25
[1] "--- VAR model 2017-10-02 05:01:00  completed"
[1] "Completed training sample:  2017-10-02 05:01:00 - 2017-10-02 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 05:31:00 - 2017-10-02 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2087         -0.3906        3.06739         12.517
          0.9447          0.4916        0.36957         -1.334
          0.4420         -0.1027       -0.06278         -2.945
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -3.37545        0.62146           0.8843            6.437
        7.57472        0.19810           0.2020            3.626
       -0.06515        0.04739           0.3784            6.475
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           4.7977           -1.200         0.116630           -13.15
          -0.3442            5.696         1.671977           -14.98
           2.7498            2.741         0.001972           -19.95
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.3766          -4.2660         -4.75877            28.00
          -0.4932           2.0910         -1.80402            28.83
          -0.6143          -0.1246          0.01395            28.27
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -6.3463          2.18338             9.81           10.848
          -1.8185         -3.89049            10.12            8.586
          -0.4439         -0.07475             7.32            8.177
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -0.175          -0.3841          -9.6535           -3.998
            0.291          -0.3257           8.2175           -2.132
           -1.122          -0.1363          -0.7216            3.251
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.42734           -3.374           0.5591           0.9097
         -0.15936           -3.681          -4.3799          -1.0352
          0.01842            3.627          -0.4241          -0.1185
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           10.703          -0.7241           10.328           -5.406
           -2.220          -0.6596            1.499           -4.138
           -2.886          -0.6447           -3.317           -3.070
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2766            1.485          -5.8492           -4.324
           1.1031            4.753           9.5871            3.446
          -0.5632           -3.390           0.9702            1.204
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.3475          -2.9484           0.1945          -0.1842
          -0.7689          -0.3028          -1.4980          -0.4663
          -0.3958          -8.1837          -0.2803          -0.2465
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.091         -0.21542           -8.132           6.3231
           -1.180          0.02606           -1.831          -8.3178
           -1.143         -0.17346            3.572           0.8691
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.987           0.8760            4.691            2.683
            2.157           0.6355            1.796            2.571
            2.097           0.6113           -2.799            0.828
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.9345           0.4270            4.095            7.708
           1.2617           0.5012            5.001            8.991
           0.2614           0.2458            3.399            9.310
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5902            4.590            3.933           -5.592
           0.8205            4.251            2.627            3.850
           0.5687            2.778            2.875            3.500
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -18.061          -1.4178          0.19347           -2.404
            3.887          -0.4001          0.22207          -12.847
            2.748          -0.3289          0.06512            6.020
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.967           0.6265           1.2005           -3.792
           -4.316          -8.3114           0.8026            1.298
           -4.135          -0.7453           0.7567           -8.001
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.926           2.0917          -6.3926           0.2921
            1.499           0.3369          -0.9376          -0.4871
           -8.019           0.1852          -4.1995          -0.5172
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -0.892         -0.74598            2.952          -0.3726
           -2.246         -0.77880            2.504          -0.2411
            1.370         -0.09204            3.770          -0.2773
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6728           1.7230            2.267          -0.3487
          -0.8458           0.6885            3.109           0.3483
          -1.1937           0.8795            3.260           0.3117
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.076        -0.123959            7.239           0.6139
            3.837         0.065884           11.224           0.6696
            5.822         0.007059           15.230           1.0867
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.801           0.3376           1.3344         -0.24970
            6.616           0.1117           0.4323          0.01607
            6.035           0.3203           1.0965          0.03757
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.655          0.03131            2.717            2.349
           -3.955          0.25708            4.382           -1.054
           -2.793          0.08613            5.323           -1.386
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.29269          -1.5838          -0.8944           -1.368
          0.02461          -1.3979          -1.0671           -1.575
          0.52775          -0.3627          -0.8802           -1.481
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.7875          -1.2356           -9.188            4.533
          -6.3091          -0.0219           -9.056            5.154
          -1.6692          -0.0742           -9.080            4.935
 rnd_95776.volume rnd_95787.volume
           13.387           -4.794
            9.557           -2.313
            6.692            3.733
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.849 3.675 13.85  8.894  7.860 1.701 3.482 8.653 10.23 7.190 4.100
[2,] 6.497 3.675 13.90  9.743  9.318 1.706 3.556 8.800 10.51 9.565 4.973
[3,] 6.523 3.698 14.13 11.059 10.085 1.775 3.706 8.871 10.63 9.685 5.028
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.714 5.426 10.92 8.448 6.669 9.162 7.511 17.87  9.374 18.00 5.171
[2,] 8.200 5.893 12.26 8.833 7.082 9.307 8.524 18.72  9.847 18.24 5.297
[3,] 8.954 6.580 12.98 9.295 7.637 9.677 8.716 19.77 10.376 18.25 5.584
     [,23] [,24] [,25] [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.71 10.02 2.532  8.84  8.963 6.654  8.422 2.467  8.309 6.657 3.283
[2,] 25.21 10.99 2.578 11.21 11.052 6.856  9.604 2.477  9.438 7.092 3.353
[3,] 25.44 12.87 2.618 13.72 12.113 7.217 10.831 2.482 10.872 7.856 3.516
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.808 7.522  7.630 7.235 5.688 4.845 1.907 4.582 2.111 5.842 5.681
[2,]  9.154 8.689  9.442 7.295 6.600 4.850 1.909 4.596 2.119 6.310 7.180
[3,] 10.359 9.179 10.045 7.308 6.657 4.901 1.914 4.617 2.232 6.607 7.488
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.962 3.057 5.573 6.451 6.764 3.885 6.495 5.227 2.992 5.931 4.972
[2,] 5.046 3.279 7.173 6.502 6.764 3.919 8.634 5.341 3.152 6.754 6.146
[3,] 5.259 3.299 7.530 6.889 7.013 3.954 9.081 5.711 3.265 8.092 6.985
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.809 3.117 5.838 1.954 4.492 2.360 4.337 4.648 4.964 6.874 2.945
[2,] 5.749 5.469 5.890 1.954 5.663 2.444 4.444 4.656 6.165 8.648 3.097
[3,] 6.433 6.215 5.894 1.956 6.859 2.587 4.922 4.663 6.449 8.718 3.101
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.868 4.369 4.694 2.303 8.025 7.966 6.925 8.536 8.657 8.519 12.33
[2,] 6.653 4.378 6.275 2.399 8.070 8.285 6.960 9.368 8.791 9.694 13.77
[3,] 6.855 4.379 7.211 2.426 8.236 8.500 6.992 9.399 9.063 9.867 14.69
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.560 11.36 4.740 10.09 3.632 3.181 2.619 4.303 4.241 11.26 9.564
[2,] 1.560 12.28 5.108 11.95 3.713 3.397 2.619 5.907 4.242 11.36 9.631
[3,] 1.563 13.30 5.278 12.73 3.744 3.543 2.620 6.085 4.256 11.75 9.865
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.797 4.373 5.602 5.854 4.394 3.419 0.8523 6.100 17.33 10.28
[2,] 3.904 5.130 6.160 6.581 4.428 3.419 0.8880 6.970 22.57 11.27
[3,] 3.952 5.443 6.703 7.571 4.741 3.495 0.9573 8.098 23.55 13.24
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]  [,6]    [,7]   [,8]   [,9]
[1,]   7.427  4.667  17.59   11.29   9.981  2.16   4.422  10.99  12.99
[2,] 543.712  3.739 215.71  764.51 961.680 26.12 139.069 307.25 460.30
[3,] 111.416 79.084 491.93 1005.43 741.387 94.12 200.282 216.39 311.78
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]   [,18]
[1,]    9.13   5.207   9.795   6.891   13.87  10.73   8.469  11.63   9.538
[2,] 1212.57 540.865 534.596 441.683 1071.03 496.03 457.945 314.68 774.693
[3,]  291.66 143.014 691.052 562.417  816.94 556.52 549.206 509.46 349.251
       [,19] [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]   [,27]
[1,]   22.69  11.9  22.86   6.567   19.94   12.72  3.215   11.23   11.38
[2,] 1071.96 579.4 564.37 220.206 3789.39  869.97 93.575 1325.49 1242.69
[3,] 1220.86 628.4  83.28 340.113  661.46 1284.95 88.053 1521.26  952.67
       [,28] [,29]  [,30]   [,31]   [,32]   [,33]  [,34]   [,35]    [,36]
[1,]   8.449  10.7  3.132   10.55   8.453   4.169  11.18   9.552    9.688
[2,] 317.688 886.8 43.238  860.09 470.200 131.060 479.19 836.025 1069.107
[3,] 433.287 962.6 29.255 1037.02 649.573 202.841 932.29 568.457  658.468
       [,37]   [,38]   [,39]  [,40]  [,41]   [,42]   [,43]   [,44]   [,45]
[1,]   9.188   7.223   6.152  2.422  5.819   2.681   7.418   7.214   6.301
[2,] 178.721 643.502  42.978 14.349 69.661  36.319 458.288 843.905 176.799
[3,]  84.648 165.989 135.674 26.727 83.608 134.649 376.467 408.375 284.266
       [,46]   [,47]   [,48]   [,49]  [,50]    [,51]   [,52] [,53]   [,54]
[1,]   3.882   7.077   8.192   8.589  4.934    8.247   6.638   3.8   7.531
[2,] 227.735 867.886 155.379   8.830 99.041 1093.390 210.823 190.4 621.146
[3,]  70.197 440.330 437.766 356.038 99.919  540.630 388.482 163.3 856.424
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   6.313   6.107   3.958   7.414  2.481   5.704   2.997   5.507  5.903
[2,] 694.451 605.490 863.644 150.085  5.870 662.860 122.469 186.243 52.501
[3,] 638.038 554.546 567.179  41.263 17.029 743.839 162.681 406.550 47.813
       [,64]    [,65]   [,66]   [,67]  [,68]  [,69]   [,70]  [,71]  [,72]
[1,]   6.304    8.729   3.739   7.451  5.548   5.96   2.924  10.19  10.12
[2,] 702.716 1008.291 184.201 602.767 55.407 800.54 129.170 164.94 437.86
[3,] 363.313  212.594  30.800 317.291 13.847 682.78  68.803 315.89 364.72
       [,73]  [,74]  [,75]  [,76]   [,77]  [,78]  [,79]   [,80]   [,81]
[1,]   8.794  10.84  10.99  10.82   15.65  1.980  14.43   6.019   12.81
[2,] 132.817 741.51 293.34 888.82 1179.59  5.772 894.02 366.166 1233.01
[3,] 128.913 147.62 424.14 354.38  985.81 19.979 980.50 254.778  843.28
       [,82]   [,83] [,84]   [,85]  [,86] [,87]  [,88]   [,89]   [,90]
[1,]   4.613   4.039 3.326   5.464  5.385  14.3  12.14   4.822   5.554
[2,] 148.172 229.222 3.570 777.667 18.572 289.6 219.50 174.549 515.403
[3,]  92.123 193.088 7.917 280.874 68.001 573.2 410.38 118.051 349.528
       [,91]   [,92]  [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   7.114   7.434   5.58   4.341  1.082   7.746   22.01   13.05
[2,] 492.198 577.877 104.22  12.336 47.949 648.244 2777.53  887.07
[3,] 508.119 719.151 325.56 139.426 68.706 792.061 1293.91 1336.99
[1] "--- VAR model 2017-10-02 05:31:00  completed"
[1] "Completed training sample:  2017-10-02 05:31:00 - 2017-10-02 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 06:01:00 - 2017-10-02 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.7433       -0.123482         -5.334        -18.968
         -0.9199       -0.105198         -1.287         -2.902
         -0.4936        0.008559         -1.159         -4.352
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.097         1.0645          -0.2402            2.698
        -13.595         1.0519          -0.8680            2.865
         -5.635         0.7279          -0.9469            4.357
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1529           0.5232           1.6113           -10.57
          -1.1649           1.6984          -0.3307           -10.29
          -0.1993           2.1529           0.1824           -11.35
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.160273           3.8145            1.696            22.21
         0.023332           3.0449           -1.060            22.40
        -0.002192           0.9173           -1.124            21.83
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.4353           3.4127           1.6302           -3.839
           0.4550           0.4788          -0.2989            2.359
           0.0149           0.1707           0.5015           -1.712
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -3.2873          -0.5042          -11.326           -2.009
          -0.8590          -0.4420          -16.927           -7.779
          -0.2778          -0.4466           -4.083           -6.242
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.02324          -0.5503           -5.640            3.376
         -0.03188          -6.3932           -3.136            3.806
         -0.37896          -7.6727           -6.384            2.626
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -19.453          -0.5818          -18.819           1.4702
           -3.061          -0.5525           -6.592           0.6608
           -6.076          -0.3517           -4.478           1.1508
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -3.0059          -15.091           -6.333           -3.679
          -2.7515          -13.437          -16.218          -13.013
          -0.8669           -4.473           -5.273          -10.202
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.31035         -11.2503           0.8920          0.33190
         -0.07782          -1.4154           0.1111          0.35939
         -0.02067           0.3992           0.1005         -0.05702
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6704           0.6220           0.4821           -8.722
           0.5545          -1.2621          -3.6966           -7.288
           2.8085          -0.4905          -7.4335          -10.082
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.6875          -0.6395           -9.330          -0.8278
          -1.6502          -0.4336           -6.165           0.4060
          -1.0774          -0.2541           -7.971           1.0929
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.141          -1.5657          -11.793            3.957
            5.910          -0.6469           -7.096            6.549
            3.582          -0.5875           -2.871            6.934
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5829            1.351            8.693            6.078
          -0.9519           -9.058           -7.738           -2.197
          -0.6510           -3.776           -3.863           -5.955
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.216         -0.22957        -0.019665            3.019
            7.163         -0.10234         0.039599            3.513
           -7.572         -0.02085         0.001608            3.691
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.151          -5.0188          -0.5563           -6.057
           -1.316           0.1015          -0.4607           -2.749
           -1.590           3.7951           0.1935            1.213
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.752           0.3549            0.629          -0.7659
           -6.274          -1.1086           -5.251          -0.3872
           -1.435          -0.7896           -1.483          -0.3363
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.505          -1.3929            1.198           -2.899
           -5.431           0.1477            1.253           -2.930
           -3.400          -0.6731            2.272           -2.630
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7742          3.24820            8.488         -10.1306
          -0.4668         -0.01478            6.815          -0.7379
          -0.1052          0.44368            4.554          -2.3431
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -7.927          0.03147           -7.644            3.245
           -4.893         -0.09491           -5.104            2.142
            0.576          0.05804           -1.145            1.838
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.947          -0.7355            3.279           0.2477
           -8.020          -0.8187           -1.462           0.2670
           -2.723          -0.4947           -1.326           0.2190
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.515          0.00114          -2.2790          -0.5657
           -9.012          0.15346          -3.2678          -1.9310
            1.586          0.05451          -0.4764          -2.4471
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.194           -4.770           -4.321           -5.458
           -1.506           -2.299           -5.380           -6.066
           -1.094           -3.018           -3.812           -4.571
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -2.74429           1.8037           -10.11           -2.057
         -0.05191           0.1993           -10.54           -1.985
          1.36446           0.2655           -10.58           -1.946
 rnd_95776.volume rnd_95787.volume
           -14.72           -2.591
           -12.29           -8.948
            -6.43           -6.771
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.804 3.777 14.21  8.832 7.913 1.760 3.483 8.745 10.19 7.202 4.181
[2,] 6.470 3.778 14.25  9.459 9.265 1.769 3.570 8.817 10.45 9.548 4.986
[3,] 6.488 3.798 14.45 10.499 9.963 1.837 3.711 8.933 10.60 9.630 5.036
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.700 5.531 10.66 7.883 6.349 9.078 7.509 17.93  9.431 18.19 5.283
[2,] 8.143 5.980 12.06 8.258 6.828 9.210 8.535 18.76  9.958 18.42 5.393
[3,] 8.985 6.671 12.79 8.761 7.339 9.568 8.639 19.84 10.499 18.43 5.651
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.70 10.09 2.611  8.652  9.106 6.741  8.443 2.546  8.269 6.727 3.392
[2,] 25.60 10.96 2.649 10.899 10.762 6.988  9.396 2.556  9.343 7.147 3.462
[3,] 25.84 12.86 2.685 13.585 11.770 7.276 10.501 2.559 10.611 7.868 3.603
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.856 7.636 7.676 7.246 5.732 4.951 2.005 4.755 2.150 5.864 5.818
[2,]  9.196 8.792 9.455 7.290 6.652 4.956 2.006 4.768 2.155 6.356 7.310
[3,] 10.371 9.223 9.935 7.293 6.762 5.005 2.010 4.779 2.265 6.629 7.746
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 5.048 3.349 5.838 6.661 7.032 3.948 6.649 5.474 2.989 6.002 5.127
[2,] 5.145 3.379 7.279 6.724 7.033 3.982 8.861 5.617 3.137 6.870 6.306
[3,] 5.347 3.430 7.753 7.128 7.290 4.011 9.310 5.960 3.240 8.192 7.163
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.978 3.180 5.938 1.954 4.610 2.418 4.419 4.844 5.186 7.059 2.824
[2,] 5.869 5.633 5.997 1.954 5.805 2.498 4.547 4.854 6.438 8.871 3.062
[3,] 6.578 6.368 6.003 1.956 7.035 2.656 5.033 4.855 6.728 8.953 3.112
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.057 4.584 4.811 2.331 8.003 7.968 6.950 8.458 8.894 8.524 12.16
[2,] 6.865 4.593 6.573 2.436 8.009 8.223 6.976 9.307 9.037 9.620 13.56
[3,] 7.087 4.594 7.521 2.466 8.182 8.422 7.005 9.317 9.301 9.767 14.61
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.606 11.52 4.742 10.05 3.639 3.298 2.681 4.454 4.360 11.55 9.748
[2,] 1.607 12.36 5.064 11.87 3.734 3.525 2.681 6.052 4.361 11.65 9.861
[3,] 1.609 13.30 5.170 12.58 3.760 3.671 2.682 6.249 4.374 11.92 9.988
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.797 4.379 5.606 5.859 4.472 3.565 0.9011 5.513 17.85 10.29
[2,] 3.913 5.133 6.164 6.586 4.506 3.566 0.9448 6.312 23.01 11.16
[3,] 3.964 5.456 6.701 7.563 4.838 3.625 1.0154 7.341 23.91 13.15
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]  [,8]   [,9]
[1,]   7.37  4.797  18.04  11.22  10.05  2.235   4.422  11.1  12.93
[2,] 492.32  8.007 190.30 582.95 829.76 31.315 135.571 194.4 400.56
[3,]  84.49 67.737 413.99 784.74 631.01 85.351 174.159 247.1 309.50
        [,10]   [,11]   [,12]   [,13]  [,14]  [,15]   [,16]  [,17]   [,18]
[1,]    9.146   5.309   9.778   7.024  13.54  10.01   8.062  11.53   9.535
[2,] 1079.424 467.762 455.970 391.426 968.82 423.74 432.911 267.88 698.739
[3,]  215.292 121.665 653.876 509.212 733.73 503.90 463.348 446.43 230.498
       [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]  [,27]
[1,]   22.76  11.98  23.09   6.709   19.94   12.81  3.316   10.99  11.56
[2,]  954.11 550.76 507.13 186.862 3480.40  737.03 77.205 1141.48 987.90
[3,] 1108.81 572.78  51.59 290.654  605.49 1156.96 75.117 1396.35 820.48
      [,28]  [,29]  [,30] [,31]   [,32]   [,33]  [,34]   [,35]   [,36]
[1,]   8.56  10.72  3.232  10.5   8.542   4.307  11.25   9.697   9.747
[2,] 317.37 710.17 39.254 749.1 416.000 119.314 426.62 750.524 950.566
[3,] 349.15 807.36 22.850 866.0 566.308 171.895 825.55 479.591 525.713
       [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   9.201   7.279   6.287  2.546  6.037   2.73   7.446   7.388   6.41
[2,] 138.047 580.972  38.544 13.770 62.205  27.27 422.374 762.073 171.54
[3,]  34.629 209.844 120.153 19.580 54.732 120.03 324.226 441.516 250.76
       [,46]   [,47]   [,48]   [,49]  [,50]    [,51]   [,52]   [,53]
[1,]   4.252   7.413   8.458   8.929  5.013    8.444   6.951   3.795
[2,]  78.157 748.691 157.982  26.544 89.369 1008.389 216.841 164.099
[3,] 101.215 459.901 407.344 330.110 83.817  492.130 343.398 139.356
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   7.621   6.511   6.321   4.038   7.54  2.481   5.854   3.071   5.612
[2,] 575.802 632.249 535.418 800.692 144.76  8.553 607.430 108.144 184.388
[3,] 768.203 584.886 511.631 511.307  49.20 14.310 684.441 155.064 371.584
      [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]  [,71]
[1,]  6.151   6.585   8.964   3.585   7.691  5.821   6.109   2.96  10.16
[2,] 53.559 656.812 925.158 204.205 556.400 51.517 771.324 121.96  53.85
[3,] 23.531 336.723 208.236  95.612 303.379 10.009 629.346  66.18 288.02
      [,72]   [,73]  [,74]  [,75]  [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.12   8.826  10.74  11.29  10.82   15.44  2.040  14.62   6.021
[2,] 349.61 104.533 668.61 275.68 767.81 1034.89  4.197 774.38 305.987
[3,] 313.73 108.996  73.96 378.55 290.42  936.67 14.238 842.58 179.577
       [,81]   [,82]   [,83] [,84]   [,85]  [,86]  [,87]  [,88]   [,89]
[1,]   12.76   4.621   4.187 3.405   5.655  5.536  14.67  12.38   4.821
[2,] 1086.97 144.004 214.278 3.481 705.581 16.914 257.38 256.10 163.108
[3,]  720.57  76.410 176.540 4.986 267.912 58.861 438.07 273.23 109.459
       [,90]   [,91]  [,92]   [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   5.561   7.119   7.44   5.679   4.527  1.144   7.001   22.66   13.06
[2,] 461.117 441.373 517.93  94.174  17.212 48.926 529.195 2500.62  745.55
[3,] 318.436 452.589 640.45 303.676 112.014 64.064 645.317 1120.97 1198.22
[1] "--- VAR model 2017-10-02 06:01:00  completed"
[1] "Completed training sample:  2017-10-02 06:01:00 - 2017-10-02 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 06:31:00 - 2017-10-02 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.7118        -0.19635         -2.603         -4.874
          1.8742         0.07101         -3.193         -2.484
          2.5779        -0.04691         -2.173         -5.028
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          8.679         1.6820            4.208            2.976
         -2.163         1.2572            3.490            4.459
         -3.683         0.9587            4.596            4.000
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.081            8.374         -0.18867           -15.38
            1.377            1.802         -0.06155           -13.55
            1.843            3.869          0.36145           -13.67
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.823           -2.170          -1.9656            21.72
           -1.349           -1.942           1.2201            21.66
           -1.355           -2.861          -0.3646            25.31
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.467           -2.110            8.451            5.804
           -1.866           -1.925            5.088            2.648
           -2.124           -0.904            4.703            2.795
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.9286           0.6229          -15.018          -0.8686
          -1.2975           1.0794           -6.774          -4.3900
          -0.8668           0.7579           -6.766          -1.0012
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.39283           -0.848           -5.547           1.5745
          0.47672           -5.837           -3.965           0.2818
          0.03367           -3.165           -3.309           0.1784
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.881          0.21018           -3.114           -9.609
           -1.700          0.07835           -2.689           -6.253
           -5.000          0.18090           -4.296           -5.872
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.4552           3.7584           10.516           5.8835
          -0.5165          -2.4748           -2.483           0.4391
          -0.1080          -0.6167           -2.307          -2.9316
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.1265            2.184           1.9749         0.124314
          -0.2499           -3.040           0.5208        -0.081937
          -0.3454            3.204           0.6149        -0.008852
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.542           0.6574          -0.3579          -12.229
            4.055          -0.2078           3.6385           -7.864
            2.778           0.1093          -0.9138           -7.107
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.8796           0.5257          -13.716           -1.069
           0.5475           0.6793           -5.542            4.723
           1.9264           0.2234           -5.247            1.535
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.441          -0.5200            2.090            10.93
            5.099          -1.3415           -5.789            13.44
            3.904          -0.4462           -3.544            11.81
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3341           -3.202           0.8124            7.331
           1.0860            4.154           1.0637           -2.109
          -1.0623           -7.439          -3.6083            2.401
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          12.6067           1.1370          0.05560           -3.966
           0.3858           0.6544          0.02273           13.396
           0.4674           0.3435         -0.01384           -2.867
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.297           -1.907           -1.115            7.659
           -3.915            1.486           -1.035           -5.744
           -4.186            2.798           -1.078            5.679
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.774          0.02342           -1.753         -0.25375
           -3.422          1.02134            3.269         -0.08142
            1.464          0.33042           -3.197         -0.09492
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.353           0.2711            3.954           0.7761
            8.461          -0.3562            6.243           1.4180
           -3.928           0.4352            5.682           0.7161
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.317            1.761            5.266            3.854
            5.941            1.810            3.958            1.693
            3.760            2.839            3.611            1.730
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.876         0.032851           15.529          -4.1295
           10.597        -0.056994           14.666          -0.8312
            4.724         0.001476            9.093          -2.2648
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.465           0.9217           0.3164         -0.03092
            6.651           0.5241           0.6051         -0.08049
            7.294           1.1507          -0.9537         -0.01503
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.337          0.09283            8.120            3.328
            1.385          0.16997            7.675            4.072
           -1.449          0.02877            2.172            1.379
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4930            3.689            4.666            3.823
           0.6520            2.507            5.013            5.690
           0.9914            2.102            4.637            4.236
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.236          0.09598           -9.988          -0.5573
            0.710          0.65047           -9.978          -0.5533
            2.474          0.35080          -10.159          -0.4969
 rnd_95776.volume rnd_95787.volume
           17.741           0.8692
          -20.340          -4.6769
            4.474          -1.2665
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 5.548 3.913 14.20  8.922  7.995 2.003 3.308 8.783  9.871 7.036 4.111
[2,] 6.388 3.914 14.25  9.587  9.356 2.007 3.332 8.881 10.066 9.456 4.915
[3,] 6.391 3.923 14.44 10.751 10.013 2.109 3.361 9.021 10.206 9.511 4.966
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.518 5.634 10.38 7.414 6.112 8.951 7.362 17.55  9.275 17.87 5.214
[2,] 8.009 6.060 11.58 7.785 6.555 9.086 8.431 18.13  9.750 18.14 5.305
[3,] 8.857 6.739 12.41 8.343 6.918 9.427 8.554 18.95 10.268 18.14 5.548
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.66  9.95 2.657  8.589  8.652 6.921  8.465 2.568  8.268 7.063 3.415
[2,] 25.49 10.89 2.702 10.908 10.740 7.191  9.377 2.582  9.180 7.556 3.483
[3,] 25.77 12.71 2.740 13.532 11.831 7.510 10.606 2.584 10.555 8.344 3.610
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.838 7.666 7.617 7.264 5.690 5.534 2.052 4.932 2.141 5.758 5.760
[2,]  9.157 8.792 9.440 7.300 6.639 5.563 2.053 4.949 2.172 6.231 7.204
[3,] 10.284 9.225 9.953 7.300 6.739 5.798 2.055 4.973 2.286 6.503 7.717
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 5.065 3.322 5.909 6.883 7.294 3.955 6.761 5.898 3.040 6.089 5.189
[2,] 5.170 3.354 7.336 6.956 7.296 3.985 8.766 6.090 3.187 7.065 6.454
[3,] 5.362 3.398 7.798 7.438 7.620 4.006 9.462 6.457 3.282 8.346 7.243
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.190 3.246 6.058 1.950 4.676 2.462 4.530 5.009 5.307 7.303 3.047
[2,] 6.106 5.852 6.135 1.952 5.870 2.539 4.649 5.018 6.592 9.094 3.222
[3,] 6.875 6.659 6.157 1.953 7.197 2.709 5.199 5.019 6.891 9.177 3.224
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.200 4.735 4.959 2.368 8.173 8.034 7.254 8.425 8.764 8.637 11.22
[2,] 7.080 4.740 6.856 2.470 8.226 8.226 7.368 9.189 8.983 9.514 12.50
[3,] 7.326 4.740 7.775 2.501 8.463 8.347 7.463 9.192 9.295 9.665 13.32
     [,78] [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.689 10.71 4.863  8.936 3.670 3.372 2.750 4.552 4.647 11.78  9.874
[2,] 1.690 11.35 5.131 11.319 3.740 3.585 2.750 6.101 4.647 11.87  9.993
[3,] 1.690 12.20 5.243 12.021 3.772 3.704 2.751 6.322 4.657 12.08 10.129
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.659 4.471 5.598 5.881 4.510 3.574 0.9271 4.435 18.20 10.14
[2,] 3.889 5.113 6.168 6.610 4.554 3.575 0.9725 5.129 23.01 11.07
[3,] 3.930 5.439 6.657 7.536 4.929 3.632 1.0517 5.713 23.81 13.01
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]  [,7]   [,8]   [,9]
[1,]   7.045  4.969  18.04  11.33  10.15  2.543  4.20  11.15  12.53
[2,] 445.388 10.823 162.14 493.54 683.48 19.272 57.12 185.00 277.99
[3,]  27.252 37.498 326.53 684.52 501.98 91.224 61.72 223.41 236.83
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   8.934   5.221   9.547   7.154  13.18   9.414   7.761  11.37   9.349
[2,] 888.662 378.769 388.178 314.170 722.19 334.187 333.273 219.61 577.915
[3,] 144.292 100.464 532.129 414.712 629.00 422.002 311.071 353.67 203.507
      [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]   [,26]  [,27]
[1,]  22.29  11.78  22.69   6.621   19.88  12.64  3.374   10.91  10.99
[2,] 636.92 422.85 441.63 137.672 2828.80 621.72 69.077  945.78 895.06
[3,] 777.24 452.72  35.28 228.682  535.64 923.49 64.063 1126.38 697.93
       [,28]  [,29]  [,30] [,31]   [,32]   [,33]  [,34]   [,35]   [,36]
[1,]   8.788  10.75  3.261  10.5   8.969   4.336  11.22   9.734   9.673
[2,] 275.051 567.63 38.047 561.2 377.468  96.497 336.93 605.674 784.280
[3,] 304.274 697.13 14.384 732.7 497.844 133.852 658.36 393.100 443.644
       [,37]   [,38]   [,39]  [,40]  [,41]   [,42]   [,43]   [,44]   [,45]
[1,]   9.224   7.225   7.027  2.606  6.263   2.719   7.311   7.314   6.431
[2,] 101.444 481.097  80.812  8.378 57.755  51.652 335.046 608.725 146.449
[3,]  16.279 163.093 229.505 10.929 69.835 100.092 261.910 389.244 199.854
      [,46]   [,47]  [,48]   [,49]  [,50]   [,51]  [,52]  [,53]   [,54]
[1,]  4.219   7.503   8.74   9.263  5.023   8.586   7.49   3.86   7.732
[2,] 64.686 611.479 142.30  21.267 68.566 784.809 213.08 134.71 503.878
[3,] 76.645 372.260 370.52 309.348 58.038 500.911 302.09 109.86 625.065
       [,55]  [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62] [,63]
[1,]   6.589   6.59   4.122   7.693  2.477   5.938   3.126   5.752  6.36
[2,] 539.822 452.67 684.816 136.324  9.744 499.186  87.311 147.242 42.90
[3,] 462.628 444.26 447.010  73.873 10.801 585.739 132.825 327.411 19.08
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71] [,72]
[1,]   6.739   9.274   3.87   7.873  6.013   6.297  3.007  10.38  10.2
[2,] 549.965 762.169 147.18 480.816 30.526 665.975 98.641 131.57 248.7
[3,] 282.549 173.521  18.25 265.122  7.586 515.873 55.277 280.27 198.8
       [,73]  [,74]  [,75]  [,76]  [,77] [,78]  [,79]   [,80]  [,81]
[1,]   9.212  10.70  11.13  10.97  14.25 2.145  13.59   6.176  11.35
[2,] 181.334 516.03 277.85 561.22 774.93 5.758 530.47 229.941 977.42
[3,] 166.880  36.29 336.10 239.61 647.24 2.103 630.38 152.247 569.38
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]   4.66   4.282  3.492   5.781  5.901  14.96  12.54   4.646   5.678
[2,] 101.12 171.279  3.188 571.447  9.446 211.89 216.83 185.474 348.871
[3,]  69.93 130.820 12.194 232.799 42.493 315.30 232.34  79.794 261.052
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   7.108   7.467   5.727  4.538  1.177   5.632   23.11  12.87
[2,] 364.473 424.558  89.070 14.305 41.290 362.517 1981.05 626.01
[3,] 352.239 509.209 265.214 90.253 56.319 353.790  862.26 960.12
[1] "--- VAR model 2017-10-02 06:31:00  completed"
[1] "Completed training sample:  2017-10-02 06:31:00 - 2017-10-02 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 07:01:00 - 2017-10-02 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8553         0.77475       -2.28012          7.178
          0.7595         0.31880       -1.70857         -5.875
         -0.4147        -0.02943        0.02172          6.138
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         17.843         1.7182           0.2287           0.3111
         10.061         0.6984           1.1665           1.5198
          2.331         0.5788           1.4578           1.7442
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.5974          -1.8994          1.49918           -14.88
          -0.3127          -0.3534         -1.18785           -17.08
           0.1041           1.1515          0.07841           -17.07
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.283          -0.0934          -0.4121            25.28
           -3.547          -2.8285          -2.2704            23.73
           -3.307          -2.8904          -1.4349            25.46
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.399          -7.3093            2.597           2.1435
           -2.504          -0.3484            5.061          -2.1921
           -2.903          -1.8542            4.004           0.1752
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.2509            5.859            7.999           -7.843
          -1.2499            3.507           -5.213            5.216
          -0.3009            2.128           -6.355           -2.011
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.15162          -12.627           -3.969           0.7402
          0.14788            4.382            1.505           1.1406
         -0.04255           -2.346            2.989           0.8569
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.420          0.04376           5.1649            20.62
           -5.294         -0.05646          -3.0157            18.42
            5.978          0.25119           0.8887            16.61
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           3.0496           10.853           13.467            9.062
           0.8720            3.960            6.539           11.072
          -0.6459           -2.087           -2.971            5.472
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0547            6.951           12.873          0.06244
           0.4354            1.777           10.823          0.03541
           0.1719           -1.880            8.308         -0.01158
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.3736           0.4521            5.710          -12.546
           0.1458           0.8731            4.708           -1.327
          -0.1886           0.7077            2.585           -1.358
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.2559          0.02905           -8.405          -0.6971
          -0.4250          0.17168           -8.873           3.8753
          -0.8656          0.13707           -1.678           1.9570
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.1394          -1.1752           1.6922            16.31
           0.8197          -0.9947          -0.7723            17.24
           0.4591          -0.8653          -5.7668            17.00
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.3147          -11.025          -9.1709            3.128
           0.9847            4.157           1.2469           -6.223
          -0.8582           -4.500          -0.7837            3.538
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            0.409          -0.5422         -0.17281           -6.652
           -7.423          -0.3628         -0.01742            3.677
            1.003          -0.0874          0.04326           -9.078
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.670           6.0199        -0.009434            5.588
           -4.684          -4.0958        -0.071279            1.372
           -4.441          -0.3234        -0.005772           -1.532
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          0.08185          0.31786           -2.088          -0.5923
          3.91018         -0.07826            6.566          -0.3142
         -4.43004         -0.19845           -3.583          -0.1806
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.452          -1.2697           1.6680          0.54952
            5.663          -0.3644          -0.8635          0.42321
            1.103           0.6889          -0.1945          0.09414
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.1554         -1.67790            2.097           0.5260
           0.7686          1.10005            3.627           0.5732
           1.0204          0.03884            3.707           1.3932
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.3072         -0.02343           -2.578           -2.391
          -0.3816          0.02964           -5.187           -2.037
           0.3985          0.02556           -5.842           -1.599
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.785          -0.7235         -2.82280         -0.29079
            1.674          -0.1683          0.12120         -0.05216
           -2.887          -0.3632         -0.06989          0.02643
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.5014           0.5439           0.2034            6.787
           6.2684           0.5357           1.4596            7.401
          -1.2753           0.1641           0.7347            4.983
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.34460          0.93655          -0.2445          -0.1660
          0.18405          0.06592           0.4554           0.8513
         -0.06798          0.22394          -0.5114           0.2132
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           4.4092           0.5735           -11.17          -0.6864
          -2.9157          -0.5437           -11.23          -0.9664
           0.7522          -0.3591           -11.13          -0.6365
 rnd_95776.volume rnd_95787.volume
           14.980           -7.562
          -14.540            4.550
           -2.413           -2.921
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.545 3.997 14.09  8.937 7.995 2.121 3.108 8.168 9.595 6.917 3.975
[2,] 6.264 3.997 14.10  9.643 9.291 2.124 3.119 8.226 9.724 9.034 4.705
[3,] 6.284 4.009 14.20 10.736 9.998 2.229 3.170 8.337 9.958 9.118 4.743
     [,12] [,13]  [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.135 5.531  9.776 7.373 6.138 9.129 7.386 17.89  9.354 16.10 5.484
[2,] 7.640 5.967 10.892 7.734 6.585 9.277 8.438 18.64  9.865 16.53 5.561
[3,] 8.496 6.646 11.614 8.217 6.978 9.527 8.541 19.60 10.421 16.54 5.702
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.27 10.00 2.712  8.564  8.586 6.883  8.496 2.660  8.376 7.052 3.438
[2,] 25.06 10.73 2.771 10.599 10.656 7.180  9.466 2.673  9.159 7.610 3.509
[3,] 25.29 12.52 2.801 13.251 11.670 7.512 10.561 2.674 10.477 8.305 3.639
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.806 7.754  7.660 7.527 5.814 5.744 2.080 5.301 2.199 5.691 5.736
[2,]  9.092 8.817  9.518 7.627 6.744 5.809 2.080 5.399 2.203 6.213 7.213
[3,] 10.195 9.275 10.007 7.649 6.832 6.125 2.082 5.466 2.304 6.490 7.742
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.987 3.169 6.003 6.970 7.404 4.028 7.027 6.120 2.994 6.152 5.304
[2,] 5.074 3.192 7.324 7.036 7.405 4.062 9.409 6.393 3.136 7.146 6.693
[3,] 5.273 3.217 7.784 7.515 7.753 4.083 9.832 6.802 3.232 8.523 7.655
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.374 3.306 6.187 1.930 4.705 2.533 4.759 5.194 5.484 7.393 3.037
[2,] 6.256 5.967 6.263 1.933 5.985 2.620 4.844 5.210 6.950 9.447 3.196
[3,] 7.056 6.922 6.290 1.933 7.289 2.779 5.398 5.211 7.228 9.515 3.199
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.197 4.929 5.098 2.415 7.668 7.395 7.268 8.466 8.632 8.673 10.29
[2,] 7.082 4.943 6.982 2.496 7.727 7.651 7.389 9.136 8.937 9.484 12.14
[3,] 7.341 4.947 8.089 2.522 7.822 7.736 7.507 9.147 9.252 9.610 12.98
     [,78] [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.755 10.30 4.873  8.545 3.463 3.377 2.847 4.711 4.652 11.76 9.531
[2,] 1.756 11.03 5.134 10.686 3.525 3.611 2.847 6.284 4.652 11.85 9.566
[3,] 1.756 11.91 5.224 11.804 3.550 3.762 2.847 6.503 4.659 12.00 9.624
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.660 4.447 5.571 5.854 4.589 3.632 0.9394 3.047 18.26 10.11
[2,] 3.775 5.105 6.132 6.572 4.630 3.636 0.9861 3.144 23.40 10.88
[3,] 3.820 5.373 6.631 7.496 4.967 3.676 1.0668 3.294 24.23 12.73
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]   [,7]   [,8]   [,9]
[1,]   7.041  5.075  17.89  11.35  10.15  2.693  3.947  10.37  12.18
[2,] 361.970  5.883  83.99 449.96 588.05 13.513 32.585 120.91 195.79
[3,]  62.699 38.001 210.09 586.12 458.61 84.005 70.023 168.80 266.85
       [,10]   [,11]  [,12]   [,13]  [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   8.783   5.047   9.06   7.024  12.41   9.362   7.795  11.59   9.379
[2,] 721.826 312.695 339.38 278.007 596.55 290.204 296.040 204.89 506.817
[3,] 153.320  74.551 461.56 363.391 500.60 344.756 286.851 269.24 164.638
      [,19]  [,20]  [,21]   [,22]   [,23] [,24]  [,25]  [,26] [,27]  [,28]
[1,]  22.72  11.88  20.44   6.964   19.39  12.7  3.444  10.87  10.9   8.74
[2,] 648.96 389.16 468.97 114.044 2467.64 483.0 70.247 775.71 783.7 253.98
[3,] 754.47 417.14  50.67 156.618  427.93 801.9 51.116 987.65 590.9 274.31
      [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]   [,36]   [,37]
[1,]  10.79  3.378  10.64   8.955   4.366  11.18   9.846   9.727   9.558
[2,] 518.26 32.933 460.02 355.354  87.098 280.70 521.376 701.640 153.037
[3,] 581.71  9.211 631.89 413.210 119.841 573.05 357.312 383.754  72.292
       [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   7.382   7.294  2.641   6.732  2.792   7.226   7.284   6.333  4.024
[2,] 424.678 107.865  3.225 127.513 18.288 309.605 543.153 116.378 47.332
[3,] 135.882 241.091 13.204 106.018 83.788 233.266 349.558 178.091 49.897
       [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]   [,54]
[1,]   7.623   8.851   9.402  5.115   8.923   7.771   3.802   7.812
[2,] 521.153 119.788  11.179 65.761 777.193 229.731 115.847 451.484
[3,] 327.442 327.965 285.426 50.736 354.107 288.606  96.868 577.030
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   6.735   6.824   4.198   7.857  2.451   5.975   3.216   6.043  6.595
[2,] 506.981 397.764 616.917 121.113 13.189 459.480  83.136 112.621 51.693
[3,] 461.408 405.416 435.888  72.270  5.466 516.644 115.020 295.733 11.441
       [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]  [,72]
[1,]   6.964   9.388   3.856   7.869  6.259   6.474  3.066   9.737   9.39
[2,] 530.358 730.392 123.812 425.688 47.865 592.407 78.673 118.634 244.04
[3,] 246.571 141.226  18.072 240.112 22.865 507.462 44.363 150.644 142.14
       [,73]  [,74]  [,75]  [,76]  [,77] [,78]  [,79]   [,80]  [,81]
[1,]   9.229  10.75  10.96  11.01  13.06 2.229  13.08   6.188  10.85
[2,] 165.624 426.57 287.35 476.38 800.87 6.013 490.86 200.694 796.80
[3,] 164.724  55.92 297.42 193.11 569.24 1.812 559.73 120.009 622.99
      [,82]   [,83] [,84]   [,85]  [,86]  [,87] [,88]   [,89]   [,90]
[1,]  4.398   4.288 3.615   5.982  5.907  14.94  12.1   4.648   5.647
[2,] 81.359 158.780 3.427 516.479  7.284 174.96 102.6 114.794 311.476
[3,] 52.857 131.305 2.991 207.919 32.934 240.87 131.4  72.912 207.900
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   7.075   7.434   5.827  4.612  1.193   3.869   23.18  12.84
[2,] 318.292 370.813  76.114 22.280 37.235  96.329 1818.54 497.82
[3,] 313.331 447.812 223.411 67.623 50.567 122.218  777.86 822.20
[1] "--- VAR model 2017-10-02 07:01:00  completed"
[1] "Completed training sample:  2017-10-02 07:01:00 - 2017-10-02 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 07:31:00 - 2017-10-02 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           0.893        0.577311         -3.464         13.347
          -0.199        0.006712         -5.272        -14.235
          -1.206        0.068924         -1.849         -1.054
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.220         1.7870            2.039           -1.411
         11.361         0.2677            1.875           -2.908
         -6.452         0.2443            2.226           -1.909
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6304          -2.9810          -1.2915           -22.30
          -4.1943          -0.8466          -0.9604           -20.60
          -2.0939          -2.2287          -1.5035           -24.11
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.507           -3.340           -3.677            22.02
           -6.728           -1.727           -3.859            21.01
           -5.894           -1.949           -2.702            21.43
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.485           -2.138            3.077          -0.7071
           -4.070           -3.169            1.535           0.7823
           -3.377           -2.958            1.270          -1.1520
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.138           2.2865          -12.800          -18.800
           -4.559           4.2953           -8.899           -2.737
           -2.544           0.0561          -16.228           -4.540
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.07103         -21.2174         -10.0985            4.735
          0.16045          -0.7685          -7.3069            4.107
          0.23779          -1.2179           0.5669            2.720
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          11.0224         -0.51739           10.126            22.59
         -14.6163         -0.04854          -11.697            20.74
          -0.1732         -0.12958           -7.938            18.80
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.3632          4.71468            1.542           -2.121
           0.4286          0.00552            9.385            6.951
          -2.1498        -11.54802          -10.533           -1.193
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.60214            2.636           -4.435         -0.07101
         -0.25485            8.070           -4.045          0.12856
         -0.07947            1.395           -2.871          0.02437
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1918          0.15297           1.6521          -14.923
           0.2808         -0.05129           0.2045           -7.554
           0.2856         -0.05193           3.2104           -8.412
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.66634           0.7715          -11.301            4.315
          0.38624           0.6152          -10.895            2.124
         -0.04084           0.1039           -6.213            1.573
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.955          -0.7384           -3.235           13.008
            2.372          -0.7620           -5.640            7.851
            2.151          -0.8670           -3.745            6.809
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.9713           -3.041           -2.693            6.928
          -0.8815           -4.808           -1.706           -1.411
          -0.2378           -2.247           -3.429           -4.131
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1623           0.4452       0.03693532           14.440
          -1.5732           0.2318      -0.01909031            3.966
          -1.3801           0.0686       0.00004745           -2.760
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.950           10.335           0.7517           6.9270
           -4.842            2.776          -0.2608           9.5289
           -3.753            1.525           0.5225           0.8605
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           9.7542           0.9224           -2.764           0.8104
           9.2218           0.2318            8.419           0.5389
           0.6158           0.5628            4.098           0.4467
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.349          -2.8234           0.1315          -1.4569
            7.738          -0.2880          -3.0341          -0.9239
            7.473           0.8045          -0.5937          -0.5447
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.704           1.5520            4.568          -0.9575
            2.914          -0.1345            3.303          -1.0266
            2.069          -1.5443            3.021          -1.0887
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.151          0.08967           -2.005           0.8336
            1.079         -0.01813           -2.702           0.7101
            1.114          0.02513           -1.329           0.1501
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.1501        -0.006189          -0.4605       -0.1006949
          -3.1043         0.392676          -0.6692       -0.0004698
           1.3828         0.196808          -0.5090       -0.0659138
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.212          0.63915            3.291           1.0887
            4.289          0.24047            2.936           0.6983
            5.633          0.08628            5.698          -0.6816
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.3086            3.056            1.713            2.902
           1.2518            2.316            2.429            2.696
           0.8404            1.703            1.976            3.810
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           8.0100          0.59090           -12.51            7.540
           2.4513          0.51410           -12.49            6.084
           0.9836          0.05371           -12.68            4.574
 rnd_95776.volume rnd_95787.volume
          -17.049          -18.229
           -4.371           -2.181
          -10.533           -4.981
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.585 4.097 13.48  8.731  8.130 2.367 3.214 8.377 9.576 6.852 4.168
[2,] 6.329 4.101 13.51  9.491  9.442 2.371 3.267 8.462 9.597 9.067 4.959
[3,] 6.334 4.131 13.60 10.577 10.109 2.478 3.333 8.666 9.745 9.079 4.987
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.702 5.384 8.792 7.096 6.133 9.626 7.656 18.03  9.761 14.03 5.557
[2,] 7.673 5.785 9.665 7.351 6.549 9.755 9.006 18.80 10.442 14.40 5.581
[3,] 8.537 6.466 9.881 8.022 6.931 9.821 9.046 19.60 11.157 14.42 5.633
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.52  9.917 2.799  8.479  8.614 6.715  8.233 2.715  8.179 7.165
[2,] 24.77 10.476 2.854 10.164 10.545 7.045  9.297 2.729  8.973 7.696
[3,] 24.99 12.216 2.882 12.664 11.629 7.418 10.329 2.729 10.257 8.361
     [,33]  [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.495  8.724 7.353  7.582 7.462 5.834 5.984 2.094 5.573 2.217 5.804
[2,] 3.547  9.029 8.482  9.617 7.565 6.727 6.094 2.095 5.729 2.217 6.333
[3,] 3.674 10.214 9.029 10.119 7.587 6.815 6.409 2.096 5.820 2.225 6.573
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.859 4.958 3.153 6.108 6.909 7.427 4.025 7.013 6.740 2.959 6.351
[2,] 7.383 5.013 3.175 7.446 6.954 7.427 4.054 9.499 6.984 3.096 7.350
[3,] 7.914 5.217 3.193 7.938 7.379 7.831 4.067 9.978 7.589 3.175 8.526
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.563 5.404 3.584 6.281 1.908 4.757 2.670 4.738 5.229 5.624 7.435
[2,] 6.890 6.411 6.256 6.350 1.912 6.052 2.770 4.828 5.246 7.082 9.452
[3,] 7.839 7.228 7.191 6.369 1.914 7.471 2.938 5.390 5.247 7.381 9.522
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.108 6.384 4.948 5.496 2.411 7.773 7.627 7.380 8.434 8.528 8.561
[2,] 3.241 7.293 4.963 7.270 2.499 7.780 7.812 7.532 9.103 8.812 9.346
[3,] 3.245 7.577 4.966 8.268 2.527 7.896 7.896 7.706 9.104 9.086 9.442
      [,77] [,78]  [,79] [,80]  [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,]  9.485 1.799  9.467 4.803  8.376  3.46 3.509  2.89 4.843 4.736 11.38
[2,] 11.062 1.800 10.184 4.907 10.414  3.50 3.710  2.89 6.153 4.743 11.44
[3,] 11.954 1.800 11.228 4.923 11.386  3.53 3.856  2.89 6.330 4.775 11.56
      [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,]  9.855 3.541 4.339 5.275 4.596 4.660 3.648 0.9659 3.146 18.43 10.08
[2,] 10.099 3.667 5.126 5.708 5.174 4.704 3.652 1.0184 3.257 23.01 10.66
[3,] 10.359 3.694 5.438 6.146 6.028 5.087 3.684 1.0991 3.373 23.84 12.50
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]   [,7]   [,8]   [,9]
[1,]   7.092  5.202  17.11  11.09  10.32  3.006  4.081  10.64  12.16
[2,] 292.054 19.743  97.33 365.07 470.86 12.860 57.505 117.38  62.78
[3,]  26.282 48.839 153.93 457.86 354.25 70.794 64.690 183.89 165.99
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   8.701   5.293   8.511   6.836  11.16   9.011   7.788  12.22   9.722
[2,] 582.456 263.541 366.481 207.780 393.81 188.429 225.237 155.08 465.153
[3,]  46.406  51.991 366.987 283.186 201.91 314.926 222.574 112.13  83.547
     [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  22.9  12.39  17.82  7.056   18.44  12.59  3.555  10.77  10.94
[2,] 519.7 363.88 315.76 51.397 1967.34 331.43 54.575 549.84 596.57
[3,] 544.9 385.65  80.24 75.099  328.25 616.15 39.457 740.81 480.90
       [,28]  [,29]  [,30]  [,31]   [,32]  [,33]  [,34]   [,35]   [,36]
[1,]   8.527  10.45  3.448  10.39   9.098  4.438  11.08   9.337   9.628
[2,] 209.190 423.65 27.184 361.85 275.528 59.563 228.61 414.603 580.268
[3,] 227.837 441.40  3.513 487.48 320.611 93.992 468.31 303.848 308.714
       [,37]   [,38]   [,39] [,40]   [,41]  [,42]  [,43]  [,44]   [,45]
[1,]   9.476   7.408   7.599 2.659   7.076  2.815   7.37   7.44   6.296
[2,] 122.167 328.578 113.084 5.116 130.305  4.586 248.59 440.58  72.850
[3,]  57.386 107.394 194.566 7.840 100.792 18.943 172.58 279.61 141.749
      [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]   [,54]
[1,]  4.004   7.756   8.773   9.431  5.111   8.905   8.558  3.757   8.065
[2,] 36.074 417.580  78.142   7.483 47.424 628.426 179.541 89.616 362.888
[3,] 33.741 270.005 242.234 243.566 31.861 299.633 291.436 69.106 423.689
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62] [,63]
[1,]   7.064   6.863   4.551  7.975  2.423   6.041  3.391   6.017  6.64
[2,] 398.703 338.324 502.886 92.276 13.046 366.983 72.100  91.016 42.08
[3,] 366.733 327.257 347.718 48.412  8.032 429.562 96.242 235.035 10.26
       [,64]   [,65]  [,66]   [,67]  [,68]  [,69]  [,70]   [,71]   [,72]
[1,]   7.141   9.441  3.947   8.107  6.283   6.98  3.061   9.871   9.685
[2,] 422.123 572.398 90.259 345.720 38.043 466.67 64.716  32.027 165.837
[3,] 204.173 113.300 15.077 201.765 18.520 386.17 36.861 132.594 112.724
       [,73]  [,74]  [,75]  [,76]  [,77] [,78]  [,79]  [,80]  [,81]  [,82]
[1,]   9.372  10.71  10.83  10.87  12.04 2.284  12.02  6.099  10.64  4.394
[2,] 147.567 336.06 218.11 367.88 558.30 7.296 368.20 98.515 606.94 51.514
[3,] 159.849  13.77 217.04 131.68 444.57 1.937 463.67 39.272 451.34 44.933
       [,83] [,84]  [,85]  [,86]  [,87]  [,88]  [,89]   [,90]   [,91]
[1,]   4.456 3.670   6.15  6.014  14.45  12.51  4.497   5.509   6.699
[2,] 118.065 3.755 372.21 24.986 121.81 216.76 93.507 267.813 213.837
[3,] 103.411 2.899 145.96 54.967 163.46 226.39 43.906 178.120 223.615
       [,92]   [,93]  [,94]  [,95]  [,96]  [,97]  [,98]
[1,]   5.837   5.917  4.633  1.227  3.995   23.4  12.81
[2,] 232.945  63.365 17.018 31.657 82.590 1351.3 340.03
[3,] 303.375 189.867 47.891 40.558 85.978  612.6 640.42
[1] "--- VAR model 2017-10-02 07:31:00  completed"
[1] "Completed training sample:  2017-10-02 07:31:00 - 2017-10-02 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 08:01:00 - 2017-10-02 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.171        -1.16500       -1.74616         -6.099
           1.613         0.07822       -0.97763         -8.885
           0.260        -0.13294        0.06564          2.593
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.984          2.033           0.9882           1.5733
         -2.030          2.178           0.8510           1.9771
        -11.220          1.325           1.5751           0.9364
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.196           0.7466            2.813           -17.78
            3.108           1.2522            0.107           -19.48
            1.377           1.5813            1.339           -16.96
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.872           3.7933            2.542            21.80
           -5.215          -0.5050           -2.373            21.08
           -4.819           0.1081           -1.862            22.44
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.601           -7.331          -10.194           -13.96
           -3.460           -3.612           -9.540           -13.32
           -4.166           -2.308           -7.148           -11.99
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.0632         -0.74866            7.933           -2.445
          -1.1379         -0.35688           -6.251            5.179
           0.5881         -0.09919           -3.956           -6.015
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.16340           -7.791         -12.2446          0.21951
         -0.07809            4.030           0.2623         -0.15769
         -0.05159           -3.270           1.6848         -0.02901
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.994           0.3328           7.3859            19.28
           -7.665           0.3301         -10.7481            18.51
            3.192           0.1455          -0.8423            18.65
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.08018            7.949           5.9256            2.311
         -1.81672          -11.613           0.3072            3.369
         -1.33276           -2.325         -10.6118          -10.451
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.5821          -4.5603          -1.4115        -0.017204
          -0.3112          -0.7039          -0.4221        -0.070661
          -0.1533          -2.0533          -0.4406         0.001086
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4548          0.05435          -4.4431           -9.846
          -0.1684         -0.15918           2.7459          -13.858
          -0.1045         -0.02223           0.3847           -7.884
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.6492          0.06912          -15.390           0.9994
           0.2259         -0.31841           -4.166           3.8513
          -0.3053         -0.19610          -11.032           1.7354
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.395          0.16033            4.313           10.787
            1.346          0.04440           -7.956            9.968
            1.989         -0.08415           -2.731            7.317
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.7942            3.981          -0.1838           -4.983
          -0.1107           -0.575           2.1610            4.230
          -0.7979           -7.387          -4.9961           -1.124
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.6197          -1.4292          0.27212           -8.133
          -0.2019          -0.4949          0.05250           -2.921
           2.3967          -0.2306          0.03766            1.872
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.955           0.8635         -0.28334           -8.347
           -2.960          -2.4933          0.08705            3.088
           -1.743          -1.6810         -0.56592           -1.709
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -7.4120           1.3965          -4.6915          -0.2192
           0.9184           0.7747          -3.0963           0.1725
          -3.2420           0.6919          -0.9519          -0.1819
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.626          0.22807           1.1880            8.254
           -6.508         -0.14434          -1.1797            5.276
            1.230          0.06099          -0.3318            5.077
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.293          -1.0271            6.359            5.513
            1.696           1.3038            5.757            3.013
            1.973          -0.3613            5.200            1.972
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.456          -0.3019            4.635          -0.3698
            2.885          -0.2642            3.536          -0.4449
            2.430          -0.0948            2.151          -0.1705
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.968         -0.37951          0.00594          0.03322
            3.808         -0.09777          0.26123          0.19099
            2.867         -0.05773         -1.10516          0.29318
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.488          -0.3234          -0.5602           -8.895
           -2.188           3.0501           0.0368           -9.410
           -2.185           1.5969          -0.2865           -9.017
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.792            5.231            9.251           10.664
            3.938            2.890            4.292            4.329
            1.924            3.297            3.320            3.306
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2384           0.9434           -11.59           0.5733
          -1.1533          -1.0119           -11.53           0.5540
          -1.8284          -0.9586           -11.40           0.2523
 rnd_95776.volume rnd_95787.volume
           0.9547           -2.697
         -16.8471            5.120
           3.2675           -5.372
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.645 4.255 13.25  8.005 8.140 2.514 2.974 8.128 9.378 6.575 4.121
[2,] 6.754 4.260 13.27  9.097 9.216 2.518 2.982 8.165 9.383 8.989 4.971
[3,] 6.801 4.297 13.35 10.207 9.692 2.679 3.004 8.253 9.443 8.991 4.999
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.384 5.415 6.247 6.104 5.977 8.241 6.843 17.00  9.735 13.95 5.551
[2,] 7.770 5.814 6.835 6.555 6.359 8.794 8.547 18.11 10.466 14.04 5.569
[3,] 8.577 6.519 6.922 7.252 6.812 9.002 8.744 18.85 11.133 14.09 5.602
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.02  9.324 2.699  8.031  8.230 6.535  7.489 2.741  8.054 7.220
[2,] 25.01  9.913 2.729  9.963  9.934 6.735  9.036 2.755  8.941 7.742
[3,] 25.14 12.174 2.735 12.937 11.213 7.054 10.140 2.756 10.152 8.433
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.482  8.641 7.245 7.428 7.557 6.250 6.020 2.053 5.612 2.097 5.714
[2,] 3.586  9.108 8.330 9.254 7.725 6.929 6.158 2.053 5.789 2.097 6.285
[3,] 3.649 10.191 8.824 9.722 7.805 6.995 6.517 2.054 5.897 2.105 6.585
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.818 5.017 3.124 6.031 6.778 7.367 4.038 6.783 6.931 2.922 6.479
[2,] 7.422 5.073 3.140 7.486 6.809 7.367 4.039 9.401 7.176 3.076 7.454
[3,] 7.936 5.277 3.159 8.025 7.202 7.813 4.039 9.900 7.773 3.151 8.600
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.716 5.433 3.629 6.277 1.909 4.723 2.713 4.858 5.099 5.646 7.099
[2,] 6.812 6.478 6.365 6.346 1.918 6.069 2.809 4.961 5.114 7.117 8.988
[3,] 7.813 7.307 7.272 6.355 1.918 7.573 2.969 5.477 5.114 7.478 9.041
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.414 6.860 4.874 6.245 2.581 8.097 7.830 7.486 8.056 7.964 7.654
[2,] 3.441 7.613 4.906 7.436 2.581 8.319 7.965 7.684 8.776 8.234 8.487
[3,] 3.477 7.904 4.909 8.333 2.583 8.643 8.011 7.827 8.816 8.514 8.583
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.214 1.876 6.752 4.759 7.086 3.522 3.574 2.963 4.943 5.110 11.34
[2,] 8.523 1.876 7.824 4.871 8.362 3.557 3.769 2.964 6.216 5.111 11.42
[3,] 9.132 1.879 8.352 4.899 9.247 3.589 3.937 2.964 6.383 5.156 11.52
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.04 3.672 3.381 4.014 3.035 4.805 3.791 1.045 3.491 18.58  9.682
[2,] 10.21 3.690 4.167 4.051 3.357 4.857 3.792 1.089 3.656 22.81 10.236
[3,] 10.46 3.724 4.172 4.480 4.319 5.252 3.828 1.201 3.824 23.64 12.517
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]   [,7]   [,8]  [,9]
[1,]   8.438  5.403  16.83  10.16  10.34  3.192  3.777  10.32 11.91
[2,] 103.150 18.377  56.03 367.22 367.19 12.615 18.924  66.63 27.52
[3,]  67.765 47.666 128.04 393.35 254.99 77.750 31.144 102.44 90.66
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]  [,17]   [,18]
[1,]   8.349   5.233   8.107   6.876   7.933   7.751   7.59  10.46   8.689
[2,] 520.720 236.226 376.302 179.847 235.560 203.178 184.45 261.00 435.104
[3,]  18.093  45.088 308.644 250.563  93.276 263.480 207.57 163.51 157.199
      [,19]  [,20]  [,21]  [,22]  [,23]  [,24]  [,25] [,26]  [,27]   [,28]
[1,]  21.59  12.36  17.71  7.049   17.8  11.84  3.427  10.2  10.45   8.299
[2,] 531.46 326.45 137.09 38.774 1759.5 286.17 34.184 500.9 472.69 138.412
[3,] 444.94 322.72 105.20 51.607  217.4 600.39 16.093 701.2 441.98 178.311
      [,29]  [,30]  [,31]   [,32]  [,33]  [,34] [,35]   [,36]   [,37]
[1,]   9.51  3.480  10.23   9.168  4.422  10.97   9.2   9.432   9.596
[2,] 429.56 24.148 329.99 237.650 72.924 244.73 349.3 468.952 136.167
[3,] 390.92  6.505 408.61 284.013 57.239 388.58 247.4 253.295  95.416
       [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   7.937   7.644 2.607   7.126  2.663   7.256   7.388   6.371  3.967
[2,] 254.034 110.223 2.297 120.953  3.522 222.321 391.492  64.030 27.667
[3,]  82.078 181.433 4.631  95.582 15.527 167.285 238.884 123.338 29.301
       [,47]   [,48]   [,49] [,50]   [,51]   [,52]  [,53]   [,54]   [,55]
[1,]   7.659   8.607   9.355 5.127   8.614   8.801  3.711   8.227   7.258
[2,] 376.775  55.386   8.549 9.795 552.949 158.104 81.554 313.182 314.938
[3,] 245.786 199.497 221.072 4.408 263.786 253.949 58.361 364.499 324.978
       [,56]   [,57] [,58]  [,59]   [,60]  [,61]   [,62]  [,63]   [,64]
[1,]   6.899   4.609  7.97  2.424   5.998  3.445   6.169  6.476   7.169
[2,] 299.695 444.170 79.71 15.909 323.757 61.665  85.484 32.590 368.143
[3,] 287.254 298.937 28.95  3.513 384.798 81.917 197.329  6.088 195.179
       [,65]  [,66]   [,67]  [,68]   [,69] [,70]  [,71]   [,72]   [,73]
[1,]   9.015  4.335   8.712  6.189   7.931 3.278  10.28   9.943   9.506
[2,] 468.319 36.599 280.455 47.853 342.828 3.336 162.47 124.189 147.374
[3,]  83.202 42.766 180.591 16.152 319.587 7.485 199.12  73.374 126.511
      [,74]  [,75]   [,76]  [,77] [,78]   [,79]  [,80]   [,81]  [,82]
[1,]  10.23  10.11   9.719   9.16 2.382   8.574  6.043   8.998  4.472
[2,] 295.81 177.83 311.697 385.64 3.439 335.858 88.308 377.240 42.548
[3,]  71.65 184.29 108.886 278.65 9.307 248.281 44.942 335.506 40.753
       [,83] [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]   [,91]
[1,]   4.538 3.762   6.277  6.489  14.39  12.75  4.663   4.293   5.097
[2,] 101.912 6.676 320.141  8.595 116.34 155.75 31.425 207.012  46.431
[3,]  96.641 4.813 123.569 57.989 129.70 192.97 42.829  17.567 162.603
       [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   3.854   6.102  4.814  1.326  4.433   23.59  12.29
[2,] 121.920  60.097  7.331 26.315 92.494 1123.90 282.27
[3,] 230.792 169.928 44.649 42.865 95.238  529.85 612.14
[1] "--- VAR model 2017-10-02 08:01:00  completed"
[1] "Completed training sample:  2017-10-02 08:01:00 - 2017-10-02 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 08:31:00 - 2017-10-02 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5632         -0.4572         0.4675         -12.28
         -1.0585          0.4854         1.2358         -11.26
         -0.2729         -0.1084         3.4983          15.32
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.86        -0.6192           0.6409          -0.7481
         -26.18         2.0558           0.2860           2.6935
         -20.23         1.0389           0.3829           0.5783
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.807           1.2791           -1.758           -19.15
            1.664          -0.6513            0.879           -20.47
           -0.501           2.1240            0.388           -19.19
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           15.545          -0.8759          -0.1826            25.51
            9.231          -0.6797          -2.8532            26.00
            9.131          -0.5632          -3.7906            26.20
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.726          -10.630           4.6532           -1.940
           -5.569           -3.237          -0.1510           -5.468
           -5.198           -4.427           0.8432           -4.445
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           2.5528          -0.3895          55.4882           -4.337
          -0.4555          -0.8336           0.8404           19.155
           2.9929           0.2105           2.9780           -3.793
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1241           -7.764           -5.379           0.9152
          -0.0601           23.123           12.084           0.6469
           0.1703           -2.253            8.140           0.4235
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.939          0.05865          -15.615           -2.863
           -9.171          0.07528           -5.207           -3.609
           18.031          0.10199            7.312           -4.359
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.033          -16.415          -15.222          -12.786
           -1.407           -8.365          -14.007          -13.248
           -1.599           -5.760           -8.818           -7.144
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9993          -6.6908           -1.013         0.019605
           0.5975          -2.1407           -1.802         0.034982
           0.3543           0.3666           -1.125        -0.000712
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4157         -0.25716           -6.030           -11.89
           0.1800          0.17075           -6.629           -16.07
           0.1040          0.01197           -5.413           -16.59
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4982           1.4206           -10.51            6.385
          -0.1238           1.4263           -12.48            5.899
           1.1012           0.8985           -13.55            3.954
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.116         -0.05728           0.6136            6.296
            3.762         -0.16501          -5.0216            4.762
            2.473         -0.21967          -2.0397            4.975
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.85432         0.001047          -4.1356          -11.880
         -0.54491        -4.454476           0.5995            1.222
          0.01516        -3.448205          -3.4307           -2.591
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.052         0.152241          0.34933           5.3682
           -5.343        -0.007939          0.05820         -10.3544
            1.153         0.098705          0.07628          -0.8728
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.436         0.001892          -1.2452           -9.431
           -4.275         1.975790          -0.0574            2.486
           -4.558        -5.864881          -0.6891           -1.577
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -13.3968            3.104          -11.122          -0.7674
          -2.0322            2.901           -9.067          -0.4855
          -0.3036            2.206           -1.306          -0.2721
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.339           1.3571           -1.956          -0.5532
          -15.105           0.3843           -2.423          -0.9600
           -5.561           0.1508           -1.661          -0.2996
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.162           -2.430          -1.4591           -2.053
            4.778           -1.142          -0.9910           -1.118
            3.272           -1.795          -0.5623           -1.017
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.224         -0.32546           -5.727           -2.008
           -3.403         -0.19306           -2.561           -1.690
           -1.830         -0.03221           -2.694           -1.708
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.258          -1.0171         -0.94356        -0.175198
           -2.052          -0.7247         -0.01635         0.004319
           -2.978          -0.4073         -1.09862         0.015767
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.736          -1.0656          -0.2187           -8.149
           -1.513          -0.1630          -0.5877           -7.613
            1.235          -0.1104          -0.9477           -6.098
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           3.4093            5.089           2.3385            4.647
           1.2377            1.620           1.5786            4.307
           0.2652            1.343           0.7203            1.124
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.561           0.1370           -9.903            2.729
            3.649           0.8558           -9.026            2.317
           -4.760           0.1985           -8.801            1.826
 rnd_95776.volume rnd_95787.volume
         -10.4673           -4.055
          -0.2553           19.188
          -6.4352           -4.341
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.737 4.315 12.54 7.237  8.703 2.882 2.980 8.258 9.382 6.539 4.177
[2,] 6.876 4.324 12.56 8.351 10.094 2.884 3.035 8.270 9.390 9.067 4.956
[3,] 6.942 4.362 12.59 9.773 10.667 3.089 3.093 8.394 9.448 9.075 4.989
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.524 5.909 6.131 5.992 5.784 7.186 6.362 16.79  9.748 14.67 5.982
[2,] 7.833 6.244 6.623 6.435 6.105 7.929 8.157 17.75 10.440 14.74 6.010
[3,] 8.604 6.975 6.755 7.122 6.541 8.615 8.451 18.47 11.085 14.74 6.041
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 14.01  9.248 2.613  7.354  7.455 6.308 6.914 2.761  7.965 7.208 3.478
[2,] 24.38  9.812 2.614  9.336  9.341 6.445 8.470 2.780  9.066 7.688 3.567
[3,] 24.46 11.983 2.614 12.278 10.622 6.714 9.801 2.781 10.226 8.360 3.621
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.177 7.311 7.565 7.537 6.374 6.169 2.026 5.569 1.978 5.681 5.462
[2,] 8.876 8.790 9.170 7.726 6.968 6.342 2.026 5.751 1.979 6.185 7.234
[3,] 9.864 9.386 9.556 7.863 7.046 6.673 2.026 5.863 1.990 6.577 7.715
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 5.036 3.107 5.911 6.741 7.366 3.998 7.801 7.072 2.879 6.573 5.770
[2,] 5.104 3.121 7.194 6.760 7.369 3.999 9.201 7.317 3.005 7.873 7.228
[3,] 5.278 3.145 7.855 7.216 7.867 3.999 9.768 7.902 3.065 8.561 7.825
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.536 3.813 6.287 1.949 4.812 2.696 4.949 5.119 5.717 7.133 3.628
[2,] 6.475 6.526 6.394 1.960 6.315 2.803 5.065 5.145 7.271 9.069 3.715
[3,] 7.362 7.576 6.405 1.961 7.759 2.963 5.645 5.148 7.573 9.148 3.812
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.432 4.842 7.150 2.715 8.049 7.925 7.743 8.226 8.004 7.594 6.704
[2,] 8.173 4.874 8.344 2.720 8.297 8.104 8.031 9.002 8.312 8.417 8.244
[3,] 8.580 4.878 9.162 2.730 8.631 8.159 8.205 9.065 8.596 8.522 8.798
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.912 6.277 4.615 6.672 3.472 3.724 3.023 5.223 5.153  10.8  9.85
[2,] 1.912 7.158 4.745 7.761 3.501 3.943 3.027 6.152 5.155  10.8 10.03
[3,] 1.919 7.975 4.841 8.788 3.519 4.019 3.028 6.302 5.204  10.8 10.26
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.287 3.705 4.190 3.247 4.854 3.792 1.097 3.535 18.41  9.512
[2,] 3.693 4.130 4.212 3.636 4.915 3.793 1.137 3.703 22.23 10.086
[3,] 3.709 4.233 4.264 4.228 5.331 3.829 1.267 3.890 22.89 12.287
Root mean square errors of predictions:  
        [,1]  [,2]  [,3]   [,4]   [,5]    [,6]   [,7]   [,8]  [,9]   [,10]
[1,]   8.554  5.48 15.93   9.19  11.05   3.659  3.784  10.49 11.91   8.304
[2,] 127.476 26.27 59.84 384.51 471.81  11.545 53.276  43.31 35.24 579.569
[3,]  88.320 52.75 79.39 468.56 318.65 102.181 54.928 132.72 97.62  36.926
       [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   5.304   8.284   7.504   7.785   7.609   7.344   9.124   8.078
[2,] 246.228 400.174 186.176 231.310 216.522 180.570 309.332 471.204
[3,]  53.078 328.521 286.977 122.620 281.678 216.536 311.017 204.112
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24] [,25]   [,26]   [,27]
[1,]  21.32  12.38  18.63  7.597   17.79  11.74 3.318   9.338   9.466
[2,] 532.15 345.17 130.53 53.230 1841.58 302.72 7.319 530.741 519.414
[3,] 469.63 343.78  16.58 57.136  178.70 634.92 4.837 735.949 466.759
      [,28]  [,29]  [,30]  [,31]   [,32]  [,33]  [,34]   [,35]   [,36]
[1,]   8.01   8.78  3.506  10.11   9.152  4.417  10.38   9.283   9.607
[2,] 122.30 451.49 30.375 399.66 246.916 73.137 318.58 450.466 478.289
[3,] 173.84 455.18  5.449 436.58 303.158 57.334 397.13 303.907 248.255
       [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   9.571   8.094   7.833 2.572   7.072  2.512   7.214   6.936   6.395
[2,] 156.663 259.900 136.169 3.168 132.522  4.970 225.574 437.680  76.894
[3,] 135.265  96.193 191.484 3.150 105.475 19.129 206.502 247.621 124.271
      [,46]   [,47]  [,48]   [,49] [,50]   [,51]   [,52]  [,53]   [,54]
[1,]  3.945   7.506   8.56   9.354 5.077   9.906   8.981  3.656   8.347
[2,] 27.847 378.390  47.05  20.018 9.939 450.277 173.307 79.391 399.930
[3,] 35.881 291.157 233.12 254.349 5.212 302.816 275.431 55.648 310.341
       [,55]  [,56]   [,57]   [,58]  [,59]  [,60]  [,61]   [,62]  [,63]
[1,]   7.326   7.03   4.842   7.984  2.475   6.11  3.423   6.284  6.501
[2,] 401.870 309.96 488.693 107.741 19.564 377.45 70.813  99.681 47.969
[3,] 276.573 323.32 355.127  34.540  4.401 416.01 88.719 230.018 17.239
      [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]  [,72]
[1,]   7.26   9.058  4.607   9.437  6.149   9.079  3.448  10.22  10.06
[2,] 414.54 516.865 74.023 313.916 51.664 397.082 14.456 186.26 156.48
[3,] 195.61 111.147 78.714 241.290 19.315 349.178 21.556 219.50  87.76
       [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   9.833  10.45  10.16   9.643   8.514  2.427   7.971   5.861   8.473
[2,] 196.580 337.63 207.00 335.176 442.779  5.574 317.603 101.692 365.920
[3,] 155.535  98.36 202.23 123.284 283.525 14.633 324.367  88.582 380.428
      [,82]   [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]   [,90]
[1,]  4.409   4.729  3.839   6.633  6.543 13.71  12.51   4.174   4.704
[2,] 41.323 119.518 15.224 299.994 15.883 22.60 175.24 155.426 168.524
[3,] 33.402  71.643  4.810 126.396 65.937 22.85 197.55  31.361  85.569
     [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]  5.32   4.123   6.163  4.816  1.393   4.488   23.37  12.08
[2,] 40.23 150.931  71.484  7.550 27.640 102.007 1149.79 309.65
[3,] 61.44 199.182 190.721 48.344 51.576 109.866  506.51 647.68
[1] "--- VAR model 2017-10-02 08:31:00  completed"
[1] "Completed training sample:  2017-10-02 08:31:00 - 2017-10-02 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 09:01:00 - 2017-10-02 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.0891        0.332172        -1.7379        -11.283
         -1.3986        0.277296        -0.3791          1.059
         -0.5198       -0.005705        -2.7735        -16.438
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -30.50          3.120           0.7806           -2.546
         -20.99          3.865           0.3015           -3.612
         -11.42          2.653           0.1627           -2.492
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.101           -7.275           -5.065           -29.10
           -2.633           -1.301           -2.571           -26.14
           -1.432           -2.655           -2.212           -27.55
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -8.128           -5.985           -8.569            25.91
           -6.210           -2.376           -9.189            25.12
           -5.759           -1.937           -6.500            25.13
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.754           -3.145           0.6534            5.136
          -11.519          -10.013          -3.4345            6.653
           -7.447           -8.034          -5.3430            2.524
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -4.6076         -0.26973         -42.7720          0.07187
           0.8014         -0.12141          -8.0099        -17.24029
          -3.3197          0.07408          -0.5548          1.50111
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.173383           4.7351            4.156           0.6273
         0.050243         -18.3721          -10.028           0.3876
        -0.004933          -0.9739           -9.234           0.2397
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.160         0.170581          -12.638            5.473
            3.412         0.158071            1.326            5.572
          -15.594        -0.005021           -8.855            4.919
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.7202          -11.900         -18.4434          -17.539
          -0.9010           -4.703         -10.5928          -13.125
           0.2074           -3.789          -0.2784           -3.055
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.014          -1.9231           0.4302         -0.01106
           -3.567          -2.5399           0.2140         -0.05556
           -2.551           0.3384           0.2161          0.01938
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.0132         0.177496           -6.274           -12.83
          -1.4541        -0.045195           -7.212           -18.83
          -0.8228        -0.006144           -4.769           -17.14
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.517          -0.3092           -8.006           0.5885
            3.430          -0.2760           -9.844           1.8520
            2.692          -0.2220          -12.701           0.9441
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.434           0.3611           -3.500            14.19
            6.714           0.1990           -2.805            13.10
            4.166           0.1093           -2.251            12.67
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.44797            3.948            5.676           0.8630
          0.07627           -3.104           -1.870           0.6638
         -0.32452           -2.488           -1.571          -1.3776
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.134         -0.30281         0.131743            7.095
            4.574         -0.02336        -0.008838            4.214
           -1.879         -0.07235         0.037741            3.366
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.250           -2.311          -1.6928           -9.905
           -3.543            5.017          -0.8083           -1.099
           -3.705            1.297          -0.7263            3.127
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -12.666            2.819          -16.573           0.4678
           -4.995            2.033          -13.086           0.1847
            2.364            1.914           -4.046          -0.1247
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -16.823          0.21884           -3.954          -2.2015
          -15.534          0.14995           -3.095          -1.5831
           -8.818         -0.01764           -2.394          -0.9361
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.333           -3.682           0.3156           -2.995
            2.438           -1.892           1.3171           -2.658
            1.643           -2.543           1.3412           -1.921
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.040          0.32387           -3.469           0.7089
           -4.061          0.06401           -4.572          -0.4226
           -2.675          0.02873           -3.080          -0.2430
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.899          0.43399           1.4782         -0.26475
           -3.295          0.03483          -0.8495         -0.13678
           -3.213         -0.11388          -0.2184         -0.05141
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -5.3939        -0.225112          -2.5190           -7.212
          -4.7057         0.116027          -0.9443           -5.720
          -0.1497        -0.009819          -0.7831           -4.767
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.31018           3.3563          -0.9163          -0.5459
         -0.52327          -0.0549          -0.6812           0.6464
         -0.01398          -0.5327          -0.2635           0.1191
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.6572           0.8747           -9.150         -0.13846
           3.1670           1.7496           -9.813         -0.04401
           0.9526           1.0723           -9.854         -0.04662
 rnd_95776.volume rnd_95787.volume
           -2.140          -0.2296
           -8.436         -17.2517
           -8.209           1.2792
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.711 4.392 12.66  7.520  8.276 3.144 2.851 8.174 9.326 6.304 4.267
[2,] 6.861 4.403 12.68  8.672  9.598 3.145 2.897 8.180 9.351 8.759 5.027
[3,] 6.936 4.437 12.70 10.050 10.249 3.421 2.938 8.284 9.445 8.765 5.071
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.478 4.970 5.965 5.753 5.840 7.038 6.259 13.79  9.704 15.05 5.850
[2,] 7.728 5.048 6.673 6.240 6.192 7.794 8.110 14.51 10.408 15.22 5.880
[3,] 8.471 5.304 6.763 6.992 6.652 8.465 8.386 15.15 10.987 15.22 5.899
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 14.17  9.218 2.715  7.279  7.661 6.043 7.102 2.795  8.162 6.922 3.596
[2,] 24.42  9.857 2.716  9.079  9.449 6.160 8.693 2.807  9.155 7.415 3.682
[3,] 24.55 12.133 2.718 11.920 10.707 6.355 9.986 2.809 10.285 7.968 3.735
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.165 7.301 7.456 7.298 6.588 6.145 2.032 5.652 1.944 5.659 5.504
[2,] 8.989 8.763 9.023 7.674 7.137 6.327 2.033 5.874 1.945 6.129 7.204
[3,] 9.984 9.358 9.412 7.812 7.220 6.688 2.034 5.997 1.952 6.547 7.645
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 5.037 3.006 5.823 6.795 7.312 3.978 7.524 7.305 2.905 6.696 6.007
[2,] 5.098 3.014 7.258 6.813 7.314 3.981 8.890 7.533 3.010 7.901 7.281
[3,] 5.278 3.040 7.764 7.215 7.814 3.982 9.734 8.213 3.058 8.528 7.846
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.831 3.858 6.166 1.975 5.122 2.733 5.085 5.091 5.862 7.210 3.778
[2,] 6.922 6.636 6.269 1.981 6.662 2.829 5.222 5.125 7.540 9.223 3.914
[3,] 7.677 7.705 6.285 1.981 8.057 2.992 5.969 5.144 7.834 9.362 4.047
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.547 4.758 7.539 2.834 7.937 8.067 7.913 8.196 8.074 7.413 5.732
[2,] 8.436 4.793 8.564 2.843 8.168 8.195 8.251 9.010 8.482 8.286 7.472
[3,] 8.855 4.795 9.316 2.854 8.442 8.261 8.452 9.082 8.782 8.407 8.303
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.940 6.211 4.637 6.745 3.379 3.805 3.037 5.463 5.233 10.80  9.819
[2,] 1.940 6.997 4.795 7.794 3.388 3.981 3.046 6.265 5.240 10.82 10.084
[3,] 1.947 7.897 4.930 8.638 3.388 4.060 3.049 6.419 5.297 10.82 10.429
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.942 3.356 4.110 4.009 4.976 3.832 1.170 3.532 18.26  9.397
[2,] 3.659 4.320 4.119 4.028 5.047 3.832 1.198 3.706 22.04 10.033
[3,] 3.670 4.345 4.193 4.131 5.385 3.880 1.361 3.892 22.75 12.326
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]  [,7]   [,8]   [,9]
[1,]   8.522  5.577  16.07   9.549  10.51   3.993  3.62  10.38  11.84
[2,] 179.564 40.722 107.65 543.994 612.11  10.264 64.88  41.16  86.20
[3,] 128.429 68.538  82.57 639.636 452.53 169.413 61.55 164.78 167.48
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   8.006   5.418   8.226   6.311   7.575   7.305   7.415   8.937
[2,] 765.760 334.785 530.641 111.474 376.752 304.502 259.210 421.793
[3,]  38.951  83.747 437.013 205.133 138.027 397.071 306.273 415.842
       [,18]  [,19]  [,20]  [,21]  [,22]   [,23] [,24]  [,25]   [,26]
[1,]   7.948  17.51  12.32  19.12  7.428   17.99  11.7  3.448   9.243
[2,] 649.380 569.00 473.72 278.57 74.967 2503.96 439.7  9.027 683.400
[3,] 269.133 549.11 443.48  60.51 60.483  323.85 891.0 12.309 972.619
       [,27]   [,28]   [,29]  [,30]  [,31]   [,32]  [,33]  [,34]   [,35]
[1,]   9.729   7.674   9.018  3.549  10.36   8.789  4.567  10.37   9.271
[2,] 696.358 150.697 631.348 32.369 522.04 335.009 99.805 473.37 610.354
[3,] 634.066 196.447 618.839 13.940 590.46 367.244 78.486 547.35 413.288
       [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.467   9.267   8.365   7.803 2.580   7.177  2.469   7.186   6.989
[2,] 639.944 298.842 345.746 189.876 6.777 201.700  7.584 296.590 585.412
[3,] 337.473 184.383 137.490 272.945 7.657 152.227 21.135 289.893 322.117
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]
[1,]   6.397  3.817   7.395   8.628   9.285  5.051   9.555   9.276  3.689
[2,]  98.809 27.906 545.550  63.808  22.913 19.731 596.186 231.838 99.612
[3,] 172.136 50.066 347.087 299.073 346.447 12.438 499.390 412.118 67.887
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   8.503   7.628   7.404   4.899   7.83  2.508   6.505   3.47   6.458
[2,] 528.170 518.026 469.757 679.771 142.09 19.166 536.418  92.27 149.510
[3,] 404.034 368.232 418.216 493.107  57.84  6.075 570.488 122.56 364.036
      [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]  [,71]
[1,]  6.464   7.443   9.156   4.798   9.583  6.042   9.573  3.598  10.08
[2,] 74.943 597.138 724.221 128.544 474.736 72.403 511.722 28.828 242.94
[3,] 56.150 267.840 202.853 129.795 339.177 20.126 461.667 31.837 268.64
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]  10.24  10.05  10.41  10.25   9.413   7.278  2.463   7.887   5.888
[2,] 181.70 294.61 471.21 327.32 466.311 603.512  3.551 405.694 153.868
[3,] 132.06 230.50 144.26 286.72 179.270 456.188 21.205 461.255 144.178
       [,81]  [,82]   [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]
[1,]   8.565  4.290   4.832  3.856   6.937  6.645 13.72  12.47   3.736
[2,] 491.696 31.740 147.296 30.703 386.161 34.861 74.27 289.01 273.936
[3,] 469.221  5.969 100.673 17.603 176.162 97.112 46.95 335.30  36.417
       [,90]  [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.261  5.219   5.091   6.318  4.866  1.486   4.485   23.18  11.93
[2,] 342.565 33.844  49.963 106.637  3.890 32.109 141.409 1555.34 442.73
[3,]  59.097 98.990 115.404 236.543 76.720 81.400 149.780  708.26 901.74
[1] "--- VAR model 2017-10-02 09:01:00  completed"
[1] "Completed training sample:  2017-10-02 09:01:00 - 2017-10-02 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 09:31:00 - 2017-10-02 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.1362         0.44674         -9.592         -24.30
          0.2549         0.44912         -5.889         -13.26
          0.4985        -0.05654         -6.750         -23.64
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.18          5.553          0.18474            3.742
         -25.39          3.822          0.02127            1.830
         -22.70          2.950          0.31879            2.583
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.357           10.954           6.7704           -11.95
            1.064            1.549          -0.7029           -21.86
            1.871            1.207           1.2578           -17.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.632           4.4538          -0.9196            21.56
            2.781           2.1104           2.4840            22.32
            4.098           0.9072          -2.2166            23.26
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.584           -1.057            8.692            9.097
            2.850           -3.558            4.525            4.879
           -4.106            2.370            5.825            3.881
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.055          -0.4808           -57.04           -5.187
           -3.431          -0.4377           -24.92          -24.896
           -5.969          -0.1531           -14.48           -7.153
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.3849           -6.755           -15.30          -0.8130
          -0.2472          -22.663           -15.49          -0.6109
          -0.3723           -7.560           -17.50          -0.3984
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -20.15         -0.39912           -19.64           -7.218
           -10.52         -0.33962           -17.14           -7.860
           -21.36         -0.04858           -16.30           -6.329
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.581           -22.38           -17.47           -16.94
           -3.788           -18.13           -20.82           -20.84
           -2.228           -11.84           -13.58           -16.85
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.734           -9.308           -2.158         -0.02574
           -5.581           -5.462           -2.638         -0.03022
           -4.606           -3.246           -1.782         -0.04919
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.3553         -0.05009           -6.806           -15.99
           0.8234         -0.09062           -8.096           -19.40
           0.4740         -0.01918           -9.601           -19.67
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.088           0.8443          -11.859            2.612
            2.606           0.6510           -9.192            4.867
            2.001           0.3085          -14.260            2.597
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.169         -0.10914            2.025            14.30
            3.908         -0.05133           -2.540            17.86
            3.545          0.01134           -3.758            16.12
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          1.80936           1.0847          -5.1174          -5.5052
          0.67284          -0.7187           0.2795           2.1081
          0.08365          -4.3827          -2.6068          -0.1806
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           4.1875          -0.8111          0.29325            6.144
          -6.8034          -0.1657          0.26831           -1.184
           0.8975          -0.1677          0.03834           -3.069
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.855           -2.623          -1.0951           -7.456
           -3.349            4.192          -0.7110           -1.579
           -3.619           -2.915          -0.8271            1.826
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.819            1.875           -7.000          0.02402
           -6.485            1.193          -10.886          0.09716
            2.770            1.182           -4.054          0.01202
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.363           2.3533          -1.1668          -1.5087
          -12.570           1.6230          -0.9607          -0.6748
           -6.846           0.9454          -1.9033          -0.3800
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           11.056           1.3962            4.245          -0.6247
            9.577          -0.5888            3.360          -0.2237
            7.819          -1.5665            3.439          -0.3869
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -4.2465          -0.5892         -0.44961            6.840
           0.1152          -0.3875         -3.17312            4.464
          -0.5314          -0.1405         -0.07326            3.700
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.1476         0.228695        -1.453328         -0.01035
          -2.0119         0.063736        -0.001398          0.02907
           0.3128        -0.003887        -0.537413          0.01273
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.302         -0.33256          -0.6045           -7.768
           -7.583          0.19476          -0.1794           -9.525
           -3.028         -0.06455          -0.6027           -8.183
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3036         -2.73798         -0.62691          -0.7239
           0.1906         -1.00968         -0.01931          -0.6902
          -0.1651         -0.09381          0.16629          -0.2781
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.7894          -0.7319           -9.391           0.3598
           2.5322          -0.3656           -9.088           0.7122
          -1.7691          -0.3716           -9.110           0.6441
 rnd_95776.volume rnd_95787.volume
          -0.3802           -6.797
          -8.8580          -25.267
          -2.1372           -7.091
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.475 4.419 12.51  8.068  8.595 3.348 2.837 8.338 9.323 6.460 4.381
[2,] 6.685 4.431 12.63  9.122  9.910 3.348 2.873 8.340 9.357 8.714 5.166
[3,] 6.746 4.472 12.70 10.333 10.441 3.662 2.912 8.449 9.423 8.721 5.212
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.441 5.085 5.906 5.782 5.785 7.243 6.497 13.84  9.507 15.51 6.204
[2,] 7.705 5.171 6.573 6.270 6.129 8.041 8.197 14.53 10.072 15.76 6.238
[3,] 8.414 5.410 6.682 6.879 6.629 8.389 8.554 15.17 10.651 15.76 6.267
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 13.87  9.288 2.863  7.259  7.836 5.795 7.467 2.904  8.421 6.945 3.564
[2,] 24.92  9.897 2.867  8.892  9.408 5.966 8.825 2.917  9.324 7.457 3.665
[3,] 25.19 12.474 2.867 12.166 10.872 6.145 9.945 2.921 10.172 7.960 3.721
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.336 7.540 7.493 7.254 6.583 6.166 2.021 5.790 1.909 5.572 5.298
[2,]  9.074 8.939 8.909 7.626 7.063 6.369 2.023 6.042 1.910 6.072 7.026
[3,] 10.048 9.432 9.338 7.781 7.224 6.744 2.023 6.174 1.916 6.531 7.439
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 5.011 2.900 5.821 6.860 7.381 3.980 7.802 7.529 3.088 6.809 6.300
[2,] 5.070 2.912 7.199 6.865 7.381 3.998 9.359 7.777 3.207 8.137 7.490
[3,] 5.243 2.956 7.703 7.238 7.920 4.002 9.823 8.519 3.266 8.838 8.061
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.844 4.041 6.213 2.071 5.272 2.797 5.214 5.126 5.935 7.416  3.79
[2,] 6.942 6.969 6.296 2.083 6.814 2.881 5.410 5.169 7.765 9.551  3.95
[3,] 7.727 7.947 6.315 2.087 8.332 3.033 6.190 5.201 8.092 9.742  4.11
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.843 4.695 7.852 2.950 7.534 8.463 7.886 8.099 8.124 7.115 5.771
[2,] 8.461 4.728 8.831 2.988 7.858 8.554 8.289 8.834 8.638 7.913 7.346
[3,] 8.981 4.731 9.539 3.028 8.065 8.683 8.495 8.917 9.006 8.067 8.023
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.994 6.404 4.696 6.838 3.358 3.819 3.049 5.785 5.566 10.58  9.513
[2,] 1.998 7.092 4.930 7.948 3.366 4.006 3.061 6.293 5.570 10.61  9.774
[3,] 2.009 7.814 5.128 8.569 3.367 4.100 3.065 6.520 5.671 10.63 10.059
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.969 3.049 4.195 4.238 5.008 3.846 1.223 3.547 18.47  9.397
[2,] 3.912 4.410 4.213 4.263 5.082 3.847 1.235 3.728 22.26 10.008
[3,] 3.931 4.420 4.275 4.351 5.408 3.912 1.444 3.899 22.86 12.653
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.222  5.612  15.88  10.24  10.91   4.251  3.603  10.59  11.84
[2,] 232.806 44.794 240.28 595.39 690.14   4.561 63.773  30.49 112.34
[3,] 126.359 84.418 191.58 679.09 459.95 207.603 66.055 189.13 156.11
       [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   8.203   5.563   8.18   6.457   7.499   7.342   7.346   9.197   8.25
[2,] 818.208 383.031 591.44 131.518 403.674 339.345 283.185 488.558 699.18
[3,]  49.542  96.575 472.87 222.852 168.078 395.851 353.657 334.950 342.14
      [,19]  [,20]  [,21]  [,22]   [,23]   [,24]  [,25]    [,26]  [,27]
[1,]  17.57  12.07  19.70  7.878   17.61   11.79  3.635    9.218   9.95
[2,] 619.53 465.69 387.98 91.533 2896.35  478.13 22.668  718.335 728.40
[3,] 608.44 484.34  44.73 84.500  515.72 1062.18  6.247 1161.690 762.32
       [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]   [,36]
[1,]   7.359   9.482  3.688  10.69   8.819   4.525  10.59   9.574   9.514
[2,] 198.126 658.024 38.475 560.05 379.800 119.684 501.28 671.723 674.222
[3,] 206.379 641.367 20.633 569.00 389.738  90.070 604.03 421.006 391.689
       [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   9.212   8.359   7.83  2.567   7.353  2.425   7.076   6.727   6.363
[2,] 329.217 357.935 223.28 10.366 241.203  9.006 337.420 645.655 108.256
[3,] 216.206 212.700 309.99  7.647 178.209 20.094 336.567 341.814 186.873
      [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]   [,54]
[1,]  3.682   7.391   8.711   9.372  5.054   9.908   9.561   3.921   8.646
[2,] 37.742 592.575  36.099  14.899 53.187 723.181 272.468 121.196 623.166
[3,] 71.332 383.401 320.947 401.836 22.733 417.412 486.587  86.306 482.610
     [,55]   [,56]   [,57]   [,58] [,59]   [,60]   [,61]   [,62] [,63]
[1,]   8.0   7.421   5.132   7.889  2.63   6.694   3.551   6.621  6.51
[2,] 566.7 524.200 794.330 142.958 30.68 604.108  96.516 201.662 93.32
[3,] 417.1 474.551 534.167  69.660 20.27 670.643 132.672 420.909 80.25
       [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]  [,72]
[1,]   7.537   9.417   4.813   9.959  5.962   9.971  3.746   9.567  10.75
[2,] 700.444 842.018 155.491 444.245 77.474 565.150 65.970 312.334 174.40
[3,] 318.542 268.722 159.318 421.471 25.326 504.557 69.236 254.376 208.97
      [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.01  10.28  10.32   9.035   7.328  2.533   8.132   5.963   8.683
[2,] 357.37 493.57 410.56 484.586 635.991 17.806 426.168 210.342 566.850
[3,] 259.79 169.91 356.54 219.264 451.386 28.297 458.981 197.360 448.022
      [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.264   4.849  3.871   7.346   7.069  13.44  12.08   3.77   3.872
[2,] 32.113 169.260 38.586 346.601  28.034 111.25 313.89 356.25 445.660
[3,] 15.094 122.391 23.235 238.397 149.087  81.84 332.99  54.86  41.782
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   5.327   5.381   6.359  4.884   1.553   4.504   23.45   11.93
[2,]  54.910  65.432 121.554  9.766  24.296 160.692 1736.91  481.45
[3,] 101.042 121.750 258.450 99.432 104.744 159.827  732.66 1083.15
[1] "--- VAR model 2017-10-02 09:31:00  completed"
[1] "Completed training sample:  2017-10-02 09:31:00 - 2017-10-02 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 10:01:00 - 2017-10-02 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.202       -0.308054         -8.677         -23.32
           3.324        0.001865         -8.580         -20.12
           2.940       -0.025537         -8.840         -11.74
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -19.66          3.263            1.578           1.2029
         -22.61          3.603            1.066           1.3068
         -23.57          2.395            1.206           0.5563
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.08665           2.0175           3.2709           -15.72
         -0.42852           0.7348           0.9478           -15.46
          0.79234           0.8749           0.5006           -17.92
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.79756           -3.265           -2.205            24.80
          0.08934           -2.478           -2.301            25.59
          0.77171           -1.686           -3.126            25.70
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.432          -0.1708            2.889            8.219
           -7.922          -7.8288           -1.497            5.114
           -8.720          -5.4443           -1.497            3.102
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.125           0.3810           -16.98          -12.994
           -1.781           0.1545           -19.05           -8.402
           -2.204           0.1040           -14.85          -10.739
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1954           -9.229          -21.099          -1.1292
          -0.8771           -5.965           -9.736          -0.9478
          -0.3644           -6.687           -8.143          -0.5758
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -18.109           0.1163           -9.633          -0.9877
          -13.159           0.1402          -18.412          -0.9256
           -6.267          -0.1578          -10.025          -1.8134
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.199           -13.93           -19.51           -18.81
           -2.657           -18.12           -14.88           -14.05
           -3.086           -11.86           -14.68           -18.82
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.256          -0.1056           0.2788          0.10776
           -5.353          -0.9894          -0.7168          0.09229
           -5.188          -0.3019          -0.2829          0.04696
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.2510         -0.06394           -2.955           -21.91
           1.0703         -0.26046           -8.854           -18.02
           0.4246         -0.00639           -7.151           -20.80
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.732          0.25925           -12.83           0.1771
            3.599         -0.05261           -11.34           5.0847
            1.932         -0.02788           -12.93           2.6476
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.3685          0.07471            6.692            4.941
           0.2520          0.04521           -1.025            5.641
          -0.5303          0.01997           -5.998            5.353
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3633           -4.556           -7.124          -0.9524
           0.4887            6.136            2.873          -1.1045
           0.1341           -5.372           -2.067           4.9178
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.284           0.6258          0.48089           0.7460
           -5.593           0.5578          0.26638           0.9017
            2.101           0.2364          0.04054          -4.4246
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.458           0.2423          -0.1438           -1.167
           -3.767           0.3374          -1.2575           -4.501
           -3.592          -1.0469          -1.6200           -2.769
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.490            2.026           2.2789          -0.5588
           -2.177            1.470          -0.4983          -0.1897
           -1.743            0.987          -2.6536          -0.4630
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.7225         0.003197          0.35661            2.699
          -0.9598         0.530620         -0.14274            1.846
          -2.0869        -0.050681         -0.03688            1.089
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.2098         -1.76464            15.13            5.702
          -1.4507          1.31145            12.50            2.813
          -0.7737         -0.01562            10.39            2.504
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.417          -0.2203            3.211            2.426
            3.202          -0.1992            5.261            3.225
            1.902          -0.1159            2.854            2.506
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.650         -0.04011           -1.469         -0.10873
            2.486         -0.05531            1.311         -0.09747
            2.291         -0.11341           -0.162         -0.03043
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.587          -0.6486          -2.5237          -11.750
           -5.171           0.3756          -1.5606           -9.379
           -3.816          -0.1188          -0.6661           -7.975
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           10.444            9.577            4.552            6.151
            3.902            3.679            4.375            3.894
            3.229            3.475            2.551            1.897
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.3696           1.3625           -10.78          -0.7986
           1.4411           0.5327           -10.74          -1.6673
          -0.4385           0.6962           -10.63          -0.9056
 rnd_95776.volume rnd_95787.volume
           18.849          -12.106
          -16.075           -8.715
           -3.218          -10.309
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.391 4.468 13.30  8.241  9.412 3.530 2.876 8.346 9.464 6.453 4.568
[2,] 6.595 4.487 13.77  9.128 10.688 3.531 2.903 8.362 9.501 8.706 5.398
[3,] 6.666 4.533 14.04 10.580 11.108 3.861 2.930 8.490 9.599 8.707 5.456
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.522 5.244 6.018 5.909 5.770 7.083 7.005 12.97  9.56 16.78 6.156
[2,] 7.604 5.319 6.637 6.380 6.208 7.874 8.264 13.77 10.30 17.08 6.215
[3,] 8.258 5.602 6.795 6.929 6.735 8.118 8.658 14.38 10.87 17.10 6.223
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 16.13  9.220 2.836  7.346  7.791 5.677  7.607 2.910  8.443 7.033
[2,] 23.47  9.837 2.885  9.598  9.851 5.845  8.754 2.926  9.259 7.498
[3,] 24.03 11.984 2.935 11.325 10.680 6.024 10.061 2.929 10.221 8.048
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.531 8.417 7.929 8.058 7.051 6.569 6.327 2.017 6.017 1.918 5.665
[2,] 3.614 9.109 9.038 9.186 7.366 7.349 6.607 2.018 6.334 1.919 6.122
[3,] 3.694 9.945 9.540 9.562 7.496 7.486 7.001 2.018 6.500 1.926 6.434
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.207 4.875 2.870 5.870 6.886 7.393 4.055 7.774 7.695 3.280 6.863
[2,] 6.986 4.947 2.889 7.116 6.889 7.394 4.102 8.982 7.935 3.302 8.192
[3,] 7.423 5.101 2.922 7.619 7.277 7.999 4.106 9.981 8.666 3.319 8.796
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.442 5.910 4.190 6.212 2.099 5.397 2.795 5.153 5.046 5.771 7.655
[2,] 7.585 7.094 7.065 6.307 2.108 6.923 2.893 5.353 5.106 7.540 9.551
[3,] 8.033 7.858 7.988 6.341 2.112 8.373 3.042 6.072 5.143 7.844 9.748
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.835 7.703 4.679 7.902 3.020 7.599 9.017 7.939 8.008 8.228 7.020
[2,] 3.993 8.342 4.709 8.778 3.076 7.950 9.157 8.407 8.621 8.905 7.797
[3,] 4.162 8.929 4.713 9.313 3.136 8.207 9.250 8.612 8.704 9.390 7.945
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.767 2.095 6.381 4.726 6.949 3.389 3.831 3.057 6.333 5.971 10.38
[2,] 7.313 2.103 7.068 4.960 8.014 3.392 3.988 3.076 6.924 5.980 10.47
[3,] 7.890 2.118 7.699 5.158 8.560 3.396 4.061 3.082 7.126 6.064 10.48
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.663 3.138 3.088 4.603 4.584 5.084 3.888 1.388 4.363 19.15  9.274
[2,]  9.856 4.281 4.802 4.646 4.647 5.176 3.889 1.402 4.845 23.08 10.077
[3,] 10.162 4.329 4.817 4.753 4.790 5.490 3.968 1.618 5.299 23.65 12.022
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.115   5.674  16.89  10.46  11.95   4.483  3.652  10.60  12.02
[2,] 278.296  69.761 611.65 670.41 865.12   9.390 67.315  88.38 143.72
[3,] 165.682 110.717 470.38 914.02 517.08 267.161 68.917 250.81 232.99
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   8.195   5.801   8.282   6.66   7.643   7.503   7.327   8.995
[2,] 998.387 491.228 667.716 151.97 477.798 411.010 391.423 587.528
[3,]  12.971 136.020 550.241 300.26 249.419 462.093 446.039 337.568
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]    [,26]
[1,]   8.895  16.47  12.14  21.31   7.817   20.48   11.71  3.601    9.329
[2,] 748.941 792.42 655.37 548.59 146.214 2913.89  585.82 90.656 1055.291
[3,] 441.458 710.01 592.43 129.41  55.693  877.95 1169.36 92.017 1026.881
        [,27]   [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    9.894   7.208   9.66  3.696  10.72   8.931   4.484  10.69  10.07
[2,] 1029.817 237.942 740.00 51.721 649.28 443.764 131.820 595.01 741.33
[3,]  704.616 249.104 847.01 23.175 739.56 499.777 130.259 681.80 521.72
      [,36]   [,37]   [,38]   [,39] [,40]  [,41]  [,42]   [,43]   [,44]
[1,]  10.23   8.953   8.342   8.034 2.562   7.64  2.436   7.193   6.612
[2,] 753.54 364.015 562.917 324.815 7.128 338.25  7.875 396.480 795.635
[3,] 453.71 238.291 243.558 395.811 6.550 249.63 28.476 338.033 428.710
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]
[1,]   6.191  3.644   7.454   8.744   9.388   5.15   9.872   9.771  4.164
[2,] 143.785 56.259 687.348  32.876  21.204 105.18 768.510 331.499 66.144
[3,] 212.704 75.437 465.099 400.419 521.365  31.33 743.589 595.146 56.902
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   8.715   8.181   7.505   5.321   7.889  2.665   6.853   3.549
[2,] 763.922 683.882 670.099 971.663 186.063 33.226 740.721 127.303
[3,] 547.394 451.874 577.652 636.814 111.581 23.565 804.466 161.110
       [,62]   [,63]   [,64]  [,65]  [,66]   [,67]  [,68]  [,69]   [,70]
[1,]   6.544   6.408   7.328   9.72   4.87   9.782  5.941  10.03   3.835
[2,] 247.962 133.541 829.018 975.71 189.84 546.726 90.962 652.96 100.135
[3,] 489.622 104.470 369.045 333.61 200.76 544.249 33.075 531.64 103.926
      [,71]  [,72]  [,73]  [,74]  [,75]   [,76]   [,77] [,78]   [,79]
[1,]   9.65  11.45  10.08  10.17  10.45   8.914   7.324  2.66   8.103
[2,] 398.89 271.74 472.50 545.26 582.07 579.578 768.023 32.32 519.143
[3,] 348.56 224.09 318.92 206.07 508.89 261.141 506.305 41.69 521.789
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   6.001   8.824  4.304   4.865  3.882   8.042   7.582  13.18  12.27
[2,] 257.138 682.170 23.309 189.311 58.969 478.294  57.110 228.14 331.91
[3,] 242.320 514.034 27.858 131.202 32.702 287.875 171.624  92.15 422.84
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]  [,96]
[1,]   3.985   3.921   5.845   5.821   6.456   4.937   1.762   5.54
[2,] 497.551 628.231 108.151 129.507 166.323  13.858  34.196 360.07
[3,] 109.271  65.124 170.846 198.960 312.364 134.586 138.000 366.65
       [,97]   [,98]
[1,]   24.32   11.78
[2,] 2199.67  673.73
[3,]  880.86 1120.01
[1] "--- VAR model 2017-10-02 10:01:00  completed"
[1] "Completed training sample:  2017-10-02 10:01:00 - 2017-10-02 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 10:31:00 - 2017-10-02 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.5503        0.007861         -9.026        -19.767
          1.2480       -0.612795         -7.184        -22.936
         -0.3101        0.135522         -2.900         -5.999
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -22.24         1.5755          0.21838         -0.05279
         -23.65         0.9377          0.02907          0.45359
         -24.50         0.6920         -0.08577          0.59002
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.59212           5.8255          3.52933           -5.759
          0.09699          -0.7324         -0.07762           -9.381
          1.05671           0.4817          0.66135           -8.990
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.4471            4.620           -3.015            23.33
           2.2177            3.660            1.539            22.94
           0.6906            2.511           -2.792            22.88
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           5.0683           0.7651            0.736            2.371
           0.9523           2.1000            4.266            2.781
           0.9245           1.1944            4.328            4.886
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -4.8188          0.13699            1.932         -15.5576
          -4.6909          0.02450          -19.225          -0.9179
           0.6204          0.03566          -15.590         -14.2857
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.5557          -16.049          -29.955           -3.875
          -0.1263            1.714           -6.836           -3.271
          -0.4094           -7.999           -4.679           -1.978
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -18.863          0.02663           -10.11           -7.319
          -18.731          0.21199           -23.71           -6.716
           -1.998          0.15808           -10.22           -7.165
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.641           -15.78           -17.23           -19.69
           -4.061           -23.55           -16.20           -16.98
           -4.309           -15.15           -20.53           -22.23
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0874           -3.279            7.311         -0.03066
           0.4106           -2.407            6.952          0.05576
           1.0130           -1.107            4.954          0.01224
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            8.710         -0.19485          -12.216           -17.20
            5.185         -0.26377           -7.837           -19.21
            3.137         -0.09426           -7.990           -18.09
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.604           0.5953           -9.002           1.8426
            1.849           0.3981          -11.098           0.4588
            1.739           0.1844          -13.157          -0.8070
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.247         -0.23998            3.832            6.238
            6.206         -0.08850           -7.569            4.411
            2.963         -0.02295           -1.937            4.685
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.6730           14.771            6.909          -13.045
           0.6837           -4.664            1.696           10.300
           0.2869           -5.512           -5.741           -3.743
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.797          0.17882          0.22707            6.712
            1.655         -0.05743          0.11945          -10.012
            3.942          0.03621          0.02431            6.630
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.032           -1.464          -0.6762           0.6406
           -4.883            1.774          -0.6816           1.1011
           -3.993           -6.757          -0.7804          -1.6640
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.265           1.1940           8.4066          -0.2292
           -2.787           1.4426          -2.3570          -0.4457
           -1.043           0.9157          -0.1596          -0.2143
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           11.067          0.86615          -1.1301          1.22790
            1.062          0.65930          -1.1329          0.36791
            1.160          0.03688          -0.3246          0.03642
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.520          1.77551          0.02529         0.006402
            3.084          0.71210         -0.43409         1.265954
            1.302         -0.08495         -1.72254         0.722831
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.0255           0.2726           9.1871           1.5502
           1.5270           0.3863           0.5932           0.4891
           0.8706           0.2231           1.9067           0.6726
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.788          0.41225           1.8659           0.3209
            1.528          0.15791           1.3618           0.1435
            1.326         -0.02017          -0.5773           0.0383
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            7.975           0.7451           1.5754           -6.895
            1.892          -0.3007          -0.7390           -2.913
            3.045           0.1421           0.4809           -4.140
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.331           -1.482            5.694            4.350
            5.527            4.437            2.744            1.728
            2.542            2.064            1.869            1.585
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.04742         -0.51544           -11.16            111.2
          2.80475         -0.07659           -11.02            106.9
         -5.00050         -0.02469           -11.07            104.5
 rnd_95776.volume rnd_95787.volume
          -22.636         -12.8893
           -4.498          -0.9985
          -14.629         -13.4757
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.458 4.498 14.03  8.280  9.558 3.667 2.836 8.302 9.650 6.285 4.569
[2,] 6.659 4.526 14.79  9.118 10.734 3.668 2.856 8.318 9.698 8.786 5.420
[3,] 6.747 4.587 15.35 10.625 11.158 4.031 2.877 8.398 9.830 8.811 5.492
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.508 5.346 6.026 5.916 5.695 7.022 7.012 13.04  9.898 16.78 6.284
[2,] 7.620 5.421 6.615 6.221 6.096 7.860 8.294 13.91 10.690 17.20 6.367
[3,] 8.271 5.700 6.816 6.955 6.468 8.165 8.651 14.53 11.333 17.24 6.377
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 16.49  9.267 2.925  7.441  7.725 5.524  7.531 2.983  8.565 6.990
[2,] 23.87  9.943 2.972  9.668 10.064 5.656  8.758 2.994  9.385 7.463
[3,] 24.72 12.215 3.022 11.395 10.909 5.844 10.094 3.006 10.509 8.040
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.467  8.409 8.004 8.188 7.164 6.450 6.388 2.069 6.346 1.920 5.624
[2,] 3.534  9.092 8.988 9.207 7.591 6.958 6.678 2.069 6.837 1.920 6.112
[3,] 3.606 10.115 9.487 9.530 7.779 7.078 7.073 2.069 7.109 1.929 6.300
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 5.377 4.877 2.910 5.883 7.027 7.438 4.206  7.827 7.765 3.287 6.953
[2,] 7.024 4.963 2.928 7.099 7.031 7.438 4.241  9.102 7.991 3.317 8.243
[3,] 7.480 5.121 2.950 7.661 7.432 8.067 4.250 10.049 8.791 3.331 8.844
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65]
[1,] 6.593 5.978 4.296 6.280 2.116 5.545 2.841 5.279 5.211 6.055  7.795
[2,] 7.712 7.195 7.176 6.366 2.124 7.054 2.952 5.519 5.276 7.978  9.835
[3,] 8.145 7.907 8.106 6.401 2.127 8.560 3.114 6.248 5.327 8.285 10.072
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.832 7.961 4.652 7.935 3.074 7.579 8.992 8.003 7.917 8.262 6.707
[2,] 4.002 8.655 4.687 8.821 3.123 7.941 9.142 8.522 8.529 9.109 7.570
[3,] 4.179 9.385 4.688 9.428 3.183 8.200 9.239 8.762 8.628 9.754 7.723
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.804 2.116 6.504 4.619 7.101 3.475 3.839 3.074 6.649 6.007 10.28
[2,] 7.380 2.125 7.327 4.868 8.132 3.477 3.990 3.091 7.181 6.020 10.36
[3,] 7.940 2.138 7.784 5.062 8.630 3.483 4.062 3.096 7.437 6.109 10.37
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 10.06 3.233 3.118 4.907 4.865 5.110 3.886 1.421  6.923 19.03  9.246
[2,] 10.37 4.682 5.135 4.991 5.004 5.215 3.887 1.439  8.946 22.87 10.120
[3,] 10.84 4.784 5.184 5.230 5.261 5.532 3.966 1.669 11.040 23.44 12.192
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.201   5.711  17.82  10.51  12.14   4.656  3.602  10.54  12.25
[2,] 286.437  89.282 824.75 674.03 862.52  17.634 59.057  90.78 170.50
[3,] 191.856 131.914 724.18 963.05 538.14 295.075 62.011 203.56 283.71
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.981   5.802   8.264   6.788   7.652   7.513   7.232   8.916
[2,] 1083.923 514.984 699.608 158.665 481.914 339.804 383.882 623.423
[3,]  115.971 155.823 568.036 311.067 289.993 549.021 381.437 390.595
       [,18]  [,19]  [,20]  [,21]  [,22]   [,23]   [,24]  [,25]    [,26]
[1,]   8.905  16.56  12.57  21.31   7.98   20.94   11.77  3.714    9.448
[2,] 782.088 856.88 713.04 665.78 180.51 3047.79  636.64 92.812 1089.973
[3,] 434.405 738.05 663.95 215.79  64.97 1132.05 1252.70 96.838 1064.847
        [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    9.809   7.014   9.564  3.787  10.88   8.876   4.402  10.68  10.16
[2,] 1138.999 214.504 789.159 46.118 677.24 461.510 121.568 610.69 721.90
[3,]  743.286 259.648 886.004 47.540 835.10 528.139 126.050 782.59 536.24
     [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]
[1,]  10.4   9.097   8.191   8.111 2.627   8.058  2.439   7.142   6.828
[2,] 743.4 443.242 460.713 343.911 5.721 449.457  2.239 422.681 797.819
[3,] 434.3 299.998 229.270 411.685 6.569 343.688 31.943 269.823 454.324
       [,45]  [,46]  [,47]   [,48]   [,49]  [,50]  [,51]  [,52]  [,53]
[1,]   6.194  3.695   7.47   8.924   9.445  5.341   9.94   9.86  4.174
[2,] 162.040 57.051 701.63  38.393   8.183 95.872 820.07 333.73 78.537
[3,] 222.624 64.292 508.55 425.160 551.301 48.229 751.91 647.01 54.133
      [,54]   [,55]   [,56]    [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   8.83   8.371   7.591    5.455   7.974  2.687   7.042   3.608
[2,] 781.53 706.423 706.773 1014.871 184.802 32.807 769.872 141.671
[3,] 565.97 462.743 579.194  665.435 118.418 21.319 855.951 175.042
       [,62]   [,63]   [,64]    [,65]   [,66]  [,67]   [,68]  [,69]
[1,]   6.704   6.617   7.689    9.898   4.867  10.11   5.907  10.08
[2,] 283.668 146.384 917.314 1058.724 203.646 599.96 100.493 680.27
[3,] 517.193 128.994 394.089  384.002 212.381 640.66  23.133 587.63
       [,70]   [,71]  [,72]  [,73]  [,74]  [,75]   [,76]  [,77]  [,78]
[1,]   3.903   9.624  11.42  10.16  10.05  10.49   8.517   7.37  2.688
[2,]  97.608 418.776 291.08 517.31 560.23 677.29 619.771 805.00 34.470
[3,] 108.131 360.569 236.69 359.28 230.79 616.06 269.970 517.14 41.584
       [,79]   [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]
[1,]   8.258   5.865   9.017  4.413   4.875  3.903   8.443   7.629  13.05
[2,] 595.889 271.582 700.005 21.807 191.805 56.803 479.246  69.118 233.92
[3,] 463.863 244.787 509.949 37.666 134.126 33.559 341.345 183.236  80.61
      [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]  12.78   4.105   3.959   6.231   6.178   6.489   4.934   1.805
[2,] 440.86 597.872 720.326 160.892 206.737 183.793  19.417  39.407
[3,] 561.22 173.499 126.364 275.943 287.129 325.886 139.398 149.357
        [,96]   [,97]   [,98]
[1,]    8.791   24.17   11.74
[2,] 1000.436 2238.92  726.43
[3,] 1142.154  906.53 1200.41
[1] "--- VAR model 2017-10-02 10:31:00  completed"
[1] "Completed training sample:  2017-10-02 10:31:00 - 2017-10-02 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 11:01:00 - 2017-10-02 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.051          1.1139        -10.542         -6.934
           1.748         -1.1189        -11.236        -15.519
           1.104          0.3485         -8.925        -12.463
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -13.941          1.381           0.3162          -0.2002
         -9.148          1.555          -0.1791          -0.2284
        -14.223          1.336           0.0148          -0.1190
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.7914          -0.3824          -1.6745           -14.35
          -1.3905          -0.1489          -0.2605           -12.87
          -0.2609          -0.2969          -0.7423           -15.58
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          2.13444          -4.2641           -5.236            19.23
          0.06699          -0.8244           -2.633            18.40
         -0.41187          -2.5124           -2.674            18.30
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.000          -0.3736            1.632            8.485
           -3.704          -6.6392           -1.273            6.586
           -3.172          -3.1710           -1.800            3.521
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.656          0.16367           -23.89          -20.203
           -6.642          0.01650           -19.25           -9.815
           -4.144          0.06456           -20.82           -9.993
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.4893          -17.660          -16.504            2.154
          -0.7625           -7.784          -16.349            2.836
          -0.5076           -7.060           -7.514            1.454
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.591          -0.7031           -2.925            1.798
          -18.250          -0.5641          -13.511            2.143
          -11.641          -0.2447          -15.881            2.035
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.877          -10.360          -13.783          -17.167
           -1.129           -8.209           -5.633           -8.158
           -3.353          -16.798          -11.516          -12.384
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.07621          -0.5294           0.3470          0.07286
          0.33738          -1.9761           0.7112          0.04995
         -0.27090          -2.4146           0.4701          0.01275
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2667          0.08893           -3.064           -8.266
           0.1725          0.03502           -5.768          -11.191
           0.1032          0.07338           -3.240          -11.805
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.507          -0.4176          -16.126            1.118
           -1.937          -0.3209           -8.999            0.344
           -2.325          -0.1341          -10.810            1.029
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2584          -0.7441           2.2571           0.4160
           0.3658          -0.4041          -0.2433           0.3080
           0.1073          -0.3172          -5.1025           0.2472
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.363996           -4.038          -3.9213           -5.942
        -0.159571            1.844           1.7174           -2.548
         0.007091           -5.433           0.1609            1.575
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.149           1.0573          0.08218            4.838
           -5.681           0.4536          0.05125            1.254
            1.011           0.2957          0.01531           -4.322
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.936            2.094           -1.537            2.915
           -2.488            3.205           -1.547            1.550
           -2.726           -2.327           -1.141            1.077
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.7374           0.6886            3.509         -0.20458
           0.6372           0.2463            1.018          0.28512
           0.5416           1.0937            1.733         -0.03975
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -0.534          -0.9130         0.905446            2.623
            1.318          -0.8186         0.795624            2.759
           -0.144          -0.8949        -0.008439            1.491
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.758          -0.3860           -2.766           7.8088
            1.476          -0.2095           -1.857          -0.8546
            1.172           1.8301           -1.839           1.3512
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.5965          0.28520          -7.4715           0.8422
           3.8990          0.22810           1.7150           0.8855
          -0.4978          0.07388           0.9887           0.9151
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.258          0.17603          -1.2026         -0.14759
           -1.626          0.04541          -0.1222         -0.03939
            2.903         -0.00298          -0.1821         -0.01491
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5270           0.9732          -0.7168           1.9279
           2.1301          -0.6060          -2.4389           0.2321
           0.4302           0.2048          -1.5202          -1.1335
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8234          -0.6877           0.9300           0.9408
           0.9094           0.6410           0.5097           0.2546
           0.3912           0.3988           0.1678           0.2640
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.399          -1.8821          -10.438            72.25
            2.245          -1.7586           -9.876            69.19
           -1.382          -0.7188          -10.063            68.50
 rnd_95776.volume rnd_95787.volume
           0.7099          -20.263
         -19.2735           -8.214
         -10.1041           -9.254
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.047 4.545 14.39  8.150  9.878 3.735 2.819 8.185 9.617 6.138 4.608
[2,] 6.696 4.562 15.41  8.993 11.024 3.736 2.837 8.201 9.667 8.704 5.403
[3,] 6.805 4.640 16.06 10.488 11.490 4.092 2.857 8.283 9.808 8.726 5.478
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.454 5.382 6.027 6.063 5.891 6.930 7.057 12.08  9.901 17.23 6.363
[2,] 7.572 5.453 6.587 6.403 6.415 7.879 8.334 12.88 10.700 17.72 6.441
[3,] 8.213 5.726 6.822 7.125 6.931 8.175 8.744 13.47 11.396 17.76 6.453
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 16.86  9.089 2.969  7.348  7.732 5.539  7.661 3.007  8.049 6.920
[2,] 24.09  9.862 3.013  9.707  9.957 5.617  8.773 3.020  9.389 7.340
[3,] 25.13 12.242 3.060 11.501 10.861 5.781 10.180 3.035 10.428 7.894
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.477  8.338 8.013 8.021 7.050 6.787 6.369 2.081 6.423 1.906 5.560
[2,] 3.540  9.017 8.866 8.954 7.493 7.324 6.641 2.081 6.909 1.906 6.101
[3,] 3.611 10.067 9.343 9.295 7.669 7.461 7.004 2.081 7.163 1.916 6.308
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 5.297 4.856 2.781 5.795 6.983 7.393 4.205  8.231 7.803 3.340 6.962
[2,] 6.856 4.941 2.784 7.273 6.984 7.394 4.257  9.682 8.026 3.365 8.411
[3,] 7.346 5.099 2.790 7.662 7.375 7.968 4.263 10.292 8.837 3.377 9.011
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65]
[1,] 6.726 5.925 4.300 6.342 2.080 5.573 2.874 5.315 5.256 6.067  7.928
[2,] 7.939 7.190 7.211 6.430 2.088 6.992 2.991 5.532 5.321 8.046 10.071
[3,] 8.459 7.916 8.249 6.465 2.091 8.601 3.159 6.267 5.374 8.310 10.280
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.801 7.969 4.665 8.052 3.137 7.642 9.137 7.942 7.875 8.385 6.771
[2,] 3.989 8.757 4.708 8.974 3.183 7.976 9.254 8.527 8.478 9.283 7.552
[3,] 4.149 9.561 4.710 9.592 3.241 8.213 9.369 8.782 8.574 9.956 7.806
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.827 2.141 6.514 4.518 7.239 3.513 4.003 3.035 6.603 6.045 10.29
[2,] 7.523 2.149 7.360 4.753 8.272 3.518 4.166 3.056 7.176 6.053 10.40
[3,] 8.027 2.161 7.854 4.936 8.795 3.520 4.236 3.067 7.391 6.147 10.41
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,]  9.944 3.197 3.157 4.944 4.917 5.007 3.971 1.430  7.628 18.74  8.99
[2,] 10.250 4.736 5.261 5.027 5.048 5.081 3.974 1.447  9.693 22.80 10.04
[3,] 10.755 4.834 5.317 5.270 5.317 5.543 4.048 1.682 11.668 23.50 12.19
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]  [,7]   [,8]   [,9]
[1,]   7.679   5.771   18.27   10.35  12.54   4.743  3.58  10.39  12.21
[2,] 559.631  77.149 1074.41  740.13 952.47  20.127 60.92  97.99 190.65
[3,] 235.901 164.959  877.49 1050.45 630.96 324.874 66.95 227.47 322.31
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]    7.795   5.851   8.196   6.834   7.653   7.699   7.48   8.801
[2,] 1201.313 549.303 770.760 171.388 517.637 400.821 494.52 729.669
[3,]  119.670 176.094 619.472 340.203 345.690 608.294 510.77 424.301
       [,18]  [,19]  [,20]  [,21]  [,22]   [,23]   [,24]  [,25]    [,26]
[1,]   8.961  15.33  12.57  21.88   8.08   21.42   11.54   3.77    9.331
[2,] 863.111 870.78 789.32 809.86 194.64 3347.64  744.76 100.10 1234.635
[3,] 514.893 770.74 763.70 221.01  77.00 1394.56 1411.85 103.96 1200.888
        [,27]   [,28]    [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    9.818   7.034    9.728  3.818  10.22   8.788   4.415  10.59  10.17
[2,] 1221.169 181.331  832.393 53.523 940.98 476.216 129.768 668.14 738.95
[3,]  844.811 266.223 1005.015 60.518 883.18 565.748 138.114 871.61 573.84
      [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]  10.18   8.952   8.618   8.087  2.642   8.157  2.421   7.06   6.726
[2,] 775.00 494.654 535.939 366.628 10.375 495.224  2.638 489.23 847.341
[3,] 485.64 317.754 277.192 433.373  4.995 367.936 37.207 311.96 513.405
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]  [,53]
[1,]   6.166  3.532   7.358   8.867   9.388   5.34  10.45   9.909  4.241
[2,] 178.086 23.446 855.542  23.361  15.596 129.14 992.24 365.656 79.001
[3,] 244.830 36.132 469.145 461.593 578.266  43.55 679.96 719.951 56.950
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]  [,62]
[1,]   8.841   8.541   7.524    5.46   8.054  2.641   7.077   3.65   6.75
[2,] 918.506 820.938 792.902 1126.84 206.211 36.220 821.988 160.87 298.20
[3,] 629.479 568.429 644.721  779.67 130.604 21.113 975.068 198.16 573.21
       [,63]    [,64]   [,65]   [,66]  [,67]   [,68]  [,69]   [,70]
[1,]   6.674    7.705   10.07   4.826  10.12   5.924  10.23   3.983
[2,] 161.614 1028.529 1208.88 235.804 706.59 123.254 771.04 104.884
[3,] 146.373  404.634  402.03 222.285 746.80  29.536 659.35 119.078
       [,71] [,72]  [,73] [,74]  [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   9.704  11.6  10.08  10.0  10.65   8.599   7.399  2.718   8.272
[2,] 444.866 285.7 604.53 611.6 775.54 650.995 926.393 37.566 667.035
[3,] 381.278 284.2 408.45 248.6 700.53 384.046 544.730 43.910 533.279
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   5.737   9.192  4.461   5.084  3.855   8.385   7.676  13.06  12.63
[2,] 287.527 779.277 38.751 224.396 68.928 546.892  64.045 300.40 483.74
[3,] 259.673 581.718 20.875 149.689 49.445 344.533 208.445  77.67 633.82
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]
[1,]   4.059   4.009   6.278   6.243   6.358   5.042   1.815    9.687
[2,] 680.336 819.154 176.838 222.459 167.550  29.739  43.327 1164.150
[3,] 188.189 149.972 308.019 325.602 431.627 150.051 166.860 1264.279
      [,97]   [,98]
[1,]   23.8   11.42
[2,] 2528.1  868.71
[3,] 1112.4 1346.79
[1] "--- VAR model 2017-10-02 11:01:00  completed"
[1] "Completed training sample:  2017-10-02 11:01:00 - 2017-10-02 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 11:31:00 - 2017-10-02 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.700         -0.7879         -49.57         -35.44
           1.267         -1.1975         -43.74         -23.23
           1.242         -0.2330         -42.74         -37.62
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -54.58         0.9315           0.4377           -3.970
         -46.82         1.3052           0.5068           -3.063
         -40.70         1.1347           0.2150           -1.926
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.6874           -9.203           -3.427           -28.14
          -0.9757           -1.974           -2.610           -28.52
          -0.9451           -2.346           -1.144           -28.88
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            0.931           -9.156          -10.478            27.20
            1.089          -10.650          -12.030            28.97
            1.372           -7.989           -8.473            28.38
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.62           -20.82           -33.23           -36.29
           -16.67           -20.23           -31.60           -27.81
           -16.25           -17.39           -27.04           -23.85
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -12.043          -0.2367           -80.73           -26.24
          -10.414          -0.1730           -63.11           -40.99
           -9.344          -0.0363           -52.63           -29.81
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.04912           -4.968           -16.85          0.01573
         -2.80407          -27.177           -29.74         -0.91511
         -1.84295          -19.370           -33.77         -0.31166
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -29.18         -0.17664           -26.90           -4.449
           -16.44         -0.03356           -22.67           -3.781
           -32.31         -0.02184           -25.67           -3.284
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.070           -24.56           -29.88           -42.65
           -5.523           -27.37           -26.15           -33.50
           -3.576           -19.98           -21.50           -30.56
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1917           -12.57            5.886          0.06361
          -0.1319           -15.97            5.389         -0.02456
           0.6178           -15.25            4.056          0.02640
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.6746           0.1101           -25.36           -50.05
          -1.1552           0.2362           -19.52           -44.45
          -0.6656           0.1987           -16.61           -43.38
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.02257         -0.40138           -25.28            2.394
         -1.06599         -0.20972           -36.76            0.864
         -0.98072         -0.08898           -32.30            1.028
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.287           -8.085          -23.677            2.023
           -3.832           -5.094           -9.693            3.220
           -2.946           -4.597          -11.611            3.033
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.023654           -14.12           -4.393           -7.917
         0.007863           -18.53          -16.413          -16.070
         0.175489           -10.89           -7.793          -13.391
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.327         -0.12111         -0.14791          -16.916
           -4.194         -0.15270         -0.06333           -7.527
          -15.734         -0.03496         -0.02120           -6.867
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7934          -17.997          -1.1311          -11.339
          -0.4292           -8.663          -1.0265          -17.301
          -0.1780           -6.145          -0.4097           -7.783
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -14.29           0.3211           -13.09          0.86945
           -22.89          -0.1049           -21.57          0.21557
           -17.12          -0.1799           -20.53          0.08084
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -13.13           0.5460            1.218           1.1565
           -15.55           0.2872            1.609           1.5087
           -17.12           0.4358            1.345           0.7806
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.173           1.2481           -2.791           2.2667
           -3.532          -0.6014           -2.477           0.1903
           -2.376           0.8771           -2.119           0.5217
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -7.43649           0.6902          -8.5826          -1.4748
          2.11108           0.5752          -1.8717          -0.4408
          0.05334           0.1701           0.3818          -1.4878
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -10.5247         -0.20449           -1.642          -0.5543
          -7.2924          0.13909           -4.175          -0.3381
          -0.4039          0.06116           -2.071          -0.2160
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.435         -0.30861          -0.4440           0.2439
           -7.725         -0.52438           1.3938           0.1336
           -8.816         -0.01879          -0.4794          -0.8736
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -2.69794         -3.99856           0.3354          -0.9373
         -0.07925          0.08676          -0.8368          -1.5078
         -0.93122         -1.55376          -0.5825          -0.9422
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.774         -1.55574           -8.800            198.3
           -4.555          0.01564           -9.245            193.1
           -2.280          0.20724           -9.144            191.1
 rnd_95776.volume rnd_95787.volume
           -34.02           -17.72
           -40.59           -33.45
           -52.30           -23.14
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.050 4.610 14.40  8.391 10.07 3.754 2.794 8.041 9.583 6.188 4.612
[2,] 6.741 4.653 15.56  9.183 11.17 3.755 2.807 8.070 9.623 8.770 5.418
[3,] 6.871 4.783 16.37 10.695 11.57 4.108 2.828 8.142 9.766 8.785 5.488
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.286 5.359 5.717 6.091 6.061 7.115 7.332 11.20  9.615 17.28 6.374
[2,] 7.424 5.428 6.292 6.399 6.584 8.003 8.600 11.82 10.569 17.85 6.459
[3,] 8.002 5.690 6.523 7.038 7.128 8.314 9.078 12.25 11.336 17.92 6.470
     [,23]  [,24] [,25]  [,26] [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 16.78  9.339 3.042  7.390  7.71 5.541  7.644 3.024  8.554 6.893 3.512
[2,] 23.51 10.052 3.085  9.703 10.06 5.630  8.779 3.036  9.474 7.281 3.583
[3,] 24.64 12.339 3.127 11.259 10.84 5.789 10.239 3.056 10.434 7.848 3.646
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.321 7.954 8.033 7.049 6.916 6.433 2.080 6.441 1.880 5.659 5.425
[2,]  9.002 8.881 8.999 7.483 7.502 6.727 2.081 6.944 1.880 6.249 6.770
[3,] 10.129 9.320 9.286 7.661 7.636 7.076 2.081 7.178 1.888 6.450 7.333
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.882 2.832 5.788 6.932 7.466 4.208  7.801 7.789 3.330 7.029 6.777
[2,] 4.971 2.840 7.324 6.933 7.467 4.378  9.006 8.027 3.356 8.428 7.873
[3,] 5.123 2.844 7.630 7.327 8.059 4.455 10.068 8.850 3.376 9.034 8.341
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 5.882 4.385 6.428 2.084 5.485 2.837 5.271 5.247 5.903  7.978 3.787
[2,] 7.129 7.323 6.515 2.092 6.953 2.957 5.481 5.323 7.871  9.998 3.974
[3,] 7.885 8.246 6.552 2.095 8.626 3.130 6.217 5.365 8.135 10.196 4.141
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.136 4.720 7.993 3.138 7.733 9.151 8.005 7.965  8.414 6.855 5.930
[2,] 8.890 4.746 8.867 3.186 8.149 9.247 8.619 8.590  9.270 7.742 7.661
[3,] 9.636 4.758 9.467 3.247 8.452 9.348 8.859 8.713 10.019 8.039 8.238
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.156 6.455 4.534 7.341 3.541 4.023 3.018 6.664 6.019 10.20  9.774
[2,] 2.165 7.151 4.773 8.360 3.545 4.182 3.041 7.247 6.031 10.33 10.078
[3,] 2.175 7.772 4.994 8.909 3.546 4.245 3.049 7.460 6.123 10.34 10.615
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.154 3.055 4.929 4.928 4.996 3.996 1.428 10.80 18.79  9.068
[2,] 4.734 5.248 5.006 5.054 5.100 4.000 1.446 14.63 23.43 10.063
[3,] 4.825 5.298 5.252 5.311 5.607 4.079 1.682 18.53 24.34 12.034
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   7.683   5.854   18.28   10.66  12.78   4.767  3.548  10.21  12.17
[2,] 611.628 129.345 1215.28  767.31 995.90  19.615 54.432 140.65 179.48
[3,] 273.248 228.412 1047.11 1128.07 621.24 342.443 70.938 222.55 342.60
        [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    7.858   5.857   7.983   6.805   7.26   7.735   7.696   9.035
[2,] 1278.484 584.622 812.474 178.181 540.85 403.293 529.197 753.449
[3,]  104.200 180.469 613.945 351.131 353.38 602.951 561.752 464.103
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]   9.311  14.22  12.21  21.94   8.094   21.31   11.86   3.863    9.384
[2,] 924.513 777.57 902.78 920.07 214.554 3387.36  764.87 104.705 1293.571
[3,] 598.251 658.61 843.29 339.52  79.673 1515.52 1471.98 106.135 1174.959
       [,27]   [,28]    [,29] [,30]  [,31]   [,32]   [,33]  [,34] [,35]
[1,]    9.79   7.036    9.707  3.84  10.86   8.753   4.459  10.57  10.1
[2,] 1328.82 205.669  888.009 56.47 838.06 482.591 146.285 706.30 812.9
[3,]  833.25 277.156 1083.878 71.38 899.13 602.306 139.299 955.42 581.6
     [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]
[1,]  10.2   8.951   8.782   8.168 2.642   8.179  2.387   7.186   6.889
[2,] 834.1 516.566 597.983 404.871 5.423 533.908  3.670 545.364 833.078
[3,] 471.7 337.712 293.154 451.775 2.169 374.376 36.563 328.131 579.550
       [,45]  [,46]  [,47]   [,48]   [,49]   [,50]   [,51]  [,52]  [,53]
[1,]   6.199  3.596   7.35   8.803   9.481   5.344   9.905   9.89  4.229
[2,] 193.103 44.906 923.11  20.543  26.216 248.031 925.808 399.68 86.467
[3,] 255.294 31.271 440.03 487.632 623.841 169.984 925.912 766.54 75.215
       [,54]   [,55]  [,56]    [,57]   [,58]  [,59]    [,60]   [,61]
[1,]   8.926   8.606   7.47    5.568   8.162  2.647    6.965   3.602
[2,] 956.444 824.516 828.36 1206.512 218.603 37.790  879.138 171.909
[3,] 669.372 566.544 693.28  779.748 142.422 20.882 1050.017 211.041
       [,62]   [,63]    [,64]   [,65]   [,66]  [,67]   [,68]  [,69]
[1,]   6.694   6.662    7.496   10.13   4.809  10.33   5.994  10.15
[2,] 308.538 184.638 1070.908 1239.36 247.721 737.02 101.765 789.83
[3,] 603.721 138.327  422.607  412.38 240.080 764.79  70.461 682.09
       [,70]  [,71]  [,72]  [,73]  [,74]  [,75]   [,76]  [,77]  [,78]
[1,]   3.985   9.82  11.62  10.17  10.11  10.68   8.705   7.53  2.738
[2,] 112.623 528.30 274.15 657.02 661.59 800.41 740.044 997.70 41.265
[3,] 128.987 461.56 282.24 421.99 300.91 781.89 445.271 622.98 42.543
       [,79]   [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]
[1,]   8.197   5.758   9.322  4.497   5.109  3.832   8.462   7.643  12.95
[2,] 633.022 306.337 822.813 32.833 234.657 77.011 586.128  78.198 340.54
[3,] 626.183 302.578 633.382 20.446 149.932 45.947 363.779 218.012  94.28
      [,88]   [,89]  [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]  12.41   4.005   3.88   6.259   6.258   6.344   5.075   1.814   13.71
[2,] 505.31 726.213 877.64 180.163 230.456 211.159  36.735  46.019 2032.37
[3,] 686.05 191.779 150.34 326.570 335.640 479.065 164.570 177.001 2339.36
       [,97]   [,98]
[1,]   23.86   11.52
[2,] 2880.10  897.61
[3,] 1352.72 1357.64
[1] "--- VAR model 2017-10-02 11:31:00  completed"
[1] "Completed training sample:  2017-10-02 11:31:00 - 2017-10-02 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 12:01:00 - 2017-10-02 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.50871          1.1522         -7.235         -1.279
         0.09781          0.1688         -6.555        -11.939
        -0.23746          0.2919         -5.911         -7.963
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -13.691          1.973         -0.03599          -1.9527
         -8.939          1.676         -0.19435          -1.2431
        -13.046          1.095         -0.23666          -0.7949
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.319           -5.719           -2.702           -16.48
           -3.669           -2.362           -1.382           -16.29
           -2.283           -2.012           -1.559           -16.89
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1974           -7.051           -6.634            20.79
           1.2612           -5.473           -5.914            18.64
           1.2675           -3.878           -4.798            18.72
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.951           -11.92           -17.79           -10.47
          -10.942           -10.34           -17.83           -12.37
           -8.391           -10.52           -13.22           -11.10
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.138          -0.8818           -13.76           -6.867
           -3.076          -0.3015           -13.23           -5.135
           -3.119          -0.2007           -10.13           -8.222
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6037           -5.545          -13.374            3.108
          -0.6073           -4.885           -5.888            2.682
          -0.2642           -4.515           -3.973            1.558
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.266          0.05221          -0.8776           -9.153
          -11.009         -0.05200         -10.9433           -9.429
           -6.232         -0.02486          -6.5293          -10.633
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -3.3404           -9.543          -13.419           -14.83
          -0.3111           -7.235           -4.293           -10.38
          -2.4118          -10.188           -9.304           -10.79
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.5199           -5.173           -3.776       -0.0891377
           0.6744           -4.093           -3.283        0.0332631
           0.5969           -4.361           -2.556       -0.0008633
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         0.279995         -0.07299           -7.905           -12.58
        -0.005869         -0.19764           -8.335           -14.79
         0.020790         -0.01082           -5.593           -15.62
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1635           0.2999          -15.602            3.524
          -0.9784           0.2876           -9.322            3.535
          -0.9345           0.1564          -12.746            2.272
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.486          1.61200           0.1078            2.956
            4.629         -0.03351          -8.9524            2.090
            2.603         -0.03459          -4.4460            1.758
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.16810            5.761            3.479           -4.487
          0.01767           -4.766           -1.225            4.132
         -0.02669           -8.116           -6.159           -4.629
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -4.5208           1.5611        0.0079398           -4.073
           0.8977           1.0258        0.0006117           -3.159
           0.5563           0.5969        0.0004292            1.992
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.323           -4.236         -0.14170           0.3212
           -2.215           -6.217         -0.03712          -4.7484
           -2.042           -1.899          0.77498          -4.1725
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.205         -0.76718           -2.520          -0.5123
           -8.569          0.66408           -5.137          -0.3067
           -7.215          0.01443           -6.511          -0.1136
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.8063           0.5944           0.1823          0.55213
          -3.7488           0.1270           0.2126          0.13175
          -6.1056           0.3488          -0.1676         -0.08982
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.0319          -2.7039            3.261          -1.4675
          -0.4932           0.3206            2.816           0.7690
          -0.6226           0.3750            2.176           0.6414
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          12.4713         -0.33457           1.3658          -0.6164
          -1.8950         -0.11687           4.4538          -0.2472
           0.8479         -0.05056          -0.6026          -0.2930
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.311        -0.079539           0.5913          -0.5233
            5.840         0.010969          -0.9278          -0.3082
           -1.131         0.004034          -1.3336          -0.1373
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.581           1.0230           1.2711           -7.828
           -2.306          -0.1559           0.9867           -6.819
           -1.595           0.1797           0.8504           -6.160
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5084          -0.1190          -1.1384          -0.8892
          -1.0037          -0.8947          -0.8873          -0.5415
          -0.7831          -0.7064          -0.5611          -0.4118
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9245           0.1510           -7.294            92.70
          -1.9147           0.8855           -6.845            90.23
          -1.5867           0.2215           -6.712            88.41
 rnd_95776.volume rnd_95787.volume
           -13.85           -5.444
           -17.92           -4.591
           -14.39           -7.042
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.098 4.652 15.11  8.255 10.11 3.723 2.685 8.012 9.689 6.319 4.769
[2,] 6.792 4.716 16.19  9.092 11.26 3.725 2.692 8.044 9.709 8.867 5.509
[3,] 6.939 4.883 16.91 10.739 11.70 4.091 2.706 8.116 9.907 8.879 5.564
      [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,]  8.043 5.319 5.644 6.254 6.019 7.155 7.290 10.99  9.81 17.44 6.425
[2,]  9.454 5.380 6.170 6.575 6.562 7.925 8.554 11.79 10.85 18.08 6.504
[3,] 10.136 5.646 6.409 7.176 7.096 8.338 8.941 12.20 11.63 18.21 6.517
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 17.32  9.384 3.037  7.406  7.727 5.436  7.576 3.030  8.496 6.828
[2,] 23.69 10.208 3.082  9.906 10.283 5.515  8.770 3.042  9.380 7.221
[3,] 24.68 12.452 3.124 11.308 10.957 5.657 10.453 3.062 10.424 7.782
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.499  8.219 7.950 8.144 6.841 6.848 6.314 2.072 6.417 1.838 5.634
[2,] 3.572  8.898 8.866 9.054 7.313 7.494 6.621 2.072 6.952 1.839 6.341
[3,] 3.616 10.036 9.306 9.293 7.485 7.630 6.966 2.073 7.179 1.850 6.534
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.571 4.727 2.724 6.017 6.842 7.283 4.077 7.517 7.822 3.262 6.972
[2,] 6.562 4.836 2.738 7.393 6.842 7.284 4.255 8.839 8.052 3.289 8.179
[3,] 7.118 4.981 2.742 7.607 7.227 7.873 4.340 9.748 8.890 3.311 8.777
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.762 5.946 4.555 6.238 2.078 5.598 2.790 5.239 5.159 5.862 7.900
[2,] 7.658 7.220 7.193 6.322 2.084 7.055 2.910 5.464 5.236 7.844 9.762
[3,] 8.107 7.784 8.055 6.376 2.087 8.698 3.068 6.159 5.287 8.063 9.987
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.562 8.000 4.601 8.125 3.142 7.702 9.078 7.953 7.795 8.083 6.602
[2,] 3.712 8.708 4.618 8.953 3.184 8.170 9.178 8.610 8.452 8.894 7.772
[3,] 3.811 9.432 4.629 9.574 3.244 8.510 9.273 8.875 8.609 9.666 8.110
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]
[1,] 5.929 2.117 6.451 4.451 7.334 3.548 4.051 2.946 6.662 5.996  9.838
[2,] 7.535 2.129 7.164 4.694 8.262 3.549 4.181 2.981 7.250 6.006 10.043
[3,] 8.255 2.145 7.720 4.909 8.750 3.553 4.260 2.999 7.475 6.111 10.047
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.684 3.024 2.942 4.903 4.897 4.996 3.797 3.184 12.43 18.40  8.946
[2,]  9.965 4.700 5.228 4.979 5.026 5.105 3.807 3.864 16.63 22.33 10.064
[3,] 10.586 4.791 5.278 5.231 5.282 5.542 3.845 4.607 20.52 23.49 12.073
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]  [,7]   [,8]  [,9]
[1,]   7.743   5.908   19.18   10.48   12.84   4.728  3.41  10.17  12.3
[2,] 660.014 170.182 1281.61  840.61 1095.65  27.968 43.19 158.18 135.9
[3,] 313.737 279.459 1081.65 1261.23  696.04 373.068 59.99 237.50 435.0
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    8.024   6.056   10.21   6.754   7.167   7.942   7.644   9.086
[2,] 1372.336 608.344 1096.08 178.840 550.325 447.703 576.555 751.658
[3,]  102.807 172.387  806.31 377.762 382.537 634.016 595.784 572.165
       [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   9.257  13.96   12.46   22.14   8.159   21.99   11.92   3.857
[2,] 987.207 937.79 1024.78 1054.34 223.071 3566.07  886.88 115.188
[3,] 574.333 696.26  924.00  482.00  90.746 1524.74 1573.07 112.635
        [,26]    [,27]   [,28]    [,29]  [,30]   [,31]  [,32]   [,33]
[1,]    9.404    9.812   6.902    9.621  3.848   10.79   8.67   4.443
[2,] 1451.331 1496.965 205.295  974.724 58.156  877.40 518.68 158.518
[3,] 1203.313  835.018 278.549 1254.795 77.686 1002.91 640.08 124.246
       [,34] [,35]  [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]
[1,]   10.44  10.1  10.34   8.687   8.696   8.018 2.632   8.149  2.335
[2,]  752.16 866.0 872.76 570.244 671.787 439.235 4.663 589.906  5.989
[3,] 1024.13 623.4 462.26 352.414 315.669 478.119 6.372 395.164 44.825
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   7.155   7.075   6.003  3.459   7.641   8.689   9.248   5.178
[2,] 641.616 764.891 224.636 60.331 947.721   8.761  36.004 268.350
[3,] 348.062 608.306 263.299 31.805 395.113 513.323 658.824 189.003
        [,51]   [,52]  [,53]   [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    9.545   9.933  4.142   8.853   8.586   7.551    5.784   7.922
[2,] 1026.164 420.939 93.583 943.520 793.078 903.296 1228.020 225.917
[3,]  906.896 831.513 84.117 702.421 587.490 641.970  800.204 183.224
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]   [,65]   [,66]
[1,]  2.638    7.108   3.543   6.653   6.551    7.443   10.03   4.523
[2,] 35.376  947.328 182.211 341.786 197.228 1149.937 1265.34 230.362
[3,] 24.864 1122.301 214.497 627.059 161.835  412.265  464.92 191.063
      [,67]  [,68]  [,69]   [,70]  [,71]  [,72] [,73]   [,74]  [,75]
[1,]  10.16  5.842  10.32   3.989   9.78  11.53  10.1   9.898  10.26
[2,] 758.67 88.374 829.64 113.838 601.46 298.22 728.0 721.026 818.89
[3,] 799.58 70.920 748.85 136.992 525.54 292.13 474.3 360.506 834.69
       [,76]    [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   8.384    7.529  2.689   8.191   5.652   9.313  4.505   5.144
[2,] 904.819 1025.872 49.314 687.408 328.890 839.358 24.305 228.894
[3,] 511.271  743.976 58.611 634.736 317.175 635.792 35.813 179.723
       [,84]  [,85]   [,86]  [,87] [,88]  [,89]   [,90]   [,91]   [,92]
[1,]   3.741   8.46   7.614  12.49  12.3   3.84   3.735   6.226   6.218
[2,] 100.560 630.84  78.197 445.94 518.9 793.80 953.409 191.112 250.219
[3,]  71.238 401.95 248.892  60.13 787.6 204.65 159.821 354.122 358.183
       [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   6.344   4.821   4.044   15.79   23.37   11.36
[2,] 231.784  63.287 482.890 2437.72 2788.80 1017.10
[3,] 476.083 118.554 553.523 2649.77 1609.04 1471.62
[1] "--- VAR model 2017-10-02 12:01:00  completed"
[1] "Completed training sample:  2017-10-02 12:01:00 - 2017-10-02 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 12:31:00 - 2017-10-02 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5586        -0.02823         -5.364         -6.808
         -1.0355        -0.38631         -6.937        -11.464
         -0.6563        -0.03890         -7.046         -5.855
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -11.93       0.004049          0.38120           0.3718
         -12.66       0.638823          0.12929           2.0797
         -10.81       0.497631          0.04024           1.5000
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -5.1469            8.458          0.72878           -10.98
          -0.2134           -1.859         -1.25776           -14.55
          -0.1274            2.202         -0.08106           -12.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1352           -2.489          -3.0769            26.40
          -0.1942           -2.207           0.5531            24.67
           0.8155           -3.242          -3.6557            25.13
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.843          -14.644           -8.217          -0.8689
           -5.546           -7.971           -6.645          -6.6044
           -5.917           -5.056           -2.909          -4.3712
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.402          -1.2509           -16.72          -10.518
           -3.690          -0.5982           -12.39           -8.262
           -3.430          -0.2768           -12.19           -6.446
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9310          -10.230           -9.225            1.596
          -0.5174           -5.017           -8.973            1.776
          -0.3319           -4.480           -6.191            1.227
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.293          0.44584           -9.915          -1.9218
          -10.657          0.19091           -6.569          -0.3246
           -8.099          0.07892           -9.634          -0.3256
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.7263          -15.004          -14.549          -14.261
          -0.9925           -4.436           -7.762          -13.588
          -1.4631          -10.634           -7.474           -9.491
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.42109          -2.9188          -0.1366         -0.08059
          0.04595           0.1047          -0.3481         -0.03963
          0.28654          -2.5053          -0.3291         -0.05789
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4356        -0.227359           -3.549           -10.55
          -0.3013        -0.004265           -7.351           -10.21
          -0.1674         0.081189           -5.311           -13.27
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7307           0.0331          -10.385           1.3277
           0.6379           0.1181           -7.954          -0.2900
           0.4725           0.1351           -9.252           0.1204
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.083          -0.8925            2.067            5.786
            4.256          -1.7471           -7.501            5.326
            2.702          -1.0900           -2.574            5.098
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9405           -5.885          -4.8054           0.3924
          -1.4969           -2.610          -0.5667          -2.6552
          -0.9751           -6.019          -5.0398          -3.7113
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.200          -0.8617        -0.027724            2.441
           -2.057          -0.5866        -0.046771           -4.872
           -1.597          -0.3860        -0.009921           -2.181
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.563           0.8928           1.3916           -2.493
           -2.026          -1.8183           1.1034            3.229
           -2.330          -1.3125           0.3721           -1.217
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.956           0.6679           1.3247         -0.11036
            2.463          -0.1121           1.7244          0.37971
            1.671           0.7763          -0.2259          0.08902
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.0962          0.31849          -1.4250          -1.1211
          -0.2004          0.20611          -1.1011          -0.8753
           2.3563          0.09063          -0.6648          -0.5250
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.67458           -1.300           -6.614           -5.709
          0.07252           -2.034           -6.662           -2.472
         -0.27333           -1.638           -5.964           -2.682
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.593        -0.007674           -8.157           -1.968
           -4.688         0.058075           -5.151           -1.762
           -2.898         0.005934           -3.609           -1.236
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.521          0.01853          -0.7348           0.3840
           -4.256          0.06944           0.1798           0.2322
           -2.905         -0.05137          -1.0503           0.1738
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.3876         -0.40086          -0.8184            3.444
           0.3872          0.05524          -0.1990            1.831
           1.0684         -0.07233          -0.4710            1.323
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4008         -0.64921           0.6468          0.06579
           0.6546         -0.09454           0.2616         -0.22831
           0.2401         -0.04833           0.3055         -0.11153
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.2544          -0.8917           -7.396           102.48
          -1.5585          -0.8851           -7.695           100.63
          -0.9729          -0.6416           -7.248            99.01
 rnd_95776.volume rnd_95787.volume
           -24.04           -9.802
           -10.90           -6.834
           -15.80           -5.525
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.977 4.537 15.01  8.243 10.27 3.726 2.646 7.938 9.703 6.353 4.656
[2,] 6.695 4.622 16.07  9.075 11.51 3.728 2.654 7.971 9.711 8.928 5.413
[3,] 6.843 4.784 16.86 10.679 12.01 4.086 2.664 8.050 9.903 8.946 5.471
      [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,]  8.007 5.324 5.549 6.056 6.074 7.178 7.254 10.54  9.879 17.39 6.434
[2,]  9.412 5.383 6.107 6.335 6.663 8.041 8.528 11.20 10.949 18.02 6.513
[3,] 10.081 5.631 6.355 6.884 7.165 8.500 9.050 11.76 11.725 18.19 6.531
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 17.37  9.251 3.009  7.311  7.706 5.363  7.557 3.011  8.478 6.705
[2,] 23.70 10.050 3.052  9.890 10.246 5.451  8.737 3.022  9.391 7.091
[3,] 24.70 12.356 3.093 11.329 10.920 5.553 10.418 3.040 10.506 7.649
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.459 8.152 7.974 7.959 6.818 6.714 6.181 1.995 6.360 1.795 5.556
[2,] 3.541 8.843 8.898 8.823 7.294 7.328 6.567 1.995 6.923 1.797 6.239
[3,] 3.625 9.972 9.359 9.113 7.454 7.481 6.907 1.995 7.136 1.809 6.411
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.548 4.566 2.679 5.945 6.773 7.284 4.122 7.511 7.778 3.117 6.923
[2,] 6.495 4.669 2.690 7.361 6.773 7.285 4.287 8.722 8.029 3.192 8.128
[3,] 7.044 4.842 2.696 7.547 7.150 7.843 4.379 9.605 8.842 3.235 8.683
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.256 5.929 4.621 6.160 2.050 5.632 2.783 5.145 5.131 5.756 7.835
[2,] 7.573 7.236 7.093 6.227 2.057 6.980 2.905 5.371 5.204 7.773 9.662
[3,] 7.934 7.778 8.467 6.284 2.060 8.516 3.062 6.124 5.270 7.994 9.898
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.460 7.960 4.456 8.100 3.088 7.614 8.987 7.875 7.702 8.189 6.508
[2,] 3.639 8.665 4.463 8.889 3.137 8.085 9.084 8.521 8.364 9.017 7.690
[3,] 3.725 9.430 4.477 9.479 3.198 8.440 9.181 8.804 8.553 9.785 8.036
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.845 2.096 6.321 4.446 7.264 3.512 4.092 2.807 6.490 5.923 10.01
[2,] 7.369 2.110 7.020 4.680 8.164 3.513 4.223 2.849 7.100 5.938 10.17
[3,] 8.171 2.126 7.567 4.921 8.620 3.516 4.293 2.863 7.339 6.049 10.19
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.613 2.949 2.824 4.882 4.876 4.927 3.771 3.194 12.82 18.04  8.896
[2,]  9.901 4.688 5.191 4.959 5.004 5.029 3.788 3.874 16.94 22.05 10.000
[3,] 10.570 4.778 5.237 5.206 5.264 5.439 3.834 4.611 20.80 23.24 12.011
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]  [,7]   [,8]   [,9]
[1,]   7.59   5.761   19.06   10.47   13.04   4.731  3.36  10.08  12.32
[2,] 677.83 198.239 1285.52  852.84 1170.08  26.866 45.08 162.78  89.38
[3,] 318.20 277.963 1150.22 1264.72  766.38 376.336 50.98 252.64 435.73
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]    8.067   5.913   10.17   6.761   7.047   7.69   7.713   9.114
[2,] 1409.677 620.419 1111.79 178.840 573.132 417.89 615.823 814.642
[3,]  126.042 178.215  811.32 371.048 394.783 605.34 592.030 619.013
        [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    9.212  13.39   12.55   22.08   8.171   22.06   11.75   3.821
[2,] 1007.302 847.91 1060.57 1063.94 226.353 3620.76  882.17 115.648
[3,]  680.711 806.29  942.93  548.35 108.451 1567.71 1615.23 111.783
        [,26]    [,27]   [,28]    [,29]  [,30]   [,31]   [,32]   [,33]
[1,]    9.284    9.786   6.811    9.596  3.823   10.77   8.514   4.393
[2,] 1496.711 1517.303 218.606  985.024 57.552  907.79 518.743 169.827
[3,] 1241.555  848.923 238.704 1275.354 75.250 1058.48 644.588 174.329
       [,34]  [,35]  [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]
[1,]   10.35  10.13  10.11   8.658   8.526   7.849 2.533   8.076  2.279
[2,]  770.00 886.91 855.70 582.147 659.625 498.510 8.882 614.625 19.129
[3,] 1035.53 652.17 512.87 345.884 338.393 480.793 5.022 388.328 46.794
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   7.055   7.045   5.798  3.402   7.549   8.601   9.249   5.235
[2,] 637.938 759.072 219.699 56.025 975.684   7.196  32.493 264.178
[3,] 331.256 612.534 287.992 39.901 374.282 514.755 652.808 201.300
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]    [,57]   [,58]
[1,]   9.538   9.877   3.958   8.791   7.945   7.529    5.868   7.822
[2,] 996.039 447.204 154.968 956.846 958.723 932.202 1209.270 204.965
[3,] 903.994 832.388 117.509 686.456 531.973 641.078 1039.057 189.338
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]
[1,]  2.603    7.152   3.534   6.533   6.516    7.309    9.949   4.394
[2,] 37.686  926.420 186.869 346.480 195.071 1173.918 1270.498 253.610
[3,] 25.836 1096.148 217.741 661.380 186.699  419.118  482.649 178.830
      [,67]  [,68]  [,69]   [,70]   [,71]  [,72] [,73]  [,74] [,75]
[1,]  10.11  5.659  10.29   3.921   9.669  11.41  10.0   9.78  10.4
[2,] 769.46 56.867 822.28 123.758 611.139 298.07 731.1 733.02 847.9
[3,] 836.25 78.290 740.34 139.479 544.374 299.29 497.5 401.51 854.3
       [,76]    [,77]  [,78]   [,79]   [,80]   [,81] [,82]   [,83]   [,84]
[1,]   8.264    7.422  2.662   8.027   5.645   9.224  4.46   5.197   3.564
[2,] 920.777 1008.501 55.023 686.120 328.666 837.216 18.20 234.600 110.198
[3,] 524.100  793.325 58.389 635.013 341.657 622.299 31.68 173.129  62.955
       [,85]   [,86]  [,87]  [,88]   [,89]   [,90] [,91]   [,92]   [,93]
[1,]   8.242   7.522  12.72  12.21   3.744   3.587   6.2   6.192   6.257
[2,] 646.952  92.887 397.11 532.59 819.054 978.753 195.8 252.444 226.397
[3,] 417.480 259.460 157.90 831.24 206.832 154.921 355.7 367.414 465.763
       [,94]   [,95]   [,96]  [,97]  [,98]
[1,]   4.788   4.056   16.28   22.9   11.3
[2,]  81.813 492.477 2487.80 2851.8 1026.3
[3,] 132.137 561.927 2713.24 1645.9 1495.1
[1] "--- VAR model 2017-10-02 12:31:00  completed"
[1] "Completed training sample:  2017-10-02 12:31:00 - 2017-10-02 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 13:01:00 - 2017-10-02 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.864         0.07712        -12.439         -13.99
          -1.684        -0.44383        -10.982         -17.51
          -1.345        -0.05099         -9.293         -14.36
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -11.12         1.2501         -0.11481         -0.93889
         -15.03        -0.2226         -0.01236         -0.18420
         -17.42         0.3024         -0.07822          0.03529
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.616           0.2027          -0.7638           -11.73
           -1.796          -2.1122          -1.3722           -14.16
           -0.661          -0.3756          -0.7314           -13.15
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.358           -4.287           -2.408            19.47
           -1.400           -4.813           -3.920            18.31
           -1.012           -4.062           -3.600            18.90
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.153          -13.870           -7.878           2.5350
           -7.344           -7.790           -5.953          -1.5481
           -8.071           -7.867           -4.191          -0.8418
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.350           0.2871           -26.72           -20.17
           -8.577           0.1670           -23.76           -12.77
           -7.194           0.1353           -22.71           -12.16
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.8259          -18.303           -15.60          -1.1819
          -0.5976           -8.950           -16.43          -0.8872
          -0.7902           -8.545           -11.26          -0.4713
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.37          -0.3616           -14.42           -4.237
           -17.67          -0.2758           -14.34           -3.463
           -13.42          -0.1027           -16.04           -4.323
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.772           -11.37           -8.556           -10.87
           -3.394           -12.62          -12.363           -12.48
           -2.959           -15.30          -13.484           -14.78
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.5841            1.963           -2.255         -0.10884
          -1.6618           -4.342           -1.771         -0.05030
          -0.7952           -2.232           -1.547         -0.02315
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.0168          0.15488           -7.943           -12.73
           1.3710         -0.12250           -6.184           -13.14
           0.8432         -0.08999           -6.829           -12.35
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.391         -0.09748           -2.716          -0.2599
            2.406         -0.21597           -7.845           0.6634
            1.980         -0.15525           -7.447           0.3891
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.993          1.65671         10.37697            6.926
            8.536         -0.59713         -2.77458            4.801
            5.516         -0.09115          0.02056            4.232
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4916           0.3913          -0.1786           3.2596
          -0.2664           3.6559           3.8979           1.5452
          -0.4688          -2.4354          -1.3129           0.6394
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.881          -0.5191         0.037855         -1.16394
            1.669          -0.5222         0.009549         -0.08838
            2.571          -0.2653         0.002639          1.35753
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.495         0.001279           0.2718           2.1441
           -1.430        -0.403611          -0.1358           0.7573
           -1.618         0.515035          -0.2084          -0.8378
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.6959          -0.4118           5.9292         -0.84879
           1.7121          -0.6732           0.5265         -0.64765
          -0.7387          -0.8980          -0.6433         -0.07924
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.9988          -0.0450           -2.272          -1.2117
           1.8263           0.2934           -2.069          -0.8781
          -0.4112          -0.1327           -1.522          -0.4629
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.515           -5.150           -2.231           -7.374
           -1.479           -4.232           -1.801           -3.317
           -1.403           -3.631           -1.601           -2.918
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.493                0           -5.752          -0.6510
           -6.480                0           -4.760          -0.1474
           -3.307                0           -4.229          -0.1860
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.571         -0.14627          -1.1177           0.1906
           -3.682          0.15363           1.1522           0.1325
           -4.778         -0.05561          -0.5843           0.1873
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8021           0.2640           -2.721           -4.364
          -2.1252          -0.6927           -2.215           -5.299
          -1.4531           0.1161           -2.141           -4.509
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           3.6152           3.8713           0.5064            1.393
           0.6808           0.7299           1.4998            1.733
           1.4720           1.8685           1.0470            1.142
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9641          0.51103           -2.572           100.74
          -0.1210          0.27315           -2.123            99.19
           0.8129          0.09616           -3.482            97.75
 rnd_95776.volume rnd_95787.volume
          -11.535           -19.02
            1.226           -11.48
          -14.321           -11.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.928 4.528 15.66  8.246 10.25 3.753 2.582 7.872 9.639 6.276 4.617
[2,] 6.667 4.608 16.94  8.999 11.42 3.754 2.585 7.910 9.643 8.848 5.347
[3,] 6.834 4.753 18.11 10.563 11.95 4.108 2.593 7.974 9.819 8.865 5.405
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.924 5.285 5.666 5.584 5.975 7.169 7.283 10.47  9.658 17.22 6.182
[2,] 9.318 5.340 6.263 5.956 6.477 7.989 8.529 11.21 10.770 17.92 6.251
[3,] 9.975 5.581 6.595 6.474 6.954 8.479 9.030 11.77 11.546 18.09 6.262
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 17.46  9.155 2.990  7.254  7.295 5.247  7.592 3.053  7.889 6.684
[2,] 23.75 10.016 3.032  9.854  9.899 5.323  8.668 3.063  9.118 7.083
[3,] 25.04 12.263 3.069 11.252 10.809 5.422 10.305 3.081 10.404 7.601
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.394 8.108 7.883 7.905 6.725 6.072 5.958 1.957 6.327 1.685 5.582
[2,] 3.470 8.862 8.771 8.750 7.169 6.514 6.398 1.958 6.896 1.687 6.219
[3,] 3.514 9.900 9.261 9.135 7.365 6.601 6.711 1.958 7.134 1.702 6.384
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.484 4.473 2.598 5.915 6.663 7.214 4.096 7.666 7.784 3.150 6.681
[2,] 6.414 4.577 2.613 7.243 6.663 7.216 4.255 8.906 8.035 3.182 8.093
[3,] 6.956 4.754 2.616 7.448 7.018 7.801 4.358 9.692 8.829 3.199 8.680
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.219 5.846 4.610 6.052 1.984 5.726 2.765 5.152 5.130 5.766 7.737
[2,] 7.520 7.132 7.042 6.118 1.991 6.933 2.886 5.360 5.198 7.821 9.571
[3,] 7.902 7.703 8.377 6.190 1.994 8.377 3.039 6.098 5.273 8.026 9.811
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.336 7.845 4.364 8.015 3.005 7.533 8.962 7.688 7.659 7.991 6.460
[2,] 3.495 8.498 4.372 8.813 3.038 8.030 9.068 8.265 8.317 8.723 7.616
[3,] 3.588 9.268 4.394 9.480 3.112 8.386 9.185 8.630 8.533 9.543 7.965
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]
[1,] 5.709 2.063 6.384 4.327 7.174 3.526 4.063 2.727 6.744 5.901  9.849
[2,] 7.259 2.079 7.037 4.554 7.982 3.526 4.176 2.768 7.265 5.914  9.992
[3,] 8.049 2.093 7.581 4.756 8.395 3.528 4.284 2.787 7.504 6.018 10.030
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.636 2.864 2.712 4.865 4.856 4.829 3.675 3.067 13.10 17.91  8.735
[2,]  9.886 4.669 5.160 4.938 4.990 4.926 3.709 3.752 17.17 21.69  9.933
[3,] 10.578 4.754 5.211 5.190 5.247 5.400 3.742 4.391 21.04 22.87 11.900
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   7.528   5.75   19.88   10.47   13.01   4.765  3.278   9.996  12.24
[2,] 703.224 196.96 1491.18  830.49 1159.59  26.449 31.189 178.029  60.49
[3,] 346.363 268.21 1477.45 1274.98  816.00 384.420 46.498 233.164 427.76
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.969   5.863   10.06   6.711   7.195   7.091   7.588   9.104
[2,] 1437.380 621.817 1129.92 175.567 615.190 477.236 576.317 812.731
[3,]  128.714 182.153  820.82 374.244 476.162 584.977 583.487 654.252
        [,18] [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    9.248  13.3   12.26   21.87   7.851   22.18   11.62   3.797
[2,] 1023.171 922.9 1098.61 1144.98 213.748 3710.48  936.74 116.156
[3,]  683.216 826.3  959.05  573.86  85.065 1829.87 1630.51 109.851
        [,26]    [,27]   [,28]    [,29]  [,30]   [,31]   [,32]  [,33]
[1,]    9.211    9.263   6.663    9.641  3.877   10.02   8.488   4.31
[2,] 1537.368 1542.352 205.587  964.083 55.892 1053.52 540.158 166.25
[3,] 1252.086 1000.455 237.588 1284.230 75.903 1154.88 635.837 127.43
      [,34]  [,35]  [,36]  [,37]  [,38]   [,39]  [,40]   [,41] [,42]
[1,]   10.3  10.01  10.04   8.54   7.71   7.566  2.485   8.034  2.14
[2,]  824.7 886.51 864.64 572.63 543.54 537.700 13.306 632.110 20.53
[3,] 1016.9 685.31 604.50 389.04 246.92 466.399  6.677 421.551 51.85
       [,43]   [,44]  [,45]  [,46]   [,47]   [,48]  [,49]   [,50]    [,51]
[1,]   7.089   6.964   5.68  3.299   7.511   8.461   9.16   5.201    9.735
[2,] 631.913 766.686 223.50 63.863 963.377  16.159  36.81 265.733 1044.691
[3,] 332.282 620.730 296.95 29.998 400.369 507.645 683.46 217.862  881.383
       [,52]  [,53]    [,54]   [,55]   [,56]    [,57]   [,58] [,59]
[1,]   9.885   4.00    8.483   7.897   7.423    5.854   7.685  2.52
[2,] 459.400 103.74 1053.050 974.713 941.639 1227.113 206.472 36.53
[3,] 843.223  76.94  723.104 559.063 670.767 1045.588 217.117 25.67
        [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]   [,67]
[1,]    7.272   3.511   6.542   6.514    7.322    9.825   4.236   9.962
[2,]  900.923 190.966 341.333 193.277 1217.954 1298.804 240.462 753.117
[3,] 1083.679 219.063 670.056 204.976  414.833  497.052 186.409 852.262
       [,68]  [,69]   [,70]   [,71]  [,72]   [,73]   [,74]  [,75]   [,76]
[1,]   5.541  10.18   3.816   9.565  11.38   9.763   9.726  10.15   8.204
[2,]  62.583 844.23 103.588 641.307 319.10 699.278 746.849 805.77 929.590
[3,] 100.584 805.38 155.616 557.455 336.66 572.393 440.623 892.36 537.683
        [,77]  [,78]   [,79]   [,80]  [,81]  [,82]   [,83]   [,84]   [,85]
[1,]    7.249  2.619   8.107   5.495   9.11  4.477   5.159   3.462   8.564
[2,] 1033.239 59.965 682.434 326.688 806.46 16.528 222.371 110.264 622.679
[3,]  801.993 55.783 650.079 316.294 600.05 26.083 220.935  73.717 433.094
       [,86]  [,87]  [,88]   [,89]    [,90]   [,91]   [,92]   [,93]
[1,]   7.493  12.51  12.24   3.637    3.444   6.178   6.166   6.132
[2,]  91.506 388.03 508.59 849.932 1011.872 194.715 265.257 224.832
[3,] 256.939 202.18 867.76 205.703  166.863 368.058 373.894 509.768
       [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.667   3.894   16.63   22.74   11.09
[2,] 116.087 498.211 2560.14 2819.94 1089.83
[3,] 113.328 525.811 2802.76 1674.83 1510.38
[1] "--- VAR model 2017-10-02 13:01:00  completed"
[1] "Completed training sample:  2017-10-02 13:01:00 - 2017-10-02 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 13:31:00 - 2017-10-02 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.334          -2.152         -14.66        -17.048
          -2.513          -1.771         -13.42        -11.635
          -1.955          -0.926         -12.29         -8.078
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.172        0.43965          0.11023          -0.3751
         -9.470       -0.06683          0.14439          -0.7201
        -13.601       -0.06421          0.07979          -0.3600
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7312          -5.6297          -3.5088           -17.32
          -3.9297          -0.9437          -0.7819           -14.49
          -2.9011          -2.0485          -1.6780           -14.46
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.904           -6.024           -5.200            26.24
            2.283           -3.451           -4.821            24.91
            1.580           -2.370           -2.890            25.98
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.785           -9.646          -10.642           -1.912
           -9.078           -9.421           -4.881           -1.540
           -6.268           -8.803           -9.752           -4.033
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -13.91         -0.41705           -29.58           -9.571
           -10.10         -0.04394           -25.70          -16.166
           -11.03         -0.15887           -21.07          -13.272
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6134           -5.202          -17.721          0.59528
          -1.0497          -11.446           -8.273         -0.04154
          -0.5817           -8.829          -14.967         -0.11243
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -21.340         -0.11717           -7.126           -3.813
           -9.949          0.17049          -18.058           -2.969
          -10.838          0.08643           -7.697           -2.251
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.8174           0.3133            1.832           -8.505
          -2.8548         -18.7635          -10.582           -6.566
          -2.0880          -7.1422          -12.515          -16.050
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.915           1.1681            1.277        -0.054044
            4.372          -2.1084            1.157         0.078689
            3.396           0.1167            1.028         0.002698
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.9632          0.02584           -8.683           -9.844
          -0.7355          0.20362           -1.865          -13.734
          -0.4633          0.07387           -4.928           -7.777
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.06041         0.163376           -7.274           0.1279
         -0.49047         0.004081           -9.115          -0.4499
         -0.08431         0.156435           -9.887          -0.4196
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.6220           -3.899           -6.369            2.389
          -1.2480           -3.260           -4.304            2.819
          -0.9734           -1.775           -3.158            2.772
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6108           -9.447           -9.761           -7.793
          -0.4540           -5.636           -5.249           -6.228
          -0.4748           -3.378           -4.107           -4.331
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.675           0.2170          0.06672            3.637
           -8.703           0.6208          0.04207           -8.346
           -5.109           0.3756          0.01318           -7.495
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.090           -2.977           1.4271          -7.8341
           -2.075           -1.971           0.8743          -0.1751
           -2.123           -6.123           0.2162          -2.9941
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.363          0.07455           -6.342          -0.4229
           -3.076          1.12242           -7.323          -0.6949
           -1.777          0.09687           -3.043          -0.1328
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6231         -0.03935           -3.969           -3.226
          -5.0832         -0.76680           -3.205           -1.719
          -2.3616         -0.46265           -2.958           -1.332
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.608           -6.928           0.9245           -3.628
           -3.756           -5.803           0.7599           -4.202
           -2.927           -4.204          -0.2238           -3.020
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.728           0.4106           -6.983         -0.09254
           -3.994           0.3859           -2.139          0.71826
           -4.156           0.3231           -3.053          0.65708
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.478          0.01705           -2.311           0.7356
           -3.573         -0.09593           -2.100           0.4415
           -2.525          0.03194           -1.527           0.4360
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.723          -1.1417            3.862            8.467
            3.256          -0.9271            3.807            7.244
            2.829          -0.2186            3.273            6.164
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.880           -3.685           -1.464           -1.463
           -1.493           -1.217           -1.547           -1.491
           -1.534           -1.494           -1.119           -1.061
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.8943          -0.8566            17.70            92.05
           0.2368          -0.7241            18.18            90.55
          -3.2171          -0.2738            17.27            89.39
 rnd_95776.volume rnd_95787.volume
          -23.413           -7.401
           -9.319          -15.469
          -21.106          -11.819
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.757 4.494 15.45  8.119 10.12 3.722 2.545 7.770 9.426 6.186 4.597
[2,] 6.503 4.588 16.72  8.895 11.28 3.724 2.547 7.809 9.428 8.811 5.291
[3,] 6.665 4.725 17.95 10.338 11.82 4.078 2.554 7.874 9.666 8.830 5.348
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.793 5.229 5.556 5.609 6.020 7.134 7.295 10.75  9.918 16.82 6.027
[2,] 9.167 5.282 6.090 5.990 6.513 8.001 8.496 11.61 11.036 17.50 6.081
[3,] 9.829 5.512 6.442 6.537 7.003 8.527 9.013 11.98 11.767 17.74 6.083
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 17.14  8.994 2.990  7.255  7.201 5.221  7.551 2.987  7.734 6.622
[2,] 23.11  9.857 3.027  9.796  9.743 5.293  8.579 2.993  8.987 7.035
[3,] 24.39 12.030 3.058 11.137 10.627 5.376 10.114 3.012 10.115 7.543
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.346 8.213 7.759 7.897 6.368 6.003 5.876 1.926 6.350 1.666 5.438
[2,] 3.412 9.099 8.612 8.774 6.810 6.465 6.359 1.927 6.886 1.666 6.060
[3,] 3.453 9.970 9.146 9.238 7.071 6.539 6.663 1.927 7.122 1.684 6.211
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.469 4.325 2.557 5.709 6.577 6.955 4.048 7.441 7.769 3.075 6.838
[2,] 6.337 4.514 2.566 6.968 6.577 6.963 4.213 8.583 8.014 3.108 8.147
[3,] 6.891 4.625 2.570 7.301 6.950 7.560 4.308 9.387 8.796 3.132 8.686
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.648 5.694 4.523 5.972 1.932 5.696 2.736 5.089 5.090 5.712 7.231
[2,] 7.398 7.092 7.007 6.031 1.936 6.870 2.849 5.311 5.162 7.636 9.050
[3,] 7.830 7.623 7.790 6.105 1.939 8.268 3.000 6.019 5.231 7.822 9.300
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.298 7.752 4.320 8.115 2.982 7.485 8.582 7.528 7.664 7.646 6.427
[2,] 3.458 8.395 4.329 8.868 3.015 7.970 8.851 8.154 8.305 8.356 7.521
[3,] 3.555 9.072 4.358 9.439 3.094 8.341 8.966 8.576 8.532 9.055 7.879
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.595 2.014 6.163 4.260 7.169 3.516 4.044 2.645 6.688 5.879 9.713
[2,] 7.214 2.032 6.858 4.480 7.937 3.519 4.148 2.708 7.199 5.898 9.852
[3,] 7.973 2.055 7.429 4.692 8.381 3.520 4.249 2.726 7.435 5.996 9.898
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.517 2.825 2.693 4.874 4.867 4.845 3.571 3.386 13.31 17.22  8.649
[2,]  9.718 4.684 5.176 4.949 5.006 4.946 3.620 4.046 17.38 20.76  9.861
[3,] 10.414 4.774 5.225 5.188 5.247 5.379 3.644 4.856 21.20 22.41 11.736
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   7.31   5.707   19.61   10.31   12.85   4.726  3.232   9.866  11.97
[2,] 729.55 222.344 1541.66  875.62 1199.24  30.539 22.383 188.387  49.56
[3,] 351.35 272.050 1579.45 1270.22  858.93 400.759 46.281 243.034 513.44
        [,10]   [,11]    [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.855   5.837    9.896   6.64   7.055   7.123   7.645   9.059
[2,] 1512.889 631.665 1164.065 179.68 601.491 506.471 599.419 873.692
[3,]  139.163 188.613  855.019 380.08 506.752 631.621 620.127 710.799
        [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    9.264   13.65   12.59   21.36   7.653   21.76   11.42   3.797
[2,] 1049.919 1059.78 1166.85 1168.63 194.604 3737.12  972.17 113.213
[3,]  725.135  708.04  984.77  697.09  39.289 1884.66 1662.74 104.815
        [,26]    [,27]  [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    9.213    9.144   6.63    9.588  3.793    9.822   8.409   4.248
[2,] 1586.991 1582.414 209.68  982.033 45.791 1103.471 572.966 161.998
[3,] 1277.438 1023.027 226.67 1291.435 82.972 1119.081 656.089 128.093
      [,34]   [,35]  [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]  10.43   9.853  10.03   8.086   7.623   7.461  2.446   8.063  2.115
[2,] 944.18 900.829 922.32 582.377 578.597 586.064 13.841 641.994  9.623
[3,] 982.68 742.596 696.68 458.702 237.031 479.767  3.419 438.489 58.365
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   6.905   6.945   5.492  3.247   7.249   8.351   8.832   5.14
[2,] 645.001 771.672 311.878 51.094 963.216  17.608  79.327 281.76
[3,] 328.111 652.648 243.045 35.581 525.997 541.353 710.107 217.61
        [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    9.449   9.866   3.905    8.683   8.441    7.23    5.744   7.584
[2,] 1031.529 473.987 108.571 1067.974 782.918 1019.31 1290.174 202.044
[3,]  916.439 874.223  93.158  726.160 618.169  674.29  820.958 228.206
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]
[1,]  2.453    7.233   3.474   6.462   6.463    7.253    9.182   4.188
[2,] 32.540  925.999 191.791 366.699 207.868 1222.038 1312.096 250.810
[3,] 23.851 1109.184 226.839 682.844 204.218  408.430  516.962 199.207
       [,67]   [,68]  [,69]   [,70]   [,71] [,72]  [,73]   [,74]   [,75]
[1,]   9.844   5.486  10.31   3.786   9.504  10.9   9.56   9.732   9.709
[2,] 776.865  68.292 861.87 107.287 660.455 521.5 755.50 771.456 812.942
[3,] 828.701 120.363 779.55 167.338 593.078 346.3 640.51 471.427 841.308
       [,76]    [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   8.161    7.104  2.557   7.826   5.409   9.104  4.465   5.135
[2,] 941.863 1098.100 64.890 725.244 334.282 821.088 35.767 222.580
[3,] 566.377  818.639 73.942 688.624 336.027 649.259 19.095 221.912
       [,84]   [,85]   [,86]  [,87]  [,88]   [,89]   [,90]   [,91]  [,92]
[1,]   3.359   8.493   7.465  12.33  12.09   3.587    3.42   6.189   6.18
[2,] 140.231 641.772 113.782 396.87 474.13 900.758 1065.69 207.528 282.33
[3,]  75.476 448.589 260.987 230.35 902.63 223.050  172.87 374.906 379.05
       [,93]   [,94] [,95]  [,96]   [,97]   [,98]
[1,]   6.153   4.534   4.3   16.9   21.87   10.98
[2,] 238.838 143.205 533.9 2695.8 2795.00 1142.01
[3,] 509.722 100.919 647.5 2927.0 2033.94 1534.33
[1] "--- VAR model 2017-10-02 13:31:00  completed"
[1] "Completed training sample:  2017-10-02 13:31:00 - 2017-10-02 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 14:01:00 - 2017-10-02 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5732          1.5389        -12.297         -16.47
         -0.9710          1.0655        -10.786         -12.96
         -0.8046          0.6185         -9.987         -11.64
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -10.73         1.9238          0.02634          -1.3363
         -13.96         0.2779         -0.21369          -1.1407
         -15.10         0.5832         -0.06948          -0.6463
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.549           -6.246           -3.668           -15.24
           -5.300           -2.910           -1.879           -14.14
           -3.249           -2.786           -2.149           -14.79
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.1714           -9.045           -7.718            26.56
          -0.6305           -6.867           -6.734            26.83
          -0.3284           -6.448           -4.354            27.69
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -12.94           -10.52           -13.10           -6.603
           -11.83           -12.30           -13.76           -6.436
           -10.29           -11.02           -13.01           -7.545
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.304         -0.18080           -23.49           -12.90
           -6.708         -0.07087           -22.00           -12.52
           -6.484         -0.04917           -18.43           -11.06
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8915           -9.670           -11.99           1.7818
          -0.5054           -8.494           -11.16           1.2536
          -0.6012           -7.944           -11.23           0.6983
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.20           0.3381           -11.64           -3.432
           -10.91           0.4862           -12.96           -3.404
           -10.53           0.2331           -10.61           -4.401
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.125           -7.185           -7.542           -9.992
           -3.125          -13.193          -11.314          -11.400
           -2.354          -10.061          -10.872          -12.596
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.558           -4.313           0.3117        0.1445022
            2.637           -5.746           0.2142        0.0009867
            2.590           -4.747           0.2253        0.0019881
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.29783                0           -5.822           -11.60
         -0.05127                0           -4.883           -10.95
         -0.06138                0           -5.846           -10.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.368          -0.2897          -10.594          0.02562
           -2.092          -0.1061           -9.198          0.44994
           -1.716          -0.1626           -9.721          0.45125
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.2788          -0.7619           -3.454            1.690
           0.7139          -1.0396           -4.053            1.680
           0.6461          -1.6989           -6.743            1.694
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.282           -4.501           -4.897           -3.828
           -1.378           -3.524           -2.494           -3.619
           -1.261           -5.943           -3.394           -2.754
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.111          -0.2454         -0.08948           -4.295
           -4.128           0.1596         -0.08517           -7.735
           -3.009           0.1932         -0.03277           -3.347
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.605           -4.937           0.3798           -1.252
           -1.801           -3.217           0.8876           -4.364
           -1.776           -3.603           0.8598           -3.194
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.910           0.2550           -8.658         -0.02492
           -6.869           0.5267           -5.404         -0.06431
           -5.288          -0.0552           -5.984         -0.01280
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.032          -0.3703          -1.1560          -0.8656
           -5.516          -0.6573          -1.0269          -0.8566
           -6.510          -0.1876          -0.6165          -0.5155
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.535           -1.765           -2.079           -4.791
            1.416           -1.647           -2.369           -2.101
            1.254           -1.690           -1.010           -2.023
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -7.380          -0.3467           -2.816          -0.3832
           -4.061          -0.2637           -5.429          -0.6091
           -2.152          -0.1581           -2.686          -0.8575
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.175       -0.1876670           -1.092         -0.11242
           -5.539       -0.0574919           -1.183          0.07801
           -4.085        0.0003329           -1.001         -0.14454
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5148           0.8927           -3.084         0.120161
          -0.9970           0.6113           -2.234         0.001203
          -0.5950           0.1904           -1.450        -0.804288
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.5403          -2.7376          -0.7935          -0.8141
          -0.7237          -0.5979          -0.7406          -0.9852
          -0.7270          -0.9398          -0.5388          -0.6387
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.624         -0.25854            12.01            103.5
           -1.254         -0.03381            10.63            103.1
           -2.203         -0.27947            10.39            101.8
 rnd_95776.volume rnd_95787.volume
           -12.90           -11.86
           -21.17           -11.33
           -18.52           -10.06
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.649 4.444 15.10  8.270 10.07 3.705 2.510 7.578 9.462 6.053 4.538
[2,] 6.350 4.535 16.40  9.063 11.29 3.708 2.510 7.638 9.462 8.752 5.232
[3,] 6.532 4.690 17.69 10.559 11.85 4.066 2.518 7.696 9.704 8.783 5.291
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.645 5.120 5.483 5.309 6.120 7.179 7.199 10.53  9.879 16.59 6.012
[2,] 9.074 5.178 6.035 5.700 6.659 8.069 8.392 11.35 10.986 17.31 6.066
[3,] 9.694 5.411 6.442 6.345 7.148 8.705 8.908 11.60 11.676 17.59 6.068
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 16.99  8.711 2.972  7.168  7.190 5.093  7.437 2.958  7.739 6.522
[2,] 22.66  9.613 3.003  9.689  9.806 5.149  8.563 2.964  8.987 6.985
[3,] 23.97 11.773 3.028 10.949 10.583 5.222 10.130 2.986 10.046 7.510
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.322 8.101 7.668 7.722 6.039 5.896 5.735 1.844 6.214 1.603 5.376
[2,] 3.394 8.938 8.493 8.542 6.479 6.374 6.248 1.844 6.755 1.604 6.014
[3,] 3.450 9.833 8.998 8.984 6.753 6.439 6.560 1.845 7.023 1.625 6.123
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.401 4.273 2.508 5.659 6.348 6.837 4.029 7.271 7.606 2.965 6.438
[2,] 6.256 4.449 2.523 6.881 6.349 6.848 4.210 8.401 7.837 3.030 7.883
[3,] 6.796 4.552 2.526 7.218 6.693 7.426 4.319 9.193 8.651 3.066 8.425
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.528 5.480 4.401 5.872 1.886 5.594 2.667 4.970 4.945 5.484 7.243
[2,] 7.247 6.739 6.857 5.921 1.889 6.686 2.783 5.178 5.006 7.363 8.936
[3,] 7.676 7.320 7.555 5.986 1.893 8.083 2.923 5.842 5.102 7.538 9.155
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.224 7.548 4.099 7.950 2.836 7.308 8.762 7.449 7.436 7.385 6.217
[2,] 3.398 8.172 4.109 8.582 2.857 7.832 8.877 8.072 8.040 8.128 7.386
[3,] 3.492 8.812 4.143 9.206 2.883 8.215 9.008 8.516 8.313 8.847 7.721
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 5.078 1.971 5.911 4.174 7.132 3.508 3.995 2.580 6.544 5.843 9.212
[2,] 6.890 1.987 6.593 4.380 7.778 3.510 4.100 2.647 6.999 5.861 9.354
[3,] 7.751 2.012 7.253 4.668 8.249 3.510 4.199 2.665 7.234 5.974 9.488
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.288 2.830 2.719 4.886 4.874 4.786 3.439 3.441 13.63 16.88  8.307
[2,]  9.457 4.698 5.174 4.955 5.000 4.881 3.496 4.050 17.68 20.40  9.572
[3,] 10.172 4.782 5.215 5.169 5.219 5.278 3.533 4.806 21.36 21.94 11.430
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   7.174   5.644   19.18   10.5   12.78   4.704  3.187   9.623  12.02
[2,] 748.821 232.232 1652.31  957.5 1321.26  39.391 12.260 245.430  21.94
[3,] 395.302 309.407 1706.63 1398.4  925.18 430.646 51.442 244.807 556.01
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.687   5.763    9.707   6.502   6.963   6.742   7.772   9.117
[2,] 1631.495 671.831 1262.010 200.192 650.416 535.697 676.992 950.774
[3,]  192.970 203.724  880.392 405.035 581.956 719.202 671.154 843.278
        [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    9.142   13.38   12.54   21.07   7.634   21.58   11.06   3.774
[2,] 1112.929 1091.08 1240.62 1272.35 208.345 3870.18 1049.36 110.660
[3,]  771.504  615.44 1020.66  800.17  41.537 2014.78 1754.67 100.395
        [,26]   [,27]   [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    9.103    9.13   6.467    9.444  3.756    9.827   8.282   4.218
[2,] 1682.551 1721.11 195.606 1095.450 46.402 1179.425 645.947 179.555
[3,] 1316.582 1027.65 223.933 1397.435 93.670 1158.951 711.972 159.690
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]
[1,]   10.29   9.737   9.805   7.669   7.487   7.282 2.342   7.891  2.036
[2,]  974.79 942.436 942.668 605.374 624.676 639.965 3.738 683.822 11.337
[3,] 1058.02 767.808 718.844 491.898 235.703 516.027 6.805 496.455 67.469
       [,43]   [,44]   [,45]  [,46]    [,47]   [,48]   [,49]   [,50]
[1,]   6.826   6.858   5.426  3.185    7.186   8.061   8.682   5.116
[2,] 695.978 815.036 320.026 71.121 1010.596  27.536 102.486 315.239
[3,] 297.194 685.399 249.090 31.941  562.703 547.084 741.227 249.094
        [,51]   [,52]   [,53]    [,54]  [,55]    [,56]    [,57]   [,58]
[1,]    9.234   9.659   3.765    8.175   8.29    6.959    5.588   7.456
[2,] 1085.903 487.470 161.916 1174.424 812.48 1012.415 1357.285 197.191
[3,]  963.821 945.969 121.275  766.903 653.33  738.087  818.844 226.021
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]
[1,]  2.395    7.103   3.387   6.311   6.279    6.964    9.198   4.094
[2,] 26.920  945.421 204.864 374.966 201.340 1268.359 1350.775 277.232
[3,] 29.434 1172.572 231.502 698.137 254.218  417.207  514.364 207.582
       [,67]   [,68] [,69]   [,70]  [,71]  [,72]  [,73]   [,74]   [,75]
[1,]   9.585   5.205  10.1   3.601   9.28  11.13   9.46   9.443   9.378
[2,] 808.426  74.654 834.3  88.822 727.03 369.12 802.50 788.680 876.534
[3,] 851.097 137.670 860.0 101.309 640.45 395.09 700.52 545.662 901.705
        [,76]    [,77]  [,78]   [,79] [,80]   [,81]  [,82]   [,83]   [,84]
[1,]    7.895    6.448  2.503   7.506   5.3   9.056  4.454   5.074   3.276
[2,] 1029.457 1202.083 64.650 753.803 342.7 801.678 34.891 237.520 153.571
[3,]  580.280  916.722 82.240 780.676 416.7 708.646 11.461 234.041  78.398
      [,85]   [,86] [,87]  [,88]   [,89]    [,90]   [,91]   [,92]   [,93]
[1,]   8.31   7.419  11.7  11.79   3.593    3.453   6.204   6.189   6.078
[2,] 640.14 119.258 420.3 460.00 967.981 1136.230 212.119 287.993 246.288
[3,] 472.80 298.232 409.7 967.29 231.210  168.068 380.105 386.582 518.900
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   4.367   4.37   17.31   21.43   10.55
[2,] 162.803 551.47 2908.88 2958.28 1227.68
[3,] 131.956 667.67 3093.33 2083.33 1612.41
[1] "--- VAR model 2017-10-02 14:01:00  completed"
[1] "Completed training sample:  2017-10-02 14:01:00 - 2017-10-02 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 14:31:00 - 2017-10-02 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5786         -1.1850        -1.6509         -8.353
         -0.7389         -0.5407        -0.7797         -2.847
         -0.3783         -0.4146        -0.5525         -4.082
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.999        0.57004          0.33681           0.2106
         -9.694       -0.46761          0.08118           0.4498
         -6.997        0.00686          0.02952           0.2665
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.7062          -0.6052          -0.8356           -7.078
          -1.5863           0.0234          -1.1658           -6.856
          -0.4629          -0.3000          -0.6041           -6.876
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.4803           -3.337           -2.990            21.83
          -1.3147           -4.202           -3.357            21.20
          -0.7942           -3.767           -3.005            21.67
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.736           -7.213           -3.953          -0.8133
           -4.967           -6.033           -6.285          -3.6387
           -5.535           -5.400           -3.881          -2.4191
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -2.01858         -0.18606           -3.728          -3.7945
         -1.22001         -0.02716           -4.997           0.5604
         -0.08266         -0.07632           -2.499          -1.6396
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.06792           -1.179           -1.205           0.1732
         -0.16750           -2.020           -2.931           0.5067
         -0.02049           -1.785           -1.581           0.2412
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.186        -0.335073           -7.493           -3.954
           -1.915        -0.051931           -4.519           -3.568
           -3.367         0.009981           -3.244           -3.746
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.3153           -8.422           -6.986           -9.650
          -1.6421           -6.023           -7.996           -9.133
          -0.7251           -3.684           -3.437           -5.853
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6763           -1.591          -0.6588        -0.023409
           0.2694           -1.593          -0.5307        -0.106770
          -0.1818           -2.005          -0.4106        -0.002018
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4113          0.12494           -6.244          -10.646
           0.1577          0.13754           -4.916           -9.465
           0.1111          0.02594           -4.930           -8.960
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.386         -0.29260           -5.955           1.0953
           -1.039         -0.14747           -9.609           0.8879
           -1.029         -0.09348           -8.410           0.8359
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.9704           -2.230           -4.718            3.686
          -0.1841           -2.510           -4.592            3.158
          -0.3325           -1.971           -3.058            2.701
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.0904          -0.2883           0.6053          -0.6576
          -0.5052          -5.9767          -2.3449          -1.1200
          -0.5376          -3.6594          -4.0771          -3.9060
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.2852           0.1823          0.06980           0.3806
          -0.1445           0.3710          0.04733           1.7559
          -1.9643           0.1829          0.01346          -0.3188
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9524          -0.2579          0.39951          0.06033
          -0.7952           2.1650          0.06212         -1.10685
          -1.1260          -0.3399          0.08825          0.91937
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.3642          -0.1443           -4.728           0.5981
          -1.9374           0.2971           -3.219           0.7455
           0.4224          -0.2255           -1.896           0.1781
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.277           0.1485          -0.5950          -1.3606
           -2.415           0.1006          -0.2368          -0.7274
           -2.346          -0.1078          -0.1650          -0.4148
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.080           -3.610           -3.467           -4.993
           -3.418           -4.089           -4.479           -2.930
           -2.425           -2.537           -3.806           -3.283
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -8.616        -0.051544           -6.475         -0.01002
           -3.768         0.006681           -5.962         -0.13295
           -2.845         0.088687           -2.957         -0.57286
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.813          -0.1402          -0.2371        -0.063671
           -5.819           0.1452          -0.4580        -0.014084
           -3.864          -0.1612          -0.6108        -0.009554
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.2057          -0.8843          0.00824           -3.629
          -0.6149          -0.2399          1.09321           -4.556
          -0.8129          -0.1880          0.52547           -3.796
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2369         -0.08169          -0.6944          -0.3585
          -0.6502         -0.44227          -0.3724          -0.1456
          -0.3454         -0.17796          -0.2567          -0.1269
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.19909          -0.2481            13.48            102.4
          1.21847          -0.2780            13.84            101.4
          0.08065          -0.1958            12.98            100.2
 rnd_95776.volume rnd_95787.volume
           -17.97           -3.505
           -12.33           -1.565
           -15.98           -2.281
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.466 4.292 15.05  8.177  9.848 3.596 2.406 7.272 9.251 5.928 4.552
[2,] 6.142 4.397 16.32  8.928 11.033 3.599 2.406 7.329 9.252 8.428 5.198
[3,] 6.353 4.570 17.60 10.296 11.635 3.941 2.415 7.394 9.507 8.473 5.255
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.504 5.043 5.400 5.798 6.164 7.201 7.312 10.27  9.638 16.93 6.019
[2,] 8.880 5.103 5.964 6.213 6.722 8.184 8.604 11.11 10.816 17.62 6.062
[3,] 9.480 5.322 6.343 6.687 7.183 8.863 9.169 11.39 11.534 17.92 6.066
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 16.79  8.680 2.933  7.119  7.066 4.905 7.402 2.979  7.680 6.197 3.257
[2,] 22.31  9.498 2.963  9.581  9.549 4.935 8.472 2.981  8.871 6.624 3.362
[3,] 23.56 11.638 2.987 10.784 10.413 4.992 9.902 3.006 10.012 7.186 3.439
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.897 7.522 7.681 5.751 5.802 5.386 1.776 5.978 1.522 5.284 5.310
[2,] 8.792 8.325 8.457 6.104 6.202 5.811 1.776 6.542 1.526 5.884 6.100
[3,] 9.679 8.878 8.929 6.367 6.254 6.018 1.777 6.779 1.539 6.025 6.578
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.183 2.467 5.548 6.020 6.635 4.004 7.118 7.346 2.962 6.612 5.959
[2,] 4.341 2.484 6.767 6.028 6.646 4.190 8.138 7.542 3.020 7.851 6.969
[3,] 4.454 2.490 7.095 6.298 7.163 4.311 8.805 8.336 3.052 8.349 7.279
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.395 4.305 5.729 1.845 5.492 2.617 4.792 4.695 5.284 6.835 3.061
[2,] 6.707 6.560 5.764 1.846 6.577 2.736 5.002 4.752 7.113 8.507 3.208
[3,] 7.175 7.681 5.815 1.849 7.875 2.864 5.661 4.864 7.282 8.766 3.331
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.271 3.897 7.815 2.788 7.110 8.500 7.079 7.012 7.255 5.775 4.440
[2,] 7.851 3.913 8.377 2.809 7.671 8.638 7.597 7.584 7.906 7.159 6.374
[3,] 8.455 3.954 8.929 2.830 8.083 8.800 7.937 7.905 8.567 7.486 7.465
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.921 5.812 4.056 7.163 3.404  3.83 2.482 6.380 5.599 8.688  9.203
[2,] 1.942 6.224 4.288 7.651 3.409  3.94 2.542 6.840 5.627 8.824  9.383
[3,] 1.958 6.954 4.575 8.081 3.410  4.10 2.569 7.057 5.748 9.047 10.141
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.823 2.700 4.837 4.827 4.686 3.421 3.541 13.96 16.71  8.252
[2,] 4.651 5.122 4.900 4.950 4.767 3.481 4.155 18.01 20.49  9.430
[3,] 4.733 5.162 5.123 5.176 5.149 3.520 4.893 21.71 21.74 11.228
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]   [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   6.941   5.45   19.11   10.38   12.5   4.566  3.055   9.234  11.75
[2,] 748.493 255.92 1687.87  958.52 1330.0  38.049  5.063 243.274  35.73
[3,] 434.894 333.03 1757.50 1370.79  987.5 429.442 55.389 262.085 584.58
        [,10]  [,11]    [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    7.528   5.78    9.529   6.404   6.857   7.363   7.828    9.145
[2,] 1601.554 671.36 1269.480 208.151 676.851 596.905 716.836 1039.700
[3,]  234.113 205.34  887.290 404.383 577.430 661.124 676.881  909.092
        [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    9.285   13.04   12.24   21.5   7.643   21.32   11.02   3.724
[2,] 1212.527 1129.60 1311.86 1303.5 193.571 3928.07 1030.55 112.476
[3,]  846.534  678.02 1071.01  873.9  55.357 2019.82 1797.95 100.853
       [,26]    [,27]   [,28]  [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    9.04    8.972   6.229    9.4   3.782    9.752   7.869   4.136
[2,] 1714.08 1717.282 143.437 1101.7  34.731 1187.171 625.934 222.100
[3,] 1323.57 1110.177 202.072 1370.6 102.021 1240.692 744.590 194.478
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   10.03   9.551   9.754   7.303   7.368   6.839  2.255   7.592  1.932
[2,] 1033.17 953.626 945.726 547.077 585.860 583.704  6.774 710.389 30.601
[3,] 1082.00 824.710 766.058 483.763 214.692 417.722 11.345 475.105 53.138
      [,43]   [,44]   [,45]  [,46]    [,47]   [,48]   [,49]   [,50]
[1,]   6.71   6.742   5.311  3.132    7.045   7.644   8.426   5.084
[2,] 692.14 803.084 311.016 78.734 1035.912  83.464 101.188 330.644
[3,] 346.18 658.107 266.332 43.652  570.024 487.759 714.526 271.012
        [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    9.039   9.329   3.761    8.396   7.567    6.851    5.466   7.276
[2,] 1054.534 455.756 158.356 1131.864 966.088 1065.211 1323.400 169.601
[3,]  899.056 949.469 117.578  759.357 561.586  681.771 1068.345 204.413
      [,59]    [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  2.342    6.974   3.324   6.085   5.962    6.71    8.68   3.888
[2,] 18.096  967.472 212.738 383.583 195.233 1272.92 1353.75 255.889
[3,] 29.880 1157.655 226.700 708.442 277.329  416.86  565.91 239.853
       [,67]   [,68]   [,69] [,70]   [,71]  [,72]   [,73]   [,74]   [,75]
[1,]   9.233   4.948   9.924  3.54   9.029  10.79   8.989   8.904   9.213
[2,] 791.555  97.287 806.545 92.43 769.948 410.74 737.082 772.609 839.307
[3,] 839.004 151.689 826.320 91.57 680.690 450.10 614.549 596.357 882.188
        [,76]    [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]    7.333    5.638  2.439   7.381   5.151   9.095  4.323   4.864
[2,] 1130.885 1222.757 76.700 595.492 371.539 719.301 44.753 247.360
[3,]  585.663 1038.468 66.742 828.781 426.925 695.538 31.108 302.491
       [,84]   [,85]   [,86]  [,87]   [,88]   [,89]    [,90]   [,91]
[1,]   3.152   8.102   7.109  11.03   11.69   3.585    3.428   6.142
[2,] 146.786 658.966 151.138 412.44  488.42 988.049 1163.507 210.638
[3,]  99.594 463.985 312.953 533.91 1028.78 235.092  172.846 399.433
      [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   6.13   5.951   4.344   4.497   17.73   21.22   10.48
[2,] 292.38 233.850 172.444 580.790 3041.03 3168.97 1220.08
[3,] 404.24 520.312 139.350 690.790 3242.42 1946.90 1629.53
[1] "--- VAR model 2017-10-02 14:31:00  completed"
[1] "Completed training sample:  2017-10-02 14:31:00 - 2017-10-02 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 15:01:00 - 2017-10-02 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.4259         0.21215         -5.930         -8.614
          0.3811         0.06377         -5.174         -6.484
          0.2240         0.06252         -4.635         -6.948
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.732        0.45971        -0.072003           0.2713
         -9.472       -0.02654         0.067467           0.1530
         -8.818        0.76549        -0.008365           0.1192
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5138           1.1921          0.03437           -4.899
           0.3854          -0.8414          0.19364           -3.997
          -0.1144           0.4586          0.10312           -3.316
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6137          -2.7982          -2.3065            16.73
          -0.8709          -0.9326          -0.3746            15.71
          -0.5745          -1.5459          -0.7959            16.73
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.572          -0.8632           -3.751           -4.778
           -2.163          -3.6611           -3.088           -3.433
           -1.682          -1.5832           -3.116           -3.759
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.702           1.0605          -11.672           -6.498
           -4.166           0.3711          -10.603           -5.467
           -3.498           0.5516           -8.693           -5.229
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.16385           -3.719           -4.814          -0.1813
          0.12019           -4.730           -5.676          -0.4076
         -0.02913           -3.729           -5.079          -0.2627
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.678         -0.20963           -7.573           -1.937
           -5.319         -0.07910           -6.604           -1.152
           -5.911         -0.03244           -5.858           -1.420
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.432           -9.297           -9.462           -9.065
           -1.348           -7.178           -8.249           -8.724
           -1.152           -6.255           -6.465           -7.655
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2089           -3.307          0.08427          0.36388
           0.8428           -2.093          0.08901         -0.13417
           0.7502           -2.840          0.04119          0.01024
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6792           0.1924           -4.175           -4.150
           1.0467           0.2696           -4.042           -5.904
          -0.2931           0.2597           -3.764           -6.384
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.04297           0.5487           -3.174          -0.1045
         -0.06520           0.3723           -4.238           0.6658
         -0.16422           0.2958           -4.603           0.4544
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.64516          -0.6846           -2.291          -0.4897
         -0.08157          -0.5355           -1.299           0.7207
          0.11305          -0.4702           -1.994           0.5375
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05811           -3.481           -2.446           -2.336
         -0.27189           -1.751           -1.825           -2.894
         -0.21792           -1.544           -1.486           -1.211
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.142         -0.01695        -0.032597           -2.346
           -2.007          0.14097        -0.001119           -3.983
           -2.295          0.01406        -0.002424           -1.806
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9489           -2.869          -0.7545          -0.8129
          -1.0783           -1.131          -0.7456          -2.4660
          -1.0469           -2.284          -0.4035          -2.6903
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.851           0.7094           -5.003         -0.27780
           -4.014           0.3909           -3.553         -0.13377
           -3.359           0.5747           -3.601         -0.04031
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.358           0.1459           0.3261          0.11780
           -3.339           0.1669           0.2331          0.13785
           -3.685           0.5674           0.2458          0.06039
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.0061           -2.628           -2.357           -2.230
          -0.3674           -1.898           -3.552           -1.614
          -0.1127           -1.141           -2.279           -1.377
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.4161          -0.2075           -1.492           0.5719
          -2.1310          -0.2218           -1.315           0.7459
          -1.4535          -0.1319           -1.438           0.7499
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.6344         0.070296          -1.5481           0.2911
          -0.5544        -0.038291          -1.0814          -0.3092
          -2.0196        -0.003953          -0.7039          -0.1002
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.7897          0.11391            3.144          -3.3373
          -0.8035         -0.18876            3.370          -0.8322
          -0.7155          0.01431            1.757          -0.6822
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7339           0.1514          -0.7072          -0.5908
          -0.6904          -0.6384          -0.5284          -0.2636
          -0.4871          -0.3527          -0.4163          -0.2158
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.5296          -0.1760           -2.720            107.8
          -0.7524          -0.2823           -2.442            107.6
          -1.3247          -0.1747           -1.732            106.5
 rnd_95776.volume rnd_95787.volume
           -5.415           -5.827
           -6.449           -5.320
           -7.610           -4.622
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.392 4.176 14.77  8.101  9.864 3.281 2.344 7.161 9.058 5.811 4.483
[2,] 6.053 4.269 16.04  8.735 10.989 3.313 2.345 7.228 9.060 8.171 5.088
[3,] 6.266 4.422 17.38 10.038 11.516 3.441 2.349 7.292 9.314 8.231 5.147
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.397 4.958 5.227 5.590 6.133 6.978 7.242 10.10  9.53 16.79 5.808
[2,] 8.779 5.018 5.769 5.979 6.705 7.884 8.495 10.94 10.69 17.49 5.838
[3,] 9.368 5.238 6.162 6.430 7.161 8.511 9.004 11.26 11.32 17.80 5.841
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.56  8.441 2.928  6.857  6.951 4.711 7.261 2.894 7.961 5.928 3.088
[2,] 21.86  9.302 2.929  9.370  9.438 4.730 8.155 2.897 8.800 6.329 3.230
[3,] 23.10 11.304 2.941 10.482 10.296 4.790 9.643 2.925 9.876 6.857 3.294
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.648 7.246 7.388 5.438 5.705 5.149  1.72 5.429 1.456 5.206 5.156
[2,] 8.643 8.014 8.157 5.760 6.056 5.514  1.72 5.734 1.459 5.735 5.925
[3,] 9.468 8.473 8.598 5.982 6.142 5.641  1.72 5.832 1.472 5.862 6.434
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.039 2.454 5.330 5.774 6.482 3.897 6.767 7.123 2.913 6.422 5.822
[2,] 4.183 2.473 6.467 5.781 6.496 4.071 7.745 7.272 2.971 7.696 6.744
[3,] 4.255 2.478 6.772 6.004 6.977 4.180 8.215 8.048 2.993 8.138 7.056
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.184 4.230 5.513 1.813 5.254 2.486 4.592 4.478 5.033 6.597 2.982
[2,] 6.431 6.414 5.548 1.814 6.335 2.618 4.812 4.521 6.758 8.067 3.098
[3,] 6.905 7.414 5.594 1.819 7.730 2.735 5.457 4.631 6.948 8.378 3.214
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.068 3.626 7.587 2.703 7.008 8.453 6.931 6.855 7.037 5.570 4.403
[2,] 7.617 3.629 8.094 2.719 7.605 8.578 7.460 7.425 7.679 7.034 6.203
[3,] 8.166 3.655 8.612 2.742 8.015 8.738 7.811 7.756 8.332 7.371 7.347
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.850 5.687 3.957 7.078 3.359 3.744 2.181 6.235 5.517 8.480 8.490
[2,] 1.874 6.090 4.215 7.581 3.364 3.828 2.292 6.647 5.536 8.619 8.741
[3,] 1.892 6.811 4.506 7.955 3.365 3.992 2.308 6.859 5.642 8.835 9.229
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.797 2.671 4.799 4.799 4.595 3.259 3.606 14.17 16.14  8.051
[2,] 4.613 5.083 4.868 4.923 4.673 3.324 4.255 18.27 19.14  9.287
[3,] 4.699 5.125 5.087 5.150 5.040 3.385 5.040 22.02 20.71 11.021
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   6.847   5.303   18.75   10.29   12.53   4.167  2.977   9.093  11.50
[2,] 818.769 263.723 1862.57  972.33 1441.25 136.563  8.283 294.093  57.35
[3,] 482.254 342.968 1993.17 1471.97 1024.89 276.621 44.551 286.886 643.66
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    7.379   5.692    9.393   6.296   6.637   7.099   7.787    8.861
[2,] 1709.670 716.322 1407.320 230.143 726.781 631.007 806.866 1092.301
[3,]  294.515 231.547  972.836 447.652 644.242 704.242 748.125  953.808
        [,18]   [,19]  [,20]   [,21]   [,22]   [,23]   [,24]  [,25]
[1,]    9.196   12.82   12.1   21.31   7.375   21.03   10.72  3.718
[2,] 1321.586 1251.75 1439.5 1458.61 174.929 4246.99 1163.43 20.810
[3,]  888.390  795.08 1115.1  997.59  62.453 2227.09 1911.33 78.458
        [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    8.708    8.826   5.983    9.221   3.675   10.11   7.528   3.921
[2,] 1900.385 1900.026 125.164 1104.886  35.649 1115.76 659.964 282.244
[3,] 1398.191 1224.492 225.100 1531.774 121.391 1333.98 785.278 191.884
        [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]    9.712    9.202    9.381   6.906   7.244   6.539  2.184   6.894
[2,] 1197.884 1018.493 1029.116 564.663 604.578 586.938  7.612 548.696
[3,] 1150.432  819.032  809.035 480.545 306.391 353.960 11.902 317.522
      [,42]  [,43]   [,44]   [,45]  [,46]    [,47]   [,48]   [,49]   [,50]
[1,]  1.848   6.61   6.547   5.129  3.117    6.768   7.332   8.231   4.949
[2,] 29.991 716.05 869.019 323.340 90.163 1090.315  81.811 127.146 349.706
[3,] 57.595 361.92 746.176 231.735 49.468  597.575 483.177 757.897 282.615
        [,51]    [,52]   [,53]    [,54]    [,55]    [,56]    [,57] [,58]
[1,]    8.593    9.046   3.699    8.155    7.393    6.583    5.371   7.0
[2,] 1120.952  434.993 173.463 1262.556 1013.004 1132.364 1434.919 186.7
[3,]  815.258 1026.470 109.235  787.403  617.899  748.079 1106.867 212.5
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]
[1,]  2.302    6.671   3.156   5.831   5.686    6.391    8.378   3.787
[2,] 18.607 1053.452 244.840 428.696 184.912 1342.165 1381.761 249.315
[3,] 40.162 1318.282 235.300 765.746 299.226  480.061  673.346 255.317
       [,67]   [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]
[1,]   8.975   4.605   9.634   3.432   8.899  10.73   8.801   8.705
[2,] 845.170  41.371 839.344  87.947 879.478 433.14 821.332 848.705
[3,] 875.753 129.721 875.089 106.000 753.198 495.62 689.262 667.355
       [,75]    [,76]    [,77]  [,78]   [,79]   [,80]   [,81]  [,82]
[1,]   8.935    7.073    5.591  2.349   7.222   5.025   8.987  4.266
[2,] 915.356 1278.421 1300.336 89.612 648.308 431.913 808.190 51.161
[3,] 962.050  655.448 1171.584 78.666 908.049 474.111 717.880 26.020
       [,83]  [,84]   [,85]   [,86]  [,87]  [,88]    [,89]    [,90]
[1,]   4.755   2.77   7.917   7.005  10.77  10.78    3.552    3.391
[2,] 237.065 209.66 685.915 138.788 459.80 618.54 1091.712 1287.051
[3,] 336.891  81.43 503.267 323.267 577.51 882.18  266.114  194.876
       [,91]   [,92]   [,93]   [,94]   [,95] [,96]   [,97]   [,98]
[1,]   6.094   6.094   5.835   4.138   4.579    18   20.49   10.22
[2,] 242.109 326.638 253.030 194.626 672.350  3431 3061.76 1377.83
[3,] 440.026 450.710 561.461 190.802 803.767  3658 2355.91 1766.01
[1] "--- VAR model 2017-10-02 15:01:00  completed"
[1] "Completed training sample:  2017-10-02 15:01:00 - 2017-10-02 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 15:31:00 - 2017-10-02 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.439        -0.22757        -10.099         -11.84
          -1.241        -0.06829         -9.194         -10.76
          -1.021        -0.06794         -8.307         -10.10
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.883         0.9740        -0.063995         -0.40191
         -7.737         0.2285        -0.003024         -0.10184
         -8.287         0.3746        -0.004297          0.01728
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8787           0.5017          -0.2493           -3.611
          -0.9671          -1.2436          -0.6995           -3.459
          -0.4245          -0.1504          -0.3946           -3.240
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2038          -1.2020          -1.6905            12.15
           0.1187          -0.3016          -0.7015            11.15
          -0.1045          -0.9211          -1.1351            11.70
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.0809         -0.00148           -3.085          -1.1398
          -1.5865         -2.10637           -2.953          -0.9217
          -0.8482         -1.11558           -2.367          -1.1680
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.425          0.05260           -18.66          -11.567
           -5.922          0.06044           -18.89          -10.367
           -4.216          0.05306           -16.60           -9.829
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.08482           -9.499          -10.419           0.2637
         -0.10891           -6.789           -9.451           0.3072
          0.01339           -7.106           -9.159           0.2280
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -11.873          0.39142          -10.030           -2.680
          -10.078          0.09047           -8.745           -2.822
           -9.294          0.06316           -8.700           -2.763
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -0.723          -10.850           -4.582           -5.292
           -1.936           -9.865           -9.265          -11.030
           -1.593           -9.696           -8.398           -8.988
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0732         -1.04931           0.8823          0.03182
           0.7331         -0.04399           0.3978          0.13940
           0.7739          1.61175           0.4234          0.10958
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.8891          0.05708           -2.554           -6.405
           0.8430          0.28353           -3.043           -7.073
          -0.1164          0.22523           -4.687           -7.700
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.3830        -0.001843           -9.300           0.2025
          -0.7023        -0.112259           -4.739          -0.2620
          -0.9046         0.073423           -6.253          -0.2079
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.09634          -0.8665          -0.7347           0.8682
          0.78078          -1.5464          -5.4707           0.4272
          0.31891          -1.2404          -3.7927           0.4495
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2668            1.084          -0.4249          -1.4048
          -0.1798           -3.572          -0.4450           0.3512
          -0.7977           -5.159          -3.5393          -2.8543
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.6240           0.6429         -0.09234           -2.456
          -1.4919           0.4254         -0.08177            4.128
           0.1704           0.1571         -0.03004           -1.110
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5978          -0.2906          -0.4652          -4.8495
          -0.6102           0.2878          -0.2609          -0.7373
          -0.8437           0.6220          -0.2918           0.1590
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.319          -0.0117           -2.710          0.19900
           -1.662          -0.0988           -3.258         -0.30742
           -1.339          -0.1747           -2.084          0.06385
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.416          -0.5312           -2.236          -0.9805
           -3.066          -0.5170           -1.862          -0.6602
           -2.157          -0.4685           -1.418          -0.3754
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.256           -2.688            0.296           -2.997
           -2.013           -3.016           -1.471           -1.598
           -1.588           -2.324           -1.091           -2.376
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.348          0.08127           -2.852           -1.524
           -2.813          0.07547           -3.209           -1.430
           -1.698          0.05947           -1.733           -1.263
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.763         -0.14786           0.2911         -0.08742
           -2.980          0.07124           0.2303         -0.09565
           -2.695         -0.01003          -0.9038         -0.07362
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.519         -0.22177          -0.7783           0.9401
            1.594          0.02081          -1.1737           0.8669
            1.770         -0.03720          -0.3057           0.7347
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.01986         -0.61727           0.1603          -0.1785
          0.19239          0.06826           0.3656          -0.1753
          0.21379         -0.05870          -0.3738          -0.1193
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5892         -0.10586           -2.325            106.2
           0.2183         -0.01929           -2.068            105.6
           0.5580         -0.02076           -1.443            105.0
 rnd_95776.volume rnd_95787.volume
          -17.485           -9.165
          -14.335           -8.826
           -9.535           -8.633
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.190 4.041 14.66 7.876  9.071 3.021 2.296 6.863 8.720 5.573 4.231
[2,] 5.766 4.120 15.93 8.450 10.145 3.055 2.296 6.939 8.724 7.899 4.800
[3,] 5.990 4.271 17.30 9.676 10.584 3.148 2.302 7.004 9.005 7.968 4.858
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.283 4.865 5.121 5.082 6.033 6.964 6.885  9.82  9.227 16.78 5.698
[2,] 8.634 4.925 5.656 5.473 6.583 7.803 7.932 10.55 10.265 17.47 5.751
[3,] 9.186 5.129 6.035 5.896 7.045 8.312 8.342 10.84 10.786 17.80 5.766
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.10  8.182 2.851  6.665 6.719 4.534 7.041 2.812 7.537 5.597 3.004
[2,] 21.11  9.109 2.852  9.119 9.094 4.545 7.888 2.813 8.325 5.952 3.097
[3,] 22.34 11.048 2.868 10.122 9.974 4.595 9.297 2.847 9.380 6.408 3.174
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.411 7.011 7.055 5.210 5.547 4.934 1.670 5.134 1.398 5.088 4.805
[2,] 8.243 7.783 7.797 5.534 5.847 5.212 1.670 5.428 1.402 5.553 5.553
[3,] 9.061 8.155 8.216 5.729 5.927 5.322 1.671 5.490 1.416 5.678 6.083
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.904 2.352 5.105 5.521 6.184 3.800 6.455 6.369 2.731 6.129 5.631
[2,] 4.056 2.370 6.091 5.527 6.189 3.967 7.232 6.501 2.761 7.337 6.406
[3,] 4.114 2.378 6.379 5.730 6.546 4.078 7.726 7.150 2.775 7.704 6.620
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.026 4.028 5.233 1.789 4.996 2.246 4.440 4.301 4.766 6.420 2.816
[2,] 6.143 6.200 5.269 1.790 6.017 2.335 4.670 4.341 6.401 7.798 2.956
[3,] 6.555 7.055 5.308 1.794 7.473 2.412 5.339 4.439 6.582 8.131 3.080
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.858 3.467 7.303 2.655 6.671 8.012 6.761 6.748 6.944 5.492 4.343
[2,] 7.345 3.468 7.805 2.675 7.273 8.128 7.149 7.288 7.560 6.925 6.135
[3,] 7.816 3.489 8.239 2.692 7.697 8.309 7.381 7.622 8.224 7.231 7.243
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.816 5.646 3.854 6.996 3.242 3.556 2.084 6.074 5.345 8.117 8.285
[2,] 1.840 6.028 4.102 7.443 3.243 3.674 2.206 6.495 5.353 8.257 8.446
[3,] 1.860 6.739 4.398 7.815 3.246 3.824 2.223 6.696 5.434 8.421 8.954
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.701 2.524 4.472 4.650 4.267 3.140 3.601 14.40 15.34  7.735
[2,] 4.426 4.898 4.500 4.776 4.357 3.192 4.250 18.44 18.22  9.029
[3,] 4.475 4.938 4.614 5.005 4.707 3.251 5.037 22.01 19.92 10.682
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]   [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   6.59   5.132   18.62   10.0   11.52   3.837  2.916   8.715  11.07
[2,] 764.13 243.196 1896.59  931.1 1381.42 137.410  5.644 310.892  79.79
[3,] 493.56 342.148 2047.35 1433.7  918.14 231.617 47.231 289.976 678.86
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    7.076   5.372    9.249   6.178   6.502   6.453   7.662    8.843
[2,] 1702.802 689.837 1410.284 232.748 730.428 618.303 801.027 1070.509
[3,]  316.526 228.026  954.341 435.575 640.495 667.074 762.924  871.734
        [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]  [,25]
[1,]    8.743   12.47   11.72   21.31   7.236   20.44   10.39  3.621
[2,] 1198.072 1170.33 1368.42 1478.09 236.817 4154.72 1217.54 23.003
[3,]  784.894  756.59 1006.49 1032.25 124.763 2224.32 1901.57 90.557
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    8.463    8.533   5.758    8.941   3.571    9.571   7.107   3.814
[2,] 1893.011 1863.969  94.623 1081.797  25.329 1075.442 615.534 228.979
[3,] 1336.287 1245.325 205.866 1496.710 132.956 1314.215 722.672 212.041
        [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]  [,41]
[1,]    9.411    8.902    8.959   6.616   7.044   6.266  2.121   6.52
[2,] 1097.180 1028.367 1009.627 566.933 561.931 510.190  1.734 535.39
[3,] 1144.499  740.105  787.210 450.758 295.340 327.182 15.791 251.08
      [,42]   [,43]   [,44]   [,45]  [,46]    [,47]  [,48]   [,49]   [,50]
[1,]  1.775   6.461   6.102   4.957  2.987    6.482   7.01   7.852   4.825
[2,] 32.919 676.143 846.543 335.195 88.665 1010.662  80.60  77.769 346.234
[3,] 61.884 360.481 755.415 208.754 56.006  576.582 460.08 648.567 287.215
       [,51]   [,52]   [,53]    [,54]  [,55]    [,56]    [,57]   [,58]
[1,]   8.196   8.088   3.467    7.783   7.15    6.383    5.115   6.645
[2,] 991.938 395.252 124.998 1226.481 929.03 1074.255 1433.765 187.235
[3,] 827.313 905.758  82.821  714.800 507.80  695.482 1023.672 195.776
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]
[1,]  2.271    6.344   2.852   5.638   5.462    6.052    8.153   3.576
[2,] 20.578 1019.770 195.032 440.293 178.432 1299.535 1346.030 273.304
[3,] 37.777 1348.055 183.089 786.857 282.639  466.712  700.912 262.651
       [,67]   [,68]   [,69]  [,70]   [,71]  [,72]   [,73]   [,74]   [,75]
[1,]   8.708   4.402   9.274  3.372   8.472  10.17   8.585   8.569   8.818
[2,] 800.720  30.830 837.112 98.118 880.771 415.77 706.575 837.844 908.993
[3,] 812.212 115.085 802.716 92.485 766.826 525.29 558.609 677.925 985.244
        [,76]    [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]    6.974    5.515  2.306   7.169   4.894   8.884  4.117   4.515
[2,] 1283.315 1318.152 89.780 642.472 427.340 772.048 25.708 281.686
[3,]  632.890 1170.900 83.376 916.367 482.458 724.714 40.700 322.619
       [,84]   [,85]   [,86]  [,87]  [,88]   [,89]    [,90]   [,91]
[1,]   2.646   7.714   6.787  10.31  10.52    3.43    3.205   5.678
[2,] 220.670 699.608  87.184 460.83 499.11 1066.42 1276.648 153.171
[3,]  82.088 494.897 285.556 503.07 904.88  200.81  191.162 310.394
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   5.904   5.418   3.988   4.573   18.28   19.48    9.822
[2,] 332.316 267.640 174.100 686.405 3504.86 2993.63 1416.600
[3,] 455.316 542.246 187.372 822.128 3654.84 2447.52 1736.184
[1] "--- VAR model 2017-10-02 15:31:00  completed"
[1] "Completed training sample:  2017-10-02 15:31:00 - 2017-10-02 23:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 16:01:00 - 2017-10-03 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.675         -0.5238         -4.763         -2.069
          -1.432         -0.5812         -4.848         -2.428
          -1.319         -0.3580         -4.665         -3.976
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.587         0.1979          0.17603          -0.4967
         -4.666         0.7124          0.14772          -0.5994
         -4.077         0.1145          0.04364          -0.5676
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6955          -4.4040          -1.5410           -1.774
          -1.5378          -0.1569          -0.3223           -2.616
          -1.1179          -1.6794          -0.6944           -1.960
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.4475           -1.091          -0.2223            11.33
          -0.2553           -1.340          -1.8698            11.51
          -0.1535           -0.760          -0.9226            10.80
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.3223          -1.5951          -2.3566           1.5678
          -0.6650           0.3778          -0.5977           0.3197
          -1.6253          -1.3266          -2.6589           0.5514
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.809       0.02079705          -12.131           -2.704
           -2.234      -0.00005488           -5.596           -5.545
           -3.515       0.11597801           -6.297           -2.914
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           -1.539           -1.743          -0.1777
                0           -3.645           -3.722          -0.3050
                0           -1.848           -4.203          -0.2248
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.581          0.22232           -3.703           -2.881
           -2.055          0.18386           -2.679           -3.086
           -3.793          0.03806           -3.378           -2.586
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8633           -3.986           -6.349           -8.999
          -0.2261           -3.366           -3.047           -5.982
          -0.5113           -3.231           -3.017           -4.962
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.10053           -2.358           1.1830         0.006882
          0.40674           -1.501           0.7853         0.124274
          0.03654           -1.212           0.5881         0.097583
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.6143                0           -3.447           -6.277
           0.6636                0           -3.591           -5.528
           0.1990                0           -2.827           -4.704
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.56273         -0.07219           -2.194           1.0762
          0.08784          0.01670           -4.082           1.2935
          0.65759          0.03459           -3.959           0.3333
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.5925          -0.5889          -1.7629            1.903
           1.5241          -0.4312          -1.0928            1.479
           0.5572          -0.2391          -0.3088            1.249
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2629           0.1315           0.6110          -0.9419
          -0.1538          -1.6242          -1.4740          -0.3077
           0.4951          -0.8067          -0.8095          -1.2589
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -0.09425         -0.43503          0.16387         -0.17161
          0.09283         -0.22393          0.08178         -0.03604
         -1.05556         -0.08307          0.01801         -0.15268
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6306          -1.2407         -0.37205         3.093466
          -0.7343           0.4471         -0.21804        -1.550410
          -0.8122          -0.5692          0.06472         0.007272
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.5632           0.3070          -2.6371           0.3014
          -1.8043          -0.1377          -0.5653           0.1571
          -0.4519           0.2558          -1.7419          -0.2240
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.54359          0.26089           -2.674         -0.09562
          0.01651         -0.09473           -2.262          0.13633
         -1.52493          0.26262           -1.884         -0.01917
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8955           -2.734          -0.8515           -3.331
          -1.2328           -3.053          -0.5835           -1.530
          -0.3993           -2.792          -0.9232           -1.939
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.712          0.12549            0.541          0.10776
           -2.997          0.11118           -1.684         -0.02509
           -1.516          0.06559           -1.996         -0.01228
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.272          0.12004          0.05009           0.1434
           -0.591          0.02424         -0.66650          -0.1809
           -1.602         -0.06245         -0.40592          -0.1593
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.608          0.20514         -0.49783          -2.3209
           -1.231         -0.20028          0.05192          -1.0285
           -1.106          0.05282         -0.07998          -0.7657
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000          0.04752          0.74331         -0.03391
          0.49567          0.01578          0.04686         -0.14442
          0.03211         -0.16439          0.03906         -0.14209
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.69839           0.1724          -1.8703            114.9
         -0.04947           0.1679          -1.3237            113.6
         -0.34539           0.1504          -0.8366            111.6
 rnd_95776.volume rnd_95787.volume
           -4.016           -2.250
           -1.205           -5.176
           -4.581           -2.184
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.853 3.758 14.42 7.666  8.616 2.940 2.170 6.578 8.145 5.237 4.111
[2,] 5.331 3.836 15.82 8.198  9.714 2.977 2.171 6.627 8.156 7.350 4.669
[3,] 5.530 3.977 17.16 9.366 10.234 3.057 2.180 6.706 8.445 7.422 4.730
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19]  [,20] [,21] [,22]
[1,] 7.151 4.653 5.025 5.074 5.960 6.626 6.705  9.489  8.947 15.82 5.453
[2,] 7.880 4.704 5.569 5.455 6.517 7.403 7.716 10.230  9.912 16.57 5.494
[3,] 8.214 4.881 5.941 5.738 6.985 7.834 8.138 10.514 10.417 16.91 5.508
     [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.87  8.008 2.790 6.443 6.557 4.343 6.642 2.723 7.094 5.422 2.905
[2,] 20.53  8.886 2.791 8.828 8.847 4.360 7.476 2.723 7.968 5.749 3.024
[3,] 21.79 10.708 2.807 9.781 9.760 4.410 8.847 2.756 9.112 6.096 3.102
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.238 6.662 6.756 5.000 5.341 4.803 1.645 4.870 1.368 5.054 4.473
[2,] 7.942 7.564 7.532 5.261 5.654 5.029 1.646 5.158 1.370 5.519 5.232
[3,] 8.849 7.942 7.981 5.396 5.714 5.104 1.646 5.210 1.386 5.638 5.694
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.765 2.269 4.908 5.323 6.057 3.716 6.300 6.080 2.647 5.931 5.634
[2,] 3.930 2.293 5.782 5.327 6.067 3.862 7.039 6.195 2.675 7.017 6.193
[3,] 3.976 2.299 6.049 5.513 6.365 3.977 7.516 6.726 2.688 7.344 6.363
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.412 3.789 4.930 1.689 4.867 2.091 4.110 4.161 4.504 6.056 2.635
[2,] 5.989 5.926 4.963 1.689 5.852 2.188 4.321 4.219 6.160 7.483 2.742
[3,] 6.413 6.478 5.014 1.693 7.128 2.238 4.942 4.312 6.308 7.730 2.856
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.457 3.397 6.887 2.500 5.947 7.263 6.380 6.328 6.894 5.221 4.301
[2,] 6.951 3.397 7.362 2.534 6.403 7.455 6.664 7.001 7.517 6.638 5.957
[3,] 7.436 3.410 7.831 2.546 6.685 7.616 6.910 7.331 8.134 6.970 7.059
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.756 5.460 3.681 6.654 3.080 3.430 1.913 5.914 4.843 8.102 7.926
[2,] 1.770 5.793 3.925 7.036 3.082 3.535 2.005 6.318 4.857 8.221 8.128
[3,] 1.781 6.529 4.164 7.442 3.090 3.660 2.020 6.503 4.927 8.362 8.581
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.626 2.436 4.254 4.240 4.058 2.921 3.575 14.48 14.76  7.555
[2,] 4.238 4.543 4.290 4.318 4.131 2.964 4.232 18.36 17.70  8.823
[3,] 4.282 4.559 4.391 4.535 4.400 3.004 5.013 21.81 19.35 10.406
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]    [,6]   [,7]    [,8]
[1,]   6.163   4.773   18.31    9.735   10.94   3.733  2.756   8.353
[2,] 751.146 261.548 2212.44  989.224 1528.11 159.113 23.584 273.542
[3,] 500.282 356.900 2262.38 1542.559 1096.33 236.400 65.390 350.781
       [,9]   [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]  10.34    6.65   5.221    9.081   5.909   6.381   6.444   7.569
[2,] 143.66 1755.97 753.720 1127.114 234.780 817.580 681.646 897.586
[3,] 745.82  352.20 256.990  788.633 444.390 704.203 606.565 855.971
        [,17]    [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]    8.414    8.514   12.05   11.36   20.09   6.924   20.16   10.17
[2,] 1124.378 1300.227 1301.76 1452.59 1676.25 230.103 4430.87 1311.11
[3,]  871.885  881.104  826.57 1091.77 1144.22 132.760 2491.60 2034.74
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   3.543    8.182    8.326   5.515    8.435   3.457    9.009   6.886
[2,]  24.248 2054.829 2022.479 131.473 1168.210  17.129 1234.799 650.011
[3,] 101.923 1434.110 1403.549 225.577 1610.585 145.055 1505.201 690.544
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   3.688    9.191    8.46    8.579   6.349   6.782   6.099  2.089
[2,] 286.561 1113.456 1219.67 1134.172 557.670 631.537 507.779 10.152
[3,] 235.365 1328.921  824.33  899.007 407.676 281.891 297.078 14.148
       [,41]  [,42]   [,43]  [,44]   [,45]   [,46]    [,47]  [,48]   [,49]
[1,]   6.184  1.737   6.418   5.68   4.781   2.882    6.232   6.76   7.691
[2,] 578.174 29.644 755.159 924.34 384.226 111.578 1041.062  67.06 120.638
[3,] 250.521 70.730 392.113 765.04 204.703  58.060  604.395 483.55 655.345
       [,50]  [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   4.719    8.0   7.721   3.362    7.532   7.155    5.603    4.811
[2,] 357.707 1069.2 404.677 130.980 1276.429 874.990 1378.958 1551.530
[3,] 323.251  897.5 891.409  87.921  737.924 498.767  781.005  891.296
      [,58]  [,59]   [,60]   [,61]   [,62]   [,63]    [,64]   [,65]
[1,]   6.26  2.144    6.18   2.655   5.219   5.284    5.719    7.69
[2,] 195.84 13.190 1106.81 220.027 454.461 238.377 1430.989 1496.34
[3,] 242.65 39.463 1385.41 160.140 816.482 302.261  461.560  660.30
       [,66]   [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   3.346   8.199  4.314   8.745   3.174   7.552   9.223   8.101
[2,] 258.004 876.564  5.454 886.037 142.343 808.319 571.761 655.440
[3,] 271.626 899.541 99.469 909.050  82.768 654.222 530.266 622.109
        [,74]    [,75]   [,76]    [,77] [,78]    [,79]   [,80]   [,81]
[1,]    8.035    8.754    6.63    5.461  2.23    6.933   4.674   8.449
[2,] 1020.228 1020.598 1395.67 1403.431 75.06  659.204 463.384 778.582
[3,]  740.971 1057.841  724.07 1289.430 66.51 1025.768 473.983 825.908
      [,82]   [,83]   [,84]  [,85]  [,86]  [,87]  [,88]    [,89]    [,90]
[1,]  3.911   4.355   2.429   7.51   6.15  10.29  10.06    3.334    3.093
[2,] 37.748 291.010 204.094 757.39 125.06 474.58 613.16 1132.575 1305.990
[3,] 76.649 323.313  84.748 523.52 280.69 520.85 936.88  208.499  128.659
       [,91]   [,92]   [,93]   [,94]  [,95]   [,96]   [,97]    [,98]
[1,]   5.402   5.384   5.153   3.709   4.54   18.39   18.75    9.594
[2,] 187.109 279.380 263.613 171.491 771.01 3844.29 3325.13 1551.762
[3,] 319.191 471.727 515.962 166.973 914.66 4009.78 2665.39 1878.658
[1] "--- VAR model 2017-10-02 16:01:00  completed"
[1] "Completed training sample:  2017-10-02 16:01:00 - 2017-10-03 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 16:31:00 - 2017-10-03 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7569         0.07994         -2.553       0.003189
         -0.8094         0.01379         -1.089      -2.041922
         -0.8573         0.02381         -1.684      -2.063407
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.1862        -0.2841       -0.0236532          -0.3505
         1.0091        -0.3386        0.0005974          -0.3224
        -1.1073         0.4814       -0.0021715          -0.3394
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.07101          -2.3153         -0.23369           -2.158
         -0.29012          -0.7890          0.04026           -1.636
         -0.20684          -0.8588         -0.11413           -1.766
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3493           -1.749          -1.1970            9.908
          -0.8200           -1.792          -1.4499           10.376
          -0.5745           -1.114          -0.7967            9.741
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.333          -0.8166           0.4592          -1.2392
           -1.467          -2.0124          -1.6683          -0.7755
           -1.475          -1.8272          -1.9470          -1.1272
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.7401          0.42319           -4.658           -2.620
          -1.1762          0.17941           -3.258           -2.045
          -0.6104          0.03792           -2.804           -1.936
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.036720           -1.678           -2.894          0.46187
        -0.123379           -1.717           -2.106          0.06626
         0.005407           -1.139           -1.661         -0.06411
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.3316          -0.2386            1.533           -1.587
          -2.1311          -0.2378           -1.959           -1.265
          -1.7755          -0.1176           -1.464           -0.966
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2622            1.182          -0.9216          -2.3799
          -0.1332           -1.470           0.4862           2.0142
          -0.4188           -1.864          -1.5966          -0.5681
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4532           0.8510           0.2821                0
           0.9114           0.2014           0.2713                0
           0.7956           0.6374           0.1875                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.0000                0          0.06617           1.5803
          -0.3189                0          0.30215          -1.5856
           0.3712                0          0.91119           0.6288
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1359         -0.07172          -0.4438          0.05124
          -0.3816         -0.09682           0.2569          1.23266
          -0.1846         -0.06552          -1.0620          0.78364
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.43331          -1.6063          -4.2727           0.8599
         -0.29207          -1.2338          -0.6613           2.3679
          0.07622          -0.7409           0.3450           1.8878
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.80354         -3.00818           -1.668           -2.699
         -0.46999         -2.76761           -2.833           -2.258
         -0.09038         -0.06802           -0.929           -1.672
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.239          0.33604                0           -0.357
           -2.064          0.04284                0           -2.065
           -2.608         -0.06855                0           -1.924
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         0.004577           0.2593         -0.04305         -1.06248
         0.072325          -1.1462          0.12265          0.08829
         0.381150          -1.2871         -0.24805         -1.13094
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -0.89951          -0.2690         -1.16405          0.64796
          0.05983          -0.1896         -0.01038         -0.35467
         -1.01203          -0.2289          0.03127         -0.07375
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
       -0.4643708          0.06145           -1.163         -0.04289
       -0.3021058          0.01462           -1.293         -0.41929
       -0.0004162         -0.04835           -1.033          0.09041
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
             2.11          -1.1469           0.9891          0.18359
             1.58          -0.6400           2.0432         -0.28992
             1.08          -0.9316           1.5957         -0.03003
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.5911          0.24203         -0.22550           0.5657
          -0.1561          0.14951          0.16312           0.3431
          -0.2261          0.06705         -0.03335           0.1679
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.05910          0.07950           -0.409          0.07907
         -0.56180         -0.04241           -1.042          0.08066
          0.02082         -0.00672           -0.739          0.03185
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.2974         0.161954          0.22094           -2.167
           0.6767        -0.009358          0.51815           -2.009
           1.0336         0.028704         -0.01523           -1.675
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.09705         -0.07427           0.3116          -0.2145
          0.22311         -0.07053          -0.1254           0.3575
          0.08593          0.37375           0.4333           0.1584
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3054                0           -1.670            92.17
          -0.3934                0           -1.662            92.84
          -0.8772                0           -1.513            91.64
 rnd_95776.volume rnd_95787.volume
          -3.1728           -2.252
           0.4419           -1.822
           1.8191           -1.680
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.406 3.553 13.41 7.134 8.037 2.544 2.111 6.090 7.779 5.425 3.963
[2,] 5.006 3.606 14.51 7.600 9.204 2.670 2.112 6.181 7.798 6.951 4.530
[3,] 5.170 3.758 15.32 8.940 9.598 2.714 2.121 6.222 8.118 7.175 4.590
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19]  [,20] [,21] [,22]
[1,] 6.478 3.860 4.602 4.928 5.798 6.131 6.125  9.208  8.708 14.48 5.079
[2,] 7.480 3.887 5.184 5.345 6.396 6.668 7.084  9.940  9.680 15.16 5.116
[3,] 7.806 4.068 5.461 5.686 6.819 7.126 7.375 10.155 10.165 15.63 5.123
     [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.21  7.677 2.652 6.249 6.101 4.299 5.982 2.612 6.408 5.149 2.797
[2,] 19.62  8.620 2.655 8.593 8.405 4.311 6.912 2.612 7.229 5.437 2.872
[3,] 20.70 10.251 2.676 9.454 9.308 4.349 8.350 2.644 8.480 5.799 2.984
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.727 6.137 6.315 4.720 5.107 4.532 1.594 4.761 1.326 4.838 4.363
[2,] 7.223 6.984 7.107 4.875 5.458 4.715 1.594 5.022 1.328 5.334 5.069
[3,] 8.376 7.394 7.558 4.983 5.511 4.796 1.595 5.061 1.343 5.468 5.469
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.632 2.139 4.997 4.991 5.898 3.654 5.939 5.353 2.532 5.610 5.457
[2,] 3.782 2.218 5.450 4.992 5.913 3.794 6.709 5.415 2.560 6.478 5.948
[3,] 3.839 2.228 5.670 5.140 6.137 3.923 7.222 5.719 2.572 6.806 6.156
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.700 3.664 4.718 1.594 4.701 1.967 3.997 4.015 4.330 5.765 2.584
[2,] 5.661 5.726 4.730 1.594 5.562 2.019 4.212 4.070 5.934 7.285 2.707
[3,] 5.974 6.219 4.752 1.595 6.861 2.058 4.928 4.129 6.096 7.536 2.822
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.897  3.40 6.152 2.350 5.497 7.000 6.140 5.857 6.739 4.999 4.112
[2,] 6.592  3.40 6.802 2.437 5.887 7.210 6.426 6.615 7.286 6.443 5.698
[3,] 7.113  3.41 7.296 2.462 6.126 7.296 6.690 6.910 7.862 6.768 6.821
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.695 5.213 3.480 6.362 2.954 3.370 1.824 5.703 4.657 7.813 7.971
[2,] 1.707 5.488 3.729 6.734 2.954 3.483 1.898 6.150 4.665 7.885 8.104
[3,] 1.717 6.303 3.924 7.212 2.964 3.546 1.912 6.320 4.742 7.994 8.710
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.491 2.343 3.934 3.961 3.880 2.796 3.591 14.68 14.31 7.154
[2,] 3.933 4.259 3.969 4.033 3.959 2.836 4.269 18.64 17.64 8.480
[3,] 3.976 4.277 4.082 4.254 4.070 2.877 5.089 22.16 18.92 9.913
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]   [,6]   [,7]    [,8]
[1,]   5.595   4.512   17.03    9.059   10.21   3.23  2.681   7.734
[2,] 821.606 211.932 1910.30  905.767 1550.26 279.96 18.547 364.294
[3,] 446.355 365.890 1704.29 1627.476  941.41 167.78 67.015 246.788
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   9.878    6.889   5.033    8.226   4.901   5.844   6.258   7.362
[2,] 191.053 1502.088 758.008 1292.576 160.043 824.953 714.697 933.380
[3,] 780.024  614.427 256.227  771.554 413.859 593.595 670.581 817.216
       [,17]    [,18]   [,19]   [,20]   [,21]  [,22]   [,23]    [,24]
[1,]   7.785    7.778   11.69   11.06   18.39   6.45   19.31    9.749
[2,] 906.170 1230.255 1293.93 1460.81 1545.26 212.18 4285.29 1354.589
[3,] 869.353  707.937  719.32 1073.14 1314.78  93.14 2276.52 1917.504
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   3.367    7.935    7.747   5.459    7.596   3.316    8.137   6.538
[2,]  48.776 2038.504 1998.091 111.295 1197.189   2.797 1156.937 603.735
[3,] 113.905 1362.687 1382.653 199.688 1619.282 142.464 1531.811 696.960
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   3.552    8.542    7.793    8.019   5.993   6.485   5.755  2.024
[2,] 226.164  909.331 1152.009 1127.020 422.569 665.843 448.891  6.943
[3,] 279.479 1466.093  838.841  888.481 356.809 264.167 304.927 20.173
       [,41]  [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   6.045  1.684   6.143   5.54   4.612   2.716   6.346   6.338   7.49
[2,] 552.688 27.913 776.422 892.05 364.868 203.569 751.964  34.677 144.64
[3,] 218.229 67.045 416.484 709.14 227.209  70.974 540.263 422.731 568.47
      [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   4.64    7.542   6.797   3.215    7.124   6.929    5.968    4.653
[2,] 353.27 1078.434 282.554 131.013 1119.474 818.091 1090.847 1520.891
[3,] 344.50  924.007 635.735  84.608  721.439 548.749  659.476  839.088
       [,58]  [,59]   [,60]   [,61]   [,62]   [,63]    [,64]   [,65]
[1,]   5.992  2.024    5.97   2.498   5.076   5.099    5.499    7.32
[2,] 113.261  2.156 1027.34 158.021 459.219 229.978 1402.155 1539.21
[3,] 159.610 21.100 1388.34 136.369 884.323 241.334  482.876  667.31
       [,66]    [,67]  [,68]    [,69]   [,70]  [,71]   [,72]   [,73]
[1,]   3.281    7.488  4.318    7.812   2.984   6.98   8.888   7.797
[2,] 278.873 1018.298  9.326 1003.170 223.758 728.74 597.831 654.870
[3,] 275.801  923.789 88.306  912.376 119.483 585.62 385.321 643.026
        [,74]    [,75]    [,76]    [,77]  [,78]   [,79]   [,80]   [,81]
[1,]    7.437    8.557    6.347    5.222  2.152    6.62   4.419   8.078
[2,] 1063.213  957.214 1404.890 1363.359 71.523  592.37 463.393 762.823
[3,]  689.645 1020.819  716.724 1295.699 63.757 1071.17 422.108 892.220
      [,82]  [,83]   [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]  3.751   4.28   2.316   7.242   5.914   9.921   10.12    3.163
[2,] 10.087 304.17 182.421 795.610  91.687 369.170  506.47 1052.054
[3,] 81.133 228.32  77.804 501.954 295.817 454.006 1102.96  200.833
        [,90]   [,91]  [,92]   [,93]   [,94]  [,95]   [,96]   [,97]
[1,]    2.975   4.996   5.03   4.927   3.551   4.56   18.64   18.17
[2,] 1229.398 181.172 262.01 271.465 164.211 797.81 3971.24 3563.47
[3,]  135.889 330.417 468.38 326.688 166.178 957.30 4140.45 2367.07
        [,98]
[1,]    9.084
[2,] 1573.824
[3,] 1774.588
[1] "--- VAR model 2017-10-02 16:31:00  completed"
[1] "Completed training sample:  2017-10-02 16:31:00 - 2017-10-03 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 17:01:00 - 2017-10-03 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.25103         -0.2885         -4.148        -0.4797
        -0.16777         -0.1262         -4.662         0.9794
        -0.02471         -0.1049         -3.189        -2.5011
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -1.46782         0.1621          0.27708          -0.2776
       -1.56618         0.1352          0.22040          -0.2068
        0.06881        -0.1534          0.06426          -0.1249
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8588          -0.6659          -0.4216           -2.559
          -1.1187          -0.3900          -0.4700           -1.708
          -0.6629          -0.3233          -0.3595           -2.364
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         0.556573           -1.683          -1.3916            9.252
         0.062581           -1.531          -1.1930            8.544
         0.002333           -1.177          -0.8415            9.189
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.442           -3.409          -0.9286           0.4920
           -1.899           -2.685          -1.8151          -0.7037
           -2.657           -2.283          -1.6826          -1.1023
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.032          0.03114          -10.154           -1.064
           -3.219          0.27305           -5.577           -2.357
           -3.796          0.03992           -6.009           -1.863
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.11136          -0.6648            3.398           0.1249
         -0.07788          -3.3741           -3.207           0.1895
         -0.01463          -1.7746           -2.840           0.1368
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           1.4322         -0.09927          -0.3159          0.05412
           0.5711         -0.16167           2.3069          0.01517
          -3.1671         -0.06860          -2.4931         -0.28938
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.42329          -1.9632          -1.2100           -1.663
          0.24965           2.7598          -0.5206           -1.851
          0.07901          -0.5214           1.6541            1.258
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1402          -0.4679          0.16804                0
          -0.5323          -0.1823          0.04677                0
          -0.2538          -0.6128          0.02977                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.03440                0          -0.7464           -3.110
          0.51869                0          -0.8925           -1.097
          0.03697                0          -0.8975           -1.754
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.49041          -0.1520          -1.8195          -0.2580
          0.09133           0.1368          -1.7763           0.2764
         -0.18799           0.0267          -0.8759           0.1916
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.71793          -0.4258          -0.1456            2.065
         -0.07192          -0.3444          -0.3487            1.006
         -0.08649          -0.4800          -1.2924            1.672
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2624           0.1580           0.1326          -1.7082
           0.1856          -0.3366          -0.1040           0.1977
          -0.2315          -0.7453          -0.2723          -0.1356
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.3590         -0.02659                0          -0.9271
          -0.8008         -0.09691                0           0.9464
           0.1575         -0.05844                0          -1.2394
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2136           0.1325          -0.2709         -3.27047
          -0.1943           0.4884          -0.4164          0.09667
          -0.1310          -0.9758          -0.3895         -0.26192
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.6624           0.5402          -1.1697        -0.007849
          -0.5228           0.5248          -2.7878         0.077211
          -1.2801           0.3259          -0.5545        -0.058018
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.3986          0.08638           0.1011           0.4496
          -2.6211          0.10912          -0.1544           0.5888
          -0.4055          0.08393           0.1241           0.1116
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.5697          -0.4504          -0.6794         -2.00149
          -0.6368          -1.2409          -0.7489         -0.09496
          -0.4045          -0.8003          -1.0116         -1.03641
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
      -4.05993295         -0.06514          -0.4510           0.2614
      -1.24413651         -0.05582          -2.7263           0.2095
      -0.00003493         -0.05445          -0.4042           0.2502
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.3179        -0.081318         -0.27712         -0.15693
          -3.0203         0.007714          0.05693         -0.04601
          -1.2824         0.071241         -0.05863         -0.16659
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3188       -0.0926275         -0.38467          0.53427
          -0.2889       -0.0008153         -0.39825          0.05525
          -0.6351       -0.0172004          0.06036         -0.02820
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.84903         1.768273          0.62884           0.8764
          0.63118         0.471745          0.02496           0.1180
          0.01961         0.001082          0.12833           0.1026
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.49715                0          -0.9495            90.56
         -0.03497                0          -0.9164            89.05
         -0.34351                0          -0.8776            88.62
 rnd_95776.volume rnd_95787.volume
         -0.09284           -1.860
         -4.03455           -3.162
         -2.10054           -1.844
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.201 3.361 13.07 6.359 7.571 2.326 2.002 5.795 7.487 5.029 3.767
[2,] 4.802 3.410 14.14 6.888 8.714 2.358 2.003 5.890 7.518 6.571 4.277
[3,] 4.944 3.574 15.03 8.392 9.046 2.413 2.016 5.937 7.820 6.768 4.323
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.224 3.628 4.403 4.667 5.613 5.944 5.875 8.739 8.419 13.34 4.850
[2,] 7.277 3.634 5.008 5.081 6.176 6.413 6.837 9.539 9.383 13.82 4.901
[3,] 7.636 3.740 5.320 5.505 6.556 6.837 7.128 9.731 9.900 14.43 4.904
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.24 7.468 2.478 5.981 5.350 4.226 5.374 2.480 5.672 5.009 2.648
[2,] 18.73 8.319 2.483 8.252 8.077 4.235 6.342 2.480 6.614 5.280 2.726
[3,] 19.60 9.875 2.515 9.176 8.887 4.266 7.799 2.493 8.074 5.626 2.811
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.283 5.752 6.075 4.573 4.827 4.434 1.518 4.482 1.304 4.580 4.191
[2,] 6.815 6.500 6.915 4.702 5.189 4.603 1.518 4.684 1.306 5.084 4.889
[3,] 8.086 6.945 7.403 4.771 5.231 4.669 1.520 4.777 1.321 5.215 5.246
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.501 2.092 4.792 4.684 5.665 3.386 5.555 5.039 2.442 5.269 5.019
[2,] 3.656 2.171 5.208 4.684 5.690 3.471 6.478 5.105 2.472 6.110 5.418
[3,] 3.692 2.181 5.431 4.861 5.870 3.549 7.010 5.396 2.483 6.469 5.688
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.900 3.505 4.546 1.440 4.308 1.869 3.938 3.877 4.121 5.472 2.166
[2,] 5.153 5.285 4.559 1.440 5.073 1.907 3.965 3.921 5.663 7.053 2.220
[3,] 5.519 5.670 4.582 1.442 6.167 1.956 4.367 3.957 5.768 7.169 2.265
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.035 3.388 5.394 2.188 5.193 6.434 5.979 5.621 6.681 4.905 3.889
[2,] 5.775 3.388 6.258 2.273 5.579 6.684 6.178 6.387 7.156 6.337 5.541
[3,] 6.415 3.399 6.830 2.299 5.793 6.735 6.453 6.686 7.667 6.651 6.639
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.576 4.737 3.321 5.614 2.786 3.174 1.705 5.422 4.300 7.543 7.624
[2,] 1.590 5.033 3.501 6.070 2.786 3.326 1.744 5.885 4.306 7.581 7.683
[3,] 1.599 5.980 3.654 6.707 2.787 3.385 1.749 6.085 4.381 7.661 8.154
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.291 2.091 3.503 3.567 3.567 2.642 3.554 14.99 13.63 6.850
[2,] 3.545 3.684 3.536 3.641 3.601 2.667 4.251 18.86 16.85 7.999
[3,] 3.590 3.720 3.770 3.880 3.852 2.697 5.052 22.31 18.00 9.193
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]    [,6]   [,7]    [,8]
[1,]   5.334   4.268   16.6    8.075    9.614   2.954  2.543   7.358
[2,] 862.452 214.038 1999.2  980.879 1598.473 143.445 16.814 390.889
[3,] 435.354 396.154 1885.8 1776.474  899.986 189.704 83.911 276.442
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   9.507    6.387   4.784    7.904   4.607   5.591   5.927   7.127
[2,] 252.334 1567.251 750.576 1397.358  79.111 884.764 744.292 955.054
[3,] 797.728  600.078 232.933  856.887 327.558 665.567 785.413 815.478
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   7.548    7.46   11.1   10.69   16.94   6.159   18.08    9.483
[2,] 892.706 1296.16 1417.1 1535.48 1332.43 259.674 4509.11 1358.666
[3,] 878.496  746.64  712.5 1170.16 1544.05  65.667 2135.30 1971.669
       [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   3.147    7.595    6.794   5.366    6.825  3.149    7.203   6.361
[2,]  60.325 2107.192 2242.356 104.494 1247.792  4.278 1260.850 618.547
[3,] 148.228 1487.029 1373.737 191.688 1681.931 94.750 1715.868 720.230
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   3.362    7.978    7.304    7.714   5.807   6.129   5.631  1.928
[2,] 240.464  978.892 1121.774 1224.292 405.307 706.089 457.400  7.006
[3,] 254.892 1612.608  906.911  979.267 300.337 244.120 291.185 26.078
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.692  1.656   5.816   5.322   4.446   2.656   6.085   5.948
[2,] 503.672 29.653 817.570 932.819 389.863 214.924 755.706   8.444
[3,] 347.993 72.789 430.150 705.195 191.169  77.313 570.506 481.654
       [,49] [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]
[1,]   7.193   4.3    7.054   6.399   3.101    6.691   6.373    4.952
[2,] 198.363 282.9 1235.149 302.259 141.138 1146.354 756.453 1248.052
[3,] 534.003 273.4  992.431 647.840  87.456  786.853 642.108  732.534
       [,57]   [,58]  [,59]   [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    4.45   5.773  1.829    5.47   2.373   5.001   4.923    5.233
[2,] 1466.25 126.806 14.137  992.54 141.798 169.523 219.000 1439.186
[3,]  760.42 169.504 25.845 1299.62 160.799 678.166 196.786  406.733
        [,65]  [,66]    [,67]  [,68]   [,69]   [,70]   [,71]   [,72]
[1,]    6.948   2.75    6.394  4.303    6.85   2.778   6.594   8.171
[2,] 1649.040 180.13 1047.878 10.422 1175.93 228.068 756.438 671.391
[3,]  476.923 167.17 1034.978 97.014 1014.37 127.388 578.268 305.300
       [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]   7.593    7.137    8.483    6.229    4.939  2.002    6.015   4.217
[2,] 575.897 1124.547  949.905 1487.236 1462.701 76.121  630.401 411.481
[3,] 691.138  732.910 1020.620  747.388 1355.386 65.234 1197.131 387.897
        [,81]  [,82]  [,83]   [,84]   [,85]   [,86]   [,87]    [,88]
[1,]    7.129  3.538   4.03   2.166   6.884   5.461   9.579    9.682
[2,]  855.762  3.010 368.85 134.366 848.833  79.686 278.361  351.771
[3,] 1056.989 27.732 233.74  51.163 573.210 299.245 410.623 1012.251
       [,89]    [,90]   [,91]  [,92]  [,93]   [,94]    [,95]   [,96]
[1,]    2.91    2.656   4.448   4.53   4.53   3.355    4.513   19.03
[2,] 1002.55 1123.781 179.773 270.23 182.87 133.050  864.282 4241.30
[3,]  208.76  192.523 484.460 497.38 507.07 148.782 1011.701 4416.60
      [,97]    [,98]
[1,]   17.3    8.698
[2,] 3673.1 1530.845
[3,] 2351.3 1678.841
[1] "--- VAR model 2017-10-02 17:01:00  completed"
[1] "Completed training sample:  2017-10-02 17:01:00 - 2017-10-03 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 17:31:00 - 2017-10-03 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9391        -0.39525        -1.2899         5.1208
         -0.4197        -0.01733        -0.8496        -0.5495
          0.1834        -0.15690        -1.2860         0.5107
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.2694        0.31965          0.15740         -0.17576
         2.4732       -0.06887          0.03588         -0.30893
         0.1255       -0.16302          0.01884         -0.08417
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.9971           0.3778          0.10897          -1.2540
          -0.1160          -0.5051         -0.19779           0.3269
          -0.1584          -0.1925         -0.03879          -0.8209
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
                0          -0.5792         -0.84358            7.198
                0          -0.3262          0.02146            8.335
                0          -0.3465         -0.25681            7.518
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.0129          -0.1811           2.1914           2.6249
          -1.4991          -2.3359          -1.1330           1.8944
          -0.1826          -0.5463          -0.7806           0.1442
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.5859                0           2.3668           -1.245
          -1.5424                0           0.2507            1.473
          -0.1087                0          -1.3844           -0.308
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0         -1.80696           0.7015           0.5393
                0          1.70830          -1.4454           0.7750
                0         -0.08989           1.1391           0.3682
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           6.4643          0.43451           6.2252          -0.7395
          -1.1904         -0.01307           0.8197          -0.7212
           0.5567         -0.07845          -0.7518          -0.5229
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5610           -1.803           -3.902          -3.8274
           1.1581            3.421            3.229           0.2858
          -0.2285           -1.649            0.148           1.0532
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.60135          -1.5971          0.19259                0
         -0.03366          -0.2083          0.04722                0
         -0.37678          -0.7488          0.02990                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.17827                0          -0.2542           -1.924
          0.34551                0          -1.9881           -1.477
          0.07145                0           0.6141           -1.534
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5030          0.29706          -0.6336          -0.1255
           0.5687         -0.05941          -0.3000           0.5314
           0.2237          0.31031          -0.4747           0.4696
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1326         -0.23461          -0.4254           0.7915
           0.0151         -0.01015           1.3460           1.1076
           0.1744         -0.05073          -0.1085           1.1884
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1564          -1.1242          -1.3837          -1.6302
           0.6943           0.4256          -0.4031          -0.7233
           0.1238           0.9269           0.9226           0.5010
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -0.90312         -0.08247                0           0.2388
         -1.59110         -0.13102                0          -0.9520
         -0.03354         -0.02255                0          -1.3534
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1045          -0.4628          0.19628         -0.16186
           0.1827          -0.4420          0.14456          0.04483
           0.2095          -0.5043          0.03262         -0.16121
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          2.58010           0.5027           2.1918          0.19170
         -0.07761           0.7206          -0.1148          0.03931
          0.53303           0.1632           0.6964         -0.09474
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.1173           0.6942         -0.23548           0.5574
           1.0857           0.1737         -0.27743           0.2676
           0.2250           0.1867          0.02325           0.1183
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.03165          -0.2795          0.08188          -1.6154
          0.40260          -0.4623          0.88732           0.2266
          0.20740          -0.2793          1.71204          -0.1272
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -0.04071                0          -0.7870           0.6602
         -1.30727                0          -0.4785           0.4346
          0.30910                0          -0.3661           0.3713
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.0258         -0.05188          -0.3820        -0.001135
           0.1703          0.04755          -0.2660        -0.155796
          -0.9280         -0.04105           0.1771         0.007837
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.2234          -0.1122          0.23835           0.6848
          -0.7783          -0.1302          0.34409           0.1115
          -0.5269          -0.0514         -0.07799           0.1507
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9485           1.6859           0.2142           0.5860
           0.3272           0.3577           0.1506           0.3518
           0.1836           0.3155           0.1848           0.3306
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5192                0           0.7383            97.84
          -0.8117                0           0.9975            96.94
          -0.5415                0           0.8461            96.61
 rnd_95776.volume rnd_95787.volume
          2.95028          -2.1636
          0.01052           1.4778
          1.24192          -0.8098
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.803 3.148 12.75 5.277 6.977 1.961 1.903 5.080 7.034 4.328 3.389
[2,] 4.632 3.166 13.83 5.867 8.021 1.989 1.903 5.249 7.071 6.339 3.801
[3,] 4.753 3.359 14.74 7.771 8.300 2.062 1.917 5.269 7.418 6.451 3.843
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.887 3.235 4.159 4.502 5.525 5.543 5.432 7.960 7.906 11.48 4.514
[2,] 6.856 3.236 4.803 4.882 6.093 5.950 6.487 8.906 8.892 11.75 4.550
[3,] 7.211 3.299 5.240 5.506 6.457 6.333 6.696 9.121 9.333 11.86 4.553
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.48 7.065  2.25 5.595 4.728 4.138 4.560 2.208 4.916 4.378 2.532
[2,] 17.16 7.821  2.25 7.899 7.675 4.145 5.753 2.226 5.838 4.499 2.598
[3,] 17.86 9.240  2.28 8.721 8.312 4.164 7.491 2.247 7.770 4.675 2.697
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.574 5.024 5.727 4.402 4.697 4.249 1.469 4.137 1.257 4.257 3.965
[2,] 6.216 5.864 6.537 4.473 5.183 4.375 1.469 4.345 1.259 4.823 4.738
[3,] 7.641 6.412 6.937 4.506 5.224 4.424 1.472 4.425 1.277 4.982 5.147
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.443 2.024 4.534 4.279 5.421 3.236 5.387 4.518 2.153 4.918 4.525
[2,] 3.563 2.041 4.964 4.287 5.453 3.338 6.238 4.624 2.173 5.809 4.986
[3,] 3.583 2.041 5.225 4.436 5.586 3.402 6.787 4.761 2.183 6.191 5.374
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.679 3.247 4.239 1.177 4.426 1.684 3.512 3.677 3.913 4.990 1.818
[2,] 4.762 4.789 4.253 1.183 4.658 1.737 3.553 3.704 5.208 6.306 1.883
[3,] 5.165 5.208 4.289 1.183 5.641 1.775 3.920 3.719 5.312 6.514 1.934
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.824 3.386 4.476 2.049 5.115 5.463 5.753 5.430 6.070 4.569 3.677
[2,] 5.584 3.386 5.589 2.113 5.491 5.792 5.907 6.210 6.393 6.190 5.274
[3,] 6.190 3.395 6.254 2.126 5.700 5.870 6.162 6.503 6.793 6.524 6.453
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.467 4.219 2.930 5.224 2.683 3.109 1.593 4.624 3.779 7.326 7.148
[2,] 1.479 4.538 2.991 5.663 2.683 3.267 1.629 5.290 3.793 7.347 7.205
[3,] 1.484 5.738 3.025 6.381 2.683 3.322 1.637 5.444 3.823 7.404 7.621
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.939 1.906 3.126 2.881 3.371 2.521 3.510 15.19 13.07 6.485
[2,] 3.001 3.189 3.160 2.993 3.373 2.539 4.233 18.95 16.28 7.506
[3,] 3.049 3.230 3.377 3.178 3.635 2.553 5.010 22.44 17.41 8.648
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]   [,6]   [,7]    [,8]
[1,]   4.829   3.997   16.19    6.701    8.859   2.49  2.417   6.451
[2,] 989.204 125.803 2006.41  959.232 1480.724 124.92  3.858 493.951
[3,] 399.100 420.716 1906.34 1906.654  797.863 204.09 86.031 170.384
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   8.932    5.496   4.304    7.475   4.108   5.281   5.717   7.015
[2,] 270.233 1732.710 643.576 1314.668  31.051 898.815 706.216 961.563
[3,] 839.205  446.358 212.619  835.917 238.404 783.413 952.292 799.024
       [,17]    [,18]   [,19]   [,20]  [,21]   [,22]   [,23]    [,24]
[1,]   7.038    6.898   10.11   10.04  14.58   5.732   17.12    8.971
[2,] 809.339 1326.525 1494.35 1522.58 929.25 214.040 3973.40 1254.823
[3,] 811.847  621.306  735.99 1060.25 609.91  68.764 1851.09 1840.560
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   2.857    7.105    6.004   5.255    5.79   2.804    6.242   5.559
[2,]   6.739 2085.772 2261.485  91.268 1312.51 104.847 1177.966 387.329
[3,] 137.367 1382.843 1193.925 149.249 1794.80 113.337 1918.075 475.947
       [,33]    [,34]   [,35]    [,36]  [,37]   [,38]   [,39]  [,40]
[1,]   3.215    7.078    6.38    7.272   5.59   5.964   5.396  1.865
[2,] 217.793 1029.141 1131.52 1179.467 296.99 820.210 389.751  2.808
[3,] 270.948 1662.834  969.74  868.727 202.93 242.580 246.862 34.186
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.254  1.596   5.406   5.035   4.372   2.570   5.757   5.434
[2,] 496.584 23.643 847.810 970.098 343.025 100.231 755.618 100.508
[3,] 313.719 80.816 467.131 752.152 143.750   2.802 610.377 425.352
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]
[1,]   6.884   4.109    6.841   5.737   2.734    6.245   5.746    4.671
[2,] 218.674 306.885 1176.737 367.746 107.728 1156.210 783.357 1130.990
[3,] 453.224 243.989 1000.359 424.807  81.503  801.335 750.449  748.578
        [,57]   [,58]  [,59]    [,60]   [,61]  [,62]   [,63]    [,64]
[1,]    4.124   5.383  1.495    5.621   2.138   4.46   4.669    4.968
[2,] 1316.604 128.121 41.930  543.200 159.421 200.39 168.863 1285.962
[3,]  765.603 207.589  7.604 1189.757 136.171 619.48 125.056  391.528
        [,65]   [,66]    [,67]  [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    6.336   2.309    6.125  4.299    5.684   2.602   6.495   6.937
[2,] 1442.488 182.967 1052.290  8.310 1252.191 193.095 747.132 720.435
[3,]  611.052 165.161  999.290 94.643 1049.992  89.466 572.678 355.228
       [,73]    [,74]   [,75]    [,76]    [,77]  [,78]    [,79]  [,80]
[1,]   7.305    6.895   7.708    5.802    4.669  1.863    5.357   3.72
[2,] 501.259 1127.634 751.085 1562.373 1414.602 68.348  625.543 225.14
[3,] 656.043  721.866 859.476  770.314 1390.942 47.239 1313.479 170.08
        [,81]  [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]    6.634  3.407   3.949   2.023   5.871   4.799   9.302   9.077
[2,]  817.626  8.302 375.015 127.515 961.797 120.826 210.433 337.749
[3,] 1099.960 12.135 225.712  58.195 481.213 180.856 344.212 928.895
       [,89]  [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   2.462   2.42   3.969   3.659   4.281   3.202    4.458   19.29
[2,] 856.870 956.41 175.221 302.813  38.936 109.908  885.186 4238.40
[3,] 201.464 192.34 444.676 399.735 506.837 101.663 1002.513 4495.56
      [,97]    [,98]
[1,]   16.6    8.234
[2,] 3630.2 1414.291
[3,] 2308.6 1607.113
[1] "--- VAR model 2017-10-02 17:31:00  completed"
[1] "Completed training sample:  2017-10-02 17:31:00 - 2017-10-03 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 18:01:00 - 2017-10-03 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.31318        0.075779         0.1266        0.20570
        -0.01441        0.007371        -1.4727        2.20602
        -0.10697        0.020636        -0.4906        0.01277
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.9661        0.00000           0.1183          -0.5825
        -2.5112        0.00000           0.0398          -0.3633
         1.6086       -0.02252           0.0149          -0.1989
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.3487          -1.7804          -0.5964          -1.2705
          -1.1006          -0.8776          -0.3886          -0.8866
          -0.8721          -0.7169          -0.2829          -0.6484
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.090984           -1.312         -0.04825            6.628
        -0.048372           -1.630         -1.50839            6.588
        -0.008086           -1.007         -0.87470            6.433
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.318           -3.321           -3.581           -2.012
           -1.760           -1.328           -2.920           -1.883
           -1.394           -2.536           -1.628           -1.062
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.1832                0          -0.5538          0.62646
          -1.4913                0          -0.6010          0.43969
          -0.7957                0          -1.5587          0.05101
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04007          1.88598          3.62152           0.1779
          0.08184          0.19833          0.43280           0.2958
         -0.04334         -0.06505         -0.05152           0.1433
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           1.0970        -0.137319          -2.3064          0.28324
           2.0197         0.182582           3.7287          0.03156
           0.4745         0.004047           0.2891         -0.39426
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2918          -2.1466          -0.3918          -0.5571
           0.2957           2.1783          -0.9179          -3.2104
           0.4132           0.5413           2.5617           0.7456
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.39563        -0.017364                0          0.00000
         -0.06406        -0.904562                0         -0.00125
          0.20512        -0.009169                0         -0.06503
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.1115                0          -2.2095           -3.017
          -0.1990                0          -0.8156           -1.518
           0.1450                0          -1.6271           -1.782
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.2274         -0.08255          -0.7461          -0.3798
          -0.3224          0.04607          -1.9816           0.4752
          -0.3069         -0.05757          -1.1098           0.3743
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.58121          -0.6415          -2.7611           0.8985
         -0.06059          -0.2288           0.5478           0.8879
         -0.20203          -0.5045          -1.8197           0.9704
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.282527         -3.33493         -1.80641           1.3425
         0.004564         -1.13378         -1.44162          -2.6981
        -0.098180         -0.08757          0.04861          -0.3412
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.759                0        -0.055397           -3.508
           -1.341                0         0.002007            3.004
           -2.046                0         0.001667           -0.541
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.09669          -1.8939         -0.03954          -0.1024
          0.02484           0.4535          0.04678          -1.9653
         -0.03560           0.9398         -0.07199           1.3472
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.1498         0.093735            1.428         0.003604
          -1.3987        -0.001593           -1.004        -0.033720
          -0.3491        -0.219680           -1.810         0.032177
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2541         -0.26775          0.00266          0.09923
           0.2272          0.13439          0.15946          0.02643
          -2.1568         -0.09637          0.05841          0.08500
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.5948         -0.14875           0.9055         0.653170
           0.4938         -0.40361           0.4750        -0.001721
           0.3386         -0.05467           0.5696        -0.037543
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.3032                0         -1.41140         -0.14929
           1.1922                0          0.04649         -0.05188
          -0.2095                0          0.55747          0.02643
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.6598          0.02361          -0.4882          0.00000
          -0.6129          0.05188          -0.8143          0.05418
           0.6518          0.07135          -0.0161         -0.07623
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.2072        -0.081925         0.050773                0
          -0.3524        -0.001334         0.033821                0
          -0.7398        -0.015917        -0.006438                0
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.0000           0.0000         -0.10851         -0.13006
          -0.1060          -0.1139          0.16367          0.14707
           0.1265           0.1371          0.06688          0.08417
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.6398                0          -0.9918            97.74
          -0.3925                0          -0.9394            96.89
           1.0164                0          -0.9006            96.37
 rnd_95776.volume rnd_95787.volume
           -1.649           1.1648
           -3.192           0.2034
           -3.701           0.3674
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.595 2.998 11.65 4.401 5.659 1.772 1.662 4.517 6.274 4.185 3.020
[2,] 4.507 3.012 12.35 5.260 6.635 1.780 1.663 4.620 6.332 5.744 3.318
[3,] 4.602 3.202 12.92 6.859 6.940 1.880 1.674 4.630 6.638 5.952 3.337
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.731 2.901 3.845 4.401 5.373 5.084 4.675 7.701 7.237 9.588 4.249
[2,] 6.690 2.901 4.496 4.714 5.913 5.456 6.025 8.404 8.118 9.755 4.275
[3,] 6.912 2.913 4.849 5.250 6.306 5.891 6.261 8.624 8.498 9.848 4.287
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.46 6.615 2.071 5.193 4.458 4.084 4.036 2.119 4.279 4.143 2.416
[2,] 16.55 7.196 2.073 6.909 7.245 4.091 5.424 2.137 5.281 4.252 2.473
[3,] 16.97 8.710 2.080 8.223 7.931 4.111 6.965 2.158 7.195 4.461 2.610
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.016 3.991 4.542 4.195 4.217 3.871 1.329 3.724 1.172 3.880 3.673
[2,] 5.710 5.278 5.626 4.215 4.812 3.916 1.364 3.879 1.172 4.522 4.325
[3,] 7.066 5.700 6.061 4.217 4.845 3.936 1.375 3.913 1.187 4.748 4.863
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.157 1.895 3.916 3.919 5.182 3.023 4.868 4.109 1.941 4.571 4.159
[2,] 3.252 1.901 4.790 3.928 5.202 3.112 5.805 4.205 1.992 5.456 4.596
[3,] 3.264 1.903 5.013 4.029 5.332 3.169 6.015 4.305 2.000 5.728 5.035
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.423 3.023 4.003 1.055 4.176 1.670 3.361 3.459 3.725 4.616 1.583
[2,] 4.378 4.521 4.008 1.056 4.417 1.715 3.385 3.466 4.921 6.050 1.653
[3,] 4.872 4.951 4.018 1.056 5.292 1.740 3.732 3.467 5.049 6.119 1.711
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.056 3.334 3.932 1.789 4.865 3.845 5.262 5.079 5.757 4.453 3.537
[2,] 5.257 3.335 5.255 1.826 5.176 4.526 5.350 5.991 5.925 5.865 5.121
[3,] 5.709 3.342 6.088 1.850 5.370 4.587 5.580 6.278 6.205 6.341 6.246
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.288 4.043 2.680 4.860 2.477 2.949 1.456 3.760 2.973 6.998 6.802
[2,] 1.288 4.295 2.777 5.295 2.478 3.112 1.508 4.482 2.973 7.000 6.830
[3,] 1.289 5.476 2.806 6.142 2.481 3.190 1.523 4.599 3.029 7.049 7.142
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.429 1.572 2.206 2.223 3.222 2.328 3.429 15.18 13.69 6.359
[2,] 2.242 2.478 2.219 2.268 3.223 2.340 4.173 18.96 14.39 7.062
[3,] 2.254 2.516 2.344 2.387 3.348 2.345 4.955 22.32 16.45 8.531
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]   [,6]   [,7]    [,8]
[1,]   4.566   3.807   14.8    5.589    7.186   2.25  2.111   5.736
[2,] 965.959 103.669 1451.5 1023.597 1231.106  58.06 13.609 345.359
[3,] 329.967 385.824 1347.1 1564.482  723.431 215.39 70.182 107.643
        [,9]    [,10]   [,11]    [,12]  [,13]   [,14]   [,15]   [,16]
[1,]   7.968    5.314   3.834    7.277  3.684   4.883   5.589   6.823
[2,] 303.106 1398.299 488.755 1226.320  5.010 827.788 600.276 877.222
[3,] 707.896  553.883 126.780  617.960 93.853 645.394 821.072 778.995
       [,17]    [,18]   [,19]   [,20]  [,21]   [,22]   [,23]  [,24] [,25]
[1,]   6.456    5.937    9.78    9.19  12.18   5.395   14.55    8.4  2.63
[2,] 703.579 1350.426 1195.74 1306.96 638.02 168.382 4244.77 1006.4 29.57
[3,] 789.223  605.018  686.88  893.74 480.79 115.571 1331.74 1743.6 60.28
        [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    6.595    5.661   5.186    5.125   2.69    5.433   5.261   3.068
[2,] 1619.221 2029.316  86.144 1287.564  98.66 1100.108 339.951 187.897
[3,] 1584.709 1146.749 143.179 1552.796 107.94 1736.336 480.125 295.865
       [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]    6.37    5.067    5.767   5.327   5.355   4.916   1.688   4.728
[2,]  969.61 1227.470 1179.721 145.962 823.594 208.482 109.281 386.736
[3,] 1478.57  764.814  800.960  46.709 201.707 144.129  60.111 181.792
      [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.488   4.927   4.664   4.009  2.406   4.973   4.976   6.581   3.839
[2,]  8.581 825.421 811.670 277.796 55.611 980.027  93.415 163.159 262.283
[3,] 67.708 514.234 789.627 100.192 31.078 525.165 319.434 415.171 213.242
        [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    6.182   5.218   2.465    5.804   5.281   4.347    3.839   5.083
[2,] 1123.443 317.013 158.439 1058.960 694.792 969.886 1194.340  71.332
[3,]  560.224 328.357  64.542  619.649 730.770 759.815  717.645 101.764
     [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]   [,66]
[1,]  1.34    5.303   2.121   4.268  4.392    4.73    5.862   2.011
[2,] 13.62  510.527 137.529 143.640 79.029 1142.87 1389.308 169.013
[3,] 11.33 1035.731 106.228 557.733 35.597  401.95  326.213 156.584
        [,67]  [,68]    [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]    5.151  4.234    4.993   2.271   6.178   4.882   6.682    6.45
[2,] 1188.337  9.169 1239.053 130.607 628.590 848.594 342.107 1128.60
[3,]  790.592 79.979 1092.519 105.884 507.173 264.226 563.703  667.87
       [,75]    [,76]    [,77]  [,78]    [,79]   [,80]    [,81]  [,82]
[1,]   7.311    5.655    4.491  1.635    5.134   3.404    6.171  3.145
[2,] 497.823 1356.233 1316.059 11.524  515.559 258.018  747.277 20.927
[3,] 654.976  856.172 1270.726 11.540 1207.172 142.586 1106.015 45.732
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   3.745   1.849   4.774   3.775   8.886   8.637   1.815   1.996
[2,] 352.320 139.297 867.301  17.463  60.618 218.137 613.950 680.857
[3,] 249.673  76.699 365.179 205.274 295.512 742.382  82.202 154.751
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.802   2.823   4.091  2.957   4.354   19.28   17.39    8.075
[2,]  85.226 160.041  27.799 81.853 845.068 4036.71 1567.45 1091.156
[3,] 268.158 263.932 322.332 57.496 949.418 4184.19 2833.34 1700.643
[1] "--- VAR model 2017-10-02 18:01:00  completed"
[1] "Completed training sample:  2017-10-02 18:01:00 - 2017-10-03 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 18:31:00 - 2017-10-03 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.11641        -0.11681         -2.478         -2.649
         0.07294         0.45261         -1.850         -3.640
         0.24467        -0.01135         -2.493         -1.376
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.138              0                0          -0.6110
         -2.499              0                0          -0.3512
         -2.965              0                0          -0.3078
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.346          -1.1510          -0.6410           -2.548
           -1.222          -0.6841          -0.1580           -2.830
           -1.063          -0.5697          -0.1809           -1.304
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.02212           -2.178          -1.1946            7.532
         -0.08618           -1.935          -0.5203            8.297
         -0.04255           -1.386          -0.4862            7.556
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.976           0.9324          -2.4847          -0.7848
           -3.816          -3.0530          -0.3401           2.3411
           -1.303          -2.8072          -3.5460          -1.2439
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.084           0.2994           -3.731           -3.253
           -1.883           0.5158           -6.132           -1.779
           -2.946           0.6517           -4.234           -2.779
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           -2.857           -3.849           0.2985
                0           -1.674           -1.492           0.1723
                0           -2.487           -2.411           0.1073
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.124                0           -3.117          -1.4174
           -3.226                0           -3.473          -0.9306
           -1.375                0           -1.610          -0.8924
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1570           -1.365           -2.904           -4.280
          -0.6709           -3.711           -2.587           -2.410
          -0.4744           -2.688           -3.031           -2.751
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.03356          -1.0663                0                0
         -0.08347          -0.3407                0                0
          0.33289           0.9140                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -2.156           -2.402
                0                0           -1.323           -2.712
                0                0           -0.958           -2.395
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.27122        -0.074822           -2.368         -0.04974
         -0.22928         0.038537           -2.178          0.16122
         -0.03684         0.006932           -1.416          0.21726
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.4516          -0.6063           -1.488            1.003
          -0.1917          -0.6317           -1.674            1.179
          -0.5245          -0.4431           -1.341            1.414
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.03362           0.5118          -0.1132        -1.829958
         -0.18910          -2.2394          -1.1099        -0.009754
         -0.14665          -1.3447          -1.1625        -1.345976
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.1029       -0.0294389        0.0022004            1.018
          -1.2166        0.0215316       -0.0190064            2.383
          -0.6334       -0.0008165        0.0007214           -1.635
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2659         -0.01595           0.1380          -0.6007
          -0.3234          1.92665           0.2463           0.5999
          -0.1921         -0.72072           0.1410           1.3722
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.7558         -0.04463          -0.5770                0
          -0.2894         -0.05850          -1.0347                0
           0.7981          0.04544           0.6537                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.03935         -0.02273           0.1266          0.07577
         -0.89904         -0.04725           0.3913          0.21137
          0.06682         -0.08459           0.5528          0.26311
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1341           0.7473         -0.22340          3.62802
           0.2781           0.2976         -0.07890         -0.61919
           0.2128           0.5977          0.06416          0.09146
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.1044                0           -1.708                0
           3.5534                0            1.482                0
          -0.9006                0            1.215                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.7997          -0.5069          0.09994         -0.23385
          -0.7498          -0.2683         -0.41406         -0.17952
           2.5446           0.3241         -0.39483         -0.08222
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3019          -0.1201         -0.17079         -0.55620
          -0.7445           0.3014         -0.16518         -0.03822
           0.4770           0.2100          0.01435         -0.10876
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3921                0          -0.6949            96.70
           1.1831                0          -0.7775            96.22
          -0.1552                0          -0.6957            95.73
 rnd_95776.volume rnd_95787.volume
           -4.846           -1.998
           -4.933           -2.251
           -3.714           -2.609
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.332 2.662 10.66 4.129 5.246 1.507 1.593 4.046 5.590 3.732 2.794
[2,] 4.178 2.663 11.21 4.978 6.290 1.510 1.594 4.102 5.712 4.860 2.988
[3,] 4.235 2.793 11.84 6.335 6.587 1.529 1.605 4.122 5.964 4.927 2.996
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.141 2.634 3.471 4.237 5.185 4.661 4.432 7.161 6.492 8.968 3.854
[2,] 5.987 2.636 4.092 4.470 5.690 5.057 5.475 7.818 7.259 9.255 3.859
[3,] 6.332 2.638 4.344 4.979 6.046 5.527 5.810 8.000 7.577 9.612 3.873
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.74 5.787 1.887 4.811 4.207 3.825 3.853 2.073 3.963 3.863 2.265
[2,] 15.19 7.137 1.888 6.549 6.349 3.837 5.020 2.074 4.916 3.935 2.312
[3,] 15.69 8.116 1.894 7.655 7.687 3.850 6.503 2.077 6.479 4.059 2.426
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.521 3.541 4.010 3.847 3.535 3.448 1.223 3.080 1.063 3.703 3.194
[2,] 5.069 4.921 4.997 3.847 4.278 3.457 1.227 3.089 1.064 4.213 3.929
[3,] 6.093 5.302 5.455 3.847 4.283 3.463 1.228 3.089 1.080 4.481 4.403
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.923 1.739 3.640 3.377 4.818 2.748 4.546 3.928 1.838 4.195 3.744
[2,] 2.987 1.754 4.316 3.381 4.843 2.831 5.438 3.990 1.884 5.024 4.168
[3,] 2.999 1.754 4.551 3.424 4.928 2.864 5.708 4.017 1.892 5.310 4.647
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.188 2.804 3.646 0.9763 3.739 1.519 2.995 3.095 3.299 4.169 1.436
[2,] 3.943 4.075 3.650 0.9770 3.923 1.531 3.012 3.098 4.278 5.322 1.474
[3,] 4.472 4.408 3.656 0.9770 4.701 1.548 3.359 3.104 4.406 5.409 1.496
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.714 3.181 3.562 1.641 4.482 3.641 5.022 4.922 5.196 3.907 3.217
[2,] 4.770 3.181 4.985 1.669 4.759 4.225 5.085 5.828 5.204 5.718 4.663
[3,] 5.043 3.193 5.720 1.687 4.946 4.270 5.270 6.089 5.217 6.205 6.086
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.221 3.811 2.482 4.422 2.121 2.851 1.277 3.032 2.710 6.742 6.152
[2,] 1.222 4.112 2.503 4.795 2.142 2.979 1.312 3.920 2.710 6.748 6.154
[3,] 1.222 5.322 2.528 5.674 2.169 3.069 1.332 4.046 2.753 6.793 6.269
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.150 1.280 1.755 1.851 3.028 2.183 3.407 14.68 12.80 5.388
[2,] 1.734 1.978 1.757 1.851 3.031 2.196 4.149 17.69 13.69 6.597
[3,] 1.737 1.985 1.762 1.864 3.139 2.203 4.923 20.68 15.28 7.487
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]   [,6]   [,7]    [,8]
[1,]   4.231   3.38   13.54    5.243    6.661  1.914  2.023   5.138
[2,] 949.937  28.85 1296.58 1047.686 1307.454 36.092 19.387 253.854
[3,] 261.541 316.80 1443.15 1476.312  737.238 89.503 71.070 154.577
        [,9]    [,10]   [,11]    [,12]  [,13]   [,14]   [,15]   [,16]
[1,]   7.098    4.739   3.547    6.528  3.345   4.407   5.381   6.584
[2,] 442.550 1172.951 399.358 1156.461 37.321 816.696 537.000 883.405
[3,] 646.515  304.426  81.079  776.402 39.901 549.038 825.724 769.971
       [,17]    [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]   5.919    5.628    9.093    8.244  11.39   4.894   13.64    7.349
[2,] 738.614 1211.050 1181.390 1222.985 861.20  72.560 4050.46 1573.665
[3,] 840.214  732.144  639.827  819.307 977.71 124.877 1473.38 1455.761
      [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]  2.396    6.109    5.342   4.857    4.893  2.632    5.032   4.905
[2,] 24.240 1674.384 1791.569 115.109 1212.341 29.925 1095.681 283.470
[3,] 55.427 1492.772 1632.462 122.127 1557.465 37.797 1590.106 374.889
       [,33]    [,34]    [,35]    [,36]  [,37]   [,38]  [,39]  [,40]
[1,]   2.876    5.741    4.497    5.092  4.885   4.489  4.378  1.554
[2,] 173.910  863.613 1287.593 1123.273 12.377 907.811 95.103 37.334
[3,] 277.132 1273.735  743.375  824.495 15.318  75.707 77.725  9.500
      [,41] [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]  3.911  1.35   4.702   4.055   3.712  2.209   4.622   4.288   6.118
[2,] 85.721 10.91 757.334 862.038 231.059 83.915 873.587  63.373 187.105
[3,] 21.134 71.25 574.977 748.588 100.063  6.985 543.987 205.125 343.526
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]
[1,]   3.489    5.772   4.988   2.333    5.327   4.754   4.049    3.56
[2,] 257.091 1124.225 263.865 156.761 1041.797 689.613 874.252 1114.00
[3,] 163.604  653.677 174.180  66.166  647.362 774.271 794.650  633.19
     [,58]  [,59]   [,60]  [,61]   [,62] [,63]   [,64]    [,65]   [,66]
[1,]  4.63  1.240   4.748  1.929   3.803  3.93    4.19    5.294   1.823
[2,] 58.61 13.901 446.865 73.289 120.963 58.62 1026.01 1246.512 126.530
[3,] 83.46  1.652 975.760 84.359 559.826 71.21  397.76  364.049  96.113
        [,67]   [,68]    [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]    4.716   4.039    4.523   2.083   5.692   4.624   6.377    6.25
[2,] 1127.796  10.899 1313.809 114.917 602.524 807.523 300.013 1175.92
[3,]  616.245 105.424 1057.010  92.918 507.264 233.131 522.290  663.70
       [,75]    [,76]    [,77] [,78]   [,79]   [,80]    [,81]   [,82]
[1,]   6.598    4.961    4.086  1.55    4.84   3.152    5.615   2.694
[2,] 110.834 1573.066 1271.380 19.10  581.50 121.660  698.324 111.733
[3,] 136.083  907.721 1473.386 16.24 1272.61 134.797 1142.999 129.555
       [,83]   [,84]  [,85]   [,86]   [,87]   [,88]   [,89]   [,90]  [,91]
[1,]   3.621   1.621   3.85   3.441   8.562   7.812   1.461   1.626  2.229
[2,] 324.958 114.600 936.13  15.799 101.021  52.110 488.983 568.176 26.007
[3,] 278.188  84.989 377.86 183.297 295.174 450.867  35.609  59.701 50.849
      [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]  2.350   3.845  2.772   4.326   18.64   16.26    6.842
[2,]  9.435  51.067 90.678 892.020 3717.48 1823.18 1434.139
[3,] 83.060 307.445 64.487 998.070 4036.13 2558.56 1333.337
[1] "--- VAR model 2017-10-02 18:31:00  completed"
[1] "Completed training sample:  2017-10-02 18:31:00 - 2017-10-03 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 19:01:00 - 2017-10-03 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.86103         0.23922      -0.004523        0.05412
         0.26848         0.01311       0.903178       -0.11996
         0.01048        -0.07602       0.208094       -0.26187
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.7665              0           0.4132          -0.3622
         0.5522              0           0.4563          -0.3627
        -0.9737              0           0.1775          -0.3346
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.04125          -0.9339          -0.9186          -1.5503
          0.97422          -0.8243          -0.2198           0.7675
         -0.60198           0.7353           0.2861           0.6434
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.04166          -1.9493          -1.0172            7.550
         -0.03830          -0.2814          -1.1854            8.471
          0.02911          -0.3325           0.0303            8.592
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.2903        -0.276290          -0.6979           0.2874
          -0.1404        -1.109525          -1.5106          -0.3287
           0.5507        -0.009016           0.3977          -0.2923
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3379           0.1746          -1.3801         -0.67302
          -0.5590           0.2090          -0.1782         -1.10565
          -0.2204           0.0280           0.1476          0.05695
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          0.09486          -2.2393          0.10183
                0         -0.13822           0.3563          0.16279
                0         -0.28409          -0.9776          0.02569
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          0.07239         -0.08002           1.5492           0.1710
         -0.25716          0.03194          -2.1390          -0.5786
          0.13993          0.09491           0.2181          -0.3619
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.41184           0.5068          -2.9494          -1.0429
         -0.03734          -1.1012           0.9909           0.3866
         -0.03771          -0.4236          -0.9300          -1.4389
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.01442          0.03268           0.1948                0
         -0.05747          0.56381           0.1531                0
          0.05766         -0.70678           0.1100                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0         -0.32919          -0.4970
                0                0         -0.68317          -0.6403
                0                0          0.04301          -0.6468
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.36163         0.061596          2.75107          -0.1210
         -0.03157        -0.017718         -0.04044           0.2881
         -0.13323         0.008666         -0.35030           0.1062
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2836           0.3774         -0.09264            1.377
          -0.1775           0.5792          1.97529            1.192
          -0.2505           0.1259          0.44854            1.195
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2445          -1.1178          -0.9998          -1.3553
           0.2277           0.5408          -0.0158          -0.3079
           0.1208           1.5939           0.7929           0.4640
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.0245                0         0.027760           0.6996
          -0.9932                0        -0.018639          -1.9144
          -0.2129                0         0.005134          -1.2152
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.01598           0.5719         -0.08464           4.0214
         -0.23179          -0.7137         -0.14849          -0.6911
         -0.19500          -0.6496         -0.14745          -0.8350
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.2356         -0.19020           0.6659          0.04885
           1.1482          0.30053           2.9215         -0.09921
          -0.9025          0.01086          -0.4412         -0.01319
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.04436          0.03549          0.26662          0.30788
          3.79088          0.10022          0.08568          0.11627
          0.03841          0.21852         -0.09484          0.03394
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.9828           0.4981         0.052518         -0.06071
           0.5347          -0.1518        -0.047476          0.60962
           0.3477           0.6657         0.002369          0.12271
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6502                0           1.9912                0
           0.4288                0           0.2576                0
           0.1952                0           0.6053                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          2.06696          0.35974          -0.4860        -0.068680
          0.62917          0.24312          -0.1600        -0.001963
          0.07869          0.01365           0.3786         0.039457
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.28077          0.32720         0.009770          -0.4490
          0.65724          0.12514         0.425785          -0.2253
         -0.09161          0.07279         0.008868          -0.1017
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.0214                0         -0.02436            98.29
          -0.5741                0         -0.01693            99.00
          -0.6186                0         -0.01880            98.25
 rnd_95776.volume rnd_95787.volume
           5.0508           0.5876
           4.0769          -0.6941
           0.8394           0.2590
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.538 2.488  9.545 3.861 4.414 1.272 1.500 3.844 4.737 3.498 2.602
[2,] 3.730 2.513  9.846 4.534 5.258 1.273 1.501 3.916 4.738 4.450 2.763
[3,] 3.825 2.596 10.272 5.879 5.464 1.289 1.510 3.946 4.785 4.510 2.763
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.910 2.398 3.158 4.110 4.950 4.316 4.245 6.239 6.025 7.773 3.650
[2,] 5.710 2.400 3.710 4.329 5.414 4.646 5.061 7.180 6.845 8.057 3.656
[3,] 5.912 2.402 3.877 4.645 5.786 5.081 5.450 7.317 7.084 8.375 3.671
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.889 5.834 1.709 4.406 3.913 3.509 3.616 1.939 3.588 3.545 2.105
[2,] 13.239 6.686 1.710 5.662 6.003 3.537 4.655 1.940 4.480 3.609 2.143
[3,] 13.717 6.972 1.710 6.824 6.917 3.545 5.758 1.940 5.869 3.753 2.225
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.254 3.093 3.725 3.588 3.137 3.253 1.115 2.838 0.9859 3.494 2.869
[2,] 4.685 4.263 4.638 3.588 3.816 3.276 1.119 2.850 0.9860 3.875 3.678
[3,] 5.811 4.666 5.116 3.588 3.838 3.286 1.119 2.850 0.9997 4.067 4.105
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.702 1.645 3.391 3.030 4.510 2.610 4.238 3.694 1.691 3.933 3.429
[2,] 2.743 1.653 3.940 3.045 4.570 2.654 5.037 3.748 1.722 4.686 3.929
[3,] 2.760 1.653 4.138 3.073 4.638 2.715 5.180 3.770 1.728 5.044 4.398
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.023 2.603 3.284 0.9375 3.421 1.403 2.789 2.897 3.011 3.806 1.286
[2,] 3.778 3.849 3.288 0.9381 3.573 1.408 2.813 2.900 3.933 4.907 1.334
[3,] 4.238 4.204 3.299 0.9383 4.328 1.414 3.116 2.909 4.088 4.947 1.356
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.501 2.841 3.159 1.509 3.717 3.219 4.682 4.531 4.603 3.392 2.808
[2,] 4.359 2.844 4.449 1.532 3.881 3.600 4.722 5.039 4.604 5.078 4.048
[3,] 4.568 2.858 5.171 1.544 4.039 3.618 4.926 5.148 4.612 5.234 5.151
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.082 3.520 2.308 4.072 1.888 2.598 1.192 2.746 2.468 6.117 5.821
[2,] 1.084 3.703 2.324 4.295 1.917 2.727 1.222 3.422 2.469 6.117 5.822
[3,] 1.089 4.986 2.357 4.924 1.937 2.819 1.237 3.513 2.524 6.178 5.955
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.060 1.011 1.518 1.586 2.825 1.928 3.403 14.44 11.75 5.471
[2,] 1.489 1.577 1.519 1.586 2.829 1.934 4.144 17.40 12.40 5.982
[3,] 1.491 1.587 1.519 1.586 2.925 1.945 4.906 20.46 13.58 6.689
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]   [,6]   [,7]    [,8]
[1,]   4.492   3.159   12.12    4.903    5.605  1.615  1.905   4.881
[2,] 478.106 144.724  977.52  961.784 1156.486 22.217 17.954 303.470
[3,] 344.029 262.438 1185.07 1514.369  602.059 83.021 66.289 196.141
        [,9]    [,10]   [,11]    [,12]  [,13]  [,14]   [,15]   [,16]
[1,]   6.015    4.442   3.304    6.235  3.045   4.01   5.219   6.285
[2,]  47.307 1113.007 375.767 1179.324 40.502 788.44 550.177 888.183
[3,] 270.551  297.342  20.135  620.606 37.248 454.52 681.381 825.403
      [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   5.48    5.391    7.922    7.651   9.871   4.634   11.29    7.408
[2,] 696.65 1114.629 1438.425 1314.142 857.202  90.201 3970.28 1321.538
[3,] 832.61  819.053  569.962  739.231 924.699 134.485 1452.65  800.583
      [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]  2.171    5.594    4.969   4.456    4.592  2.462    4.557   4.502
[2,] 14.285 1439.135 1842.131 178.953 1186.340 31.447 1085.424 274.122
[3,]  6.726 1541.638 1390.621  94.916 1371.143 12.679 1534.377 416.100
       [,33]    [,34]    [,35]   [,36]  [,37]   [,38]   [,39]  [,40]
[1,]   2.673    5.402    3.927    4.73  4.556   3.983   4.131  1.416
[2,] 162.627  794.039 1187.134 1117.83 22.429 879.154 154.377 37.624
[3,] 242.179 1391.391  767.637  873.91  3.905 165.662 103.876  3.385
       [,41]  [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]   3.604  1.252   4.437   3.643   3.431  2.089   4.306   3.848   5.728
[2,] 106.020  4.661 677.657 931.711 191.956 65.251 811.744 120.080 297.136
[3,]  13.383 66.888 499.444 737.700 124.472 17.913 511.961 167.007 320.557
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]
[1,]   3.314    5.381   4.691   2.147    4.994   4.355   3.839    3.305
[2,] 195.651 1101.919 256.772 131.216 1030.980 775.694 917.036 1147.576
[3,] 231.374  489.230 163.537  57.013  755.235 799.731 776.622  684.440
      [,58]  [,59]   [,60]  [,61]   [,62]  [,63]    [,64]    [,65]   [,66]
[1,]   4.17  1.190   4.344  1.781   3.542  3.679    3.824    4.832   1.633
[2,]  69.83 14.269 417.377 50.723 148.068 53.833 1023.568 1253.374 142.441
[3,] 107.36  8.004 988.288 50.676 542.295 93.442  451.849  254.590  99.075
        [,67]   [,68]    [,69]   [,70]  [,71]   [,72]   [,73]   [,74]
[1,]    4.445   3.607    4.011   1.917   4.72   4.087   5.946   5.753
[2,] 1050.885  56.223 1267.666 105.312 451.64 652.604 248.243 892.266
[3,]  552.767 114.077 1067.106  78.001 451.82 146.197 567.823 427.499
       [,75]    [,76]    [,77]  [,78]    [,79]   [,80]  [,81]   [,82]
[1,]   5.845    4.308    3.566  1.374    4.469   2.931   5.17   2.398
[2,]  32.037 1529.224 1180.192 27.183  465.862 111.032 553.69 133.993
[3,] 113.339  512.785 1288.596 39.949 1351.326 159.662 973.76 112.390
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   3.299   1.514   3.487   3.134   7.767   7.392   1.346   1.284
[2,] 334.833 109.492 826.309  28.831   6.501  48.574 422.915 489.645
[3,] 290.051  77.508 321.575 212.071 351.369 505.787  37.096  72.119
      [,91] [,92]   [,93]  [,94]    [,95]   [,96]   [,97]    [,98]
[1,]  1.928 2.014   3.587  2.449    4.321   18.34   14.93    6.948
[2,] 24.299 2.131  63.022 58.030  957.097 3924.97 1601.26  978.818
[3,]  1.831 2.846 300.617 85.605 1062.799 4357.93 2236.73 1211.184
[1] "--- VAR model 2017-10-02 19:01:00  completed"
[1] "Completed training sample:  2017-10-02 19:01:00 - 2017-10-03 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 19:31:00 - 2017-10-03 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2002          0.1747       -0.93686        0.46419
          0.1385         -0.2500       -0.06373       -0.00993
         -0.1246         -0.3148       -0.37848        1.20697
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.7284              0        -0.132198          -0.0946
        -0.2222              0        -0.006955          -0.2103
         1.1005              0        -0.008935          -0.3791
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.3112          -3.1228         -0.30631          -3.7158
          -0.9231          -0.2672          0.03391          -0.2744
          -0.2093          -0.5488         -0.13890          -0.1274
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.045420          -0.4545          0.36367            9.057
         0.021676          -1.4352         -2.15881            8.189
        -0.001242          -0.4899          0.03752            8.799
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.4110          0.02111            3.686           3.7180
          -1.0786         -0.01910           -1.220           0.4186
          -0.7573         -1.16689           -1.248           0.6585
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.09544           0.4702           4.5545           1.1792
         -0.44256           0.2155           1.3092          -0.1516
         -0.65470           0.1486          -0.8783          -0.1146
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0         -0.80507           1.1519          0.41912
                0          2.06222           0.5190          0.14991
                0          0.09217          -0.8176          0.03801
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.5304        -0.004541          -1.3651          -0.6483
           0.7085         0.047109           1.0067           1.1156
           0.9362        -0.003326           0.4122          -0.4442
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.04151          -1.6439          -0.9528          -0.8081
         -0.08324           0.4171          -0.6232          -0.8470
          0.12385           0.7956           1.1623           0.4125
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.05750           1.8902           0.9164                0
         -0.00209          -0.1518           0.9054                0
          0.03561          -0.3861           0.6017                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          0.93585           0.5236
                0                0          0.00508          -0.5498
                0                0         -0.28239          -0.5619
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.22361                0           0.2644          0.44819
          0.36212                0           0.8546          0.07847
         -0.09227                0           0.3366          0.20771
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2975         -0.54239          -2.0659            1.272
           0.5421         -0.08253           0.3702            1.144
           0.2922          0.03226           0.3734            1.080
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.44739          -3.4864         -1.33229           2.4660
         -0.02949          -1.0345         -1.28825          -2.4967
          0.05681           0.3103          0.04988          -0.6623
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
        -0.050201         0.021717         -0.08427          -0.9063
         0.003551         0.001147          0.07941          -1.0201
        -1.850737         0.002184         -0.04762           0.9948
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.36522          0.05848           0.1571         -0.14479
         -0.02936         -0.94079           0.1043         -0.27101
         -0.15545          0.88454           0.1262          0.08471
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
        -0.684950          0.11163           0.5578          0.06562
        -0.001742         -0.04266           0.1560          0.10164
         0.041849         -0.02631          -0.4233          0.10748
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.4008        -0.002932           0.1651          -0.5722
          -0.4186         0.043659           0.2135           0.1060
          -0.2827         0.012472           0.2777           0.2544
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.26885          2.13569          0.07310          4.07845
         -0.15249          0.05497          0.08952         -1.34531
         -0.09537          0.02806         -0.08410         -0.09445
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.451                0          -0.6463                0
            3.369                0           3.1682                0
           -1.689                0           0.5885                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.9331           0.1750          -0.9512          0.07618
           1.1394           0.1330          -0.2258          0.15191
           2.5009           0.5786          -0.0197          0.01073
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.8097                0         -0.48975         0.011336
           0.6676                0          0.10447        -0.205077
          -0.5429                0         -0.06049         0.008074
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.06131                0           0.2890            92.98
         -1.04198                0           0.1469            92.18
          0.88306                0           0.1856            92.55
 rnd_95776.volume rnd_95787.volume
          -3.7519          0.09142
           0.3545         -0.83357
           0.7357         -0.06174
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8] [,9] [,10] [,11]
[1,] 2.966 2.292 7.557 3.280 3.351 1.172 1.368 3.496 4.43 3.178 2.255
[2,] 2.982 2.297 7.663 4.115 4.310 1.173 1.370 3.519 4.43 4.197 2.367
[3,] 2.996 2.366 7.781 4.916 4.633 1.189 1.373 3.538 4.46 4.240 2.369
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.738 2.249 3.033 3.926 4.598 3.552 3.380 5.393 5.027 7.135 3.480
[2,] 5.567 2.250 3.572 4.195 5.051 4.038 4.168 6.239 5.855 7.227 3.485
[3,] 5.744 2.250 3.745 4.539 5.366 4.483 4.671 6.408 5.957 7.327 3.504
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.666 5.289 1.488 4.082 3.665 3.223 3.187 1.830 3.180 3.222 1.947
[2,] 11.817 6.016 1.488 5.116 5.505 3.232 4.238 1.835 3.995 3.281 1.975
[3,] 11.970 6.256 1.489 6.204 6.589 3.239 5.063 1.835 5.211 3.461 2.047
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.687 2.957 3.511 3.325 2.943 3.023  1.02 2.661 0.8928 3.258 2.729
[2,] 4.181 4.021 4.219 3.325 3.542 3.039  1.02 2.668 0.8935 3.497 3.484
[3,] 5.140 4.420 4.593 3.326 3.567 3.058  1.02 2.668 0.9061 3.773 3.731
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.529 1.464 3.157 2.837 4.145 2.417 4.002 3.346 1.557 3.628 3.174
[2,] 2.576 1.464 3.719 2.854 4.185 2.454 4.730 3.397 1.601 4.248 3.635
[3,] 2.595 1.464 3.916 2.881 4.253 2.498 4.841 3.410 1.612 4.546 4.000
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.764 2.412 2.906 0.8972 3.000 1.330 2.680 2.706 2.888 3.662 1.172
[2,] 3.500 3.402 2.910 0.8975 3.201 1.332 2.703 2.709 3.753 4.697 1.219
[3,] 3.850 3.693 2.924 0.8979 3.856 1.334 2.944 2.722 3.902 4.760 1.246
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.195 2.507 2.964 1.406 3.040 2.650 4.296 3.929 4.198 3.018 2.508
[2,] 4.107 2.508 4.246 1.428 3.075 3.037 4.328 4.449 4.198 4.420 3.436
[3,] 4.302 2.512 4.894 1.442 3.124 3.052 4.516 4.493 4.199 4.508 4.529
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9656 3.049 2.068 3.312 1.733 2.399 1.083 2.591 2.372 5.805 5.442
[2,] 0.9687 3.226 2.084 3.534 1.744 2.569 1.115 3.248 2.372 5.805 5.442
[3,] 0.9734 4.066 2.096 4.100 1.782 2.649 1.130 3.345 2.434 5.886 5.556
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.7849 0.9295 1.321 1.377 2.609 1.666 3.389 10.72 10.96 5.161
[2,] 1.2905 1.3603 1.325 1.378 2.611 1.675 4.126 11.72 11.56 5.852
[3,] 1.2958 1.3636 1.326 1.378 2.713 1.686 4.884 13.19 12.46 5.989
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]   [,6]   [,7]   [,8]    [,9]
[1,]   3.766   2.91   9.596    4.164    4.255  1.489  1.737   4.44   5.625
[2,] 114.844  58.95 473.249  924.837 1008.910 10.613 26.814 147.79  28.109
[3,] 109.248 210.52 502.300 1001.244  631.995 73.186 34.429 138.09 191.765
        [,10]   [,11]    [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    4.035   2.863    6.017  2.856   3.851   4.985   5.839   4.511
[2,] 1020.226 268.233 1087.256 29.553 702.139 550.490 777.439 714.933
[3,]  225.923  32.475  527.877 10.107 419.690 644.693 674.796 724.481
       [,18]    [,19]    [,20]   [,21]   [,22]    [,23]    [,24] [,25]
[1,]   4.292    6.849    6.383   9.061   4.419    9.734    6.716 1.890
[2,] 907.929 1167.347 1117.699 425.658  73.754 3346.953 1067.075 3.614
[3,] 785.071  543.419  407.219 450.228 132.379  711.527  638.967 7.657
        [,26]    [,27]  [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    5.183    4.654  4.092    4.047  2.324    4.038   4.092   2.472
[2,] 1147.866 1528.811 90.134 1039.627 48.433  899.902 229.722 123.986
[3,] 1306.485 1347.895 83.381 1031.001  1.867 1245.332 410.791 199.991
        [,34]    [,35]   [,36]  [,37]   [,38]   [,39]  [,40]  [,41]  [,42]
[1,]    4.682    3.755   4.458  4.222   3.737   3.839  1.295  3.379  1.134
[2,]  733.474 1014.237 870.870 16.235 733.745 115.356 13.457 73.212 12.662
[3,] 1112.778  682.846 675.703 26.310 156.601 124.957  8.224 13.923 56.025
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]  [,50]   [,51]
[1,]   4.137   3.466   3.212  1.859   4.009   3.603   5.264   3.07   5.082
[2,] 473.009 806.110 181.347  1.480 731.769 115.148 213.413 157.89 938.362
[3,] 526.975 495.968 116.955 13.323 456.067 147.023 282.365 172.27 383.402
       [,52]   [,53]   [,54]  [,55]  [,56]   [,57]  [,58] [,59]  [,60]
[1,]   4.249   1.978   4.607   4.03   3.51   3.063   3.69 1.139   3.81
[2,] 217.634 139.060 822.374 659.49 799.09 892.783  57.20 9.477 415.23
[3,] 108.886  68.625 603.112 621.69 597.13 535.016 108.82 9.577 799.90
      [,61]   [,62]  [,63]   [,64]   [,65]   [,66]   [,67]  [,68]    [,69]
[1,]  1.689   3.403  3.436   3.667    4.65   1.489   4.057  3.184    3.764
[2,] 29.529 130.587 51.789 891.965 1094.53 125.030 960.285 30.717 1131.558
[3,] 28.196 434.693 99.547 398.368  287.26  95.698 476.500 47.483  905.970
      [,70]  [,71]   [,72]   [,73]  [,74] [,75]    [,76]    [,77]  [,78]
[1,]  1.785   3.86   3.366   5.455   4.99  5.33    3.833    3.185  1.226
[2,] 93.027 172.19 552.044 194.629 776.67 16.41 1201.902  873.995 29.107
[3,] 74.916 205.67 111.045 480.463 233.72 35.09  329.358 1098.164 35.339
       [,79]  [,80]   [,81]   [,82]   [,83]  [,84]  [,85]   [,86]   [,87]
[1,]   3.872  2.626   4.206   2.201   3.046  1.375   3.29   3.011   7.371
[2,] 392.427 94.199 457.809  72.072 342.148 99.142 729.02   7.056  21.246
[3,] 921.105 83.407 773.956 135.696 240.953 68.079 297.66 204.524 362.397
      [,88]    [,89]  [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   6.91   0.9967   1.18  1.677  1.748   3.313  2.115   4.303   13.61
[2,]  33.25 381.2121 369.64 38.198 22.786  34.593 64.715 875.854 1764.85
[3,] 415.53  43.7730  35.57 18.287 14.825 274.139 71.279 972.706 2251.33
       [,97]    [,98]
[1,]   13.92    6.554
[2,] 1365.89 1026.068
[3,] 1729.60  475.209
[1] "--- VAR model 2017-10-02 19:31:00  completed"
[1] "Completed training sample:  2017-10-02 19:31:00 - 2017-10-03 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 20:01:00 - 2017-10-03 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.37184          0.3229        -2.3161        0.04702
        -0.34222          0.3757        -2.0318       -1.90433
         0.01685          0.0594        -0.1083       -0.76314
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.4305              0                0          -0.3885
        -0.4188              0                0          -0.1177
        -1.8584              0                0          -0.2810
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7130          -2.4896          0.04304          -2.0198
          -0.1531          -0.3070         -0.12629          -0.8369
          -0.7585          -0.9937         -0.07890          -0.7963
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        0.0149178           0.3019          -0.1167            6.944
        0.0009381          -2.0151          -2.0987            7.475
       -0.0683430          -0.2206          -0.3916            8.006
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.1795          -2.7928          -4.6956          -1.9769
          -0.7123           0.7256           0.3402          -1.0717
          -0.5424          -1.6135           0.1990           0.1637
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -2.7740                0           -1.727            0.607
           0.2516                0           -4.461           -2.305
          -1.2728                0           -1.871           -1.423
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -3.2343           1.2314                0
                0          -0.6526          -0.1969                0
                0          -1.6419          -2.2871                0
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.1143        0.0296553          -1.2601          -1.1583
          -2.0754       -0.0023609          -0.2916           0.4114
          -0.1257       -0.0001487          -0.3435          -0.9854
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.6270          -2.4147          -1.7527          -0.5513
           0.1382           0.3289          -0.7655          -2.0986
          -0.2624          -0.4203          -1.1903           0.5803
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.386209           0.6585          0.10317         -0.03886
         0.010328          -0.4667          0.10747          0.05113
         0.002292          -0.3351          0.05106          0.05168
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -0.5713          -2.5382
                0                0          -0.3096          -1.0067
                0                0          -0.7199          -0.6199
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.46744         -0.07119          -0.1139           0.2443
         -0.65100         -0.13947          -2.1137          -0.2857
         -0.01617         -0.07158          -1.2698          -0.2273
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3729          -0.3884          0.02312           1.1768
           0.2786          -0.0202         -1.20836           1.1917
           0.2773          -0.4540         -0.03680           0.9306
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.14583          -0.0734          -0.6562          -0.4599
         -0.13959          -0.4380           0.3713           0.2982
          0.03904          -0.4710          -1.3198          -0.3761
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.8087          0.04819        -0.020852          -1.5609
          -0.3476          0.02605         0.020009          -1.0205
           0.2611         -0.01912         0.000398          -0.4112
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.31333          -0.2045         0.089495           2.7229
          0.04327          -0.6180         0.000345          -1.5958
          0.14114          -0.2310         0.007984          -0.2004
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.944          -0.1008           1.5208          0.24730
           -0.396           0.2287           0.8852          0.10808
           -0.465          -0.1083          -1.3735          0.02108
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.625         -0.21010         -0.16699          -0.1868
            3.191          0.15639          0.04197          -0.3621
           -1.127          0.08658         -0.17956           0.1690
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3480          -1.4002           0.6344           0.5210
           0.1002          -0.4290          -0.1301          -0.5126
          -0.2314          -0.1168          -0.3683          -0.1725
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.4975                0           1.7352          -0.0688
          -0.3061                0          -0.4284          -0.2519
          -0.3665                0          -0.3716           0.2631
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.5079          0.43411         -0.34933                0
          -1.4760         -0.13885          0.08866                0
           0.1192         -0.02513         -0.29340                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.02995          0.39900          0.03301         -0.34829
          0.38337          0.41086         -0.17653         -0.06165
         -0.48219          0.07354          0.01562         -0.06549
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3454          0.19253           0.9618            81.99
          -0.2861          0.16634           0.5346            73.31
          -0.1990          0.06919           0.6993            66.32
 rnd_95776.volume rnd_95787.volume
           -3.050           0.0279
            1.025          -1.6645
           -4.503          -1.2586
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.769 2.014 6.664 2.990 3.171 1.088 1.327 3.231 4.053 2.836 1.899
[2,] 2.774 2.015 6.734 3.752 3.886 1.089 1.329 3.254 4.064 3.779 2.075
[3,] 2.780 2.041 6.916 4.383 4.179 1.094 1.334 3.261 4.114 3.832 2.078
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.525 2.126 2.807 3.742 4.473 3.217 2.927 4.713 4.600 7.076 3.256
[2,] 3.433 2.127 3.323 4.055 4.904 3.652 3.825 5.876 5.434 7.298 3.267
[3,] 3.530 2.127 3.490 4.381 5.246 4.110 4.224 6.005 5.522 7.517 3.281
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.927 4.649 1.354 3.629 3.269 3.068 2.910 1.693 2.921 3.081 1.870
[2,] 10.847 5.247 1.354 4.511 4.625 3.078 3.918 1.698 3.561 3.159 1.882
[3,] 11.084 5.404 1.356 5.677 5.842 3.095 4.571 1.698 4.576 3.295 1.967
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.517 2.758 2.846 3.144 2.688 2.795 0.9245 2.341 0.8286 2.801 2.415
[2,] 3.926 3.582 3.680 3.145 3.144 2.802 0.9252 2.345 0.8297 3.010 3.006
[3,] 4.724 3.904 3.979 3.145 3.175 2.817 0.9264 2.345 0.8392 3.226 3.298
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.393 1.319 2.599 2.622 3.905 2.261 3.750 3.100 1.510 3.387 2.658
[2,] 2.447 1.359 3.199 2.641 3.928 2.306 4.341 3.148 1.565 3.943 3.217
[3,] 2.483 1.375 3.452 2.668 3.973 2.347 4.476 3.158 1.582 4.142 3.508
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.501 2.000 2.694 0.8625 2.694 1.353 2.412 2.468 2.695 3.316 1.126
[2,] 2.987 3.127 2.694 0.8632 2.875 1.366 2.419 2.468 3.349 4.159 1.168
[3,] 3.439 3.417 2.697 0.8634 3.534 1.371 2.721 2.478 3.513 4.165 1.184
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.716 2.319 2.698 1.308 2.751 2.389 3.428 3.408 3.838 2.914 2.280
[2,] 3.624 2.320 3.828 1.339 2.759 2.819 3.440 4.079 3.851 4.109 3.158
[3,] 3.742 2.326 4.328 1.363 2.770 2.844 3.486 4.126 3.856 4.129 4.115
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8808 2.587 1.836 2.858 1.637 2.209 0.9621 2.373 2.006 5.582 5.156
[2,] 0.8808 2.770 1.845 3.084 1.643 2.370 0.9629 3.001 2.006 5.585 5.156
[3,] 0.8832 3.679 1.852 3.784 1.688 2.428 0.9637 3.064 2.046 5.671 5.250
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.7313 0.8667 1.192 1.241 2.360 1.479 1.985 10.42  9.553 4.585
[2,] 1.1690 1.2279 1.195 1.242 2.363 1.483 2.171 10.99 10.316 5.153
[3,] 1.1736 1.2331 1.196 1.245 2.475 1.494 2.553 12.01 11.095 5.270
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]  3.516   2.558   8.462   3.797   4.027  1.381  1.685   4.103   5.147
[2,] 54.547  12.828 314.198 735.415 728.474 15.660 27.151 124.928  98.218
[3,] 58.351 105.763 511.994 734.838 498.835 35.876 37.935  68.693 206.190
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   3.601   2.412   3.206  2.700   3.564   4.752   5.679   4.085
[2,] 810.333 271.073 754.447 14.250 577.249 506.845 652.791 561.113
[3,] 206.040  34.028 267.109  2.294 345.809 537.819 604.314 611.353
       [,18]    [,19]   [,20]   [,21]  [,22]    [,23]   [,24]  [,25]
[1,]   3.717    5.985   5.842   8.986  4.135    8.796   5.904  1.719
[2,] 798.907 1138.570 938.075 579.782 86.228 2708.027 789.162  7.910
[3,] 581.226  401.942 319.658 583.517 96.788  740.165 419.581 23.891
        [,26]    [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]    4.608    4.151   3.896   3.695  2.149   3.709   3.912   2.375
[2,]  869.609 1061.266  80.286 850.958 43.748 661.049 226.766  68.846
[3,] 1118.334 1158.247 105.468 764.141  3.234 932.438 303.119 185.645
       [,34]   [,35]   [,36]  [,37]   [,38] [,39]  [,40]  [,41]  [,42]
[1,]   4.467   3.502   3.614  3.992   3.413  3.55  1.174  2.973  1.052
[2,] 565.575 741.595 756.583 27.459 529.002 63.52 11.691 41.517 14.015
[3,] 852.464 503.902 491.267  6.823 144.534 95.40 15.364  9.715 40.951
       [,43]   [,44]   [,45]   [,46] [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.557   3.067   3.038   1.674   3.3   3.329   4.959   2.871   4.762
[2,] 357.218 580.589 166.261 106.661 605.4 103.931 136.376 147.797 709.445
[3,] 377.013 440.015 137.097  68.609 420.5 121.546 193.450 140.230 353.412
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]
[1,]   3.936   1.917   4.301   3.375   3.176   2.539  3.421  1.095   3.421
[2,] 177.177 134.232 655.348 588.095 529.862 779.781  2.771 11.679 326.104
[3,]  84.302  74.949 410.878 453.955 552.997 447.112 41.563  6.378 666.762
      [,61]   [,62]  [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]
[1,]  1.718   3.063  3.134   3.422   4.211   1.429   3.449  2.945   3.426
[2,] 60.801  61.261  3.952 645.117 814.437 101.412 778.442 21.114 881.076
[3,] 38.736 404.073 71.473 344.447  74.672  62.555 301.827 55.604 655.002
      [,70]  [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]  1.661  3.494   3.034   4.353   4.328   4.874   3.701   2.896  1.118
[2,] 92.827 65.187 485.195  92.439 727.148 102.932 939.940 708.763  3.331
[3,] 82.355 82.486 123.485 184.036 201.898  60.823 129.355 855.793 20.918
       [,79]  [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   3.285  2.331   3.629   2.079   2.805  1.222   3.013   2.547   7.089
[2,] 321.279 61.414 376.178  45.433 278.528 12.685 595.923   9.808  51.298
[3,] 785.722 50.461 711.323 124.733 171.076 13.096 200.417 129.991 319.512
       [,88]    [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   6.547   0.9287   1.101  1.514  1.576   2.997  1.878   2.521   13.23
[2,]  28.907 295.8743 282.169 29.362 13.870  39.242 35.845 285.163 1132.16
[3,] 320.073  33.8352  36.967 13.658 27.182 237.944 59.249 435.977 1572.69
       [,97]   [,98]
[1,]   12.13   5.822
[2,] 1263.02 763.126
[3,] 1325.42 358.311
[1] "--- VAR model 2017-10-02 20:01:00  completed"
[1] "Completed training sample:  2017-10-02 20:01:00 - 2017-10-03 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 20:31:00 - 2017-10-03 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.08365         0.59671         1.3808         -2.651
        -0.63003         0.19734        -1.1803          3.690
        -0.05786         0.09789         0.4303          3.202
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.7469              0         0.177916          0.30997
        -2.0366              0        -0.132544          0.08444
         2.1031              0         0.006332          0.03759
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         0.632761          -0.6846         -0.48218           -1.012
         0.449558           0.4568          0.17398           -1.263
        -0.004304           0.2339          0.05624           -0.407
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.13071          0.06198           0.2236            8.223
         -0.07435         -0.21225          -0.6904            7.721
          0.02065         -0.12274           0.6001            8.051
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.6093           -1.675          -1.6183           1.1628
           1.5908            1.109          -0.8023          -0.7828
          -0.9952            1.351           0.5937           0.0575
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.6222           0.9546           9.6538           3.5681
          -1.5289           0.4585           0.1735           0.6379
          -0.1821           0.3568          -1.8516          -0.3057
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           3.5919           0.8332           0.7496
                0           3.7892           4.6179           0.4021
                0          -0.8246          -0.4906           0.2438
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.462          -0.1389           -1.036          0.00398
            2.957           0.1488            1.664          0.94375
            2.989           0.1677            4.229         -0.04561
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2214           0.8344          -0.3562          0.53381
          -0.3844          -1.2018          -0.9019         -0.03929
           0.6325           3.3246           2.6057          0.04762
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        0.0317765          0.47195          0.30245                0
        0.0696745          0.30219          0.13805                0
       -0.0006575         -0.06711          0.04897                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           0.2759          -0.7333
                0                0           0.2852           0.1421
                0                0          -0.8763           0.1604
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6531          0.50599           0.1279          0.29234
          -0.1169          0.05958           0.1289         -0.15448
          -0.0685         -0.10373          -0.3914         -0.09381
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.5075          0.08089           0.6182                0
           0.6341          0.23728           0.2170                0
           0.2500          0.07857           0.9325                0
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.29239          0.74398           0.7206          0.64688
         -0.07709          0.06557           0.7128          1.06057
          0.14988          0.91713           0.1480         -0.02753
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.2800      -0.02341353         -0.03181           0.8713
           0.5561       0.00928579          0.06287          -0.2431
           0.7497      -0.00007332         -0.02285           0.5616
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.03365           0.4514         -0.04723         -0.93542
         -0.15989          -0.1172         -0.09453          0.57824
         -0.10553           0.3777         -0.07051         -0.09447
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2799          0.07910           1.4192                0
           0.4180         -0.06697          -0.2972                0
           0.2538         -0.03187           0.4348                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.3161          0.53517           0.5977         0.210095
          -0.9104          0.20543          -0.1949        -0.742965
           0.8552         -0.01657           0.2388        -0.005795
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.30911           0.3600          0.37590          -0.9694
         -0.11933           0.7106          0.04682           1.3257
         -0.01012          -0.5614         -0.04836          -0.6064
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.7079                0            1.473          0.15006
          -0.5256                0           -1.540         -0.02725
           1.0802                0            1.315          0.10342
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.5507           0.7453          0.17779                0
          -1.1284          -0.1134          0.10668                0
           0.2042          -0.1015          0.05527                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          1.57880           0.6110         0.173271          -0.4840
          0.17309           0.1956         0.123923          -0.3084
         -0.09789           0.1190        -0.001321          -0.1296
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000         -0.04587        -0.049008         0.051889
         -0.02353          0.03378         0.064752         0.045479
          0.04810          0.04010         0.007399         0.004284
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3321         0.081261           0.8842           102.00
          -0.3894         0.004731           0.9244            99.59
           0.2512         0.009682           0.8870            99.40
 rnd_95776.volume rnd_95787.volume
          0.04515           3.5013
          4.16301           0.4968
         -0.14514          -0.3661
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.494 1.875 6.235 2.885 2.965 1.007 1.275 2.997 3.704 2.511 1.850
[2,] 2.494 1.876 6.314 3.587 3.640 1.007 1.279 3.027 3.713 3.423 2.005
[3,] 2.504 1.898 6.485 4.205 3.937 1.014 1.285 3.043 3.801 3.478 2.007
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.336 1.971 2.598 3.666 4.111 2.914 2.711 4.297 4.074 6.308 3.005
[2,] 3.117 1.972 3.062 3.934 4.510 3.308 3.442 5.442 4.865 6.348 3.019
[3,] 3.207 1.974 3.214 4.220 4.870 3.706 3.797 5.591 4.955 6.457 3.025
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 6.435 4.341 1.247 3.328 3.025 2.886 2.778 1.548 2.741 3.102 1.781
[2,] 9.855 4.921 1.250 4.146 4.292 2.891 3.691 1.559 3.284 3.203 1.786
[3,] 9.968 5.035 1.252 5.107 5.478 2.910 4.321 1.564 4.266 3.351 1.867
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.246 2.560 2.677 2.857 2.553 2.453 0.8677 2.114 0.7005 2.628 2.258
[2,] 3.755 3.382 3.493 2.859 2.918 2.453 0.8685 2.115 0.7023 2.809 2.762
[3,] 4.386 3.741 3.804 2.866 2.938 2.481 0.8685 2.119 0.7024 3.043 2.996
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.255 1.256 2.378 2.438 3.566 1.975 3.460 2.974 1.421 3.180 2.417
[2,] 2.302 1.290 2.880 2.463 3.585 2.017 4.031 3.068 1.478 3.738 3.043
[3,] 2.334 1.306 3.091 2.485 3.633 2.105 4.154 3.120 1.494 3.948 3.293
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.264 1.672 2.474 0.8568 2.494 1.275 2.125 2.224 2.500 3.101 1.071
[2,] 2.674 2.694 2.475 0.8572 2.685 1.285 2.128 2.225 3.140 3.874 1.104
[3,] 3.151 3.076 2.475 0.8579 3.218 1.300 2.419 2.225 3.274 3.881 1.118
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.422 2.092 2.476 1.213 2.543 2.579 3.165 3.074 3.418 2.615 2.156
[2,] 3.207 2.113 3.505 1.249 2.547 2.579 3.169 3.694 3.426 3.723 2.905
[3,] 3.322 2.113 4.033 1.276 2.552 2.595 3.229 3.713 3.451 3.745 3.743
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8225 2.328 1.710 2.534 1.457 1.991 0.8845 2.157 1.881 5.022 4.893
[2,] 0.8227 2.491 1.728 2.683 1.463 2.104 0.8854 2.784 1.882 5.024 4.893
[3,] 0.8275 3.472 1.739 3.481 1.499 2.163 0.8872 2.812 1.919 5.046 4.985
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.6594 0.7601 1.070 1.146 2.263 1.225 1.972 10.61  8.881 4.257
[2,] 1.0439 1.0857 1.074 1.147 2.269 1.227 2.164 11.17  9.653 4.801
[3,] 1.0460 1.0894 1.075 1.148 2.358 1.235 2.549 12.09 10.349 4.890
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]   [,6]  [,7]    [,8]    [,9]
[1,]  3.166  2.381   7.918   3.664   3.765  1.279  1.62   3.806   4.704
[2,] 22.286 21.241 336.492 722.152 715.445  7.438 32.61 144.398  87.258
[3,] 76.010 97.967 501.604 743.637 508.689 41.228 42.13 104.408 276.025
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]  [,16] [,17]   [,18]
[1,]   3.189   2.349   2.967  2.503   3.299   4.655   5.22   3.7   3.443
[2,] 788.480 261.618 698.995 16.387 548.868 483.671 628.93 530.5 718.605
[3,] 208.983  33.078 256.474 32.202 332.060 517.492 623.09 566.6 543.782
        [,19]   [,20]  [,21]  [,22]    [,23]   [,24]  [,25]    [,26]
[1,]    5.456   5.174   8.01  3.816    8.172   5.512  1.583    4.226
[2,] 1131.986 900.774 242.61 98.618 2529.565 785.712 28.086  837.809
[3,]  434.423 319.737 400.08 62.015  507.698 360.425 28.431 1011.046
        [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    3.841   3.665   3.527  1.966   3.481   3.939   2.262   4.122
[2,] 1031.778  56.378 823.670 61.605 612.983 270.527  44.724 639.884
[3,] 1153.861 111.493 761.437 41.956 922.590 333.642 184.023 768.068
       [,35]   [,36]  [,37]   [,38]   [,39]  [,40]  [,41]   [,42]   [,43]
[1,]   3.251   3.399  3.628   3.242   3.115  1.102  2.685  0.8895   3.338
[2,] 748.975 760.718 36.139 478.782  19.652 12.326 22.716 17.1683 336.196
[3,] 541.542 510.146 67.726 115.537 126.188  1.131 45.312  3.2263 396.602
       [,44]   [,45]  [,46]  [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   2.867   2.863  1.595   3.02   3.096   4.529   2.509   4.394   3.777
[2,] 539.402 156.850 99.453 550.73 118.587 123.028 138.639 700.996 255.327
[3,] 392.979 131.291 69.588 380.24 110.045 199.763 204.248 339.722 192.316
       [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]
[1,]   1.805   4.038   3.069   2.875   2.124  3.142  1.088   3.168  1.619
[2,] 136.776 665.718 626.796 482.187 715.900 22.094  9.355 336.319 52.355
[3,]  75.385 430.951 426.263 564.741 503.247 12.163 12.034 601.372 66.605
       [,62]  [,63]   [,64]   [,65] [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   2.698  2.824   3.174   3.938  1.36   3.075   2.656   3.145   1.54
[2,]  39.257 15.963 643.903 786.722 90.58 712.740 100.736 840.672 100.87
[3,] 389.666 20.245 315.184  80.118 60.35 292.790  19.185 676.003  87.76
     [,71]  [,72]   [,73]   [,74]  [,75]  [,76]   [,77]  [,78]   [,79]
[1,]  3.23  3.274   4.019   3.904   4.34   3.32   2.737  1.044   2.956
[2,] 44.00 21.024  53.570 694.127  81.78 898.01 659.875  5.374 299.885
[3,] 58.11 96.529 210.098 125.221 139.40 138.45 800.261 30.188 819.865
      [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]
[1,]  2.172   3.218   1.85   2.528  1.123   2.739   2.389   6.377   6.213
[2,] 83.095 298.633  45.77 230.540 13.407 596.385  10.473  45.778  28.082
[3,] 66.062 751.607 109.70 170.807 19.306 135.902 127.704 160.275 322.314
        [,89]    [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   0.8373   0.9652  1.359  1.455   2.874  1.555   2.505   13.48
[2,] 274.2785 262.7392 28.021 13.641  56.128 24.195 301.656 1184.22
[3,]  22.5018  30.6115 15.655 20.661 217.616 49.470 456.437 1561.10
       [,97]   [,98]
[1,]   11.28   5.406
[2,] 1281.94 752.264
[3,] 1264.53 314.866
[1] "--- VAR model 2017-10-02 20:31:00  completed"
[1] "Completed training sample:  2017-10-02 20:31:00 - 2017-10-03 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 21:01:00 - 2017-10-03 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8959          0.1622         -2.690        -0.5107
         -0.4088         -0.1806         -3.748        -5.2102
         -0.6222         -0.1106         -1.207        -4.0440
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.311              0         0.130132          0.03995
         -1.425              0        -0.078864          0.05368
         -4.143              0        -0.002579          0.04042
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.3368           1.6155          -0.3723           -4.177
          -0.6838          -0.4124          -0.0360           -1.876
           0.2801          -0.3742          -0.1305           -3.247
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
                0          -1.9248         -2.90698            9.376
                0           0.2364          0.03692            9.348
                0          -0.5365          0.28357            9.319
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.5019           0.1062            2.058          -0.4618
          -1.3989          -1.4823           -2.111           0.7545
          -0.6658           0.3738           -2.178           0.2854
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.646          0.14904          -10.540           -4.732
           -3.114          0.25680           -4.203           -3.990
           -1.479          0.04233           -5.608           -3.287
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.07425           -4.639           -5.275           0.1865
         -0.04610           -3.866           -3.257           0.2075
         -0.01225           -2.141           -2.072           0.1373
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.6514                0          -0.1658          -1.1632
          -4.8040                0          -6.1612          -0.5521
          -3.2447                0          -3.2183          -0.7502
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.47411          -0.8003          -2.9442          -1.7047
          0.09456          -3.4421          -0.2844          -0.1749
         -0.49066          -4.4661          -4.0268          -4.0312
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5417          -0.8775           0.3070        0.0458385
           0.2001           1.4350          -0.1080        0.0446772
          -0.2202           0.3658           0.2114        0.0002726
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.28917       -0.0208614            4.216           5.3812
          0.27385        0.0011405           -1.820          -0.8193
          0.03328        0.0007755           -1.499          -1.2577
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7730         -0.26836           -1.323          -0.4275
           0.5031         -0.16108            4.891           0.4430
          -0.1299          0.05048           -2.048           0.2176
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.06912           0.4596          -2.1448           0.6165
         -0.12130          -0.7105           0.1021           0.6350
         -0.06815           1.0910           2.5206           0.2281
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.11976           1.9677           2.9769           -0.370
          0.06155          -1.8850          -1.2678            1.257
          0.01032           0.6475           0.4781           -1.412
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.1713         0.051175        -0.048947           2.2892
           2.1039         0.030884         0.031555          -0.0902
          -0.5848         0.002491        -0.003809           0.9074
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9017           1.4817         -0.15213          1.13965
          -0.4784           0.9341         -0.05755          1.33279
          -0.8433           0.2196         -0.12229          0.07477
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.4259          0.22013            3.407         -0.28469
           1.5511          0.07901            1.106          0.06893
           0.7046          0.13672            1.243         -0.18786
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.294         -0.07225           0.9367          -0.8111
            1.103          0.35845           0.1267           0.2335
            1.340          0.16701           0.5102          -0.4569
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.3399          -2.1031          -1.3254          -1.6276
          -0.3064           0.3054          -0.1358          -1.3354
          -0.5199          -1.1559          -0.1483          -0.5465
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.0275          0.02445           0.3287           0.1275
          -1.9898          0.11258          -0.6528           0.1415
           0.2783         -0.01196          -0.7640          -0.1967
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.3819        0.1146368          1.11684           0.3700
          -1.5834        0.0004361         -0.49277           0.3495
          -2.2123        0.0669055          0.01046           0.1285
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.7317           0.4986          0.98034           0.1448
           0.4937          -0.1388         -0.15369           0.3657
           1.3512          -0.2659          0.04782           0.1243
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.03038         0.031932          0.02386          -0.1513
          0.17957        -0.002084          0.19167           0.4080
          0.32682         0.168079          0.10535           0.1559
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          1.01611        -0.009360          -0.6403            95.53
          0.82026        -0.046668          -0.7963            93.42
         -0.08316        -0.001854          -0.7114            92.08
 rnd_95776.volume rnd_95787.volume
           -2.404           -3.512
            1.599           -2.456
            8.045           -3.241
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.361 1.732 5.164 2.760 2.836 0.8467 1.230 2.936 3.493 2.396 1.738
[2,] 2.370 1.739 5.291 3.500 3.587 0.8468 1.242 2.948 3.499 3.328 1.874
[3,] 2.380 1.774 5.569 3.967 3.884 0.8605 1.246 2.960 3.560 3.365 1.877
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.480 1.942 2.424 3.651 3.975 2.728 2.585 4.058 3.771 5.911 2.777
[2,] 3.219 1.943 2.954 3.865 4.387 3.145 3.341 4.995 4.522 6.066 2.797
[3,] 3.309 1.945 3.061 4.116 4.695 3.562 3.696 5.182 4.611 6.198 2.808
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 5.725 4.125 1.140 3.208 2.923 2.663 2.658 1.456 2.616 2.841 1.728
[2,] 9.040 4.759 1.144 3.895 4.032 2.671 3.593 1.457 3.082 2.925 1.731
[3,] 9.310 4.915 1.145 4.717 5.126 2.685 4.086 1.460 3.929 3.031 1.833
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.220 2.492 2.532 2.765 2.410 2.236 0.7887 1.889 0.6316 2.349 2.134
[2,] 3.506 3.364 3.354 2.771 2.740 2.256 0.7894 1.890 0.6326 2.547 2.577
[3,] 4.056 3.712 3.552 2.773 2.769 2.258 0.7903 1.909 0.6330 2.732 2.863
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.058 1.197 2.248 2.259 3.160 1.802 2.868 2.539 1.357 2.841 2.270
[2,] 2.123 1.226 2.672 2.268 3.177 1.829 3.393 2.576 1.412 3.205 2.694
[3,] 2.162 1.238 2.879 2.281 3.190 1.882 3.554 2.583 1.422 3.378 2.879
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.064 1.540 2.298 0.8668 2.260 1.204 2.003 2.029 2.243 3.103 1.026
[2,] 2.344 2.480 2.300 0.8669 2.430 1.210 2.010 2.035 2.819 3.823 1.052
[3,] 2.711 2.708 2.301 0.8684 2.761 1.212 2.253 2.035 2.916 3.831 1.065
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.195 1.901 2.330 1.132 2.454 2.093 2.896 2.674 3.307 2.697 2.102
[2,] 2.870 1.923 3.267 1.156 2.460 2.463 2.914 3.330 3.325 3.546 2.847
[3,] 3.002 1.924 3.725 1.173 2.480 2.481 2.940 3.367 3.345 3.574 3.474
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7677 2.258 1.549 2.352 1.290 1.827 0.8273 1.976 1.711 4.663 4.327
[2,] 0.7679 2.610 1.568 2.515 1.301 1.907 0.8295 2.550 1.711 4.666 4.333
[3,] 0.7728 3.201 1.591 3.231 1.325 1.955 0.8384 2.588 1.749 4.692 4.403
      [,89]  [,90]  [,91]  [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.5932 0.6292 0.8731 0.9325 2.067 1.008 1.941 10.83 8.263 4.031
[2,] 0.8184 0.8939 0.8754 0.9367 2.076 1.008 2.121 11.36 8.820 4.506
[3,] 0.8192 0.8973 0.8829 0.9392 2.121 1.013 2.504 12.36 9.421 4.606
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]   [,8]    [,9]
[1,]  2.998   2.199   6.558   3.504   3.601  1.075  1.561  3.729   4.436
[2,] 67.758  52.834 390.626 730.224 745.193  4.341 58.449 89.752  69.041
[3,] 75.076 119.469 590.294 634.012 505.507 51.893 35.353 90.200 222.396
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   3.042   2.207   3.149  2.465   3.078   4.636   5.048   3.464
[2,] 783.906 237.623 696.547 22.884 573.056 430.319 629.398 531.207
[3,] 168.009  35.549 259.947 28.729 272.721 479.898 567.966 567.822
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]  [,25]
[1,]   3.283   5.152   4.788   7.506   3.526    7.27   5.239  1.448
[2,] 718.201 988.334 847.230 462.839 114.570 2374.05 804.851 28.757
[3,] 536.274 468.958 305.406 430.869  84.183  755.38 416.808 17.875
       [,26]    [,27]  [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]   4.073    3.712  3.381   3.375  1.848   3.322   3.607   2.194
[2,] 749.801  942.170 72.704 820.299 21.992 553.200 236.534  37.049
[3,] 902.613 1074.374 92.831 660.128 30.590 826.536 270.194 204.129
       [,34]   [,35]   [,36]  [,37]  [,38]   [,39]  [,40]  [,41]   [,42]
[1,]   4.088   3.165   3.215  3.511   3.06   2.839  1.002  2.399  0.8021
[2,] 471.082 766.659 746.271 61.938 442.04 100.899 10.982 20.044 11.7347
[3,] 692.255 532.167 397.291 40.224 137.60  38.787 12.741 92.076  7.9932
       [,43]  [,44]   [,45] [,46]   [,47]  [,48]   [,49]   [,50]   [,51]
[1,]   2.983   2.71   2.613  1.52   2.855  2.869   4.012   2.288   3.642
[2,] 334.366 489.88 177.206 89.21 489.855 67.611 111.627 106.017 614.935
[3,] 335.537 423.29 138.409 59.20 363.758 83.679  99.558 150.140 359.128
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]
[1,]   3.224   1.723   3.608   2.883   2.621   1.955  2.918  1.101   2.869
[2,] 147.657 132.049 502.794 492.189 376.826 659.920 39.032  5.878 302.957
[3,]  65.120  57.111 363.057 344.806 462.647 368.736 16.536 17.439 444.972
      [,61]   [,62]  [,63]   [,64]  [,65]  [,66]   [,67]  [,68]   [,69]
[1,]  1.528   2.543  2.576   2.849   3.94  1.303   2.787  2.414   2.959
[2,] 43.330  59.243 54.798 579.390 757.64 78.748 627.418 99.419 776.841
[3,] 23.324 345.345  2.082 253.510  85.28 56.361 298.609 22.852 607.201
      [,70]   [,71]   [,72]   [,73]   [,74] [,75]   [,76]   [,77]   [,78]
[1,]  1.437   3.116   2.658   3.677   3.396   4.2   3.425   2.669  0.9748
[2,] 80.151  56.545 440.491 111.947 673.428 115.1 781.492 651.728  6.4152
[3,] 67.177 108.193 102.835 132.879 167.481 125.7 150.966 675.454 29.3373
       [,79]  [,80]   [,81]  [,82]  [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   2.868  1.967   2.987  1.638   2.32  1.051   2.509   2.173   5.922
[2,] 444.251 83.173 301.673 55.923 184.84 20.187 546.791  11.436  57.471
[3,] 628.840 91.087 688.608 85.853 146.31 41.444 151.609 122.752 167.276
       [,88]    [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   5.494   0.7533   0.799  1.109  1.184   2.625  1.280   2.465   13.75
[2,]  77.390 191.3343 215.444 21.397 29.825  64.477  6.608 290.215 1163.43
[3,] 266.954  12.1890  26.684 39.083 23.328 146.888 31.943 451.427 1653.13
       [,97]   [,98]
[1,]   10.49   5.119
[2,] 1046.33 683.316
[3,] 1123.94 323.975
[1] "--- VAR model 2017-10-02 21:01:00  completed"
[1] "Completed training sample:  2017-10-02 21:01:00 - 2017-10-03 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 21:31:00 - 2017-10-03 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.4383         -0.1208         -0.193         -2.988
          1.1133          0.2283          4.451          6.044
          0.7729          0.2200          1.193          5.064
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.0496       0.184582        -0.093728           1.3754
        -0.6079       0.001701        -0.001161           0.9696
         6.3471       0.036090        -0.008989           0.9382
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          2.03127           8.3457           3.6098            3.005
         -0.03441           2.7782           0.8655           -3.224
          0.77032           0.8323           0.5193           -1.464
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.4394           11.372            9.597            20.04
          -0.3640            3.103            5.384            19.38
           0.7217            2.585            2.388            18.96
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.567          0.05224           -1.920            1.835
            8.161          9.47582            4.833            4.875
            6.672          5.53145            9.866            8.703
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.248                0           15.438            7.048
            1.414                0            2.809            4.390
            2.204                0            9.135            4.242
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04657            6.233            8.576           0.1337
          0.01184            5.901            4.788           0.6631
          0.03725            1.439            2.075           0.4933
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.447         -0.27117           -5.636           1.0609
            5.355          0.25094            8.790           2.4522
            4.980         -0.06006            4.886           0.7504
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.6760           -5.280          -2.9095          -0.3565
           0.9290            3.713          -0.6101          -4.0349
           0.4711            2.918           7.1979           8.0418
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.1565          -0.3329          0.19054         0.133657
           0.8066           0.4414          0.21747         0.068477
           0.3541          -0.4259          0.04565         0.002077
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.3695        0.0302552           3.1628           -1.479
           0.8837        0.0169644          -1.2371            2.038
          -0.3998       -0.0003789           0.7289           -2.129
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7747          0.12235           -1.953          0.09862
          -0.2356          0.06750            2.946          0.30978
           0.3978         -0.08315            1.089          0.08356
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         0.021720          0.75058           1.8268          0.17326
         0.004692          0.07865          -0.6866          0.04447
        -0.028518          1.31948           4.6145          0.02459
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.43208           1.4084           3.4504           1.9240
          0.02469           0.3444           0.6131           0.9986
          0.64929           1.6181          -0.8779          -0.1416
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -0.665          0.18320           0.3426           0.2335
            3.205          0.20956           0.2018           0.8209
            0.418         -0.05437           0.1198           1.9990
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.17446           1.6083         -0.20788           4.5706
         -0.23630           0.4586          0.06809          -0.3967
         -0.08071           1.4296         -0.12502           1.0088
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           5.7849          -0.0376           4.2821          0.16675
           0.7935          -0.1404           3.0356          0.35188
           0.6361          -0.1703          -0.0608          0.05465
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.474           0.1339            2.873           2.1843
            4.815           0.3626            0.933           1.3804
            0.225           0.2790            0.885           0.7955
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7207            3.348          0.80058            2.456
           0.9618            3.914          0.48663            2.792
           0.5825            3.459         -0.08521            2.439
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          13.6115        -0.098070           10.805           0.2984
           0.4138         0.001536            2.197          -0.1355
           2.4632        -0.007012            2.125           0.3279
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.462          -0.1107           0.8456         -0.05055
           11.266           2.2870           0.8008          0.36318
            1.804           0.2577           0.2016          0.04204
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.6122         -0.08853          -0.6494          0.21516
           0.7912          0.15505           0.3641         -0.02447
           0.4285          0.19419          -0.1334          0.04440
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.80520          -0.7260           0.2159         -0.68679
         -0.02876          -0.1304           0.1393         -0.08687
         -0.02716           0.0564          -0.1966         -0.24015
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.6182        0.0194262            2.500            101.2
          -0.1278       -0.0158403            2.981            101.3
           1.3852       -0.0002139            2.743            103.5
 rnd_95776.volume rnd_95787.volume
            2.006            3.331
           13.257            2.953
            9.446            1.877
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8] [,9] [,10] [,11]
[1,] 2.535 1.581 5.037 2.531 2.775 0.7650 1.210 2.809 3.52 2.542 1.711
[2,] 2.550 1.582 5.097 3.175 3.519 0.7650 1.228 2.823 3.52 3.386 1.847
[3,] 2.624 1.606 5.286 3.739 3.805 0.7795 1.237 2.830 3.56 3.416 1.854
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.539 1.937 2.394 3.606 3.814 2.685 2.399 2.616 3.043 6.437 2.755
[2,] 3.162 1.939 3.057 3.910 4.194 3.105 3.105 3.612 3.489 6.523 2.781
[3,] 3.276 1.939 3.123 4.114 4.513 3.527 3.508 3.882 3.636 6.673 2.794
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 5.884 4.083 0.9395 3.033 2.861 2.568 2.507 1.359 2.502 2.755 1.618
[2,] 9.215 4.665 0.9395 3.750 3.931 2.571 3.403 1.362 2.850 2.813 1.634
[3,] 9.316 4.833 0.9396 4.671 4.993 2.587 3.907 1.365 3.811 2.872 1.736
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.006 2.439 2.474 2.836 2.262 2.025 0.6908 1.586 0.5937 2.340 1.992
[2,] 3.219 3.131 3.172 2.843 2.518 2.053 0.6909 1.588 0.5940 2.516 2.454
[3,] 3.851 3.459 3.321 2.849 2.585 2.059 0.6909 1.595 0.5943 2.700 2.726
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.000 1.188 2.072 2.035 2.944 1.647 2.790 2.265 1.294 2.565 2.112
[2,] 2.018 1.192 2.465 2.035 2.947 1.681 3.225 2.339 1.334 2.877 2.592
[3,] 2.034 1.192 2.636 2.040 2.949 1.726 3.411 2.361 1.344 3.009 2.720
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.002 1.416 2.134 0.8970 2.081 1.237 1.916 1.751 2.056 3.129 1.051
[2,] 2.221 2.321 2.139 0.9005 2.268 1.272 1.938 1.751 2.615 3.784 1.070
[3,] 2.537 2.607 2.143 0.9023 2.573 1.295 2.143 1.753 2.731 3.804 1.071
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.101 1.732 2.205 1.015 2.659 2.642 3.011 2.677 3.125 2.530 2.203
[2,] 2.740 1.746 2.985 1.036 2.668 2.644 3.063 3.393 3.145 3.684 2.990
[3,] 2.881 1.751 3.366 1.050 2.765 2.719 3.118 3.426 3.149 3.707 3.359
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6840 2.128 1.449 2.124 1.234 1.683 0.7400 1.754 1.608 4.544 3.665
[2,] 0.6841 2.542 1.466 2.337 1.245 1.776 0.7404 2.373 1.608 4.571 3.676
[3,] 0.6858 3.397 1.488 3.353 1.278 1.822 0.7463 2.425 1.639 4.632 3.765
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.5438 0.5331 0.7517 0.7387 1.819 0.8760 1.677 10.94 7.643 4.013
[2,] 0.7372 0.7521 0.7544 0.7510 1.823 0.8775 1.831 11.47 8.097 4.431
[3,] 0.7386 0.7539 0.7562 0.7661 1.870 0.8782 2.116 12.51 8.604 4.537
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]    [,6]   [,7]   [,8]    [,9]
[1,]   3.22  2.008   6.396   3.214   3.524  0.9714  1.536  3.567   4.469
[2,]  90.07 14.090 258.065 632.564 713.628  2.4491 70.253 91.596  16.360
[3,] 204.38 91.411 461.518 651.655 477.571 49.3544 49.783 68.639 176.702
       [,10]   [,11]   [,12]  [,13]  [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   3.228   2.173   3.225  2.459   3.04   4.579   4.844   3.409   3.046
[2,] 738.002 228.865 621.761 31.427 627.28 498.794 574.899 514.766 650.460
[3,] 148.004  56.129 281.887  9.501 209.59 422.010 550.213 551.391 538.720
       [,19]   [,20]   [,21]   [,22]    [,23]   [,24] [,25]   [,26]
[1,]   3.322   3.865   8.173   3.499    7.472   5.185 1.193   3.852
[2,] 821.529 562.839 348.612 125.732 2339.789 744.151 2.853 727.522
[3,] 469.212 337.304 464.882  86.178  450.928 416.988 3.689 918.875
        [,27]  [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    3.633  3.261   3.184  1.726   3.177   3.498   2.055   3.817
[2,]  889.257 40.137 758.930 28.859 450.538 187.627  73.931 380.116
[3,] 1016.011 95.162 633.672 28.065 834.637 191.088 193.574 697.026
       [,35]   [,36]  [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]
[1,]   3.097   3.141  3.601   2.872   2.572 0.8772  2.014 0.7539   2.971
[2,] 647.563 654.953 66.950 365.213 111.662 4.8674 21.464 6.2230 305.704
[3,] 485.256 324.591 58.886 192.709  51.344 1.3633 49.338 5.7611 322.532
      [,44] [,45]  [,46]   [,47]  [,48]  [,49]   [,50]   [,51]   [,52]
[1,]   2.53  2.54  1.509   2.631  2.584  3.739   2.092   3.542   2.877
[2,] 472.93 88.26 29.714 440.310  9.412 46.253 109.855 534.065 191.839
[3,] 390.95 84.12  5.073 308.223 49.005 34.491 129.441 365.886 106.106
       [,53]   [,54]   [,55]   [,56]   [,57] [,58]  [,59]   [,60] [,61]
[1,]   1.643   3.257   2.682   2.542   1.797  2.71  1.139   2.643  1.57
[2,] 107.284 430.072 495.418 317.235 606.736 45.92 26.170 297.752 98.45
[3,]  54.156 290.727 272.286 404.365 391.916 42.80 18.713 400.767 79.16
       [,62]  [,63]   [,64]   [,65]  [,66]   [,67]  [,68] [,69]  [,70]
[1,]   2.433  2.223   2.611   3.973  1.335   2.668  2.199   2.8  1.289
[2,]  94.863  9.625 532.741 702.428 66.539 580.301 71.874 664.0 67.962
[3,] 301.737 27.743 259.676 125.960  9.170 293.906 44.709 513.2 55.831
       [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]   [,78]
[1,]   3.376   3.354   3.824   3.399   3.968   3.212   2.797  0.8686
[2,]  73.055  39.392 184.673 688.180 116.426 883.650 666.928  3.6000
[3,] 239.548 209.574 193.088 155.833  55.917 135.372 504.980 16.1507
       [,79] [,80]   [,81]  [,82]   [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   2.702  1.84   2.697  1.567   2.137  0.9397   2.227   2.042   5.771
[2,] 458.871 73.48 321.779 55.457 186.815  7.1829 527.200  12.251 163.026
[3,] 743.446 83.12 793.370 94.914 135.171 30.9205 165.461 105.142 246.833
       [,88]    [,89]    [,90]   [,91]  [,92]  [,93]  [,94]   [,95]  [,96]
[1,]   4.654   0.6905   0.6769  0.9545  0.938   2.31  1.112   2.129   13.9
[2,]  93.618 164.2465 175.0344 21.0975 44.685  40.73 16.826 243.040 1128.5
[3,] 267.449  14.7255  17.2283 17.3286 49.900 137.93 11.530 349.812 1648.4
       [,97]   [,98]
[1,]   9.705   5.096
[2,] 881.712 619.838
[3,] 960.489 322.543
[1] "--- VAR model 2017-10-02 21:31:00  completed"
[1] "Completed training sample:  2017-10-02 21:31:00 - 2017-10-03 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 22:01:00 - 2017-10-03 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.1761         0.09194        -0.1358         20.561
         -0.5890        -0.07601         2.8013         12.615
         -0.3182        -0.11878         0.8046         -2.864
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.257              0          -0.1318          -0.5701
         13.718              0           1.2568           0.2991
          9.594              0           0.3292          -0.6015
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4993          -1.6217          0.59351           -7.287
           0.2149          -0.5823          0.19925           -9.682
           0.7909           0.1942          0.09706           -9.300
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3462            2.503           0.7699            26.17
          -0.2269           -1.017          -0.6809            26.42
           0.2662           -0.570          -1.2811            26.91
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -0.962          1.37705         -5.08199          0.03763
           -2.116         -0.05059          2.23149          4.94695
           -4.129         -3.20529          0.06178          0.87158
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           2.6765          0.03157          -8.9540          -1.0103
           1.0365          0.08276           0.2095           0.7103
          -0.3242          0.01604           4.7237           1.3754
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.06871          12.3565           23.410           0.2976
          0.06045          -3.9572           -6.679          -0.2338
          0.05283           0.2719           -1.203          -0.1984
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           23.198         -0.15639           18.004         0.387474
           11.724         -0.02332           18.654        -0.271741
           -3.843          0.04105           -6.006         0.007923
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.148            7.690            2.396            2.005
            4.333           20.848           16.545           11.892
            1.808            1.065            9.668           17.213
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8134          -2.9542          -0.6815         0.008557
           1.8246           0.2996          -0.3157        -0.217237
          -0.1886          -1.0664          -0.2734         0.133609
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.4418         -0.07820           -2.970            2.490
           0.7625          0.04257            1.663            0.807
           1.5903          0.03554            8.205            5.948
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7815         0.055592           4.1233         -0.25587
          -0.3130        -0.006658          -0.4242         -0.05042
           0.2541         0.010991           0.1009          0.04870
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1914          -0.2432           0.8936         -0.43031
           0.6531           1.5482           1.0220          0.05773
           0.3677           0.7289           2.7906         -0.19504
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.800869           4.7401           1.7678          -6.0399
         0.003557          -0.7998           0.2034           4.0489
         0.563738           1.5914           0.8163          -0.3352
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.7685         0.121874          0.75488         -0.34455
           0.6434        -0.006798          0.01703         -3.30331
           0.8442         0.005689          0.20033         -0.03082
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.29322          -0.6192          0.25852          -0.4955
         -0.15949          -0.1167          0.06364          -0.4276
         -0.07821          -2.6729          0.08586          -1.2529
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.4101          -0.0348          -3.9141           0.1122
          -2.1835           0.2761          -0.2815           0.2015
           0.7803           0.2985          -0.3146           0.2831
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          2.06727          0.03187          -0.8716          -0.9396
         -0.48263         -0.03581          -0.9369          -0.5877
          0.01155          0.00339          -0.3162          -0.2693
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.15972           0.6405         -0.16587           2.5562
          0.38663          -1.1659          0.12833          -1.3185
          0.05159          -1.1844          0.07091          -0.3188
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.0553      -0.00437202           -5.170         -0.05729
           0.1081       0.00004806            1.069          0.03546
          -0.9609      -0.00026757           -1.096          0.07417
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -6.4788          0.80964          0.44698           0.4557
          -1.2400         -0.06475          0.56679           0.2286
          -0.7125          0.59460         -0.03634           0.2970
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -4.9771           0.2095          0.78142         0.974544
           0.6454          -0.1387          2.89973         1.448752
           0.2880          -0.1337          0.09332        -0.005308
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.3910           0.7289          0.22600           0.5363
           0.1847           0.1907          0.44748           0.4467
           0.3562           0.3124          0.09871           0.1577
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.07725        -0.007707           -1.752            91.48
         -0.06381        -0.025143           -1.768            93.53
         -1.90564         0.014936           -1.672            89.98
 rnd_95776.volume rnd_95787.volume
           -2.946          -0.8110
           13.580          -1.0477
           -6.898           0.2186
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.685 1.477 5.006 2.548 2.864 0.6982 1.417 3.113 3.914 2.859 1.725
[2,] 2.696 1.478 5.109 3.219 3.646 0.6984 1.419 3.209 3.920 3.909 1.937
[3,] 2.749 1.478 5.224 3.729 3.979 0.7098 1.455 3.246 3.960 3.996 1.940
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.973 1.962 2.621 3.818 3.719 3.027 2.742 3.146 3.187 7.061 2.657
[2,] 3.507 1.966 3.437 4.214 3.983 3.554 3.487 4.052 3.567 7.200 2.693
[3,] 3.703 1.967 3.565 4.458 4.293 4.048 3.880 4.419 3.661 7.340 2.706
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 6.114 4.227 0.9199 3.119 2.944 2.467 2.495 1.289 2.603 3.017 1.664
[2,] 9.697 4.870 0.9199 3.833 4.054 2.468 3.534 1.293 3.015 3.064 1.674
[3,] 9.869 4.961 0.9199 4.773 5.369 2.483 4.029 1.296 4.007 3.162 1.747
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.257 2.459 2.511 3.156 2.409 2.047 0.6369 1.659 0.6045 2.421 2.121
[2,] 3.468 3.271 3.399 3.176 2.625 2.075 0.6403 1.662 0.6052 2.599 2.620
[3,] 4.153 3.628 3.597 3.184 2.652 2.078 0.6411 1.662 0.6058 2.761 2.859
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.909 1.241 2.256 1.980 2.681 1.580 2.920 2.136 1.302 2.591 2.134
[2,] 1.931 1.243 2.619 1.980 2.681 1.636 3.390 2.207 1.351 2.972 2.546
[3,] 1.950 1.243 2.771 1.988 2.697 1.690 3.484 2.217 1.360 3.130 2.684
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.985 1.457 2.172 1.016 2.174 1.248 1.903 1.649 1.863 3.009 1.144
[2,] 2.236 2.318 2.186 1.022 2.374 1.289 1.922 1.653 2.378 3.538 1.151
[3,] 2.559 2.578 2.191 1.022 2.702 1.312 2.117 1.653 2.468 3.599 1.152
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.355 1.726 2.253 1.076 3.205 2.774 3.114 3.162 3.076 2.903 2.364
[2,] 2.702 1.734 2.834 1.077 3.265 2.787 3.137 3.731 3.077 4.021 3.415
[3,] 2.846 1.743 3.182 1.077 3.372 2.825 3.151 3.759 3.079 4.045 3.695
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6716 2.075 1.440 2.111 1.338 1.627 0.7343 1.662 1.443 4.706 3.552
[2,] 0.6716 2.699 1.442 2.367 1.342 1.724 0.7344 2.517 1.443 4.721 3.567
[3,] 0.6729 3.551 1.453 3.623 1.391 1.805 0.7367 2.540 1.444 4.789 3.614
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.6127 0.7208 0.7377 0.7674 1.860 0.7772 1.593 11.15 7.787 4.120
[2,] 0.6722 0.8396 0.7478 0.7770 1.868 0.7772 1.784 11.69 8.355 4.665
[3,] 0.7180 0.8434 0.7544 0.7833 1.922 0.7773 2.084 12.72 8.953 4.766
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]    [,6]  [,7]    [,8]   [,9]
[1,]   3.41  1.876   6.357   3.235   3.637  0.8866  1.80   3.953   4.97
[2,]  72.37 16.105 302.814 584.829 670.439  4.2192 19.17 231.312  65.27
[3,] 158.96  5.379 323.937 559.432 473.663 37.6895 96.60 145.722 167.76
      [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   3.63   2.191   3.775  2.491   3.328   4.848   4.723   3.844   3.482
[2,] 792.41 261.515 552.912 38.338 661.092 530.113 423.818 553.644 640.183
[3,] 246.08  32.013 353.615 17.644 280.920 432.971 476.197 576.042 506.213
       [,19]   [,20]   [,21]   [,22]    [,23]   [,24] [,25]  [,26]
[1,]   3.995   4.047   8.967   3.373    7.764   5.367 1.168   3.96
[2,] 759.154 476.559 418.822 131.856 2236.989 719.375 2.591 662.48
[3,] 523.705 245.254 423.481  77.574  546.192 281.120 2.421 845.14
        [,27]  [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    3.738  3.132   3.168  1.636   3.305   3.831   2.114   4.135
[2,]  828.410 26.238 744.003 31.832 452.309 159.906  54.215 354.429
[3,] 1046.408 81.491 575.119 26.032 784.223 231.667 147.734 678.835
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]  [,42]   [,43]
[1,]   3.123   3.189   4.008   3.059   2.599  0.8088  2.107 0.7676   3.075
[2,] 640.834 680.750 105.030 309.892 101.635 19.6597 28.045 8.7062 280.373
[3,] 466.695 350.271  68.188 111.914  30.139  9.6127  2.168 7.9306 277.191
       [,44]  [,45]  [,46]   [,47]  [,48]  [,49]   [,50]   [,51]   [,52]
[1,]   2.694  2.424  1.575   2.864  2.514  3.405   2.007   3.708   2.712
[2,] 456.980 86.807 24.959 395.725  8.581  5.031 126.128 511.667 165.380
[3,] 339.905 81.289  2.488 269.016 50.689 87.573 125.380 238.825  60.983
       [,53]  [,54]   [,55]   [,56]  [,57]  [,58]  [,59]  [,60]  [,61]
[1,]   1.654   3.29   2.709   2.521   1.85  2.758  1.290   2.76  1.585
[2,] 106.884 433.04 413.036 305.754 535.77 72.989 31.733 283.76 96.015
[3,]  46.101 291.33 252.032 369.905 335.88 42.503  8.097 383.40 71.596
       [,62]  [,63]   [,64]   [,65]  [,66]  [,67]  [,68]  [,69]  [,70]
[1,]   2.417  2.094   2.366   3.821  1.453   2.99  2.192   2.86  1.366
[2,]  78.679 33.835 439.112 552.944 37.692 393.52 49.351 511.31 12.031
[3,] 264.072  9.955 196.893 196.581  6.286 266.29 51.821 430.07  7.936
      [,71]   [,72]   [,73]   [,74]  [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   4.07   3.522   3.954   4.015  3.906   3.686   3.002  0.8528   2.635
[2,] 185.86  81.305 114.826 588.606 23.806 826.994 732.366  2.2948 512.870
[3,] 249.79 137.828  87.666 135.933 31.950 131.477 419.284 12.2350 686.060
      [,80]   [,81]   [,82]   [,83]   [,84]   [,85]  [,86]   [,87]   [,88]
[1,]  1.828   2.681   1.699   2.066  0.9325   2.111  1.832   5.976   4.511
[2,] 25.887 317.796  31.083 169.582  3.3414 561.807  7.086 110.078  96.252
[3,] 51.947 815.406 108.715 158.719 17.2326 101.630 15.731 239.679 172.103
      [,89]    [,90]   [,91]   [,92]   [,93] [,94]   [,95]   [,96]   [,97]
[1,]  0.778   0.9153  0.9367  0.9744   2.362 0.987   2.023   14.15   9.888
[2,] 82.193 127.9836 36.4405 36.3459  51.063 1.094 238.585 1050.83 900.282
[3,] 74.991  23.5241 29.6859 29.4519 134.619 2.522 320.227 1489.17 956.232
       [,98]
[1,]   5.231
[2,] 650.368
[3,] 291.007
[1] "--- VAR model 2017-10-02 22:01:00  completed"
[1] "Completed training sample:  2017-10-02 22:01:00 - 2017-10-03 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 22:31:00 - 2017-10-03 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.739        -0.30810         -7.296        -11.469
          -2.265        -0.15516         -7.458         -2.473
          -1.505        -0.08864         -8.975        -14.661
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -23.016         0.6420           0.5395           1.1630
        -11.028         0.5673          -0.7629          -1.5967
         -8.062         0.3287          -0.6140          -0.8712
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.511          -21.828          -5.6421           -16.92
           -1.990            2.313           0.3342           -25.94
           -3.335           -1.004           0.2459           -24.63
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.23350          -9.6511          -6.7443            23.46
         -0.44983          -7.7414         -11.3137            22.84
          0.06655           0.6143          -0.2122            22.94
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.133          -11.715           -17.20          -10.437
          -16.519           -9.855           -11.43           -8.229
           -4.558           -8.930           -18.95          -13.205
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.748         0.392502          -42.231           -0.748
           -4.909         0.001693           -9.971          -14.511
           -6.803         0.225823          -12.332           -6.147
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.17058            1.747           -4.259          1.31367
          0.41242          -16.848          -10.244         -0.01426
          0.08333           -3.259           -9.940          0.05968
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -11.0773         -0.14812           -9.575           -3.211
          -0.6934          0.05904           -5.433           -2.675
         -16.1333          0.07447           -9.304           -1.623
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.7597          -11.085          -20.355          -18.505
          -1.6783           -9.504           -8.925          -11.135
           0.2972           -3.507           -6.146           -7.108
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.6373          3.62930          0.15930           0.7691
          -4.5140         -0.65504          0.03076           0.7389
          -0.5807         -0.08109          0.05562           0.4244
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.0205         -0.10318          -11.312          -16.320
           2.6141          0.01081           -7.764          -13.475
          -1.9600         -0.11815           -5.585           -8.192
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7115           1.7710            2.057         -0.28804
          -1.3723          -0.7575          -10.338         -0.09198
          -1.2138          -0.3681          -10.823          1.01609
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3153          -1.1006           -2.718            1.234
           0.5091          -0.0476            1.536            1.838
           0.4866          -3.2271           -6.521            1.518
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.57276          -5.1926           -1.262            2.413
         -0.06931          -0.6879           -1.545           -4.833
         -0.35869          -0.2959            1.168            1.526
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.2499         -0.16052         -0.16357           -4.029
          -0.5767          0.20302         -0.02694            1.514
          -1.9760          0.03138         -0.08077           -1.235
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7416          -3.3291          -0.2514           6.6193
          -0.5494          -0.1247          -0.1892          -3.7648
          -0.4171           0.5892          -0.1256          -0.3723
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          6.24024          0.05446            2.810          0.07357
         -2.96371          0.10562            3.167          0.04026
          0.02529          0.04809           -2.822         -0.64144
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.286           0.5060           -6.792          -0.1925
            6.711           0.3082           -4.441          -1.0450
           -3.138           0.2714           -2.910          -0.7399
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9508           -3.494         -0.03935          -11.127
          -0.2304           -1.081          0.22676           -1.461
           0.2086           -2.437         -0.03722           -2.842
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -14.9997          0.03120           -5.394         -0.18820
          -0.9458         -0.08023          -10.074         -0.25979
          -2.0653         -0.06663           -1.856         -0.00723
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.693          -0.2652           0.4261         -0.20308
          -20.026          -0.6785          -0.9602         -0.10694
           -1.309          -1.8118           0.5500         -0.01924
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.733        -0.140041          0.05744          -0.8816
            3.386         0.002171          0.93111          -0.3682
           -2.292        -0.022364          0.07617          -0.1827
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        -0.093968          -1.7602          -0.2379           0.8575
        -0.059403          -0.2807           0.2103          -1.3771
         0.007604           0.9880          -0.2538          -0.3568
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -2.12217           0.3433           0.9869            86.88
          0.08124          -0.1774           1.2109            89.62
          0.85586          -0.1003           1.0156            88.87
 rnd_95776.volume rnd_95787.volume
           -0.016           0.9164
           -9.333         -16.4748
          -20.428          -2.3868
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.492 1.442 6.185 3.197 3.123 0.6535 1.526 4.107 4.898 3.355 1.892
[2,] 3.529 1.451 6.215 3.719 4.338 0.6547 1.530 4.116 4.913 4.855 2.248
[3,] 3.559 1.452 6.445 4.248 4.633 0.6696 1.562 4.161 4.955 4.857 2.254
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.982 1.995 2.900 3.944 3.760 3.449 3.107 3.660 3.786 6.885 2.348
[2,] 4.111 1.996 3.692 4.339 4.036 3.816 3.942 4.356 3.971 6.944 2.407
[3,] 4.336 1.996 3.962 4.714 4.325 4.609 4.243 4.684 4.093 7.039 2.432
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.397 4.489 0.9330 3.457 3.403 2.500 2.918 1.234 3.143 3.189 1.856
[2,] 12.590 4.911 0.9338 4.307 4.434 2.503 3.972 1.234 3.746 3.223 1.880
[3,] 12.620 6.345 0.9358 6.286 5.399 2.530 4.522 1.235 4.604 3.282 1.932
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.655 2.705 2.647 3.256 2.638 1.982 0.6510 2.074 0.6191 2.634 2.351
[2,] 4.043 3.956 3.885 3.308 2.905 2.004 0.6593 2.081 0.6194 2.853 2.807
[3,] 4.734 4.234 4.251 3.449 2.919 2.007 0.6594 2.082 0.6196 3.026 3.142
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.920 1.281 2.446 2.100 2.676 1.636 3.066 2.028 1.304 2.602 2.202
[2,] 1.955 1.325 2.746 2.102 2.676 1.713 3.682 2.083 1.342 3.103 2.572
[3,] 1.971 1.330 2.883 2.112 2.687 1.741 3.792 2.087 1.349 3.364 2.752
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.922 1.540 2.090 1.052 2.584 1.309 1.919 1.719 2.004 3.263 1.150
[2,] 2.289 2.337 2.116 1.059 2.783 1.334 2.000 1.726 2.592 3.907 1.227
[3,] 2.723 2.564 2.117 1.060 3.056 1.358 2.160 1.727 2.669 3.940 1.229
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.471 1.832 2.318 1.039 4.247 3.330 3.321 3.717 3.176 3.153 2.469
[2,] 3.043 1.836 2.953 1.068 4.565 3.333 3.334 4.267 3.184 4.835 3.948
[3,] 3.200 1.849 3.430 1.083 4.766 3.336 3.334 4.295 3.192 4.846 4.220
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6211 2.098 1.563 2.357 1.355 1.589 0.7792 1.682 1.449 4.771 3.586
[2,] 0.6214 2.827 1.586 2.593 1.370 1.671 0.7792 2.688 1.452 4.778 3.610
[3,] 0.6234 4.268 1.601 3.852 1.423 1.785 0.7828 2.704 1.452 4.882 3.639
     [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 1.025 0.8914 0.8829 0.8221 2.001 0.8700 1.357 10.88 8.230 4.600
[2,] 1.026 1.0475 1.1451 0.9958 2.005 0.8712 1.490 11.35 8.954 4.934
[3,] 1.026 1.0502 1.1501 1.0423 2.036 0.8739 1.681 12.27 9.453 6.330
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   4.435  1.831   7.855   4.059   3.965  0.8298  1.938   5.215   6.22
[2,] 145.532 45.341 173.220 540.589 856.659 11.3600 30.025  80.529 109.02
[3,] 129.463 20.707 484.704 584.325 462.316 39.9699 89.785 172.491 183.46
      [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   4.26   2.403   5.056  2.533   3.683   5.008   4.775   4.38   3.946
[2,] 998.27 344.917 290.877 17.536 649.877 514.921 416.855 464.37 690.182
[3,]  41.01  49.565 392.192 15.394 408.985 524.034 442.774 735.53 446.432
       [,19]   [,20]   [,21]   [,22]    [,23]  [,24]  [,25]   [,26]
[1,]   4.648   4.807   8.742   2.982    8.124    5.7  1.185    4.39
[2,] 671.822 341.311 256.770 150.283 3084.640  566.4 10.603  730.59
[3,] 489.688 281.985 328.930  98.743  246.127 1142.9 17.353 1302.58
       [,27]   [,28]   [,29]  [,30]   [,31]  [,32]   [,33]   [,34]   [,35]
[1,]   4.321   3.175   3.705  1.566   3.991   4.05   2.357   4.641   3.434
[2,] 808.723  35.519 766.515  6.638 579.883 132.17  84.849 491.312 821.140
[3,] 876.203 104.406 615.213 17.304 761.438 176.57 127.271 700.901 429.624
       [,36]   [,37]  [,38]  [,39]   [,40]  [,41]  [,42]   [,43]   [,44]
[1,]   3.361   4.135   3.35  2.516  0.8267  2.633 0.7861   3.345   2.985
[2,] 808.783 166.603 346.21 85.193 29.6767 49.155 6.1454 311.649 436.629
[3,] 491.290 277.284  80.53 29.738  3.5658 21.112 4.4994 286.881 401.045
       [,45]  [,46]   [,47]  [,48]  [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   2.439  1.626   3.107  2.667  3.398   2.077   3.893   2.575  1.656
[2,] 103.919 97.084 354.542 25.390  4.653 144.972 580.312 135.529 90.310
[3,]  71.548 31.592 249.815 58.725 68.804  88.606 256.889  36.769 39.952
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   3.304   2.796   2.441   1.956  2.653  1.335   3.281  1.662   2.437
[2,] 481.113 378.248 353.517 500.042 94.460 34.336 293.805 73.187 160.630
[3,] 369.649 278.001 419.693 299.736 18.357 16.970 358.934 71.327 232.222
      [,63]   [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]
[1,]  2.182   2.544   4.144   1.46   3.138  2.327   2.944  1.319   5.393
[2,] 45.298 467.779 611.025 121.96 505.315 34.828 520.333 70.553 476.396
[3,] 20.441 180.802 145.136  19.01 281.317 61.502 496.612 50.502 389.077
      [,72]  [,73]  [,74]  [,75]    [,76]   [,77]   [,78]   [,79]  [,80]
[1,]  4.228  4.217   4.72  4.032    4.004   3.136  0.7887   2.664  1.984
[2,] 43.433 84.670 596.38 66.351 1042.474 876.125  5.5470 539.252 77.236
[3,] 39.125  7.705 137.66 64.974   95.654 424.387 14.1878 909.495 62.300
       [,81]   [,82]   [,83]   [,84]   [,85]  [,86]   [,87]   [,88]  [,89]
[1,]   2.993   1.721   2.018  0.9895   2.136  1.840   6.059   4.553  1.301
[2,] 307.072  58.078 147.086  0.8888 596.584 25.361  70.993 117.569 15.932
[3,] 810.541 108.964 178.855 21.2380  82.500  1.829 284.720 132.498  8.577
       [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   1.132   1.121   1.044   2.541  1.105   1.723   13.81   10.45
[2,] 156.530 207.425 159.866  37.512 12.585 174.768  926.67 1003.44
[3,]  21.385  30.451  87.591 100.031 19.721 221.619 1320.55  862.32
        [,98]
[1,]    5.841
[2,]  507.986
[3,] 1127.926
[1] "--- VAR model 2017-10-02 22:31:00  completed"
[1] "Completed training sample:  2017-10-02 22:31:00 - 2017-10-03 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 23:01:00 - 2017-10-03 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.68243         0.42752         -30.23         -34.98
        -0.03642         0.07340         -19.06         -10.45
        -0.30076        -0.05741         -18.16         -24.47
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.72         0.1312            2.283            11.27
         -26.52        -0.2275            5.458            12.45
         -14.94        -0.1152            3.697            12.63
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            11.19           17.190            4.366           -15.97
            10.12            8.183            2.453           -14.22
            10.09            8.351            2.691           -13.76
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.2112           -2.055          -0.3488            36.18
           1.5488            5.834           5.6677            39.97
           0.4591            2.794           4.1363            37.97
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.184           1.0826           20.359           14.011
            2.135          -0.7094            6.729            5.257
            3.871           6.1468           11.263            5.958
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -19.32           0.5043           -53.53           -9.265
           -16.05           0.2994           -38.05          -28.824
           -16.11           0.1335           -28.19          -15.420
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4204           -5.929           -11.83            3.850
          -0.2868          -26.134           -18.25            6.212
          -0.1405          -17.056           -23.49            5.329
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -37.140           0.0411           -34.96           0.9144
           -7.716           0.0710           -16.01           0.1936
          -25.897           0.1110           -16.41           0.1268
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.465           -25.69           -13.78           -15.63
           -6.690           -22.58           -28.58           -24.38
           -1.450           -11.16           -12.42           -19.18
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          1.68815           1.4241           0.7495         -0.04048
         -0.06561          -0.5476           0.1950          0.72375
          1.03398           3.7385           0.1728         -0.14309
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.7489           0.4098           -1.972           -1.082
          -1.2080          -0.3511           -6.418          -10.277
          -0.7892          -0.3798          -12.865          -12.145
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.761            2.854          -2.6444          -0.4042
            3.906            1.780           0.4292          -0.5635
            2.448            1.596          -6.7306          -0.2339
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.2281          -5.3959          -14.471            3.550
          -0.2367          -0.8729           -5.127            1.470
           0.3690          -0.3783            1.436            2.127
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.2490         -10.4628           -6.108            1.096
          -1.7726         -11.2659          -10.428           -9.796
          -0.2894           0.3825           -2.714           -6.253
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           12.464        -0.077856          0.03119           -2.351
           -7.815         0.006659          0.03341           10.213
           -8.930        -0.063980         -0.02666           -6.232
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.402          -0.6106           0.2849          -2.9951
           -1.254           6.2926          -0.3731           0.2173
           -1.291          -0.5303          -0.6481           5.3705
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -5.2266          -0.5298         -10.5947            1.352
          -0.8112          -0.1322           0.2958            1.693
           6.0875          -0.2289           1.0790            1.854
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -6.7442           1.4061            3.018          -0.6573
          -4.2689          -1.0337            1.859           0.2420
          -0.1453           0.2762            1.212          -0.3367
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7571           -4.618            8.564          -1.6743
          -0.3016           -3.517            5.701          -0.3717
          -0.2739           -3.025            7.065           0.3972
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.3224          0.23481          -1.5409          -0.5447
          -2.2743         -0.23175           0.5936          -0.4741
          -1.6364         -0.07154          -0.1723          -0.3252
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.7302           1.4222           -1.593           0.3320
          -0.2701           0.9449           -3.316           0.4660
          -2.8567           1.2194           -2.470           0.2491
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.6055          1.13313          1.23248           1.4825
           0.8743         -0.35516          1.58677          -2.4795
           0.9167          0.07753          0.02004           0.5477
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.851466           0.4423            9.355           9.8984
         0.178560          -3.4697           -2.080           0.5761
        -0.007024           4.1245           -2.162          -3.8631
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.02693           0.9980           -1.513            6.819
          2.45529           0.9792           -1.557            6.843
          0.40535           0.7792           -1.953            5.334
 rnd_95776.volume rnd_95787.volume
          -37.949           -9.794
           -1.794          -28.171
           -1.873          -13.254
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.626 1.608 7.407 3.543 3.823 0.6837 1.967 5.227 5.414 3.830 2.290
[2,] 3.674 1.627 7.782 4.088 4.798 0.6837 1.970 5.290 5.657 5.855 2.661
[3,] 3.703 1.628 8.149 4.975 5.033 0.7015 2.093 5.320 5.717 5.865 2.687
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.330 2.257 3.431 4.560 3.825 4.273 4.086 4.387 4.516 7.550 2.733
[2,] 4.591 2.260 3.916 4.836 4.158 4.574 4.921 5.683 5.054 7.660 2.776
[3,] 4.830 2.264 4.067 5.044 4.462 4.940 5.110 5.980 5.393 7.826 2.790
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.873 5.200 1.034 3.810 3.800 2.965 3.406 1.266 3.425 3.551 1.929
[2,] 13.270 5.683 1.039 5.034 5.397 2.966 4.437 1.266 4.043 3.594 1.957
[3,] 13.443 7.350 1.042 7.061 6.219 3.005 5.213 1.269 4.962 3.639 2.008
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.033 3.222 3.304 3.539 2.790 1.943 0.6922 2.504 0.8296 2.790 2.512
[2,] 4.532 4.331 4.427 3.633 3.097 1.970 0.7024 2.505 0.8347 3.069 3.249
[3,] 5.244 4.560 4.862 3.640 3.113 1.972 0.7027 2.507 0.8364 3.248 3.534
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.118 1.471 2.876 2.499 2.707 1.755 3.393 2.125 1.396 2.807 2.428
[2,] 2.174 1.555 3.080 2.499 2.708 1.861 4.051 2.170 1.444 3.237 2.881
[3,] 2.252 1.563 3.360 2.528 2.734 1.880 4.280 2.199 1.470 3.623 3.135
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.104 1.769 2.238 1.154 2.948 1.289 2.073 2.036 2.240 3.283 1.349
[2,] 2.582 2.799 2.261 1.169 3.054 1.296 2.094 2.036 2.966 4.021 1.368
[3,] 2.962 3.150 2.261 1.170 3.510 1.337 2.330 2.037 3.038 4.061 1.368
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.001 1.936 2.760 1.143 4.533 3.419 3.385 3.764 3.926 3.883 3.144
[2,] 3.309 1.943 3.236 1.184 4.939 3.432 3.408 4.332 4.164 5.090 4.147
[3,] 3.504 1.962 3.794 1.193 5.136 3.440 3.409 4.404 4.265 5.116 4.462
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6546 2.362 1.867 2.782 1.501 1.751 0.8813 1.832 1.614 4.854 4.318
[2,] 0.6558 3.513 1.952 3.154 1.583 1.821 0.8820 2.838 1.633 4.865 4.324
[3,] 0.6610 4.512 1.981 4.049 1.612 1.931 0.8863 2.850 1.636 4.930 4.583
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.402 1.347 1.292 1.150 2.137 1.031 1.262 11.21  8.164 4.974
[2,] 1.478 1.830 1.919 1.617 2.144 1.068 1.325 11.86 10.154 5.445
[3,] 1.492 1.967 2.076 1.978 2.199 1.077 1.400 12.88 10.530 7.101
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.605  2.042   9.406   4.499   4.854  0.8682   2.498   6.638
[2,] 185.963 79.440 756.998 646.495 918.917  2.5595  37.617 257.016
[3,] 148.821  6.513 766.506 898.291 482.415 49.6682 223.319 179.965
        [,9]    [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]
[1,]   6.875    4.864   2.908   5.499  2.867   4.357   5.791   4.858
[2,] 519.758 1403.884 429.088 483.405 32.819 598.372 510.277 516.228
[3,] 262.634  106.758 118.409 475.369 45.017 348.076 454.827 513.280
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   5.426   5.188    5.57   5.735   9.587   3.471    9.997    6.603
[2,] 517.168 869.305 1145.07 718.868 409.755 153.795 3385.950  726.939
[3,] 590.981 437.297  589.95 596.421 508.335  89.582  681.656 1477.252
      [,25]    [,26]    [,27]   [,28]   [,29]  [,30]  [,31]   [,32]
[1,]  1.313    4.838    4.826   3.765   4.325  1.608   4.35   4.509
[2,] 32.254 1042.944 1214.918  31.314 901.359  9.995 681.02 176.069
[3,] 23.750 1569.566  979.079 153.018 867.163 25.027 911.58 181.942
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40] [,41]
[1,]   2.449   5.121   4.091   4.195   4.494   3.542   2.467  0.879  3.18
[2,] 105.876 655.645 917.529 934.052 259.847 426.789 102.730 37.861 22.45
[3,] 141.441 835.985 451.707 636.968  74.017  97.703  30.365  5.638 28.57
      [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.053   3.543   3.19   2.689   1.868   3.652   3.173   3.437   2.228
[2,] 29.328 405.103 653.00 155.191 159.678 349.093   3.623  30.948 195.995
[3,] 16.590 337.615 440.71 186.717  52.244 426.257 120.047 119.166  85.779
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.309   2.699   1.773   3.564   3.084   2.672   2.246   2.841
[2,] 701.699 139.001 117.058 510.838 491.503 474.554 687.664 102.289
[3,] 437.595 111.557  87.358 515.892 391.552 460.233 457.763   3.059
      [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]  [,66]   [,67]
[1,]  1.465   3.743   1.637   2.633  2.585   2.844   4.169  1.713   3.811
[2,] 59.911 253.825  40.541  93.290 15.474 616.129 735.894 70.763 442.168
[3,] 11.684 548.270 104.136 323.854 16.166 208.265 180.543 10.987 365.355
      [,68]   [,69]  [,70]   [,71]  [,72]   [,73]   [,74]   [,75]    [,76]
[1,]  2.459   3.505  1.451   5.756  4.341   4.298   4.779   4.985    4.931
[2,] 52.609 535.703 98.550 622.093 96.903 126.347 680.135 439.931 1043.190
[3,] 84.774 627.698 44.320 446.837 72.376  16.091 250.592 292.815  162.166
       [,77]   [,78]   [,79]  [,80]   [,81]   [,82]   [,83]  [,84]   [,85]
[1,]   3.993  0.8313   2.999   2.37   3.533   1.906   2.224  1.119   2.326
[2,] 856.885 12.0724 824.399 181.27 470.988 159.004 158.325 11.051 687.008
[3,] 522.561 26.2936 897.261 106.93 804.453  97.427 203.850 27.545  84.331
      [,86]   [,87]   [,88]  [,89]  [,90]   [,91]  [,92]   [,93]  [,94]
[1,]  2.049   6.164   5.484   1.78   1.71   1.641   1.46   2.714  1.309
[2,] 80.558 103.396  68.791 148.60 392.87 449.660 360.65  53.728 88.363
[3,] 29.326 253.693 481.279  63.10 228.75 251.178 361.11 155.094 45.284
       [,95]   [,96]   [,97]    [,98]
[1,]   1.603   14.24   10.37    6.316
[2,] 128.035 1227.26 1913.80  702.016
[3,] 143.184 1594.38  884.20 1444.772
[1] "--- VAR model 2017-10-02 23:01:00  completed"
[1] "Completed training sample:  2017-10-02 23:01:00 - 2017-10-03 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-02 23:31:00 - 2017-10-03 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.457          0.7442         -23.65         -30.61
          -1.295          0.2691         -29.13         -22.86
          -1.380         -0.2030         -26.97         -30.33
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -42.29         0.7211            4.657           11.323
         -40.57         1.2583            5.334            9.944
         -31.76         0.8090            3.937           15.332
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           11.358           16.861            2.935           -16.56
            9.882            6.481            3.466           -16.60
            8.253            6.596            2.711           -15.96
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.400            6.569          -2.8128            38.54
            2.882            1.483          -0.9817            36.55
            4.599            1.845          -0.9585            41.35
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.814         -6.95271            5.224           4.1960
           -1.348          0.03738            7.592          -0.8743
           -3.460         -2.09023           11.976           6.9504
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -23.69         -0.23959           -81.24           -11.65
           -19.26         -0.08425           -36.33           -38.01
           -23.81         -0.03626           -44.84           -13.88
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.13289           -16.35           -13.33            2.929
          0.12391           -39.63           -29.33            3.683
          0.03073           -15.31           -29.38            2.491
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -28.98           0.7697           -40.20          0.01622
           -22.77           0.4105           -23.42          0.69556
           -32.14           0.3445           -28.64         -0.04210
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.163           -33.19           -31.49           -40.49
           -4.360           -26.42           -28.40           -31.60
           -4.449           -24.21           -23.09           -27.90
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8872            5.672          -0.8263           1.1104
           1.4756           -5.473          -0.4092           0.8660
           0.6756            3.538          -0.1919           0.7824
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.25618         0.350072           -12.17           -19.17
         -0.67397        -0.002671           -17.36           -21.22
         -0.08385        -0.079600           -11.42           -21.48
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.558           0.5653           -9.642         -0.02639
            4.064           0.9621          -12.249          5.28399
            6.076           0.5685          -11.678          1.70814
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1199          -0.8089          -5.0484            4.551
          -1.3376          -1.6930           0.2658            3.450
          -0.3363          -2.1024         -10.1896            2.890
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.0277          -21.309         -15.0431           -1.185
           0.8741            4.058          -3.0444          -13.946
          -0.8923           -3.970           0.2946            5.207
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           13.023          -0.7078        -0.043872          -15.563
          -15.203          -0.1722         0.057317            6.051
           -3.474          -0.1889         0.004266          -11.528
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.103           -8.272          -0.1031           -3.265
           -1.530           -2.436           0.3875           -7.059
           -1.604           -1.130          -0.5192            1.363
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.548         -0.72787           -1.212           0.4288
           -8.002         -0.07054           -5.344           0.9613
           -1.119         -0.05893           -5.624           0.3163
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.472         -0.01089          0.39018           -2.638
           -4.260         -0.14527          0.07514            3.239
           -6.917          0.14895         -0.07570            2.969
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1611            6.653            6.281           -7.397
           0.1191          -10.323            5.899           -1.077
           0.1219           -8.052            7.437           -6.781
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -9.8296          0.09147           1.4612           -1.831
           0.3293          0.30014          -9.5421           -1.344
          -6.8078          0.13892          -0.4179           -1.079
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -4.3334            1.179          -4.3086          0.22944
          -0.5414            1.414          -1.9927          0.06517
          -4.6594            1.185           0.3307         -0.12689
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           9.0098           2.4826            3.118           -9.249
          -0.3752          -2.5554            3.403           -8.566
          -2.8428           0.2804            1.657           -6.875
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.7959           4.6979           0.1181           -2.673
           0.5146          -2.0163           2.2474            4.256
          -0.4150           0.7481          -1.3444           -1.433
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.7761           0.6862           -3.514            9.098
          -0.8462           0.9871           -2.693            5.726
          -0.4438           1.2494           -3.949            3.582
 rnd_95776.volume rnd_95787.volume
           16.110           -14.65
          -21.414           -35.87
           -8.876           -14.58
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.850 1.824 7.998 4.670 4.849 0.6805 2.078 5.801 6.018 5.083 2.794
[2,] 3.908 1.835 8.444 5.221 5.636 0.6808 2.082 5.896 6.394 6.376 3.232
[3,] 3.960 1.835 8.736 6.057 5.897 0.7020 2.219 5.943 6.520 6.393 3.272
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.423 2.466 4.026 5.205 4.002 4.307 4.521 7.753 4.749 8.962 3.028
[2,] 4.692 2.505 4.182 5.307 4.353 4.913 5.534 8.695 5.242 9.088 3.033
[3,] 4.942 2.560 4.281 5.315 4.641 5.061 5.709 9.044 5.637 9.300 3.052
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.649 5.563 1.099 4.069 4.357 3.245 4.684 1.285 4.691 3.810 1.940
[2,] 14.585 6.063 1.111 5.665 5.869 3.287 5.590 1.292 5.444 3.828 2.015
[3,] 14.853 7.912 1.118 7.746 6.602 3.390 6.370 1.307 6.261 3.848 2.060
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.542 4.101 3.848 3.745 3.078 1.991 0.7391 2.991 0.9527 2.945 2.543
[2,] 5.204 4.835 4.791 3.839 3.541 2.017 0.7513 2.993 0.9615 3.250 3.498
[3,] 5.874 5.080 5.174 3.852 3.563 2.026 0.7523 3.004 0.9621 3.420 3.695
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.220 1.635 3.191 3.016 2.949 1.976 3.632 2.316 1.560 2.993 2.596
[2,] 2.256 1.682 3.389 3.042 2.952 2.050 4.718 2.336 1.616 3.535 3.146
[3,] 2.315 1.684 3.587 3.221 2.993 2.059 5.004 2.384 1.662 4.197 3.674
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.392 2.037 2.576 1.260 3.336 1.367 2.288 2.188 2.672 3.525 1.470
[2,] 2.975 3.125 2.643 1.272 3.460 1.373 2.300 2.188 2.980 4.263 1.494
[3,] 3.381 3.442 2.643 1.274 4.013 1.414 2.513 2.188 3.008 4.272 1.494
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.282 2.014 2.734 1.287 5.135 4.542 3.353 3.740 3.830 4.187 3.166
[2,] 3.643 2.015 3.338 1.287 5.452 4.729 3.380 4.439 4.130 5.082 4.034
[3,] 3.751 2.065 3.703 1.287 5.646 4.765 3.380 4.606 4.247 5.102 4.342
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6563 2.573 2.054 3.114 1.814 1.856 0.9561 2.118 2.366 5.144 4.508
[2,] 0.6570 3.855 2.112 3.671 1.866 1.906 0.9561 3.311 2.375 5.164 4.527
[3,] 0.6616 4.517 2.154 4.326 1.894 2.027 0.9590 3.381 2.388 5.266 4.733
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.268 1.734 1.933 1.463 2.522 1.102 1.389 10.99  9.225 5.502
[2,] 2.564 2.332 2.624 2.041 2.523 1.132 1.456 11.60 12.619 6.003
[3,] 2.566 2.663 2.726 2.514 2.610 1.142 1.522 12.63 12.909 7.740
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.889  2.316   10.16    5.93    6.157  0.8641   2.639   7.367
[2,] 248.035 73.922 1001.97  863.30 1062.162  7.4402  46.000 388.406
[3,] 236.510 17.657  828.23 1136.01  642.127 63.3130 284.018 277.519
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.642    6.455   3.548   5.616   3.132   5.112   6.609   5.082
[2,] 798.781 1423.187 600.257 579.429 162.175 419.299 383.728 633.649
[3,] 471.545  172.690 190.302 574.025 194.384 337.313 105.632 595.520
       [,17]    [,18]    [,19]  [,20]  [,21]   [,22]   [,23]    [,24]
[1,]   5.469    5.741    9.844   6.03  11.38   3.845   12.25    7.064
[2,] 873.957 1180.181 1455.985 820.80 557.14  67.401 4044.72  891.365
[3,] 450.472  517.859  919.536 766.36 730.52 125.655 1038.73 1879.542
      [,25]    [,26]    [,27]  [,28]    [,29]  [,30]    [,31]   [,32]
[1,]  1.395    5.167    5.533   4.12    5.948  1.631    5.957   4.838
[2,] 60.461 1457.573 1454.160 194.87 1128.288 52.004 1021.316 136.723
[3,] 46.580 1953.627 1117.835 306.57 1129.567 71.762 1143.644 145.823
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.464    5.768   5.208    4.887   4.756   3.909   2.529  0.9385
[2,] 201.370  939.451 946.866 1055.210 311.584 646.852 117.888 49.8476
[3,] 158.678 1007.522 576.347  722.406 117.505 147.107  69.883 14.7600
      [,41] [,42]  [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]
[1,]  3.799  1.21   3.74   3.229   2.819   2.076   4.052   3.83   3.745
[2,] 32.367 47.99 508.69 888.474 147.238 147.207 422.542 145.91  47.062
[3,] 95.784 12.74 393.59 440.104 192.895  24.514 434.577 391.59 182.469
       [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.509    4.612   2.941   1.981   3.801   3.297   3.037   2.587
[2,] 202.773 1113.849 112.302 155.091 695.601 657.248 654.238 876.066
[3,]  67.807  616.033 175.773 144.287 836.316 701.737 594.152 533.491
      [,58] [,59]   [,60]   [,61]   [,62] [,63]   [,64]   [,65]  [,66]
[1,]   3.27  1.60   4.237   1.736   2.905 2.778   3.393   4.476  1.867
[2,] 219.40 66.34 339.361  45.896  87.178 7.399 487.954 886.654 97.956
[3,]  12.23 23.46 751.318 125.800 374.854 9.615 151.212 104.467  9.530
       [,67]   [,68]   [,69] [,70]   [,71]   [,72]   [,73]  [,74]   [,75]
[1,]   4.168   2.558   3.472 1.635   6.521   5.768   4.258   4.75   4.863
[2,] 584.469   8.912 708.453 4.247 677.318 486.454 157.085 884.04 572.244
[3,] 331.310 168.512 592.755 1.740 542.013 218.424   9.992 454.24 365.549
        [,76]  [,77]   [,78]    [,79]   [,80]   [,81]   [,82]   [,83]
[1,]    5.317   4.02  0.8333    3.267   2.608   3.954   2.303   2.357
[2,] 1065.332 924.72 11.7265 1061.478 182.183 718.701 161.730 160.785
[3,]  163.373 593.19 28.8666  870.539 156.853 846.692 119.906 254.739
      [,84]  [,85]  [,86]   [,87]   [,88]  [,89]   [,90]   [,91]   [,92]
[1,]  1.214   2.69  3.004   6.533   5.724   2.88   2.201   2.455   1.858
[2,]  3.241 940.88 79.206 166.465 152.366 442.23 576.490 656.059 526.004
[3,] 27.180 252.59 89.429 381.096 511.648  31.86 475.685 273.256 542.800
       [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   3.203  1.399   1.764   13.95   11.71    6.987
[2,]  20.717 96.859 160.789 1374.59 3183.87  887.878
[3,] 246.666 54.040 164.043 1848.52 1007.30 1806.706
[1] "--- VAR model 2017-10-02 23:31:00  completed"
[1] "Completed training sample:  2017-10-02 23:31:00 - 2017-10-03 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 00:01:00 - 2017-10-03 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.16845        -0.02236         -17.92         -17.67
         0.10821        -0.11401         -22.15         -28.75
         0.04836         0.12743         -21.84         -20.37
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -32.79         0.9936            6.810           6.4913
         -29.06         1.7875            6.136          -0.2407
         -29.99         1.3865            5.825           6.0731
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           10.690           11.388            5.943           -15.19
            7.071            6.558            3.137           -18.62
            9.652            3.320            2.201           -17.77
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.75764           0.5391        -0.014341            39.38
         -0.25491           0.4848         0.332681            42.51
         -0.04241           0.7187         0.004845            41.09
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.9661          -0.9268            6.522            3.654
          -3.1676          -4.0086            3.558            4.929
          -3.2431          -4.1368            7.559            3.254
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -17.30          -1.9743           -33.97           -23.83
           -18.64          -0.7589           -29.44           -19.55
           -18.50           0.3038           -38.37           -17.15
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.720           -28.10           -26.08          -1.7050
            5.297           -17.54           -25.05          -0.9831
            3.202           -17.75           -22.70          -0.8101
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -17.56        -0.001702           -22.53        -0.831910
           -25.50        -0.141373           -26.84        -0.631972
           -21.17        -0.115751           -24.42        -0.003614
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.908           -24.97           -16.84           -12.45
           -3.857           -18.00           -19.36           -20.75
           -4.159           -16.89           -21.56           -22.62
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -2.2258          -5.7033         0.449343         -0.93200
          -0.7859          -0.8716        -0.155489         -0.03051
          -1.0136          -3.6277        -0.006583         -0.58262
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9995          0.01778           -6.300           -12.44
           0.6818         -0.70565           -3.500           -11.05
          -0.2637         -0.36020           -5.833           -10.92
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.06584           0.2685          -10.340           0.3754
         -0.95619           0.2991           -7.209           3.4428
         -0.51155          -0.1352           -7.952           0.9685
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.9885          -2.2884          -0.1459            4.771
           1.7589          -1.4602          -6.5226            3.981
           0.6208          -0.8575          -3.2278            5.269
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5347           -2.454          -6.5828         -11.7092
          -0.3048           -2.784          -0.6791           0.6994
          -0.2910           -5.590          -4.0360          -1.7984
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -10.1898          -1.5023          0.01839            5.500
          -6.4339          -0.4360          0.22205           -8.576
          -0.1371          -0.3522         -0.17251           -6.359
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.965           -1.183           1.4548           -2.893
           -2.907           -1.632           0.4641            1.209
           -1.932           -5.863          -0.2377           -2.818
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.6733         -0.48092          -5.3613         -0.40248
          -0.7184         -0.07809          -2.6663         -0.17030
          -1.1817         -0.02776           0.7366         -0.07931
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.38798         -0.24391           2.2253          -0.5967
         -3.45222         -0.45375           1.5265          -0.4435
          0.04914         -0.02554           0.9937          -0.2901
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.45950           -3.653           -1.607           -3.169
         -0.39808           -6.624           -3.019           -3.136
         -0.01424           -5.379           -1.856           -2.954
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.931          -0.1037            1.783          -3.4075
           -2.150          -0.4293           -2.913          -1.6527
           -6.503          -0.2416           -2.947          -0.5997
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.3399           0.4028           -2.110          0.02554
          -2.6255          -0.2891            0.594         -0.01196
           0.1892           0.3130           -1.351         -0.11492
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -6.5929         -0.26633           1.2176           -21.83
          -3.2309         -0.02368           1.7163           -23.10
          -0.4413         -0.02676           0.7462           -17.25
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.69918           5.5030            3.091          -0.3025
          0.45765          -0.6700            3.589           5.1248
         -0.05477           0.5109           -0.794          -0.2962
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.5714            1.018           -5.732           -4.767
          -0.7665            1.070           -4.917           -7.206
          -4.0761            0.915           -4.721           -7.088
 rnd_95776.volume rnd_95787.volume
          -12.062           -19.10
          -12.706           -18.71
           -3.861           -16.27
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.128 2.038 8.317 5.155 5.384 0.9217 2.192 6.140 6.340 5.292 3.325
[2,] 4.243 2.043 8.613 5.625 6.234 0.9498 2.192 6.231 6.592 6.983 3.705
[3,] 4.315 2.045 8.911 6.392 6.512 0.9635 2.278 6.353 6.768 6.995 3.752
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.447 3.832 4.698 5.249 4.376 4.887 4.850 8.769 5.019 9.141 3.360
[2,] 4.712 4.003 4.701 5.354 4.726 5.411 5.892 9.382 5.562 9.234 3.390
[3,] 4.956 4.158 4.708 5.359 5.069 5.444 5.989 9.432 5.907 9.590 3.414
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.36 6.400 1.331 5.233 5.107 3.660 5.178 1.328 5.155 3.965 2.003
[2,] 14.98 6.945 1.349 6.638 6.476 3.852 5.856 1.334 5.826 3.978 2.056
[3,] 15.13 8.135 1.411 8.029 7.127 4.078 6.511 1.350 6.521 3.991 2.131
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41] [,42] [,43] [,44]
[1,] 4.771 4.502 4.139 4.119 3.253 2.304 0.8148 3.277 1.183 3.059 2.708
[2,] 5.499 5.263 5.074 4.216 3.814 2.319 0.8215 3.279 1.218 3.454 3.719
[3,] 5.905 5.462 5.497 4.240 3.839 2.321 0.8254 3.294 1.252 3.641 3.967
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.540 1.899 3.469 3.544 3.382 2.075 3.966 2.298 1.711 3.489 2.941
[2,] 2.631 1.927 3.699 3.578 3.401 2.127 5.029 2.316 1.756 4.112 3.570
[3,] 2.675 1.928 3.873 3.687 3.439 2.135 5.423 2.325 1.788 4.816 4.083
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.696 2.240 3.075 1.352 3.765  1.48 2.566 2.545 3.095 4.103 1.627
[2,] 3.449 3.571 3.104 1.366 3.899  1.48 2.574 2.550 3.324 4.543 1.657
[3,] 3.928 3.865 3.105 1.374 4.656  1.53 2.809 2.550 3.414 4.559 1.658
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.590 2.174 2.830 1.380 5.590 5.380 3.968 4.066 4.285 4.376 3.686
[2,] 3.988 2.175 3.658 1.381 6.023 5.412 4.096 4.752 4.739 5.190 4.351
[3,] 4.067 2.213 3.909 1.381 6.237 5.444 4.107 4.859 4.970 5.247 4.606
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6917 3.072 2.743 3.817 2.037 1.990 0.9968 2.407 2.618 5.474 4.997
[2,] 0.6928 4.248 2.981 4.252 2.044 2.031 0.9969 3.666 2.623 5.503 5.086
[3,] 0.7014 4.673 3.036 4.731 2.069 2.148 0.9994 3.746 2.623 5.595 5.379
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.498 2.305 2.156 1.681 2.695 1.382 1.436 10.81  9.744 6.238
[2,] 2.726 3.033 3.029 2.669 2.695 1.382 1.522 11.45 12.851 6.808
[3,] 2.732 3.186 3.171 3.246 2.805 1.399 1.578 12.49 13.102 8.007
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]   [,6]    [,7]    [,8]
[1,]   5.242  2.588   10.56    6.546    6.836   1.17   2.783   7.796
[2,] 432.428 65.824  986.60  991.117 1385.305 101.12  14.447 469.084
[3,] 347.219 37.766 1006.35 1338.160  829.116  71.14 272.191 544.545
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   8.05    6.72   4.223   5.647   4.865   5.966   6.665   5.557
[2,] 796.51 2007.66 719.674 686.590 510.203  73.588 465.742 786.414
[3,] 675.37  177.13 262.123 677.237 495.533 113.795 107.319 807.087
        [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    6.205    6.159   11.13    6.374   11.61   4.267   13.16    8.127
[2,] 1024.065 1474.114 1469.98 1055.316  574.82 196.707 4769.14 1188.276
[3,]  265.024  473.605  426.13  876.708 1140.81 180.347  915.85 1866.689
       [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   1.691    6.645    6.485   4.647    6.576  1.686    6.546   5.035
[2,]  96.316 1799.461 1754.495 528.936 1204.711 60.084 1195.936 139.706
[3,] 182.405 1989.763 1310.737 590.000 1253.845 88.770 1291.102 145.292
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   2.544    6.058    5.717    5.256   5.231   4.131   2.926  1.035
[2,] 204.957 1204.840 1201.432 1293.350 396.451 877.311 115.270 46.332
[3,] 245.818  948.070  643.577  931.499 195.172 195.157  46.332 35.045
       [,41]   [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.161   1.502   3.885    3.438   3.225   2.412   4.405   4.501
[2,]  56.216 126.999 706.513 1123.231 303.370 144.176 565.496 215.440
[3,] 138.332 127.958 508.187  609.118 211.437  15.145 506.360 393.147
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   4.294   2.636    5.037   2.918   2.172    4.431   3.735   3.423
[2,] 157.097 204.278 1362.575 126.380 174.321  958.534 891.243 948.411
[3,] 227.006  82.218  893.892  93.134 149.196 1104.342 873.308 827.511
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    2.844   3.905  1.716    4.781   1.879   3.258  3.231   3.931
[2,] 1225.674 185.813 87.423  445.949  11.859  87.904 69.930 534.104
[3,]  651.106  36.687 64.266 1121.182 170.828 495.952 18.517 343.300
      [,65]   [,66]   [,67]   [,68]    [,69]  [,70]   [,71]   [,72]
[1,]   5.21   2.066   4.558   2.761    3.594  1.752   7.099   6.832
[2,] 859.94 138.362 765.788  20.391 1021.350 23.812 987.396 258.809
[3,] 169.14  18.344 349.835 180.641  607.379 20.397 713.820 259.195
       [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   5.039    5.163   5.441    5.556    4.681  0.8784    3.901   3.483
[2,] 446.411 1083.979 892.260 1229.785 1017.961 17.3658 1292.660 514.235
[3,] 133.783  445.263 659.935  339.383  666.072 48.2629  857.572 253.255
       [,81]   [,82]   [,83]  [,84]    [,85]  [,86]   [,87]   [,88]
[1,]   4.846   2.586   2.527  1.266    3.056  3.325   6.951   6.346
[2,] 825.817  74.794 179.607  4.382 1218.730 69.654 247.846 416.341
[3,] 913.833 143.050 307.785 31.028  338.047  2.735 445.108 771.144
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   3.172   2.927   2.737   2.134   3.422  1.755   1.823   13.72
[2,] 480.863 868.429 937.632 913.585  16.625  3.261 222.396 1669.77
[3,]  84.220 431.031 413.974 814.237 342.810 95.762 184.533 2195.40
       [,97]    [,98]
[1,]   12.37    7.922
[2,] 3691.47 1201.673
[3,] 1126.25 1856.910
[1] "--- VAR model 2017-10-03 00:01:00  completed"
[1] "Completed training sample:  2017-10-03 00:01:00 - 2017-10-03 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 00:31:00 - 2017-10-03 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -8.687          0.3464         -18.82         -33.31
          -6.503          0.1414         -17.49         -37.19
          -4.461         -0.1580         -18.24         -34.31
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -29.26         1.7859            4.540            9.319
         -33.50         0.6595            6.308            8.506
         -36.85         1.3837            5.038           11.317
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.565           10.524            0.843           -17.73
            8.463            4.635            1.443           -15.81
            5.317            8.189            2.198           -16.59
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.849           -1.404           -3.598            40.45
           -0.829           -1.680           -2.220            37.62
           -1.030           -1.083           -2.472            38.04
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.972          -11.526            1.517            7.538
           -5.393           -4.967            1.000            2.885
           -7.607           -8.182            4.142            3.009
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -20.45          -0.9158           -28.65           -20.05
           -20.05          -0.2276           -41.24           -15.25
           -21.32          -0.1021           -38.42           -19.19
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.960           -31.63           -37.41          -10.463
            1.091           -23.60           -30.65          -11.001
            2.468           -23.72           -27.19           -9.699
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -31.03           0.7973           -32.13           0.2074
           -35.46           1.0220           -35.14          -1.3065
           -31.36           0.8401           -30.76          -0.1787
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.153           -18.60           -18.49           -12.04
           -5.142           -28.23           -25.97           -17.23
           -6.235           -27.87           -26.67           -25.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.8646           -1.118         0.312850           0.3567
           0.9997           -3.520        -0.161201           0.4303
           0.9323            3.040         0.007401           0.4693
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            7.000          0.48814           -2.978          -17.665
            6.429          0.08453           -6.232           -7.809
            3.924         -0.10001           -7.946          -14.386
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.225         -0.20365          -14.828           0.7690
            3.419         -0.05922           -9.867           2.2071
            2.986          0.06908           -6.908           0.7836
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.446          0.16698           -1.765            3.426
            2.411         -0.06686           -5.212            5.579
            4.539          0.01626           -5.686            2.198
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.02674          -0.2894          -0.8008          -2.8896
         -0.22191          -2.8445          -1.7242           0.4268
         -0.70291          -6.6317          -4.5728          -1.6424
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.132         -0.24835          0.09729          -6.4680
           -2.271         -0.11599          0.22059           2.4654
           -1.420         -0.01441          0.12725          -0.7119
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.321          -2.9540          -0.0489           -2.729
           -1.726           2.1107           0.2830           -3.325
           -2.872          -0.9073           0.4427            1.858
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.207          0.15544           -3.655         -0.29549
           -3.249          0.06063           -1.355          0.24027
            2.663          0.02151           -1.274         -0.02483
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.3703        -0.117672           -6.424           -5.271
          -2.0387        -0.001920           -4.392           -3.871
          -2.5693        -0.003329           -3.087           -2.583
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.3750           -13.75           -12.76           -15.35
          -1.3432           -10.10           -12.73           -13.62
          -0.4953           -10.02           -12.14           -11.11
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -13.688           0.0261           -10.53          -3.0623
          -11.233           0.4227           -13.63          -1.9039
           -9.172           0.3157           -11.22          -0.9334
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -15.767          -0.6656          -0.7612          0.04830
          -10.633          -0.1969          -0.1913          0.02164
           -9.313           0.3856          -0.9295          0.01135
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.8026        0.2508006          -0.6584           -23.13
          -1.7240        0.0589611          -0.7806           -23.24
          -0.2695       -0.0006552          -0.5819           -20.41
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.3919           3.8200           6.4224           5.8073
           0.8802           0.2242           0.7502           3.2063
          -0.2778           2.5383           1.1826           0.0517
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.623           0.4889           -6.106           -8.869
            2.842          -0.1313           -6.201           -8.177
           -1.549           1.1143           -5.729           -9.563
 rnd_95776.volume rnd_95787.volume
           -4.989           -24.09
          -17.436           -18.95
           -7.806           -22.55
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.478 2.211 8.715 5.649 5.823 0.9711 2.660 6.815 7.030 5.926 3.607
[2,] 4.679 2.214 9.083 6.182 6.799 1.0055 2.730 6.988 7.266 7.523 3.924
[3,] 4.773 2.215 9.391 6.745 7.024 1.0318 2.907 7.092 7.619 7.533 3.974
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.570 4.130 4.814 5.305 4.723 4.938 5.092 9.282 5.548 9.549 3.919
[2,] 4.878 4.372 4.825 5.424 5.179 5.412 5.964 9.741 6.112 9.646 3.935
[3,] 5.117 4.418 4.828 5.433 5.612 5.509 6.109 9.827 6.351 9.792 3.968
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.18 6.910 1.580 6.450 6.031 3.829 5.595 1.406 5.653 4.312 2.069
[2,] 16.16 7.321 1.633 7.430 7.143 4.101 6.344 1.414 6.241 4.336 2.101
[3,] 16.44 8.449 1.746 8.574 7.690 4.424 6.843 1.435 6.978 4.417 2.181
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41] [,42] [,43] [,44]
[1,] 5.642 4.835 4.876 4.331 3.434 2.402 0.9551 3.993 1.277 3.219 2.805
[2,] 6.188 5.657 5.519 4.454 4.085 2.414 0.9579 4.041 1.309 3.688 3.747
[3,] 6.743 5.835 6.018 4.479 4.168 2.419 0.9634 4.100 1.342 3.890 4.054
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.620 2.089 3.649 4.204 3.549 2.295 4.618 2.557 1.834 3.618 3.068
[2,] 2.751 2.117 3.836 4.229 3.549 2.305 5.692 2.560 1.886 4.343 3.826
[3,] 2.836 2.117 4.023 4.322 3.559 2.305 6.085 2.682 1.922 5.097 4.399
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.962 2.223 3.426 1.446 3.967 1.592 2.809 2.757 2.977 3.840 1.749
[2,] 3.679 3.683 3.428 1.471 4.055 1.592 2.811 2.758 3.714 4.964 1.761
[3,] 4.182 4.027 3.431 1.473 4.879 1.644 3.042 2.758 3.762 4.970 1.763
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.906 2.344 2.859 1.521 5.984 5.615 4.382 4.734 4.521 4.688 4.083
[2,] 4.502 2.351 3.589 1.522 6.469 5.697 4.705 4.981 5.081 5.345 4.853
[3,] 4.673 2.379 4.327 1.522 6.681 5.749 4.782 5.090 5.343 5.456 4.975
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7599 3.708 3.149 3.921 2.346 2.179 1.181 2.585 2.763 5.822 5.243
[2,] 0.7616 4.661 3.566 4.381 2.347 2.267 1.181 3.894 2.767 5.858 5.364
[3,] 0.7697 5.034 3.694 4.921 2.366 2.392 1.181 3.996 2.767 5.959 5.703
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.702 2.574 2.364 2.065 3.018 1.530 1.553 10.59 10.42 6.736
[2,] 2.998 3.293 3.158 2.888 3.018 1.532 1.681 11.23 13.58 7.127
[3,] 3.023 3.601 3.299 3.397 3.171 1.539 1.771 12.26 13.75 8.249
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   5.686  2.808   11.07    7.173    7.394   1.233   3.378   8.654
[2,] 584.484 51.465 1101.95 1082.176 1512.285 112.210 265.527 665.290
[3,] 405.932 15.650 1028.72 1161.933  760.169  99.819 429.353 522.271
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   8.927    7.525   4.581   5.804   5.244   6.113   6.736   5.997
[2,] 792.075 1997.156 664.845 734.709 618.129 141.233 488.784 916.066
[3,] 987.659  164.213 271.845 665.846 275.177  80.032 130.159 931.135
      [,17]    [,18]   [,19]    [,20]  [,21]   [,22]  [,23]    [,24]
[1,]   6.27    6.466   11.79    7.046  12.13   4.977   14.2    8.775
[2,] 954.68 1337.869 1272.64 1105.005 588.72 150.503 5024.4 1042.293
[3,] 442.75  568.513  560.55  742.993 726.16 221.009 1293.4 1816.974
       [,25]   [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   2.007    8.19    7.659   4.862    7.105   1.785    7.178   5.476
[2,] 177.881 1589.04 1649.059 632.317 1288.262  67.003 1139.805 194.020
[3,] 265.473 1844.04 1226.875 714.773 1104.823 104.250 1344.300 363.925
       [,33]    [,34]    [,35]    [,36] [,37]   [,38]  [,39]  [,40]
[1,]   2.628    7.164    6.139    6.192   5.5   4.361   3.05  1.213
[2,] 156.973 1095.485 1265.622 1113.648 447.6 953.162 105.50 31.996
[3,] 252.436 1154.611  616.569 1033.362 201.7 356.544  66.82 44.195
       [,41]   [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.071   1.621   4.087    3.562   3.327   2.653   4.634   5.338
[2,] 266.951 124.513 775.434 1070.190 361.758 147.712 509.335 199.213
[3,] 297.452 128.218 533.716  667.228 296.995   2.345 523.039 384.503
       [,49]  [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   4.507  2.914    5.865   3.248   2.329    4.594   3.896   3.762
[2,]  12.865 91.923 1433.424  46.588 188.476 1035.046 984.971 940.210
[3,] 114.774 16.589  927.162 344.218 160.880 1149.762 935.305 856.820
        [,57]  [,58]   [,59]    [,60]   [,61]   [,62]  [,63]  [,64]
[1,]    2.823  4.351   1.836    5.038   2.021   3.567  3.501   3.78
[2,] 1264.778 47.225 117.641  361.158  20.382  48.681 26.895 956.81
[3,]  702.477 65.260  25.831 1168.835 175.384 499.988  7.034 258.11
        [,65]  [,66]  [,67]   [,68]   [,69]  [,70]    [,71]  [,72]   [,73]
[1,]    4.876  2.221   4.96   2.976    3.63  1.932    7.599   7.13   5.565
[2,] 1355.523 88.716 964.53  80.778  934.89 10.804 1059.030 413.57 738.036
[3,]  104.276 35.438 539.31 156.983 1041.05 18.604  718.868 333.54 368.318
       [,74]  [,75]    [,76]    [,77]  [,78]    [,79]   [,80]   [,81]
[1,]   6.011   5.74    5.953    5.185  0.965    4.708   3.999   4.979
[2,] 667.852 998.90 1106.611 1129.837 21.919 1216.842 720.601 841.926
[3,] 450.762 712.88  471.511  471.902 47.796  819.538 416.463 965.979
       [,82]   [,83]  [,84]    [,85]  [,86]   [,87]   [,88]   [,89]
[1,]   2.979   2.767  1.500    3.283  3.509   7.393   6.658   3.431
[2,]  31.641 269.012  5.396 1254.671 61.206 276.996 488.948 559.754
[3,] 128.680 329.466 12.018  387.138 14.103 472.279 834.277 165.252
       [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   3.269   3.001   2.623   3.832  1.943   1.972   13.44   13.23
[2,] 884.504 902.642 869.923   3.123 26.180 277.298 1620.66 3753.78
[3,] 628.078 410.954 770.348 419.705 64.233 240.097 2117.52  928.76
        [,98]
[1,]    8.554
[2,] 1002.930
[3,] 1789.516
[1] "--- VAR model 2017-10-03 00:31:00  completed"
[1] "Completed training sample:  2017-10-03 00:31:00 - 2017-10-03 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 01:01:00 - 2017-10-03 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.150        0.096392         -9.731         -8.605
           3.324       -0.116085         -7.202        -15.736
           2.141        0.008875         -7.298         -8.541
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.557          1.255            8.967            5.087
        -13.496          1.110            6.031            6.920
        -16.805          1.085            6.644            2.518
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            13.18           -3.001            1.170           -4.868
             8.14           10.925            3.890           -8.189
             7.64            7.188            2.412           -6.238
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.0534           0.6136           0.3332            35.13
           1.2506           1.1669          -0.1745            34.22
          -0.7126           1.0395          -0.6156            33.58
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.194          -0.9296            4.056            4.817
           -2.579           2.7028           11.431            7.835
           -2.002          -0.3534            3.008            9.748
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.138          -0.6390           -5.753          -13.346
          -11.604          -0.4416          -12.073           -4.652
           -8.562          -0.2081          -20.045           -8.473
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.496          -14.600           -20.17           -1.299
            2.918           -5.258           -10.12           -2.211
            2.436           -8.044           -12.13           -1.905
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -11.641           0.7797           -10.93          -1.3427
          -16.032           1.1868           -15.16          -2.5563
           -8.022           0.6763           -11.56          -0.3545
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.986          -13.701           0.2647           -1.376
           -3.113          -14.629          -9.3092          -12.728
           -3.015           -9.506         -11.4549          -14.462
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.139           -2.063          0.17815           0.4292
           -1.022            2.739         -0.03159           0.5520
           -1.037           -2.089          0.14947           0.4383
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.1724          0.03365         0.004565           -6.548
          -1.2309         -0.77053         1.705634           -4.477
          -1.6501         -0.05863        -4.539626           -4.964
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.390           0.7461           -1.922          -0.6125
            3.254           0.5868           -4.949           0.9821
            2.257           0.4519           -3.634           0.6090
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.498         -0.51231           -6.478            5.101
            4.966          0.05253            3.200            5.037
            3.993          0.10566           -3.174            4.637
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.0559         -11.7607           -8.996           -4.140
           0.8349           0.3736           -4.875           -9.046
          -0.2469           0.4570            2.311            1.596
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.418          0.03520           0.3304            5.037
           -8.272          0.20203          -0.2704           -1.646
           -5.137          0.05892           0.1243           -7.212
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.338            3.522           0.1506          -0.2841
           -2.797           -0.254           0.8360           3.2025
           -2.380           -2.915           0.7667          -1.0606
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.1852          0.04333          -2.9585          0.46556
           2.4650          0.06093           0.9506         -0.18779
           0.3298          0.01434           1.5088          0.06883
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.184           0.3955            6.746           1.7171
            0.708          -0.2625            4.375           1.5271
            2.616          -0.1301            3.628           0.7812
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.139          3.23967           -10.22           0.4195
            2.290          0.44251           -12.05          -0.7443
            0.470         -0.05608           -10.02           0.6567
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.7976         -0.08651           0.3564          -0.7121
           1.2731         -0.26411           1.2741          -0.5925
           0.2438         -0.10471           0.7019          -0.4693
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.664           0.1937          -2.1817         -0.36721
            3.222           0.6923          -1.4594          0.28721
            3.391           0.2849           0.6355         -0.06367
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -8.0239         -0.10569           2.5482           -7.094
           0.3603          0.06804           0.9309           -8.596
           0.7035          0.00619           0.1661          -10.226
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           4.3740            0.702           -2.206           -2.323
           0.5496            5.313            3.956            1.016
           1.9664            0.604            2.809            4.981
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.82995           0.4144           -4.644           -6.766
         -0.03941           0.1655           -3.638           -7.278
         -1.30021           0.2304           -2.990           -3.651
 rnd_95776.volume rnd_95787.volume
            7.863           -9.654
           -5.279           -4.838
           -3.582           -9.770
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.673 2.416 9.132 6.613 6.324 1.071 2.858 7.153 7.427 6.326 3.824
[2,] 4.887 2.430 9.459 7.040 7.205 1.112 2.886 7.428 7.610 7.973 4.163
[3,] 5.022 2.432 9.752 7.596 7.474 1.131 3.103 7.642 7.991 8.044 4.207
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 4.866 4.405 4.990 5.555 4.899 5.407 5.373  9.535 5.992  9.797 4.200
[2,] 5.289 4.645 5.005 5.705 5.388 5.811 6.350 10.033 6.651  9.875 4.224
[3,] 5.529 4.695 5.008 5.712 5.799 5.841 6.458 10.148 6.948 10.043 4.241
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.64 7.107 1.709 6.823 6.496 3.981 6.162 1.531 6.284 4.493 2.188
[2,] 16.89 7.609 1.783 7.596 7.256 4.347 6.795 1.542 6.814 4.508 2.219
[3,] 17.10 8.873 1.869 8.786 7.881 4.717 7.205 1.567 7.358 4.600 2.313
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.093 5.207 5.345 4.806 3.704 2.662 1.063 4.609 1.368 3.443 2.998
[2,] 6.760 6.012 5.900 4.972 4.395 2.664 1.064 4.659 1.401 4.002 3.959
[3,] 7.279 6.187 6.400 5.006 4.495 2.665 1.066 4.816 1.440 4.194 4.311
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.819 2.376 4.167 4.592 3.683 2.506 5.009 2.871 2.005 3.915 3.315
[2,] 2.962 2.414 4.301 4.633 3.684 2.531 6.066 2.896 2.071 4.700 4.175
[3,] 3.042 2.415 4.505 4.767 3.698 2.531 6.470 3.013 2.122 5.556 4.766
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.153 2.337 3.779 1.533 4.076 1.808 3.087 2.969 3.584 4.178 1.935
[2,] 3.867 3.926 3.784 1.549 4.199 1.820 3.096 2.969 3.949 5.222 1.938
[3,] 4.430 4.341 3.795 1.550 5.116 1.875 3.245 2.972 4.027 5.227 1.939
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.293 2.489 2.997 1.636 6.244 5.992 4.940 4.587 4.743 4.995 4.602
[2,] 4.788 2.491 3.920 1.637 6.791 6.080 5.482 5.128 5.438 5.591 5.165
[3,] 4.907 2.527 4.392 1.637 6.996 6.148 5.579 5.294 5.746 5.741 5.327
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8529 4.311 3.628 4.842 2.644 2.308 1.308 2.702 3.076 6.260 5.579
[2,] 0.8535 5.104 4.296 5.223 2.644 2.410 1.309 4.213 3.077 6.321 5.716
[3,] 0.8585 5.344 4.691 5.419 2.675 2.515 1.311 4.326 3.079 6.429 6.001
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.856 2.736 2.597 2.512 3.230 1.758 1.924 10.37 11.20 6.883
[2,] 3.151 3.499 3.293 3.231 3.231 1.768 2.215 11.13 14.92 7.320
[3,] 3.176 3.739 3.496 3.723 3.432 1.790 2.351 12.17 15.15 8.439
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]    [,5]   [,6]   [,7]    [,8]
[1,]   5.933   3.068   11.6    8.398    8.03   1.36   3.63   9.083
[2,] 623.374 114.461 1072.6 1050.636 1502.90 130.83 171.71 872.006
[3,] 503.210  45.982 1033.0 1241.112  863.65  88.24 496.11 781.524
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    9.432    8.033   4.856   6.179   5.594   6.336   7.053   6.221
[2,]  721.139 2112.098 715.723 901.690 640.855 166.393 566.051 975.486
[3,] 1060.514  464.014 263.331 702.341 296.580  75.536 126.475 932.787
       [,17]    [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]   6.866    6.823   12.11    7.608  12.44   5.334   14.78    9.024
[2,] 926.071 1473.088 1358.26 1256.675 537.69 194.004 5327.37 1182.707
[3,] 258.378  510.859  661.10  873.747 795.43 166.237 1170.81 1986.420
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   2.17    8.664    8.248   5.056    7.824   1.944    7.98   5.706
[2,] 221.39 1452.910 1407.611 759.637 1246.140  78.701 1146.18 160.173
[3,] 244.60 1921.586 1338.368 796.630 1043.275 122.949 1207.72 398.017
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38] [,39]  [,40]
[1,]   2.778    7.737    6.612    6.788   6.103    4.704  3.38  1.349
[2,] 162.844 1274.442 1307.882 1087.059 553.560 1028.928 51.73 25.847
[3,] 282.592 1174.556  637.055 1078.325 254.635  410.299 31.86 24.298
       [,41]   [,42]   [,43]    [,44]  [,45]   [,46]   [,47]   [,48]
[1,]   5.853   1.738   4.373    3.808   3.58   3.018   5.291   5.831
[2,] 296.311 130.718 887.278 1124.992 395.17 185.725 463.858 266.048
[3,] 530.623 144.537 545.367  742.611 301.38  19.329 583.098 489.664
       [,49]   [,50]   [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   4.677   3.182    6.36   3.645   2.546    4.971    4.21   4.004
[2,]  34.607 153.236 1488.96 165.218 224.952 1132.036 1104.41 974.373
[3,] 140.459  11.783  979.86 361.708 202.026 1289.444  999.77 940.586
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62] [,63]   [,64]
[1,]    2.968   4.799  1.947    5.176   2.295   3.921  3.77   4.551
[2,] 1372.498  84.350 96.797  438.268  91.934  98.896 27.61 721.697
[3,]  806.027 123.986 30.321 1272.200 196.971 423.459 51.69 342.799
        [,65]  [,66]   [,67]  [,68]    [,69]  [,70]    [,71]   [,72]
[1,]    5.305  2.458   5.452   3.16    3.805  2.078    7.928   7.609
[2,] 1363.737 42.305 921.813  52.40 1100.038 18.924 1162.475 448.550
[3,]   94.561 35.541 467.344 183.77  861.360 11.196  730.799 395.861
        [,73]   [,74]    [,75]    [,76]    [,77]  [,78]    [,79]    [,80]
[1,]    6.273   5.825    6.023    6.343    5.843  1.083    5.474    4.607
[2,] 1034.485 996.985 1157.739 1092.747 1021.075 13.650 1189.208 1001.324
[3,]  450.748 573.105  806.445  566.178  565.937 40.358  688.504  819.479
       [,81]   [,82]   [,83]  [,84]    [,85]  [,86]   [,87]   [,88]
[1,]   6.149   3.358   2.931  1.661    3.431  3.906   7.949   7.084
[2,] 851.693   5.171 302.137 27.292 1406.697 41.243 383.041 541.806
[3,] 628.917 176.211 311.891 30.609  427.318 50.732 510.309 795.888
       [,89]   [,90]   [,91]  [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   3.627   3.474   3.298   3.19   4.101   2.232   2.443   13.17
[2,] 578.464 948.982 880.877 884.29  32.557  81.149 477.949 1756.81
[3,] 175.189 574.536 510.259 804.56 504.023 122.067 342.262 2135.49
       [,97]    [,98]
[1,]   14.22    8.741
[2,] 4288.18 1084.205
[3,] 1141.57 1827.016
[1] "--- VAR model 2017-10-03 01:01:00  completed"
[1] "Completed training sample:  2017-10-03 01:01:00 - 2017-10-03 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 01:31:00 - 2017-10-03 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.183        0.125891         -3.964        -25.522
           6.348       -0.002897         -1.987         -5.819
           4.853       -0.020252         -2.463         -7.604
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.14        0.08367           1.1975            9.727
         -16.93        0.92357           0.8853            7.153
         -15.59        0.66890           2.0603            8.663
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.089           12.750            4.251           -6.692
           10.269            7.499            1.819           -8.675
            8.478            5.506            2.782           -5.506
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.577           1.5435         -1.88172            39.84
           -3.078          -0.3306         -0.03939            38.05
           -2.164          -0.9305         -1.48740            38.12
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.370           -7.587           11.853           11.372
           -2.431           -4.375            2.604            6.857
           -2.641           -3.933           11.892            6.754
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.276          -0.5527           -9.118            5.370
           -7.291          -0.3116          -10.924           -5.649
           -8.772          -0.1301            7.464           -3.850
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5259            6.940          -0.6931           1.3147
           1.6795           -6.284          -3.3530           1.1042
           0.7897           -2.538          -3.9871           0.7329
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -15.624            3.414          -21.562           -3.981
           -2.372            2.740          -11.048           -2.284
           -6.162            1.746           -7.163           -1.127
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.0696          -15.496           -13.01           -5.873
          -4.0429          -13.323           -12.65          -10.837
           0.1613           -8.302            -8.73           -3.077
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.0657           -2.131          -1.7860          -0.2704
           1.4717            3.622           0.2458           0.1662
           0.6875           -0.511           0.9103           0.1843
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.201         -0.15120            3.425          -7.9516
            1.118         -0.07769           -1.141          -0.7226
            1.193         -0.04236           -1.427          -6.3957
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.056           1.5777           -6.249          -4.0519
            2.915           0.1622           -4.184           2.5242
            2.883           0.6101           -1.638           0.3028
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.7789         -0.63446           -3.334           0.8612
           0.1511          0.08096            2.789           2.8115
           0.1565          0.07615           -5.826           3.0960
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9744           -6.909           -9.962          -12.740
           0.8159            2.161           -2.378           -4.541
          -1.3707           -3.217            2.114            2.989
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -11.145          0.02293          -0.0951            6.173
           -9.057          0.22681           0.1433           -9.163
           -2.272          0.09583          -0.1413           -9.703
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.524            2.536           0.5146           -3.620
           -1.403            1.616           0.2753            2.595
           -2.361           -6.640          -0.2639           -1.974
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.270          0.07599            6.084          -0.2287
            2.229          0.10692           -2.790          -0.4373
            2.236         -0.14739            3.431           0.0597
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           10.957          -0.2879           13.910            1.771
           -2.815           0.5631           10.029            2.737
            2.161           0.1949            7.673            2.720
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           6.6609            7.069         0.970600            7.096
           4.2019            4.376         0.007473            4.024
           0.6314            3.148         0.538753            2.541
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.934           0.8271          -0.2806            3.689
            6.682           0.4841           4.6396            2.768
            4.725           0.2278           4.2578            2.454
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.837           1.6860          -3.1744         0.077210
            2.770           0.5450          -0.6215        -0.066767
            4.909           0.3009           0.6299        -0.003981
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.0338         -0.18973            3.738            7.392
           0.3127          0.04890            1.662            9.634
           2.7403          0.01176            1.683           13.864
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.090            3.186            1.819            2.167
            2.748            3.508            4.365            3.089
            3.032            2.439            2.099            3.195
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.8579          -0.9495            8.831           -2.603
           0.5173          -0.7294            5.390           -4.066
          -3.7098          -0.1690            3.119           -1.825
 rnd_95776.volume rnd_95787.volume
           14.973            4.401
          -18.249           -4.273
            1.707           -3.322
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.690 2.599  9.490 7.381 7.403 1.138 3.056 7.401 7.993 6.560 3.979
[2,] 5.015 2.609  9.793 7.828 8.028 1.179 3.188 7.608 8.251 8.301 4.382
[3,] 5.179 2.609 10.104 8.304 8.334 1.194 3.310 7.847 8.558 8.389 4.429
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 4.986 4.542 5.185 5.740 5.016 5.726 5.577  9.856 6.272 10.31 4.216
[2,] 5.433 4.790 5.192 5.872 5.475 6.116 6.545 10.366 6.927 10.57 4.241
[3,] 5.654 4.860 5.192 5.880 5.914 6.156 6.635 10.497 7.276 10.81 4.259
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.25 7.352 1.892 6.950 7.030 4.177 6.925 1.707 6.830 4.769 2.394
[2,] 17.88 7.857 1.967 7.866 7.802 4.529 7.592 1.748 7.437 4.807 2.434
[3,] 18.19 9.256 2.073 9.102 8.415 4.826 7.963 1.772 7.948 4.922 2.540
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.013 6.805 6.803 5.124 3.886 2.982 1.261 4.732 1.525 4.293 3.575
[2,] 7.871 7.238 7.374 5.259 4.598 2.982 1.274 4.792 1.536 4.813 4.925
[3,] 8.253 7.407 7.676 5.318 4.684 2.994 1.292 4.938 1.537 4.934 5.223
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.015 2.498 4.397 5.077 3.878 2.649 5.217 3.066 2.134 4.090 3.481
[2,] 3.188 2.534 4.580 5.119 3.878 2.670 6.393 3.129 2.200 4.947 4.322
[3,] 3.249 2.535 4.824 5.296 3.891 2.671 6.877 3.255 2.261 5.792 4.944
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.445 2.394 4.038 1.633 4.248 1.856 3.254 3.138 3.724 4.444 2.054
[2,] 4.062 4.090 4.041 1.647 4.373 1.877 3.262 3.142 4.108 5.566 2.056
[3,] 4.669 4.500 4.050 1.650 5.387 1.934 3.455 3.145 4.170 5.572 2.056
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.470 2.638 3.230 1.854 6.538 6.115 5.392 4.891 5.287 5.331 5.050
[2,] 4.967 2.640 4.295 1.858 7.186 6.198 5.834 5.476 5.985 5.962 5.571
[3,] 5.093 2.673 4.786 1.861 7.434 6.269 5.933 5.641 6.286 6.109 5.744
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.008 4.670 3.933 5.277 2.833 2.490 1.374 3.023 3.221 6.726 6.420
[2,] 1.013 5.479 4.560 5.583 2.837 2.598 1.378 4.628 3.222 6.786 6.569
[3,] 1.028 5.729 4.909 5.792 2.900 2.699 1.380 4.739 3.227 6.872 6.987
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.113 2.895 2.721 2.605 3.369 1.949 2.458 10.16 11.46 7.190
[2,] 3.464 3.843 3.425 3.456 3.375 1.951 2.791 10.82 15.86 7.708
[3,] 3.508 4.141 3.701 4.030 3.621 1.972 2.911 11.84 16.16 8.940
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]     [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   5.955  3.30  12.05    9.373    9.4   1.445   3.881   9.398  10.15
[2,] 703.456 90.23 956.98 1032.501 1230.4 121.733 359.003 697.194 811.18
[3,] 512.485 15.27 984.69 1096.955  886.3  76.353 353.035 761.887 899.38
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    8.33   5.052   6.331   5.767   6.584   7.289   6.369   7.272
[2,] 2014.28 727.330 854.107 603.125 105.779 490.361 869.355 850.531
[3,]  477.73 253.339 620.112 324.496   6.381 118.939 885.142 276.118
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24]   [,25]
[1,]    7.082   12.52    7.965  13.09   5.354   15.55    9.336   2.402
[2,] 1356.492 1272.22 1163.655 922.24 183.205 5155.90 1097.425 213.312
[3,]  431.118  653.86  882.052 890.87 154.573 1342.40 1937.191 259.722
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]  [,33]
[1,]    8.825    8.927   5.304    8.794   2.167    8.673   6.056   3.04
[2,] 1458.833 1339.509 693.538 1232.056 150.172 1165.072 238.808 174.29
[3,] 1813.421 1248.604 660.486  951.489 114.412 1110.540 418.516 286.57
        [,34]   [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]    8.906   8.641    8.639   6.507   4.935   3.786  1.601   6.009
[2,] 1414.530 976.933 1126.581 467.990 972.685   3.044 71.480 299.651
[3,]  983.588 621.923  843.106 315.289 354.835 109.150 86.585 471.317
      [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  1.936   5.451    4.539   3.828   3.172   5.584   6.447   4.924
[2,] 72.435 861.334 1341.448 410.279 169.780 507.322 257.024   9.428
[3,] 27.592 431.058  687.915 248.495  12.629 599.132 538.827 123.454
       [,50]    [,51]   [,52]  [,53]    [,54]   [,55]   [,56]   [,57]
[1,]   3.364    6.624   3.894   2.71    5.194    4.42   4.375    3.04
[2,] 130.066 1463.017 246.871 211.59 1101.462 1014.12 851.914 1312.77
[3,]  30.623 1003.503 354.311 206.39 1192.961  950.60 911.639  743.58
       [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]
[1,]   5.127  2.074    5.395   2.357   4.132  3.985   4.729    5.643
[2,]  62.971 84.916  409.942 111.078  87.525 63.025 686.557 1327.137
[3,] 109.898 39.254 1246.136 184.380 451.057 52.026 284.564  104.673
      [,66]   [,67]  [,68]    [,69]  [,70]    [,71]   [,72]   [,73]
[1,]  2.609   5.676   3.35    4.102  2.355    8.303   7.765   6.847
[2,] 34.289 857.660  45.57 1120.789 44.629 1180.719 401.879 881.929
[3,]  6.064 447.183 164.06  836.109 45.171  754.441 373.137 427.602
       [,74]    [,75]   [,76]   [,77] [,78]    [,79]   [,80] [,81]   [,82]
[1,]   6.211    6.713    6.77   6.413  1.28    5.931   4.995   6.7   3.598
[2,] 974.950 1111.218 1056.85 931.027 40.15 1134.482 913.303 722.2  55.127
[3,] 536.176  760.911  527.95 553.531 67.19  662.304 720.262 610.5 239.090
       [,83]  [,84]    [,85] [,86]  [,87]   [,88]   [,89]    [,90]   [,91]
[1,]   3.163  1.745    3.838  4.09   8.54   8.153   3.953    3.676   3.456
[2,] 292.826 38.193 1387.473 32.43 357.55 549.535 601.089 1000.571 823.203
[3,] 289.412 29.326  403.705 70.01 428.49 942.341 219.041  611.081 555.934
       [,92]   [,93]   [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   3.308   4.279   2.475   3.121   12.9   14.56    9.13
[2,] 899.379  73.923  35.030 523.939 1472.9 4340.12 1099.64
[3,] 820.667 520.186 112.124 326.763 1901.7 1227.74 1793.37
[1] "--- VAR model 2017-10-03 01:31:00  completed"
[1] "Completed training sample:  2017-10-03 01:31:00 - 2017-10-03 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 02:01:00 - 2017-10-03 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9783         0.03480         -11.79         -11.26
          0.5455         0.03401         -13.70         -19.76
          0.7026        -0.04223         -10.42         -14.27
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -15.02         0.7629            2.427           0.8038
         -14.09         0.7422            2.808          -0.8088
         -13.98         0.8283            2.402           2.5582
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.409            8.083            2.868           -11.28
            4.879            2.278            1.512           -10.55
            5.158            2.383            1.413            -9.82
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.538           0.7280          2.04036            31.94
           -1.585           0.8735         -0.03842            30.81
           -1.287           1.2785          0.46661            29.71
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.5505           5.7888            7.245           11.973
          -1.3430           1.0694            2.846            8.245
          -0.5752          -0.3499            7.829            7.198
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -10.86         -0.35244           -22.14          -14.730
           -13.49         -0.17528           -15.77           -9.865
           -10.11         -0.06979           -27.59           -9.074
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.346           -21.88           -17.00           1.2387
            2.305           -11.10           -15.90          -0.2890
            1.918           -10.70           -11.93          -0.1748
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -12.05         -0.05655           -9.221           0.3432
           -18.62         -0.79927          -15.106          -2.5329
           -13.33         -0.35009          -14.328          -0.7042
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.231           -18.33          -15.242           -10.24
           -1.175           -13.99           -9.012           -10.14
           -2.648           -12.93           -9.535           -13.63
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.8198           -3.872        -0.132633           0.0454
           1.2271           -3.074         0.124728          -0.6509
           0.9293           -1.539        -0.006822          -0.2910
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.4170        -0.036915           0.0846           -4.910
          -0.5655        -0.003426          -3.5736           -8.008
          -0.5204        -0.001010          -3.2404           -7.855
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.736          -0.4842           -2.803           0.3330
            2.008          -0.2500           -3.510           0.7802
            2.134          -0.1859           -4.677           0.5222
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.229          -0.1886          -7.9617            2.310
            2.728          -0.9436          -0.1386            2.794
            2.101           0.5686          -2.1469            2.735
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.21621          -0.9821            6.017           14.269
         -0.45267          -5.6248           -5.231           -2.005
          0.05806           0.2051           -0.598           -3.165
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.148          -0.3017        -0.096974          -4.9038
            7.881          -0.3056         0.001742          -0.3441
           -5.841           0.2516        -0.052488           9.2256
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.688           -2.334          -0.9570           -1.162
           -1.972           -1.893           0.2439           -2.086
           -2.225            6.814          -0.5855           -0.597
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.768          0.13076           0.1505         -0.27260
           -2.615          0.01879          -2.1125          0.10433
           -1.142         -0.27709          -1.5849         -0.03415
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.9373          0.45955            6.085          -0.8996
          -2.3798         -0.21363            3.135          -1.2437
          -2.2047          0.05747            3.129          -0.8263
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.0020           2.5647           1.4602           -3.932
           1.1654          -1.3418          -0.2334           -2.842
           0.1388          -0.3561           0.2001           -2.116
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.6169          -0.7755            1.565           -2.681
           0.4842          -0.7870           -1.597           -2.035
          -0.6592          -0.3861           -1.053           -1.737
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.887            2.012           3.1542          0.25848
            3.276            2.524          -1.5766          0.02822
            1.061            2.076          -0.0273         -0.03771
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.008          -0.2029          -1.8120          -0.3023
           -2.493           0.3646          -1.2678          -3.2150
           -1.794          -0.1602          -0.7863          -3.3029
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.517           0.8381            1.282            4.314
            2.029           5.2467            3.288            1.273
            1.873           2.4606            5.020            4.865
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.699           0.4360          -0.6868           -4.539
           -2.027          -0.5158          -1.6421           -3.655
            4.274          -0.0257          -2.0482           -2.340
 rnd_95776.volume rnd_95787.volume
           -5.514          -14.270
           -2.525          -10.448
           -3.401           -9.589
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.975 2.806 10.04 7.794 8.015 1.224 3.141 8.295 8.637 6.967 4.072
[2,] 5.279 2.806 10.35 8.236 8.496 1.263 3.267 8.523 8.930 8.875 4.549
[3,] 5.445 2.807 10.64 8.769 8.824 1.275 3.401 8.741 9.224 8.895 4.598
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.403 4.584 5.285 6.463 5.166 5.915 5.869 10.51 7.131 10.56 4.524
[2,] 5.788 4.827 5.292 6.562 5.672 6.319 6.988 11.01 7.763 10.82 4.544
[3,] 6.138 4.906 5.292 6.562 6.106 6.353 7.108 11.06 8.096 10.95 4.582
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.65 7.749 1.979 7.170 7.694 4.270 7.321 1.879 7.188 5.060 2.534
[2,] 18.62 8.165 2.054 8.240 8.606 4.567 8.027 1.927 7.757 5.128 2.567
[3,] 18.87 9.634 2.170 9.616 9.118 4.766 8.443 1.966 8.307 5.334 2.674
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.411 7.032 7.134 5.378 4.222 3.221 1.412 4.848 1.610 4.476 3.724
[2,] 8.235 7.409 7.578 5.507 4.987 3.221 1.416 4.904 1.617 4.880 5.077
[3,] 8.645 7.582 7.872 5.587 5.071 3.224 1.447 5.044 1.618 4.983 5.322
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.249 2.635 4.672 5.408 4.066 2.942 5.418 3.366 2.283 4.272 3.583
[2,] 3.448 2.678 4.860 5.460 4.080 2.949 6.677 3.408 2.345 5.041 4.479
[3,] 3.538 2.679 5.087 5.670 4.096 2.952 7.208 3.549 2.402 6.164 5.125
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.564 2.529 4.244 1.682 4.435 1.913 3.444 3.317 3.982 4.665 2.202
[2,] 4.241 4.285 4.244 1.692 4.588 1.925 3.453 3.321 4.327 5.739 2.206
[3,] 4.805 4.743 4.257 1.695 5.633 1.995 3.680 3.326 4.405 5.750 2.208
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.708 2.827 3.401 1.970 6.791 6.246 5.651 5.233 5.838 5.656 5.426
[2,] 5.264 2.827 4.616 1.976 7.372 6.334 6.007 5.816 6.650 6.195 5.886
[3,] 5.424 2.841 5.029 1.984 7.560 6.413 6.103 5.974 6.950 6.347 6.035
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.211 5.074 4.098 5.855 3.052 2.555 1.499 3.256 3.362 7.192 6.961
[2,] 1.230 5.801 4.755 6.182 3.173 2.674 1.503 4.877 3.362 7.254 7.155
[3,] 1.274 5.981 5.098 6.345 3.234 2.802 1.503 4.991 3.365 7.356 7.811
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.227 3.052 2.877 2.665 3.520 2.116 3.036  9.988 12.37 7.587
[2,] 3.588 3.935 3.688 3.597 3.522 2.118 3.443 10.573 17.20 8.022
[3,] 3.633 4.302 3.887 4.133 3.779 2.137 3.579 11.527 17.53 9.345
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   6.317  3.563  12.74    9.897  10.18   1.555   3.989  10.53  10.97
[2,] 589.153 14.012 838.73  886.619 939.57 103.962 298.879 651.53 755.43
[3,] 444.402 17.092 826.58 1003.466 794.00  57.741 315.492 647.16 769.95
        [,10]  [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    8.847   5.17   6.861   5.821  6.711   8.207   6.561   7.511
[2,] 1831.725 676.21 691.363 503.749 91.672 377.156 780.193 740.396
[3,]  197.697 221.21 681.330 292.904  9.739  15.506 752.788 218.570
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    7.452   13.35    9.055  13.41   5.744   16.07    9.84   2.514
[2,] 1264.004 1088.77 1022.431 777.87 144.668 4553.48  856.63 183.090
[3,]  433.229  347.24  765.414 571.16 195.277 1017.44 1704.00 233.259
        [,26]   [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    9.105    9.77   5.423    9.297   2.385   9.128   6.426   3.218
[2,] 1352.964 1284.87 539.275 1097.097 143.602 971.229 276.708 136.690
[3,] 1651.655 1003.32 454.090  871.928 129.523 990.266 489.814 249.597
        [,34]   [,35]  [,36]   [,37]   [,38]  [,39]  [,40]   [,41]  [,42]
[1,]    9.411   8.929   9.06   6.829   5.361  4.090  1.793   6.156  2.045
[2,] 1196.463 777.623 851.17 395.220 884.704  3.923 38.604 247.304 49.815
[3,]  876.386 537.426 710.41 314.347 305.022 49.567 99.059 392.321 14.776
       [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   5.683    4.729   4.126   3.346   5.933   6.868   5.163  3.736
[2,] 648.278 1149.934 383.799 159.553 445.646 249.200 111.668 66.474
[3,] 335.001  531.544 264.495  20.579 500.972 510.078 120.226 42.531
       [,51]   [,52] [,53]    [,54]  [,55]   [,56]    [,57]   [,58]  [,59]
[1,]    6.88   4.274   2.9    5.425   4.55   4.526    3.211   5.389  2.136
[2,] 1300.04 178.638 177.3  891.694 895.49 765.696 1152.572   7.660 61.278
[3,]  905.14 328.967 174.5 1181.886 829.89 752.939  677.856 109.135 33.693
        [,60]  [,61]   [,62]  [,63]   [,64]    [,65]  [,66]   [,67]  [,68]
[1,]    5.632   2.43   4.374  4.212   5.056    5.923  2.796   5.978  3.590
[2,]  391.326  70.42  80.428 58.798 564.283 1113.890 41.704 784.839  5.169
[3,] 1088.661 174.20 423.754 60.495 274.452  119.775 34.047 435.686 91.589
        [,69]  [,70]   [,71]   [,72]   [,73]   [,74]    [,75]   [,76]
[1,]    4.319  2.501   8.623   7.931   7.176   6.645    7.413   7.183
[2,] 1039.991 51.131 955.735 350.116 678.939 845.898 1061.156 841.703
[3,]  664.589 62.329 559.100 336.252 359.091 455.162  673.334 460.612
      [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]
[1,]   6.89   1.538   6.443   5.204   7.435   3.875   3.245  1.904
[2,] 760.39  70.002 936.685 803.450 660.627 289.979 262.305 35.639
[3,] 444.29 111.630 485.825 612.349 477.388 208.618 279.846  9.450
        [,85]  [,86]   [,87]    [,88]   [,89]   [,90]   [,91]   [,92]
[1,]    4.135  4.270   9.133    8.839   4.098   3.876   3.654   3.384
[2,] 1209.443  9.998 315.290  552.773 522.668 827.518 768.808 805.106
[3,]  354.306 43.150 406.930 1043.435 189.179 579.188 408.735 678.198
       [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   4.469  2.687   3.855   12.68   15.71    9.635
[2,]  38.617 25.311 541.012 1155.47 3984.31  867.762
[3,] 456.461 96.343 325.843 1529.97 1114.57 1597.013
[1] "--- VAR model 2017-10-03 02:01:00  completed"
[1] "Completed training sample:  2017-10-03 02:01:00 - 2017-10-03 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 02:31:00 - 2017-10-03 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.22064         0.10490         -5.239         -5.491
        -0.02199         0.17573         -9.427        -10.323
         0.13378         0.07503         -7.783         -6.833
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.510         0.8718           0.9100            2.633
         -9.491         0.4974           1.1466            4.458
        -11.156         0.5808           0.6521            3.510
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.634            5.560           1.7963           -9.315
            3.582            2.090           0.9403           -9.851
            3.607            3.366           0.9878           -8.992
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.568           0.2425           -1.316            26.65
           -1.730           1.6751           -0.607            26.12
           -1.870          -0.9259           -1.128            24.61
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.9327            4.234           2.8754            5.576
          -1.3076           -3.106           1.9902            5.769
          -0.1472           -1.034           0.0381            4.616
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -7.0922         0.058383            -5.91          -10.754
           2.4948        -0.119789           -10.62           -2.410
           0.5247        -0.007165           -19.47           -5.961
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1266          -12.733           -8.259           0.3792
          -0.4003           -4.237          -10.685           2.1870
           0.3493           -6.587           -3.882           1.1447
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.259         0.193451           -6.956           -1.771
           -8.163        -0.085860          -11.398           -1.209
           -7.935         0.005967           -7.818           -0.832
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7000           -9.974          -12.306          -13.982
          -0.6504           -8.782           -7.226           -5.794
          -0.6896           -8.916          -10.463          -11.587
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.25360          12.5087          0.18861          -0.7561
         -0.03008          -1.8724         -0.34991          -0.2732
         -0.05970          -0.4062         -0.06468          -0.1886
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.9373        -0.002718           -7.637           -8.029
          -0.1563        -0.001092           -5.293          -11.173
          -0.9642        -0.043586           -3.606           -8.350
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.249          -0.3620           -5.020          -0.3648
            2.319          -0.2462           -4.327          -0.9440
            3.326          -0.3053           -7.699          -0.1553
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.9317         -0.44718          -13.300            1.842
           0.5537         -0.03739           -4.245            1.683
           1.1792          0.03135           -1.087            1.364
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.4873          -4.6623          0.02699            1.928
          -1.2146         -12.4549         -8.96052           -4.696
          -0.2216          -0.9568         -3.27929           -8.071
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.8635           0.8131        -0.011205           -4.571
           0.7207           1.1018         0.049604           -3.493
          -9.0845           0.8388         0.005128            1.280
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.070          -0.8103           0.5753            4.153
           -1.145          -3.2348           0.1252           -1.396
           -1.208           0.8288          -0.3148           -2.239
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.5835           0.5917         -0.08359           0.3845
          -1.0987          -0.1011          1.96512          -0.5560
          -2.1539          -0.2107         -2.61784           0.1919
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.9843          -0.1872           1.3247         0.037802
           1.8274          -0.1678           0.7466        -0.395211
          -0.5005          -0.0457           0.8316         0.003027
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           6.3370           0.8707           0.1581          0.24599
           2.0989           0.7358           3.1764          1.24590
           0.5215          -3.0385           2.0283         -0.03588
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.0621          0.11315          10.8895         -0.01711
           0.8761          0.02308           0.9776          0.36182
           0.9449          0.02873           1.3877          0.04383
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.961           1.4626           0.2361        -0.058274
            3.512           2.1210          -2.4962         0.005023
            1.012           0.9986          -0.9694         0.155083
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.912          0.10303         -0.07686          -0.6332
            3.485          0.01852          0.79904           0.4880
           -2.100          0.18968          0.11384           0.7804
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.49221          -1.2626          -1.2149          -1.0478
         -0.04510           0.5348          -1.1340          -0.9861
         -0.01651          -0.2197           0.5861           0.6073
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.3669           0.5249        -2.096704          -0.9579
          -0.9304           0.2898        -0.003453          -1.6718
           1.1541          -0.1573         0.244293          -1.1244
 rnd_95776.volume rnd_95787.volume
          -28.953          -12.059
           -4.611           -1.814
           -8.235           -5.795
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.151 2.917 10.83 8.003 8.526 1.278 3.280 8.481 8.783 7.061 4.180
[2,] 5.466 2.917 11.07 8.501 8.964 1.322 3.384 8.698 9.080 9.042 4.661
[3,] 5.634 2.918 11.40 9.088 9.312 1.332 3.573 8.917 9.368 9.061 4.715
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.546 4.658 5.578 6.535 5.421 6.205 6.066 11.51 7.275 12.02 4.711
[2,] 5.940 4.909 5.583 6.604 5.977 6.665 7.295 12.29 8.041 12.28 4.727
[3,] 6.231 4.990 5.583 6.610 6.439 6.701 7.446 12.46 8.483 12.88 4.770
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.85  8.027 2.097  7.458 7.867 4.482 7.464 1.939 7.466 5.293 2.745
[2,] 20.02  8.511 2.141  8.657 9.009 4.816 8.289 1.995 8.060 5.364 2.774
[3,] 20.26 10.009 2.287 10.233 9.508 5.027 8.794 2.031 8.650 5.595 2.884
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.442 7.479 7.372 5.539 4.438 3.489 1.506 4.925 1.655 4.836 4.038
[2,] 8.263 7.888 7.863 5.669 5.267 3.492 1.511 4.985 1.662 5.231 5.393
[3,] 8.794 8.097 8.087 5.748 5.343 3.492 1.549 5.117 1.662 5.362 5.673
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.567 2.728 4.950 5.711 4.369 3.126 5.654 3.760 2.444 4.464 3.778
[2,] 3.782 2.763 5.134 5.756 4.370 3.127 6.997 3.893 2.522 5.262 4.699
[3,] 3.904 2.763 5.363 5.963 4.397 3.138 7.580 4.062 2.601 6.555 5.410
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.736 2.642 4.418 1.727 4.572 1.998 3.643 3.593 4.192 4.800 2.331
[2,] 4.422 4.425 4.419 1.734 4.717 2.007 3.650 3.594 4.503 5.837 2.337
[3,] 5.194 4.916 4.433 1.737 5.937 2.084 3.961 3.600 4.580 5.849 2.344
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.834 3.020 3.589 1.956 7.050 6.453 6.206 5.610 6.323 5.709 5.585
[2,] 5.471 3.021 4.906 2.023 7.573 6.531 6.474 6.138 7.008 6.461 6.144
[3,] 5.617 3.034 5.281 2.046 7.755 6.619 6.550 6.304 7.284 6.646 6.304
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.303 5.223 4.246 6.045 3.218 2.709 1.667 3.362 3.447 7.694 7.262
[2,] 1.330 6.020 4.905 6.389 3.334 2.844 1.668 5.020 3.447 7.737 7.492
[3,] 1.370 6.280 5.212 6.596 3.385 2.967 1.668 5.135 3.449 7.829 8.159
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.288 3.106 2.917 2.703 3.674 2.275 3.124  9.441 12.78 7.951
[2,] 3.675 3.986 3.725 3.649 3.675 2.276 3.456 10.121 18.31 8.423
[3,] 3.713 4.386 3.928 4.175 3.930 2.291 3.622 10.862 18.66 9.793
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   6.541  3.704  13.76  10.16  10.83  1.623   4.165  10.77  11.15
[2,] 518.636  3.200 649.95 812.14 784.08 95.818 235.409 546.66 652.73
[3,] 385.803 22.653 769.04 909.87 714.28 44.617 324.617 556.30 652.51
        [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    8.967   5.308   7.043   5.915  7.083   8.299   6.884   7.879
[2,] 1599.718 584.452 602.584 438.959 69.983 269.993 712.712 689.215
[3,]  165.520 201.068 533.123 252.592 11.146  76.151 678.302 197.402
        [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    7.702   14.61   9.237   15.27   5.983   17.58   10.19   2.663
[2,] 1147.965 1218.36 970.411  713.94 108.406 4095.65  800.89 121.579
[3,]  422.293  588.85 765.656 1093.48 181.705  878.50 1492.37 227.667
       [,26]   [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    9.47    9.99   5.692    9.478   2.462   9.481   6.721   3.486
[2,] 1244.96 1243.09 499.159 1021.457 133.081 859.912 247.800 112.372
[3,] 1545.54  861.02 407.806  832.004 108.261 889.368 450.737 223.576
       [,34]   [,35]   [,36]   [,37]   [,38]  [,39]  [,40]   [,41]  [,42]
[1,]    9.45   9.497   9.361   7.034   5.636  4.431  1.912   6.254  2.102
[2,] 1017.42 710.119 774.696 342.317 803.135 38.017 35.110 218.728 42.083
[3,]  851.88 517.898 535.333 268.763 254.244  3.526 96.611 326.664  4.488
      [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49] [,50]   [,51]
[1,]   6.14    5.128   4.529   3.464   6.285   7.251   5.548  3.97    7.18
[2,] 565.46 1012.617 356.772 123.269 386.250 205.654  28.010 21.86 1167.44
[3,] 332.83  498.590 274.206  17.579 439.069 440.963 137.815 73.47  825.91
       [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]  [,59]
[1,]   4.775   3.103    5.669   4.797   4.744    3.355   5.611  2.194
[2,] 286.080 175.852  788.844 791.721 670.043 1005.247  19.219 43.782
[3,] 328.651 180.585 1107.187 759.450 771.740  607.064 100.851 26.389
        [,60]   [,61]   [,62]  [,63]   [,64]   [,65] [,66]   [,67]  [,68]
[1,]    5.805   2.537   4.626  4.563   5.323   6.096  2.96   6.138  3.835
[2,]  328.932  54.959  61.414 21.552 465.775 940.581 48.35 725.849 21.136
[3,] 1021.074 158.331 435.786 56.712 237.655 107.109 51.25 360.014 79.410
       [,69]   [,70]   [,71]   [,72]  [,73]   [,74]  [,75]   [,76]   [,77]
[1,]   4.557   2.484   8.952   8.194   7.88   7.124   8.03   7.249   7.092
[2,] 947.318 146.543 783.163 284.216 522.08 705.343 855.50 857.135 724.859
[3,] 554.134  86.511 473.968 305.393 281.76 407.284 563.32 440.891 400.729
      [,78]   [,79]   [,80]   [,81]   [,82]  [,83]  [,84]    [,85]  [,86]
[1,]  1.654   6.633   5.392   7.676   4.086   3.44  2.117    4.269  4.377
[2,] 75.284 847.886 695.412 585.914 247.674 245.47 15.348 1055.855 11.389
[3,] 93.698 506.428 499.146 464.154 164.273 239.00  1.668  306.951 30.624
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]  [,94]
[1,]   9.771   9.221   4.175   3.944   3.704   3.432   4.666  2.889
[2,] 229.521 522.098 464.821 707.649 656.351 694.298  18.663 17.011
[3,] 338.918 915.006 150.247 518.443 352.543 574.867 394.668 75.054
       [,95]   [,96]   [,97]  [,98]
[1,]   3.966   11.99   16.23   10.1
[2,] 419.082 1033.41 3711.89  787.5
[3,] 306.414 1116.83 1020.38 1414.9
[1] "--- VAR model 2017-10-03 02:31:00  completed"
[1] "Completed training sample:  2017-10-03 02:31:00 - 2017-10-03 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 03:01:00 - 2017-10-03 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1042        -0.08142        -11.426         -8.248
         -0.1099        -0.01020        -10.135        -12.715
          0.3440        -0.01211         -9.778        -13.860
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.472         0.3869           0.6180            4.856
         -6.922         0.8755          -0.3515            4.102
        -12.054         0.4930           0.4289            5.088
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.026            3.919            1.038           -8.747
            3.321            2.395            1.036           -7.457
            1.619            2.020            1.101           -7.930
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.009           0.1997           2.3727            26.31
           -1.758          -0.1925           0.9696            27.65
           -1.096           0.2679           1.4493            27.78
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.3073           4.3722           1.4763            7.491
          -0.4367           0.1611           1.0396            5.305
          -0.6288           0.2044           0.5618            5.447
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.392           0.5691           -31.82          -15.519
          -10.673           1.1903           -11.21           -9.991
          -10.286           0.1713           -24.62           -6.804
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.01912          -18.037           -16.87          0.93018
          1.79878          -13.788           -15.40          0.57125
          0.68524           -6.799           -11.66          0.08955
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.309           0.2678           -8.325         -1.62440
          -15.601           0.2381          -10.401          0.05664
          -13.184          -0.1807          -15.164          0.07672
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4181           -6.067           -5.782           -3.289
          -1.9165           -7.455           -7.794           -6.878
          -1.9779          -11.360           -8.640           -9.045
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.4019           2.3143         -0.05248          -0.6390
           1.7455          -0.1221          0.48401          -0.7820
           0.7455          -0.4171          0.23201          -0.3723
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9797           0.3642           -2.779           -3.569
           2.3346           0.2191           -1.877           -6.767
           1.4310           0.2309           -2.603           -5.088
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.4474         -0.25302         -5.22038           3.0692
           0.8345          0.09759         -0.07637           2.2002
           2.5399          0.01739         -6.17168           0.9824
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.081          -0.1952            7.355            6.438
            4.002           0.9168           -9.034            6.129
            2.320           0.0830            2.162            6.727
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           3.0295           18.450            5.892           -1.910
          -1.2559           -6.661            5.017           14.269
           0.2566           -3.728           -6.492           -6.619
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.686           0.2919          0.18249           -2.412
            5.492           0.9645         -0.04807           -3.498
            5.972           0.5177         -0.02534            3.379
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.895           0.1310           0.4439            1.400
           -2.188          -2.0166           0.0901           -1.206
           -1.699           0.1782          -0.6681           -1.792
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.261          -0.1052           1.6577         -0.29581
           -0.222          -0.2963           0.0524         -0.21356
           -1.364          -0.2517          -1.2070         -0.04117
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.0273          0.44304           2.4285          -0.3674
           0.4541          0.74606           0.3681          -0.8800
          -0.6512          0.08177           1.2892           0.1111
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -3.1408           0.4840            6.538         -0.03605
          -1.4535          -0.1877            4.811         -1.56535
          -0.7031          -2.7002            6.611         -1.53758
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -5.9414           0.1279           -6.334         -0.21741
          -0.2011           0.5421           -1.770         -0.06073
          -1.0926           0.2988           -1.318         -0.15045
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.625          0.08753            1.700         -0.34613
           -6.587         -0.60140            2.394         -0.02028
           -1.889         -0.50889           -2.062         -0.15992
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.1292         -0.09736         -0.04608           -2.316
           1.3750          0.30320         -0.15602            5.162
           0.3669         -0.48665         -0.05956           -0.550
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.63032          -1.7276          -3.1025          -3.0221
         -0.15567           0.5572          -0.6805          -1.2512
          0.01092          -0.5538           0.7588           0.7613
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.3429           0.2312          -0.4288           -4.981
           0.3056           0.4265          -1.6767           -5.104
          -0.9923           0.3621          -2.3872           -5.505
 rnd_95776.volume rnd_95787.volume
          -25.257          -15.359
            1.564          -10.877
            6.217           -8.388
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.623 3.131 11.64 8.125 8.853 1.375 3.332 8.424 8.736 7.162 4.268
[2,] 5.779 3.131 11.88 8.668 9.409 1.412 3.429 8.527 8.925 9.141 4.759
[3,] 5.906 3.131 12.18 9.307 9.729 1.419 3.630 8.597 9.058 9.152 4.803
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.789 4.779 5.766 7.666 5.658 6.349 6.247 11.69 7.687 12.23 4.782
[2,] 6.239 5.024 5.769 7.931 6.209 6.821 7.459 12.44 8.309 12.47 4.796
[3,] 6.567 5.116 5.769 7.997 6.700 6.855 7.632 12.60 8.783 13.04 4.838
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.09  8.310 2.219  7.574 8.066 4.774 7.697 2.033 7.851 5.653 2.867
[2,] 20.33  8.776 2.263  8.805 9.301 5.174 8.608 2.088 8.453 5.734 2.898
[3,] 20.47 10.292 2.402 10.452 9.831 5.453 9.135 2.116 9.101 5.903 2.993
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.934 7.767 7.557 5.801 4.518 3.939 1.594 5.049 1.743 4.916 4.306
[2,] 8.728 8.244 8.136 5.901 5.383 3.943 1.600 5.111 1.749 5.340 5.620
[3,] 9.317 8.450 8.361 5.997 5.467 3.943 1.637 5.231 1.751 5.469 5.867
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.758 2.833 5.160 5.920 4.985 3.335 5.889 3.879 2.542 4.618 3.851
[2,] 3.961 2.872 5.357 5.955 5.011 3.335 7.275 4.028 2.618 5.451 4.844
[3,] 4.079 2.873 5.588 6.164 5.203 3.349 7.913 4.203 2.705 6.889 5.623
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.842 2.805 4.576 1.775 4.738 2.052 3.766 3.671 4.326 6.229 2.448
[2,] 4.547 4.527 4.577 1.779 4.898 2.060 3.771 3.672 4.672 6.615 2.455
[3,] 5.350 5.055 4.587 1.781 6.075 2.158 4.093 3.677 4.743 6.631 2.457
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.108 3.364 3.925 2.123 7.187 6.782 6.775 6.108 6.602 6.236 5.699
[2,] 5.795 3.366 5.396 2.129 7.712 6.856 6.931 6.642 7.245 6.985 6.421
[3,] 5.950 3.367 5.650 2.138 7.878 6.930 6.962 6.778 7.465 7.094 6.560
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.392 5.399 4.389 6.250 3.317 2.763  1.77 3.558 3.718 8.018 7.468
[2,] 1.411 6.463 5.002 6.622 3.445 2.904  1.78 5.193 3.718 8.054 7.671
[3,] 1.450 6.719 5.283 6.907 3.505 3.035  1.78 5.291 3.720 8.134 8.331
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 3.517 3.154 2.984 2.770 3.733 2.393 3.291  9.099 13.17  8.206
[2,] 3.769 4.119 3.875 3.744 3.733 2.395 3.672  9.741 19.23  8.657
[3,] 3.846 4.352 4.097 4.315 3.969 2.412 3.812 10.453 19.60 10.049
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]  [,8]   [,9]
[1,]   7.14  3.976  14.79  10.32  11.24  1.746   4.231  10.7  11.09
[2,] 353.65 12.329 618.17 798.89 842.50 85.445 214.512 349.9 483.97
[3,] 322.12  3.624 714.40 896.93 654.63 36.934 314.764 289.4 408.22
        [,10]  [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    9.094   5.42   7.351   6.069  7.322   9.735   7.185   8.062
[2,] 1502.887 556.85 615.696 410.131 51.734 537.347 676.041 659.923
[3,]  120.249 171.03 542.060 254.738  8.639 271.463 666.518 181.158
        [,18]   [,19]   [,20]   [,21]   [,22]  [,23]   [,24]   [,25]
[1,]    7.933   14.85   9.762   15.54   6.072   17.9   10.55   2.817
[2,] 1078.320 1120.32 834.107  634.81  98.167 3875.6  746.61 118.176
[3,]  427.201  541.07 753.191 1011.58 168.873  644.1 1422.43 213.050
        [,26]   [,27]   [,28]    [,29]   [,30]  [,31]   [,32]  [,33]
[1,]    9.618   10.24   6.062    9.774   2.582   9.97   7.178   3.64
[2,] 1187.994 1225.34 527.638 1019.714 125.877 828.26 255.240 111.78
[3,] 1489.962  842.41 455.240  808.645  89.751 892.56 370.983 198.67
      [,34]   [,35]   [,36]   [,37]   [,38]  [,39]  [,40]   [,41]  [,42]
[1,]  10.07   9.863   9.597   7.366   5.737  5.002  2.024   6.412  2.214
[2,] 962.38 731.572 797.027 286.041 774.536 44.994 36.880 210.165 36.374
[3,] 862.66 490.143 509.780 283.454 251.612  8.593 91.154 294.983 24.881
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]  [,49]  [,50]
[1,]   6.242   5.468   4.772   3.597   6.553   7.518   6.33  4.235
[2,] 551.726 955.407 331.515 126.025 380.500 168.850 136.37  5.509
[3,] 312.644 445.390 257.800  18.488 420.758 421.800 370.72 81.827
        [,51]   [,52]   [,53]    [,54]  [,55]   [,56]   [,57]  [,58]
[1,]    7.478   4.926   3.228    5.865   4.89   4.879   3.562  5.811
[2,] 1130.138 286.975 165.636  766.221 777.24 643.648 939.975 11.955
[3,]  823.343 317.852 180.601 1114.415 755.59 745.565 595.151 81.976
      [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]  [,66]   [,67]
[1,]  2.254   6.016   2.605   4.782  4.662   5.494   7.909  3.108   6.486
[2,] 32.612 329.279  49.929  53.211 22.815 466.341 589.412 50.286 723.788
[3,] 18.813 950.510 170.179 420.897 47.948 216.170 120.366 24.340 357.884
      [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]  4.272   4.984  2.696   9.127   8.612   8.603   7.757   8.384   7.919
[2,] 25.906 979.827 42.230 739.910 265.379 386.406 689.836 789.273 832.362
[3,] 28.034 443.225 52.710 424.935 266.815 175.255 357.573 475.561 327.622
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]
[1,]   7.237  1.767   6.856   5.574   7.937   4.213   3.509  2.248
[2,] 782.311 60.822 939.694 634.653 578.921 245.770 236.160 48.966
[3,] 356.164 88.870 485.885 450.027 519.016 171.064 233.668  9.854
        [,85]  [,86]  [,87]   [,88]   [,89]   [,90]  [,91]   [,92]  [,93]
[1,]    4.518  4.721  10.18   9.483   4.466   4.005   3.79   3.517   4.74
[2,] 1000.774 16.435 202.85 464.159 358.461 700.651 654.05 666.414  10.30
[3,]  268.184 27.003 300.20 859.513 202.312 372.031 351.55 567.489 357.17
      [,94]   [,95]   [,96]   [,97]   [,98]
[1,]  3.038   4.179   11.55   16.73   10.42
[2,] 29.320 430.869  920.03 3707.52  729.48
[3,] 74.707 271.006 1003.13  996.46 1349.91
[1] "--- VAR model 2017-10-03 03:01:00  completed"
[1] "Completed training sample:  2017-10-03 03:01:00 - 2017-10-03 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 03:31:00 - 2017-10-03 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3271        -0.01480         -6.456        -12.067
          0.2123         0.01249         -8.533         -2.418
         -0.3737        -0.01348         -7.145         -7.514
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.839         1.1407            1.165         0.007983
         -5.925         0.7284            2.423         3.239437
         -5.934         0.8989            2.908         2.086884
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7135            6.955           1.3608           -10.89
           1.5643           -1.420          -0.6900           -11.58
           2.3826            3.150           0.5022           -10.09
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5276            1.038            3.078            31.60
           0.5666            0.697            1.824            31.09
           0.6398            2.375            1.519            30.59
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           8.7235            7.121            4.262            8.883
           1.0160            6.644            3.269            9.913
           0.1814            1.525            2.917            8.191
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.188         -0.32121           -23.34           0.6672
           -2.786         -0.27034           -10.63         -12.2009
           -3.774         -0.04851           -11.73          -6.2531
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.346            3.833           -7.748           0.4407
            1.894          -10.509           -7.861           0.7960
            1.675           -5.130           -8.246          -0.4293
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -12.811         -0.49062          -10.640           -1.735
           -2.046         -0.01785           -8.610           -2.401
           -8.888         -0.35127           -5.382           -1.620
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2641           0.4157           0.2498           -4.792
          -1.5173         -10.0028          -6.4613           -5.110
          -0.4610          -5.7562          -4.3775           -7.562
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.8348         -11.5013          -0.2519          -0.4579
           2.5900          -1.3878          -0.4174           0.6106
           0.6966          -0.5285           0.8949           0.1940
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.063         0.103251          -0.7317          0.00874
           -2.419        -0.083683          -0.9436         -5.75157
           -1.947        -0.003618          -1.5104         -2.96467
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.721           0.5342         -2.46883           2.7409
            3.839           0.1401          0.09306          -0.7223
            2.905           0.2296         -3.07399           0.5003
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.887           0.1816          -3.8144            8.446
            2.434           0.7434          -2.0772            8.545
            1.289           0.2948           0.8048            8.920
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1139           2.6342            6.669           6.0405
          -0.3208          -3.6116           -2.083           0.8053
           0.1756           0.2623           -1.812          -2.4380
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.598           0.7946           0.1886            5.496
            7.239           0.8560          -0.1231            1.342
           -2.365          -0.2186           0.0301            5.771
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.337          -0.1006          -0.2814           -5.278
           -5.117           2.3173          -0.1273            2.834
           -4.576           3.8290           0.1016            1.329
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.5667         -0.30251          -7.6944         -0.09929
           0.1919          0.09813          -0.4763          0.05893
           0.9605          0.06395           1.5888          0.16289
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.228        -0.112111         -0.80377         -0.03759
           -2.787        -0.028591         -0.07918          0.92723
            1.147        -0.006951         -0.44133         -0.78824
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.2222          -3.3771          -1.2811          -4.5520
          -0.6983           0.1076          -1.2505           0.6010
          -0.2470          -1.9051          -0.3371          -0.9678
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.8428          -0.7343            4.984           0.2942
          -2.2997          -0.3703           -3.143           0.1414
           0.3116          -0.1914           -0.510           0.2062
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.504          -0.3158           2.0016           0.5205
           -2.107          -0.6433          -0.7598          -0.2583
           -1.959          -0.9585          -0.3593           0.2834
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5727          0.08999          -0.4489           -6.088
          -6.1775          0.20117           0.7301           -2.212
           2.1964         -0.34942           0.3600           -2.154
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3492          0.25720           -1.393        -0.008887
          -0.3085          0.77996            1.401         0.312833
          -0.1828          0.09853            1.020         0.765777
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.9929          -0.1395         -2.05700           -3.297
           0.9951           1.1221         -0.09223           -2.815
           0.7313           0.9255         -0.89602           -2.636
 rnd_95776.volume rnd_95787.volume
           -6.177           -0.258
            3.507          -12.396
           -1.733           -4.889
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.790 3.286 12.08 8.308 9.001 1.421 3.434 8.834 9.167 7.324 4.385
[2,] 5.927 3.289 12.33 8.857 9.587 1.456 3.528 9.018 9.472 9.517 4.939
[3,] 6.049 3.289 12.70 9.645 9.924 1.462 3.715 9.253 9.772 9.533 4.999
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.116 4.878 6.071 7.776 5.857 6.650 6.374 11.99 7.977 12.94 4.887
[2,] 6.562 5.145 6.073 8.029 6.446 7.199 7.714 12.71 8.647 13.25 4.901
[3,] 7.001 5.240 6.074 8.099 7.037 7.232 7.922 12.88 9.106 13.99 4.944
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.83  8.757 2.346  7.949  8.192 4.919 7.848 2.122 8.034 5.902 3.098
[2,] 22.11  9.327 2.370  9.281  9.546 5.262 8.877 2.166 8.654 5.977 3.131
[3,] 22.31 10.960 2.398 11.144 10.219 5.528 9.534 2.189 9.408 6.122 3.209
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.879 8.011 7.791 6.159 4.816 4.128 1.735 5.171 1.803 5.103 4.518
[2,] 8.827 8.490 8.369 6.234 5.637 4.134 1.737 5.238 1.810 5.610 5.837
[3,] 9.572 8.709 8.597 6.325 5.734 4.135 1.775 5.349 1.811 5.745 6.062
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.917 2.868 5.320 6.100 5.178 3.479 6.127 4.105 2.616 4.816 4.035
[2,] 4.132 2.908 5.577 6.139 5.205 3.479 7.553 4.300 2.701 5.709 5.086
[3,] 4.269 2.909 5.801 6.351 5.400 3.490 8.191 4.490 2.795 7.204 5.857
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.991 2.958 4.821 1.810 5.025 2.271 3.925 3.821 4.518 6.350 2.523
[2,] 4.707 4.805 4.821 1.814 5.196 2.324 3.933 3.821 4.886 6.753 2.532
[3,] 5.544 5.396 4.830 1.816 6.327 2.541 4.218 3.823 4.979 6.769 2.532
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.275 3.558 4.292 2.211 7.314 7.031 7.048 6.483 6.999 6.469 5.937
[2,] 6.051 3.562 5.580 2.216 7.811 7.095 7.174 6.992 7.733 7.298 6.749
[3,] 6.197 3.566 5.850 2.224 7.976 7.153 7.209 7.141 7.950 7.399 6.865
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.460 5.539 4.465 6.298 3.399 2.912 1.905 3.732 3.960 8.325 7.738
[2,] 1.475 6.603 5.071 6.750 3.525 3.071 1.914 5.377 3.963 8.347 7.986
[3,] 1.506 6.881 5.343 7.064 3.579 3.193 1.915 5.469 3.964 8.433 8.681
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 3.559 3.179 3.028 2.810 3.804 2.652 3.461  8.873 13.63  8.611
[2,] 3.803 4.209 3.928 3.843 3.805 2.653 3.803  9.492 19.91  9.116
[3,] 3.878 4.408 4.166 4.475 4.060 2.665 3.935 10.168 20.32 10.591
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   7.352  4.173  15.34  10.55  11.43  1.804   4.361  11.22  11.64
[2,] 284.592 29.908 550.75 690.46 741.91 71.993 180.965 407.07 535.99
[3,] 271.715  7.643 688.74 858.11 576.84 28.299 261.891 466.16 540.08
        [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    9.301   5.568   7.766   6.195  7.709   9.875   7.437   8.444
[2,] 1365.788 510.795 534.693 367.385 31.930 448.956 605.022 619.977
[3,]  124.795 174.289 548.552 223.683 27.638 239.983 634.819 155.719
       [,18]  [,19]  [,20]   [,21]   [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   8.094  15.23  10.13   16.43   6.205   18.83   11.12  2.979   10.09
[2,] 976.662 943.70 750.27  641.99  83.871 3686.62  721.86 75.273 1076.74
[3,] 405.503 478.08 641.32 1004.75 146.916  672.13 1293.82 82.722 1386.47
      [,27]   [,28]   [,29]  [,30] [,31]   [,32]   [,33]  [,34]  [,35]
[1,]   10.4   6.246   9.966  2.695  10.2   7.494   3.934  10.01  10.17
[2,] 1101.6 420.039 932.300 97.402 723.5 212.323 102.517 894.36 632.24
[3,]  820.1 381.065 781.933 70.724 829.1 297.728 157.586 832.17 436.48
       [,36]   [,37]   [,38]  [,39]  [,40]   [,41] [,42]  [,43]   [,44]
[1,]   9.893   7.821   6.115  5.242  2.203   6.566  2.29   6.48   5.737
[2,] 687.380 217.374 658.496 52.878 22.101 187.698 34.53 523.66 830.909
[3,] 441.857 240.190 236.908 10.210 81.890 243.724 16.78 278.37 367.221
       [,45]   [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]
[1,]   4.974   3.641   6.755   7.746   6.575  4.418   7.781   5.213
[2,] 295.911 108.729 375.934 154.657 119.974  3.570 992.648 287.385
[3,] 241.261  14.366 359.021 366.403 323.398 61.986 712.651 290.711
       [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]
[1,]   3.322   6.116   5.123   5.068   3.756  6.122  2.299   6.382   2.883
[2,] 150.727 689.010 695.919 560.777 851.077 11.538 25.070 296.618 110.800
[3,] 161.890 987.563 653.050 658.568 552.076 66.779 18.175 811.447 231.192
       [,62]  [,63]   [,64]   [,65]  [,66]   [,67]  [,68]  [,69]  [,70]
[1,]   4.984  4.852   5.738   8.063  3.204   6.698  4.518   5.45  2.808
[2,]  54.817 11.365 418.092 516.709 46.672 666.679 39.152 801.36 33.881
[3,] 343.010 29.061 215.596 105.363  9.916 300.376 38.578 395.11 41.798
       [,71]   [,72]  [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   9.287   8.928   8.95   8.232   8.888   8.215   7.539  1.854   7.034
[2,] 616.378 214.294 300.91 588.905 739.132 759.370 721.535 48.286 807.781
[3,] 363.059 202.936 158.81 326.649 415.266 274.424 282.484 68.298 435.871
      [,80]   [,81]   [,82]   [,83]  [,84]  [,85]  [,86]  [,87]   [,88]
[1,]   5.67   7.997   4.316   3.698  2.419   4.74  5.029  10.57   9.826
[2,] 540.23 546.029 210.197 219.104 41.157 870.09 34.784 135.38 443.521
[3,] 378.57 468.282 138.921 196.758 15.624 224.40 23.491 270.96 765.074
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]
[1,]   4.519   4.037   3.845   3.569   4.831  3.368   4.395  11.27   17.31
[2,] 301.470 619.918 562.577 589.210  14.873 15.206 354.291 758.03 3262.80
[3,] 170.493 294.556 311.885 515.396 318.328 57.529 227.567 819.65  916.61
       [,98]
[1,]   10.93
[2,]  672.69
[3,] 1211.62
[1] "--- VAR model 2017-10-03 03:31:00  completed"
[1] "Completed training sample:  2017-10-03 03:31:00 - 2017-10-03 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 04:01:00 - 2017-10-03 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.4629         0.05959         -5.615         -4.056
          0.4150         0.03030         -7.645         -9.778
          0.2907         0.23078         -6.087         -7.302
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.085         1.4545            3.255            2.131
         -3.836         0.6489            1.284            3.287
         -6.496         0.3814            1.473            2.743
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.21052            2.686           0.4115           -11.36
          0.37636            1.319           0.1859           -11.53
          0.04822            1.577           0.3420           -10.18
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.815          -0.2230          -2.5887            24.06
           -1.854           0.2623          -0.8192            22.44
           -1.320          -0.3445          -1.4211            24.05
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.535          -3.7739            5.086            8.782
           -1.292          -1.6090            2.716            7.643
           -1.892          -0.9296            5.806            6.643
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           1.5897          -0.9181           -5.134           -6.927
          -1.5484          -0.4004           -5.216           -4.525
           0.3961          -0.1161          -12.977           -5.808
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.020          -10.137          -16.239           2.2371
            1.232           -3.514           -5.980           0.6892
            1.186           -4.101           -4.231           1.4333
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.699          -0.8768            2.738          -0.7653
          -10.044          -0.6060           -8.728          -1.0294
           -6.223          -0.1953           -7.403          -0.7550
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3721           -4.595           -9.610           -5.936
           1.1595           -9.207           -1.307           -1.113
          -0.8908           -8.759           -6.126           -7.202
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.5417           1.8725         0.774608         -0.09809
          -0.7624          -0.6751        -0.097205          0.34289
          -0.2671           0.8261         0.006749          0.07372
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8425           0.1510          -0.5754           -1.590
          -0.8192           0.5918          -1.8393           -6.201
          -2.4238           0.1141          -0.6776           -5.686
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.252           1.3626           -7.946       -1.2703538
            2.589           0.4014           -1.852       -0.2761198
            2.933           0.6049           -3.908        0.0002731
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.986          -0.3711         -9.57625            3.497
            3.296          -1.1193         -0.06465            2.760
            1.520          -0.3612         -3.34934            1.837
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.8094          -11.594          -2.4703           5.6334
           0.1527           -2.117          -6.7615          -9.0881
          -0.7114           -2.719          -0.1005          -0.2589
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.108           0.3401          0.01581         -0.37794
           -1.729           0.3634          0.02213          3.36041
           -7.100           0.1069         -0.03046         -0.03852
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.063          -0.6392          -0.2541           2.4513
           -1.266           2.0619           0.3495          -0.6679
           -1.419           1.4765           1.4257           1.7473
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.502          0.37103            1.060         -0.39274
           -1.099          0.09741            1.008         -0.24950
            1.554          0.36106            0.157         -0.05024
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.9553          0.12960          0.79177           1.6540
           2.8850          0.13879          0.61622           0.7979
          -0.8122          0.03869         -0.09524           0.3460
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8293           0.1824           0.7745          -1.9632
          -0.4353          -0.3655          -1.0141          -0.1131
          -0.1764          -0.8700           0.4232          -0.1953
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.3114          -0.2984           2.0305          -0.9805
           1.0478          -0.4665          -1.4331          -0.8133
           0.5988          -0.3106           0.3669          -0.6214
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.550           0.3187          -0.7845          -0.6904
           -1.105          -0.3596          -2.0365           0.2135
            1.023          -0.3374           0.1837          -0.1434
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.7533          -0.3041          -0.6898            3.779
           1.6086          -0.2638           0.6095            1.312
          -0.4995           0.7075           0.3952            1.761
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.60752          0.62557          -1.4419          -1.7516
         -0.13280          0.27216           0.8596           0.5314
          0.01496          0.04008           0.5387           0.2393
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1367         -1.06667           2.1298           -2.647
           0.2714         -0.02327           0.6285           -3.761
           1.9368          0.76394           1.3950           -4.069
 rnd_95776.volume rnd_95787.volume
            1.813           -7.036
          -13.699           -4.653
           -2.084           -6.447
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.074 3.441 12.47 8.459  9.095 1.676 3.516 8.954 9.337 7.519 4.485
[2,] 6.204 3.443 12.64 9.169  9.702 1.694 3.603 9.132 9.623 9.704 5.041
[3,] 6.303 3.443 13.06 9.964 10.146 1.755 3.811 9.383 9.968 9.722 5.100
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.245 4.952 6.323 7.883 5.979 6.823 6.504 12.32 8.279 13.33 4.955
[2,] 6.668 5.226 6.323 8.132 6.530 7.373 7.923 13.08 9.028 13.59 4.967
[3,] 7.083 5.331 6.330 8.199 7.095 7.403 8.133 13.24 9.543 14.36 5.014
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.18  9.034 2.534  8.213  8.447 5.194 8.074 2.239 8.286 6.078 3.187
[2,] 22.87  9.557 2.598  9.572  9.932 5.604 9.203 2.287 8.934 6.166 3.222
[3,] 23.02 11.168 2.659 11.556 10.639 5.872 9.904 2.303 9.782 6.295 3.313
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.276 8.222 8.024 6.356 5.082 4.300 1.830 5.278 1.931 5.307 4.677
[2,] 9.129 8.758 8.685 6.445 5.842 4.303 1.833 5.345 1.935 5.847 6.093
[3,] 9.841 9.011 8.902 6.533 5.940 4.303 1.868 5.443 1.937 6.016 6.301
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.032 2.973 5.579 6.375 5.616 3.508 6.444 4.325 2.684 5.064 4.121
[2,] 4.268 3.007 5.900 6.408 5.641 3.550 7.918 4.483 2.774 5.965 5.294
[3,] 4.422 3.008 6.172 6.611 5.801 3.565 8.604 4.732 2.874 7.522 6.118
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.112 3.033 4.984 1.872 5.201 2.352 4.076 4.060 4.666 6.583 2.612
[2,] 4.828 4.914 4.984 1.872 5.392 2.410 4.081 4.060 5.042 7.031 2.621
[3,] 5.675 5.618 4.993 1.872 6.516 2.623 4.383 4.064 5.140 7.054 2.622
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.605 3.812 4.442 2.341 7.568 7.385 7.219 6.699 7.228 6.649 6.096
[2,] 6.365 3.813 5.933 2.342 8.041 7.442 7.352 7.259 7.816 7.524 6.969
[3,] 6.499 3.827 6.193 2.345 8.193 7.493 7.387 7.398 8.051 7.621 7.103
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.508 5.712 4.628 6.469 3.699 3.000 2.060 3.934 4.143 8.780 8.100
[2,] 1.519 6.790 5.192 6.970 3.724 3.189 2.070 5.571 4.145 8.784 8.385
[3,] 1.554 7.129 5.458 7.335 3.754 3.327 2.075 5.688 4.147 8.873 9.045
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.606 3.222 3.070 2.850 3.967 2.923 3.781 8.201 14.14  9.089
[2,] 3.862 4.258 3.992 3.893 3.967 2.926 4.149 8.865 20.65  9.548
[3,] 3.932 4.469 4.239 4.513 4.220 2.933 4.285 9.667 21.05 11.008
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   7.713  4.370  15.83  10.74  11.55  2.128   4.465  11.37  11.86
[2,] 249.365 19.466 413.14 697.27 665.60 48.176 155.046 353.85 458.47
[3,] 219.140  3.859 645.68 768.68 584.86 90.429 244.726 425.00 512.33
        [,10]   [,11]  [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]    9.548   5.696   7.93   6.288  8.029  10.01   7.592   8.664   8.259
[2,] 1208.847 453.260 460.45 328.948 15.730 393.74 517.232 550.746 891.471
[3,]  116.529 153.226 470.82 207.791 61.209 206.78 546.725 131.415 362.244
      [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]   [,27]
[1,]  15.64  10.51  16.93   6.292   19.28   11.47   3.218   10.43   10.73
[2,] 865.08 709.49 515.56  69.118 3369.26  614.51 112.953  968.94 1029.73
[3,] 408.37 609.85 916.25 134.334  519.95 1138.42 110.820 1275.75  751.15
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   6.596  10.25  2.843  10.52   7.718   4.047  10.51  10.44  10.19
[2,] 414.479 869.90 91.214 658.14 204.559  93.383 758.99 594.50 654.69
[3,] 345.644 721.17 54.144 785.07 250.241 152.059 724.14 417.68 384.96
       [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   8.071   6.453  5.460  2.324   6.703  2.452   6.739   5.939   5.12
[2,] 210.376 567.731 35.816 20.416 165.536 26.101 483.802 769.699 276.03
[3,] 209.954 211.485  6.163 70.609 203.083 15.559 279.209 316.109 227.34
      [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]   [,53]
[1,]  3.775   7.085   8.095   7.131   4.455   8.183   5.492   3.408
[2,] 88.593 377.883 128.883 105.029 106.612 906.419 232.503 138.024
[3,] 15.168 357.372 320.540 266.622  65.071 663.272 298.478 148.507
       [,54]   [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62]
[1,]   6.431   5.233   5.221   3.851  6.329 2.378   6.604   2.987   5.175
[2,] 621.157 654.931 498.666 761.716  5.014 2.020 280.631 103.457  43.196
[3,] 902.991 604.059 587.840 536.575 59.306 3.257 720.796 203.894 315.134
      [,63]   [,64]  [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]
[1,]  5.155   5.925   8.36  3.317   7.118  4.841   5.641  2.973   9.611
[2,]  9.465 376.534 486.62 43.395 594.224 12.430 775.016 16.260 535.219
[3,] 35.444 196.874 112.73  5.591 258.836 66.557 350.148 24.211 309.409
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   9.378   9.167   8.507   9.178   8.443   7.741  1.915   7.253
[2,] 182.224 274.903 551.151 586.290 693.954 665.590 36.690 723.673
[3,] 171.635 141.675 280.815 380.215 238.748 269.954 64.767 428.079
       [,80]   [,81]  [,82]  [,83]  [,84]   [,85]  [,86]  [,87]  [,88]
[1,]   5.877   8.215  4.697   3.81  2.615   4.996  5.261  11.15  10.29
[2,] 463.785 511.248 84.350 213.36 40.333 777.253 21.550  55.58 427.06
[3,] 331.562 450.081 93.725 186.73 28.846 225.891 25.128 247.55 668.37
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]
[1,]   4.579   4.092   3.899   3.619   5.038  3.712   4.801  10.41   17.95
[2,] 272.379 548.343 502.612 522.519   4.397 24.523 336.825 663.27 2965.22
[3,] 146.062 267.662 281.141 449.660 283.715 39.867 211.404 759.68  804.76
       [,98]
[1,]   11.54
[2,]  575.90
[3,] 1079.56
[1] "--- VAR model 2017-10-03 04:01:00  completed"
[1] "Completed training sample:  2017-10-03 04:01:00 - 2017-10-03 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 04:31:00 - 2017-10-03 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.135         0.20792         -9.365         -3.710
           2.371         0.08038         -9.614         -7.433
           1.197         0.03155         -9.938         -9.700
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.8596          2.046          -0.2476           1.7336
        -6.7606          1.494           0.9635           1.8679
        -9.8992          1.107           0.7362           0.9891
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.576           0.3422           0.8222           -10.73
            2.347           3.0937           1.2636           -10.65
            1.741           1.6964           0.8397           -11.55
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.232           0.3843           1.5729            29.56
            2.850           0.2439           1.1322            30.57
            2.481           0.3584           0.6619            30.37
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.7926          1.62150            4.545            6.477
          -0.3872          0.81981            4.670            7.395
          -0.8361          0.05174            3.330            4.441
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.456          0.62511           -26.24           -9.222
           -6.633          0.70022           -14.79          -10.830
           -5.310          0.08543           -18.91           -6.882
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1252          -12.430           -8.227           -1.051
          -1.0303          -13.665          -11.428           -1.608
          -0.6611           -8.975           -9.353           -1.482
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.811          0.56578           0.7471          -0.5022
           -8.707          0.08224          -9.7362          -0.8798
          -11.278          0.33984         -10.2447          -0.4718
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.4959          -0.8548           -2.220           -1.138
           0.1934          -5.3000           -4.944           -4.481
          -0.5273          -7.4707           -7.572           -5.866
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6978           -0.126           0.7150           0.1054
           0.6297            2.095          -0.9182           0.4254
           0.2896           -1.512          -1.2672           0.1058
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4997          -0.2191           -2.646           -19.10
           3.0120          -0.1575           -4.687           -10.36
           0.7951          -0.2021           -2.996           -11.43
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.866         -0.04845           -8.646           -0.269
            4.179         -0.39150           -9.244            4.175
            3.806         -0.27538           -5.464            1.692
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.926          -0.6353           -3.504            4.261
            6.169          -1.0952            3.133            2.190
            3.816          -1.0026           -7.226            2.806
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1896           0.2821            4.276           8.9838
           0.9156           1.8170           -2.459          -0.8202
          -0.7186          -2.7759            1.503           1.6557
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.5946           0.6204         0.003034            1.387
           4.7728           1.1405         0.045203           -2.930
          -2.6208           0.9420        -0.037578            5.454
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.686            5.114          -0.6684            2.175
           -5.293           -2.430           0.1875            1.666
           -4.913            4.574           0.1088           -1.214
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.341           0.2018           -6.895          0.32232
            2.825           0.7193            4.372          0.05557
           -1.765          -0.1203           -1.411          0.02719
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.301          -0.1393            2.583           1.4046
            1.638           0.4274            2.350           2.3224
            2.125           0.1803            1.476           0.7425
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7065         2.226226           -5.053           2.6568
           0.2956         0.003495           -4.510           1.1702
           0.1180         1.728967           -3.570           0.6537
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.1423          -0.7568            6.625          -1.3412
           1.4218          -0.7133            2.806          -1.2067
           0.6517          -0.4083            1.065          -0.9586
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.445        0.2969297           1.6608          -0.4477
            3.907       -0.0005788          -0.7480           0.3957
            2.438        0.4699245           0.8833          -0.2820
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.2496         0.576208           0.5507           -1.894
           3.4875         0.283058           3.1724           -3.642
          -0.8209         0.001276           1.4821           -2.354
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1088           1.1841           0.3357          -0.8991
           0.9061          -0.5776          -0.4864           0.6811
           0.7668           0.4805          -0.3031          -0.6378
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.911          -0.5484            5.423           -4.845
           -1.921           0.4334            5.322           -5.333
            3.098           0.4220            4.274           -5.586
 rnd_95776.volume rnd_95787.volume
            19.30           -9.920
           -14.60          -11.463
            -3.34           -6.743
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]   [,9]  [,10] [,11]
[1,] 6.243 3.655 12.61  8.602  9.014 1.745 3.622 9.099  9.564  7.754 4.524
[2,] 6.384 3.657 12.78  9.327  9.806 1.763 3.662 9.283  9.873 10.004 5.111
[3,] 6.477 3.659 13.17 10.116 10.304 1.839 3.915 9.540 10.206 10.041 5.175
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.441 5.041 6.435 8.991 6.333 7.072 6.645 12.36 8.513 12.94 4.970
[2,] 6.937 5.331 6.437 9.354 6.853 7.661 8.091 13.15 9.277 13.25 4.981
[3,] 7.421 5.430 6.442 9.397 7.463 7.695 8.311 13.39 9.817 13.65 5.029
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 15.54  9.638 2.591  8.342  8.634 5.306  8.192 2.305  8.452 6.287
[2,] 23.40 10.142 2.655  9.726 10.117 5.643  9.354 2.355  9.149 6.383
[3,] 23.62 11.922 2.713 11.757 10.803 5.861 10.077 2.374 10.017 6.491
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.290  8.741 8.438 8.211 6.598 5.273 4.645 1.964 5.496 2.000 5.494
[2,] 3.326  9.482 9.028 8.968 6.691 5.978 4.646 1.970 5.564 2.003 6.079
[3,] 3.403 10.293 9.296 9.208 6.761 6.090 4.646 2.017 5.652 2.008 6.202
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.222 4.239 3.080 5.766 6.654 5.905 3.575 6.572 4.605 2.774 5.297
[2,] 6.469 4.498 3.106 6.086 6.688 5.918 3.618 8.137 4.790 2.868 6.187
[3,] 6.793 4.648 3.107 6.311 6.915 6.110 3.633 8.846 5.052 2.976 7.789
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.316 4.434 3.130 5.148 1.907 5.362 2.457 4.198 4.224 4.885 6.160
[2,] 5.483 5.413 5.078 5.149 1.907 5.605 2.522 4.210 4.224 5.260 7.286
[3,] 6.305 6.140 5.821 5.159 1.908 6.828 2.733 4.568 4.227 5.361 7.305
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.733 5.719 3.999 4.416 2.431 7.792 7.520 7.558 7.000 7.543 6.646
[2,] 2.742 6.535 4.001 5.892 2.434 8.244 7.588 7.672 7.619 8.162 7.699
[3,] 2.742 6.672 4.017 6.334 2.440 8.389 7.634 7.700 7.761 8.380 7.794
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.209 1.573 5.863 4.725 6.614 3.661 3.174 2.191 4.155 4.326 9.073
[2,] 7.154 1.584 7.006 5.262 7.163 3.776 3.374 2.200 5.779 4.328 9.076
[3,] 7.304 1.617 7.443 5.531 7.551 3.818 3.525 2.205 5.905 4.328 9.164
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 8.324 3.651 3.259 3.099 2.868 4.119 3.055 4.026 7.635 14.58  9.181
[2,] 8.572 3.916 4.298 4.045 3.930 4.119 3.059 4.375 8.357 21.42  9.643
[3,] 9.269 3.985 4.510 4.293 4.556 4.416 3.064 4.530 9.185 21.81 11.115
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]   [,7]   [,8]   [,9]
[1,]   7.928  4.641  16.01  10.92  11.45  2.216   4.60  11.55  12.14
[2,] 239.266 25.566 377.22 646.81 692.64 44.655  96.12 329.86 440.25
[3,] 196.068 17.430 570.62 702.58 567.53 93.860 248.48 394.79 463.69
        [,10]   [,11]  [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]    9.846   5.745   8.18   6.401  8.171  11.42   8.042   8.981   8.438
[2,] 1133.842 426.362 461.87 311.505 27.364 462.43 469.788 528.330 828.306
[3,]  155.238 146.348 473.21 185.078 48.872 162.55 530.068 130.882 340.657
      [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]  [,27]
[1,]  15.69  10.81  16.43   6.311   19.74   12.24   3.29   10.59  10.96
[2,] 806.39 661.34 513.20  59.315 3138.70  566.59 104.23  896.96 945.89
[3,] 453.01 576.13 589.52 124.739  571.26 1124.41  99.57 1185.01 679.88
       [,28] [,29]  [,30]  [,31]   [,32]   [,33] [,34]  [,35]  [,36]
[1,]   6.738  10.4  2.928  10.73   7.984   4.177  11.1  10.71  10.43
[2,] 344.705 809.9 86.575 628.29 197.824  88.091 659.0 575.95 647.01
[3,] 284.107 672.5 53.273 731.70 212.065 129.257 718.4 397.46 374.83
       [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.379   6.696  5.899  2.493   6.979  2.539   6.976   6.631   5.383
[2,] 198.795 505.179 20.118 29.011 155.850 20.235 466.972 685.079 269.519
[3,] 173.941 208.614  7.515 77.931 178.226 25.674 220.545 371.974 210.321
      [,46]   [,47]  [,48]   [,49] [,50]   [,51]   [,52]   [,53]   [,54]
[1,]  3.912   7.322   8.45   7.499  4.54   8.345   5.848   3.523   6.726
[2,] 71.080 349.287 120.72  71.060 99.51 860.839 236.542 130.582 573.519
[3,] 15.188 299.653 315.46 272.382 58.29 622.583 288.297 142.507 849.080
       [,55]  [,56]   [,57]  [,58] [,59]   [,60]  [,61]  [,62]  [,63]
[1,]   5.481   5.63   3.975  6.537 2.422   6.809   3.12   5.33  5.363
[2,] 606.632 556.98 717.302 20.185 3.354 292.877 101.60  57.89 15.021
[3,] 558.540 520.08 510.733 55.530 4.890 699.655 189.20 318.13 28.954
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.203   7.823  3.470   7.262  5.078   5.608  3.087   9.894   9.549
[2,] 349.819 697.785 40.203 567.596 21.542 699.706 20.445 483.056 181.465
[3,] 185.996  95.410  9.403 241.001 64.905 416.916 31.635 278.754 150.199
       [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79] [,80]   [,81]
[1,]   9.597   8.889   9.579   8.439   7.884  1.997   7.445   6.0   8.399
[2,] 236.842 539.372 559.023 697.219 637.553 34.080 688.035 415.4 493.592
[3,] 117.558 265.502 341.371 218.307 264.556 58.380 450.592 305.6 428.268
       [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]   4.649   4.031  2.782   5.277  5.493  11.52  10.57   4.636   4.138
[2,] 165.742 205.201 36.218 720.531 25.400  44.05 367.14 253.743 502.660
[3,] 101.180 183.407 24.666 217.398 10.686 226.69 632.91 133.302 245.242
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.935   3.642   5.230  3.879   5.112   9.695   18.52  11.66
[2,] 466.359 481.899   4.128 28.788 307.149 609.424 2813.76 529.26
[3,] 257.906 413.689 285.491 32.177 211.264 683.777  740.74 991.46
[1] "--- VAR model 2017-10-03 04:31:00  completed"
[1] "Completed training sample:  2017-10-03 04:31:00 - 2017-10-03 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 05:01:00 - 2017-10-03 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.1053        -0.06344         1.3004         -3.363
          0.8943        -0.10134        -0.3611          3.726
          1.1389        -0.11944        -0.3381         -1.342
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -7.7467         0.2895           1.6249            1.254
        -7.1778         0.1855           1.0052           -1.428
        -0.5386         0.1107           0.5886           -0.819
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.985          -1.2105           0.5192           -10.78
            1.741           1.8862           0.5541           -11.05
            1.459          -0.1146           0.4683           -10.49
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.136           0.5874           1.0341            14.52
            1.421           0.2162           0.1376            19.25
            2.511           0.3361           0.1790            19.41
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.3395          -3.3190            6.796            9.890
          -0.9627           0.6035            7.619            8.501
          -1.5701          -1.3751            4.691            7.547
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.12848         -0.19945         -0.07919            4.188
         -0.09612         -0.00732          5.31743            0.929
         -1.16754         -0.02631          2.00452            3.121
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.999            3.964           5.2476            2.716
            2.715           -2.510           1.2697            1.278
            2.714            0.387           0.5844            1.244
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -1.1838           1.4182           -6.074            1.788
           3.9803           1.2773            1.162            2.567
          -0.5588           0.6428           -2.495            2.190
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2186          -5.4799           -6.939          -1.1832
          -0.1425          -0.8635           -5.145          -4.9337
           0.1654           2.6568            1.604          -0.3853
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.02975          -2.8914            1.509          -0.7606
          0.02884           0.7694           -0.867          -0.6106
         -0.19386           0.4878           -0.398          -0.2822
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.769          0.46280           -1.378           -16.25
            4.056          0.25805           -3.410            -8.91
            2.804          0.03695           -2.104           -10.65
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.717           0.8478           -8.474          -0.5028
            1.668           0.2722           -9.667           2.4871
            2.829           0.6436           -6.968           0.9119
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.094          -1.4926        -12.36282            2.965
            4.124          -0.8565         -0.03418            2.749
            2.325          -1.0247         -5.84543            3.986
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.49756           -7.227          -2.4303          -0.7865
         -0.01271           -4.544          -8.2658          -7.2388
         -0.68180           -2.479          -0.2504          -2.0211
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.403            1.250        -0.044523           7.3920
           -1.670            1.193        -0.012434          -0.4081
           -8.403            0.408        -0.003067          -1.7268
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.389          -0.6765         -0.06495          -2.0865
           -4.384           2.5047          0.75301           1.5943
           -3.900          -0.7714          1.32440           0.3513
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.463           0.5568            4.407         0.099931
            1.446          -0.2363           -1.487         0.002244
            2.355           0.3544            2.533         0.004299
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.892          0.06449           1.1277          -0.6687
            2.287          0.12861           1.1748           0.2644
            1.430          0.02236           0.9143           0.9810
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         0.260382          -1.0199            4.242           6.5496
         0.006421          -0.3165            3.130          -1.0989
         0.007309           2.4184            4.008           0.6276
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           7.0469           0.2946           2.2447            5.408
          -0.5526           0.3328           4.6759            4.227
           0.9682           0.1907          -0.4099            3.620
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.6537          -1.0137          -0.5005         -0.05321
           4.5419          -0.3454          -2.1754          0.29986
          -0.1053           0.8871           0.1409         -0.08195
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3669          -0.3639            3.913            4.694
          -1.9467           0.2507            3.718            3.650
           2.3951          -0.3349            1.429            5.776
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7966          -2.2501           1.5766           2.3140
           0.3061           0.9028          -0.8062          -2.0881
           0.1015           0.2413           2.2417           0.6328
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5436          -0.6528           0.8800           -3.445
           1.9925          -0.9503          -0.4262           -4.115
          -0.4230           0.4433          -0.1338           -3.876
 rnd_95776.volume rnd_95787.volume
           -1.475           4.4520
          -11.807          -0.1577
           -8.116           4.2706
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]   [,9]  [,10] [,11]
[1,] 6.441 3.810 13.46  8.939  9.462 1.810 3.685 9.242  9.749  7.872 4.650
[2,] 6.538 3.811 13.84  9.707 10.151 1.829 3.725 9.416 10.025 10.142 5.277
[3,] 6.621 3.813 14.64 10.631 10.652 1.914 3.980 9.677 10.385 10.173 5.336
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.530 5.168 7.410 9.560 7.839 7.175 6.783 12.62  8.735 13.26 5.058
[2,] 6.988 5.431 7.420 9.881 8.986 7.835 7.995 13.38  9.518 13.57 5.068
[3,] 7.505 5.534 7.423 9.913 9.897 7.877 8.240 13.67 10.110 13.95 5.112
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 15.72  9.831 2.681  8.461  8.858 5.568  8.382 2.426  8.676 6.436
[2,] 24.33 10.360 2.759  9.881 10.554 5.928  9.584 2.473  9.434 6.536
[3,] 24.66 12.156 2.818 12.002 11.309 6.166 10.387 2.489 10.346 6.636
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.472  8.921 8.640 8.387 6.854 5.588 4.890 2.040 5.646 2.076 5.637
[2,] 3.517  9.642 9.254 9.180 6.940 6.278 4.890 2.045 5.711 2.079 6.236
[3,] 3.597 10.492 9.556 9.456 6.999 6.415 4.891 2.091 5.805 2.082 6.373
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.477 4.552 3.238 5.302 6.824 6.137 3.615 6.958 4.811 2.857 5.548
[2,] 6.706 4.677 3.262 6.467 6.868 6.154 3.648 8.279 4.994 2.961 6.431
[3,] 7.057 4.864 3.263 6.796 7.134 6.322 3.675 9.074 5.259 3.064 7.926
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.505 4.567 3.197 5.353 1.957 5.508 2.526 4.312   4.4 5.088 6.314
[2,] 5.828 5.621 5.210 5.354 1.957 5.742 2.592 4.330   4.4 5.492 7.501
[3,] 6.519 6.382 6.077 5.357 1.957 7.051 2.807 4.659   4.4 5.609 7.523
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.802 5.924 4.419 4.606 2.497 7.920 7.630 7.791 7.429 7.695 6.855
[2,] 2.810 6.765 4.420 6.188 2.499 8.351 7.685 7.885 8.072 8.246 8.042
[3,] 2.811 6.901 4.424 6.626 2.501 8.472 7.726 7.912 8.186 8.480 8.144
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.389 1.653 5.997 4.848 6.755 3.731 3.301 2.350 4.322 4.447 9.374
[2,] 7.449 1.664 7.282 5.390 7.346 3.846 3.537 2.353 6.013 4.449 9.379
[3,] 7.609 1.701 7.786 5.638 7.775 3.891 3.637 2.360 6.133 4.449 9.482
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 8.765 3.701 3.363 3.126 2.891 4.313 3.267 4.203 6.853 15.56  9.622
[2,] 9.007 3.965 4.475 4.124 4.003 4.313 3.275 4.517 7.705 21.83 10.081
[3,] 9.542 4.032 4.641 4.388 4.686 4.631 3.287 4.671 8.300 22.61 11.737
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.179  4.838  17.09  11.35  12.02  2.299   4.679  11.74  12.38
[2,] 185.012 15.757 531.26 623.52 605.69 43.268  89.768 296.97 385.15
[3,] 172.641 19.068 784.04 714.32 532.20 92.651 230.910 368.09 446.31
        [,10]   [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]
[1,]    9.996   5.904   8.292   6.562  9.409  12.14   9.955   9.111
[2,] 1053.720 411.155 409.984 275.163 65.435 411.83 723.622 518.432
[3,]  129.964 131.036 451.299 175.384 37.081 130.08 683.760 134.626
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   8.613  16.02  11.09  16.84   6.423   19.97   12.48   3.405   10.74
[2,] 697.396 736.54 622.90 474.68  51.723 3058.73  538.74 107.377  840.81
[3,] 329.032 455.29 561.50 533.79 111.329  666.22 1047.61  94.020 1122.70
      [,27]  [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]  11.25   7.07  10.64  3.081  11.02   8.173   4.408  11.33  10.97
[2,] 945.50 335.21 765.87 79.259 610.29 187.730  93.281 602.80 546.30
[3,] 669.12 279.94 659.64 46.400 700.10 188.795 123.795 681.59 392.30
      [,36]   [,37]   [,38]  [,39] [,40]  [,41]  [,42]   [,43]   [,44]
[1,]  10.65   8.703   7.096  6.209  2.59   7.17  2.636   7.158   6.956
[2,] 615.15 179.795 471.312 10.472 24.99 141.65 18.162 439.689 637.511
[3,] 373.60 150.175 217.793 17.618 71.96 171.26 18.320 216.385 362.058
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]
[1,]   5.781  4.111   6.733   8.665   7.794  4.591   8.836   6.109   3.628
[2,] 176.910 65.550 609.901 127.576  73.665 80.072 739.230 220.972 128.372
[3,] 220.252 14.456 344.552 318.089 239.145 74.334 611.833 271.847 129.604
       [,54]  [,55] [,56]  [,57]  [,58] [,59]   [,60]   [,61]   [,62]
[1,]   7.045   5.72   5.8   4.06  6.797 2.484   6.994   3.207   5.476
[2,] 535.695 609.34 539.8 677.66 16.069 5.678 267.214  96.373  65.795
[3,] 763.423 481.05 497.9 515.46 30.376 2.441 674.174 177.266 283.382
     [,63]   [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]
[1,] 5.587   6.461   8.018  3.558   7.523  5.612   5.849  3.171  10.06
[2,] 8.970 340.906 667.100 34.206 538.175  9.934 680.918 15.442 436.14
[3,] 7.686 187.749  95.045 15.017 224.823 31.943 390.383 18.903 235.07
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77] [,78]   [,79]   [,80]
[1,]   9.689   9.894   9.434   9.772   8.705   8.114  2.10   7.615   6.156
[2,] 151.737 200.203 519.984 488.105 692.749 631.006 30.69 680.586 388.168
[3,] 130.241 107.591 225.029 326.212 211.975 255.451 57.89 454.125 272.874
       [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88] [,89]
[1,]   8.577   4.737   4.191  2.985   5.488  5.647  11.90  11.13   4.7
[2,] 475.778 154.438 209.608 18.604 688.770 19.678  54.27 341.98 234.4
[3,] 419.773  96.691 139.136 29.777 199.183  4.454 229.89 519.16 120.8
      [,90]  [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   4.27   3.97   3.671   5.477  4.148   5.337   8.702   19.76  12.22
[2,] 486.52 443.10 456.073  10.091 38.640 272.609 580.419 2522.02 495.85
[3,] 202.79 246.90 401.406 277.843 45.883 196.045 508.570  972.92 990.21
[1] "--- VAR model 2017-10-03 05:01:00  completed"
[1] "Completed training sample:  2017-10-03 05:01:00 - 2017-10-03 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 05:31:00 - 2017-10-03 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.306       -0.094339         -1.517         -6.082
          -1.241       -0.002346         -3.828          8.846
          -1.631        0.088108         -4.883         -8.096
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.550         1.1654           1.1564            0.919
         -7.142         0.8532           0.9043            3.430
         -1.973         0.7368           1.1044            2.953
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1459           2.6373           0.6470           -19.68
           0.8903           0.1749           0.4504           -19.25
           0.6156           2.3230           0.6124           -18.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.119          4.27599          -1.3879            21.73
            1.634          3.95429          -0.9605            21.84
            1.625         -0.08359          -0.5598            21.43
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -4.3120          -0.4042            4.250            12.41
          -0.7184          -3.7852            5.149            14.54
          -0.8591          -1.6197            0.559            11.19
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.004         -0.50510          -39.745            7.956
           -5.313         -0.12873           -1.386          -11.581
           -7.889         -0.07952           -4.465            2.378
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.99664           15.504           13.289          -0.1563
         -0.02564          -14.579           -5.334           1.0532
         -0.10535            1.029           -4.918          -0.2398
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.503           0.6981          -11.341           -2.834
            9.526           0.3501            8.229           -2.262
           -9.624           0.2595           -4.189           -1.568
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8433          -12.513           -5.351           -2.480
          -0.3859            0.446           -6.548          -10.073
           0.9539            2.867            3.675            1.661
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.60188         -2.03856          -0.8194          -0.4199
         -0.02286          3.80352          -1.0417          -0.2872
         -0.05460         -0.09352           3.2908          -0.1338
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.488         0.002465           -3.227           -5.201
           -1.803        -0.004039           -1.841           -4.526
           -2.081         0.193839           -2.825           -5.882
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.877           0.3843          -1.2681         -1.27767
            4.123           0.1602          -4.4245          0.00686
            3.508           0.2810          -0.8044         -0.31980
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.190          -0.1903           -7.975            6.362
            3.720          -0.2049            1.557            7.251
            1.755          -0.4226           -2.426            6.331
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.74794          -8.8250          -3.0385           0.5170
         -0.04237          -2.1942          -5.1039          -7.1696
         -0.27579           0.2792           0.9935          -0.3115
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.310          -0.0146         -0.04734            4.275
           -2.946          -0.5253         -0.01956            1.643
           -5.245           0.3882         -0.04046           -2.253
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.034            4.292          0.37309          -1.9633
           -4.061           -1.290         -0.33010           2.7085
           -3.226           -0.264          0.06847          -0.1323
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.943          -0.2672          -3.6517           0.1424
            3.040          -0.2337          -0.3234          -0.1093
           -1.074          -0.2434           0.5218          -0.0114
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.995          0.08825          -0.7709         -0.03448
           -1.575         -0.20600          -0.8002         -0.94023
            2.014         -0.07617          -0.8233         -1.61509
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6780          -4.9189            6.943           -6.126
          -0.3140          -2.7015            2.629           -2.675
          -0.1271           0.2543            4.947           -1.618
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.227         -0.22993           -2.238          0.06074
           -1.274         -0.18355           -4.589         -0.34751
           -2.234         -0.09473           -1.772          0.06914
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.305           -1.887          -0.5535          0.17104
           -4.057           -1.143          -1.4948          0.09725
           -2.977           -1.195           0.3760         -0.43282
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.338          -0.3978           -2.061            5.605
            2.291           0.1058           -2.421            3.368
            1.372           0.2068           -1.013            1.446
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.4436          -0.1790           1.5976           0.8850
          -0.2606          -0.1766          -0.7313          -0.1642
          -0.2620          -0.1215          -0.1778          -0.0826
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           4.0333          -1.2664          -1.0471           -2.064
          -0.4997          -0.6693          -0.6825           -1.740
          -0.2108           0.7092          -0.6927           -1.999
 rnd_95776.volume rnd_95787.volume
           -2.006            6.380
           -3.576          -10.897
           -6.613            2.349
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]   [,9]  [,10] [,11]
[1,] 6.577 3.955 13.72  9.038  9.531 1.929 3.793 9.321  9.958  7.916 4.738
[2,] 6.658 3.956 14.05  9.892 10.292 1.951 3.849 9.487 10.198 10.223 5.382
[3,] 6.728 3.957 14.89 10.968 10.786 2.027 4.113 9.757 10.587 10.248 5.439
     [,12] [,13] [,14]  [,15]  [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.788 5.285 7.784  9.686  7.926 7.260 6.708 12.81  8.882 13.28 5.117
[2,] 7.241 5.538 7.810  9.987  9.081 7.918 8.167 13.61  9.682 13.57 5.126
[3,] 7.866 5.657 7.812 10.013 10.023 7.963 8.439 13.91 10.346 14.02 5.173
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.94 10.05 2.776  8.764  9.007 5.742  8.455 2.462  8.686 6.532 3.539
[2,] 25.10 10.53 2.848 10.212 10.881 6.101  9.786 2.513  9.432 6.615 3.586
[3,] 25.34 12.30 2.896 12.523 11.729 6.326 10.723 2.526 10.394 6.708 3.664
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.166 8.763 8.598 6.994 5.819 5.104 2.115 5.749 2.120 5.750 5.582
[2,]  9.848 9.408 9.443 7.067 6.570 5.104 2.120 5.809 2.122 6.422 6.824
[3,] 10.823 9.757 9.677 7.124 6.677 5.109 2.161 5.903 2.124 6.548 7.217
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.684 3.300 5.576 7.093 6.399 3.690 7.170 5.118 2.934 5.788 4.645
[2,] 4.807 3.326 6.672 7.164 6.412 3.727 8.452 5.333 3.034 6.752 6.045
[3,] 4.974 3.327 6.973 7.517 6.638 3.761 9.210 5.608 3.135 8.166 6.702
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.682 3.327 5.667 1.991 5.594 2.638 4.412 4.568 5.280 6.332 2.899
[2,] 5.774 5.354 5.669 1.991 5.865 2.705 4.436 4.568 5.696 7.623 2.913
[3,] 6.545 6.216 5.669 1.991 7.220 2.925 4.767 4.570 5.798 7.647 2.914
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.082 4.649 4.728 2.579 7.917 7.919 8.023 7.595 7.965 7.317 6.526
[2,] 6.975 4.655 6.445 2.580 8.376 7.961 8.104 8.240 8.573 8.540 7.714
[3,] 7.114 4.660 6.868 2.585 8.462 7.991 8.125 8.364 8.771 8.660 7.880
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.710 6.087 4.937 6.912 3.813 3.383 2.429 4.503   4.7 9.544 9.143
[2,] 1.718 7.354 5.483 7.539 3.924 3.641 2.430 6.316   4.7 9.548 9.361
[3,] 1.749 7.915 5.726 8.043 3.963 3.744 2.437 6.447   4.7 9.618 9.956
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.727 3.368 3.142 2.914 4.460 3.401 4.294 6.293 16.04  9.99
[2,] 3.990 4.500 4.158 4.030 4.461 3.416 4.596 7.155 22.39 10.42
[3,] 4.059 4.667 4.426 4.712 4.795 3.431 4.758 7.701 23.21 12.05
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]  [,5]  [,6]    [,7]   [,8]   [,9]  [,10]
[1,]   8.351  5.022  17.42  11.48  12.1  2.45   4.817  11.84  12.65  10.05
[2,] 156.981 17.518 459.17 608.83 588.3 43.54  99.191 267.26 333.03 979.61
[3,] 147.437  5.285 746.42 717.86 488.9 83.75 219.570 345.65 430.68 110.03
       [,11]   [,12]   [,13]  [,14] [,15]  [,16]   [,17]   [,18]  [,19]
[1,]   6.017   8.619   6.711  9.884  12.3  10.06   9.219   8.518  16.26
[2,] 386.620 381.834 250.879 96.387 368.8 671.36 478.780 705.408 696.23
[3,] 119.401 465.516 174.318 30.561 108.5 642.51 128.014 322.185 437.78
      [,20]  [,21]   [,22]   [,23]  [,24]  [,25]   [,26]  [,27]   [,28]
[1,]  11.28  16.87   6.497   20.24  12.76  3.526   11.13  11.44   7.291
[2,] 583.92 421.59  46.575 2937.09 480.54 96.293  793.93 924.74 312.278
[3,] 552.28 535.61 106.081  528.68 961.13 79.346 1097.88 663.07 253.604
      [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]   [,37]
[1,]  10.74  3.126  11.03   8.295   4.495  11.64  11.13  10.92   8.881
[2,] 746.51 76.457 556.78 158.636  87.538 545.23 518.35 591.10 153.957
[3,] 663.70 39.580 661.40 168.703 113.877 679.92 392.14 321.13 136.596
       [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45] [,46]
[1,]   7.389  6.481  2.686   7.301  2.692   7.302   7.089   5.948  4.19
[2,] 461.854  5.737 23.019 125.596 14.100 433.155 594.500 164.141 62.65
[3,] 181.025 33.782 62.781 159.283 15.161 193.970 355.903 193.348 12.65
      [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]  [,54]   [,55]
[1,]   7.08   9.007   8.125  4.686   9.105   6.499   3.725   7.35   5.899
[2,] 555.07 153.088  62.029 79.700 677.915 227.049 117.177 526.67 585.841
[3,] 306.58 344.578 260.381 76.296 554.005 262.679 119.594 695.41 438.199
       [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   5.945   4.225  7.197 2.528   7.103   3.349   5.603  5.801   6.705
[2,] 511.900 635.239 21.389 2.091 267.116  90.616  70.434  5.571 323.680
[3,] 466.565 478.175  8.516 2.450 637.567 168.522 264.158 19.084 163.395
      [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]  [,72]  [,73]
[1,]   8.04  3.681   7.723  5.904   6.003  3.275  10.05  10.06  10.19
[2,] 642.94 43.387 517.144 36.325 663.446 13.923 414.00 124.26 173.05
[3,]  92.27 13.989 211.979 32.004 359.280 22.976 182.84 104.29  87.96
       [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   9.644  10.11   9.292   8.287  2.171   7.729   6.269   8.777   4.842
[2,] 484.194 480.10 667.014 623.069 25.005 625.098 361.402 455.943 140.130
[3,] 217.019 280.58 217.244 243.722 49.500 443.246 249.750 424.653  83.847
       [,83]  [,84]   [,85] [,86]  [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   4.296  3.085   5.719 5.969  12.12  11.61   4.733   4.277   3.989
[2,] 203.872 10.444 670.565 6.989  42.72 304.34 215.940 452.054 412.433
[3,] 132.151 27.434 196.610 6.078 176.24 513.35 112.968 186.967 229.976
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.701   5.664  4.318   5.452   7.991   20.37  12.69
[2,] 421.568  11.912 49.169 248.090 515.558 2365.32 450.79
[3,] 369.881 266.121 48.487 186.721 431.481  929.67 915.28
[1] "--- VAR model 2017-10-03 05:31:00  completed"
[1] "Completed training sample:  2017-10-03 05:31:00 - 2017-10-03 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 06:01:00 - 2017-10-03 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.7131       -0.002704         -5.613         -7.212
          1.4254        0.046802         -3.694         -5.359
          0.8866       -0.041913         -2.582         -2.400
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.4464         0.4769           0.8011            5.546
        -5.0155         1.1860           2.0735            3.956
        -2.7832         0.9797           2.0057            3.246
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.072            6.139            2.895           -11.68
            3.884            3.500            1.443           -12.56
            3.497            2.931            1.414           -11.92
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.171           1.2485           1.6377            23.55
            1.562           0.2512           0.3562            24.53
            1.453           0.3554           0.4692            23.69
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.4816           0.4733            8.869            8.230
          -0.3174           0.5048           10.027           11.055
          -1.1320          -0.9803            6.716            9.543
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.888           1.0763           -1.979           -7.319
           -4.805           1.7285          -15.947           -2.668
           -3.493           0.2896           -9.126           -6.606
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1972           -8.502           -8.280            4.240
           0.3337           -2.542           -4.078            3.458
           0.5602           -8.049           -5.716            1.941
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.112           1.4069           -5.190          -0.9038
           -6.111           1.0471           -7.019          -0.4426
           -2.082           0.9509           -5.194          -0.4257
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.0692            3.800            1.354           0.1489
          -0.7159           -8.314           -4.331          -1.9936
          -0.2432           -4.606           -3.198          -5.5277
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.1363            3.788         -0.01244           0.8101
           0.6794           -1.167          0.12084           0.9464
           0.3045           -1.786          0.92923           0.3442
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3420          0.10018           1.0857           -9.031
          -0.8590          0.01620          -0.2035           -2.860
           0.2977          0.04349          -1.2466           -4.679
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.714           0.6057           -8.857           4.1343
            4.450           0.3923           -4.450          -0.8222
            3.244           0.4409            0.535           0.7600
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.766          0.06187           2.4183            1.660
            3.945         -0.85899          -3.7623            1.680
            1.010         -0.39126          -0.5478            1.915
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1180          -0.3809           -4.353         -12.9066
          -0.1697           1.1905            2.064           0.4732
          -0.1979          -3.2633           -2.710           0.7162
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.559          0.04303      -0.01933231           -5.232
           -5.430          0.28833       0.00582892           -8.078
            2.081         -0.35485      -0.00003796           -6.500
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.259          -2.4691           1.1477            6.085
           -5.656          -0.8027           0.5565           -3.390
           -5.005          -6.5810           0.4048           -2.573
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.121          0.10797            2.058         -0.22406
           -1.671         -0.01808            1.936          0.20151
           -1.168          0.01851           -2.336          0.01035
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.632        -0.008541            2.369           1.2523
            6.408        -0.459846            2.652           0.9828
           -2.383        -0.131387            1.307           0.9070
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.5733           1.4427          1.71632            4.568
          -0.8990           0.8047         -0.03509            1.775
          -0.1234           0.9391          1.16505            1.547
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.6129          -0.1103            4.460           0.7589
           1.0624          -0.3417            2.530           0.6940
           0.6515          -0.1795            1.384           0.5797
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -1.70472          -0.9108          -1.6922        -0.086073
          0.66371          -1.0374           0.4852        -0.074966
         -0.08345          -0.8155          -0.7348        -0.004255
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.1714         0.230947           2.2077            5.389
           1.0802        -0.007509          -1.1909            4.736
          -0.8227         0.040604          -0.2222            5.362
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2504            6.580            6.026            5.155
           1.9186            1.132            3.391            5.684
           1.3088            2.908            2.033            1.454
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.355          1.01518          -0.9719           -1.584
           -1.422          0.07433          -0.2452           -2.134
           -4.027         -0.91150          -0.4410           -1.919
 rnd_95776.volume rnd_95787.volume
           -2.541           -6.938
           -4.376           -3.882
           -7.194           -6.742
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]   [,9]  [,10] [,11]
[1,] 6.642 4.108 13.91  9.036  9.86 2.024 3.789 9.270  9.934  7.843 4.737
[2,] 6.712 4.109 14.23  9.957 10.68 2.042 3.865 9.453 10.174 10.165 5.378
[3,] 6.804 4.109 15.10 11.084 11.23 2.117 4.111 9.740 10.603 10.189 5.436
     [,12] [,13] [,14] [,15]  [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.817 5.330 8.280 9.633  7.882 7.229 6.747 12.66  9.068 14.08 5.238
[2,] 7.285 5.562 8.422 9.954  9.056 7.934 8.157 13.68 10.121 14.23 5.247
[3,] 7.938 5.678 8.426 9.983 10.035 8.015 8.460 14.10 10.729 15.11 5.286
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 16.03  9.971 2.856  8.777  9.245 5.871  8.429 2.530  8.947 6.555
[2,] 25.62 10.495 2.921 10.288 11.161 6.245  9.751 2.579  9.839 6.641
[3,] 25.90 12.461 2.972 12.782 12.086 6.502 10.714 2.596 10.901 6.739
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.557  9.229  8.988 8.576 6.994 5.960 5.245 2.172 5.945 2.202 5.867
[2,] 3.597  9.900  9.686 9.495 7.051 6.764 5.246 2.179 5.999 2.204 6.482
[3,] 3.688 10.885 10.108 9.778 7.111 6.858 5.248 2.218 6.064 2.205 6.620
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.645 4.721 3.365 5.625 7.235 6.736 3.750 7.028 5.391 2.982 6.030
[2,] 6.868 4.852 3.387 6.891 7.317 6.750 3.788 8.746 5.674 3.075 6.884
[3,] 7.317 5.024 3.389 7.174 7.702 7.005 3.824 9.394 5.945 3.165 8.479
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.917 4.738 3.429 5.727 2.034 5.647 2.690 4.544 4.741 5.492 6.253
[2,] 6.193 5.881 5.577 5.730 2.035 5.949 2.763 4.574 4.742 5.862 7.743
[3,] 6.991 6.717 6.340 5.730 2.035 7.374 2.987 4.939 4.743 5.978 7.769
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.967 6.172 4.821 4.728 2.640 7.850 7.955 8.111 7.578 8.043 7.220
[2,] 2.982 7.094 4.823 6.570 2.644 8.288 7.994 8.196 8.285 8.640 8.433
[3,] 2.983 7.218 4.828 7.071 2.652 8.372 8.031 8.221 8.421 8.825 8.563
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.094 1.762 6.874 5.017 7.662 3.930 3.444 2.500 4.617 4.807 9.808
[2,] 8.346 1.769 8.126 5.539 8.478 3.950 3.651 2.501 6.449 4.807 9.808
[3,] 8.542 1.795 8.667 5.784 9.004 3.974 3.819 2.507 6.543 4.808 9.865
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.368 3.762 3.446 3.208 2.993 4.536 3.489 4.460 5.298 16.61  9.966
[2,]  9.615 4.035 4.544 4.208 4.068 4.537 3.512 4.749 6.136 23.01 10.428
[3,] 10.216 4.104 4.711 4.471 4.741 4.838 3.527 4.890 6.760 23.98 12.274
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.434  5.217  17.66  11.47  12.52  2.571   4.812  11.77  12.61
[2,] 135.112 12.249 417.39 582.99 573.30 36.932 105.940 258.41 306.33
[3,] 156.212  4.593 707.40 679.14 482.03 77.937 195.342 327.15 416.63
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]  [,17]   [,18]
[1,]   9.959   6.016   8.657   6.769  10.51  12.23  10.01   9.18   8.568
[2,] 901.558 354.923 358.124 221.687 214.91 349.67 621.82 455.66 639.020
[3,]  99.041 110.286 439.745 158.907  38.92 106.17 602.73 159.00 313.115
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]  [,27]
[1,]  16.08  11.51  17.88  6.651   20.36  12.66  3.627   11.15  11.74
[2,] 721.58 626.65 289.93 44.959 2785.01 456.56 85.113  748.31 871.86
[3,] 478.30 496.53 708.60 89.181  536.43 936.60 76.293 1057.46 646.35
       [,28] [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   7.455  10.7  3.213  11.36   8.323   4.517  11.72  11.41  10.89
[2,] 296.887 683.6 69.373 570.66 148.599  74.649 499.36 503.34 568.24
[3,] 252.530 618.7 41.172 654.33 159.785 113.565 631.13 403.06 325.59
       [,37]   [,38]  [,39]  [,40]  [,41]  [,42]  [,43]   [,44]   [,45]
[1,]   8.881   7.568  6.661  2.758   7.55  2.797   7.45   7.168   5.995
[2,] 124.537 446.023 15.248 24.507 111.15 12.110 384.35 545.360 156.160
[3,] 129.116 157.368 18.000 57.738 124.44  8.322 187.61 351.996 181.852
      [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]   [,54]
[1,]  4.273   7.143   9.187   8.554  4.762   8.925   6.845   3.787   7.657
[2,] 53.792 555.026 153.097  60.142 74.284 725.658 246.891 104.582 463.150
[3,] 16.271 278.013 335.206 261.638 72.959 478.301 247.482 104.607 690.043
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]  [,62]  [,63]
[1,]   6.244   6.017   4.354  7.272 2.583   7.171   3.416   5.77  6.021
[2,] 524.852 485.635 613.173 27.235 6.500 260.689  87.725  73.21 14.686
[3,] 452.386 452.571 420.576  8.732 2.347 607.427 158.376 259.67 11.867
       [,64]  [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71] [,72]
[1,]   6.974   7.94  3.768   7.838  6.122   6.004  3.352   9.968  10.1
[2,] 285.821 636.69 41.599 487.526 16.999 635.976 20.994 370.728 110.3
[3,] 163.712  89.08 11.342 185.840 31.748 364.576 28.975 165.446 107.7
      [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]  [,81]
[1,]  10.30   9.623  10.21   9.168   9.009  2.238   8.729   6.371   9.73
[2,] 164.19 466.796 439.82 607.577 612.872 21.672 604.333 327.213 505.93
[3,]  90.12 210.394 251.18 207.229 253.608 42.710 419.939 232.368 422.99
     [,82]   [,83]  [,84]   [,85]  [,86]  [,87] [,88]   [,89]   [,90]
[1,]  4.99   4.373  3.175   5.862  6.104  12.45  11.9   4.777   4.376
[2,] 55.27 169.211  7.619 627.756  8.183  10.46 301.7 203.609 413.042
[3,] 61.02 155.963 23.778 154.282 13.914 148.65 481.5 104.565 173.323
       [,91]   [,92]  [,93] [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   4.074   3.801   5.76  4.43   5.664   6.727   21.09  12.65
[2,] 379.627 384.105  12.96 56.47 227.265 431.681 2219.02 428.01
[3,] 210.445 339.354 234.10 45.41 162.846 395.381  942.97 902.52
[1] "--- VAR model 2017-10-03 06:01:00  completed"
[1] "Completed training sample:  2017-10-03 06:01:00 - 2017-10-03 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 06:31:00 - 2017-10-03 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.6926         0.26935         -4.166         -1.576
          1.4179         0.07981         -6.090         -4.472
          1.5129        -0.04996         -5.277         -4.875
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -0.02505         1.5126            1.901          -1.4339
       -0.67388         1.1354            1.824           0.5279
       -4.97817         0.1335            1.514           0.9211
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.745           6.7515           2.3008           -14.51
            0.856          -0.2723           0.8462           -15.21
            2.250           0.3490           0.2192           -15.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6378          -0.6868           0.6644           -2.827
           1.4603           0.5039           0.8482           -3.282
           0.7737          -0.3071           0.3225           -3.322
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.672          -1.6622           14.988            20.90
           -2.121          -1.7340           10.676            15.84
           -2.020          -0.6297            8.624            15.90
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.610          -0.4673          -24.269           -1.015
           -4.949          -0.3922           -8.133           -8.275
           -4.563          -0.1043          -12.437           -3.358
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.48514           -2.830           -9.492            5.865
         -0.06856           -8.840           -3.033            5.909
         -0.81968           -4.284           -7.781            5.087
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.740           0.4538            1.182          -1.9788
           -3.403           0.3807           -5.207          -0.5802
           -4.490           0.2976           -3.769          -0.8509
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2441           0.2201          -0.2645            2.054
           0.5626          -3.7264          -1.0783           -0.682
          -0.4565          -1.6235          -3.0372           -4.632
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.9387           -7.538            3.756          0.09427
           1.3226           -3.346            2.812         -0.20008
           0.7046            3.765            1.195         -0.03454
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.70591           0.2086           -1.181          -12.230
          0.01476           0.3817           -1.275           -8.103
          0.12149           0.2240           -1.023           -8.322
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.936         -0.35331           -1.330            2.914
            5.029          0.03552           -6.066            4.870
            7.297         -0.04098           -3.335            1.908
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -2.6085          -0.9012           -4.378            17.60
           1.6275          -0.1086            2.702            17.27
           0.4594          -0.6255           -2.487            17.85
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.7663           3.1121            7.880          8.65675
           0.4137          -0.6921           -3.516         -0.09947
           0.1413           1.4844            1.679         -1.13135
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.215         -0.69520        -0.069549           -7.072
            7.149         -0.05199        -0.001948           11.703
           -3.477         -0.62746         0.001331            7.432
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.685           -6.749         -0.13245           -6.847
           -5.656            8.691         -0.68077           -4.100
           -5.298            5.585         -0.01122            6.439
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.147           1.8318            6.821         0.275657
           -5.086          -0.9014           -7.082         0.003178
            6.983          -0.2893            2.013        -0.021648
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.855         -0.46355           1.6564           0.7973
           -5.057         -0.12366           1.3933           0.6472
           -3.450         -0.03518           0.9324           1.4933
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.31932           1.4931           2.0910           6.6758
         -0.07558           0.0223          -0.2162           0.7237
         -0.03585           0.5083           0.7276           0.7902
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.0029          0.14717          -2.0265          -1.1677
           0.8233         -0.01525           3.9651          -0.9864
           0.4209         -0.10153           0.5966          -0.6575
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.800           0.8813           2.4361          0.04989
            2.264           1.4480          -0.9499         -0.27379
            2.309           0.3691           0.5478          0.17349
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.571           0.7260          0.89596            2.000
           -4.154           0.3460         -0.31447            0.128
            1.376          -0.1645          0.05669            2.580
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7995           1.0408           1.4634           0.7383
           0.4955           0.8907           1.0074           0.8216
           0.5159           0.5630           0.1094           0.7935
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.418           0.4799           1.0773           0.7627
            6.030          -0.1499           0.3872           0.5062
            3.073           0.6335           0.9014           0.7499
 rnd_95776.volume rnd_95787.volume
           9.7402           0.1179
           2.6854         -11.0142
           0.4216          -4.4444
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 6.428 4.213 14.02  9.005  9.828 2.186 3.771 9.049  9.652 7.613 4.604
[2,] 6.467 4.213 14.38  9.876 10.596 2.206 3.854 9.220  9.906 9.928 5.206
[3,] 6.570 4.214 15.25 11.036 11.193 2.275 4.089 9.473 10.277 9.962 5.268
     [,12] [,13] [,14] [,15]  [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.650 5.396 8.291 9.561  7.956 7.011 6.323 12.69  9.112 13.93 5.331
[2,] 7.041 5.617 8.426 9.828  9.133 7.722 7.871 13.47  9.757 14.11 5.338
[3,] 7.689 5.728 8.433 9.851 10.141 7.800 8.141 13.78 10.438 14.99 5.371
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 16.37 10.09 2.913  8.692  9.323 6.037  8.409 2.559  8.899 6.623 3.492
[2,] 25.53 10.59 2.978 10.231 11.440 6.420  9.765 2.607  9.810 6.717 3.528
[3,] 25.86 12.36 3.017 12.478 12.328 6.688 10.781 2.620 10.958 6.827 3.594
      [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.186  8.949 8.580 7.025 6.092 5.465 2.226 6.138 2.261 5.941 5.729
[2,]  9.839  9.624 9.361 7.090 6.873 5.484 2.229 6.248 2.264 6.447 6.943
[3,] 10.817 10.093 9.646 7.171 6.977 5.486 2.256 6.352 2.266 6.606 7.381
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.810 3.349 5.740 7.372 6.926 3.834 7.416 5.677 3.018 6.225 5.024
[2,] 4.938 3.367 6.936 7.466 6.937 3.869 8.601 5.959 3.125 7.218 6.487
[3,] 5.113 3.368 7.232 7.897 7.198 3.898 9.372 6.316 3.228 8.703 7.152
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.931 3.539 6.050 2.043 5.772 2.721 4.763 4.904 5.686 6.477 2.898
[2,] 6.045 5.758 6.059 2.044 6.128 2.809 4.787 4.905 6.167 8.064 2.995
[3,] 6.915 6.671 6.059 2.045 7.580 3.042 5.150 4.905 6.261 8.091 3.011
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.308 4.971 5.026 2.644 7.486 7.891 8.076 7.441 8.054 7.346 7.094
[2,] 7.320 4.973 6.728 2.647 7.729 7.925 8.147 8.209 8.608 8.415 8.212
[3,] 7.475 4.976 7.303 2.657 7.772 7.976 8.189 8.310 8.801 8.526 8.396
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.865 6.980 5.086 7.505 3.967 3.462 2.548 4.875   4.9 10.00  9.419
[2,] 1.875 8.126 5.554 8.288 3.981 3.731 2.549 6.652   4.9 10.00  9.633
[3,] 1.890 8.600 5.821 8.758 4.004 3.826 2.553 6.746   4.9 10.05 10.205
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.759 3.577 3.277 3.112 4.650 3.634 4.542 4.347 16.92 10.08
[2,] 4.056 4.583 4.200 4.126 4.653 3.664 4.825 4.805 23.58 10.55
[3,] 4.122 4.743 4.444 4.757 5.009 3.677 4.954 5.105 24.52 12.25
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.162  5.349  17.8  11.43  12.48  2.776   4.788  11.49  12.26
[2,]  95.705 11.278 428.7 541.84 529.37 38.805 106.180 236.32 298.02
[3,] 154.987  7.372 678.3 658.12 481.71 74.412 182.761 290.46 365.54
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15] [,16]   [,17]   [,18]
[1,]   9.667   5.847   8.445   6.852  10.53  12.14  10.1   8.903   8.029
[2,] 851.301 324.542 308.910 208.330 200.81 304.22 599.1 432.492 626.320
[3,] 110.846 107.739 412.692 150.238  43.80  90.13 588.8 147.117 277.676
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  16.11  11.57  17.69  6.769   20.79  12.81  3.699  11.04  11.84
[2,] 604.40 466.18 296.22 36.822 2617.80 432.57 82.782 720.99 885.78
[3,] 385.67 495.34 677.41 80.372  543.05 849.61 64.166 954.32 613.72
       [,28]  [,29] [,30] [,31]  [,32]  [,33]  [,34]  [,35] [,36]  [,37]
[1,]   7.666  10.68  3.25  11.3   8.41  4.435  11.66  11.36  10.9   8.92
[2,] 291.722 663.39 66.20 551.5 150.08 66.971 471.01 473.16 500.1 128.33
[3,] 250.685 610.47 35.43 652.5 163.31 91.822 600.43 406.12 311.1 144.13
       [,38] [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   7.736  6.94  2.826   7.794  2.872   7.544   7.275   6.108  4.253
[2,] 425.118 61.11 16.917 156.592 14.684 334.615 523.913 149.655 46.152
[3,] 160.579 22.08 46.701 152.547 12.242 192.215 334.765 177.337 11.688
       [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]   [,54]  [,55]
[1,]   7.289   9.362   8.794  4.868   9.418   7.209   3.833   7.904   6.38
[2,] 520.152 157.796  52.777 69.817 581.941 242.094 108.514 488.219 548.24
[3,] 273.890 343.926 256.999 62.880 497.298 279.830 107.911 649.540 402.32
       [,56]   [,57]  [,58] [,59]  [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   6.261   4.493  7.682 2.595   7.33   3.455   6.049  6.227   7.221
[2,] 467.138 606.909 43.777 9.429 275.17  93.406  63.469 13.019 318.792
[3,] 448.664 450.057 13.035 5.085 595.99 156.078 253.645  7.977 144.892
       [,65]  [,66]  [,67]  [,68]   [,69]  [,70]   [,71]  [,72]  [,73]
[1,]   8.225   3.68   8.01  6.312   6.383  3.357   9.506  10.02  10.26
[2,] 641.689 101.32 496.17 19.268 597.491 16.981 257.031  98.22 142.90
[3,]  89.006  40.87 202.56 24.137 379.438 32.185 109.187 120.39 111.96
       [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]
[1,]   9.449  10.23   9.329   9.008  2.368   8.864   6.459   9.531  5.038
[2,] 463.161 406.02 548.318 552.539 25.816 555.765 298.161 469.679 44.828
[3,] 172.513 245.17 183.254 234.281 32.080 376.343 232.615 378.243 56.705
       [,83]  [,84]  [,85] [,86]  [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   4.396  3.236   6.19 6.222  12.70  11.96   4.773   4.542   4.161
[2,] 185.662  5.765 604.63 8.980  19.08 269.69 203.614 382.730 350.978
[3,] 113.523 19.286 150.13 4.957 135.55 450.18  98.282 163.289 193.918
       [,92]   [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]   3.952   5.905  4.614   5.767   5.52   21.49  12.81
[2,] 361.904  21.456 62.902 217.652 273.63 2193.05 413.51
[3,] 316.234 247.593 41.134 150.389 230.54  899.96 832.92
[1] "--- VAR model 2017-10-03 06:31:00  completed"
[1] "Completed training sample:  2017-10-03 06:31:00 - 2017-10-03 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 07:01:00 - 2017-10-03 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.262         -0.2641          6.939         -2.666
           3.440          0.1959          4.920         13.216
           1.904          0.1001          3.302          4.355
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.4676         1.5285            1.890            2.790
         4.5811         0.2066            1.268            1.718
        12.1506         0.2017            1.103           -1.084
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         1.667143          -4.7271           0.4887           -16.54
         0.020316           3.5423           1.6498           -15.86
        -0.002086           0.6213           0.5702           -15.87
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3358        -0.393625         0.649425            3.937
           1.3211         0.002008         0.002014            3.641
          -0.5668        -0.101235         0.142693            3.508
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.759            2.422            8.066            4.340
           -1.603           -1.868           12.830           15.077
           -1.605           -1.667            9.320            8.911
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            6.489            1.048            7.028           14.409
            8.617            1.107           15.875            4.756
            4.836            0.328           17.082            8.293
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.8798           20.970           11.153            3.376
          -1.6682            3.267            7.657            1.738
          -0.2782            7.996            6.173            1.518
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.692          -1.3504           -2.351           0.8005
           14.423          -0.1738           11.157           1.6351
            4.891          -0.4124            6.736           1.1150
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5174           -3.401          -0.2272           1.7812
           1.2050            1.032           1.3759          -0.7645
           1.9357            9.825           9.8635           5.1410
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.357           6.3098            9.894         -0.21159
            5.467           0.9142            8.780          0.16372
            4.282          -0.2739            6.792         -0.02879
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.739          0.02638           3.2235           -6.326
            7.587         -0.08476           0.1722          -10.283
            4.779         -0.25034           0.6423           -9.038
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.708         0.002321          -13.719         -0.17083
            2.499        -0.064817           -7.728         -0.04873
            3.897         0.062384           -9.937          0.29205
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.435          -1.6452          -12.520            14.58
            2.970          -1.4298           -5.005            12.95
            2.599          -0.7192           -2.729            12.33
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.3361          -19.021           -8.017            5.017
          -0.7217           -7.226           -8.905          -14.963
          -0.8441           -5.299           -3.302           -3.947
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.492         0.006789         0.141572           5.6560
           -6.304         0.361735        -0.053510          -0.4574
          -10.639         0.275374        -0.004379          -3.7283
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.186           2.5652           0.8103            7.386
           -4.070           2.4159          -0.5017            2.396
           -3.797           0.4327           0.5849            0.507
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            13.17          -0.5739           -3.142           1.6709
             3.52          -0.3845            7.541           1.3585
             1.65          -0.2868            1.586           0.6907
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.876         -0.28490           1.3160            1.943
           10.007          0.13485           2.2891            2.888
            2.472          0.05758           0.9681            2.089
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.2456            4.871           3.5280            8.797
           0.4384            3.957          -0.5126            3.576
           0.1420            3.476           2.3080            4.165
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.481          -0.3054           13.987           -2.778
            3.590          -0.1536            6.904           -2.602
            2.937          -0.1103            2.944           -1.685
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.850         -0.06988          -2.8884         0.003191
            5.497          0.51733          -2.3725        -0.056825
            2.983          0.17010          -0.7896         0.072433
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.4497          -0.7653           3.0024            9.336
           5.1754           0.2794          -1.7088            7.457
           0.9758           0.4074          -0.3205           11.300
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.0256          -0.2101          -1.1537          -2.8607
           0.2917          -0.2743          -0.6866          -0.3545
           0.4087          -0.1728          -0.5854          -0.3574
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.6245          0.18034            4.463           -1.543
          -0.4862         -0.81310            2.213           -1.275
           0.7080         -0.04724            2.972           -1.121
 rnd_95776.volume rnd_95787.volume
          -17.147           13.529
          -14.551            3.167
           -7.908            8.193
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.594 4.411 12.62  9.017  9.642 2.412 3.661 8.458 9.251 7.427 4.539
[2,] 6.632 4.411 12.87 10.050 10.363 2.423 3.759 8.564 9.391 9.320 5.138
[3,] 6.720 4.411 13.08 11.040 10.977 2.506 3.956 8.771 9.704 9.364 5.188
     [,12] [,13] [,14] [,15]  [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.852 5.482 8.352 9.617  7.961 6.997 6.254 13.11  8.901 14.65 5.690
[2,] 7.152 5.708 8.498 9.868  9.085 7.759 7.875 13.75  9.561 14.80 5.704
[3,] 7.820 5.801 8.501 9.895 10.046 7.819 8.206 14.03 10.238 15.49 5.763
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 15.80  9.948 2.973  8.808  9.357 5.812  8.528 2.655  8.945 6.594
[2,] 25.19 10.430 3.020 10.291 11.230 6.191  9.984 2.690  9.879 6.663
[3,] 25.46 11.989 3.059 12.474 12.185 6.414 10.883 2.698 10.920 6.784
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.510  9.117  8.953 8.492 7.486 6.289 5.788 2.273 6.210 2.245 6.032
[2,] 3.578  9.776  9.588 9.288 7.698 7.087 5.868 2.276 6.366 2.245 6.659
[3,] 3.670 10.869 10.075 9.598 7.995 7.192 5.911 2.311 6.489 2.247 6.782
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.890 4.769 3.289 5.870 7.517 7.217 3.889 7.291 5.856 3.040 6.453
[2,] 7.079 4.875 3.298 7.115 7.603 7.238 3.925 9.066 6.197 3.152 7.519
[3,] 7.599 5.047 3.298 7.426 8.037 7.479 3.943 9.749 6.541 3.256 9.248
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.329 5.153 3.481 6.243 2.035 5.764 2.780 5.034 5.122 5.955 6.642
[2,] 6.688 6.273 5.873 6.243 2.041 6.132 2.841 5.063 5.122 6.446 8.414
[3,] 7.545 7.316 6.664 6.244 2.043 7.719 3.111 5.426 5.122 6.534 8.444
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.019 6.656 5.323 5.344 2.665 7.542 8.045 8.243 8.310 8.078 7.427
[2,] 3.029 7.824 5.336 7.244 2.671 7.765 8.077 8.308 8.871 8.541 8.763
[3,] 3.030 7.979 5.410 7.760 2.681 7.798 8.118 8.340 8.994 8.654 8.859
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.244 1.901 7.016 5.127 7.698 4.014 3.542 2.616 5.027 5.068 10.48
[2,] 8.656 1.920 8.252 5.557 8.489 4.026 3.810 2.616 6.866 5.068 10.48
[3,] 8.815 1.936 8.912 5.810 9.076 4.053 3.955 2.620 6.989 5.068 10.61
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,]  9.275 3.719 3.443 3.275 3.092 4.874 3.703 4.718 3.051 17.50 10.02
[2,]  9.568 3.950 4.402 4.062 3.952 4.879 3.745 4.946 3.387 24.21 10.45
[3,] 10.038 4.017 4.521 4.292 4.555 5.274 3.758 5.083 3.671 25.13 12.04
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.373  5.601  16.03  11.45  12.24  3.062   4.649  10.74  11.75
[2,]  94.904  4.754 338.36 594.73 509.15 31.773 114.154 179.82 216.31
[3,] 145.749 11.043 309.54 612.75 485.28 85.384 165.407 254.00 328.08
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   9.431   5.764   8.701   6.961  10.61  12.21  10.11   8.885   7.942
[2,] 754.593 322.633 274.857 213.263 209.94 296.76 586.79 449.544 641.469
[3,] 121.923  96.859 423.940 139.137  34.32  97.32 574.65 129.801 309.300
      [,19] [,20] [,21]   [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  16.65  11.3  18.6   7.226   20.06  12.63  3.775  11.19  11.88
[2,] 553.21 468.1 286.7  53.880 2629.23 420.07 70.952 713.21 832.36
[3,] 373.73 490.9 610.5 109.968  502.20 792.58 65.228 944.94 633.74
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   7.381  10.83  3.372  11.36   8.373   4.457  11.58  11.37  10.78
[2,] 285.800 695.92 57.443 561.79 128.872  92.707 473.18 459.90 504.35
[3,] 224.820 580.44 29.096 623.73 170.587 109.902 636.82 414.78 324.40
       [,37]   [,38]  [,39]  [,40]   [,41]  [,42]  [,43]  [,44]   [,45]
[1,]   9.506   7.986   7.35  2.887   7.885  2.850   7.66   7.48   6.056
[2,] 240.673 437.922 128.92 15.298 187.800  5.876 378.02 526.29 135.573
[3,] 289.646 164.058  96.07 53.845 169.195 13.113 172.35 370.30 174.920
      [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]   [,54]
[1,]  4.177   7.455   9.545   9.164  4.939   9.258   7.437   3.86   8.194
[2,] 31.624 538.854 152.656  75.233 70.408 722.233 271.610 111.75 517.243
[3,]  4.550 284.828 349.332 252.117 50.815 480.582 280.512 109.62 721.823
       [,55]   [,56]  [,57]  [,58]  [,59]  [,60]   [,61]   [,62]  [,63]
[1,]   6.767   6.543   4.42  7.927  2.584   7.32   3.531   6.392  6.504
[2,] 541.488 479.653 633.96 12.650 22.151 280.55  78.450  72.437  5.610
[3,] 468.112 504.602 422.29 13.083  9.962 628.34 169.981 261.560 13.155
       [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]  [,72]
[1,]   7.562   8.434  3.834   8.453   6.759   6.787  3.384   9.577  10.22
[2,] 330.583 692.405 32.577 551.208  51.476 655.510 24.719 247.418  96.33
[3,] 143.810  95.183  9.200 209.878 119.251 372.838 30.397  96.952 108.54
      [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]  [,80]   [,81]
[1,]  10.47  10.55  10.26   9.431   9.199  2.414   8.909   6.51   9.776
[2,] 139.43 416.14 371.88 623.421 634.909 35.881 582.310 287.41 479.655
[3,]  98.50 198.99 187.50 173.929 223.541 33.283 451.306 227.20 430.473
      [,82]   [,83]  [,84]   [,85] [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  5.097   4.497  3.322   6.383 6.436  13.31  11.78   4.723   4.372
[2,] 42.318 188.206  2.845 626.831 5.119  20.79 314.80 178.259 367.583
[3,] 63.041 142.295 20.095 175.330 5.837 215.54 406.99  98.052 137.957
       [,91]   [,92]  [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   4.159   3.927   6.19  4.703   5.991   3.874   22.23  12.73
[2,] 322.047 329.817  29.90 75.222 198.825 197.197 2241.88 398.59
[3,] 185.928 303.598 268.26 41.685 157.420 189.621  904.49 801.17
[1] "--- VAR model 2017-10-03 07:01:00  completed"
[1] "Completed training sample:  2017-10-03 07:01:00 - 2017-10-03 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 07:31:00 - 2017-10-03 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.72715         0.02175        -2.0129         -15.88
         0.52571         0.59791         0.4043         -11.16
         0.04331         0.17089         0.1215          -8.87
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -12.789         2.4251           0.3421         2.002088
        -14.916         0.9200           1.4033         0.431412
         -8.254         0.5503           1.5190        -0.004742
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.4638          -0.6450          -0.1549           -12.54
           0.6402           1.6890           0.6413           -13.26
           0.2446          -0.1195           0.2772           -12.86
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6998           0.6204         -0.58368           -3.006
          -1.0592           0.1329          0.05695           -2.775
          -0.5515           0.1290         -0.23412           -3.188
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.1014          -3.6570           1.9754            3.647
          -1.0981          -0.4488           6.2935            7.965
          -1.4653          -1.3442          -0.1746            5.935
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.9266         -0.02367           4.5036           -5.256
           3.3193         -0.10206          -3.9463           -5.537
           2.0389         -0.02752           0.9781           -6.773
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.3289          -10.703          -10.889           0.9420
           0.7246           -4.737           -6.567          -0.9688
           1.1588           -6.161           -7.574          -0.2611
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.997          -0.8674          -16.035           15.764
           -8.780          -0.6535           -9.642           14.147
           -6.436          -0.1053           -6.381            9.898
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.562           -19.81          -11.509            1.699
           -2.330           -11.07          -12.639          -14.155
           -0.924            -5.90           -6.562           -7.400
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.218            7.143            4.024           0.7417
           -3.346          -10.106            1.275           0.3545
           -2.641            1.226            3.530           0.1346
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.7861        -0.069613            5.076           -4.735
          -2.3817         0.112395           -3.096           -1.887
           0.2034        -0.003461           -3.553           -7.668
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.340         0.080604         -1.62394            6.656
            4.726        -0.085110         -0.08323           -3.520
            3.919        -0.005292         -0.09673            1.383
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.066         -0.27299           -3.680            10.34
            6.748         -0.11083           -4.010            11.46
            6.066         -0.02726            3.507            11.34
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.4526           14.303           13.578            6.877
          -1.1390          -12.266           -1.982            9.596
           0.5684            3.327           -3.290           -9.392
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.1418           0.2467         -0.18567        -27.60691
          12.8611          -0.0754          0.03791          0.04828
          -0.8894          -0.3493          0.01029         13.94562
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.740          -13.453           1.5185           0.8863
           -5.580           -2.268           1.1702         -15.4310
           -5.204            6.668           0.7862           1.5168
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          14.1759           0.7270           -3.359           1.3620
         -12.1017           0.4749           -5.255           1.0456
           0.6952           0.3958          -10.397           0.8571
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.460           0.7737          -1.0255           2.0057
            3.677           1.0334           1.3305           1.3600
          -11.038           0.6246          -0.7874           0.1019
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.0361           0.8567           1.4786            1.583
          -0.4358           3.4581          -2.5475            1.945
          -0.1289           2.2535          -0.2279            2.038
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.6871           0.7175           10.934           -2.001
           0.3341           0.6450            2.312           -1.594
           0.7377           0.5347            1.859           -1.362
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.967           0.6207           4.3296         -0.05177
            4.939           0.1608          -0.8291          0.11014
            1.157           0.1844          -0.8153         -0.61640
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.039          -0.3948           0.7233           -14.48
           -1.325           1.3643           1.7901           -18.11
           -5.638           0.3126           0.5400           -18.93
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.349           -5.052           -1.833            1.193
           -1.736           -2.573           -3.127           -3.935
           -2.290           -1.364           -1.252           -2.170
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.980          -1.3131           1.1200           -2.838
           -2.488          -0.1353           0.1487           -2.339
            3.771           0.7197           0.2333           -1.973
 rnd_95776.volume rnd_95787.volume
          -32.812           -9.015
           12.092           -6.854
           -6.812           -8.330
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.687 4.497 12.86  8.738  9.662 2.681 3.617 8.077 9.143 7.034 4.425
[2,] 6.720 4.498 12.91  9.822 10.414 2.694 3.710 8.120 9.206 9.110 5.025
[3,] 6.778 4.498 13.38 10.861 11.191 2.789 3.880 8.224 9.427 9.136 5.075
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.443 4.846 8.391 9.643 7.792 7.124 6.204 10.56  9.007 13.46 5.509
[2,] 7.241 4.952 8.516 9.895 8.939 7.856 7.926 11.38  9.704 13.49 5.528
[3,] 7.955 5.017 8.519 9.922 9.857 7.896 8.250 11.95 10.404 14.28 5.569
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 15.29  9.861 3.056  8.863  9.226 6.032  8.126 2.746  8.463 6.850
[2,] 25.53 10.352 3.093 10.204 11.257 6.287  9.767 2.783  9.467 6.994
[3,] 25.64 11.872 3.128 12.509 12.130 6.460 10.702 2.784 10.586 7.252
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.520  9.045  8.922 8.480 7.454 6.382 5.818 2.289 6.221 2.250 6.057
[2,] 3.582  9.689  9.759 9.257 7.656 7.107 5.902 2.291 6.462 2.250 6.727
[3,] 3.681 10.919 10.316 9.571 7.964 7.216 5.951 2.322 6.558 2.252 6.881
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.046 4.926 3.280 5.963 7.553 7.354 3.914  7.565 6.202 3.029 6.648
[2,] 7.171 5.042 3.293 7.350 7.637 7.378 3.956  9.444 6.469 3.136 7.822
[3,] 7.734 5.230 3.295 7.646 8.094 7.616 3.981 10.147 6.895 3.232 9.470
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.441 5.244 3.588 6.293 2.021 5.901 2.896 5.100 5.370 6.093 6.658
[2,] 6.820 6.453 6.085 6.294 2.027 6.327 2.975 5.142 5.371 6.673 8.832
[3,] 7.723 7.613 7.015 6.298 2.030 7.822 3.287 5.554 5.376 6.787 8.915
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.168 6.900 5.426 6.120 2.747 7.292 7.479 8.548 8.373 8.199 7.425
[2,] 3.175 8.072 5.477 7.649 2.747 7.535 7.525 8.592 9.009 8.511 8.946
[3,] 3.178 8.242 5.609 8.372 2.768 7.550 7.562 8.631 9.146 8.587 9.083
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.982 1.972 7.029 5.140 7.484 3.971 3.604 2.693 5.236 4.965 10.52
[2,] 8.587 1.987 8.234 5.579 8.323 3.988 3.913 2.694 6.882 4.966 10.52
[3,] 8.885 2.010 9.006 5.830 9.002 4.012 4.078 2.705 6.985 4.967 10.63
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.665 3.505 3.506 3.175 3.270 5.005 3.750 5.068 2.970 18.19  9.929
[2,] 10.013 3.536 4.205 3.787 3.986 5.008 3.797 5.291 3.257 24.65 10.378
[3,] 10.551 3.655 4.238 3.964 4.347 5.342 3.804 5.451 3.481 25.52 11.921
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]  [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.492  5.711  16.34  11.1  12.27  3.404   4.594  10.26  11.61
[2,]  84.744  8.788 138.71 571.8 495.60 34.601 105.219 106.42 137.27
[3,] 112.916 11.393 447.18 591.1 522.38 91.904 144.842 166.43 258.78
       [,10]  [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   8.932   5.62   8.181   6.153  10.65  12.25   9.894   9.046   7.878
[2,] 738.056 303.48 421.371 130.347 185.58 283.00 558.568 422.168 628.941
[3,]  88.308  90.59 420.051 102.496  31.72  92.54 529.642 102.067 292.091
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24] [,25]  [,26]  [,27]  [,28]
[1,]  13.42  11.44  17.09  6.995   19.41  12.52  3.88  11.26  11.72   7.66
[2,] 537.89 460.48 120.66 58.565 2605.94 401.69 61.51 644.65 822.31 225.87
[3,] 466.37 478.27 594.71 86.749  304.14 741.08 58.94 922.41 576.19 189.51
      [,29]  [,30]  [,31]   [,32]  [,33]  [,34]  [,35]  [,36]   [,37]
[1,]  10.32  3.487  10.75   8.699   4.47  11.49  11.33  10.77   9.466
[2,] 690.75 57.613 541.00 180.148  84.52 442.90 504.05 473.19 222.626
[3,] 557.87  9.046 604.03 244.395 108.16 641.93 426.36 310.23 279.725
       [,38]   [,39]  [,40] [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   8.104   7.387  2.907   7.9  2.858   7.691   7.677   6.255  4.165
[2,] 398.809 127.235 13.430 222.8  2.593 373.278 491.512 137.133 37.347
[3,] 159.286  96.781 48.007 142.9 12.395 184.238 369.454 177.410 15.494
       [,47]   [,48]   [,49] [,50]   [,51]   [,52]   [,53]   [,54]   [,55]
[1,]   7.573   9.591   9.338  4.97   9.606   7.875   3.847   8.442   6.909
[2,] 547.691 144.454  77.632 73.54 720.672 234.710 103.447 525.467 524.360
[3,] 268.752 342.007 240.704 57.03 473.284 304.305  99.749 680.484 461.990
       [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   6.659   4.556  7.992  2.567   7.493   3.677   6.477  6.819   7.738
[2,] 479.382 626.545 11.435 19.522 291.035  87.195  83.732 16.211 346.747
[3,] 514.988 444.918 27.954 13.346 586.444 178.034 267.437 30.260 157.929
       [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]  [,73]
[1,]   8.454  4.023   8.762   6.89   7.771  3.488   9.259   9.498  10.85
[2,] 739.908 28.134 534.130  95.62 585.021  6.885 242.467 105.077 111.29
[3,] 154.202 16.247 211.980 154.20 433.934 42.622  60.468  95.865 105.09
      [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]
[1,]  10.63  10.41   9.429   8.866  2.505   8.926   6.527   9.503  5.042
[2,] 423.79 291.00 636.265 637.265 30.812 546.742 276.736 464.369 47.351
[3,] 201.55 146.08 199.927 291.114 38.210 464.989 215.782 437.301 56.652
       [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   4.577  3.419   6.65  6.305  13.36  12.27   4.451   4.452   4.032
[2,] 194.138  9.510 569.19 14.901  25.83 333.91  59.185 295.895 263.124
[3,] 146.364 31.326 152.73  9.040 193.61 423.83 118.438  67.362 149.491
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   4.153   6.356  4.762   6.436   3.772   23.09  12.61
[2,] 290.534  22.478 76.492 193.806 170.370 2121.09 385.11
[3,] 221.113 236.952 28.319 167.023 156.421  843.20 747.84
[1] "--- VAR model 2017-10-03 07:31:00  completed"
[1] "Completed training sample:  2017-10-03 07:31:00 - 2017-10-03 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 08:01:00 - 2017-10-03 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.784          0.4626         -7.700        -10.177
           2.490          0.2085         -3.711        -16.470
           1.408          0.2957         -2.245         -8.991
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -13.611         0.6014            2.062           4.2429
         -9.056         1.8468            2.182           0.7731
        -15.220         1.0740            2.696           0.7772
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.2645            3.669           1.2477           -13.99
          -0.6590            3.859           3.0419           -12.28
           0.1629           -1.210           0.2565           -15.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.699           0.3546         -0.09042          -0.6022
            4.387           0.2849          0.21941           0.4851
            1.534           0.2729          0.19560          -1.0578
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.8997          1.09660           12.962            9.546
          -0.5594         -0.07115            6.930            3.605
          -0.6897         -0.65329            5.206            1.879
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.219           0.4047           -7.512           -9.897
           -3.087          -0.5583          -22.524           -6.086
           -2.856          -0.1609          -10.689           -9.948
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5633          -15.312          -20.169          -2.6454
           0.4724           -5.025           -7.132          -0.2791
          -0.1335          -10.743          -10.387          -3.3090
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -12.754          0.74825           -10.46            22.15
          -16.121         -0.31146           -17.30            21.19
           -7.057          0.09298           -10.12            22.01
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.5253           -6.271          -13.138          -10.243
          -0.7346          -12.646           -7.526           -6.368
          -1.7141          -11.776          -13.666          -10.672
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7497            2.895          3.95408         -0.12318
          -0.4111           -4.415          1.21356          0.32598
          -0.2734            2.131          0.09414         -0.02013
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6838           0.6389           -3.376           -3.240
           1.2663           0.2167           -2.876           -9.360
          -1.2428          -0.1884           -2.793           -5.808
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
             3.13           0.8064           -2.020          -0.5156
             2.98           0.4541           -2.594           1.7910
             2.61           0.5753           -5.945           0.3966
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.188          -0.6215         -6.59083            7.183
            5.284          -0.5816         -0.03472            6.821
            4.487          -0.2746         -2.14918            7.062
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.29553          4.87853            7.401          -0.9083
         -0.07233         -5.26732           -4.599           1.6287
         -0.09982         -0.04015           -0.235          -3.4362
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.003           0.7176         -0.11888           -6.080
            5.772           1.4523          0.15836            5.688
           -4.269           0.4649         -0.00776            4.388
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.689           -4.935          1.00970            8.915
           -2.431            4.687          0.25212           -3.725
           -2.831            1.055          0.05292            3.950
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           10.498           -2.785           8.6031          -0.7717
           -2.756           -1.851           3.9387          -0.4056
            4.460           -0.824           0.4223          -0.3955
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.006           1.3130            2.746            2.212
            8.844           0.6304            3.795            2.345
            0.290           0.1898            1.428            1.327
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.0664            2.367            7.170            9.669
           0.6996            4.151            4.915            3.082
           0.2833            3.718            4.074            3.467
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.139          -0.6395            8.647           -5.706
            4.606          -0.5167            8.538           -4.634
            4.122          -0.3419            3.648           -4.325
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.429           1.3656          3.02121           0.2512
            9.791           1.0454         -1.53617           0.5285
            5.254           0.4196          0.06788          -0.7776
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.358           0.6038          -1.0167           -12.28
           -3.715           0.2275          -0.8742           -15.01
           -4.149           0.5299          -0.2832           -14.62
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.9269            3.181           4.2796           3.1424
           0.3819           -0.267           1.5798           2.9237
           0.4816            1.228           0.6787           0.4017
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.5967          0.35093           13.127           -1.101
           2.6118          0.04743            9.627           -1.340
           0.7645          0.16618            6.680           -1.910
 rnd_95776.volume rnd_95787.volume
          -5.3785           -9.111
          -3.0108           -6.791
           0.4469           -9.982
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.781 4.641 12.74  8.483  9.354 2.824 3.538 7.991 9.062 6.817 4.182
[2,] 6.796 4.644 12.77  9.856  9.986 2.833 3.630 8.039 9.079 8.957 4.823
[3,] 6.859 4.648 13.12 10.969 10.989 2.964 3.745 8.106 9.212 8.978 4.851
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.535 4.796 8.421 9.715 7.572 7.010 6.115 10.62  9.151 13.80 5.520
[2,] 7.525 4.832 8.517 9.925 8.678 7.750 7.937 11.50  9.824 13.81 5.525
[3,] 8.233 4.943 8.520 9.947 9.540 7.774 8.272 12.13 10.589 14.42 5.553
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.83  9.722 2.987  8.637  9.027 6.117  7.957 2.780  8.317 7.254
[2,] 25.48 10.188 3.012  9.929 11.180 6.292  9.887 2.819  9.370 7.490
[3,] 25.56 11.869 3.031 12.464 12.112 6.452 10.871 2.820 10.575 8.021
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.548  9.092  8.797 8.476 7.371 6.655 6.002 2.315 6.309 2.207 6.092
[2,] 3.600  9.759  9.553 9.471 7.568 7.341 6.135 2.317 6.566 2.207 6.782
[3,] 3.667 11.096 10.256 9.784 7.867 7.472 6.204 2.347 6.671 2.210 6.917
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.118 4.964 3.153 5.928 7.716 7.463 3.985  8.178 6.557 3.024 6.773
[2,] 7.180 5.070 3.167 7.401 7.801 7.483 4.030  9.364 6.901 3.144 8.284
[3,] 7.774 5.271 3.170 7.656 8.208 7.736 4.061 10.106 7.307 3.240 9.650
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.435 5.322 3.536 6.283 1.960 5.820 2.875 5.106 5.508 5.667 6.919
[2,] 7.064 6.397 6.024 6.285 1.968 6.238 2.964 5.162 5.513 6.854 8.684
[3,] 7.738 7.511 7.182 6.289 1.974 7.720 3.238 5.591 5.549 6.965 8.798
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.319 7.064 5.365 6.678 2.832 7.149 7.323 8.442 8.312 8.283 7.280
[2,] 3.354 8.097 5.415 7.879 2.835 7.330 7.345 8.476 9.040 8.620 8.953
[3,] 3.385 8.427 5.555 8.975 2.878 7.338 7.376 8.512 9.135 8.740 9.071
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.711 2.030 7.025 4.835 7.504 3.993 3.740 2.771 5.949 5.089 10.40
[2,] 8.548 2.047 8.186 5.155 8.376 4.025 4.127 2.771 7.319 5.091 10.40
[3,] 8.974 2.066 9.093 5.407 9.063 4.054 4.243 2.783 7.422 5.092 10.51
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.766 3.616 3.434 3.375 3.298 5.134 3.747 5.624 2.863 18.82  9.915
[2,] 10.013 3.627 4.043 3.916 3.773 5.138 3.795 6.012 3.053 25.09 10.388
[3,] 10.549 3.773 4.068 4.053 4.048 5.461 3.798 6.208 3.244 25.94 12.098
Root mean square errors of predictions:  
      [,1]   [,2]   [,3]   [,4]   [,5]   [,6]   [,7]   [,8]   [,9]   [,10]
[1,]  8.61  5.894  16.18  10.77  11.88  3.586  4.493  10.15  11.51   8.656
[2,] 47.05 15.437  83.37 511.89 356.63 22.930 82.637  89.43  56.24 592.606
[3,] 94.79 19.884 308.25 491.20 468.00 88.964 94.112 106.38 159.62  63.995
      [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]  [,19]
[1,]   5.31   8.298   6.091  10.69  12.34   9.615   8.901   7.765  13.48
[2,] 245.17 380.607  59.691 129.98 207.58 432.490 337.190 516.144 450.93
[3,]  52.95 340.773 106.526  24.25  68.14 404.236  63.672 237.748 394.51
      [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]   [,28]
[1,]  11.62  17.52  7.009   18.84  12.35  3.793  10.97  11.46   7.768
[2,] 364.55  60.13 24.800 2112.47 310.87 39.123 499.63 672.78 150.263
[3,] 403.06 424.80 57.384  209.30 621.13 34.685 768.57 475.31 146.065
     [,29]  [,30]  [,31]   [,32]  [,33]  [,34]  [,35]  [,36]  [,37]
[1,]  10.1  3.531  10.56   9.211  4.505  11.55  11.17  10.76   9.36
[2,] 598.6 47.236 440.12 190.612 62.682 361.71 380.01 430.96 175.26
[3,] 461.1  8.204 500.14 292.716 70.885 538.61 380.74 250.83 219.09
       [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   8.451   7.621  2.940   8.012  2.802   7.736   7.769   6.304  4.004
[2,] 316.038 129.793  9.408 185.456  2.337 304.020 383.265 105.513 30.629
[3,] 142.397  94.434 38.715 120.606 13.260 138.872 304.159 147.046 14.475
       [,47]   [,48]   [,49] [,50]  [,51]   [,52] [,53]   [,54]   [,55]
[1,]   7.528   9.799   9.476  5.06  10.39   8.326  3.84   8.601   6.901
[2,] 451.833 117.269  57.427 61.45 465.22 219.472 87.94 486.480 460.212
[3,] 200.012 260.359 200.015 51.67 387.88 245.121 79.84 504.850 322.420
       [,56]  [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   6.758   4.49  7.979  2.489   7.391   3.651   6.484  6.994   7.197
[2,] 362.174 497.48 13.969 18.242 229.164  73.446  77.450 23.738 393.260
[3,] 401.407 398.81 23.655 15.771 463.952 132.981 219.115 64.931 126.149
       [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]  [,72] [,73]
[1,]   8.786  4.215   8.97   6.813   8.48  3.596   9.078  9.299 10.72
[2,] 535.201 49.146 403.76  74.864 426.57 12.715 165.148 57.797 78.14
[3,] 144.815 46.667 238.33 126.394 438.48 50.963  35.652 69.142 79.92
      [,74]  [,75]   [,76]   [,77]  [,78]   [,79]  [,80]   [,81]  [,82]
[1,]  10.56  10.52   9.245   8.522  2.578   8.921   6.14   9.529  5.071
[2,] 362.64 243.46 531.589 540.026 26.664 428.518 182.48 379.606 51.553
[3,] 134.13 147.73 148.947 278.613 28.949 404.059 166.48 353.173 49.847
      [,83]  [,84]   [,85]  [,86]  [,87] [,88]   [,89]  [,90]   [,91]
[1,]   4.75  3.518   7.554  6.463  13.20  12.4   4.592   4.36   4.286
[2,] 177.95  3.008 434.848 13.622  24.19 225.7  28.582 217.78 202.452
[3,] 100.53 27.133 126.248 12.841 154.21 338.7 106.224  45.66 106.792
       [,92]   [,93]  [,94]   [,95]   [,96]  [,97]  [,98]
[1,]   4.188   6.519  4.759   7.141   3.635   23.9  12.59
[2,] 186.974  22.235 60.975 216.797 108.187 1692.0 315.98
[3,] 149.668 188.633 17.724 157.964 112.013  672.3 632.52
[1] "--- VAR model 2017-10-03 08:01:00  completed"
[1] "Completed training sample:  2017-10-03 08:01:00 - 2017-10-03 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 08:31:00 - 2017-10-03 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2964         0.80022        -0.3559         26.975
          1.0553         0.91696        -4.3632        -11.064
          1.2688         0.01664        -2.0800         -3.199
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.851          1.315            2.759          -14.107
         17.209          1.900            3.295          -11.470
         -4.670          1.259            3.054           -8.708
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.7793         -17.8140          -3.3756           -22.78
           0.6114          -0.9177           1.8502           -14.66
          -0.9131          -4.5326           0.4509           -16.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.254          -0.5612          -1.1643            2.290
            4.785           0.2813          -0.1298            2.341
            4.497          -0.1050          -0.6250            2.196
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8806            4.080           18.596            16.14
          -0.9997           -1.166           11.272            13.66
          -0.3655           -0.598            7.327            10.36
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.996          0.11463         -21.3007        -11.42357
           -3.228          1.01308          -0.8184         -0.02432
           -1.193          0.06966         -12.3029         -0.89763
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.39668          -18.148           -6.656          -0.1897
         -0.08825           -6.491           -7.982          -1.0465
         -0.25927            1.782            1.452          -0.9421
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           26.749           0.2876           27.115           0.2839
          -12.018           0.1085           -2.718           0.3712
           -3.548          -0.2299           -6.359           0.4521
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2981            14.30           -3.035          -18.953
           2.5680            14.33           18.340            8.256
          -0.7704           -10.50           -4.121            1.149
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.135          -17.703            0.235          0.69943
           -1.172          -12.071           -1.403          0.45737
           -1.295           -7.068            1.553          0.07981
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -1.05900         -0.07557           -7.001           -14.29
         -0.02045          0.25779           -4.518           -11.88
         -0.24433          0.21926            3.413           -10.70
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.804           0.2707           -5.256           0.1105
            4.165          -0.1681           -5.088           1.6506
            4.209           0.2048           -4.556          -0.3484
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.5747           0.3606            8.635            4.823
          -0.7868          -1.1355           -2.990            4.939
          -3.2363          -0.3955           -1.017            4.141
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.9426           -1.381           -5.946          5.36777
           0.3590            4.833            5.966         -0.06481
          -0.2376           -3.543           -2.243          2.42981
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           10.192           0.9682          0.21521           -5.077
           -4.587           0.6738         -0.13813           10.931
            5.816           0.3672          0.04827           -2.802
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.954          -1.7936           0.7118         1.021228
           -2.694           6.4354           0.9178        -0.006506
           -2.610           0.6116           0.8922         8.355714
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.3060           1.2272            8.446           2.2321
          -0.7193           0.9440            1.256           0.9991
           6.7550           0.3225            2.974           1.0694
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           16.616           0.9099         -1.15492         -0.08911
            9.142           0.7558          1.69314         -0.20453
            5.422           0.4200         -0.08621          1.56004
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8340          -2.0670            8.027           6.3315
          -0.5336          -0.7743            6.257          -0.5223
          -0.1898           1.0092            3.866           0.8273
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           6.5591          0.06727           6.7863           -4.427
           1.1366          0.08552           5.0305           -3.905
           0.9721          0.02155           0.2073           -2.504
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.237           1.0136          -1.5530          0.70488
            5.621           0.2407           1.6864         -0.27307
            2.137           0.4506          -0.6141          0.09609
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -24.00          0.52034          0.57099           -11.09
           -17.29          2.04136         -0.53193           -15.28
           -12.27          0.01698         -0.02916           -14.94
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          3.25054           0.9168          -1.4783          -0.1397
          0.05031          -1.1390           0.5959           0.9041
         -0.04994           0.6171           1.0813           0.1939
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.7552         -0.50993            4.244          0.02631
           3.4314         -0.37393            2.882          1.00630
           0.1234          0.05019            2.452          0.42840
 rnd_95776.volume rnd_95787.volume
            3.373        -10.77994
           -7.356          0.07766
           -3.094         -1.43393
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.781 4.830 12.96  8.079  8.816 3.040 3.333 8.089 8.889 6.675 4.024
[2,] 6.789 4.835 12.98  9.438  9.705 3.041 3.400 8.188 8.889 8.836 4.864
[3,] 6.853 4.843 13.28 10.582 10.657 3.212 3.485 8.300 8.934 8.869 4.879
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.376 4.977 8.576 9.797 7.400 7.094 5.864 10.58  9.108 14.28 5.368
[2,] 7.548 5.010 8.644 9.971 8.435 7.850 7.816 11.54  9.838 14.29 5.373
[3,] 8.230 5.156 8.645 9.988 9.255 7.871 8.157 12.25 10.623 14.67 5.393
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.74  9.485 2.941  7.871  8.117 6.101  7.827 2.837  8.218 7.254
[2,] 25.82 10.032 2.946  9.382 10.758 6.209  9.640 2.876  9.281 7.541
[3,] 25.86 11.982 2.946 12.534 11.757 6.327 10.684 2.877 10.546 8.007
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.615  8.885  8.486 8.360 7.375 7.501 6.086 2.343 6.268 2.185 6.136
[2,] 3.721  9.709  9.444 9.445 7.580 8.229 6.238 2.348 6.577 2.185 6.790
[3,] 3.799 11.015 10.173 9.718 7.916 8.477 6.319 2.379 6.690 2.191 6.938
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.261 5.003 3.104 5.983 7.645 7.394 4.057  8.207 6.755 3.066 7.122
[2,] 7.312 5.113 3.119 7.593 7.763 7.404 4.106  9.384 7.062 3.183 8.724
[3,] 7.815 5.343 3.125 7.850 8.197 7.670 4.142 10.108 7.541 3.275 9.953
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.658 5.491 3.683 6.241 1.996 5.971 2.904 5.554 5.624 5.789 7.080
[2,] 7.338 6.785 6.285 6.254 2.007 6.465 2.994 5.606 5.630 7.213 8.943
[3,] 7.996 7.906 7.543 6.256 2.012 7.937 3.285 6.083 5.668 7.346 9.063
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.410 7.018 5.353 6.914 2.894 6.997 7.396 8.414 7.996 8.371 7.151
[2,] 3.447 8.198 5.412 8.193 2.897 7.123 7.403 8.434 9.054 8.695 8.881
[3,] 3.496 8.695 5.582 9.458 2.946 7.128 7.429 8.452 9.107 8.800 8.989
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.828 2.066 6.976 4.671 7.548 3.993 3.822 2.854 6.680 5.287 10.27
[2,] 8.388 2.086 8.115 4.932 8.442 4.028 4.191 2.854 7.955 5.289 10.27
[3,] 8.960 2.113 9.101 5.180 9.077 4.053 4.303 2.883 8.203 5.292 10.39
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,]  9.97 3.257 3.441 4.106 4.020 5.211 3.778 6.132 3.131 18.96  9.78
[2,] 10.13 3.578 4.104 4.133 4.037 5.213 3.826 6.471 3.253 24.99 10.32
[3,] 10.61 3.817 4.115 4.220 4.229 5.497 3.830 6.718 3.535 26.00 12.33
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]  [,5]   [,6]   [,7]   [,8]   [,9]   [,10]
[1,]  8.611  6.134  16.46  10.26  11.2  3.860  4.232  10.27 11.288   8.476
[2,] 25.617 16.552  46.92 373.20 310.5  6.139 51.473  97.24  8.965 442.832
[3,] 71.967 21.704 218.21 366.12 336.9 79.222 58.630 104.56 69.062  59.866
      [,11]   [,12] [,13] [,14]  [,15]   [,16]   [,17]   [,18]  [,19]
[1,]   5.11   8.096  6.32 10.89  12.44   9.396   9.008   7.446  13.44
[2,] 209.08 309.034 44.25 83.12 142.01 309.863 257.181 395.310 352.02
[3,]  29.34 251.022 93.26 10.95  46.21 291.444  45.161 178.563 314.35
      [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]  [,27]  [,28]
[1,]  11.57  18.14  6.817   18.72  12.04  3.735   9.996  10.31  7.748
[2,] 284.66  16.55 17.802 1621.59 250.03 13.089 390.496 540.16 88.280
[3,] 306.56 255.01 35.840  114.65 501.20  3.097 635.832 362.92 93.111
       [,29]  [,30]  [,31]   [,32] [,33]  [,34]  [,35]  [,36]   [,37]
[1,]   9.938  3.603  10.44   9.212  4.59  11.28  10.78  10.62   9.365
[2,] 430.510 36.264 329.90 157.715 67.51 299.43 317.06 336.28 133.958
[3,] 352.589  6.820 383.26 206.104 58.67 398.07 289.32 175.11 174.840
       [,38]   [,39]  [,40]  [,41]  [,42]   [,43]  [,44]   [,45]  [,46]
[1,]   9.525   7.728  2.975   7.96  2.775   7.792   7.95   6.353  3.942
[2,] 258.852 104.908 12.669 152.31  2.195 222.373 289.07  80.822 23.065
[3,] 155.856  77.543 29.059  94.20 12.261 109.363 210.96 118.734 15.425
       [,47]   [,48]   [,49]  [,50]  [,51]   [,52]  [,53]   [,54]   [,55]
[1,]   7.597   9.708   9.389  5.152  10.42   8.578  3.894   9.044   7.185
[2,] 357.659 103.595  30.631 48.065 348.08 157.665 65.454 385.333 357.487
[3,] 152.425 201.270 153.429 41.912 287.49 202.396 59.003 366.618 243.068
       [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   6.973   4.677  7.925  2.535   7.582   3.688   7.052  7.142   7.352
[2,] 304.905 389.617 31.752 15.753 189.741  55.850  58.528 20.330 329.066
[3,] 310.524 318.971 12.955 11.517 352.207 103.445 180.825 50.468 106.678
       [,65]  [,66]   [,67]   [,68]  [,69]  [,70]   [,71]  [,72] [,73]
[1,]   8.991  4.331   8.912   6.797   8.78  3.675   8.885  9.391 10.68
[2,] 417.933 38.387 324.199  61.282 336.23  9.710 102.076 26.790 46.05
[3,] 112.700 44.875 221.726 104.667 361.65 41.293  22.456 47.575 42.85
      [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]
[1,]  10.15  10.63   9.081   8.671  2.624   8.858   5.931   9.584  5.071
[2,] 324.83 179.81 402.860 372.643 22.092 317.247 121.283 289.403 40.769
[3,]  75.65 104.08 106.539 241.289 25.812 315.141 121.128 255.225 34.372
       [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]  [,90]  [,91]
[1,]   4.854  3.624   8.482  6.713  13.04  12.66   4.136   4.37  5.214
[2,] 131.535  4.542 330.470 12.806  18.27 139.21 113.411 171.06 36.264
[3,]  74.619 31.310 153.357 15.421 117.58 240.17 101.582  23.87 65.360
      [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.104   6.617  4.798   7.786   3.976   24.08  12.42
[2,] 28.705  12.937 46.149 158.396  67.404 1244.55 252.20
[3,] 96.551 133.591 13.171 138.097 105.967  551.22 515.65
[1] "--- VAR model 2017-10-03 08:31:00  completed"
[1] "Completed training sample:  2017-10-03 08:31:00 - 2017-10-03 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 09:01:00 - 2017-10-03 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.770         0.02626         -9.005         -5.124
           2.087        -0.18129         -6.169        -28.149
           1.062         0.10213         -3.055         -7.913
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.387          4.206            1.848          0.08631
         -4.718          2.524            1.112         -1.04785
        -19.862          1.329            1.600         -1.09526
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          1.96987          -5.4407           0.8085           -10.47
          0.22063           4.2549           1.6775           -10.71
         -0.08453          -0.5541           0.5550           -12.72
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           11.687            2.975           13.021          0.67108
            8.869           -1.313            8.307         -0.71317
            9.497            1.173            6.943          0.01268
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.877           13.606            13.25            4.718
            4.577            1.560            13.56           13.994
            1.920            4.009            10.56            9.582
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.585          0.14292           -16.83          -21.568
           -1.679         -0.04781           -23.76           -6.921
           -1.214          0.00892           -15.95          -12.256
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.03188          -32.703          -32.805           1.3047
          0.49546           -5.166          -11.146           0.4423
         -0.32304          -11.252           -8.178           0.4540
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.406          -0.3610           -4.712           -1.868
          -29.339           0.5786          -26.041           -1.967
           -7.371           0.6725          -11.048           -2.555
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.01252           -8.266           -5.337           -8.779
         -0.03263          -15.206           -5.208           -5.294
          0.03722          -22.469          -19.843          -14.888
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.717           -9.357            2.103          0.17863
           -5.852          -12.171            1.819         -0.17960
           -4.764           -8.028            2.270          0.04795
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            7.693           0.1357           -3.970          -11.779
            4.326           0.4330           -2.746          -10.869
            2.810           0.2890           -3.291           -9.245
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.341           0.5669           -4.041           2.8585
            3.248           0.4776          -12.380          -0.5395
            4.400           0.5913           -8.355          -0.1201
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -3.7997          -2.9866          -13.943           11.375
          -3.2269          -0.3363           -8.652            8.925
          -0.5871          -1.4580           -0.633            8.959
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.39237          -7.4867           -1.837           -1.398
         -1.93878         -17.1871           -9.614           -6.516
          0.09366          -0.2032           -5.774          -12.057
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.026           0.5413          -0.4014            3.496
           -2.220           0.5030           0.3328            6.179
           -9.473           0.4083          -0.1403           -2.868
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.4017            2.762           0.5507           -3.552
          -0.8142            4.114           0.3584            3.272
          -0.6743           -1.086           0.4336            3.814
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.330          -0.4180           3.3193           1.9653
            3.193          -0.3738          -0.7602           1.0833
            3.315          -0.1769           4.2559           0.9441
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          6.62270           0.9601           -3.842           2.1848
         -0.06557           0.5844           -0.101           2.5201
          3.64769           0.2277           -3.660           0.9953
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.7958          -9.5659           12.729           2.4718
           2.1060          -1.3082            9.250          -0.9585
           0.8842           0.1967            7.676           1.6165
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           18.468           -1.789           20.503          -10.429
           -1.696           -1.531            5.455           -9.704
            2.916           -1.125            1.406           -7.583
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           16.859           0.8631         -0.03604           0.3861
           16.097           0.6324         -3.04707           0.5945
            1.171           1.0546         -1.93765          -0.1836
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -17.42         0.244792          -0.9371           -16.20
           -11.41         0.002753          -0.7496           -14.67
           -11.39        -0.221100          -0.2207           -13.25
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.821           -3.120          0.83610           2.9929
           -1.836            1.247          2.21596           1.5545
            1.094            2.295          0.09928           0.3119
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.0048          -1.2883            16.08            1.527
           2.0435          -0.1127            13.98            4.073
          -0.3524           0.6352            12.64            2.662
 rnd_95776.volume rnd_95787.volume
          -49.559          -20.701
            3.581           -6.783
          -16.988          -11.598
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.881 4.872 12.95 7.380  9.076 3.375 3.171 8.272 8.915 6.530 4.164
[2,] 6.897 4.877 12.96 8.745  9.784 3.379 3.229 8.383 8.916 8.773 5.074
[3,] 6.954 4.880 13.21 9.887 10.589 3.608 3.284 8.464 8.953 8.841 5.099
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.260 5.128 8.224 10.49 7.286 6.916 6.255 10.53  9.061 15.71 5.760
[2,] 7.636 5.157 8.540 10.77 8.333 7.888 8.008 11.42  9.775 15.71 5.787
[3,] 8.291 5.465 8.759 10.80 9.176 7.962 8.422 12.07 10.511 15.99 5.818
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.75  9.662 2.949  7.507  7.521 6.003  7.436 2.916  7.877 7.231
[2,] 25.40 10.255 2.949  9.249 10.550 6.072  9.209 2.962  9.048 7.535
[3,] 25.44 12.238 2.954 12.523 11.640 6.156 10.235 2.966 10.418 7.992
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.763  8.521  8.535 8.382 7.121 7.852 6.163 2.304 6.274 2.146 6.086
[2,] 3.782  9.343  9.399 9.363 7.316 8.587 6.364 2.307 6.757 2.146 6.740
[3,] 3.806 10.847 10.164 9.708 7.686 8.978 6.447 2.330 6.840 2.152 6.900
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54]
[1,] 6.252 4.559 2.963 6.001 7.732 7.526 3.975  8.299 6.841 3.042  7.315
[2,] 7.477 5.012 2.972 7.700 7.836 7.530 4.038  9.492 7.178 3.154  8.997
[3,] 7.949 5.183 2.980 8.083 8.185 7.842 4.071 10.252 7.732 3.243 10.240
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.707 5.572 3.816 6.209 2.001 6.179 2.869 5.602 5.579 6.432 7.174
[2,] 7.415 6.864 6.355 6.229 2.011 6.683 2.947 5.631 5.590 7.639 9.193
[3,] 8.049 7.934 7.684 6.229 2.016 8.080 3.257 6.173 5.622 7.739 9.332
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.499 7.113 5.306 7.050 2.991 7.036 7.517 8.329 8.080 8.600 7.157
[2,] 3.580 8.439 5.374 8.505 2.999 7.137 7.534 8.344 9.074 8.999 9.115
[3,] 3.629 8.927 5.544 9.700 3.056 7.139 7.555 8.371 9.111 9.149 9.236
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.541 2.092 6.896 4.366 7.579 3.920 4.008 2.925 7.031 5.385 10.05
[2,] 8.610 2.129 8.168 4.549 8.506 3.996 4.384 2.926 8.160 5.387 10.05
[3,] 9.198 2.180 9.489 4.796 9.319 4.011 4.493 2.948 8.471 5.397 10.15
      [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,]  9.872 3.106 3.381 4.247 4.042 5.277 3.778 6.449 3.007 18.98  9.861
[2,] 10.106 3.544 4.085 4.249 4.043 5.279 3.825 6.870 3.060 25.22 10.449
[3,] 10.509 3.823 4.113 4.284 4.122 5.537 3.827 7.293 3.303 26.25 12.575
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]   [,5]   [,6]   [,7]   [,8]  [,9]
[1,]  8.738  6.187  16.44   9.371  11.53  4.285  4.026  10.50 11.32
[2,] 35.396 16.468  50.93 354.336 275.99 14.000 46.206 103.10 12.92
[3,] 67.917 14.568 193.27 348.234 305.90 95.555 45.192  88.29 61.69
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   8.292   5.287   7.949   6.512  10.44  13.33   9.252   8.783   7.942
[2,] 442.362 218.923 330.129  41.664 173.91 182.82 305.392 286.349 377.559
[3,]  82.830  38.595 244.018 136.534 147.01  58.64 290.221  82.432 197.076
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]  [,27]
[1,]  13.37  11.51  19.95  7.315   18.73  12.27  3.745   9.532   9.55
[2,] 334.00 276.91  20.65 42.149 1561.38 259.71  3.864 407.921 558.62
[3,] 294.02 292.02 224.82 45.489  106.60 504.27 12.508 637.450 371.49
      [,28]   [,29]  [,30] [,31]   [,32]  [,33]  [,34]  [,35]  [,36]
[1,]  7.623   9.442  3.702  10.0   9.182  4.779  10.82  10.84  10.64
[2,] 69.100 410.262 39.696 336.2 160.319 28.728 289.54 297.25 315.00
[3,] 76.845 337.279 11.307 390.0 201.045 32.748 416.04 292.20 193.91
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   9.043   9.971   7.826  2.926   7.967  2.725   7.728   7.939   5.79
[2,] 126.648 262.427 120.106  8.780 189.547  2.516 218.722 309.728 157.27
[3,] 177.980 198.159  78.126 25.056  80.278 12.503 111.723 203.694  99.65
      [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  3.763   7.621   9.819   9.557  5.048  10.54   8.687  3.863   9.289
[2,] 18.045 364.258  96.006  19.580 53.416 347.88 164.395 62.997 395.431
[3,] 16.421 185.780 178.671 165.603 39.485 292.60 217.051 56.970 369.367
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.247   7.076   4.846  7.884  2.541   7.847   3.644   7.114  7.084
[2,] 357.470 302.600 383.695 38.629 15.138 192.276  50.774  43.618 27.462
[3,] 236.491 300.574 326.172  8.024 11.831 342.961 104.707 191.055 45.415
       [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]  [,71]  [,72]
[1,]   8.168   9.11  4.443   9.033   6.738   8.952  3.798  8.934  9.546
[2,] 311.204 434.06 57.257 342.880  64.556 359.320 17.056 90.940 38.521
[3,]  93.834 121.17 45.241 219.823 103.162 352.120 44.680 13.429 42.571
     [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,] 10.58  10.26  10.92   9.088   8.307  2.657   8.757   5.544   9.624
[2,] 39.00 311.92 200.39 426.160 422.736 29.734 330.578  96.539 291.702
[3,] 50.71  62.37 124.77 112.986 244.306 35.607 364.658 114.798 287.515
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.977   5.089  3.714   8.928  6.838  12.76  12.54   3.945   4.294
[2,] 58.866 134.134  6.381 312.768 11.881  10.66 163.25 128.790 173.121
[3,] 26.743  74.589 27.205 171.979 25.580 108.96 217.90 108.297  36.377
      [,91]  [,92]  [,93]  [,94]   [,95]  [,96]  [,97]  [,98]
[1,]  5.393  5.133   6.70  4.798   8.189  3.819   24.1  12.52
[2,] 10.861  7.836  13.41 45.468 178.970 42.678 1254.1 261.11
[3,] 41.227 60.473 126.31  9.899 184.885 93.996  550.6 528.27
[1] "--- VAR model 2017-10-03 09:01:00  completed"
[1] "Completed training sample:  2017-10-03 09:01:00 - 2017-10-03 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 09:31:00 - 2017-10-03 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.6263          1.7589         -5.166        -13.001
          1.6501          1.3039         -6.345         -6.358
          0.5688          0.2602         -3.808         -7.688
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          9.531          1.278          -0.4000            1.891
         -9.855          2.951          -0.2819            2.457
         -5.975          1.725          -0.3303            2.751
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.257           12.379            4.468           -12.95
            2.254           -3.424            1.085           -20.46
            1.738            4.039            2.512           -18.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            6.873           2.6790           1.3779          -0.4616
            8.683           5.0575           5.6419          -0.5628
           10.036          -0.1855          -0.1532          -0.9445
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.8326           2.1066            15.66            17.66
           3.8231          -0.1053            12.02            12.67
           0.9434           2.1889            10.24            12.76
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -2.2949         -0.14846           -31.88           -3.259
          -4.0851         -0.21903           -10.40          -12.582
          -0.9928          0.02519           -14.43           -4.070
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.01795           -6.835          -13.863           1.1939
         -0.41799          -13.070           -6.869           1.4954
          0.05057           -5.182           -8.910           0.5771
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -15.111          -0.8420           -8.390           0.4441
           -6.702          -0.4442          -10.150           2.2655
           -8.617          -0.5768           -5.112           1.5790
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.1628            5.026           11.431            2.006
           0.2375          -14.063          -11.386           -1.210
           0.3110           -3.004           -5.813           -8.758
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.050           -1.966          0.30245          -0.1100
           -4.334           -5.174         -0.03226           0.5757
           -4.100           -5.393          0.66396          -0.1100
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.6305          -0.0612           -2.333           -6.748
          -0.9131          -0.1647            3.636           -7.412
          -0.4962          -0.2831           -3.988           -4.364
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.591           0.9663           -9.015           2.5803
            4.841           0.8216           -3.596          -0.8261
            4.295           0.4645           -4.033           0.2231
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          1.20910          -1.2581          -2.0951            16.47
          0.05566          -0.7704          -4.4491            14.94
         -0.32046          -0.2738          -0.8077            16.89
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5891          -10.182           -6.791            4.428
          -0.5525           -2.612           -2.078           -7.197
          -0.2109           -3.226           -3.339           -1.955
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           14.943          -0.2255           0.3110            4.192
           -6.135          -0.1195          -0.2832           11.328
           -2.673          -0.3307           0.1280           -3.534
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.337           0.3354          -0.1243           -1.652
           -1.687           4.4867          -0.3267            2.207
           -1.642           0.3945           0.1445            5.445
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.4738         -0.50285           6.2319            2.532
           0.9855         -0.03215          -0.8023            2.403
           4.3973         -0.20392           3.4734            2.261
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.120           0.8250            4.240            2.183
            3.278           0.7056            1.072            2.175
            3.403           0.2079            1.574            1.088
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.654            7.641            7.963           12.417
            2.075            5.430            9.047           10.607
            1.121            2.505            9.256            8.048
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.250         -0.06615            10.75           -3.323
            8.713         -0.36542            12.78           -2.857
            7.536         -0.14434            10.95           -3.649
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.745            1.847          -1.8756          0.38026
            9.796            1.038          -0.4358          0.07951
            8.849            1.025          -1.0811         -0.04057
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -13.271         1.150625           2.1203           -6.504
           -9.702         0.819537          -0.9458           -7.693
           -7.845         0.005829           0.3039          -12.473
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         3.139041           1.1697           0.5752          -0.5266
         0.005635          -1.1570          -0.8090           0.5313
        -0.394335           0.7694          -0.3533           0.1923
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2388          -0.4017            18.79          -0.9116
           3.6495           0.6188            14.68          -0.7193
           0.3254           0.5234            16.52          -0.5542
 rnd_95776.volume rnd_95787.volume
          -12.340           -4.513
           -6.643          -12.889
           -5.982           -3.207
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.943 4.966 13.27 6.236 8.105 3.532 3.047 8.266 8.902 6.545 4.332
[2,] 6.956 4.981 13.29 7.962 8.856 3.537 3.112 8.392 8.903 8.823 5.319
[3,] 7.010 5.004 13.62 9.303 9.625 3.779 3.198 8.490 8.999 8.887 5.371
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.129 5.205 8.133  9.883 7.322 6.904 6.631 10.73  9.225 16.03 6.009
[2,] 7.684 5.247 8.511 10.565 8.369 7.535 8.119 11.65  9.948 16.03 6.027
[3,] 8.346 5.584 8.774 10.909 9.181 7.970 8.383 12.13 10.622 16.37 6.067
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.92  9.743 3.039  7.711  7.645 5.996 6.481 3.111 6.955 7.347 3.606
[2,] 25.88 10.330 3.041  9.485 10.677 6.062 8.464 3.129 8.204 7.665 3.616
[3,] 25.93 12.291 3.041 12.782 11.835 6.146 9.686 3.136 9.996 8.119 3.617
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.946 7.522 7.580 6.952 7.984 6.458 2.252 6.470 2.122 5.688 5.902
[2,]  8.639 8.611 8.511 7.184 8.676 6.719 2.254 6.999 2.122 6.209 7.100
[3,] 10.497 9.340 8.879 7.519 9.023 6.828 2.272 7.092 2.130 6.402 7.624
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.513 3.015 6.099 7.725 7.554 4.000  8.372 7.028 3.224  7.581 5.895
[2,] 5.015 3.028 7.494 7.838 7.559 4.074  9.615 7.313 3.319  9.382 7.585
[3,] 5.205 3.035 8.044 8.144 7.893 4.110 10.356 7.831 3.390 10.657 8.281
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.668 3.899 6.197 2.035 6.432 2.867 5.814 5.550 7.353 8.029 3.684
[2,] 7.021 6.625 6.220 2.041 6.897 2.949 5.833 5.562 8.026 9.172 3.761
[3,] 8.096 7.919 6.220 2.045 8.135 3.264 6.303 5.597 8.104 9.228 3.824
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.227 5.425 7.229 3.020 6.842 7.531 8.550 8.208 8.513 7.347 6.285
[2,] 8.878 5.482 9.306 3.028 6.915 7.550 8.644 9.209 8.993 9.061 8.533
[3,] 9.170 5.737 9.864 3.085 6.915 7.576 8.712 9.265 9.349 9.303 9.162
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.066 6.770 4.423 7.420 3.895 4.100 2.955 7.053 5.450 10.03 10.13
[2,] 2.093 7.995 4.633 8.582 3.957 4.494 2.956 8.045 5.457 10.03 10.30
[3,] 2.157 9.294 4.900 9.334 3.969 4.607 2.980 8.350 5.482 10.15 10.66
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.132 3.346 4.222 3.987 5.342 3.770 6.303 3.310 19.40  9.992
[2,] 3.752 4.041 4.233 3.991 5.345 3.807 6.728 3.334 25.67 10.603
[3,] 4.015 4.075 4.267 4.055 5.578 3.813 7.132 3.600 26.60 12.736
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]   [,5]   [,6]   [,7]   [,8]  [,9]
[1,]  8.817  6.306  16.86   7.919  10.29  4.485  3.869  10.50 11.30
[2,] 30.349 28.288  44.88 352.329 254.26 13.862 45.165 103.60 13.40
[3,] 62.164 34.197 212.49 342.617 268.39 94.781 52.563  91.86 93.88
       [,10]  [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]  [,18]
[1,]   8.312   5.50   7.782   6.609  10.33  12.55   9.297   8.766   8.42
[2,] 421.163 219.74 329.993  47.608 178.79 266.00 288.584 215.070 333.56
[3,]  76.050  53.49 231.956 135.966 152.02 193.70 268.745 184.841 148.62
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24] [,25]   [,26]   [,27]
[1,]  13.63  11.71  20.35  7.631   18.95  12.37 3.858   9.792   9.708
[2,] 322.91 265.13  19.12 32.870 1504.76 244.45 8.561 393.109 530.551
[3,] 240.21 265.32 238.52 50.356  120.53 474.20 5.697 609.900 363.462
      [,28]  [,29]  [,30]   [,31]  [,32]  [,33]  [,34]   [,35]   [,36]
[1,]  7.614   8.23  3.951   8.831   9.33  4.579  10.09   9.552   9.626
[2,] 63.438 387.52 23.621 309.844 155.54 19.817 241.32 298.414 275.541
[3,] 72.352 335.27 15.800 406.456 190.66  7.551 424.49 257.635 180.174
       [,37]  [,38] [,39]  [,40]   [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   8.828  10.14   8.2  2.860   8.216  2.695   7.222   7.495   5.73
[2,] 129.037 241.83 132.2  7.369 190.103  2.217 177.296 280.902 155.81
[3,] 158.121 176.56  87.0 20.650  81.782 12.640 111.353 197.768  99.22
      [,46]   [,47]   [,48]   [,49] [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  3.828   7.745   9.809   9.593  5.08  10.63   8.925  4.094   9.626
[2,] 20.050 309.932  94.734  19.934 55.24 336.67 144.065 56.310 393.458
[3,] 15.198 208.117 157.648 161.822 38.39 273.94 199.474 49.203 359.861
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60] [,61]   [,62]  [,63]
[1,]   7.485   7.198   4.951  7.870  2.584   8.168  3.64   7.383  7.048
[2,] 339.773 294.938 381.247 38.018 11.684 177.122 49.52  34.038 26.140
[3,] 236.659 286.880 308.822  8.267  8.981 307.174 99.55 169.985 45.237
       [,64]  [,65]  [,66]   [,67]   [,68]  [,69]  [,70]  [,71]  [,72]
[1,]   9.337  10.20  4.678   9.177   6.888   9.18  3.835  8.689  9.563
[2,] 229.023 315.73 54.088 367.036  56.590 417.18 15.645 71.574 39.603
[3,]  80.347  72.56 49.399 163.682 120.495 232.93 42.228  6.960 44.600
     [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,] 10.86  10.42  10.81   9.329   7.981  2.623   8.597   5.617   9.422
[2,] 90.87 297.20 206.58 377.583 410.743 24.058 302.728  98.196 307.016
[3,] 77.92  73.19 182.12 150.245 237.737 37.283 337.314 113.640 261.418
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.946   5.206  3.752   8.956  6.921  12.74  12.87   3.977   4.248
[2,] 49.693 130.965  5.323 275.541 20.188  22.74 130.57 147.133 161.359
[3,] 22.327  72.473 27.327 159.211 37.538 108.45 196.95 101.623  37.492
      [,91]  [,92]   [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]  5.361  5.063   6.784  4.787   8.004  4.204   24.63  12.69
[2,] 22.470 13.969  13.433 38.200 167.639 28.489 1196.39 252.60
[3,] 38.118 51.209 113.756 14.585 168.521 96.690  496.65 502.31
[1] "--- VAR model 2017-10-03 09:31:00  completed"
[1] "Completed training sample:  2017-10-03 09:31:00 - 2017-10-03 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 10:01:00 - 2017-10-03 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.410         -0.2951          4.710         10.814
          -1.103          1.0137         -5.259         -2.167
          -1.252          0.6359         -2.167         -8.627
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.272         1.1576           1.6250         -0.28814
          2.548         1.0213           0.7668         -0.53809
         -2.093         0.6223           0.8387          0.08744
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -0.156          -2.8879          -4.8197           -21.44
           -1.416          -0.2609           0.9539           -19.10
           -1.256          -1.3585          -1.1450           -21.47
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.7252           -1.993          -1.9659            3.867
           3.2367           -1.436          -1.8662            4.389
           1.0909           -0.275          -0.5803            3.874
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.09244           1.9900           11.802            12.68
         -3.39372          -0.1258            7.505            10.90
         -0.92458          -2.6716            8.284            12.90
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.6266         -0.86009          -26.696           -4.980
          -2.6094         -0.57685            9.446           -6.617
          -0.2289          0.02132          -10.959            4.294
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.37321           -6.042           5.9294           3.2551
          0.24138          -11.838          -9.6454           0.3783
          0.08896            6.999          -0.1687           0.2840
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           14.520          -0.7302            3.300           -21.24
           -3.476           0.1256            1.939           -18.78
           -9.427          -1.2792           -7.273           -18.02
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.09073           -4.220           -2.087           -3.643
          0.19188            8.574            3.586           -4.126
          0.03631           -6.012           -1.590            2.541
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.130            4.200            5.241           0.1794
            5.741            1.266            4.558           0.4886
            5.080            1.983            4.277          -0.1398
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4595         -0.13424          -5.6502           -11.54
           0.2312          0.09679          -2.0439           -12.49
           0.1158          0.12737           0.1531           -13.74
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.539          -0.2295          -14.580           2.9625
            4.134          -0.6048           -5.146           0.4096
            3.941          -0.3696           -8.256          -0.8860
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.291          -0.5796           5.2824            5.631
            1.706          -1.7126         -10.6610            9.717
            1.161          -0.6685          -0.8192           10.333
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.5586            7.185          -0.9626           0.3011
          -1.1845           -5.535           3.8767           6.0391
          -0.6092           -7.194          -7.4581          -5.7529
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.382            1.287           0.2251            3.929
           -1.932            0.264           0.5010            7.184
            4.429            1.042          -0.0411           -2.020
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.918           4.4331           1.8655            1.448
           -2.299           3.6011           1.4066            1.559
           -2.044           0.1042           0.4096            2.702
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.393          -0.5323          -0.2211          -1.0464
            3.749          -0.4054           5.9905           2.0196
            3.565          -0.2367           7.0123           0.5807
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.9371          -0.8039           0.7368          -1.5838
           4.7012          -0.8734          -0.4350          -0.7394
           5.0053          -0.5413           1.2907          -1.4696
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.455           2.1989            18.94           -1.225
            1.559          -1.3496            17.05            5.383
            0.866          -0.9237            18.46            2.442
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6829           -1.903            2.518           -9.285
           8.2255           -1.466            2.189           -9.338
           4.9718           -1.198            4.829           -7.695
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -4.0138          -0.2183          -0.2776         0.436654
           0.3667           0.3704           1.0646         0.032699
           4.8136          -0.2530          -2.1816         0.003102
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.02932          -0.3297         0.980764           -6.021
         -0.67662           0.7396        -1.748896           -3.353
         -0.03563           0.2823        -0.008876           -1.708
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -5.1797           -1.910          -2.1950           -2.400
          -0.5148           -1.565          -2.4953           -2.226
          -1.3431           -1.656          -0.5911           -1.034
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.5426          -2.0709            14.98          0.70835
           2.8874          -0.4294            14.41         -0.33896
           0.5144           1.0570            13.79         -0.01651
 rnd_95776.volume rnd_95787.volume
          -28.585           -4.683
          -12.778           -6.286
           -5.716            4.112
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.861 5.035 13.18 6.042 7.633 3.790 3.093 7.656 8.763 6.255 4.421
[2,] 6.879 5.049 13.19 7.823 8.580 3.803 3.167 7.833 8.763 8.802 5.409
[3,] 6.943 5.074 13.60 9.220 9.336 4.054 3.262 7.937 8.860 8.842 5.489
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.050 5.303 8.292  9.988 7.447 7.036 6.984 10.62  9.199 16.45 5.924
[2,] 7.552 5.323 8.659 10.688 8.423 7.634 8.285 11.65  9.987 16.45 5.937
[3,] 8.191 5.647 8.950 11.071 9.234 8.028 8.506 12.15 10.657 16.83 5.957
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.71  9.627 3.237  7.799  7.191 6.085 6.359 3.038 6.425 7.383 3.568
[2,] 25.83 10.297 3.243  9.514 10.348 6.138 8.411 3.093 7.910 7.731 3.576
[3,] 25.89 12.207 3.244 12.728 11.627 6.228 9.685 3.132 9.870 8.232 3.577
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.632 7.434 7.508 6.838 7.450 6.279 2.213 6.647 2.077 5.727 5.886
[2,]  8.376 8.615 8.606 7.099 7.935 6.494 2.217 7.263 2.077 6.272 7.088
[3,] 10.382 9.376 8.988 7.434 8.110 6.631 2.231 7.390 2.087 6.455 7.594
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.456 3.001 6.065 7.948 7.591 4.042  8.589 7.346 3.255  7.699 6.129
[2,] 4.955 3.007 7.261 8.049 7.596 4.109  9.814 7.625 3.346  9.577 8.054
[3,] 5.149 3.019 7.871 8.294 7.933 4.136 10.569 8.133 3.412 10.787 8.733
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.755 4.032 6.192 2.131 6.504 2.864 5.936 5.561 7.679 8.435 3.717
[2,] 7.129 6.778 6.220 2.133 7.023 2.959 5.956 5.577 8.341 9.610 3.804
[3,] 8.274 8.235 6.220 2.147 8.283 3.271 6.386 5.616 8.470 9.686 3.851
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.136 5.572 7.429 3.029 6.830 7.518 8.691 8.210 8.471 7.236 6.411
[2,] 8.829 5.605 9.354 3.039 6.911 7.542 8.865 9.202 8.952 9.041 8.612
[3,] 9.101 5.997 9.943 3.091 6.911 7.563 8.970 9.273 9.217 9.267 9.213
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 2.096 6.945 4.348 7.273 3.747 4.206 2.961 7.670 5.495  9.953 10.56
[2,] 2.129 8.157 4.578 8.520 3.781 4.597 2.961 8.154 5.502  9.955 10.76
[3,] 2.180 9.454 4.823 9.239 3.796 4.704 2.993 8.488 5.531 10.054 11.27
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.189 3.377 4.471 4.176 5.384 3.816 6.280 3.372 19.34 10.00
[2,] 4.065 4.265 4.481 4.176 5.392 3.849 6.658 3.381 25.68 10.67
[3,] 4.243 4.293 4.512 4.218 5.633 3.856 7.026 3.577 26.48 12.81
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]  [,9]
[1,]  8.713  6.393  16.74   7.672   9.693   4.813  3.927   9.721 11.13
[2,] 35.923 27.961  34.14 354.355 279.362  22.722 48.834 118.548 11.15
[3,] 67.223 36.284 237.05 348.010 262.578 100.231 55.803  91.622 93.37
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   7.943   5.614   7.683   6.734  10.53  12.68   9.457   8.935   8.869
[2,] 441.501 222.148 322.278  33.189 177.84 271.41 280.714 211.259 317.778
[3,]  60.812  66.805 226.244 134.620 161.76 206.09 269.968 177.293 137.611
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  13.49  11.68  20.89  7.522   18.69  12.22  4.111   9.903   9.132
[2,] 340.38 277.42  16.92 29.107 1513.90 260.61 14.157 388.528 530.508
[3,] 246.55 265.24 254.21 34.970  126.51 467.56  6.112 602.910 378.069
      [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]  [,35]   [,36]
[1,]  7.727   8.075  3.858   8.159   9.375  4.531   9.691   9.44   9.534
[2,] 57.571 392.551 41.406 328.964 163.637 17.170 246.199 310.52 299.923
[3,] 75.611 342.366 35.071 420.995 201.865  5.969 437.475 263.90 185.230
       [,37]   [,38]   [,39] [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.683   9.461   7.974  2.81   8.44  2.638   7.273   7.474   5.659
[2,] 136.226 194.879 118.169 10.32 208.83  2.241 182.370 281.682 154.551
[3,] 157.500 119.705  96.036 17.55  97.73 14.601 108.850 194.307  99.848
     [,46]   [,47]  [,48]   [,49]  [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  3.81   7.701  10.09   9.639  5.133  10.91   9.329  4.133   9.776
[2,] 13.77 284.784  90.82  21.480 52.780 338.65 145.720 55.266 406.227
[3,] 19.58 216.581 142.99 163.207 33.684 279.80 202.026 48.054 353.963
       [,55]   [,56]  [,57]  [,58]  [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   7.782   7.308   5.12  7.862  2.706   8.259  3.637   7.538  7.062
[2,] 372.600 300.035 388.48 43.028  7.473 188.984 52.989  35.214 30.156
[3,] 240.853 299.384 333.56  6.910 17.169 313.202 99.402 164.395 47.633
       [,64]  [,65] [,66]   [,67]   [,68]   [,69]  [,70]  [,71]  [,72]
[1,]   9.751  10.71  4.72   9.061   7.076   9.434  3.846  8.673  9.547
[2,] 232.259 328.38 57.83 370.707  43.577 405.216 18.191 75.773 43.252
[3,] 105.273  87.01 42.74 157.728 152.203 240.633 40.159  6.959 40.630
      [,73]  [,74]  [,75]   [,76]   [,77]  [,78]  [,79]   [,80]   [,81]
[1,]  11.04  10.43  10.76   9.189   8.141  2.662   8.82   5.521   9.235
[2,] 124.84 296.41 206.47 386.494 410.013 26.439 305.06 102.128 316.521
[3,]  97.97  82.39 156.85 145.233 233.463 33.590 340.79 108.484 254.922
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.758   5.341  3.760   9.739  6.977  12.64  13.41   4.05   4.288
[2,] 36.507 132.207  5.416 197.583 20.700  16.24 146.45 179.68 185.784
[3,] 24.039  71.259 31.090 168.300 40.732 101.05 239.77  86.89  34.711
      [,91]  [,92]   [,93]  [,94]   [,95]  [,96]   [,97] [,98]
[1,]  5.677  5.303   6.837  4.845   7.975  4.282   24.56  12.7
[2,] 21.741  4.223  21.018 36.007 157.709 17.675 1204.48 266.0
[3,] 38.252 42.611 116.298 17.313 160.176 83.321  461.16 505.4
[1] "--- VAR model 2017-10-03 10:01:00  completed"
[1] "Completed training sample:  2017-10-03 10:01:00 - 2017-10-03 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 10:31:00 - 2017-10-03 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.577         0.28131         -1.661         -3.948
           1.421         0.89041         -1.756         -7.050
           1.125        -0.09229         -1.775          1.428
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.507          2.607            4.626            4.237
         -2.557          2.186            3.447            1.572
         -6.192          1.513            3.268            1.837
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.6932           5.3250           0.8575          -13.278
           0.8317           4.1691           1.5040           -7.348
           0.2898          -0.1962           0.5931           -9.691
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.283          -0.2193            1.909           -1.003
           -1.766           1.6625            2.307           -1.106
           -2.015           2.4797            2.900           -1.274
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           6.4047           2.5702           0.6543           0.9288
          -0.6407           3.0895           9.1087           6.7780
           1.3221          -0.3063           5.4733           5.8276
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.5946         -0.59168          -13.526            5.732
          -1.6183         -0.29676           -3.024           -6.703
          -0.5299         -0.08301           -4.296           -1.013
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.0769          -0.3654          -16.970           3.3575
           0.5900          -3.5432            4.243           2.4117
           0.5507          -2.7738           -6.308          -0.3516
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -7.41739           2.2002            7.015           -16.04
         -5.10034          -0.5531          -11.144           -15.92
          0.09852           1.5176            1.530           -14.38
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.1188           8.9252           -4.078           -9.027
          -0.3120         -14.1991           -2.538            1.225
           0.1716           0.8011           -6.923           -9.296
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            13.80          -2.0340            7.888         -0.05120
            12.37          -0.1334            7.784         -0.14756
            11.54           1.4368            8.597          0.07713
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.9667           0.1228           -3.162           -7.996
           1.3935          -0.3895           -1.224          -12.344
           0.6665          -0.2967           -1.222           -6.281
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.046         -0.67525           -6.888           -2.492
            1.396         -0.55382           -7.557            7.664
            3.430         -0.09204          -10.144            1.791
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.133          -1.6157           0.3265            10.23
            1.366          -0.9162           2.5787            11.00
           -0.256          -0.8620          -5.6111            11.34
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.006105           11.287           5.4165           -9.285
        -0.100056            1.547           0.6368            8.502
         0.154831           -2.604           1.9214            1.552
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.895            3.020          0.32784          13.2871
            4.225            1.507          0.21125          -6.1125
            1.382            1.698          0.05018           0.5046
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.6521           4.6921           1.3387          -0.9972
          -0.5697          -0.8006           0.9510           5.8276
          -0.2413          -2.0471           0.3568          -1.1297
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          1.50215           0.3939            4.736          -1.7978
          6.02181           0.3821            1.891          -0.6291
         -0.07058           0.3294            4.089          -0.7288
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.0681          -0.6297          3.34134           1.7260
           0.4791          -0.5775         -0.03578           0.5268
           4.6114          -0.2121          3.63630           0.8889
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.064         11.02754           0.8876            6.022
           -2.227          1.37164           2.9312            5.575
           -1.244          0.06398           1.5712            2.614
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.582        -0.143404            1.968           -2.007
            8.242         0.149876            6.347           -2.589
            2.062        -0.003126            6.070           -1.534
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.560         -0.24675           2.0016         -0.24272
           -2.166         -0.03809           0.1369          0.21132
            6.004         -0.11459           0.5757         -0.06224
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.186           0.1959           1.2094          -0.1604
            2.112           0.6519          -2.0817          -3.5397
            3.718          -0.3156           0.4574          -2.3371
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.1981          2.33715           0.4524          0.36663
           1.1279         -0.03333           0.6109          0.09908
          -0.1377          0.19073           0.5196          0.38874
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.6587          0.92340            4.373           2.2775
          -0.6480          1.20562            4.644           0.2486
          -0.9405          0.09358            3.947           0.4249
 rnd_95776.volume rnd_95787.volume
           14.760           7.0241
          -14.135          -8.8750
            3.865           0.9155
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.015 5.200 13.22 5.996 7.515 3.905 3.134 7.746 8.884 6.293 4.430
[2,] 7.038 5.230 13.23 7.790 8.461 3.926 3.224 7.911 8.884 8.917 5.467
[3,] 7.115 5.259 13.62 9.079 9.101 4.212 3.321 8.033 8.999 8.964 5.546
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19]  [,20] [,21] [,22]
[1,] 6.097 5.542 8.286 10.14 7.222 6.956 7.093  9.972  9.288 16.26 6.016
[2,] 7.627 5.558 8.649 10.87 8.194 7.559 8.265 10.975 10.115 16.27 6.062
[3,] 8.277 5.937 8.945 11.26 8.975 7.954 8.482 11.539 10.795 16.57 6.098
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.08  9.668 3.316  7.810  7.282 6.152 6.384 3.137 6.541 7.540 3.551
[2,] 26.17 10.324 3.326  9.385 10.270 6.183 8.394 3.197 8.001 8.014 3.560
[3,] 26.21 12.474 3.326 12.875 11.666 6.263 9.566 3.234 9.768 8.559 3.563
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.548 7.310 7.512 6.861 7.554 6.287 2.238 6.807 2.081 5.658 5.831
[2,]  8.380 8.483 8.600 7.152 7.958 6.528 2.245 7.474 2.081 6.225 6.990
[3,] 10.351 9.121 9.061 7.526 8.122 6.676 2.262 7.612 2.095 6.393 7.601
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.462 3.001 6.133 8.125 7.758 4.001  8.796 7.679 3.429  7.854 6.285
[2,] 4.926 3.010 7.315 8.254 7.759 4.066 10.003 8.017 3.429  9.705 8.228
[3,] 5.100 3.019 7.912 8.531 8.139 4.092 10.735 8.677 3.429 10.828 8.878
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.838 4.057 6.343 2.162 6.497 2.851 5.933 5.549 7.873 8.112 3.742
[2,] 7.306 7.007 6.369 2.163 7.042 2.944 5.956 5.560 8.512 9.854 3.821
[3,] 8.431 8.457 6.372 2.182 8.308 3.246 6.361 5.610 8.646 9.895 3.869
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.509 5.556  7.520 3.064 6.842 7.537 8.647 8.239 8.531 7.208 6.583
[2,] 9.475 5.588  9.446 3.074 6.951 7.557 8.863 9.407 9.109 9.016 8.739
[3,] 9.758 5.972 10.182 3.124 6.951 7.591 8.993 9.506 9.425 9.253 9.406
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 2.109 6.891 4.469 7.317 3.684 4.291 2.953 7.787 5.621  9.953 10.44
[2,] 2.142 8.107 4.640 8.655 3.712 4.667 2.955 8.234 5.634  9.962 10.52
[3,] 2.201 9.429 4.980 9.358 3.734 4.766 2.991 8.557 5.667 10.038 10.88
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.128 3.350 4.542 4.261 5.385 3.850 6.481 3.470 19.34  9.90
[2,] 3.986 4.345 4.550 4.261 5.395 3.881 6.858 3.476 25.53 10.55
[3,] 4.287 4.377 4.576 4.288 5.662 3.896 7.267 3.660 26.36 12.89
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]    [,6]  [,7]    [,8]    [,9]
[1,]  8.908  6.603  16.78   7.614   9.543   4.958  3.98   9.836  11.282
[2,] 40.605 39.772  41.90 350.550 274.055  29.157 53.34 113.675   8.926
[3,] 73.970 39.003 228.53 328.753 236.504 107.497 56.16  98.596 101.136
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   7.991   5.625   7.743   7.037  10.52  12.87   9.17   8.833   9.007
[2,] 445.367 225.857 322.951  30.641 174.95 275.86 273.06 208.626 299.098
[3,]  64.780  66.058 226.741 147.115 160.94 208.96 258.18 174.470 134.756
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  12.66  11.79  20.65  7.639   17.88  12.28  4.211   9.918   9.247
[2,] 323.18 282.47  31.64 52.963 1554.31 255.43 18.154 366.820 510.509
[3,] 251.49 265.96 220.59 46.701  116.00 493.53  4.549 621.345 390.095
      [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]  7.812   8.107  3.984   8.306   9.575  4.509   9.584   9.283   9.539
[2,] 43.963 384.231 43.374 324.886 191.441 18.679 256.773 303.385 295.138
[3,] 70.535 323.458 34.581 394.990 212.004 11.118 428.295 236.429 201.299
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.713   9.593   7.983  2.842   8.644  2.642   7.185   7.404   5.666
[2,] 142.459 176.518 123.984 12.743 217.689  2.117 182.945 271.806 147.139
[3,] 165.384 114.878  98.881 19.543 101.703 17.220 103.019 210.446  93.360
      [,46]   [,47]  [,48]   [,49]  [,50]  [,51]   [,52] [,53]   [,54]
[1,]  3.811   7.788  10.32   9.852  5.081  11.17   9.751 4.354   9.974
[2,] 16.217 281.099 102.50  11.890 51.189 335.80 162.459 4.645 401.869
[3,] 17.227 212.571 152.20 173.383 32.497 274.97 234.127 3.990 338.633
       [,55]   [,56]   [,57]  [,58]  [,59]  [,60] [,61]   [,62]  [,63]
[1,]   7.982   7.413   5.152  8.054  2.746   8.25  3.62   7.534  7.046
[2,] 374.270 309.705 402.628 41.524  3.399 191.60 51.95  37.375 24.744
[3,] 235.129 296.601 333.865 13.787 20.489 310.74 96.32 157.574 52.975
       [,64]  [,65]  [,66]   [,67]   [,68]  [,69] [,70]  [,71]  [,72]
[1,]   9.997  10.30  4.752   9.535   7.055   9.55  3.89  8.689  9.571
[2,] 228.296 394.30 54.540 407.396  42.502 402.91 17.95 86.369 39.946
[3,] 106.959  64.14 43.136 164.576 148.644 268.15 39.27  6.952 50.608
      [,73]  [,74]  [,75]   [,76]   [,77]  [,78]  [,79]   [,80]   [,81]
[1,]  10.98  10.46  10.83   9.153   8.359  2.679   8.75   5.675   9.292
[2,] 137.32 320.06 225.32 381.818 405.204 26.463 301.10  87.966 325.895
[3,] 107.66  97.01 170.75 146.792 245.185 35.555 339.47 127.477 251.027
      [,82]   [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]   [,90]
[1,]  4.678   5.449  3.750   9.888  7.138 12.64  13.26   3.972   4.254
[2,] 32.463 129.387  8.223 188.691 27.435 31.14  90.97 174.126 195.054
[3,] 28.676  68.234 32.862 164.398 43.356 87.38 197.75 111.387  37.247
      [,91]  [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]  5.768  5.411   6.838  4.889   8.23  4.406   24.56  12.57
[2,] 19.687  4.373  24.465 34.599 158.21 14.495 1175.35 258.20
[3,] 34.762 34.190 121.119 24.621 169.62 80.821  461.47 521.85
[1] "--- VAR model 2017-10-03 10:31:00  completed"
[1] "Completed training sample:  2017-10-03 10:31:00 - 2017-10-03 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 11:01:00 - 2017-10-03 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.87913         -0.4595          2.545         3.9444
        -1.24920         -0.9617          1.286         0.4038
         0.09454         -0.5355          1.392         4.9616
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         11.480        0.30324           1.1059         0.006241
          7.692       -0.50158           0.4648         0.946310
          2.382       -0.02808           0.5077        -1.060371
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.0630           -8.243           2.0112           -13.27
           1.7421            4.046           0.7646           -11.31
           0.6345            1.678           1.0039           -12.57
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.699           5.7393           8.0458          -1.4459
           -1.883          -2.3138          -3.2087          -1.3712
           -1.098           0.9167           0.6164          -0.7307
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.0494           9.3281           8.2161            1.001
           2.7667          -0.7509          -0.1448            7.806
          -0.4927           1.4459           0.4263            2.552
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           1.7645           1.4828            8.427           8.2007
           0.3914           0.5266            5.911           0.4266
           0.3730           0.2092            3.070           2.1920
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.07238            6.733          -6.1862           0.8081
          0.31782            3.309           8.1197          -0.1939
          0.08532            2.291          -0.4047           0.3200
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.650           1.2749            8.818        -0.011403
            1.836          -0.0296           -2.474        -0.268707
            4.429           1.2087            6.195         0.009578
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2624           13.912           11.364          10.5224
           0.2002           -4.169            6.681          12.7416
           0.2436            5.820            1.425           0.9821
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4595            2.533            4.535          0.78570
           1.4231            4.047            4.015         -0.12117
           0.1700           -1.005            3.091          0.09307
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.018          0.85273            6.094           -3.015
            1.373          0.04659            4.565            1.292
            0.593         -0.17084            3.438            3.331
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.642          -0.3550            3.652           -4.082
            4.608          -0.1182            3.174            3.705
            5.676          -0.1961            3.312            1.524
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.2765          -1.6333           -3.834            9.605
           1.1380           0.6021            6.262            7.423
           0.3912           0.1701           -1.413            6.221
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.17957           -4.427           -3.069           -1.969
          0.07005            3.124           -2.488           -3.527
          0.21762            1.512            4.371            3.792
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.976          -0.1813         -0.02384            9.111
           -2.471           0.6691          0.13539           -3.077
           -2.914          -0.3159          0.00558           -2.421
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.803            3.523            2.087           2.6249
           -1.747            1.256            2.075           4.0198
           -1.653           -1.005            1.374           0.2289
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.701           1.0207          -0.6123            3.093
            5.808           0.8690           3.2138            2.752
            2.416           0.5656           2.9997            1.909
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.905          -0.1169           1.2005          1.31785
            5.623           0.4507          -0.9791         -1.03975
            6.337           0.2875          -0.9381          0.04004
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.1341          -2.3432            1.700          -1.6042
          -1.1528          -0.3083            4.609          -0.7123
          -0.6085          -1.3714            5.796          -2.4505
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.268         -0.61510         -8.55214           -2.175
           -1.206         -0.26092         -1.19757           -1.569
            1.370          0.01013          0.01098           -2.547
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.418          0.56470          -0.9629         -0.53074
           -3.286          0.03154          -0.6463          0.01335
           -0.725          0.33827           1.0453         -0.08142
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.1744          -0.4797          0.60556            2.706
           0.8453          -0.6697         -0.47747            2.422
           0.1764          -0.3683          0.01471           -1.376
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.7691           2.6378         -0.34569          -0.3749
           1.1657          -0.8270          0.06702           0.1553
          -0.8012           0.3363          0.43989           0.3267
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          2.92203          -0.2855            10.77            239.8
          0.09095           1.2954            12.96            240.4
         -0.77880          -0.5648             7.78            241.0
 rnd_95776.volume rnd_95787.volume
           18.469           9.5508
           -3.536          -0.5634
           11.282           3.2152
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.035 5.252 12.87 6.303 7.536 3.965 3.198 7.787 8.889 6.280 4.560
[2,] 7.069 5.274 12.89 8.120 8.633 3.986 3.286 7.964 8.890 8.828 5.527
[3,] 7.175 5.314 13.28 9.286 9.343 4.267 3.389 8.080 9.003 8.881 5.619
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.132 5.412 8.352  9.489 7.030 6.954 6.983 12.56  9.37 16.31 6.046
[2,] 7.638 5.431 8.703 10.104 7.973 7.529 8.239 13.41 10.18 16.31 6.095
[3,] 8.288 5.752 8.996 10.576 8.696 7.941 8.414 13.93 10.90 16.61 6.132
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.69  9.677 3.333  7.894  7.442 6.451 6.605 3.166 6.664 7.622 3.582
[2,] 26.09 10.420 3.340  9.398 10.347 6.464 8.675 3.225 8.268 8.041 3.588
[3,] 26.14 12.560 3.340 12.820 11.810 6.589 9.748 3.263 9.831 8.625 3.595
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.646 7.298 7.614 6.838 7.599 6.156 2.268 6.782 2.103 5.757 5.845
[2,]  8.564 8.619 8.782 7.158 8.020 6.503 2.276 7.474 2.103 6.323 6.982
[3,] 10.511 9.317 9.264 7.474 8.192 6.628 2.297 7.623 2.112 6.517 7.546
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.002 3.023 6.157 8.221 7.959 3.996  8.881 7.816 3.380  7.947 6.443
[2,] 5.155 3.036 7.357 8.343 7.959 4.053 10.101 8.168 3.380  9.803 8.443
[3,] 5.410 3.040 7.878 8.610 8.311 4.076 10.827 8.824 3.381 10.930 9.088
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.781 4.042 6.394 2.170 6.508 2.905 5.957 5.581 7.904 8.112 3.713
[2,] 7.416 7.174 6.416 2.171 7.043 3.019 5.984 5.595 8.532 9.891 3.788
[3,] 8.507 8.793 6.417 2.190 8.423 3.320 6.377 5.655 8.660 9.939 3.846
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.491 5.523  7.533 3.093 6.870 7.606 8.504 8.123 8.670 7.349 6.646
[2,] 9.460 5.560  9.486 3.106 6.994 7.638 8.800 9.338 9.237 9.299 8.870
[3,] 9.746 5.963 10.221 3.151 6.997 7.685 8.942 9.479 9.563 9.586 9.561
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.111 6.823 4.557 7.404 3.727 4.426 2.971 7.889 5.648 10.33 10.57
[2,] 2.141 8.037 4.723 8.755 3.763 4.775 2.977 8.327 5.659 10.35 10.67
[3,] 2.199 9.428 5.079 9.443 3.782 4.871 3.015 8.653 5.701 10.47 11.06
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.107 3.281 4.522 4.248 5.491 3.979 6.682 10.24 19.63 10.01
[2,] 4.000 4.354 4.529 4.248 5.498 4.026 7.039 14.76 25.69 10.79
[3,] 4.313 4.387 4.554 4.271 5.798 4.034 7.525 18.22 26.48 13.04
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]  [,7]    [,8]   [,9]
[1,]   8.933  6.669  16.35   8.004   9.57   5.034  4.06   9.888  11.29
[2,]  60.021 41.616  54.26 435.072 357.89  35.091 64.59 142.145  11.26
[3,] 104.387 55.854 273.08 382.969 303.74 129.531 70.35 116.149 121.34
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   7.975   5.791   7.787   6.872  10.61  12.05   8.928   8.831   8.868
[2,] 527.236 265.482 387.039  39.066 208.08 294.99 319.675 245.364 371.594
[3,]  82.854  86.071 273.397 161.181 193.70 265.69 295.177 214.577 145.550
      [,19] [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  15.94  11.9  20.71  7.677   17.38  12.29  4.233  10.02   9.45
[2,] 400.48 338.0  40.75 66.200 1887.40 328.53 18.519 433.55 610.99
[3,] 321.78 330.9 266.69 56.923  146.06 596.14  3.427 741.08 483.95
       [,28]   [,29] [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   8.191   8.387  4.02   8.463   9.679  4.549   9.709   9.267   9.669
[2,]  35.377 478.065 52.17 415.869 217.784 17.347 327.971 389.729 371.922
[3,] 108.684 377.807 42.58 452.103 265.111 20.448 517.945 300.803 250.797
       [,37]  [,38]   [,39] [,40]   [,41]  [,42]  [,43]   [,44]   [,45]
[1,]   8.683   9.65   7.817  2.88   8.612  2.670   7.31   7.422   6.352
[2,] 180.145 218.04 178.271 15.78 267.002  3.565 222.40 324.550 105.897
[3,] 182.764 142.23 109.085 26.60 127.638 17.268 134.21 243.387 139.520
      [,46]   [,47]  [,48]   [,49]  [,50]  [,51]   [,52] [,53]  [,54]
[1,]  3.839   7.818  10.44  10.107  5.074  11.28   9.925 4.292  10.09
[2,] 23.954 342.320 121.02   9.163 57.930 409.12 201.712 3.459 487.92
[3,] 13.515 239.421 180.91 203.410 36.909 331.35 283.856 8.241 410.81
       [,55]  [,56]   [,57] [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.181   7.34   5.132  8.12  2.756   8.264   3.689   7.564  7.087
[2,] 463.799 394.90 503.756 45.22  3.268 228.967  69.766  49.358 33.723
[3,] 285.772 354.17 432.128 12.03 25.040 392.648 117.443 187.333 70.135
      [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]  [,72]
[1,]  10.04  10.30  4.714   9.512   7.013   9.566  3.928   8.724  9.659
[2,] 273.19 480.96 63.972 491.017  54.415 489.948 24.030 111.545 59.898
[3,] 126.10  83.82 56.535 199.568 183.214 323.741 45.181  17.527 72.377
     [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.8  10.31  11.01   9.332   8.439  2.681   8.665   5.787   9.402
[2,] 192.6 391.51 270.82 484.327 499.301 30.453 360.985 105.619 397.118
[3,] 135.3 138.68 210.72 197.830 303.279 42.735 418.907 158.700 300.736
      [,82]   [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.733   5.621  3.773  10.02  7.172  13.12  13.43   3.945   4.166
[2,] 44.586 152.323 16.615 226.66 30.982  58.49 123.81 214.091 243.245
[3,] 31.881  81.899 40.314 200.01 58.640 132.96 246.69 137.223  46.296
      [,91]  [,92]   [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]  5.742  5.394   6.973  5.053   8.485  13.01   24.93  12.71
[2,] 21.606  6.178  23.780 52.099 188.095 903.46 1408.06 342.93
[3,] 40.524 38.252 156.399 21.612 226.353 908.18  544.51 621.62
[1] "--- VAR model 2017-10-03 11:01:00  completed"
[1] "Completed training sample:  2017-10-03 11:01:00 - 2017-10-03 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 11:31:00 - 2017-10-03 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6589         -1.9792         11.903         -4.192
          1.0962         -0.4585          8.451          4.734
         -0.6089          0.1087          2.974         -2.215
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         10.070         1.0077            1.944            1.733
         -2.833         0.8865            1.436            1.391
          3.007         0.4866            1.253            1.433
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.7811           6.3258            2.807           -13.51
           1.6477           0.5394            3.188           -16.85
           0.9453           1.2587            1.798           -16.97
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.012          -2.2434          -3.2420          -0.4510
            4.282           1.6926           2.6267          -0.8385
            2.847          -0.1189           0.7887          -1.6844
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -2.26462          -1.6069            6.129            5.191
         -0.01155          -2.1503            3.217            8.573
          0.63186           0.8864            2.317            3.577
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.6625        -0.004415           -4.682            4.557
          -1.4035        -0.270528           17.240           -2.002
          -0.2950        -0.153801           11.212            7.402
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.136620            6.265           6.5892            2.302
         0.009295           -2.072          -0.4064            3.075
         0.001593            7.906           2.3833            1.909
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.392           0.2998          -5.8630           0.8004
            5.038           0.2925           1.8146           1.2541
           -2.270           0.2811           0.1395           1.7965
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.60347           -3.322           11.190           14.068
         -0.25565            1.962           -3.651           -1.582
         -0.08321            4.844            3.320            2.966
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.99508          -1.8932          0.05863         -0.38658
          0.04143          -0.4032         -0.03611          0.09868
         -0.60809           1.7895          0.37473         -0.05432
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.5065           0.1811           1.3913            2.710
          -0.6548           0.3214           4.1717            7.594
          -0.2691           0.2457          -0.5753            4.663
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9828           0.1237          -0.9801         -1.99951
          -0.6344           0.3692          -0.1501          0.81901
          -0.6626           0.1927           6.0413          0.04581
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.089           0.2431           2.0342            7.802
            2.080          -0.1123           0.5295            7.019
            0.793           0.1873          -1.5624            7.193
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1865           -7.858          -9.2152           -4.883
           0.1088            3.322           1.1771           -4.329
           0.1858           -1.655           0.5584            2.752
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -7.1199           1.1998         -0.10009           11.253
          -7.8629           0.4435         -0.14728           -5.134
           0.4305           1.2060         -0.02762           -6.918
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.149           1.8682         -0.08599           4.5216
           -1.444          -0.3715         -0.54887           4.2694
           -1.313          -2.9124         -0.89410          -0.7033
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.253           1.1983           0.9741           0.5468
            2.599           0.9487           3.5816          -1.9131
           -1.756           0.7823           2.6865          -0.6181
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.013           0.6030          -1.5737          -1.4640
            1.204           0.7891           1.2432           0.7687
            2.966           0.5313          -0.4273          -1.1244
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.9823          -4.0681            6.882           -3.929
          -1.2163          -1.8989            6.647           -2.012
          -0.6713           0.2554            8.036            1.252
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.7087           0.2284            8.684           1.0023
          -0.5355           0.4253           -4.050           0.5678
           1.2454           0.2822           -2.942           0.3549
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -5.3944          -0.4562          -3.0083        -0.580892
           0.5259          -0.3377           0.1970        -0.002493
          -1.5711          -0.2625           0.1357        -0.085396
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.2488          -1.6537           1.3917            2.252
          -0.2954          -0.6043           0.8117            2.943
           1.2481          -0.1859           0.2905            4.230
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.2324          -0.4157          -0.2482          -0.3248
           0.1450          -0.2735          -0.6848          -0.3109
          -0.3799          -0.2380          -0.2344          -0.1388
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.6264           0.4047            19.41            248.1
          -0.4364           1.7718            17.53            251.8
          -2.4279          -0.2819            20.09            251.4
 rnd_95776.volume rnd_95787.volume
            6.470            2.800
           -4.902           -1.091
            1.786            7.363
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.091 5.297 13.05 6.314 7.614 3.985 3.240 7.770 8.902 6.224 4.521
[2,] 7.133 5.312 13.07 8.152 8.782 4.008 3.318 7.964 8.902 8.736 5.476
[3,] 7.232 5.354 13.46 9.384 9.484 4.290 3.434 8.068 9.024 8.782 5.572
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.081  5.61 8.304  9.842 7.057 6.880 7.101 13.30  9.423 16.28 6.092
[2,] 7.556  5.62 8.650 10.375 8.020 7.455 8.364 14.31 10.217 16.29 6.136
[3,] 8.192  6.01 8.936 10.742 8.643 7.885 8.532 14.89 10.915 16.58 6.164
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 13.81  9.756 3.336  7.730  7.511 6.539 6.622 3.323  6.696 7.599 3.517
[2,] 25.94 10.484 3.344  9.297 10.515 6.556 8.679 3.344  8.312 8.030 3.522
[3,] 26.01 12.577 3.344 12.745 11.935 6.674 9.839 3.356 10.021 8.607 3.535
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.687 7.348 7.646 6.605 7.527 6.308 2.301 6.873 2.114 5.704 5.942
[2,]  8.684 8.740 8.886 6.910 7.998 6.673 2.313 7.548 2.114 6.287 7.131
[3,] 10.632 9.411 9.441 7.211 8.167 6.827 2.340 7.709 2.126 6.496 7.766
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.961 3.076 6.136 8.359 8.067 4.114  9.023 7.953 3.386  7.960 6.535
[2,] 5.112 3.084 7.736 8.484 8.067 4.118 10.304 8.298 3.386  9.838 8.575
[3,] 5.371 3.090 8.130 8.726 8.415 4.118 11.068 9.006 3.386 10.953 9.232
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.042 4.094 6.349 2.169 6.433 2.897 5.977 5.547 7.890  8.182 3.738
[2,] 7.543 7.240 6.377 2.169 6.992 3.012 6.006 5.559 8.490  9.961 3.818
[3,] 8.646 8.780 6.378 2.188 8.410 3.303 6.489 5.623 8.633 10.005 3.889
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.457 5.633  7.608 3.121 6.931 7.446 8.504 8.143 8.680 7.314 6.619
[2,] 9.426 5.674  9.566 3.134 7.088 7.488 8.818 9.374 9.238 9.347 8.987
[3,] 9.694 6.082 10.330 3.180 7.089 7.544 8.938 9.524 9.674 9.658 9.626
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.135 6.839 4.718 7.823 3.707 4.458 2.992 7.913 5.555 10.64 10.55
[2,] 2.163 8.076 4.905 8.825 3.742 4.815 2.996 8.387 5.563 10.68 10.66
[3,] 2.230 9.541 5.225 9.699 3.765 4.916 3.029 8.722 5.610 10.81 11.09
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.089 3.193 4.544 4.264 5.552 4.047 6.689 12.56 19.97 10.12
[2,] 3.997 4.339 4.550 4.265 5.557 4.106 7.024 15.84 25.87 10.91
[3,] 4.329 4.373 4.576 4.289 5.866 4.119 7.511 19.10 26.82 13.15
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]   [,6]   [,7]    [,8]   [,9]
[1,]   9.004  6.726  16.57   8.018   9.668   5.06  4.115   9.867  11.30
[2,]  80.534 41.861  65.99 537.908 456.659  45.30 74.341 182.212  15.51
[3,] 124.957 70.150 338.75 484.788 373.496 159.60 92.456 135.091 154.49
       [,10]   [,11]   [,12]   [,13]  [,14] [,15]   [,16]   [,17]   [,18]
[1,]   7.903   5.741   7.722   7.124  10.54  12.5   8.962   8.737   9.017
[2,] 639.497 322.291 467.730  33.812 252.62 342.3 397.448 299.441 461.118
[3,]  93.753 107.602 330.249 222.395 234.35 290.6 336.294 268.101 175.701
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  16.89  11.97  20.68  7.736   17.54  12.39  4.236   9.816   9.537
[2,] 551.83 411.94  55.91 76.422 2290.50 400.51 23.906 538.858 767.604
[3,] 428.27 400.77 322.01 62.200  196.57 724.78  5.256 909.384 588.915
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   8.303   8.409  4.219   8.503   9.649  4.467   9.762   9.331   9.709
[2,]  49.531 585.238 39.489 513.662 270.937 18.373 421.379 493.628 472.254
[3,] 130.864 483.531 29.865 583.828 323.176 31.572 639.956 364.143 332.964
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.387   9.558   8.011  2.921   8.728  2.684   7.244   7.545   6.299
[2,] 211.873 282.208 226.899 25.171 325.416  4.860 275.814 411.319 129.066
[3,] 215.133 172.594 150.839 36.774 163.638 23.154 170.385 320.942 171.743
      [,46]   [,47]  [,48]  [,49]  [,50]  [,51] [,52] [,53]  [,54]   [,55]
[1,]  3.906   7.792  10.62  10.24  5.224  11.46  10.1 4.299  10.11   8.299
[2,] 22.723 491.382 151.13  11.29 17.893 519.18 247.0 4.854 603.12 579.047
[3,] 21.313 260.963 213.39 249.74  6.045 421.42 365.3 3.587 502.27 356.888
       [,56]   [,57]  [,58]  [,59]   [,60]   [,61]  [,62]  [,63]  [,64]
[1,]   7.672   5.198  8.063  2.754   8.169   3.679   7.59  7.044  10.02
[2,] 471.067 622.915 62.102  4.105 285.776  85.933  62.11 37.890 327.01
[3,] 440.861 518.062 11.622 30.026 487.476 141.426 256.32 88.969 163.51
      [,65]  [,66]  [,67]   [,68]   [,69]  [,70]   [,71]  [,72] [,73]
[1,]  10.39  4.747   9.47   7.154   9.661  3.963   8.801  9.455  10.8
[2,] 592.62 80.856 601.36  70.594 604.918 29.849 154.881 83.215 243.2
[3,]  98.11 77.516 236.54 228.659 406.745 56.402  12.566 96.412 152.4
      [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]
[1,]  10.34  11.02   9.288   8.405  2.711   8.685   5.991   9.934  4.707
[2,] 484.51 329.92 607.080 634.102 36.251 448.074 139.932 426.023 53.398
[3,] 175.48 299.64 253.744 359.974 56.489 529.841 188.031 419.965 43.898
       [,83] [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90] [,91]
[1,]   5.661  3.80  10.05  7.054  13.51  13.39   3.923   4.054  5.77
[2,] 189.798 15.22 289.98 31.734  94.05 161.01 264.630 306.406 25.63
[3,] 103.257 46.63 250.18 75.884 174.01 318.35 173.363  57.215 50.83
      [,92]  [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.415   7.05  5.139   8.494   15.95   25.36  12.86
[2,]  7.131  26.72 72.292 223.769 1007.78 1714.45 425.42
[3,] 47.299 196.10 34.538 277.398 1112.79  739.11 765.55
[1] "--- VAR model 2017-10-03 11:31:00  completed"
[1] "Completed training sample:  2017-10-03 11:31:00 - 2017-10-03 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 12:01:00 - 2017-10-03 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.058         0.27835         1.4938       12.94707
          -2.151         0.53120        -0.3803       -0.07533
          -0.649        -0.08837        -0.8738       -4.42087
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.105       -0.21808           0.6334            4.319
          6.501        0.39811           0.9210            2.503
         -1.157        0.08107           1.0038            3.587
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.3118           11.559           4.1339           -2.117
           1.5800           -1.059           0.4318           -7.340
           1.8442            3.149           1.5590           -6.086
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3803           1.3841            2.463           -2.570
           1.6128           4.5708            5.498           -2.629
           2.2460           0.4637            0.183           -2.253
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            0.817           -4.838           -2.986           1.5488
            2.104            1.237            2.116          -0.6928
            1.420            2.081            2.047           0.2683
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          1.05348          -1.2434          -11.430           -3.343
         -0.81560          -0.7754            2.368           -1.855
         -0.05242          -0.3753           -1.958            1.785
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1617           -1.202           4.7680         -0.54830
          -0.1037           -5.553          -4.9980          0.12922
          -0.1407            2.753          -0.2188         -0.09595
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          13.5005           0.4193            7.214           -2.900
          -0.7429           0.1417            2.414           -1.971
          -4.5317          -0.3534           -4.479           -1.748
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.5268           -5.946          -5.2162           -5.348
           0.4257           11.584           6.6179           -1.733
           0.1586           -4.238          -0.3549            3.782
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.514           2.2424           -4.291         -0.45906
           -2.439          -4.4621           -2.441         -0.26265
           -1.333          -0.2713           -2.350         -0.08535
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.5533          -0.1671           -6.033           -9.855
           1.6455          -0.1755           -2.726          -12.060
           0.6563          -0.2840            1.925           -7.903
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.1006         -0.27062           -5.344          -1.7356
          -0.1607         -0.11017           -6.856           0.4485
          -0.7213         -0.02977           -8.833           0.1322
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -0.255          -0.2596           -4.786            7.960
            2.776           0.2570            1.070            5.084
            1.592          -0.1679           -3.676            5.079
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.126343           0.2302           0.4020         -12.0771
        -0.004792          -2.1160          -3.6578          -1.1012
        -0.041964          -1.8502           0.7307           0.0542
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.806          -0.9682        0.2513072           2.3992
           -1.786          -0.1131        0.1150720           0.4497
           -3.535          -0.6509       -0.0003281          -4.8904
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.876          -0.8312           0.6155            1.931
           -1.199           2.1734           1.1722           -1.637
           -1.073          -4.4891           1.5323            0.522
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           7.9648          -0.4746          -3.0458           0.2160
          -0.2227          -0.5921          -0.3375           1.9467
           1.2535          -0.3694          -1.4727           0.9474
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.670           0.2395          -0.4231           -1.628
            1.723           0.7651          -3.2114           -1.921
           -2.129           0.2372          -0.6926           -0.392
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.2131          -0.1919            7.912           -2.659
           0.7997          -0.9142            6.976           -2.931
           0.4359          -2.6413            8.066           -3.141
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.253           0.2471           -5.058           -2.112
            2.091           0.3768           -1.131           -2.732
            1.284           0.1166           -1.721           -2.516
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.7893          -0.4960           0.2141          0.12728
          -0.9981          -0.4309          -0.9477          0.66829
           0.9743          -0.3603           0.1925          0.02129
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.374           0.4796          0.28611           5.3828
           -5.926           0.5599          0.92670           2.8927
           -4.030          -0.0287          0.09678           0.8537
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6461          -1.1416          -0.2033        0.0004037
          -0.5849           0.2246           0.1430       -0.0697490
           0.2898          -0.1561          -0.1487       -0.1462666
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2038           -1.541            18.02            229.2
           1.3062            1.236            17.92            224.5
          -2.4677            1.523            17.79            225.8
 rnd_95776.volume rnd_95787.volume
            3.390           -2.405
          -10.281           -2.518
           -7.195            1.412
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.991 5.302 12.93 6.361 7.584 3.968 3.247 7.906 8.872 6.107 4.482
[2,] 7.028 5.314 12.96 8.154 8.731 3.994 3.322 8.084 8.872 8.753 5.485
[3,] 7.137 5.360 13.27 9.278 9.388 4.278 3.448 8.189 8.982 8.802 5.576
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.123 5.632 8.214  9.858 7.312 7.113 7.125 13.18  9.549 16.13 6.146
[2,] 7.551 5.639 8.568 10.376 8.344 7.711 8.468 14.22 10.310 16.15 6.187
[3,] 8.182 6.040 8.861 10.767 8.917 8.136 8.648 14.83 10.999 16.41 6.216
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.91  9.712 3.311  7.664  7.543 6.582 6.610 3.194 6.665 7.589 3.578
[2,] 25.85 10.439 3.317  9.310 10.490 6.596 8.596 3.253 8.316 7.959 3.582
[3,] 25.96 12.657 3.317 12.793 11.896 6.718 9.709 3.295 9.936 8.559 3.596
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.673 7.296 7.592 6.544 7.519 6.343 2.260 6.839 2.042 5.606 6.020
[2,]  8.673 8.669 8.804 6.851 7.955 6.716 2.271 7.526 2.043 6.166 7.143
[3,] 10.554 9.291 9.332 7.175 8.140 6.887 2.301 7.689 2.051 6.369 7.799
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53]  [,54] [,55]
[1,] 5.001 3.079 6.085 8.247 7.984 4.120  9.08 7.957 3.348  7.911 6.569
[2,] 5.153 3.087 7.769 8.365 7.985 4.123 10.38 8.326 3.348  9.840 8.554
[3,] 5.398 3.099 8.152 8.625 8.366 4.125 11.10 8.998 3.348 10.944 9.218
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.059 4.078 6.319 2.141 6.416 2.860 5.986 5.500 7.885 8.145 3.716
[2,] 7.594 7.252 6.358 2.142 7.001 2.966 6.020 5.514 8.510 9.875 3.793
[3,] 8.702 8.733 6.359 2.153 8.404 3.258 6.480 5.588 8.657 9.929 3.867
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.370 5.716  7.671 3.088 6.820 7.361 8.582 8.117 8.785 7.243 6.569
[2,] 9.366 5.754  9.527 3.095 6.983 7.401 8.878 9.298 9.332 9.319 9.030
[3,] 9.649 6.095 10.282 3.142 6.984 7.462 8.980 9.450 9.767 9.623 9.612
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.136 6.819 4.710 7.782 3.627 4.502 2.962 7.947 5.558 10.77 10.50
[2,] 2.168 8.065 4.907 8.770 3.666 4.853 2.966 8.415 5.566 10.83 10.62
[3,] 2.226 9.514 5.217 9.713 3.695 4.953 2.993 8.772 5.614 10.98 11.07
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.991 3.133 4.532 4.257 5.583 4.007 6.789 14.09 20.11 10.18
[2,] 4.018 4.324 4.539 4.257 5.588 4.061 7.226 17.02 25.73 10.97
[3,] 4.298 4.360 4.567 4.284 5.900 4.084 7.869 20.23 26.73 13.30
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.878  6.733  16.41   8.077   9.63   5.039   4.123  10.04  11.27
[2,]  86.174 43.438 118.07 610.324 517.53  54.322  84.530 202.22  10.27
[3,] 148.698 83.333 338.35 529.624 412.78 183.393 110.331 156.19 168.10
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   7.755   5.691   7.775   7.151  10.43  12.52   9.285   9.033   9.047
[2,] 750.077 378.217 528.608  34.336 291.71 387.49 480.936 356.181 547.415
[3,] 111.093 120.464 376.957 259.008 270.25 344.02 376.135 310.490 210.056
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  16.73  12.13  20.48  7.804   17.67  12.33  4.204    9.732   9.579
[2,] 639.16 465.18  90.90 85.062 2606.63 458.16 23.230  632.265 872.090
[3,] 504.36 458.43 354.03 72.797  277.26 856.02  8.575 1049.547 670.981
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   8.358   8.394  4.056   8.464   9.637  4.544   9.743   9.265   9.641
[2,]  50.464 657.315 74.183 594.948 286.742 20.415 483.711 559.974 533.214
[3,] 152.900 540.116 62.303 650.332 376.655 37.765 719.502 400.032 370.112
      [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   8.31   9.548   8.055  2.869   8.684  2.594   7.119   7.645   6.35
[2,] 242.62 310.713 263.959 26.757 375.778  4.979 307.020 459.888 149.04
[3,] 255.02 206.290 182.892 44.734 189.066 21.995 191.083 374.593 192.30
     [,46]   [,47]  [,48]  [,49]  [,50]  [,51] [,52] [,53]  [,54]   [,55]
[1,]  3.91   7.728  10.47  10.14  5.231  11.53  10.1 4.251  10.05   8.342
[2,] 27.16 577.794 167.55  15.10 20.686 601.31 293.3 3.387 700.01 655.341
[3,] 31.65 295.298 251.90 298.74 13.208 471.08 408.4 3.827 573.02 411.105
       [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]   [,63]  [,64]
[1,]   7.694   5.179  8.024  2.719   8.147   3.632   7.602   6.985  10.01
[2,] 547.533 717.346 84.505  3.191 335.300  93.776  75.862  46.593 382.93
[3,] 508.374 582.024 15.031 26.643 556.191 161.539 286.922 108.787 190.66
      [,65]  [,66]   [,67]   [,68]   [,69]  [,70]  [,71]   [,72] [,73]
[1,]  10.34  4.719   9.359   7.258   9.741  3.922   8.66   9.348  10.9
[2,] 667.87 90.884 691.416  79.339 675.762 25.186 179.92  91.101 271.7
[3,] 124.68 90.528 277.838 240.777 462.774 64.442  12.41 114.442 161.8
      [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]
[1,]  10.31  11.16   9.197   8.341  2.712   8.659   5.981   9.882  4.605
[2,] 542.61 376.67 701.553 741.153 44.417 515.287 164.700 483.770 64.193
[3,] 201.95 344.63 287.155 394.036 60.634 603.665 211.865 499.446 55.417
       [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]  [,91]
[1,]   5.717  3.761  10.09  7.057  13.68  13.33   3.798   3.978  5.754
[2,] 216.909 19.659 331.02 35.816 134.04 194.03 320.945 356.571 32.154
[3,] 118.415 47.562 296.43 88.363 219.50 373.47 182.729  66.687 59.684
      [,92]  [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]  5.406   7.09  5.089   8.622   17.9   25.54  12.93
[2,]  6.312  28.46 79.077 296.121 1142.2 1920.41 488.87
[3,] 56.852 226.44 52.024 372.469 1306.4  867.14 900.52
[1] "--- VAR model 2017-10-03 12:01:00  completed"
[1] "Completed training sample:  2017-10-03 12:01:00 - 2017-10-03 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 12:31:00 - 2017-10-03 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.022         -0.8859         0.5934         -9.414
           1.889          0.6469         0.8967         -4.161
           1.117          1.3542         0.6579          1.204
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.168          1.756            1.405           -1.013
         -7.231          2.490            1.160           -1.332
         -4.980          1.180            1.053           -1.018
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1766           -4.191          -2.8115           -15.87
          -2.4179            0.104          -0.1286           -13.91
          -1.8706           -2.478          -1.5933           -17.04
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.4078          -2.0351           -3.015           -4.697
          -0.9768          -1.4913           -4.320           -5.337
           0.1983          -0.2642           -1.402           -5.204
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.197            2.065            0.181            6.776
           -3.360           -2.480           -1.683            9.268
           -2.592           -2.408           -1.995            4.900
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.5224         -0.02792           3.9009          -1.9338
           0.2623         -0.04388          -0.3342          -0.9523
           0.1353         -0.02825           1.6653          -1.3207
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4086          -4.1374           -8.328           0.6097
           0.2590           0.5334            1.496           1.2903
           0.1883          -1.4248           -0.347           1.3390
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.588           0.3510           -7.749            5.487
           -4.260           0.1675           -6.248            3.744
            1.107           0.2810            0.791            3.124
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4219          -11.243           -9.180           -6.928
          -0.2004           -9.614           -6.981           -8.035
          -0.1102           -1.801           -5.099           -6.539
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6140           -1.346            2.588          0.26104
          -0.4385           -4.067            2.189          0.02502
          -0.2841           -2.206            2.233          0.03625
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.0207        -0.083984           -1.105           -4.120
          -0.6703        -0.123900           -4.003           -7.265
          -0.2608        -0.005265           -3.030           -8.893
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.677         -0.27846           -5.135           2.6570
            1.183         -0.25798           -4.112          -0.8500
            1.208         -0.06881           -5.991           0.2703
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.0988          0.54319          -0.4412           10.073
           0.7251         -0.26052          -3.8714           10.098
           0.3587          0.04871           0.4079            7.898
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05117         -2.78078           -1.909           0.3869
         -0.23988         -1.59448           -0.295          -1.5420
         -0.25476         -0.01381           -2.688          -1.7133
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.8972           0.7680         -0.10062           -6.971
          -1.8325          -0.1762         -0.05501            4.709
          -0.1451           0.4803         -0.01096           -1.508
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9538           -2.974         -0.15619          -4.0767
          -0.8291            2.094         -0.04728          -3.2436
          -0.8825           -1.054         -0.40210           0.1096
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -9.2672           0.9066           -7.025            2.903
          -4.3403           0.5793           -4.274            3.463
           0.7536           0.2622           -1.906            2.127
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.201          -0.2300           2.4067           0.9539
           -6.635          -0.1795           0.1193           1.6666
           -5.391          -0.2013           0.3180           0.8988
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.1945          -0.1649            1.481            2.184
           0.2340           2.2376            1.127            1.556
           0.3314           0.4272            0.453            2.952
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.408           0.3498            6.051         -0.07991
            1.108           0.4601            1.006          0.38173
            2.197           0.5064            1.713         -0.02177
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.5630          -0.3425          -0.5356         0.017974
           0.6382          -0.4624          -0.1292        -0.128967
           0.4828          -0.3471          -0.7868        -0.009319
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.452          -0.6873           -2.796            11.39
           -2.497           0.7029           -2.854            15.35
           -2.300           0.7127           -0.941            13.57
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -1.08486          -1.4948           0.2373          -0.1271
         -0.63663           0.1188          -0.3566          -0.2877
          0.07323          -0.3344          -0.3140          -0.2039
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.7058           0.2845            17.08            207.2
           1.4117          -0.8179            15.54            207.0
          -0.1556          -0.4108            15.81            206.9
 rnd_95776.volume rnd_95787.volume
         -15.4104          -1.5261
          -0.9094          -0.6707
          -6.7594          -0.9746
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.932 5.341 13.15 6.306 7.575 3.977 3.236 7.888 8.756 6.022 4.523
[2,] 6.968 5.353 13.18 8.164 8.663 4.001 3.328 8.049 8.756 8.685 5.511
[3,] 7.087 5.389 13.47 9.378 9.305 4.276 3.449 8.158 8.875 8.727 5.601
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.041 5.636 8.226 8.830 7.245 6.905 7.024 13.21  9.573 16.07 6.193
[2,] 7.481 5.639 8.583 9.181 8.220 7.808 8.286 14.20 10.287 16.09 6.237
[3,] 8.117 6.055 8.875 9.874 8.753 8.088 8.549 14.89 10.972 16.36 6.266
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.48  9.605 3.334  7.610  7.323 6.568 6.555 3.332 6.661 7.610 3.587
[2,] 25.81 10.405 3.340  9.448 10.413 6.580 8.597 3.354 8.255 7.957 3.594
[3,] 25.93 12.599 3.341 12.668 11.926 6.684 9.804 3.364 9.940 8.625 3.609
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.455 7.261 7.553 6.465 8.141 6.204 2.195 6.832 2.012 5.564 5.904
[2,]  8.442 8.569 8.657 6.768 8.780 6.599 2.200 7.529 2.012 6.117 7.103
[3,] 10.383 9.189 9.128 7.111 9.205 6.757 2.221 7.700 2.019 6.319 7.713
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.908 3.042 6.024 8.207 7.909 4.205  9.132 8.054 3.326  7.115 6.548
[2,] 5.043 3.055 7.662 8.323 7.911 4.210 10.348 8.388 3.326  9.298 8.579
[3,] 5.302 3.066 8.060 8.535 8.292 4.212 11.070 9.057 3.326 10.358 9.210
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.900 4.060 6.279 2.110 6.366 2.804 6.036 5.457 7.854 8.098 3.650
[2,] 7.191 7.184 6.307 2.110 6.933 2.908 6.067 5.468 8.494 9.837 3.731
[3,] 8.349 8.681 6.309 2.121 8.349 3.214 6.545 5.557 8.633 9.885 3.801
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.336 5.736  7.685 3.042 6.713 7.359 8.473 8.008  8.976 7.184 6.592
[2,] 9.195 5.792  9.518 3.052 6.869 7.395 8.802 9.214  9.699 9.230 9.083
[3,] 9.482 6.136 10.307 3.094 6.870 7.460 8.906 9.360 10.254 9.533 9.696
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.122 6.744 4.698 7.791 3.601 4.496 2.889 7.627 5.631 10.86 10.57
[2,] 2.154 7.986 4.895 8.822 3.635 4.855 2.893 8.405 5.638 10.92 10.70
[3,] 2.209 9.449 5.204 9.826 3.669 4.949 2.919 8.759 5.684 11.05 11.15
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.922 3.058 4.527 4.256 5.551 4.018 6.628 15.58 20.00 10.11
[2,] 3.917 4.338 4.535 4.256 5.556 4.061 7.019 18.48 25.36 10.93
[3,] 4.277 4.376 4.567 4.287 5.844 4.076 7.640 21.35 26.35 13.21
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.803  6.782  16.69   8.007   9.619   5.05   4.109  10.02  11.12
[2,]  86.096 42.989 109.13 625.962 507.690  53.52  93.938 193.84  11.46
[3,] 156.296 76.030 335.18 557.333 409.889 182.10 109.669 160.56 174.69
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15] [,16]   [,17]  [,18]
[1,]   7.647   5.743   7.671   7.156  10.45  11.21   9.2   8.768   8.92
[2,] 755.477 380.295 532.803  23.891 295.56 303.81 468.8 440.031 530.68
[3,] 104.068 120.302 380.296 266.192 272.60 438.77 363.5 255.141 254.03
      [,19]  [,20]  [,21]  [,22]   [,23] [,24]  [,25]    [,26]   [,27]
[1,]  16.77  12.16  20.40  7.865   18.39  12.2  4.233    9.663   9.299
[2,] 630.81 454.92  98.88 89.475 2579.17 483.2 25.132  676.057 893.710
[3,] 538.30 460.76 360.78 72.233  301.90 857.8  7.246 1018.856 702.112
      [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]  [,35]   [,36]
[1,]   8.34   8.324  4.231   8.458   9.664  4.555   9.467   9.22   9.591
[2,]  49.60 671.551 46.645 588.662 280.701 26.741 478.275 549.49 510.741
[3,] 141.61 569.007 31.081 668.557 401.637 40.629 729.650 400.46 349.572
      [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.21  10.34   7.878  2.787   8.676  2.555   7.066   7.497   6.233
[2,] 241.84 396.89 271.438 18.339 382.016  4.043 306.826 476.760 139.800
[3,] 263.45 333.95 175.404 36.372 194.904 20.549 191.547 363.119 197.454
      [,46]   [,47]  [,48]  [,49]  [,50] [,51]  [,52] [,53]   [,54]
[1,]  3.863   7.649  10.42  10.04  5.339  11.6  10.23 4.223   9.035
[2,] 33.743 571.611 167.49  19.75 25.685 587.7 283.35 3.864 722.609
[3,] 31.684 302.048 228.71 300.21 16.585 474.8 412.49 8.066 551.235
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.315   7.492   5.155  7.973  2.679   8.084   3.561   7.665   6.93
[2,] 669.152 496.257 715.550 72.838  4.401 331.422  93.067  74.195  41.14
[3,] 404.563 512.279 588.305 17.631 25.777 561.623 165.234 296.212 119.66
       [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   9.973  10.28  4.635   9.316   7.284   9.759  3.863   8.524   9.345
[2,] 390.620 674.21 93.329 669.102  97.060 677.874 29.565 175.719  88.346
[3,] 186.617 118.05 87.680 279.662 244.591 477.664 61.576  16.702 118.784
      [,73]  [,74] [,75]   [,76]  [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.76  10.17  11.4   9.122   8.37  2.694   8.564   5.966   9.893
[2,] 288.08 550.16 443.7 699.716 754.46 44.846 516.354 165.789 499.614
[3,] 163.95 199.43 401.7 288.065 409.69 58.972 609.877 213.339 522.691
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.573   5.709  3.669   9.684  7.151  13.79  13.42   3.711   3.883
[2,] 59.894 221.151 17.097 426.411 34.738 137.86 198.41 314.836 371.505
[3,] 59.920 115.974 47.145 297.677 87.225 205.28 379.82 207.525  69.411
      [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.749  5.404   7.049  5.102   8.417   19.78   25.39  12.83
[2,] 32.546  6.807  26.916 71.503 278.706 1200.84 1882.80 501.28
[3,] 64.480 61.849 218.902 41.721 364.511 1291.10  862.27 897.12
[1] "--- VAR model 2017-10-03 12:31:00  completed"
[1] "Completed training sample:  2017-10-03 12:31:00 - 2017-10-03 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 13:01:00 - 2017-10-03 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.4683         -1.1378        -0.6376         0.4075
         -0.8655         -0.7212        -1.3526        -8.9904
         -1.1452         -1.0607        -0.3493        -1.2483
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.951         0.1153           0.3160           1.5574
         -1.504        -0.3775           0.4394           2.5655
         -7.141        -0.1204           0.3205           0.7184
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.135           -2.856            3.189           -11.77
            1.315            1.224            1.081           -15.31
            1.253            4.231            1.661           -12.40
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.500           7.4797           6.7168         -0.70485
            2.277          -0.6154          -0.2486         -2.45856
            2.316           0.1556          -0.7261          0.09943
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.191           -7.322           -4.448           0.2939
            2.408            1.608           -2.690          -0.5603
           -1.463            2.314           -1.105           0.1430
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.5237           0.3714           -0.365          -8.1537
          -0.3283           0.3833           -4.247          -0.7923
          -0.1551           0.1124           -2.077          -3.1187
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.01933         -13.1814          -9.7489            2.987
         -0.13071           0.5134          -5.2057            2.862
         -0.06387          -2.0359           0.7895            1.384
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.2422         -0.10376            3.618           -2.914
         -10.0378         -0.22342           -8.444           -3.125
          -0.6096          0.07794           -3.840           -3.382
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.0358           -1.114           -1.763          -4.7612
          -0.3501           -5.464           -1.450          -0.2911
          -0.2868           -7.069           -7.214          -4.6656
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.980           5.5924            4.122          0.41446
            5.904           5.5338            4.202         -0.15863
            6.425          -0.1306            3.820          0.05941
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.4851           0.4060         -5.75426          -11.217
          -0.7621           0.3120         -0.05913           -6.922
          -0.2946           0.1435         -0.91351           -5.738
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.860          0.19824           -5.119         -1.87662
            1.798          0.19787           -6.745          0.79284
            1.500          0.02781           -3.381          0.05229
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.6593         -0.02728           -5.285          -0.2180
          -0.5387          0.08717            5.374           0.3615
          -0.1201         -0.01892           -5.419           1.1469
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.08731          -11.997           -6.806           -2.873
          0.19240            3.207           -3.896           -8.490
          0.15574           -1.065            4.002            4.031
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.222          0.71939         -0.03767           -2.010
           -6.901          0.08522         -0.16188           -5.434
           -4.403          0.16252         -0.05207           -5.402
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6170            1.136           1.1184            6.118
          -0.9735           -1.840           0.2017            2.233
          -1.0032           -1.760           0.1819            0.389
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.405           0.9943            9.798         -1.95238
            2.596           0.6549            5.128         -0.02038
           -1.063           0.3836            1.938         -0.45517
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.957           0.8960          -0.3528          -0.2772
            5.164           0.5562          -1.7013          -0.7086
            3.711           0.3564          -1.0508          -1.1058
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.1334          -2.4790            5.119           -4.423
           0.3670          -0.8254            4.692           -1.181
           0.5582          -1.6264            3.477           -1.373
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.3637           0.2660            2.776          -0.9860
           0.1611           0.2414           -3.616          -1.5906
           0.7754           0.2798           -1.062          -0.7549
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.612          -0.3945           -2.613           0.3667
           -1.045          -0.3475           -1.720           0.4951
            0.230          -0.1822            1.263           0.1431
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.081          -0.8462           2.5536           4.5453
            3.943          -0.7825          -0.4114          -0.0762
            2.967          -0.7743           0.2107           4.5847
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9845          -2.2864          0.05924         -0.04276
          -1.6797           0.4916         -0.18525         -0.16145
           0.5700          -0.3397         -0.21696         -0.23182
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.493          -0.3289            17.53            216.1
           -1.511           0.2287            16.83            214.0
           -1.505           0.2659            16.98            213.1
 rnd_95776.volume rnd_95787.volume
           19.559         -10.2614
          -12.166           0.4907
           -5.318          -3.2406
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.817 5.340 13.05 6.086 7.421 3.958 3.185 7.803 8.777 5.977 4.470
[2,] 6.863 5.351 13.11 7.918 8.475 3.984 3.278 7.965 8.779 8.701 5.441
[3,] 7.005 5.392 13.41 9.101 9.062 4.255 3.394 8.069 8.847 8.743 5.542
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.020 5.577 7.480 8.386 6.098 6.870 6.863 13.14  9.52 15.98 6.244
[2,] 7.418 5.580 7.817 8.706 6.432 7.717 8.096 14.10 10.25 16.02 6.294
[3,] 8.056 5.990 8.141 9.447 6.732 8.026 8.336 14.72 10.87 16.29 6.327
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.44  9.629 3.299  7.543  7.226 6.535 6.405 3.277 6.527 7.569 3.511
[2,] 25.60 10.395 3.302  9.324 10.272 6.548 8.365 3.299 8.143 7.915 3.518
[3,] 25.76 12.632 3.303 12.620 11.800 6.668 9.512 3.310 9.830 8.592 3.538
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.348 7.145 7.474 6.368 7.408 6.137 2.153 6.739 1.957 5.483 5.852
[2,]  8.364 8.378 8.592 6.649 7.912 6.536 2.159 7.474 1.958 6.023 6.972
[3,] 10.355 8.969 9.064 7.036 8.068 6.751 2.180 7.634 1.969 6.332 7.558
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.932 2.903 6.053 8.086 7.841 4.221  8.964 8.030 3.280  7.737 6.514
[2,] 5.078 2.917 7.612 8.183 7.841 4.225 10.127 8.369 3.281  9.736 8.423
[3,] 5.324 2.931 8.007 8.368 8.262 4.226 10.868 9.050 3.283 10.634 9.048
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.949 4.047 6.123 2.079 6.263 2.779 6.042 5.368 7.805 8.035 3.628
[2,] 7.449 7.217 6.151 2.079 6.829 2.877 6.070 5.379 8.450 9.723 3.712
[3,] 8.575 8.642 6.154 2.093 8.208 3.183 6.548 5.492 8.580 9.757 3.776
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.386 5.537  7.597 3.013 6.645 7.313 8.503 7.937  8.901 7.224 6.503
[2,] 9.372 5.578  9.411 3.022 6.817 7.349 8.813 9.073  9.569 9.265 8.820
[3,] 9.656 5.953 10.205 3.072 6.822 7.428 8.921 9.260 10.171 9.505 9.427
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.100 6.704 4.583 7.660 3.568 4.450 2.827 7.909 5.648 11.11 10.57
[2,] 2.131 7.967 4.762 8.688 3.599 4.760 2.829 8.425 5.653 11.14 10.68
[3,] 2.183 9.339 5.087 9.589 3.627 4.907 2.859 8.815 5.698 11.26 11.12
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.836 3.000 4.512 4.243 5.486 3.938 6.565 16.08 19.69 10.17
[2,] 3.863 4.327 4.519 4.244 5.488 3.979 6.962 18.95 25.27 10.96
[3,] 4.245 4.367 4.554 4.273 5.777 3.992 7.582 21.77 26.25 13.31
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   8.657  6.781  16.57   7.728   9.423   5.026   4.045   9.908  11.15
[2,]  95.186 42.522 155.68 609.436 492.677  55.069  93.262 192.497  22.39
[3,] 169.130 80.002 337.68 540.060 386.062 179.819 106.150 155.832 132.02
      [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   7.59   5.676   7.645   7.082   9.498  10.65   7.744   8.724   8.715
[2,] 760.79 373.414 521.593  25.195 273.187 281.32 245.939 423.154 516.761
[3,] 104.39 126.642 377.894 261.838 273.689 441.29 239.316 265.338 239.284
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  16.69  12.09  20.29  7.929   18.34  12.23  4.189    9.578   9.176
[2,] 614.49 458.69 142.19 95.922 2543.79 471.37 18.919  659.652 878.513
[3,] 509.82 435.73 357.69 77.761  348.57 863.71  7.556 1023.253 698.919
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   8.299   8.134  4.161   8.288   9.612  4.459   9.331   9.073   9.491
[2,]  49.495 647.316 46.298 585.966 278.446 25.338 480.855 526.452 509.954
[3,] 151.558 545.066 31.668 662.559 402.210 45.313 734.642 385.585 347.562
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.086   9.407   7.793  2.734   8.558  2.485   6.963   7.432   6.263
[2,] 230.136 334.305 270.603 19.921 388.902  5.678 299.870 455.941 145.500
[3,] 276.955 190.230 203.642 36.102 187.157 25.485 235.476 351.202 192.691
      [,46]   [,47]  [,48]   [,49] [,50]  [,51] [,52]  [,53]   [,54]
[1,]  3.687   7.686  10.27   9.957  5.36  11.38  10.2  4.166   9.825
[2,] 33.961 555.315 150.90   8.277 21.42 566.95 284.1  7.429 711.142
[3,] 34.610 299.067 210.91 313.540 14.70 474.86 414.4 15.241 514.680
       [,55]   [,56]  [,57]  [,58]  [,59]   [,60]   [,61]   [,62]   [,63]
[1,]   8.271   7.554   5.14  7.776  2.640   7.952   3.529   7.673   6.816
[2,] 642.622 539.380 719.04 69.647  3.871 327.818  89.576  69.709  42.533
[3,] 397.736 511.179 571.89 26.228 29.085 547.909 163.850 295.527 133.451
       [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   9.911  10.20  4.607   9.379   7.031   9.646  3.826   8.438   9.286
[2,] 389.776 658.98 94.367 694.307  81.672 668.488 28.292 183.375  87.745
[3,] 179.359  97.41 83.510 279.530 250.315 475.012 66.274  30.752 130.322
     [,73]  [,74] [,75]   [,76]   [,77]  [,78]   [,79]  [,80]   [,81]
[1,]  10.8  10.08  11.3   9.173   8.258  2.667   8.513   5.82   9.727
[2,] 278.5 529.11 422.5 698.158 716.874 43.773 518.103 155.77 493.206
[3,] 166.7 223.11 415.1 255.252 400.679 56.968 586.428 215.05 488.404
      [,82]   [,83] [,84]  [,85]  [,86]  [,87]  [,88]   [,89]  [,90]
[1,]  4.531   5.651  3.59  10.04  7.172  14.11  13.42   3.601   3.81
[2,] 56.880 203.239 14.35 349.61 30.463  94.77 182.32 315.731 375.12
[3,] 53.859 143.526 49.82 311.81 85.911 195.57 374.35 211.618  70.91
      [,91]  [,92]   [,93] [,94]   [,95]   [,96]  [,97]  [,98]
[1,]  5.729  5.388   6.966  5.00   8.337   20.42   25.0  12.91
[2,] 31.957  9.313  20.782 68.84 278.937 1207.06 1906.6 490.54
[3,] 67.279 60.579 217.005 38.76 361.456 1290.52  852.7 910.34
[1] "--- VAR model 2017-10-03 13:01:00  completed"
[1] "Completed training sample:  2017-10-03 13:01:00 - 2017-10-03 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 13:31:00 - 2017-10-03 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.4189          0.6304         -1.449        -12.825
         -0.5763          0.6709         -1.486          4.464
         -0.2221          0.7120         -3.227         -8.203
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -4.3317        -0.1088           0.3690         -0.02771
        -8.9997         1.6800           0.2341         -0.37573
         0.8546         0.5918           0.1369         -0.40363
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.01745          -2.7846          -1.3207           -16.62
         -0.05208           0.3499           0.4693           -13.50
         -1.00912          -0.7622          -0.2908           -13.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7732          -1.2241           -1.157           -2.928
           0.2431          -1.2160           -3.285           -1.230
          -0.3574           0.1976           -1.245           -2.477
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.7417           -4.821          -2.6984            5.016
          -2.1463            1.389           0.9757            7.472
          -0.3097           -1.966          -1.7431            6.299
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.1398           0.8477          -29.339            6.608
          -2.2024           0.4939           -1.591          -14.341
          -0.7947           0.1473           -5.453            1.310
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.069727           7.4310           -1.618          0.74966
         0.003624         -14.0783           -1.462          0.06622
         0.001424          -0.7891           -8.862         -0.28577
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.334           0.6818         -11.3279          -10.281
            5.327           0.6853          -0.3758           -9.518
           -9.676           0.7859          -2.8312           -8.382
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2509           -7.567         -4.74624           -7.580
           0.3299           -9.299         -9.79132           -7.569
           0.1325            3.390         -0.07952           -3.852
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.999           1.2263            3.014          0.74400
            3.302           0.5684            3.594         -0.02091
            1.996           0.2539            1.754          0.11270
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.674         -0.03759           -1.731           -4.148
            1.293         -0.11691           -2.475           -9.329
            0.515         -0.10421           -3.682           -8.941
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.672         0.080104          -4.6975            0.118
            4.478         0.090045          -0.7444            2.878
            4.096         0.008435          -4.9249            1.652
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.448         0.032161           -2.608            5.886
            3.325        -0.109819            5.758            6.771
            1.428        -0.006121           -4.113            6.725
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.009457           6.8147            9.103            6.905
         0.070020           4.5782           -1.648            2.880
         0.031447           0.1268            4.267            4.717
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.761         -0.03774          0.08550            4.502
            9.407         -0.32937         -0.04726            3.956
           -1.622         -0.03445         -0.05387            8.165
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.08382           0.2744           0.4345           0.9484
          0.32562           2.0790           0.8235           1.2794
          0.29513           3.9335           0.4113           2.1019
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.775           0.7315          -0.7744           -2.127
            1.789           0.5152           1.3431           -1.599
            2.603           0.3252           1.5528           -1.280
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.5590           0.1748           -1.469         -0.60799
           0.4758          -0.4439           -1.123         -0.49722
           0.5111          -0.1583           -1.752         -0.08376
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.8307           -4.100            6.656          -1.4758
          -1.2186           -2.473            5.743          -0.6332
          -0.9237           -1.918            5.829          -0.7485
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.4174         -0.01348           1.9631          -1.9267
          -0.7692         -0.18117          -1.2387          -0.9935
           0.3807         -0.03661          -0.1745          -0.6583
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.5992           0.8130           2.9885          0.05626
          -0.2908           0.4838          -0.2819         -0.12054
          -0.3069           0.3177           1.6132         -0.02784
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4143           0.5367           1.2129            7.661
           2.4384           0.8350          -0.1821            5.270
           1.2498           0.5324           0.1367            5.617
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9099          -1.5209         -0.41905           0.0845
          -1.2363           0.4131         -0.14067          -0.0784
           0.5141          -0.2243          0.07235          -0.1242
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.8134          -1.0578            16.30            243.7
           1.6059          -0.0506            16.38            246.4
           2.7190           0.2834            16.01            247.0
 rnd_95776.volume rnd_95787.volume
           27.855            6.159
          -10.413          -14.204
            5.152            2.468
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.699 5.279 13.00 6.103 7.484 3.942 3.158 7.754 8.671 5.931 4.421
[2,] 6.749 5.291 13.08 7.856 8.477 3.969 3.244 7.915 8.674 8.645 5.383
[3,] 6.889 5.345 13.37 9.042 8.997 4.241 3.360 7.995 8.737 8.687 5.485
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.854 5.493 6.736 8.326 6.050 7.055 6.765 13.11  9.405 15.93 6.268
[2,] 7.268 5.495 7.069 8.628 6.338 7.633 8.069 14.01 10.103 15.98 6.320
[3,] 7.844 5.895 7.473 9.377 6.613 7.900 8.243 14.59 10.692 16.25 6.345
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.37  9.526 3.298  7.347  7.285 6.408 6.373 3.347 6.518 7.589 3.536
[2,] 25.23 10.369 3.302  9.294 10.259 6.412 8.240 3.366 8.177 7.951 3.544
[3,] 25.45 12.775 3.303 12.689 11.608 6.510 9.476 3.380 9.880 8.688 3.566
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.355 7.254 7.465 6.336 7.937 6.212 2.125 6.622 1.935 5.422 5.855
[2,]  8.441 8.425 8.613 6.677 8.655 6.636 2.132 7.438 1.935 5.994 6.898
[3,] 10.283 8.950 9.112 7.061 9.016 6.852 2.160 7.603 1.948 6.230 7.467
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.854 2.864 5.920 7.997 7.780 4.259  8.951 7.942 3.245  7.732 6.490
[2,] 5.007 2.876 7.563 8.058 7.780 4.260 10.120 8.260 3.245  9.708 8.329
[3,] 5.284 2.888 7.942 8.193 8.158 4.261 10.873 8.942 3.250 10.664 8.995
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.907 4.005 5.980 2.022 6.222 2.717 6.023 5.248 7.756 8.012 3.548
[2,] 7.404 7.217 6.009 2.022 6.786 2.813 6.051 5.259 8.411 9.644 3.619
[3,] 8.568 8.653 6.020 2.035 8.201 3.107 6.525 5.359 8.556 9.676 3.690
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.398 5.357  7.251 2.974 6.574 6.984 8.366 7.832  8.922 6.986 6.087
[2,] 9.308 5.412  9.302 2.986 6.749 7.027 8.674 8.971  9.593 9.052 8.373
[3,] 9.582 5.802 10.028 3.029 6.754 7.118 8.799 9.158 10.215 9.254 9.007
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.080 5.928 4.573 7.125 3.540 4.494 2.768 7.487 5.502 11.07 10.81
[2,] 2.117 7.412 4.745 8.124 3.572 4.796 2.770 8.300 5.512 11.09 10.93
[3,] 2.169 8.871 5.069 9.011 3.597 4.949 2.803 8.691 5.566 11.23 11.41
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.767 2.939 4.515 4.251 5.453 3.913 6.672 16.90 19.52  9.951
[2,] 3.824 4.334 4.523 4.252 5.453 3.942 7.113 19.59 25.16 10.844
[3,] 4.223 4.374 4.558 4.279 5.743 3.953 7.727 22.48 26.14 13.386
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   8.507  6.704  16.51   7.75   9.504   5.005   4.01   9.847  11.01
[2,] 102.025 44.818 174.57 614.31 494.267  58.095  92.35 197.251  30.61
[3,] 171.363 94.245 344.05 555.94 374.306 185.498 108.74 140.774 130.65
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]  [,18]
[1,]   7.531   5.614   7.433   6.975   8.553  10.57   7.682   8.958   8.59
[2,] 781.096 381.445 534.978  20.248 266.480 281.25 234.707 361.986 546.10
[3,] 106.526 130.350 366.327 264.885 301.031 456.11 234.676 253.030 209.76
      [,19]  [,20]  [,21] [,22]   [,23] [,24]  [,25]   [,26]   [,27]
[1,]  16.64  11.94  20.23  7.96   18.25  12.1  4.187    9.33   9.251
[2,] 613.15 458.31 160.14 99.94 2574.66 508.6 21.539  706.85 896.965
[3,] 506.89 434.80 367.28 71.10  417.73 926.7  8.989 1072.78 674.569
       [,28]   [,29] [,30]   [,31]   [,32] [,33]  [,34]   [,35]   [,36]
[1,]   8.137   8.092  4.25   8.277   9.637  4.49   9.34   9.211   9.479
[2,]  30.914 648.593 45.17 613.225 294.588 31.14 514.39 532.284 533.511
[3,] 139.468 581.281 37.65 688.510 435.041 48.54 729.27 375.201 369.592
       [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.046  10.08   7.888  2.698   8.409  2.457   6.885   7.435   6.163
[2,] 261.455 428.95 290.015 22.812 420.596  3.689 317.257 452.914 152.626
[3,] 285.468 313.67 212.184 42.610 196.038 28.312 211.002 355.005 209.951
      [,46]   [,47]  [,48]   [,49]  [,50]  [,51]  [,52]  [,53]   [,54]
[1,]  3.637   7.517  10.15   9.880  5.409  11.37  10.08  4.120   9.819
[2,] 33.288 584.555 123.02   9.957  7.379 586.39 282.01  4.144 728.982
[3,] 32.586 300.881 184.76 304.680 12.242 493.99 425.54 22.317 548.215
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]   [,63]
[1,]   8.242   7.501   5.086  7.594  2.567   7.901   3.45   7.648   6.664
[2,] 648.165 554.301 745.519 73.759  6.876 336.309  90.57  72.837  43.138
[3,] 422.049 535.436 592.887 43.903 28.278 572.048 163.71 302.984 128.200
       [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   9.849  10.17  4.506   9.395   6.802   9.207  3.777   8.349   8.868
[2,] 404.275 666.51 88.398 701.360  95.640 723.551 32.764 189.327  97.049
[3,] 194.653  98.01 89.354 282.669 259.716 465.337 63.485  35.228 141.219
      [,73]   [,74]  [,75]   [,76]  [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.62   9.945  11.33   8.871   7.73  2.642   7.527   5.806   9.048
[2,] 284.47 543.430 437.54 714.930 713.98 48.547 552.589 157.241 484.743
[3,] 184.01 228.700 436.11 238.926 412.31 58.771 605.210 221.681 484.142
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.495   5.707  3.515   9.508  6.986  14.05  13.72   3.514   3.732
[2,] 59.376 207.988 11.904 444.683 42.323  86.25 205.45 327.731 395.477
[3,] 53.196 151.904 53.715 320.564 96.196 220.61 405.49 222.532  73.376
      [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.734  5.398   6.925  4.968   8.472   21.46   24.79  12.64
[2,] 33.743 10.592   6.915 59.701 306.492 1231.56 1971.69 535.19
[3,] 69.897 59.494 223.686 37.656 374.828 1367.74  879.79 974.50
[1] "--- VAR model 2017-10-03 13:31:00  completed"
[1] "Completed training sample:  2017-10-03 13:31:00 - 2017-10-03 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 14:01:00 - 2017-10-03 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.841           2.189         -4.322         -6.550
           2.069           2.642         -3.095        -11.002
           1.306           1.555         -2.630         -4.393
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.940        -0.3681           0.3003           -2.163
         -6.241        -0.1626           0.6152           -1.911
        -10.802        -0.1164           0.6463           -1.111
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.2338          -0.8137           -1.470           -20.57
          -2.1373          -4.5785           -2.516           -23.44
          -0.6606          -2.2339           -1.442           -22.24
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5951           -4.679           -8.287           -1.923
          -1.0613           -1.599           -3.878           -2.209
          -0.2971           -2.279           -5.799           -1.817
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -5.5008          -4.9177           -3.074           -2.736
          -1.9486          -5.3831           -3.808           -2.064
          -0.8202          -0.9289           -4.840           -4.528
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.117         -0.16110          -17.089           -4.020
           -3.460         -0.03765           -9.684           -8.663
           -1.732         -0.01920           -7.246           -4.742
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.01239           -7.216          -18.866           0.6749
         -0.04930           -7.310           -3.626           2.2155
          0.02547           -4.932           -5.986           1.5722
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.925          0.45886           0.5408           -3.960
          -10.219          0.19973         -15.0091           -5.290
           -4.726         -0.05292          -4.0530           -4.414
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.28923           -7.135          -10.765          -13.893
          0.09491          -13.609           -5.914           -6.291
          0.05043           -7.159          -10.817          -11.642
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.7605          -3.0508           1.8482         -0.01430
           0.6131          -0.8281           1.2720         -0.30783
           0.6635          -2.5388           0.7457         -0.02518
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.5067        -0.043198           -5.585           -15.48
           0.8204        -0.105054           -6.105           -18.17
           0.2858        -0.005102           -3.248           -15.60
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.09804        -0.412474           -12.01           0.5642
         -0.38676        -0.015580           -12.75           0.6405
         -0.90420        -0.008027           -14.46           0.3242
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -2.2068           -1.655           -3.741            4.776
           1.3903           -1.402           -3.326            3.904
           0.7099           -1.785           -4.687            3.557
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.09049           -5.783           -4.843           -2.061
          0.06422           -3.155           -2.122           -4.156
          0.04799           -4.398           -1.915           -1.645
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.348            1.785          0.03071            1.219
           -4.435            1.108          0.13894           -2.647
           -2.492            1.401          0.05681           -3.621
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2909         -0.05568          -1.7119            1.296
          -0.8913         -0.53294          -1.2866           -1.051
          -0.8642         -1.43597          -0.8627           -2.405
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3328           0.1160          -6.6211            2.478
          -0.1872          -0.1658          -0.3128            2.860
          -1.6263           0.1050          -1.2449            2.019
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.173          0.22939          0.49161            1.672
            1.944         -0.19567          1.97295            1.933
            1.048          0.01146          0.06581            1.586
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.9495          0.04184            2.194            5.233
           1.2160          2.10451            1.519            4.175
           0.7682          2.10880            1.827            4.248
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          11.2605         -0.07409            6.331          0.46686
           0.9532         -0.02943            7.432         -0.01252
           2.3430         -0.20696            4.078         -0.31361
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.8388           0.7539          -1.4941         -0.18754
           8.4634           0.5899          -0.8225         -0.04404
           2.0192           0.4894          -0.6969         -0.02853
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.6013            1.944           1.0173            6.701
          -0.9254            2.122           0.8968            5.641
          -0.6455            1.177           0.4197            4.065
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.1297          -2.7729          -0.3761          -0.7794
          -1.8792          -0.3123          -0.5493          -0.6870
          -0.1442          -0.7013          -0.3398          -0.3884
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2175           0.3363            14.79            237.5
          -0.3310          -0.3469            15.68            238.9
          -1.0487          -0.2003            15.91            238.9
 rnd_95776.volume rnd_95787.volume
           -10.30           -3.943
           -14.89           -8.804
           -15.32           -4.158
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.615 5.254 12.85 6.136 7.311 3.913 3.105 7.629 8.595 5.925 4.419
[2,] 6.678 5.273 12.95 7.843 8.176 3.940 3.183 7.789 8.598 8.576 5.347
[3,] 6.778 5.338 13.27 8.959 8.644 4.214 3.302 7.867 8.675 8.613 5.453
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.808 5.183 6.287 8.054 6.007 7.069 6.575 13.00  9.296 15.81 6.174
[2,] 7.076 5.423 6.698 8.610 6.233 7.648 7.976 13.84  9.962 15.88 6.225
[3,] 7.617 5.628 7.005 9.278 6.394 7.994 8.146 14.38 10.542 16.20 6.260
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.26  9.36 3.243  7.280  6.927 6.329 6.372 3.317 6.421 7.497 3.551
[2,] 24.94 10.16 3.248  9.116  9.715 6.332 8.177 3.339 8.008 7.846 3.561
[3,] 25.18 12.57 3.248 12.502 11.273 6.417 9.344 3.350 9.623 8.610 3.575
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.244 7.107 7.424 6.195 7.198 6.156 2.112 6.488 1.847 5.339 5.841
[2,]  8.356 8.134 8.470 6.560 7.686 6.534 2.120 7.311 1.847 5.899 6.829
[3,] 10.126 8.597 8.928 6.963 7.839 6.735 2.146 7.524 1.867 6.100 7.375
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.882 2.780 5.927 7.900 7.617 4.093  8.754 7.854 3.199  7.551 6.348
[2,] 5.018 2.794 7.484 7.948 7.618 4.183 10.039 8.134 3.199  9.543 8.152
[3,] 5.291 2.804 7.837 8.065 7.938 4.232 10.774 8.831 3.204 10.528 8.889
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.916 3.904 5.870 1.925 6.133 2.670 5.987 5.247 7.612 8.668 3.467
[2,] 7.364 7.146 5.892 1.926 6.706 2.755 6.017 5.258 8.295 9.752 3.537
[3,] 8.510 8.592 5.904 1.945 8.077 3.031 6.481 5.356 8.441 9.809 3.611
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.306 5.308  7.243 2.962 6.504 6.934 8.227 7.738  8.912 6.943 6.010
[2,] 9.199 5.363  9.355 2.979 6.646 6.981 8.563 8.868  9.593 8.995 8.292
[3,] 9.484 5.748 10.003 3.013 6.656 7.051 8.698 9.036 10.198 9.199 8.888
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.042 5.711 4.526 7.035 3.549 4.457 2.727 7.897 5.476 10.91 10.73
[2,] 2.076 7.219 4.713 7.882 3.589 4.821 2.728 8.476 5.491 10.95 10.83
[3,] 2.131 8.627 5.021 8.830 3.606 4.924 2.757 8.826 5.559 11.08 11.28
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.759 2.912 4.520 4.256 5.442 3.858 6.580 17.50 19.23  9.809
[2,] 3.798 4.325 4.529 4.257 5.442 3.875 7.026 20.11 24.72 10.658
[3,] 4.196 4.363 4.562 4.282 5.724 3.887 7.651 22.84 25.63 13.209
Root mean square errors of predictions:  
      [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   8.4   6.671  16.32   7.791   9.284   4.969   3.943   9.687  10.91
[2,] 116.4  57.173 206.48 620.386 464.716  58.546  89.093 199.516  29.93
[3,] 147.1 105.454 368.09 549.985 356.354 189.831 111.285 140.835 146.13
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]   7.524   5.612   7.375   6.581   7.984  10.23   7.628   8.976
[2,] 787.374 382.199 513.265 202.547 293.450 386.37 211.146 370.636
[3,] 100.751 136.214 358.237 191.521 260.354 439.17 181.560 295.669
       [,18]  [,19] [,20]  [,21]  [,22]  [,23]  [,24]  [,25]    [,26]
[1,]   8.349  16.51  11.8  20.07   7.84   18.1  11.89  4.119    9.244
[2,] 573.438 600.60 455.2 192.52 101.45 2598.9 500.95 21.813  696.807
[3,] 210.479 496.02 438.0 405.46  83.07  441.3 940.23  4.850 1086.472
       [,27]   [,28]   [,29]  [,30]   [,31]  [,32] [,33]   [,34]   [,35]
[1,]   8.797   8.037   8.092  4.211   8.154   9.52  4.51   9.199   9.024
[2,] 864.977  24.138 650.767 49.030 607.708 293.80 33.31 528.894 502.615
[3,] 726.143 132.307 574.197 35.546 677.624 450.50 39.80 726.374 353.530
       [,36]   [,37]  [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   9.427   7.867   9.14   7.817  2.682   8.239  2.345   6.78   7.417
[2,] 517.776 274.043 342.62 278.152 22.488 427.909  3.489 318.65 449.506
[3,] 358.818 296.575 195.84 207.608 42.863 226.002 34.984 196.88 353.649
     [,45] [,46]   [,47]  [,48]   [,49]   [,50]  [,51]   [,52]  [,53]
[1,]   6.2  3.53   7.527  10.03   9.672   5.197  11.12   9.974  4.062
[2,] 147.6 34.88 580.200 110.13  19.619 109.868 624.08 268.477  4.656
[3,] 213.0 31.26 295.479 174.46 283.409  81.558 496.87 436.713 21.968
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   9.588   8.061   7.512   4.957  7.454  2.445   7.788   3.39   7.602
[2,] 741.117 649.458 556.951 760.029 65.215  7.752 344.659  86.48  76.208
[3,] 564.824 450.062 541.602 605.930 48.311 34.024 571.701 160.26 305.832
       [,63]   [,64]  [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]
[1,]   6.662   9.666  11.01  4.402   9.278   6.74   9.198  3.762   8.259
[2,]  43.749 418.539 567.67 89.548 709.823  96.90 751.912 39.994 173.363
[3,] 129.682 198.517 133.82 92.257 292.970 262.73 449.807 57.118  46.943
       [,72]  [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   8.806  10.45   9.826  11.32   8.817   7.631  2.593   7.253   5.747
[2,] 102.203 301.63 550.258 450.84 726.271 725.515 47.559 560.636 166.685
[3,] 126.646 193.86 220.310 439.42 244.698 406.574 61.235 599.798 219.995
       [,81]  [,82]  [,83]  [,84]  [,85]   [,86]  [,87]  [,88]   [,89]
[1,]   8.933  4.507   5.66  3.463  10.03   6.953  13.85  13.62   3.503
[2,] 451.356 67.866 233.33  7.577 391.08  52.449 124.81 190.66 331.540
[3,] 505.624 44.694 127.09 51.234 312.52 110.185 207.61 401.80 226.366
       [,90]  [,91]  [,92]  [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.698  5.739  5.405   6.91  4.899   8.356   22.22   24.42  12.46
[2,] 406.027 36.518 10.983  10.76 46.643 312.544 1258.08 1973.08 529.41
[3,]  73.583 69.943 59.322 225.25 38.433 384.660 1375.39  860.56 990.86
[1] "--- VAR model 2017-10-03 14:01:00  completed"
[1] "Completed training sample:  2017-10-03 14:01:00 - 2017-10-03 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 14:31:00 - 2017-10-03 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.5395         -0.1984         -5.552      -10.90797
         -1.0496         -0.6468         -3.669        0.03902
         -0.5751         -0.9213         -3.948       -6.90852
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.020         0.7917           0.6929          -0.3977
         -4.706         0.8764           0.9183          -0.1921
         -1.578         0.3874           0.7164          -0.8064
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.1241          -2.0709           0.8049           -6.529
          -0.7866           0.7941          -0.1955           -8.612
          -0.3726          -0.7902          -0.3345           -8.654
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7192         -0.02547           -0.264          -0.3272
           0.8596          0.00169           -1.793           0.2365
           0.7336          0.90704           -1.000          -0.3695
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          3.63683            2.482           -2.642          6.23598
         -0.04515            1.509           -1.685          1.98639
         -0.53651           -1.121           -1.668          0.01957
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.433           1.4714          -23.575           -1.045
           -2.756           1.4995           -9.500           -8.518
           -1.362           0.3757           -7.778           -2.223
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.18122            2.479           -5.469         0.403989
          0.04524          -10.273           -2.968         0.535097
          0.05258           -4.348           -7.689         0.003166
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -12.6346         -0.08352           -7.284            2.127
           0.9372          0.21387           -3.412            2.192
          -7.5970          0.18452           -3.489            1.958
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1145           1.9007            2.857           1.3603
          -0.2762          -5.0894           -5.544          -0.9848
          -0.2681          -0.2386           -1.281          -2.6767
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.922          -0.4906         -0.01919         -0.04492
           -2.003           5.6438          0.59838          0.19879
           -1.599           2.0983          0.06066         -0.01450
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.9239           0.3783            3.784           3.5353
          -0.7574           0.3072            1.095           0.4456
          -0.1120           0.1342           -1.093          -0.8807
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1359         -0.29602          -5.0642           0.9807
           0.7945         -0.08320           2.4705           0.6967
           0.7984         -0.01533          -0.1984           0.4367
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.377          -0.7299          -7.2026            2.746
            2.828          -0.6948           0.6227            2.817
            1.776           0.3925          -0.8884            2.112
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.126248           1.4207           5.8919            3.984
        -0.002743          -3.9771          -4.5880           -1.492
        -0.006315          -0.2746           0.1475           -1.543
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.282            1.215           0.5679          -0.7056
            5.913            1.185           0.3956           1.1700
           -4.847            1.396           0.1491           5.0394
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.298          -0.7117           0.1414          -1.0472
           -2.887           1.8267          -0.7275           1.2080
           -2.783           2.0386          -0.4094           0.7932
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.0665           0.5591          2.09666          -0.6035
           0.7778           0.5505         -0.04839          -1.6269
           1.7839           0.5503          1.80997          -0.9203
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          2.23601           0.3691        -0.253674          -0.3420
         -1.09674          -0.1050        -1.003658          -0.4679
         -0.00712          -0.2430        -0.006607          -0.5476
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.398           -1.799           1.4371           -1.981
           -2.204           -1.575           0.9231           -2.381
           -1.337           -1.292           0.6517           -2.493
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.4784           0.6782           -7.983           1.0595
          -0.3415           0.8566           -2.499           0.6132
          -0.7403           0.5802           -2.328           0.8325
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.701          -0.2427          2.02720        0.0145133
           -3.062          -0.1583         -1.58627        0.0002714
           -1.400          -0.2079          0.03701        0.0023964
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5592          -0.1457          -2.3478          -1.1233
           1.6195          -0.4831          -2.0622          -1.1159
           0.4544          -0.4532          -0.9472          -0.4217
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.0709          -1.7990           0.2323          -0.3033
          -0.1343          -0.1872          -0.8330          -0.6040
          -0.5305          -0.6581          -0.5156          -0.3263
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9068          0.06696            13.19            248.2
           1.1434         -0.12749            13.60            249.4
           1.4896         -0.07568            13.44            249.4
 rnd_95776.volume rnd_95787.volume
           -1.170           0.8687
           -5.392          -9.7672
            5.046          -2.1580
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.556 5.125 12.42 6.172 7.540 3.849 3.028 7.496 8.416 5.876 4.363
[2,] 6.632 5.143 12.53 7.794 8.275 3.877 3.108 7.649 8.418 8.473 5.328
[3,] 6.745 5.206 12.85 8.741 8.710 4.153 3.243 7.732 8.499 8.513 5.430
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.732 5.136 6.187 8.073 5.843 7.019 6.423 12.90  9.059 15.67 6.089
[2,] 6.978 5.374 6.577 8.595 5.854 7.598 7.724 13.69  9.719 15.75 6.142
[3,] 7.520 5.573 6.851 9.237 5.856 7.958 7.888 14.25 10.206 16.06 6.182
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.40  9.278 3.187  7.037  6.802 6.195 6.320 3.308 6.263 7.383 3.563
[2,] 24.25 10.073 3.192  8.699  9.311 6.195 8.042 3.330 7.816 7.744 3.571
[3,] 24.51 12.437 3.193 12.122 10.874 6.281 9.058 3.343 9.268 8.515 3.586
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.100 7.194 7.361 6.034 6.920 6.136 2.055 6.195 1.767 5.241 5.713
[2,] 8.257 8.132 8.306 6.389 7.419 6.527 2.066 6.921 1.767 5.838 6.680
[3,] 9.958 8.535 8.784 6.780 7.559 6.768 2.102 7.088 1.788 6.001 7.209
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.791 2.740 5.820 7.719 7.677 4.078  8.687 7.703 3.117  7.473 6.214
[2,] 4.937 2.755 7.128 7.760 7.677 4.173 10.002 7.991 3.118  9.434 7.990
[3,] 5.209 2.771 7.564 7.849 8.035 4.215 10.723 8.626 3.122 10.395 8.675
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.799 3.791 5.636 1.899 5.919 2.581 5.795 4.959 6.996 8.460 3.394
[2,] 7.291 6.994 5.658 1.901 6.449 2.674 5.832 4.965 7.965 9.546 3.467
[3,] 8.388 8.385 5.675 1.923 7.893 2.904 6.287 5.095 8.082 9.604 3.551
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.147 5.133 7.181 2.964 6.289 6.009 8.179 7.737  8.755 6.578 5.943
[2,] 8.795 5.191 8.788 2.979 6.469 6.865 8.544 8.844  9.439 8.451 8.276
[3,] 9.149 5.596 9.474 3.013 6.481 6.939 8.671 9.038 10.078 8.776 9.293
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.889 5.585 4.414 6.803 3.556 4.440 2.659 7.603 5.346 10.64 10.75
[2,] 1.898 6.814 4.630 7.772 3.602 4.738 2.659 8.192 5.359 10.70 10.84
[3,] 1.979 8.172 4.902 8.804 3.621 4.899 2.695 8.552 5.427 10.82 11.29
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.748 2.899 4.537 4.232 5.229 3.694 6.513 18.17 18.99  9.654
[2,] 3.779 4.276 4.547 4.232 5.229 3.708 6.957 20.90 24.30 10.449
[3,] 4.164 4.316 4.581 4.260 5.489 3.722 7.598 23.78 25.06 12.957
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   8.325   6.508  15.77   7.838   9.575   4.887   3.845   9.519  10.69
[2,] 131.098  56.216 218.33 622.117 445.523  61.752  91.453 198.972  26.38
[3,] 160.386 106.301 373.47 517.049 355.550 194.496 121.184 147.499 153.38
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15] [,16]   [,17]   [,18]
[1,]   7.461   5.541   7.279   6.522   7.856  10.25  7.42   8.913   8.157
[2,] 797.836 399.575 520.112 206.708 291.764 385.48 47.86 380.346 560.746
[3,] 107.858 137.256 366.559 192.928 250.483 442.49 18.67 309.235 208.934
      [,19] [,20] [,21]   [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  16.38  11.5  19.9   7.732   17.01  11.78  4.047    8.936   8.638
[2,] 600.36 460.0 202.4 105.105 2641.90 512.49 23.981  668.325 830.880
[3,] 515.77 407.3 412.9  91.526  461.41 953.39  8.110 1103.310 734.065
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   7.866   8.025  4.201   7.953   9.375  4.525   9.015   9.135   9.348
[2,]   7.138 650.094 50.095 611.060 305.567 30.403 550.978 495.474 502.733
[3,] 135.538 544.694 38.437 651.051 462.889 43.829 727.557 338.970 373.760
       [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   7.662   8.787   7.792  2.61   7.867  2.244   6.656   7.255   6.084
[2,] 274.524 349.550 290.764 28.01 403.226  2.265 335.970 452.527 155.887
[3,] 296.658 189.568 234.238 50.27 200.332 35.423 181.671 354.068 217.127
      [,46]   [,47]   [,48]   [,49]   [,50]  [,51]   [,52]  [,53]  [,54]
[1,]  3.479   7.391   9.803   9.748   5.178  11.03   9.782  3.958   9.49
[2,] 37.884 537.918 104.072  11.401 115.802 647.76 277.626 10.893 752.46
[3,] 38.194 330.498 153.878 309.833  78.526 505.30 424.781 20.571 570.57
      [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]   [,63]
[1,]   7.89   7.364   4.814  7.157  2.412   7.517   3.277   7.358   6.298
[2,] 656.47 577.514 768.068 65.000 11.665 334.708  91.327  86.267  31.169
[3,] 441.47 542.045 604.468 58.774 38.030 594.759 148.295 306.949 149.662
       [,64]  [,65]   [,66]   [,67]   [,68]   [,69]  [,70]   [,71]  [,72]
[1,]   8.884  10.74   4.309   9.075   6.519   9.119  3.764   7.985   7.63
[2,] 497.587 578.07  93.114 670.005 101.344 662.146 38.968 198.424 433.85
[3,] 178.878 138.04 100.049 329.203 272.909 462.588 59.072  52.599 132.19
      [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.39   9.825  11.12   8.353   7.547  2.399   7.092   5.604   8.639
[2,] 322.86 559.924 461.22 693.330 752.744 24.870 510.194 182.992 491.178
[3,] 193.77 243.747 461.39 309.623 552.316 73.064 589.516 210.545 540.595
      [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.515   5.638  3.376   9.654   6.788  13.51  13.65   3.49   3.682
[2,] 75.207 216.117  7.021 398.858  49.136 141.51 184.76 339.03 410.699
[3,] 49.406 163.212 57.431 320.834 112.136 215.61 409.59 228.66  76.620
      [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]  5.762  5.374   6.640  4.691   8.271   23.07   24.11   12.26
[2,] 38.722 10.295   5.883 41.466 319.446 1348.60 1983.04  522.61
[3,] 73.258 63.156 218.113 42.887 399.215 1482.54  801.68 1001.23
[1] "--- VAR model 2017-10-03 14:31:00  completed"
[1] "Completed training sample:  2017-10-03 14:31:00 - 2017-10-03 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 15:01:00 - 2017-10-03 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -1.89536          0.3211         -1.079          4.142
         0.06989          0.3711         -2.250         -2.531
        -0.39413          0.5965         -1.822         -4.399
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -6.9182        -0.6949          -0.6881          -0.6245
        -0.6333         1.3874          -0.7870          -0.8892
        -3.3011         0.3604          -0.6105          -0.8068
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.1098          -0.3239           0.2187           -4.677
           0.3710           1.5251           1.3372           -1.803
           0.1604          -1.4827           0.2253           -3.118
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3683          -2.2838          -1.1139           0.6657
           2.2857           0.7609          -0.3301           0.3351
           0.5431           1.0175           0.7664           0.2864
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.3103           4.6916            1.566            8.916
          -0.9143           0.3709           -0.226            6.693
           1.9268          -0.5980           -1.079            5.149
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.064         -0.06908          -12.201          -1.8656
           -2.756         -0.04769           -2.568          -3.1511
           -1.332         -0.01475           -4.835          -0.7397
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.097866          -3.3564           -1.494          -0.3917
         0.060901          -5.0250           -4.782           1.1170
         0.002952          -0.1549           -2.137           0.8434
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            4.300          0.41490            4.002           -2.106
           -2.992          0.10063           -1.333           -2.066
           -4.620          0.05027           -4.436           -1.837
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.17290           0.7552          -4.9299         -10.7564
          0.02758          -1.3612           0.1902          -0.7936
          0.34230          -4.0672          -2.8995          -2.5800
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.112           2.4695           -1.724           0.3351
            1.728           1.9419           -1.601           0.5030
            1.571           0.3903           -1.227           0.1152
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.7372          0.08876          -4.4892           -8.885
           0.6312          0.19294          -3.2196          -11.312
          -0.2083          0.07645          -0.5977           -8.231
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.0893         0.008574           -5.623          0.28235
           1.2033        -0.109535           -5.136          0.07711
           0.8997         0.011444           -7.469          0.28103
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -3.8527         -0.13800          -0.8421            3.853
          -1.0494         -0.08603          -1.3237            4.481
          -0.9488         -0.03286          -2.6553            4.251
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.02201          -3.6800          -3.2504          -4.4513
         -0.10361          -0.1516           0.1320          -2.3591
          0.04865          -2.3650          -0.6419           0.2688
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.990          -0.5490          0.03903            2.556
           -3.554          -0.5157         -0.09103           -1.301
           -0.324          -0.4416         -0.03026           -3.597
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8668          -0.3719           0.5361           4.0056
          -0.9219           0.8408           0.2154           0.2804
          -0.4059          -1.3467           0.1290           0.4635
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         5.614433         -0.06485           3.0585           0.1736
         0.371741         -0.13171           2.6912          -0.5361
         0.006241         -0.03916           0.4784          -0.1664
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.830          0.03074          -0.2630         -1.75168
            5.883         -0.01507          -0.7077          0.03889
            1.169         -0.12443          -0.6559         -0.45334
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.165          -0.7130            4.661           1.5657
            1.904           0.5092            4.345          -0.7775
            1.452          -0.2039            3.556           0.9787
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.8686         -0.07163         5.012367            1.886
           0.1099          0.41130         0.860465            2.179
           1.8688          0.33353         0.005535            2.109
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.8189         -0.02117          -1.1603         -0.16539
           2.5654         -0.23573          -0.4031          0.11172
           0.5582         -0.12808          -0.2743          0.02612
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.929         -0.03074         -0.02679          -0.3768
            2.614         -0.03866         -0.63232           0.2068
            1.704          0.11312         -0.34255           1.2746
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -1.58746          -1.3197           0.1707          -0.0337
         -0.43806           0.1782          -0.3159          -0.2978
          0.05944          -0.3931          -0.1871          -0.1716
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2004         -0.15459            12.12            257.9
           0.7753          0.02038            11.52            258.0
          -1.4159          0.05925            11.55            258.9
 rnd_95776.volume rnd_95787.volume
          -0.9867          -2.1891
          -7.9969          -3.6504
          -6.4340          -0.5182
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.636 4.975 12.04 6.033 7.285 3.695 3.010 7.316 8.258 5.746 4.281
[2,] 6.382 4.995 12.16 7.479 8.118 3.726 3.081 7.460 8.261 8.309 5.180
[3,] 6.481 5.049 12.49 8.316 8.576 3.997 3.210 7.553 8.348 8.351 5.289
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.538 4.896 5.994 8.296 5.830 6.959 6.315 13.07 8.863 14.86 5.695
[2,] 6.659 5.058 6.362 8.553 5.840 7.488 7.603 13.73 9.452 14.94 5.733
[3,] 7.169 5.287 6.627 9.067 5.842 7.766 7.737 14.18 9.900 15.35 5.757
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.93  9.204 3.109  6.995  6.659 6.087 6.157 3.266 6.150 7.199 3.501
[2,] 23.42  9.900 3.116  8.443  9.156 6.087 7.758 3.293 7.594 7.613 3.505
[3,] 23.71 12.117 3.117 11.624 10.592 6.164 8.650 3.312 8.938 8.381 3.513
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.986 7.092 7.236 5.771 6.700 5.911 2.001 5.809 1.704 5.055 5.559
[2,] 8.127 8.023 8.177 6.038 7.118 6.243 2.013 6.392 1.704 5.679 6.480
[3,] 9.801 8.413 8.656 6.343 7.228 6.431 2.041 6.500 1.726 5.832 6.988
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.696 2.709 5.686 7.393 7.379 4.202  8.322 7.401 3.070 7.232 5.949
[2,] 4.820 2.723 7.039 7.435 7.384 4.205  9.555 7.670 3.071 9.142 7.625
[3,] 5.094 2.736 7.386 7.505 7.775 4.221 10.227 8.270 3.073 9.870 8.387
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.553 3.667 5.365 1.824 5.763 2.364 5.538 4.730 7.087 8.224 3.314
[2,] 6.928 6.739 5.413 1.831 6.284 2.486 5.568 4.750 7.585 9.164 3.385
[3,] 8.064 8.156 5.419 1.845 7.577 2.614 6.016 4.855 7.798 9.214 3.467
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.865 4.994 6.917 2.932 6.106 5.879 8.064 7.383 8.603 6.490 5.735
[2,] 8.394 5.035 8.476 2.952 6.266 6.676 8.436 8.354 9.312 8.140 7.952
[3,] 8.598 5.336 8.991 2.988 6.282 6.747 8.556 8.539 9.959 8.636 8.742
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.850 5.416 4.278 6.712 3.468 4.320 2.572 7.348 5.174 10.12 10.67
[2,] 1.856 6.596 4.506 7.628 3.516 4.586 2.572 7.951 5.184 10.18 10.77
[3,] 1.936 7.796 4.807 8.550 3.529 4.745 2.606 8.337 5.240 10.25 11.21
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.715 2.904 4.492 4.198 5.010 3.582 6.479 18.59 18.36  9.529
[2,] 3.735 4.264 4.500 4.199 5.011 3.591 6.984 21.39 23.20 10.250
[3,] 4.127 4.304 4.536 4.224 5.249 3.605 7.725 24.31 24.02 12.575
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.157   6.318  15.29   7.662   9.25   4.692   3.823   9.291  10.49
[2,] 406.367  60.638 228.18 599.901 486.44  65.422  89.120 197.712  28.98
[3,] 153.511 100.174 387.38 493.712 375.45 196.295 122.507 160.682 163.35
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   7.296   5.436   7.033   6.217   7.611  10.53  7.403   8.837   8.019
[2,] 814.766 395.942 501.982 172.665 289.727 282.67 46.942 375.347 574.834
[3,] 113.828 145.413 360.487 209.091 251.676 408.65 20.913 279.569 194.758
     [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  16.6  11.25  18.87  7.231   16.41  11.69  3.948    8.883   8.456
[2,] 573.7 446.07 210.18 89.567 2650.87 495.04 27.914  641.783 853.010
[3,] 478.6 399.93 479.91 71.945  500.34 948.64 13.306 1084.691 723.065
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   7.729   7.818  4.147   7.809   9.141  4.445   8.872   9.006   9.189
[2,]   6.099 640.752 58.168 604.870 336.228 24.756 563.725 509.167 516.949
[3,] 131.968 519.392 47.348 640.056 475.957 30.581 743.655 343.937 385.635
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   7.329   8.507   7.507  2.541   7.377  2.164   6.419   7.059   5.963
[2,] 241.167 326.568 272.588 30.610 362.105  2.479 351.425 452.146 147.598
[3,] 263.583 170.560 209.475 45.605 160.024 37.517 180.438 355.092 223.766
     [,46]  [,47]   [,48]   [,49]  [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  3.44   7.22   9.387   9.371  5.335  10.57   9.398  3.899   9.184
[2,] 37.55 563.36 107.393  36.666 23.991 637.40 273.432  8.837 759.223
[3,] 36.49 303.77 139.855 330.674 49.279 495.23 420.051 17.036 504.995
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]   [,63]
[1,]   7.554   7.052   4.657  6.813  2.317   7.319   3.002   7.032   6.007
[2,] 647.652 562.294 767.448 98.345 20.565 340.132 104.452  78.661  59.146
[3,] 474.074 560.457 623.782 34.329 31.896 574.682 109.903 309.447 136.295
       [,64]  [,65]   [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   8.999  10.44   4.209   8.718   6.342   8.783  3.723   7.754   7.465
[2,] 367.187 548.63  93.254 655.689  86.541 665.152 45.885 191.068 429.578
[3,] 245.652 130.52 101.754 253.166 240.122 407.187 63.365  59.672 132.548
      [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.24   9.375  10.92   8.241   7.282  2.349   6.878   5.433   8.523
[2,] 336.40 530.802 483.94 667.019 747.767 20.118 511.040 191.990 492.150
[3,] 194.59 239.906 479.40 391.571 493.150 74.938 564.147 227.156 524.406
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.404   5.486  3.265   9.331   6.57  12.85  13.55   3.448   3.688
[2,] 79.094 209.123  2.573 412.296  45.41 150.37 198.28 348.232 423.929
[3,] 40.529 165.242 57.707 340.708 103.69 165.01 419.69 238.337  79.381
      [,91] [,92]   [,93]  [,94]   [,95]  [,96]   [,97] [,98]
[1,]  5.704  5.33   6.362  4.549   8.228   23.6   23.32  12.1
[2,] 36.679 13.82  14.465 35.100 353.930 1437.8 1924.49 512.6
[3,] 78.205 62.13 211.986 42.915 448.367 1566.8  843.97 989.0
[1] "--- VAR model 2017-10-03 15:01:00  completed"
[1] "Completed training sample:  2017-10-03 15:01:00 - 2017-10-03 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 15:31:00 - 2017-10-03 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.4625         -0.3027         1.0905         4.5789
          0.3114         -0.5810         0.2171        -0.1324
          0.5020         -0.3796        -0.1169        -1.4651
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.4330         0.6410           1.0089           0.1772
         2.5651         0.3343           0.7434          -0.2752
        -0.1318         0.1881           0.5580           0.2483
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.4407          -3.1128          -2.4303           -6.589
          -1.5236           0.5147           0.4241           -3.405
          -1.6007          -1.3271          -0.9987           -5.693
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -2.32907          -0.5527          -1.0599           0.4870
          0.01176          -1.8120          -2.4384           0.0706
         -0.33161           0.3668          -0.1201           0.5563
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.6396           2.5873            2.264            4.027
          -1.1001           0.4493            6.717            5.422
          -0.9363          -1.7664            2.290            4.258
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.5076         -0.12863          -3.7337           0.1801
          -0.5672         -0.01235           1.4552          -1.1054
          -0.2389         -0.01256          -0.1871           0.7429
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
       -0.0193327          -0.4379           0.2921         0.411747
       -0.0017191          -1.5300          -1.4602        -0.009259
       -0.0006821           0.9705           0.1402         0.130912
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           4.5363          -0.3050           5.2759           -2.863
          -0.4229          -0.1638           0.2369           -2.005
          -1.4032          -0.1494          -1.3804           -1.655
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.53368           3.0204           -1.761          -2.6028
         -0.13632           1.3525            2.818           1.9398
         -0.03447          -0.9298           -0.050           0.3963
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9324            3.684          -0.4365         -0.27322
           1.1211            3.927          -0.2406         -0.19699
           0.9272            1.523          -0.1453         -0.07199
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.20813           0.1892          -2.0194           -4.693
          0.08243           0.4058          -1.2783           -6.502
         -0.09130           0.2049           0.6239           -4.370
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.557        -0.107167           -3.542           0.4697
            1.861        -0.071484           -2.575          -0.2147
            1.911         0.006585           -3.919          -0.1637
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.3964          -0.3500         -0.09265           1.7863
           0.7788          -0.4587         -3.11772           0.5214
           0.3049          -0.3843         -0.21180           1.8111
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.22282            3.481            2.067           -1.917
          0.01185           -2.295            0.375            2.137
          0.03410           -1.879           -2.388           -2.276
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -6.5769          0.69504          0.23304           -1.411
           1.6028          0.46933          0.07757           -5.330
           0.6507          0.07848          0.03354            1.272
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4976           0.3585          -0.5781           6.2850
           0.1879          -1.2954          -0.4569           0.9033
          -0.0634           1.1043          -0.4235           0.5952
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           9.3985          -0.2499          10.2110           0.9955
           1.0541          -0.3624           3.2090          -0.3557
          -0.6462          -0.2633          -0.2945           0.1876
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.3098          -0.3846          1.31547           2.7476
           8.9533           1.1857         -0.03764           0.1432
           0.9859           0.3969          1.01145           0.1964
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4383           1.6948           0.1824           1.6400
          -0.3585           0.4150           0.1601           1.3514
          -0.1481           0.1217          -0.4096           0.4289
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.3112           0.2839          -0.8576            1.558
           2.4387           0.2532           1.9062            1.428
           0.1215           0.2657           1.4891            1.462
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.2252          -0.5611           0.6571        -0.095818
          -0.7378          -0.1134           0.1076        -0.003431
           2.6525           0.2874          -0.7527        -0.012405
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.887          -0.2237          -0.4064            7.728
            2.767          -0.4934          -0.4651            6.797
            2.552          -0.2608          -0.2204            5.609
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.1137          0.21739           0.1140         0.064211
           0.4500         -0.06234          -0.1893        -0.080887
          -0.1992         -0.05624          -0.1013         0.002816
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.85534         -0.24689            9.528            240.9
         -1.63841          0.04339            8.245            241.8
          0.08057          0.04553            8.564            242.5
 rnd_95776.volume rnd_95787.volume
           -8.362           0.2518
           -2.914          -0.4861
           -3.648           0.8432
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.442 4.838 11.83 5.765 7.066 3.514 2.936 7.225 8.027 5.458 4.099
[2,] 6.127 4.857 11.97 7.206 7.756 3.556 3.000 7.367 8.039 8.128 5.013
[3,] 6.235 4.905 12.29 8.000 8.204 3.823 3.137 7.464 8.110 8.162 5.127
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.496 4.705 5.948 8.385 5.820 6.777 6.216 12.49 8.638 14.32 5.583
[2,] 6.577 4.886 6.241 8.618 5.829 7.325 7.469 12.88 9.171 14.44 5.625
[3,] 7.090 5.082 6.570 9.125 5.831 7.573 7.610 13.16 9.658 14.80 5.654
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.56  8.989 3.006  6.759  6.506 5.889 5.885 3.176 5.822 6.978 3.496
[2,] 22.79  9.698 3.018  8.184  8.879 5.889 7.509 3.200 7.320 7.355 3.501
[3,] 23.12 11.860 3.020 11.362 10.324 5.992 8.375 3.231 8.600 8.013 3.506
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.790 6.583 7.122 5.641 6.430 5.911 1.964 5.636 1.623 4.946 5.228
[2,] 7.706 7.495 8.081 5.917 6.758 6.229 1.975 6.206 1.623 5.538 6.197
[3,] 9.263 7.921 8.439 6.216 6.873 6.416 2.004 6.307 1.644 5.688 6.681
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.276 2.650 5.932 7.111 7.143 3.875 7.973 7.138 3.006 6.955 5.810
[2,] 4.539 2.659 6.475 7.148 7.153 3.981 8.979 7.434 3.007 8.748 7.474
[3,] 4.718 2.667 6.789 7.200 7.530 4.006 9.646 7.957 3.012 9.362 7.995
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.372 3.444 5.113 1.773 5.455 2.269 5.331 4.337 6.738 8.081 3.155
[2,] 6.646 6.438 5.173 1.779 5.942 2.343 5.357 4.351 7.224 8.923 3.233
[3,] 7.624 7.784 5.175 1.792 7.236 2.502 5.695 4.456 7.421 8.962 3.304
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.098 4.863 5.848 2.623 5.943 5.697 7.750 7.200 8.395 6.099 5.544
[2,] 7.547 4.878 7.771 2.732 6.093 6.460 8.211 8.102 9.196 7.564 7.653
[3,] 7.737 5.071 8.417 2.802 6.116 6.535 8.321 8.247 9.812 8.009 8.355
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.781 5.350 4.171 6.444 3.227 4.207 2.445 7.188 5.003 10.03 10.36
[2,] 1.789 6.380 4.399 7.336 3.248 4.447 2.446 7.754 5.015 10.09 10.59
[3,] 1.868 7.522 4.683 8.172 3.368 4.586 2.467 8.127 5.067 10.15 11.00
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.612 2.770 4.263 3.952 4.712 3.468 6.219 18.90 17.12  9.287
[2,] 3.567 4.043 4.271 3.952 4.714 3.478 6.678 21.73 22.19 10.034
[3,] 3.902 4.089 4.280 3.959 4.958 3.497 7.358 24.70 22.74 12.310
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   6.91  6.143  15.03   7.32   8.973   4.462   3.728   9.174  10.19
[2,] 400.03 61.864 255.53 614.20 454.210  77.818  87.639 204.827  64.30
[3,] 164.33 97.307 397.60 493.54 380.072 199.192 129.974 169.960 152.63
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15] [,16]   [,17]   [,18]
[1,]   6.931   5.205   6.979   5.975   7.553  10.65  7.39   8.606   7.893
[2,] 855.399 410.036 513.117 187.110 268.389 283.15 47.74 394.907 588.234
[3,] 106.349 152.585 376.104 198.357 291.628 425.85 22.38 273.354 207.645
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  15.87  10.97  18.19  7.089   15.95  11.42  3.817    8.583   8.262
[2,] 444.83 437.79 267.73 98.493 2702.11 516.83 38.086  655.455 858.371
[3,] 385.75 430.32 460.91 80.392  548.44 969.98 15.363 1119.507 748.153
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]  [,35]   [,36]
[1,]   7.478   7.474  4.033   7.394   8.861  4.439   8.622   8.36   9.044
[2,]  11.616 662.375 55.820 630.210 330.389 27.208 517.550 508.84 542.361
[3,] 156.888 526.968 63.888 641.299 451.751 26.876 730.315 364.25 345.491
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]  [,45]
[1,]   7.163   8.165   7.507  2.494   7.157  2.061   6.28   6.639   5.43
[2,] 253.632 295.885 279.044 29.331 369.183  3.807 353.94 472.722 216.35
[3,] 270.616 177.958 218.481 48.035 159.492 36.815 184.36 354.721 182.96
      [,46]   [,47]  [,48]  [,49]   [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  3.366   7.532   9.03   9.07   4.921  10.12   9.064  3.817   8.832
[2,] 30.534 368.886 103.02  55.44 129.472 586.67 295.427 11.701 753.706
[3,] 30.026 290.022 123.06 334.14  63.928 500.66 403.001 24.782 473.658
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   7.378   6.822   4.373   6.493  2.252   6.927   2.881   6.769
[2,] 667.848 555.771 772.665 111.079 20.822 334.555  83.023  75.303
[3,] 403.510 530.921 621.469  24.584 31.107 586.584 124.783 274.747
       [,63]   [,64]  [,65]   [,66]   [,67]   [,68]   [,69]   [,70]
[1,]   5.508   8.557  10.26   4.006   7.744   6.175   7.426   3.331
[2,]  49.837 369.858 537.65 100.673 631.604  53.408 727.064 108.294
[3,] 136.719 241.185 119.57  96.958 242.005 197.214 459.392  88.306
       [,71]   [,72]   [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   7.547   7.234   9.842   9.142  10.66   7.744   7.039  2.262   6.793
[2,] 191.124 432.542 385.120 527.767 533.36 635.515 749.535 24.241 493.831
[3,]  75.133 140.535 191.927 219.317 485.95 374.146 476.188 76.194 566.064
       [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   5.296   8.183   4.097   5.343  3.105   9.128   6.353  12.74  13.15
[2,] 198.731 498.171  52.592 204.706 12.673 413.196  48.778 155.13 316.21
[3,] 228.247 511.474 127.022 159.118 45.028 345.699 103.870 152.10 423.90
       [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95] [,96]   [,97]
[1,]   3.317   3.518  5.414  5.018   5.983  4.404   7.897    24   21.74
[2,] 345.080 418.382 35.252  7.523  23.557 37.915 345.607  1522 2006.03
[3,] 224.767  86.781 40.530 32.989 217.873 50.980 438.970  1669  705.72
       [,98]
[1,]   11.79
[2,]  539.81
[3,] 1012.98
[1] "--- VAR model 2017-10-03 15:31:00  completed"
[1] "Completed training sample:  2017-10-03 15:31:00 - 2017-10-03 23:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 16:01:00 - 2017-10-04 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2137       -0.005181        -1.1547         -3.939
         -0.1831        0.213029         0.3475         -2.634
         -0.8417        0.176195         0.3223          0.889
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.509        0.45158           0.3505          -1.0089
         -4.173       -0.07349           0.3474          -0.4797
         -3.045        0.17291           0.3052          -0.3807
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.2456          -3.7960          -2.0774           -4.954
          -0.8196          -0.9291          -0.3059           -3.749
          -1.1628          -0.5982          -0.7678           -4.115
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -1.674875          -0.1957          -0.1179          -0.2697
         0.906211          -1.5576          -1.8634          -0.6223
         0.007299          -0.8009          -0.5977          -0.1337
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.5967          -3.6283           -3.330           -1.208
          -1.8056          -0.1749           -1.502           -2.694
          -0.8581          -1.6525           -3.104           -1.735
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3310         -0.05434           3.2378          -3.2757
           0.6299         -0.05770          -2.2149           0.5636
           0.3759         -0.02006           0.8751          -1.9843
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.26126           -4.453         -2.25589           0.3925
          0.07036            1.076          0.01942           1.2530
         -0.05054           -1.335          0.26927           0.7400
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -3.5617          -0.2512          -5.4493          -0.2719
          -2.9187          -0.2665          -2.4071           0.5599
           0.9937          -0.2555           0.1096           0.4144
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.11884           -5.483           -7.038           -6.078
         -0.01031           -3.722           -4.511           -4.735
          0.22934           -1.921           -3.544           -3.839
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.822           -2.422          -0.7039         0.048633
           -1.758           -2.298          -0.5208         0.087310
           -1.336           -3.246          -0.3236         0.008818
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8860                0           -3.600           -6.045
          -0.5297                0           -2.956           -7.578
          -0.1192                0           -1.953           -6.775
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.5475         -0.06154           -2.972          -0.1651
          -1.2665         -0.07734           -4.334          -0.1646
          -0.9327          0.01346           -4.655           0.1417
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.746          -0.9768          -4.3335         -0.27889
           -1.711          -0.4128          -0.5647         -0.02801
           -1.027          -0.6948          -1.2690         -0.11544
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.02623           -5.102          -1.5241          -0.4766
         -0.06714           -2.542          -2.9806          -3.7863
         -0.02662           -0.889          -0.5392          -1.1374
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.741          0.02863        -0.007247           -1.059
           -1.739         -0.26651        -0.057401           -3.316
           -3.125          0.18937        -0.024384           -1.032
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.264           0.2631          0.11543           1.2738
           -1.320          -2.1102          0.32976           0.1591
           -1.317          -0.2160          0.05104          -0.8724
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.6785          0.18583           2.6890           0.2015
          -0.5177          0.03260          -0.1775           0.5680
          -1.2182          0.02792          -0.7682           0.1667
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.2966        -0.379580          -1.1964         -0.30711
           1.5683         0.289555           0.3562         -0.09859
          -0.2961        -0.009346          -1.1139         -0.59974
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8970           -3.379            1.727          -3.2164
          -0.5483           -1.649            1.514          -1.3321
          -0.3230           -0.648            1.692           0.7314
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.2967          0.46289          -0.2713           1.2343
          -0.6765          0.09491          -2.7193           1.0832
          -0.7631          0.21785          -1.5068           0.6759
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.3056          -0.4318          -0.3881          0.03649
          -0.3746          -0.2512          -1.3743          0.24990
          -1.0634          -0.3217          -0.2574          0.19319
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.187          0.05422          -0.7675          -0.1945
           -2.480          0.40814          -0.5626           0.3300
           -1.944          0.31005          -0.2297           0.6283
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.12837         -0.06655         -0.07994        -0.079600
         -0.03952         -0.06840         -0.10558        -0.047146
         -0.06023         -0.02524         -0.06619        -0.005734
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2141         -0.10773           -2.626            266.4
          -1.7335         -0.17564           -2.789            266.8
          -0.3677         -0.07115           -2.698            266.4
 rnd_95776.volume rnd_95787.volume
           -4.842          -1.8330
           -4.013           0.7246
           -6.519          -1.2405
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.728 4.641 11.58 5.545 6.907 3.345 2.830 6.982 7.507 5.345 4.023
[2,] 5.799 4.658 11.71 6.980 7.558 3.389 2.895 7.106 7.522 7.659 4.885
[3,] 5.905 4.704 12.02 7.705 7.972 3.623 3.032 7.231 7.608 7.693 5.005
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.373 4.489 5.808 8.327 5.545 6.660 6.024 12.24 8.204 13.74 5.475
[2,] 6.312 4.630 6.076 8.571 5.663 7.252 7.357 12.62 8.720 13.86 5.525
[3,] 6.828 4.811 6.333 8.975 5.702 7.497 7.492 12.89 9.048 14.16 5.564
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.35  8.791 2.944  6.508  6.341 5.704 5.661 3.145 5.671 6.445 3.408
[2,] 22.32  9.489 2.956  7.927  8.533 5.707 7.205 3.170 7.078 6.751 3.415
[3,] 22.63 11.608 2.957 11.001 10.635 5.810 8.014 3.197 8.275 7.175 3.423
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.564 6.421 6.914 5.583 6.250 5.631 1.884 5.437 1.505 4.839 5.071
[2,] 7.345 7.299 7.718 5.856 6.593 5.862 1.896 5.973 1.506 5.397 6.038
[3,] 8.871 7.700 8.027 6.138 6.708 6.023 1.925 6.080 1.519 5.532 6.510
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.208 2.594 5.886 6.804 6.942 3.777 7.706 6.735 2.923 6.693 5.685
[2,] 4.447 2.599 6.396 6.837 6.954 3.897 8.729 6.980 2.924 8.253 7.256
[3,] 4.607 2.607 6.699 6.881 7.312 3.920 9.428 7.493 2.927 9.057 7.757
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.207 3.343 4.934 1.761 5.213 2.146 5.176 4.011 6.574 7.752 2.964
[2,] 6.439 6.311 4.978 1.767 5.745 2.208 5.195 4.033 7.069 8.595 3.009
[3,] 7.297 7.521 4.979 1.780 6.998 2.341 5.499 4.077 7.260 8.633 3.042
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.792 4.876 5.434 2.493 5.686 6.114 7.617 7.005 8.235 6.130 5.371
[2,] 7.142 4.890 7.442 2.593 5.834 6.169 8.043 7.809 8.961 7.569 7.438
[3,] 7.299 5.080 8.081 2.644 5.854 6.244 8.151 7.958 9.529 7.687 7.798
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.682 5.180 4.117 6.082 3.018 4.025 2.336 6.660 4.777  9.983 10.08
[2,] 1.686 6.318 4.332 7.051 3.049 4.225 2.336 7.277 4.790 10.033 10.29
[3,] 1.753 7.356 4.588 7.987 3.160 4.382 2.354 7.617 4.847 10.087 10.68
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.498 2.661 4.097 3.850 4.451 3.363 5.567 19.36 16.41  8.396
[2,] 3.445 3.909 4.105 3.850 4.454 3.373 5.829 22.26 21.59  9.792
[3,] 3.753 3.955 4.123 3.859 4.724 3.396 6.402 25.28 22.16 11.463
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]    [,4]   [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   7.274  5.893  14.7   7.041   8.77   4.247   3.594   8.866   9.533
[2,] 134.063 59.450 259.7 627.906 454.73  80.687  90.344 196.336  71.431
[3,] 165.016 97.469 397.6 483.354 375.62 189.699 133.455 198.169 169.255
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]   6.787   5.108   6.823   5.701   7.375  10.57   7.041   8.457
[2,] 812.394 410.583 490.702 167.721 264.436 300.97 170.424 424.870
[3,] 107.562 161.147 385.673 193.800 264.384 394.24  99.313 281.565
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]
[1,]   7.649  15.54  10.42  17.44   6.953   15.68  11.16  3.739    8.264
[2,] 625.477 460.12 437.81 277.92 110.188 2752.66 529.26 39.395  670.254
[3,] 209.830 383.50 357.77 430.46  96.702  561.10 990.32  8.038 1129.697
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   8.052   7.243   7.188  3.994   7.201   8.184  4.328   8.335   8.153
[2,] 845.646  29.174 660.130 58.590 627.371 297.816 32.072 488.194 514.062
[3,] 940.223 160.986 519.863 62.137 634.790 359.812 34.504 736.956 363.466
       [,36]   [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   8.779   7.089   7.937   7.15  2.392   6.904  1.912   6.145   6.439
[2,] 508.013 261.989 310.660 241.73 32.342 366.120  6.025 353.914 485.580
[3,] 327.197 272.612 183.744 204.72 49.350 168.789 29.131 180.255 360.264
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   5.343  3.294   7.475   8.639   8.816   4.796   9.785   8.552  3.711
[2,] 213.294 23.786 370.472  99.969  59.568 142.412 607.413 271.515 14.948
[3,] 177.905 29.828 295.288 115.288 334.572  62.144 527.732 403.745 17.713
       [,54]  [,55]   [,56]   [,57]  [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   8.499   7.22   6.611   4.245  6.266  2.236   6.62   2.726   6.572
[2,] 715.321 667.70 561.144 792.768 97.557 23.126 357.46  76.772  66.834
[3,] 552.466 406.22 508.506 605.955 17.588 31.689 591.97 115.416 267.145
      [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]   [,70]   [,71]
[1,]  5.093   8.348   9.844  3.764   7.355   6.192   6.901   3.166   7.221
[2,] 63.568 384.714 549.615 77.072 618.965  54.504 753.108 105.393 193.440
[3,] 88.288 245.422 120.064 66.014 222.671 203.771 466.485  77.044  71.065
       [,72]   [,73]   [,74]  [,75]   [,76]  [,77]  [,78]   [,79]   [,80]
[1,]   7.763   9.673   8.895  10.46   7.784   6.82  2.135   6.578   5.228
[2,] 122.551 382.400 511.236 523.41 657.534 762.12 17.931 535.794 199.530
[3,] 143.256 196.318 227.322 479.65 199.180 346.95 71.466 557.878 224.114
       [,81]   [,82]   [,83]  [,84]   [,85]   [,86]  [,87] [,88]   [,89]
[1,]   7.724   3.833   5.111  2.966   8.457   6.066  12.68  12.8   3.172
[2,] 528.167  64.579 190.232  6.730 434.361  52.053 147.96 304.1 351.514
[3,] 555.811 123.035 172.446 43.291 333.307 109.901 155.22 423.0 220.543
       [,90]  [,91]  [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   3.379  5.203  4.889   5.653  4.271   7.07   24.59   20.84  10.66
[2,] 424.103 37.264  6.636  21.716 38.060 255.85 1626.64 2077.39 746.26
[3,]  88.864 57.051 38.118 233.354 58.425 391.91 1775.06  741.86 882.75
[1] "--- VAR model 2017-10-03 16:01:00  completed"
[1] "Completed training sample:  2017-10-03 16:01:00 - 2017-10-04 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 16:31:00 - 2017-10-04 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1752          0.3223         0.4884         1.1925
         -0.6235          0.3856         0.5148        -2.7131
         -0.7065          0.1503         0.8263         0.9011
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -5.7121        0.22270          -0.2378          -0.1823
         0.1156       -0.03469          -0.4058          -0.9405
        -2.0612        0.07944          -0.2804          -0.7872
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.83343           -2.975          -0.8801           -1.012
         -0.04774            0.389          -0.3993           -1.840
         -0.82224           -1.192          -0.4333           -2.035
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.19039          -0.2460          -1.1428          -0.2108
          0.11248          -0.9451          -2.0248          -0.3549
         -0.06961           0.1503          -0.3019          -0.3426
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.5229          0.20244            1.539           2.3870
          -0.3128         -0.07925            1.318           2.5565
          -0.7485         -1.22106            1.466           0.1272
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.2706          0.14735           4.3791          -4.2697
           0.3088          0.09827           0.2491           2.2842
           0.2894          0.01649           1.0470          -0.7692
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.02413          -3.7965          -1.7669          0.01792
          0.03624           1.7036          -0.6945         -0.03621
          0.00411          -0.2765           1.4206          0.06922
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.078          0.44028           2.8335          -0.9751
           -2.999         -0.13243          -2.0682          -0.9762
            1.255         -0.01054          -0.4185          -0.7614
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1678          -1.2333          -6.0824          -6.7050
          -0.4349          -0.4471           0.2431          -0.5862
          -0.2722          -2.7082          -2.2551          -1.4641
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8379          -1.0600          0.07127          0.17457
           0.8917           0.7942          0.05279          0.36534
           0.6602          -0.8516          0.11332          0.07836
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -0.9002           -3.671
                0                0          -2.6548           -5.795
                0                0          -0.3120           -4.494
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3145          0.25116           -2.555          -0.4269
           0.4255          0.03836           -2.929           0.4516
           0.4263          0.00472           -3.642           0.2985
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.5765          -1.2044           -5.830           1.8790
          -0.8918          -0.3288            0.382           0.9621
          -0.6617          -0.5248           -1.176           1.4882
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.096785          -2.8311           0.9149           0.2941
         0.047018          -2.3009          -3.6284          -3.1435
        -0.002956          -0.5983          -0.1268          -0.8224
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.540          -0.6812                0           -1.139
            1.114          -0.5717                0           -4.038
           -3.833          -0.5041                0            1.314
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.035343          -0.2836          0.09671          -1.0226
         0.002689          -2.0387         -0.14858          -0.8936
        -0.147994           0.1606         -0.17320          -2.2287
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -2.05665           0.2700          -2.3385        0.0058511
          0.01281           0.2578           0.1709        0.0001431
         -1.83785           0.2073          -1.1247        0.0013539
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.4620         -0.31482          -1.4260          -0.3888
          -1.1437         -0.29536          -0.3623          -0.6799
          -0.6599          0.04337          -0.8130          -0.4541
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7860           -2.556           1.1880          -1.2203
          -0.4136           -1.916           0.9132          -0.4440
          -0.2675           -1.222           0.2216          -0.7152
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -4.0820           0.4567          -1.6301           0.8862
          -0.8384           0.3470          -1.2565           0.3345
          -0.8749           0.1602          -0.4982           0.3650
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.319        -0.004184          0.43432                0
           -2.492        -0.686862         -1.50116                0
           -1.093        -0.295416          0.03061                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.164          0.25588          0.13615           1.8991
            1.512          0.17173          0.08432           0.8194
            1.369          0.04629          0.01901           1.6546
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.03109          0.21699          -1.0829            244.1
         -1.87080          0.15983          -0.7593            243.5
          0.20216          0.01094          -0.8597            244.8
 rnd_95776.volume rnd_95787.volume
           -1.060          -2.6591
           -4.499           2.0947
           -3.411          -0.6551
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.511 4.389 11.02 5.338 6.521 3.136 2.740 6.251 6.891 4.635 3.893
[2,] 5.557 4.405 11.17 6.774 7.145 3.174 2.802 6.281 6.897 7.002 4.626
[3,] 5.649 4.452 11.48 7.529 7.570 3.365 2.952 6.356 6.944 7.037 4.760
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.895 4.273 5.554 7.697 5.529 6.537 5.924 12.02 7.378 12.35 5.105
[2,] 6.103 4.383 5.752 7.847 5.647 7.150 7.216 12.39 8.038 12.53 5.121
[3,] 6.396 4.573 6.009 8.391 5.689 7.388 7.352 12.64 8.225 12.84 5.132
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.89  8.458 2.777  6.166  6.254 5.543 5.416 2.960 5.351 6.283 3.326
[2,] 21.00  9.134 2.790  7.580  8.243 5.544 6.990 3.007 6.800 6.544 3.329
[3,] 21.37 10.971 2.792 10.262 10.162 5.647 7.826 3.048 7.926 6.977 3.334
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.379 6.156 6.336 5.407 6.116 5.465 1.819 5.082 1.438 4.640 4.895
[2,] 7.020 6.956 7.311 5.643 6.508 5.666 1.826 5.568 1.438 5.229 5.723
[3,] 8.398 7.352 7.636 5.880 6.639 5.815 1.856 5.649 1.449 5.373 6.248
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.069 2.532 5.722 6.497 6.831 3.585 7.311 6.481 2.808 6.271 5.381
[2,] 4.299 2.538 6.272 6.509 6.836 3.715 8.510 6.694 2.808 7.579 6.853
[3,] 4.445 2.543 6.494 6.548 7.150 3.743 9.145 7.176 2.816 8.672 7.423
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.893 3.180 4.711 1.628 4.894 2.028 4.625 3.730 6.188 7.440 2.768
[2,] 5.931 5.990 4.739 1.636 5.378 2.089 4.641 3.742 6.566 8.221 2.825
[3,] 6.731 7.086 4.742 1.646 6.587 2.195 4.947 3.791 6.696 8.245 2.841
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.491 4.726 4.986 2.402 5.453 5.599 7.350 6.639 7.985 5.828 4.808
[2,] 6.663 4.728 6.901 2.491 5.603 5.634 7.706 7.418 8.617 7.418 7.257
[3,] 6.817 4.852 7.375 2.534 5.614 5.717 7.809 7.556 9.118 7.530 7.595
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.606 4.677 3.885 5.759 2.795 3.850 2.158 6.061 4.370 9.891  9.784
[2,] 1.608 5.911 4.045 6.733 2.831 4.055 2.158 6.604 4.384 9.935  9.905
[3,] 1.671 7.026 4.193 7.830 2.928 4.210 2.167 6.840 4.423 9.975 10.362
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.295 2.420 3.596 3.347 4.143 3.294 4.981 19.68 16.05  7.818
[2,] 3.161 3.454 3.611 3.347 4.152 3.304 5.218 22.64 21.31  9.332
[3,] 3.424 3.485 3.620 3.348 4.427 3.325 5.740 25.57 21.87 10.696
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   6.998   5.573  13.99   6.778   8.281   3.983   3.479   7.938
[2,] 115.944  61.439 292.45 674.682 472.469  79.084  95.284  98.701
[3,] 164.144 104.468 432.46 531.782 404.776 181.003 150.327 158.476
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   8.751   5.886   4.944   7.486   5.426   7.052   9.774   7.021
[2,]  45.924 849.137 404.084 255.668 158.204 242.274 246.567 185.414
[3,] 130.526 113.149 181.627 309.561 210.787 281.108 480.828 111.867
       [,17]   [,18]  [,19]   [,20]  [,21]  [,22]   [,23]  [,24]  [,25]
[1,]   8.301   7.522  15.26   9.369  15.68  6.483   15.09  10.74  3.526
[2,] 468.641 666.606 489.84 516.079 341.68 66.074 2799.95 557.95 43.823
[3,] 301.376 227.703 405.74 282.413 457.48 54.002  647.73 983.11 15.351
       [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33] [,34]
[1,]    7.83   7.941   7.039   6.877  3.759   6.794   7.978  4.223   8.1
[2,]  713.27 868.694  20.948 714.966 85.472 678.795 296.376 22.847 474.3
[3,] 1119.15 961.535 173.655 569.343 81.289 658.933 391.223 29.962 745.5
       [,35]   [,36]   [,37]   [,38]  [,39] [,40]   [,41]  [,42]   [,43]
[1,]   7.818   8.046   6.865   7.766   6.94  2.31   6.454  1.826   5.892
[2,] 523.807 589.911 261.332 360.335 242.07 25.75 367.855  2.610 390.063
[3,] 385.397 357.119 267.439 211.987 211.35 53.78 155.075 28.366 200.174
       [,44]   [,45]  [,46]   [,47]  [,48]   [,49]   [,50]   [,51]  [,52]
[1,]   6.216   5.167  3.216   7.267   8.25   8.674   4.553   9.283   8.23
[2,] 479.636 224.638 27.143 415.509  63.73  44.182 157.586 704.594 271.19
[3,] 405.824 182.515 27.191 272.329 115.91 338.675  73.763 542.053 418.48
      [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]
[1,]  3.565   7.963   6.833   6.213   4.038  5.982  2.068   6.214   2.575
[2,]  9.243 688.696 686.565 542.353 821.182 82.755 25.567 360.676  81.474
[3,] 34.639 681.961 461.528 514.913 612.551 27.676 28.962 615.420 109.047
       [,62]  [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   5.873  4.737   7.858   9.447  3.515   6.973   6.002   6.332   3.05
[2,]  62.636 48.273 355.365 565.809 91.547 610.365  19.284 771.837 107.05
[3,] 277.039 98.222 212.377 102.431 48.191 233.374 176.985 420.665  75.09
       [,71]  [,72]   [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   6.924   7.11   9.333   8.43  10.14   7.401   6.106  2.039   5.939
[2,] 208.969 102.23 374.518 535.55 524.37 742.320 879.302 14.294 584.707
[3,]  56.988 156.96 204.961 232.38 482.15 210.116 362.765 73.343 614.555
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85] [,86]  [,87]  [,88]
[1,]   4.933   7.313   3.55   4.889  2.741   7.697  5.55  12.56  12.42
[2,] 182.386 564.516  73.00 206.172  2.324 424.345 55.98 151.63 249.92
[3,] 178.945 646.611 120.50 183.162 31.736 288.339 94.96 144.43 492.36
       [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   2.915   3.073  4.566  4.250   5.261  4.182   6.325   24.99   20.38
[2,] 351.473 398.622 52.600  9.401  45.008 42.134 251.723 1809.89 2267.37
[3,] 213.242  76.093 42.228 12.768 248.478 61.209 386.579 1921.94  794.40
       [,98]
[1,]   9.928
[2,] 824.323
[3,] 845.717
[1] "--- VAR model 2017-10-03 16:31:00  completed"
[1] "Completed training sample:  2017-10-03 16:31:00 - 2017-10-04 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 17:01:00 - 2017-10-04 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.08277          0.6658       -0.76830        -4.5484
        -0.11585          0.4975       -0.22966         0.4394
        -0.02392          0.3796       -0.08759        -0.9268
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -6.3427              0           0.0369           0.4139
        -4.6998              0           0.1753           0.6457
        -0.7115              0           0.1677           0.3781
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.2720           1.8475           1.1961          -0.8038
           0.9281           0.2988           1.1322          -1.2008
           0.5594           0.9606           0.8659          -2.4760
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.99975         0.006566           0.2007          0.12041
         -0.11375         0.662088           0.8136          0.54041
         -0.01604         0.071464           0.1989          0.06763
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.4621          -1.6056           1.1247            3.510
           0.3674           0.3396           0.7757            1.004
           1.0309           0.4111           1.2041            2.125
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.9736          0.08015           -1.000          -1.6690
          -0.7686          0.13118           -1.430          -0.8335
          -0.5365          0.09101           -1.043          -0.4991
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.12472          -0.2327           1.3845         -0.51149
          0.19644          -0.9485          -0.9379         -0.07464
          0.08072          -0.7414          -0.2894          0.02756
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -4.5409         -0.05359          -5.7709          -0.2404
           0.3981         -0.01533           0.7623          -0.5792
          -0.9531          0.03030          -0.9996          -0.4435
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9346            -6.16          -6.4420           -5.324
          -0.6339            -1.92          -5.0521           -5.138
          -0.1602            -1.12          -0.9893           -1.880
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.2709           0.8951                0          0.37120
           1.3586           0.6886                0          0.08877
           0.7479          -0.6750                0          0.07666
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.053821                0           -2.319           -3.809
        -0.020410                0           -2.655           -4.064
        -0.008482                0           -2.148           -4.265
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          1.02220        -0.125334          -0.3813          0.87683
          0.03623        -0.008631          -2.9694          0.24441
          0.15535         0.044988          -2.4743          0.09497
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2325          -0.7786          -1.8568            2.357
          -0.4440          -0.1021          -1.3304            1.086
          -0.4944          -0.5440           0.8239            1.222
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.048771          -1.1389          -0.2668            0.502
         0.003299          -2.0995          -1.1516           -0.956
         0.002685           0.1504          -0.9286           -1.291
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.6944         -0.37586           0.3438          1.64986
          -0.2922         -0.07497           0.2184         -0.87740
          -1.4097         -0.19470           0.1293          0.03922
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2467           1.2807          -0.1759           4.5636
           0.2655          -0.2733          -0.6652           1.9171
           0.3345           0.2505          -0.3905           0.8787
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.6650          0.12492            2.523         -0.30746
           2.3677          0.01613            2.983          0.23122
           0.6042          0.01558            1.326         -0.07826
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.315           0.7163          -0.2059          -0.1440
            4.204           0.1994          -0.1284          -0.0535
            2.012           0.3320          -0.4107          -0.2847
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.8113         -1.37637           0.6442         0.748473
           0.6915          0.28588           0.6594         0.256521
           0.4044         -0.01622           0.3493        -0.008776
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.1519          0.06898           2.2681         -0.24414
          -0.7154          0.14628           0.2926         -0.04005
           0.4444          0.10796           0.2121         -0.26182
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.3899          0.28475          -0.1365         -0.02615
           0.5758          0.40898          -0.4793          0.11723
          -0.4059         -0.07403          -0.4398          0.09475
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.7400           0.4737           0.4785          -0.1943
           0.6028           0.4127           0.2624          -0.3982
           0.5822           0.2203           0.1056          -0.4364
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.03928          0.05499          0.08184        0.0501365
          0.06378         -0.01113          0.10569        0.0051428
          0.04235          0.01141          0.04545        0.0005467
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.2731          0.22055          -0.9744            260.0
          -0.4321         -0.02161          -0.9879            262.2
           0.1321          0.03013          -0.6989            263.7
 rnd_95776.volume rnd_95787.volume
           -6.474          -2.2726
            2.157          -0.2561
           -4.459          -0.8064
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.204 4.148 10.50 5.180 5.861 2.729 2.651 5.841 6.419 4.323 3.582
[2,] 5.225 4.160 10.63 6.649 6.713 2.742 2.706 5.847 6.422 6.455 4.275
[3,] 5.302 4.220 10.90 7.409 7.172 2.854 2.844 5.935 6.490 6.482 4.388
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.394 3.848 5.237 6.789 5.449 6.117 5.275 11.86 7.138 10.46 4.717
[2,] 5.490 4.003 5.451 6.940 5.560 6.688 6.692 12.24 7.730 10.67 4.740
[3,] 5.823 4.065 5.708 7.349 5.600 7.022 6.832 12.48 7.974 10.97 4.775
     [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.86  7.966 2.601 5.882 5.888 5.482 5.143 2.827 5.008 6.091 3.078
[2,] 19.90  8.447 2.618 7.043 7.738 5.484 6.771 2.836 6.342 6.354 3.121
[3,] 20.28 10.258 2.619 9.805 9.711 5.594 7.586 2.863 7.497 6.787 3.152
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.195 5.647 5.898 5.368 5.610 5.294 1.785 4.648 1.405 4.398 4.740
[2,] 6.820 6.611 7.066 5.581 5.903 5.473 1.792 4.971 1.405 5.011 5.521
[3,] 7.943 7.074 7.392 5.790 6.026 5.613 1.825 5.025 1.414 5.221 6.025
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.921 2.411 5.372 6.127 6.633 3.521 6.988 6.315 2.678 5.874 5.195
[2,] 4.140 2.418 5.799 6.139 6.634 3.664 7.990 6.501 2.678 7.050 6.549
[3,] 4.285 2.422 6.034 6.191 6.877 3.690 8.582 6.909 2.682 7.844 7.042
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.696 2.949 4.461 1.506 4.502 1.943 4.442 3.652 5.764 7.155 2.493
[2,] 5.713 5.766 4.491 1.511 4.942 1.996 4.473 3.662 6.160 7.935 2.514
[3,] 6.512 6.718 4.495 1.523 6.202 2.100 4.764 3.718 6.262 7.973 2.533
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.360 4.663 4.857 2.222 5.037 5.364 7.014 6.252 7.398 5.453 4.426
[2,] 6.764 4.663 6.627 2.298 5.134 5.379 7.247 7.275 7.779 7.130 6.781
[3,] 6.859 4.766 7.131 2.341 5.151 5.439 7.323 7.380 8.121 7.199 7.159
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.596 4.373 3.682 4.896 2.585 3.566 2.008 5.336 4.085 9.853 9.432
[2,] 1.599 5.575 3.769 5.753 2.600 3.759 2.009 6.165 4.101 9.896 9.536
[3,] 1.655 6.741 3.847 7.013 2.694 3.920 2.023 6.350 4.157 9.930 9.916
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 1.993 2.170 3.063 2.843 3.903 3.221 4.455 20.37 15.58  7.663
[2,] 2.798 3.029 3.063 2.858 3.915 3.236 4.624 23.32 20.11  8.860
[3,] 2.991 3.046 3.080 2.859 4.195 3.266 5.037 26.05 20.59 10.051
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   6.609   5.267  13.33   6.577   7.443   3.465   3.366   7.417
[2,]  82.576  57.287 293.55 748.596 587.838  49.047  97.435  49.774
[3,] 162.040 127.636 434.74 586.931 453.059 141.775 157.442 182.407
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   8.152   5.489   4.548   6.849   4.887   6.651   8.622   6.919
[2,]  31.463 860.787 419.005 184.141 197.824 271.139 258.000 198.616
[3,] 168.226 105.514 177.708 348.548 127.296 304.172 434.361 120.369
       [,17]   [,18]  [,19]   [,20]  [,21]  [,22]   [,23]   [,24]  [,25]
[1,]   7.767   6.699  15.06   9.064  13.28   5.99   13.79   10.12  3.303
[2,] 485.807 739.430 546.12 533.028 384.26  83.15 2994.18  504.41 53.913
[3,] 383.959 246.866 431.32 351.493 453.44 103.89  705.01 1045.21 12.353
       [,26]    [,27]   [,28]   [,29] [,30]  [,31]   [,32]  [,33]   [,34]
[1,]    7.47    7.476   6.962   6.531  3.59   6.36   7.735  3.908   7.867
[2,]  695.51  901.751  22.862 790.669 41.02 698.70 324.659 93.085 511.865
[3,] 1224.79 1053.542 198.433 614.250 70.63 717.84 428.402 78.601 731.139
       [,35]  [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   7.171   7.49   6.817   7.124   6.723  2.267   5.902  1.784   5.584
[2,] 617.162 698.83 273.773 329.877 249.308 28.077 316.544  4.941 431.554
[3,] 452.279 389.37 277.042 217.741 223.638 61.962 131.634 28.656 262.948
       [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   6.019   4.979  3.062   6.822   7.781   8.422   4.471   8.874
[2,] 508.392 238.547 32.081 392.403  69.484  27.073 182.129 695.576
[3,] 433.221 198.325 24.754 299.092 142.944 325.062  77.798 562.720
       [,52]  [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]
[1,]   8.019  3.401   7.459   6.597   5.963   3.744  5.665  1.912   5.716
[2,] 277.532  2.827 700.066 715.869 584.175 889.710 91.967 23.048 366.116
[3,] 420.030 26.669 617.640 464.782 561.401 618.985 36.339 34.301 672.953
       [,61]  [,62]   [,63]  [,64]   [,65]  [,66]   [,67]   [,68]   [,69]
[1,]   2.467   5.64   4.638   7.32   9.085  3.166   6.806   5.921   6.168
[2,]  82.659  94.60  48.303 389.84 616.142 57.846 740.904   8.516 809.508
[3,] 116.976 294.62 115.294 203.07 139.063 55.911 204.475 176.497 472.768
       [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   2.821   6.397   6.811   8.906   7.939   9.395   6.924   5.621
[2,] 105.592 178.277  73.778 327.333 667.971 431.747 824.814 922.429
[3,]  79.632  75.029 144.255 189.390 223.391 418.805 178.978 412.436
      [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]
[1,]  2.026   5.553   4.675   6.217   3.282   4.528  2.550   6.776   5.187
[2,] 19.827 620.953 145.286 542.445  50.382 213.351  9.642 554.393  66.287
[3,] 76.673 680.624 138.445 720.191 127.077 200.125 42.319 273.413 121.860
      [,87]  [,88]   [,89]   [,90] [,91]  [,92]   [,93] [,94]   [,95]
[1,]  12.51  11.98   2.531   2.755  3.89  3.611   4.956  4.09   5.658
[2,] 164.24 252.14 352.704 379.518  6.43 52.449  54.659 56.74 222.545
[3,] 148.31 488.15 189.529  58.142 57.81  6.259 270.641 79.08 358.324
       [,96]   [,97]   [,98]
[1,]   25.87   19.78   9.731
[2,] 2037.85 2285.28 798.608
[3,] 2083.26  789.62 852.027
[1] "--- VAR model 2017-10-03 17:01:00  completed"
[1] "Completed training sample:  2017-10-03 17:01:00 - 2017-10-04 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 17:31:00 - 2017-10-04 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2876         0.02793        -2.0028       -0.95136
         -0.1883        -0.06303        -1.1665       -2.90952
         -0.2646        -0.05267        -0.7721        0.03872
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.543         0.2638           0.6745         -0.24403
         -1.369         0.5423           1.2868         -0.24421
         -2.055         0.1624           0.8581          0.04683
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
        -0.288256           0.2115           0.2213           -3.430
        -0.211548          -0.3359          -0.1747           -1.489
        -0.001957          -0.3082          -0.1596           -3.285
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.28387         -0.97373          -1.5497         -0.08018
         -0.03305         -0.05065          -0.3972          0.89781
          0.27022         -0.16795          -0.3491         -0.50351
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.04254          -0.1372          -1.6681          -2.1941
          0.13373          -0.6443          -0.6125          -0.5662
          0.07292           0.3352          -0.3987          -1.5663
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -1.02000          0.12249          -0.2121         -2.69104
         -0.40404          0.01794          -2.5482         -0.01134
         -0.08298          0.01169          -1.2116         -1.51385
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           -3.432          -2.3526           0.6416
                0            0.174          -0.2714           0.2038
                0           -1.065          -0.9199           0.3535
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -0.64180          0.02293         -1.61210                0
         -2.88837          0.13574         -2.35531                0
         -0.04584          0.01753         -0.03265                0
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3492           -2.551           -2.688           -3.447
          -0.1376           -2.416           -1.212           -2.257
          -0.3475           -2.108           -2.064           -2.474
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.44053          -1.0133           1.2133                0
         -0.32348           0.4127           0.9721                0
          0.03197           0.2348           0.6615                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -1.2550           -3.883
                0                0          -1.2888           -3.498
                0                0          -0.7932           -3.628
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.2872          0.12600           -1.784          0.08954
          -0.8162         -0.17192           -2.234         -0.22542
          -0.5911         -0.00389           -1.926         -0.04094
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
        -0.697337          -0.7517         -2.59877           1.1369
         0.089742          -0.3999         -1.61384           0.3057
         0.005435          -0.4331          0.01819           0.2294
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.04720          -0.5951            2.510            3.749
         -0.14232          -2.4580           -1.678           -1.421
          0.08546          -0.5034           -1.174           -1.434
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.7198          -0.2370           0.2181          0.84466
           2.4118          -0.2563           0.1822          0.02598
          -1.9109          -0.2234           0.1790          2.73542
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3423          -0.1942           0.5731           0.5413
           0.2114          -0.3828           0.5206           0.3172
           0.7850           1.6831           0.2915           0.7632
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.7404         0.116806           2.7320          0.12544
          -0.3098         0.014328           0.1387          0.25977
          -0.3793         0.009803          -0.2057          0.03924
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          1.15161      -0.04967678          -0.4382          -0.3257
          0.95914      -0.00026157          -0.3336          -0.3018
          0.09367       0.00005518          -0.2868          -0.2962
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1257          -0.4568           0.6182          -1.3525
           0.1373          -0.3168           1.2247          -0.2996
          -0.1195          -0.4736           0.4345          -0.3100
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.3950           0.1730          0.64072          0.20166
          -0.3468           0.2387         -1.36199         -0.12472
           0.3555           0.1290         -0.04911          0.05637
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          3.89960           0.7378           1.3925         0.007818
         -2.40395          -0.2752          -0.6859         0.096901
         -0.04798          -0.1604          -0.5498         0.123622
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.17399         0.058803         -0.20810           0.2880
         -0.57950        -0.113461         -0.06671           0.5274
         -0.03415        -0.004365         -0.02294           0.3669
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.06724                0          -0.8374            254.3
         -0.46147                0          -0.9790            255.4
          1.34493                0          -0.7664            255.9
 rnd_95776.volume rnd_95787.volume
          -6.4854          -0.8581
          -0.4682          -0.9401
          -3.6282          -1.0580
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.991 4.000  9.996 4.856 5.546 2.469 2.520 5.358 6.148 4.389 3.197
[2,] 5.010 4.003 10.139 6.235 6.565 2.485 2.556 5.358 6.159 6.060 3.772
[3,] 5.082 4.031 10.349 6.990 7.009 2.578 2.681 5.398 6.196 6.063 3.855
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.093 3.802 4.953 5.791 5.173 5.815 4.598 11.91 6.793 10.04 4.425
[2,] 5.185 3.803 5.269 6.033 5.298 6.363 6.240 12.49 7.378 10.27 4.472
[3,] 5.406 3.865 5.506 6.500 5.358 6.724 6.400 12.80 7.748 10.49 4.492
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.08 7.657 2.399 5.465 5.422 5.346 4.868 2.579 4.725 5.817 2.952
[2,] 18.62 8.133 2.408 6.532 7.341 5.347 6.418 2.597 5.821 6.032 2.999
[3,] 19.03 9.953 2.408 9.215 9.211 5.475 7.160 2.607 7.140 6.419 3.033
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.857 4.918 5.280 5.268 5.094 4.729 1.736 4.293 1.375 4.123 4.588
[2,] 6.438 6.349 6.727 5.443 5.354 4.840 1.743 4.560 1.376 4.778 5.292
[3,] 7.688 6.776 7.121 5.620 5.434 4.961 1.779 4.603 1.385 5.043 5.818
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.809 2.191 5.115 5.750 6.486 3.319 6.800 5.789 2.372 5.354 4.915
[2,] 4.004 2.192 5.628 5.757 6.487 3.461 7.641 6.012 2.372 6.431 6.301
[3,] 4.149 2.193 5.800 5.828 6.733 3.492 8.116 6.412 2.375 7.233 6.723
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.451 2.768 4.287 1.382 3.869 1.932 4.136 3.558 5.119 6.777 2.123
[2,] 5.411 5.358 4.308 1.388 4.358 1.991 4.196 3.570 5.403 7.510 2.139
[3,] 6.194 6.370 4.314 1.408 5.796 2.077 4.574 3.625 5.554 7.529 2.146
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.242 4.414 4.265 2.198 4.858 5.213 6.583 5.908 7.015 5.057 4.061
[2,] 6.321 4.416 6.441 2.198 4.941 5.225 6.685 7.033 7.246 6.962 6.352
[3,] 6.383 4.451 6.831 2.198 4.958 5.276 6.710 7.097 7.467 6.996 6.698
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.516 3.989 3.377 4.376 2.401 3.330 1.914 4.757 3.944 9.549 8.513
[2,] 1.517 5.281 3.425 5.333 2.419 3.531 1.915 5.755 3.951 9.567 8.600
[3,] 1.531 6.610 3.457 6.697 2.525 3.687 1.923 5.812 3.982 9.610 8.889
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.714 1.776 2.828 2.554 3.649 3.107 4.169 20.71 14.78 7.357
[2,] 2.393 2.687 2.834 2.588 3.674 3.127 4.340 23.67 18.91 8.477
[3,] 2.565 2.688 2.841 2.588 3.977 3.142 4.687 26.38 19.37 9.608
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   6.338  5.08  12.69   6.167   7.043   3.136   3.20   6.804   7.807
[2,]  86.629 29.25 339.86 784.418 704.520  55.819  85.27   5.445  73.825
[3,] 171.216 95.59 416.48 633.938 492.747 137.533 162.63 130.996 135.278
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.574   4.059   6.467   4.828   6.289   7.354   6.569   7.385
[2,] 838.097 401.507 195.341  18.744 360.466 338.916 229.795 517.870
[3,]  38.154 160.313 306.390 137.786 320.323 485.694 159.665 436.233
       [,18]  [,19]   [,20]  [,21]   [,22]  [,23]    [,24]  [,25]   [,26]
[1,]   5.838  15.13   8.626  12.75   5.619   12.8    9.723  3.046    6.94
[2,] 846.324 752.01 577.710 431.67 130.060 3140.9  549.784 41.808  717.78
[3,] 285.349 559.79 474.658 437.50  84.832  783.3 1150.741  8.965 1303.81
        [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    6.885   6.788   6.182  3.275   6.001   7.387   3.748   7.437
[2,]  992.762  21.259 838.892 60.376 681.986 319.672 106.365 536.279
[3,] 1115.910 236.564 636.628 45.614 829.135 440.353  91.322 842.935
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   6.246   6.705   6.689   6.469   6.005  2.204   5.451  1.746   5.235
[2,] 805.433 835.917 275.097 330.367 206.473 31.613 308.645  8.757 484.506
[3,] 474.746 468.837 280.757 186.515 219.147 71.589 125.242 31.295 323.725
       [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   5.827   4.837  2.782   6.495   7.302   8.237   4.215   8.635
[2,] 528.863 247.402 16.171 470.989  55.618  24.740 196.221 699.076
[3,] 485.033 218.239  9.145 281.307 182.032 361.689  94.284 548.397
       [,52]  [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]
[1,]   7.351  3.012   6.799   6.241   5.652   3.515  5.444  1.755   4.913
[2,] 325.459  2.420 714.489 791.032 617.404 920.117 84.100 25.266 402.254
[3,] 447.547 23.535 664.388 470.182 604.653 691.052 47.586 47.320 766.674
       [,61]   [,62]   [,63] [,64]   [,65]  [,66]   [,67]   [,68]   [,69]
[1,]   2.454   5.252   4.519   6.5   8.606  2.696   6.656   5.606   5.416
[2,]  96.372 141.593  57.012 347.2 649.020 52.277 708.655  20.280 968.094
[3,] 118.644 365.352 126.361 257.8 107.405 35.799 177.585 112.348 456.495
     [,70]   [,71]   [,72]  [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,] 2.791   6.169   6.619   8.36   7.502   8.908   6.421   5.157  1.925
[2,] 3.196 181.466  72.694 233.10 765.683 364.359 959.923 979.768 11.427
[3,] 2.252  81.423 146.000 116.32 190.816 361.674 138.048 426.405 41.715
       [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]
[1,]   5.066   4.289   5.557   3.049   4.229  2.431   6.041  5.008  12.13
[2,] 694.165 114.110 611.380  58.969 235.214  3.560 649.671 48.050 117.06
[3,] 797.165  94.671 812.473 145.186 213.134 37.259 161.738 99.218 181.08
      [,88]   [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]  [,96]
[1,]  10.81   2.176   2.256  3.591  3.243   4.633  3.946   5.294   26.3
[2,] 246.02 335.121 404.331 36.492 84.095  85.496 69.821 241.608 2295.9
[3,] 450.36 184.992  17.830 42.173  4.385 305.594 62.252 355.266 2339.2
       [,97]   [,98]
[1,]   18.77   9.342
[2,] 2365.86 844.573
[3,]  839.07 907.297
[1] "--- VAR model 2017-10-03 17:31:00  completed"
[1] "Completed training sample:  2017-10-03 17:31:00 - 2017-10-04 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 18:01:00 - 2017-10-04 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.4561         -0.1142        -1.2767        -1.8393
         -0.4065         -0.1092        -0.7197         0.2359
         -0.3156         -0.0691        -1.5218        -2.8062
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.2942              0           0.1523          -0.2399
        -0.7436              0           0.5558           0.1261
        -0.5231              0           0.1376           0.1249
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.09982           0.9989          0.31432          -0.9099
          0.27950          -0.1598         -0.08324          -1.1131
          0.10903           0.1053          0.12794          -1.0988
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.13161         0.007905          -0.3640          -0.6453
         -0.11052         0.571990           0.4169          -0.3814
         -0.01331        -0.047269          -0.3436          -0.5216
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.6057          -1.1569         -0.08235           2.2418
          -1.0416          -0.2636          0.14759          -0.7761
          -0.3859          -0.3280         -0.41551           0.3113
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.3470          0.19099           -7.167           0.5077
          -0.4839          0.13155           -2.280          -3.0943
          -0.9459          0.04086           -1.275          -0.5479
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           0.9645           -1.166           0.3303
                0          -3.3214           -1.233           0.8293
                0          -0.6953           -2.091           0.5858
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -1.7866         -0.16699          -0.8893          -0.3467
           0.2315         -0.09672          -0.8553          -0.4756
          -2.8366         -0.05750          -1.4419          -0.3276
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
        -0.394732          -1.3073          -2.6843          -2.7217
        -0.323324          -1.3862          -0.9335          -1.0608
         0.001827          -0.7642          -0.7071          -0.7891
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.1325          -0.3802                0                0
           1.1624           0.2078                0                0
           0.9946           0.4632                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           1.0011          -0.6402
                0                0          -1.4269          -0.8678
                0                0          -0.5508          -1.3345
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.9064          0.05507         -0.06653          -0.1924
           0.6560          0.01223         -0.12752           0.2952
           0.3554         -0.11535         -0.63316           0.1131
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1683         -0.29644           1.3206           0.3608
           0.1341          0.03885           0.6954           0.9156
          -0.1660         -0.03653          -0.2114           1.2865
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.10999          -1.7412          -2.1337          -0.8884
         -0.01986           1.4824           0.5265          -0.9498
          0.09536          -0.1517           0.6360           1.2655
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            0.357                0         0.076169           0.5265
           -1.974                0         0.047543           0.8756
            0.551                0         0.009743          -2.1335
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5896          -0.2071           0.2034         -0.25758
          -0.4881           0.5011           0.0311          0.81523
          -0.4538          -0.7067          -0.1214          0.05927
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.8462         -0.10908          0.09164          0.03032
           0.4909         -0.03443         -0.16676          0.24936
           0.2885          0.07184          0.75998          0.02808
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.4402         -0.09200         -0.47135          -0.2863
          -0.1650          0.01108         -0.19391          -0.4653
           0.5028         -0.01911         -0.07131          -0.3969
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.04983         -0.06381          0.04507          -1.2004
          0.00260         -0.66963          0.34754          -0.5709
         -0.01438         -0.32136          0.13075          -0.4151
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -1.65600                0          -0.8077                0
         -0.02195                0          -0.9933                0
         -0.34708                0          -0.3498                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -1.35249         -0.38223          -0.7669                0
         -1.59345         -0.32959           0.0120                0
          0.06716         -0.05481           0.3393                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.7788         -0.08027        -0.035925           0.5482
          -0.1128         -0.10203        -0.002233           0.1256
           0.8880         -0.01770        -0.003464           0.0485
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3324                0          -0.9014            246.5
           0.6716                0          -0.6907            248.3
          -0.5789                0          -0.7953            248.6
 rnd_95776.volume rnd_95787.volume
           3.0256           0.3789
          -1.0972          -3.2072
           0.3358          -0.5324
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.738 3.774 9.090 4.575 5.213 2.022 2.230 5.230 6.025 4.228 2.967
[2,] 4.758 3.782 9.172 5.752 6.242 2.025 2.232 5.230 6.033 5.905 3.537
[3,] 4.823 3.803 9.285 6.386 6.651 2.121 2.376 5.271 6.069 5.908 3.593
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.960 3.530 4.452 5.464 4.961 4.630 4.073 11.43 6.960 8.997 4.242
[2,] 5.125 3.532 4.763 5.735 5.028 5.574 5.614 11.95 7.370 9.164 4.304
[3,] 5.369 3.563 5.030 6.177 5.094 5.779 5.940 12.29 7.909 9.273 4.337
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.715 7.193 2.055 5.121 5.119 5.125 4.603 2.404 4.439 5.427 2.861
[2,] 17.131 7.582 2.056 6.087 6.929 5.126 5.999 2.416 5.479 5.548 2.915
[3,] 17.379 9.202 2.065 8.436 7.770 5.234 6.669 2.422 6.768 5.802 2.953
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.647 4.586 4.670 5.124 4.368 4.656 1.672 3.817 1.341 3.904 4.121
[2,] 6.171 6.010 6.127 5.291 4.707 4.757 1.676 3.971 1.342 4.439 4.871
[3,] 7.232 6.417 6.570 5.461 4.783 4.865 1.716 3.981 1.350 4.731 5.318
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.728 2.065 4.780 5.186 6.189 3.069 5.929 5.314 2.143 5.008 4.529
[2,] 3.777 2.068 5.169 5.187 6.191 3.208 6.617 5.485 2.143 5.870 5.563
[3,] 3.940 2.069 5.364 5.275 6.434 3.233 7.227 5.853 2.144 6.588 5.873
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.222 2.429 4.007 1.203 3.572 1.862 3.788 3.377 3.805 5.708 1.811
[2,] 5.075 5.025 4.041 1.207 3.929 1.908 3.831 3.390 4.471 6.826 1.862
[3,] 5.676 5.783 4.051 1.211 5.419 1.970 4.257 3.427 4.674 6.864 1.900
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.740 4.075 3.611 1.952 4.620 4.971 6.052 5.572 6.270 4.835 3.380
[2,] 5.397 4.100 5.102 2.030 4.696 4.984 6.060 6.774 6.285 6.722 5.965
[3,] 5.502 4.101 5.642 2.053 4.723 5.037 6.060 6.819 6.288 6.746 6.321
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.387 3.013 3.123 3.618 2.249 3.189 1.796 4.122 3.736 9.312 7.652
[2,] 1.387 4.507 3.129 4.700 2.263 3.347 1.797 5.003 3.748 9.329 7.738
[3,] 1.398 6.172 3.144 6.366 2.368 3.482 1.805 5.027 3.767 9.373 7.931
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.383 1.397 2.149 2.155 3.423 2.944 3.874 21.06 14.01 7.229
[2,] 1.811 2.173 2.162 2.167 3.448 2.968 4.012 23.89 17.32 7.677
[3,] 2.055 2.176 2.176 2.168 3.729 2.980 4.327 26.63 17.64 9.210
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   6.017  4.793  11.54   5.81   6.62   2.567   2.832   6.642   7.65
[2,] 100.259 55.818 283.12 808.30 796.24  28.447  19.843   9.505  74.06
[3,] 183.828 92.797 335.07 643.26 532.32 146.387 189.278 151.191 153.61
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15] [,16]   [,17]   [,18]
[1,]   5.369   3.767   6.298   4.482   5.653   6.939   6.3   5.879   5.172
[2,] 955.878 446.727 299.021  29.951 392.947 403.599 190.2 719.948 895.916
[3,]  47.790 146.337 371.116 108.867 375.058 532.238 188.6 353.529 450.376
      [,19]   [,20]  [,21]   [,22]   [,23]    [,24] [,25]    [,26]
[1,]  14.52   8.838  11.42   5.387   12.34    9.134  2.61    6.503
[2,] 803.66 562.560 404.28 169.234 3272.13  555.730 14.81  763.069
[3,] 670.88 665.314 328.93 123.117  678.72 1209.362 43.20 1354.633
        [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    6.501   6.508   5.845  3.053   5.637   6.891   3.633   7.171
[2,] 1083.038  24.195 892.181 55.011 744.752 266.880 129.753 576.971
[3,]  815.011 244.984 675.794 39.729 921.453 394.393 109.260 874.418
       [,35]  [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.824   5.93   6.507   5.547   5.912  2.123   4.847  1.703   4.957
[2,] 900.665 920.00 305.828 406.736 226.421 27.904 253.859 12.300 490.300
[3,] 521.756 549.73 313.304 196.362 236.303 85.782  66.406 33.586 379.550
       [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   5.233   4.734  2.623   6.069   6.585   7.859   3.897   7.529
[2,] 602.286 141.220 26.455 456.246  28.785  34.975 216.580 681.291
[3,] 494.982 259.885  6.213 332.395 222.249 406.261  94.259 674.393
       [,52]  [,53]   [,54]   [,55]   [,56]    [,57]   [,58]  [,59]
[1,]   6.748  2.721   6.359   5.751   5.361    3.085   5.088  1.527
[2,] 314.828  6.366 710.404 749.371 653.361 1020.068 121.542 23.153
[3,] 473.645 10.676 693.564 436.076 589.493  663.852  67.708 23.193
       [,60]   [,61]  [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.536   2.364   4.81   4.288   4.831   7.248   2.299   6.019
[2,] 379.188  96.747 132.13  69.558 544.334 868.171 100.852 598.441
[3,] 865.779 113.892 430.47 115.470 316.002 168.927  86.941 248.240
       [,68]   [,69]   [,70]   [,71]   [,72]  [,73]   [,74]  [,75]   [,76]
[1,]   5.174   4.585   2.479   5.867   6.312  7.685   7.075  7.962    6.14
[2,] 104.765 836.012 129.301 194.723  83.540 70.191 893.337 99.901 1082.97
[3,]  26.246 558.404  70.598 117.479 169.380  7.073 182.398 47.094  131.92
        [,77]  [,78]   [,79]  [,80]   [,81]   [,82]   [,83]  [,84]   [,85]
[1,]    4.293  1.761   3.826  3.966   4.594   2.856   4.049  2.281   5.234
[2,] 1139.808  7.116 777.315 46.356 695.897  56.849 235.479  4.994 657.725
[3,]  484.708 40.413 978.062 69.621 995.753 162.305 223.175 40.904 112.219
      [,86]  [,87]   [,88]   [,89]   [,90]  [,91]  [,92]   [,93]  [,94]
[1,]  4.745  11.82   9.717   1.756   1.774  2.729  2.736   4.347  3.739
[2,] 67.902 134.53 266.477 271.362 385.869 55.441 53.879  96.018 87.063
[3,] 88.352 208.42 404.132 225.049  26.872 56.376 13.122 329.446 63.095
       [,95]   [,96]   [,97]   [,98]
[1,]   4.919   26.75   17.79    9.18
[2,] 242.370 2613.95 2362.17  599.29
[3,] 375.617 2728.44  773.54 1179.89
[1] "--- VAR model 2017-10-03 18:01:00  completed"
[1] "Completed training sample:  2017-10-03 18:01:00 - 2017-10-04 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 18:31:00 - 2017-10-04 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6997       -0.008232       -0.49646        -2.2663
         -0.3418        0.076336       -0.60143        -2.1752
         -0.1908        0.015032       -0.04688        -0.2356
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.921              0          0.12104         -0.05225
         -1.053              0          0.01356          0.15219
         -2.222              0          0.03351          0.06891
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
        -0.160705          1.28454          0.03400          -0.8042
        -0.072805         -0.01878          0.29150          -0.9210
        -0.008911         -0.03198          0.01377          -1.1586
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.10736          -0.9548          -0.7878         -0.22627
         -0.12899           0.3702           0.5131         -0.54420
         -0.00181          -0.1389          -0.2212         -0.02249
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -1.42524          -0.8066           -1.473          0.80320
         -1.34848          -1.1494           -1.185          0.02796
          0.03455          -0.3506           -1.196         -0.12839
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.6647         -0.09300           -1.051           -0.413
          -0.6571         -0.05555           -1.225           -1.258
          -0.4180         -0.04857           -1.105           -1.056
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.082811          -1.3879          -3.7009           0.3844
         0.019010          -0.7186           0.1294           0.4645
         0.006233          -0.6918          -0.7396           0.3329
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -2.3927           0.4225         -1.00512          0.10820
          -1.9175           0.3277         -3.36698          0.18514
          -0.3112           0.1147          0.05486          0.05108
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2797          -1.5962           -2.097           -1.786
          -0.2592          -2.8025           -1.123           -1.108
          -0.1059          -0.8207           -2.225           -2.336
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3705          -0.4047           0.2967                0
           0.4419          -0.8344           0.3708                0
           0.4171          -0.1110           0.3048                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           1.9611            3.067
                0                0          -0.7062            0.427
                0                0          -0.5008           -0.298
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.2214           0.1069         -0.94292        -0.093811
           1.2824           0.0626          1.97476        -0.003729
           0.8031          -0.1079         -0.04692        -0.014190
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.0903           0.3122          3.11324           0.5664
          -0.4985          -0.1577         -0.03255           0.6409
          -0.3588           0.4312          1.24234           0.8991
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.123068          -0.5433          -0.5781          -1.4679
         0.007969           1.5296           1.8472           0.3042
         0.032984          -0.3661           0.1842           0.7349
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.6289                0                0          -1.2263
          -0.4620                0                0          -0.7647
           1.7839                0                0          -0.8880
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2934          -0.9285           0.1067          -1.7834
           0.2185          -0.5888           0.2469          -1.0063
           0.3678          -0.5541           0.1459          -0.7806
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.4771         -0.02907          -1.2282           0.1728
          -1.1186         -0.17724          -1.3322           0.2843
          -0.6782         -0.11860          -0.8349           0.1566
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.1476          -0.1281         -0.35873          -0.5912
          -1.5649          -0.1452         -0.05249          -0.3265
          -0.7332          -0.1503         -0.09308          -0.2060
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         0.029977          -0.3988           0.1052          -0.0919
         0.065079          -0.2940          -0.1140          -0.6643
         0.002437          -0.1559           0.2320          -0.2041
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.2872                0           0.3149          0.11091
          -0.4211                0          -0.2457          0.05289
          -0.3621                0          -0.5216          0.17991
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.3844         -0.32808         -0.56847                0
          -0.2735         -0.17415          0.60107                0
          -0.4513         -0.06521          0.02009                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.0103          0.00789           0.1210         0.373149
          -1.0817          0.06795           0.3451         0.008102
          -0.3715         -0.01435           0.2681         0.018473
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000          0.78251                0          0.11148
          0.51677          0.02906                0          0.08234
         -0.05816          0.04758                0          0.11759
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.0457                0          -0.2658            241.4
          -0.3706                0          -0.2169            242.7
          -0.4657                0          -0.4410            242.1
 rnd_95776.volume rnd_95787.volume
           0.6993          -0.1451
           0.6691          -1.2348
           3.6234          -0.8934
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.392 3.375 8.457 4.262 4.963 1.687 2.204 4.664 5.506 4.052 2.747
[2,] 4.398 3.375 8.567 5.451 5.903 1.693 2.218 4.666 5.522 5.378 3.245
[3,] 4.439 3.385 8.676 6.119 6.328 1.714 2.300 4.690 5.537 5.381 3.298
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.715 3.186 4.189 5.095 4.891 4.441 3.707 11.22 5.585 8.401 3.902
[2,] 4.850 3.195 4.524 5.316 4.960 5.256 5.300 11.71 6.657 8.582 3.919
[3,] 5.080 3.215 4.778 5.599 5.020 5.495 5.633 12.01 7.038 8.707 3.925
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.457 7.069 1.864 4.749 4.869 4.698 4.359 2.210 4.090 4.824 2.734
[2,] 15.975 7.990 1.865 5.691 6.783 4.698 5.749 2.217 5.165 4.854 2.771
[3,] 16.249 8.087 1.871 7.806 8.374 4.821 6.425 2.226 6.590 5.056 2.817
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.339 4.271 4.423 4.709 3.766 4.383 1.554 3.385 1.265 3.650 4.229
[2,] 5.828 5.708 5.768 4.744 4.497 4.431 1.556 3.453 1.265 4.225 4.986
[3,] 6.799 6.133 6.109 4.795 4.574 4.505 1.582 3.454 1.272 4.517 5.382
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.497 1.926 4.480 4.585 5.865 2.964 5.517 4.980 1.963 4.584 3.762
[2,] 3.538 1.928 4.889 4.589 5.867 3.090 6.221 5.175 1.963 5.448 4.897
[3,] 3.678 1.932 5.088 4.641 6.058 3.116 6.720 5.416 1.964 6.284 5.266
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.982 2.329 3.648 1.093 3.389 1.733 3.570 3.196 3.693 4.971 1.654
[2,] 4.678 4.252 3.685 1.094 3.766 1.748 3.621 3.209 4.025 5.678 1.702
[3,] 5.212 5.076 3.686 1.096 4.888 1.814 3.964 3.238 4.193 5.737 1.718
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.354 3.945 3.273 1.821 4.240 4.537 5.623 5.135 5.895 4.683 2.965
[2,] 4.857 3.972 4.932 1.902 4.302 4.545 5.628 6.138 5.903 6.478 5.599
[3,] 4.881 3.975 5.314 1.921 4.331 4.570 5.628 6.165 5.903 6.491 5.890
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.247 2.894 2.868 3.285 2.116 2.942 1.656 3.633 3.367 8.880 7.304
[2,] 1.251 4.364 2.872 4.131 2.128 3.108 1.660 4.635 3.367 8.893 7.350
[3,] 1.251 5.863 2.873 6.001 2.262 3.250 1.666 4.699 3.375 8.952 7.458
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.137 1.203 1.962 1.913 3.172 2.742 3.365 21.35 13.19 7.179
[2,] 1.437 1.869 1.967 1.924 3.222 2.771 3.482 24.11 15.96 8.159
[3,] 1.700 1.870 1.995 1.931 3.443 2.781 3.766 26.80 16.45 8.271
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.577  4.286  10.74   5.412   6.302  2.142   2.798   5.922   6.991
[2,]  64.118  7.988 355.62 885.510 832.796 35.751  64.360  42.589 111.138
[3,] 155.663 67.221 358.30 724.679 593.985 69.603 158.986 123.382 106.322
       [,10]   [,11]   [,12]  [,13]   [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   5.145   3.488   5.987  4.046   5.319   6.47   6.211   5.639   4.708
[2,] 921.404 450.279 295.869 62.615 445.148 394.68 215.031 732.582 987.002
[3,]  48.487 154.161 394.390 93.894 400.269 458.21 200.417 417.928 497.215
      [,19]   [,20]  [,21]  [,22]   [,23]   [,24]  [,25]   [,26]    [,27]
[1,]  14.24   7.092  10.67  4.955   12.01   8.976  2.367    6.03    6.183
[2,] 872.62 943.997 457.39 94.633 3355.05 970.364 16.077  817.35 1230.518
[3,] 700.62 595.227 382.72 56.619  773.94 326.837 39.742 1392.07 1279.436
       [,28]   [,29]  [,30]    [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.966   5.535  2.806    5.193   6.126   3.472   6.779   5.423
[2,]  17.139 976.781 46.770  822.206 140.275 117.742 609.295 986.836
[3,] 281.387 747.948 52.971 1066.513 369.219 131.777 912.248 584.384
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.616   5.979   4.782   5.566  1.974   4.299  1.606   4.634   5.371
[2,] 964.695 151.588 640.130 169.504 19.641 176.769  5.020 554.492 687.845
[3,] 524.381 180.779 218.442 211.811 74.478  30.050 36.103 416.862 527.985
      [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52] [,53]
[1,]   4.44  2.446   5.689   5.822   7.448   3.764   7.005   6.323 2.493
[2,] 140.36 24.351 509.972  47.718  39.103 227.508 749.578 367.506 2.154
[3,] 261.98 30.059 367.227 180.783 393.026 105.812 661.650 415.858 8.601
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   5.822   4.777   5.057   2.958   4.633  1.388   4.304   2.201
[2,] 766.913 816.811 639.654 926.783 135.968 13.644 427.897  59.738
[3,] 816.372 504.767 598.584 722.374  13.003 16.566 811.971 126.066
       [,62]   [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]
[1,]   4.533   4.058   4.689   6.313   2.10   5.528   5.009   4.156
[2,] 157.829  74.811 416.890 714.913 105.12 560.887 121.524 961.363
[3,] 420.637 112.648 306.366 213.386  61.12 126.731  42.626 516.034
       [,70]   [,71]   [,72]  [,73]  [,74]  [,75]    [,76]    [,77]  [,78]
[1,]   2.313   5.384   5.761  7.141   6.52  7.486    5.947    3.765  1.583
[2,] 143.034 189.779  70.098 61.159 876.54 80.836 1166.522 1237.629 27.329
[3,]  70.935 129.101 124.587 11.985 148.46  7.050  104.142  476.048  4.587
        [,79]  [,80]    [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]
[1,]    3.674  3.642    4.171   2.687   3.736  2.103   4.613  4.276  11.28
[2,]  851.077 41.542  652.631  58.534 260.600 27.955 750.244  7.698 124.01
[3,] 1020.334 19.970 1134.153 199.951 248.012 38.055 201.232 59.715 267.99
       [,88]   [,89]   [,90]  [,91]  [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   9.276   1.444   1.528  2.491  2.429   4.028   3.482   4.273   27.11
[2,] 211.949 228.774 372.618 38.475 55.589 147.328 104.946 233.121 2919.83
[3,] 331.009 237.018  14.204 85.824 41.081 316.263  60.266 373.456 3047.21
       [,97]    [,98]
[1,]   16.76    9.116
[2,] 2340.77 1010.371
[3,] 1041.13  353.629
[1] "--- VAR model 2017-10-03 18:31:00  completed"
[1] "Completed training sample:  2017-10-03 18:31:00 - 2017-10-04 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 19:01:00 - 2017-10-04 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.04022       0.0669016        -0.9430        -1.2878
         0.01484       0.0445304        -0.8438        -1.5846
         0.21883      -0.0004506        -0.2895        -0.1744
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.4829              0           0.1257         -0.05997
        -1.6238              0           0.2691          0.05132
        -0.8013              0           0.1657          0.01057
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.12113          1.00128         0.001452           -1.286
         -0.23366          0.09022         0.101728           -1.222
          0.09664         -0.02629         0.142186           -1.647
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.567191          -0.4552          -0.5045           1.4155
        -0.006835           0.5417           0.1230           0.1174
         0.085711           0.1088          -0.3072           0.2579
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           3.5995           0.8660           0.5206           1.0735
          -1.9598           1.7900           2.4038           0.1288
           0.3539          -0.9677          -0.6736           1.5190
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.7238         0.070436          -0.1591          -2.1078
          -0.7013         0.060173          -1.3777          -0.2660
          -0.2602         0.007598          -1.2983          -0.5825
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.002228          -2.0469         -0.44131           1.7496
        -0.131762           0.1588         -1.10238           1.0024
         0.050726          -0.7742         -0.09689           0.4304
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -1.12630                0          -2.7121          -0.8614
         -1.52990                0          -0.3062          -0.9540
         -0.07136                0          -1.0151          -0.6403
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.10167          -0.7678          -0.0712           0.4366
         -0.09589          -0.8097          -1.6857          -1.0245
         -0.21434          -1.2977          -0.9655          -0.7375
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.29805           2.2197        -0.033252                0
          0.04103           0.3219        -0.004921                0
          0.04215           0.6723        -0.008007                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0        -1.089000          -1.0891
                0                0        -0.005668          -1.6863
                0                0        -0.830649          -0.5994
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.21525                0           0.3450          0.11953
          0.07755                0          -0.6798         -0.24124
          0.30745                0          -0.7792         -0.09479
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6586          0.00000          -1.3365           0.4905
           0.5069          0.06811           0.9069           0.6837
           0.1793         -0.13984           0.2157           0.2851
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05548          -0.8206           0.8521           1.2392
          0.08561          -0.4004          -0.9700          -1.0067
          0.14166           0.7262           0.4937           0.0458
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.5054         -0.22086         -0.04899           0.8952
           0.5391         -0.04506          0.02973           1.4024
          -1.0318         -0.18933         -0.05862           0.6652
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4238           0.6898           0.0774           1.7682
          -0.2881           0.4048           0.1979           0.3571
          -0.1604           0.4875           0.1034           0.9001
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.0545                0          -0.4964          0.07763
           0.8009                0           1.5919          0.26255
           0.4988                0           0.1270          0.04161
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.7232          0.12496        0.0003299          0.12041
           1.1489         -0.06052        0.0255619         -0.03632
           0.4965          0.19284        0.0024887          0.08570
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
        -0.034318          0.13260           0.5368          1.08051
        -0.003387         -0.06356           0.3911         -0.18641
        -0.001906          0.01809           0.1913         -0.07724
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.1976                0           0.5491                0
           0.2555                0           0.5581                0
           0.1301                0          -0.1779                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          0.02186         -0.01901           0.5424                0
          0.87224          0.03502          -0.4218                0
          0.12808          0.11234           0.1813                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.5943         0.038693         0.108716           0.6220
           1.0232         0.008009         0.004527           0.6748
          -0.0934        -0.041444         0.007484           0.3594
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.1093                0         -0.21819            238.5
           0.1024                0         -0.06753            237.5
           0.4622                0         -0.06389            238.0
 rnd_95776.volume rnd_95787.volume
            1.042         -2.03690
            1.722         -0.01246
           -2.512         -0.67839
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.006 3.147 7.955 3.671 4.488 1.478 1.943 4.241 5.113 3.774 2.501
[2,] 4.007 3.148 8.060 4.748 5.442 1.483 1.958 4.245 5.129 5.111 2.963
[3,] 4.015 3.152 8.197 5.342 5.742 1.502 2.027 4.251 5.138 5.113 2.995
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.760 2.857 3.847 4.682 4.814 4.205 3.593 6.377 5.590 7.884 3.723
[2,] 4.467 2.984 4.147 4.850 4.900 4.956 5.033 7.759 6.459 8.065 3.736
[3,] 4.685 2.986 4.433 5.190 4.958 5.487 5.305 7.990 6.793 8.213 3.740
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.702 6.605 1.709 4.432 4.425 4.254 3.777 2.079 3.558 4.498 2.605
[2,] 15.004 6.650 1.709 5.223 6.237 4.270 5.074 2.089 4.447 4.544 2.623
[3,] 15.273 7.943 1.712 7.432 6.821 4.357 5.684 2.099 5.981 4.750 2.675
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.026 3.946 4.038 4.422 3.582 4.013 1.434 3.200 1.121 3.366 3.592
[2,] 5.352 5.263 5.351 4.464 4.193 4.057 1.435 3.257 1.121 3.836 4.346
[3,] 6.244 5.569 5.680 4.507 4.272 4.170 1.455 3.261 1.128 4.217 4.730
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.139 1.761 4.172 4.140 5.453 2.812 5.140 4.661 1.882 4.303 3.794
[2,] 3.230 1.761 4.493 4.143 5.453 2.934 5.822 4.795 1.882 5.088 4.644
[3,] 3.329 1.770 4.694 4.187 5.640 2.959 6.294 4.999 1.882 5.785 4.953
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.780 2.142 3.260 0.9902 3.211 1.620 3.396 2.987 3.437 4.707 1.608
[2,] 4.442 4.127 3.339 0.9930 3.627 1.627 3.457 2.991 3.758 5.362 1.620
[3,] 4.938 4.744 3.342 0.9934 4.819 1.662 3.887 3.010 3.919 5.432 1.628
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.677 3.672 3.142 1.709 3.949 4.169 5.239 4.898 5.259 4.516 2.597
[2,] 4.468 3.712 4.510 1.770 3.968 4.169 5.239 5.715 5.260 5.854 4.986
[3,] 4.498 3.719 4.873 1.798 3.970 4.173 5.239 5.720 5.261 5.869 5.266
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.173 2.711 2.548 2.841 1.930 2.638 1.482 3.401 3.155 8.019 7.019
[2,] 1.174 4.200 2.553 3.542 1.935 2.833 1.488 4.433 3.156 8.026 7.053
[3,] 1.174 5.390 2.557 5.283 2.056 2.995 1.489 4.477 3.160 8.045 7.155
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.003 1.094 1.838 1.775 2.911 2.398 3.080 18.25 12.46 6.616
[2,] 1.249 1.778 1.847 1.787 2.973 2.415 3.224 19.15 15.02 6.701
[3,] 1.547 1.778 1.870 1.796 3.183 2.440 3.481 20.70 15.45 8.069
Root mean square errors of predictions:  
       [,1]   [,2]  [,3]    [,4]    [,5]   [,6]    [,7]   [,8]    [,9]
[1,]  5.088  3.997  10.1   4.662   5.699  1.877   2.467  5.385   6.492
[2,] 12.426 15.891 335.4 777.879 795.347 32.509  63.147 48.625 107.314
[3,] 65.417 39.252 385.7 632.456 473.366 60.973 135.098 55.636  76.277
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.792   3.177   4.775   3.628   4.885   5.945   6.113   5.339
[2,] 890.575 410.121 623.358 222.336 400.408 327.198 236.216 677.973
[3,]  39.979 113.371 364.305  30.540 404.483 477.235 195.327 608.464
       [,18]    [,19]   [,20]  [,21]  [,22]   [,23]    [,24]  [,25]
[1,]   4.563    8.098   7.099  10.01  4.728   11.05    8.387  2.170
[2,] 910.492 1142.198 836.084 439.56 81.896 3158.10  199.193  1.778
[3,] 433.621  492.731 542.960 401.29 41.006  737.39 1122.534 29.135
        [,26]    [,27]   [,28]   [,29] [,30]    [,31]   [,32]   [,33]
[1,]    5.628    5.619   5.402   4.796  2.64    4.519   5.712   3.308
[2,]  714.158 1135.751  94.298 875.561 52.04  689.208 166.917  78.344
[3,] 1366.245  713.386 224.522 661.649 53.69 1033.304 357.696 136.058
       [,34]  [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   6.382   5.01   5.127   5.615   4.548   5.096  1.821   4.064  1.423
[2,] 475.926 899.92 907.146 157.363 563.099 153.513 16.339 156.194  2.617
[3,] 830.586 470.80 492.055 161.657 211.377 249.724 61.819  44.006 33.540
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]  [,50]   [,51]
[1,]   4.275   4.562   3.986  2.236   5.298   5.257   6.924   3.57   6.527
[2,] 475.400 632.188 197.610  3.107 431.030  45.035  16.895 217.16 706.096
[3,] 452.408 481.951 207.773 45.083 351.322 156.298 371.403  97.94 617.952
       [,52] [,53]   [,54]   [,55] [,56]  [,57]  [,58]  [,59]   [,60]
[1,]   5.919 2.389   5.464   4.818   4.8   2.72   4.14  1.257   4.078
[2,] 290.382 2.691 701.421 691.751 602.7 911.35 186.07 19.251 435.968
[3,] 365.400 4.102 711.579 444.858 557.7 604.67  38.11  8.197 819.561
      [,61]   [,62]  [,63]   [,64]   [,65]  [,66]   [,67]   [,68]  [,69]
[1,]  2.058   4.313  3.793   4.364   5.977  2.043   4.669   4.663   3.99
[2,] 36.394 167.295 40.683 392.722 663.462 49.496 655.917 139.557 835.81
[3,] 88.642 459.034 86.576 287.004 224.985 40.899 133.618  57.464 476.92
       [,70]  [,71]  [,72]  [,73]   [,74]  [,75]   [,76]    [,77] [,78]
[1,]   2.171  5.015  5.294  6.652   6.219  6.678   5.734    3.297 1.490
[2,] 118.392 99.081  5.394 24.309 761.111 27.486 962.535 1099.851 9.188
[3,]  82.509 36.210 47.413  5.417  56.982 20.704 108.695  437.444 6.034
       [,79]  [,80]    [,81]  [,82]  [,83]  [,84]   [,85]  [,86]  [,87]
[1,]   3.443  3.236    3.608   2.45   3.35  1.882   4.319  4.006  10.18
[2,] 828.952 41.016  546.396  35.66 266.49 35.068 734.605 26.206  86.65
[3,] 872.576 33.644 1012.956 179.69 251.21 13.681 162.572 42.049 142.87
       [,88]   [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   8.912   1.273   1.390  2.333  2.254   3.696  3.046   3.911   23.17
[2,] 180.658 192.544 362.047 47.400 53.796 155.829 72.258 246.321 1503.61
[3,] 311.281 235.723   8.158 76.656 45.351 293.807 91.408 339.184 2029.62
       [,97]    [,98]
[1,]   15.82    8.401
[2,] 2165.88  274.625
[3,]  934.19 1161.694
[1] "--- VAR model 2017-10-03 19:01:00  completed"
[1] "Completed training sample:  2017-10-03 19:01:00 - 2017-10-04 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 19:31:00 - 2017-10-04 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.19811               0        0.16544         1.2043
        -0.08737               0        0.05329         0.1328
        -0.01535               0       -0.46740        -0.9129
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.1413              0           0.5493          0.07347
         1.1454              0           0.2309         -0.03811
         0.5500              0           0.1556          0.01436
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.09879          -0.8455          -0.1847          -0.7970
         -0.48884           0.4086           0.7803          -0.4752
          0.11352          -0.1272           0.5059          -0.3708
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3875         -1.14176          -0.5448         -1.01253
           0.4319         -0.61298          -0.7653         -0.38940
           0.4600         -0.09961          -0.0548         -0.05351
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.1001           3.0124           0.1353           0.5075
          -2.7375          -0.8112           1.4245           2.0773
          -0.2315          -1.9009          -0.6010           0.1895
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.6206        -0.041100          -2.7579          0.05517
           0.3518         0.005192           0.5314         -0.32935
          -0.1606        -0.001902           0.3305          0.33102
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -0.1096          0.65296           0.4821
                0          -1.0348         -0.85088           0.7962
                0           0.3878         -0.09075           0.4794
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           1.3425                0           2.1189         0.007539
          -0.0756                0           0.2501        -0.272293
          -0.9132                0          -0.5909        -0.143744
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.30519           3.1673          -0.5374          -0.9679
          0.17002           1.4370           1.6556           2.0508
         -0.06929          -0.3164           0.1863           0.6258
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.048555          2.48072            1.935                0
         0.007783          0.61292            2.123                0
         0.007206          0.08027            1.201                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           0.4290           1.8479
                0                0          -0.2176           0.1795
                0                0           0.8368           1.6892
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.6917                0          1.06815           0.2417
           0.1522                0          0.96594           0.1758
           0.4921                0         -0.02096           0.2101
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4031           0.2296           0.5458            1.350
           0.5276           0.1322           1.7323            1.705
           0.5060           0.1564           0.9102            1.955
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.012701          -0.1356           0.9000         0.001727
         0.217212           1.3026           0.5431        -0.436698
         0.006643           0.7839           0.8387         1.177369
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.5820                0         -0.04602           1.1203
           0.6440                0          0.00870          -0.1916
           0.4384                0         -0.05432           0.7824
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2453           0.4428           0.1488           0.1852
           0.4796           0.5499           0.3345           0.9963
           0.6420           0.1353           0.3567           0.0199
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.2459                0           0.2194         -0.32850
           1.0842                0           0.2015         -0.03941
           0.2705                0           1.0352         -0.09638
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          0.28481         -0.12613         -0.12259        -0.124953
         -0.07658          0.02859         -0.04340        -0.068953
          0.94278          0.03334         -0.03419        -0.004825
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
                0         -0.43806        0.0002975          0.52672
                0         -0.13182        0.0831080          0.12655
                0         -0.02489        0.0014795         -0.07663
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.1228                0         -0.12616                0
          -0.3732                0          0.34698                0
          -0.0676                0         -0.01448                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.2003         -0.47098          0.60770                0
           0.1592         -0.06072          0.03538                0
          -0.3240          0.03709          0.46476                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.7177                0          0.08707          0.50139
           0.7396                0          0.61707         -0.14278
           0.7756                0          0.29032         -0.06092
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.01732                0           0.1417            232.0
          0.49821                0           0.3248            228.9
          0.08834                0           0.2416            235.2
 rnd_95776.volume rnd_95787.volume
           3.9390          -0.1843
           1.3064          -0.5606
           0.7589           0.4637
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.626 2.912 7.133 3.449 4.261 1.339 1.794 3.965 4.884 3.619 2.385
[2,] 3.626 2.914 7.244 4.354 5.026 1.348 1.806 3.974 4.901 4.820 2.795
[3,] 3.636 2.920 7.396 4.881 5.277 1.360 1.860 3.976 4.907 4.823 2.825
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.425 2.802 3.159 3.703 4.724 4.148 3.258 6.302 5.179 7.388 3.563
[2,] 4.127 2.812 3.492 3.881 4.785 4.578 4.612 7.549 5.969 7.559 3.587
[3,] 4.294 2.819 3.827 4.251 4.837 5.055 4.790 7.638 6.275 7.691 3.597
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.945 5.893 1.548 4.070 4.166 3.887 3.432 1.982 3.284 4.198 2.451
[2,] 13.566 6.071 1.548 4.761 5.618 3.889 4.618 1.995 4.129 4.249 2.475
[3,] 13.860 7.040 1.551 6.677 6.249 3.978 5.137 2.000 5.275 4.495 2.532
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.599 3.575 3.766 4.175 3.409 3.612 1.207 2.845 1.004 3.174 3.251
[2,] 4.872 4.667 4.859 4.228 3.992 3.628 1.207 2.899 1.005 3.618 3.979
[3,] 5.586 4.912 5.102 4.273 4.067 3.671 1.216 2.899 1.009 3.946 4.403
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.964 1.643 3.864 3.495 5.090 2.675 4.137 4.238 1.718 4.048 3.461
[2,] 3.072 1.644 4.194 3.507 5.090 2.792 5.578 4.365 1.719 4.711 4.011
[3,] 3.170 1.652 4.388 3.553 5.264 2.820 5.717 4.485 1.719 5.259 4.692
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.438 1.875 3.005 0.9460 2.934 1.573 3.158 2.846 3.193 4.395 1.395
[2,] 4.021 3.686 3.058 0.9496 3.327 1.585 3.216 2.850 3.594 5.056 1.397
[3,] 4.606 4.044 3.064 0.9507 4.371 1.629 3.487 2.861 3.709 5.130 1.398
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.806 3.301 2.873 1.531 3.633 3.745 4.916 4.565 4.946 4.278 2.488
[2,] 4.435 3.334 4.191 1.605 3.640 3.746 4.919 5.328 4.947 5.308 4.579
[3,] 4.468 3.334 4.581 1.633 3.651 3.748 4.920 5.329 4.947 5.333 4.840
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.056 2.520 2.259 2.524 1.884 2.474 1.299 3.077 2.942 7.281 6.659
[2,] 1.056 3.945 2.275 3.269 1.887 2.635 1.300 4.091 2.945 7.283 6.671
[3,] 1.056 4.964 2.276 4.796 1.987 2.867 1.301 4.136 2.954 7.297 6.749
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.8769 0.9876 1.677 1.592 2.653 2.040 2.920 17.89 12.73 5.788
[2,] 1.1129 1.6710 1.691 1.614 2.700 2.041 3.042 19.04 13.42 5.994
[3,] 1.4132 1.6742 1.719 1.625 2.880 2.054 3.325 20.54 13.68 6.974
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]   [,4]    [,5]  [,6]    [,7]   [,8]    [,9]
[1,]  4.605  3.698   9.057   4.38   5.411  1.70   2.278  5.035   6.202
[2,] 15.310 31.706 367.612 772.30 774.829 46.85  62.114 79.654 119.891
[3,] 75.403 53.093 434.031 641.78 467.445 52.13 129.028 38.207  66.866
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.595   3.028   4.349  3.559   4.012   4.703   5.999   5.267
[2,] 925.368 423.870 669.639 66.191 432.456 337.856 222.215 562.938
[3,]  50.525 118.559 344.948 60.458 455.205 504.263 205.772 623.600
       [,18]    [,19]   [,20]   [,21]   [,22]   [,23]    [,24]  [,25]
[1,]   4.137    8.002   6.576   9.382   4.524   10.09    7.483  1.966
[2,] 949.245 1208.357 862.917 464.399 122.410 3196.65  423.865  1.752
[3,] 375.784  339.093 562.869 412.950  77.918  826.20 1036.524 25.692
        [,26]    [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]
[1,]    5.168    5.291   4.936   4.358  2.516   4.17   5.331   3.113
[2,]  718.167 1095.425  30.521 898.302 66.137 727.90 189.444 100.707
[3,] 1360.753  795.698 242.958 654.266 41.852 954.10 426.610 154.498
      [,34]  [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.84   4.54   4.783   5.302   4.329   4.587  1.533   3.613  1.275
[2,] 467.46 872.16 892.519 194.593 603.875  99.311  1.277 161.977 11.277
[3,] 794.72 445.26 452.541 180.168 226.916 162.381 42.937   4.460 27.221
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.031   4.128   3.764  2.086   4.906   4.438   6.464   3.397
[2,] 504.725 667.049 234.754 19.720 474.444  85.353   6.073 232.512
[3,] 457.895 548.204 227.185 46.706 374.709 165.140 389.761 114.761
        [,51]   [,52]  [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]    5.253   5.382  2.182   5.141   4.394   4.366   2.381   3.816
[2,] 1087.844 303.568 15.189 700.327 589.423 606.259 922.406 164.452
[3,]  364.030 299.198  3.215 679.714 708.007 652.585 484.115  56.028
      [,59]   [,60]   [,61]  [,62]  [,63]   [,64]   [,65]  [,66]   [,67]
[1,]  1.201   3.726   1.998   4.01  3.614   4.055   5.581  1.771   4.833
[2,] 23.821 456.151  56.125 177.49 47.689 479.454 726.639 22.486 662.044
[3,] 13.239 823.913 109.688 391.42 70.206 266.779 252.069 14.943 156.189
       [,68]   [,69]   [,70]  [,71]  [,72]  [,73]   [,74]  [,75]   [,76]
[1,]   4.191   3.649   1.945  4.613  4.756  6.243   5.797  6.281   5.432
[2,] 136.435 886.987 139.813 67.245 25.445 51.968 798.752 26.016 913.713
[3,]  12.837 537.791  87.754 79.570 28.978 23.934  29.109 16.369 150.355
        [,77] [,78] [,79]  [,80]    [,81]   [,82]   [,83] [,84]   [,85]
[1,]    3.159 1.340   3.2  2.869    3.205   2.393   3.141  1.65   3.907
[2,] 1117.648 2.788 882.3 77.271  604.032  30.750 263.870 10.87 783.849
[3,]  456.000 4.269 876.2 20.392 1020.347 180.906 328.729 19.24 177.125
      [,86]   [,87]   [,88]   [,89]   [,90] [,91]  [,92]   [,93]  [,94]
[1,]  3.736   9.245   8.456   1.114   1.254  2.13  2.022   3.369  2.591
[2,] 32.423  55.413 114.418 199.221 391.858 61.72 75.735 145.246 18.764
[3,] 69.055 130.223 297.278 253.174  29.976 89.73 56.140 291.798 67.070
       [,95]   [,96]   [,97]   [,98]
[1,]   3.708   22.71   16.16    7.35
[2,] 248.042 1895.64 1237.83  452.30
[3,] 390.373 2242.52  772.48 1036.76
[1] "--- VAR model 2017-10-03 19:31:00  completed"
[1] "Completed training sample:  2017-10-03 19:31:00 - 2017-10-04 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 20:01:00 - 2017-10-04 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.01699         0.16350          56.07         -4.692
         0.01678         0.10470        -239.55         -2.560
        -0.02361        -0.09446         834.52         -0.952
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.8988              0                0          0.31839
        -2.3013              0                0          0.10206
        -2.6844              0                0         -0.01655
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.3781          -2.3994         -1.29032           -3.950
           0.1477           0.1458         -0.25290           -2.693
           0.3883          -0.0614          0.03766           -3.090
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.17733         -2.45455         -1.95605          -0.8209
         -0.01831         -1.44012         -1.40949          -0.1928
         -0.06167          0.07645         -0.09453           0.4515
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.560           -0.629          -0.9694          -0.6284
           -3.431           -2.694          -1.1352          -0.5631
           -1.173           -2.441          -1.6420          -1.8450
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.7588                0           -1.647           -1.841
          -1.2015                0           -3.021           -1.874
          -0.7523                0           -1.533           -1.955
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -2.6656          -3.9582           0.8371
                0          -0.8991          -0.6162           0.4250
                0          -1.5944          -1.4696           0.2031
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.407                0          -2.6187           -1.357
           -2.607                0          -3.3934           -1.233
           -1.090                0          -0.7264           -0.935
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4737           -1.934           -1.289           -1.365
          -0.5889           -4.131           -2.912           -2.295
          -0.3427           -1.662           -2.966           -3.459
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3530          -0.2564           0.3822                0
           0.2265           1.5373           0.4018                0
           0.2491          -0.7871           0.1563                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -1.9845           -1.975
                0                0          -0.8138           -1.863
                0                0          -1.5626           -2.234
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.26613                0          -0.9158                0
          0.09147                0          -1.6215                0
          0.05466                0          -1.5200                0
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.7559           0.2151          1.79433           0.2366
           1.6053          -0.2702         -0.06827           0.2556
           0.5987          -0.3326         -0.16338           0.4030
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        0.0152256           1.0441          0.32616          -0.6556
       -0.1280205           0.4986          1.39358           1.0632
       -0.0009749          -0.4377          0.04769           0.1260
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.707                0          0.05947           2.9993
            0.277                0          0.02286          -1.9239
            1.220                0          0.02198           0.5856
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.28269           1.8419                0         0.003687
         -0.05021          -0.5748                0         1.619034
          0.05618          -0.0423                0        -1.272014
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.425        -0.030717          -2.2781                0
            2.165         0.003982           1.7610                0
           -1.172        -0.001634           0.2476                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.2588           0.1806          0.06082          0.01158
          -0.6956          -0.2683          0.09423         -0.02310
           1.6731           0.2020          0.02153         -0.02855
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
        -0.054170          0.71923          0.24727          0.21955
        -0.001497         -0.07321         -0.08817          0.27825
        -0.002985          0.09728          0.13076          0.07795
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6489                0          -0.6125                0
           0.4134                0           0.7913                0
          -0.1920                0           0.1313                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.5468         -0.43799         -0.06110         0.149892
           0.5294         -0.05294          0.45975        -0.011392
           0.3184          0.10080         -0.05119         0.007043
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5954           0.3077         -0.22490         0.030505
           1.0106           0.1289         -0.08924         0.045677
           0.2739          -0.2217          0.33532         0.004568
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.6652                0          0.00000            206.9
          -0.4909                0          0.08567            201.3
          -0.1841                0          0.04469            174.9
 rnd_95776.volume rnd_95787.volume
          -0.1786           -1.310
          -1.3291           -1.890
          -2.1258           -1.818
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.374 2.707 70.06 3.058 4.088 1.276 1.628 3.434 4.587 3.295 2.284
[2,] 3.374 2.717 70.11 3.927 4.717 1.285 1.642 3.441 4.592 4.366 2.627
[3,] 3.381 2.720 70.96 4.628 4.930 1.295 1.676 3.443 4.592 4.368 2.653
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.300 2.594 2.991 3.490 4.289 3.760 3.027 6.116 4.605 7.135  3.38
[2,] 3.985 2.607 3.308 3.679 4.344 4.204 4.260 7.064 5.323 7.319  3.41
[3,] 4.160 2.607 3.543 3.889 4.383 4.558 4.441 7.128 5.575 7.457  3.42
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.001 5.550 1.470 3.826 3.746 3.577 3.064 1.847 3.072 3.802 2.280
[2,] 12.551 5.687 1.470 4.621 5.218 3.580 4.203 1.854 3.778 3.879 2.308
[3,] 12.863 6.491 1.472 6.138 5.787 3.669 4.816 1.860 4.985 3.996 2.356
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.382 3.364 3.600 3.934 3.273 3.309 1.147 2.689 0.8971 3.005 2.802
[2,] 4.607 4.325 4.501 3.982 3.603 3.315 1.147 2.744 0.8985 3.388 3.507
[3,] 5.272 4.550 4.746 4.027 3.704 3.336 1.152 2.745 0.9039 3.692 3.812
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.812 1.487 3.459 3.208 4.772 2.475 3.895 3.934 1.674 3.865 3.270
[2,] 2.816 1.490 3.704 3.224 4.774 2.593 4.608 4.043 1.674 4.759 3.786
[3,] 2.866 1.490 3.833 3.257 4.929 2.609 4.916 4.166 1.674 4.875 4.240
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.211 1.756 2.812 0.9114 2.718 1.525 2.985 2.620 3.021 4.187 1.266
[2,] 3.766 3.509 2.852 0.9154 3.008 1.535 3.032 2.632 3.386 4.850 1.269
[3,] 4.421 3.886 2.855 0.9163 4.111 1.569 3.279 2.636 3.463 4.902 1.272
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.540 2.980 2.626 1.439 3.290 3.440 4.504 4.268 4.559 4.060 2.335
[2,] 4.155 3.000 3.916 1.500 3.293 3.441 4.507 5.026 4.569 5.023 4.154
[3,] 4.186 3.002 4.275 1.522 3.306 3.443 4.514 5.026 4.569 5.041 4.400
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9849 2.345 2.085 2.366 1.760 2.287 1.035 2.894 2.655 6.545 6.381
[2,] 0.9850 3.683 2.099 3.051 1.762 2.475 1.038 4.004 2.669 6.549 6.382
[3,] 0.9850 4.593 2.099 4.411 1.853 2.594 1.039 4.021 2.672 6.550 6.429
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.7823 0.8962 1.564 1.503 2.445 1.747 2.795 18.37 11.95 5.327
[2,] 0.9801 1.5695 1.588 1.531 2.500 1.747 2.906 19.63 12.59 5.508
[3,] 1.3230 1.5751 1.607 1.539 2.664 1.753 3.199 21.12 12.82 6.269
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]   [,6]    [,7]  [,8]   [,9]
[1,]  4.284  3.438   88.97   3.883   5.191  1.621   2.068  4.36  5.825
[2,]  4.431 72.243  882.90 803.899 767.688 50.005  69.147 74.08 69.297
[3,] 71.651 46.310 3567.15 798.458 467.886 51.068 109.102 40.11  4.642
       [,10] [,11]  [,12]  [,13]   [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   4.184   2.9   4.19  3.294   3.798   4.432   5.446   4.774   3.844
[2,] 934.066 423.5 728.52 84.482 461.246 379.409 225.241 613.661 977.486
[3,]  50.853 121.2 390.27  9.815 413.526 411.102 189.167 573.925 409.151
        [,19]   [,20]   [,21]   [,22]   [,23]    [,24]  [,25]    [,26]
[1,]    7.767   5.847   9.061   4.292   10.16    7.048  1.867    4.858
[2,] 1153.026 870.942 531.817 146.330 3153.92  404.786  1.589  845.373
[3,]  310.294 540.442 466.472  84.996  918.41 1020.721 21.152 1317.802
        [,27]   [,28]   [,29]  [,30]    [,31]   [,32]   [,33]   [,34]
[1,]    4.757   4.543   3.891  2.346    3.901   4.828   2.895   5.565
[2,] 1184.766  46.247 938.414 50.562  717.176 250.001 117.587 463.435
[3,]  815.865 261.595 766.569 50.899 1060.709 313.553 153.615 836.146
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   4.272   4.571   4.996   4.156   4.202  1.456   3.415  1.139   3.815
[2,] 886.798 881.221 200.372 491.660  67.622 13.738 178.770 16.261 510.772
[3,] 460.273 490.943 195.384 279.311 119.274 32.124  17.050 32.297 478.526
       [,44]   [,45]  [,46]   [,47]   [,48]  [,49]   [,50]   [,51]   [,52]
[1,]   3.559   3.571  1.888   4.393   4.073   6.06   3.143   4.947   4.996
[2,] 687.689  46.334 33.472 432.135 103.798  49.00 251.966 803.110 303.690
[3,] 487.494 174.866  4.175 320.848 152.643 398.95  95.979 558.378 327.970
     [,53]   [,54]   [,55]   [,56]  [,57]   [,58]  [,59]   [,60]   [,61]
[1,] 2.126   4.907   4.152   4.077   2.23   3.571  1.157   3.452   1.936
[2,] 3.585 905.965 622.387 641.708 990.90 154.924 28.092 419.795  56.937
[3,] 8.463 345.025 622.694 755.368 544.60  41.755 13.084 914.239 107.373
       [,62]  [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]   [,70]
[1,]   3.791  3.327   3.837   5.317  1.608   4.495   3.784   3.335   1.827
[2,] 171.755 83.133 498.978 798.347 26.232 709.624 113.551 947.333 137.969
[3,] 407.226 48.374 235.419 233.638 27.069 166.178  31.132 559.365  84.706
      [,71]  [,72] [,73]   [,74]  [,75]   [,76]    [,77] [,78]   [,79]
[1,]  4.178  4.368  5.72   5.419  5.789   5.156    2.966 1.251   2.978
[2,] 45.944 25.234 49.81 865.690 99.648 964.733 1120.608 5.071 926.202
[3,] 93.753 42.868 81.38  19.122  7.148 136.660  473.389 2.253 895.217
      [,80]    [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]   [,88]
[1,]  2.647    3.004   2.235   2.904  1.315   3.674  3.372  8.312   8.103
[2,] 80.201  628.138  21.273 309.243 25.687 902.604 88.864 69.229  40.923
[3,]  7.257 1039.257 187.331 252.875 15.901 120.015 37.318 47.856 252.029
        [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   0.9934   1.138  1.986  1.908   3.104  2.218   3.549   23.33   15.17
[2,] 192.5473 420.249 88.973 95.294 169.976 18.374 259.833 2256.68 1295.51
[3,] 289.8744  43.117 79.696 50.843 300.187 44.426 436.530 2539.12  778.30
       [,98]
[1,]   6.764
[2,] 457.272
[3,] 976.573
[1] "--- VAR model 2017-10-03 20:01:00  completed"
[1] "Completed training sample:  2017-10-03 20:01:00 - 2017-10-04 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 20:31:00 - 2017-10-04 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.20916         0.20248       0.006885        -0.6264
        -0.30432         0.03342       0.014503         0.1918
        -0.09213        -0.05631       0.033272         3.6016
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.6332              0           0.3754         -0.12634
         0.3087              0           0.3862         -0.07026
        -0.7709              0           0.2210          0.03560
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.3320          2.46169          -0.1417           -2.536
          -0.2801         -0.07472           0.2233           -2.762
           0.1034         -0.25045           0.0186           -1.252
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1037          -2.5264          -1.5740         -0.26426
           0.3412           0.2506           0.2189          0.01869
           0.5986          -0.9870          -0.8071          0.10302
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.728           0.7557           -2.348         -1.01940
           -4.302           1.0650            1.810          0.01935
           -0.611          -2.3704           -2.498         -0.20588
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.5999          0.28156           10.260           2.1060
           0.6181          0.21117           -1.338          -0.8128
           0.8275          0.08799            2.226          -0.2015
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.11592            0.166           -1.746         0.009897
         -0.09718            4.038            4.248         0.127447
         -0.01137           -1.225           -1.478         0.131183
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -1.0714           0.1241           1.2698          -0.7930
           0.5551           0.1951          -0.8676          -0.6457
           3.2247           0.1259           3.5254          -0.8583
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.3062            1.564           0.5637          0.05866
          -0.4004           -2.008          -0.2216          0.70874
           0.3357            1.807          -0.1347         -1.10503
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.045007        -0.008699           0.4114                0
         0.006549         0.495829           0.6642                0
         0.007166         0.588237           0.3477                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -2.3645         -0.41012
                0                0           0.2929         -0.53695
                0                0          -0.3581         -0.02027
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3932          0.08457           0.7600           0.1327
           0.5731          0.01407          -0.5663           0.2687
           0.2618          0.08631          -1.0716           0.3359
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8681          0.90910           1.8045                0
           0.3914          0.12313           2.4399                0
           0.1951         -0.04721           0.5596                0
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1340          -0.6923          -0.5071           2.1182
          -0.1578           1.3780           1.0266          -0.1925
          -0.1423           1.1174           1.4938           1.0587
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.6473          -0.4201        -0.021404           0.9743
          -0.2443          -0.2919        -0.019219           0.9686
           0.8205          -0.2808        -0.001886          -0.1504
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1769           0.7546         -0.26690        -0.004748
          -0.5917           0.8006          0.15174         0.803291
          -0.3457           0.9727         -0.05645         0.828953
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.1388       -0.0324470          -0.1176          -0.1267
           0.7136       -0.0009418           0.7021           0.1279
           1.5150       -0.0030946           1.1654          -0.2001
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.5989          0.62291         -0.17882         -0.11357
          -0.1842         -0.01229         -0.07124         -0.15807
           0.6909          0.07807         -0.03023         -0.04356
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.17648          -0.2408        -0.102981         -1.04921
         -0.15198          -0.2884         0.099520          0.11214
          0.01135          -0.1282         0.005627          0.06749
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -1.87431                0          -1.8506                0
         -0.08669                0          -0.4746                0
         -0.18309                0           0.1803                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -4.48288          -0.4502         -0.09745                0
         -1.57517          -0.5872          0.49658                0
          0.09164          -0.1825          0.70474                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5379          0.10461           0.1581         0.092526
           0.6333          0.08654           0.3298        -0.107717
           0.6264         -0.03351           0.2641        -0.009606
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.7455          0.15567          -0.3036            236.3
           0.6016          0.05759          -0.4840            231.0
           0.4261          0.01718          -0.5235            232.0
 rnd_95776.volume rnd_95787.volume
            3.745           2.6529
            1.263          -1.1696
           -1.644          -0.3785
Standard Errors of predictions:  
      [,1]  [,2] [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.094 2.369 70.1 2.874 3.941 1.169 1.507 3.191 4.311 3.139 2.083
[2,] 3.095 2.385 70.1 3.615 4.488 1.173 1.520 3.195 4.315 4.162 2.352
[3,] 3.099 2.397 70.1 4.306 4.695 1.183 1.549 3.195 4.318 4.164 2.379
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.073 2.391 2.896 3.345 4.309 3.549 3.052 5.805 4.227 6.358 3.062
[2,] 3.731 2.393 3.199 3.550 4.315 3.991 4.161 6.655 4.879 6.407 3.076
[3,] 3.849 2.393 3.454 3.772 4.315 4.347 4.348 6.732 5.095 6.728 3.083
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.635 5.084 1.303 3.563 3.491 3.292 2.927 1.767 2.909 3.452 2.117
[2,] 11.331 5.561 1.304 4.348 4.725 3.293 3.904 1.774 3.515 3.544 2.141
[3,] 11.418 5.587 1.305 5.562 5.765 3.398 4.505 1.785 4.576 3.653 2.223
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.176 3.199 3.384 3.675 3.092 3.066 1.043 2.298 0.8275 2.790 2.713
[2,] 4.402 4.084 4.285 3.713 3.376 3.066 1.045 2.348 0.8288 3.154 3.417
[3,] 5.014 4.274 4.553 3.759 3.503 3.089 1.051 2.352 0.8361 3.405 3.785
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.675 1.333 3.192 2.931 4.580 2.346 3.644 3.453 1.521 3.517 3.108
[2,] 2.680 1.334 3.420 2.944 4.580 2.454 4.329 3.574 1.521 4.427 3.628
[3,] 2.718 1.334 3.560 3.006 4.702 2.469 4.587 3.647 1.521 4.537 4.093
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.847 1.621 2.590 0.8786 2.582 1.467 2.685 2.419 2.586 3.904 1.201
[2,] 3.319 3.301 2.652 0.8810 2.821 1.476 2.731 2.442 3.233 4.526 1.201
[3,] 4.109 3.658 2.653 0.8814 3.748 1.510 2.971 2.442 3.307 4.604 1.207
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.272 2.718 2.391 1.383 3.031 3.159 4.037 3.999 4.244 3.818 2.153
[2,] 3.760 2.731 3.378 1.442 3.033 3.160 4.040 4.626 4.259 4.625 3.814
[3,] 3.823 2.734 3.784 1.460 3.040 3.161 4.054 4.626 4.262 4.633 4.050
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8973 2.193 1.931 2.216 1.597 2.095 0.9268 2.542 2.332 5.793 5.846
[2,] 0.8975 3.461 1.954 2.812 1.602 2.260 0.9286 3.518 2.345 5.793 5.856
[3,] 0.8980 4.275 1.954 4.014 1.697 2.355 0.9287 3.527 2.354 5.796 5.862
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.7308 0.8133 1.473 1.383 2.298 1.451 2.555 18.07 11.45 5.000
[2,] 0.9189 1.4124 1.496 1.420 2.351 1.451 2.682 19.23 11.95 5.507
[3,] 1.1946 1.4230 1.517 1.429 2.469 1.459 2.957 20.82 12.15 5.591
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]    [,5]   [,6]    [,7]   [,8]   [,9]
[1,]  3.929   3.009  89.02   3.649   5.005  1.484   1.914  4.052  5.474
[2,] 29.579 104.654  70.33 847.898 830.275 35.348  76.428 59.159 73.073
[3,] 56.492  92.897 124.68 905.231 533.212 59.993 114.220 24.736 60.228
        [,10]   [,11]   [,12]  [,13]   [,14]   [,15]  [,16]   [,17]
[1,]    3.986   2.645   3.902  3.036   3.678   4.247  5.472   4.507
[2,] 1057.027 422.548 818.178 39.582 525.461 460.241 89.532 705.475
[3,]   45.337 138.816 366.532 13.107 503.323 493.528  9.583 666.556
        [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]
[1,]    3.876    7.371   5.368   8.074   3.889    9.695   6.456  1.655
[2,] 1093.768 1258.780 942.540 305.599 111.196 3238.293 870.916 17.765
[3,]  488.136  393.619 567.404 793.978  83.421  544.446 211.887 22.399
        [,26]    [,27]   [,28]   [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    4.525    4.433   4.181   3.716  2.244    3.694   4.384   2.688
[2,]  963.642 1231.287  25.417 999.127 60.212  762.951 309.419 125.591
[3,] 1341.680 1277.520 324.568 869.498 76.422 1133.563 343.288 230.390
       [,34]   [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   5.303   4.062    4.297   4.666   3.926   3.893  1.324   2.918
[2,] 537.910 981.983 1016.567 206.842 524.936  16.353 29.170 187.115
[3,] 928.484 486.659  596.043 226.318 360.429 146.772 41.724  51.427
      [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.051   3.543   3.445   3.397  1.693   4.054   3.722   5.815   2.979
[2,] 17.423 569.072 803.414  59.848 21.770 475.105 107.576  27.577 278.210
[3,] 42.818 496.594 630.113 174.491  6.472 381.189 235.870 410.805 105.981
       [,51]   [,52]  [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]   4.627   4.385  1.931    4.466   3.947   3.615    2.058   3.289
[2,] 903.917 356.671 16.263 1039.779 723.377 659.887 1112.316 221.535
[3,] 587.387 280.010 10.668  384.021 732.968 936.494  609.055  19.382
      [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]   [,67]
[1,]  1.116   3.279   1.863   3.409   3.072   3.284   4.957  1.525   4.155
[2,] 25.254 438.683  62.772 194.390 130.470 750.417 885.582 13.535 715.989
[3,]  9.190 954.876 124.190 452.423   3.417 269.834 326.825 44.312 267.212
       [,68]   [,69]   [,70]  [,71]  [,72]   [,73]   [,74]   [,75]
[1,]   3.452   3.037   1.756  3.849  4.012   5.127   5.078   5.389
[2,] 102.419 922.898 157.558 37.848 27.053  62.828 899.097 139.741
[3,]  45.810 658.941  88.960 80.355 36.594 128.049  30.184  57.342
        [,76]    [,77]  [,78]    [,79]   [,80]    [,81]   [,82]  [,83]
[1,]    4.848    2.734  1.139    2.785   2.453    2.814   2.028   2.66
[2,] 1010.053 1217.571  8.245 1035.464 114.507  669.418  49.800 328.09
[3,]   98.700  526.843 11.367  970.622  17.063 1108.175 216.904 256.30
      [,84]   [,85]  [,86]  [,87]   [,88]   [,89]   [,90]  [,91]   [,92]
[1,]  1.177   3.229  2.962  7.356   7.424   0.928   1.033   1.87   1.756
[2,] 22.337 940.487 94.398 21.069 131.420 215.414 446.563 102.34 124.338
[3,]  3.925  97.820 78.103 67.885 101.241 295.229  67.237  95.74  61.635
       [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.918  1.842   3.244   22.94   14.54   6.349
[2,] 192.709 13.187 315.531 2552.94 1322.71 892.633
[3,] 291.363 57.401 481.600 3079.19  860.73 372.082
[1] "--- VAR model 2017-10-03 20:31:00  completed"
[1] "Completed training sample:  2017-10-03 20:31:00 - 2017-10-04 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 21:01:00 - 2017-10-04 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.32536         0.16332        0.03469          4.278
        -0.13076         0.04312        0.03808          4.549
        -0.08757        -0.02435       -0.01999         -1.372
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.074       -0.05306          0.29716          0.25832
          1.608       -0.05459          0.07300         -0.08541
          3.087       -0.05601         -0.03987          0.12464
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4157           -4.461          -1.7622           -6.236
          -0.9741            0.151          -0.2998           -1.904
           0.4566           -0.419          -0.6985           -2.075
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2225         -1.02213           0.4043           1.2103
           0.2163         -2.62022          -3.1384           0.4637
          -0.2751         -0.01869           0.1865          -1.4434
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -1.48717          -1.7139          0.44615           0.7606
         -0.03026          -0.3138         -0.68299          -0.7502
         -4.05932          -1.7955         -0.05421           0.3346
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.7283           0.1429          -2.4458         -1.43760
          -1.8987           0.2071          -0.2527         -0.39077
           0.2041           0.0361          -2.8700          0.01422
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.062971           5.8354           9.5490          0.06205
        -0.033533          -1.2227          -2.5966          0.50509
        -0.003737           0.5088           0.3477          0.50733
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.081          0.07620            1.366           0.2937
            4.703          0.11300            6.683          -0.8586
           -1.010          0.08508           -2.223          -0.3765
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.0627         -0.32415           0.3572            2.558
           0.9161          6.54657           1.5464            1.556
           0.5286          0.01801           3.3388            3.828
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8045           1.5048          -0.2783                0
           0.6581          -0.2534          -0.3076                0
           0.3685           1.8703          -0.3767                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.15290                0           2.9828            1.223
          0.02984                0           0.1074            2.271
          0.02012                0           1.5128            2.415
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4271        0.0861757           0.8238         -0.08247
          -0.3438       -0.0684869           1.1654          0.31189
          -0.1668        0.0001522           1.3175          0.16072
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4446          -0.4187          -2.9417          -0.7093
           0.6060           0.2517           1.2303          -0.6341
           0.3008           0.1423           0.3676          -0.5838
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.20053         -2.81876        -0.008451           0.2981
         -0.12309         -0.02232        -2.160190          -2.8970
          0.01129          0.79806         0.834709           0.3486
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.7092         -0.04249        -0.034444          -0.3714
          -0.3164          0.66745        -0.003887           3.6061
          -1.9296          0.13387        -0.018653          -0.5269
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4429          -0.1025          -0.3552           0.6884
          -0.3088           2.1598           0.2252           0.5378
          -0.1296          -0.0251          -0.1028           2.1667
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.6047         -0.08910           1.3174          0.14707
           0.6396          0.20494          -0.3732          0.03462
           2.6690          0.03406           2.1893          0.01955
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.2667          0.63573        -0.006316          0.18136
           1.1787          0.23608        -0.124439         -0.06302
           0.3417          0.01588        -0.002674         -0.07172
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.12178          0.07444          -0.1348          -1.4115
         -0.13806         -0.12795           0.1910           0.4194
          0.02899         -0.10835          -0.2227           0.1348
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
        -4.412348                0          -6.4904         -0.12835
         0.484842                0          -0.2015          0.12464
         0.001459                0           0.2331          0.03219
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.7956           1.3507         -0.04343         -0.22303
          -3.9022          -1.0359         -0.74537         -0.04206
           0.5500          -0.3936          0.27052          0.18739
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8537          0.12716          0.13483          -0.1284
           0.6334          0.04623         -0.38685           0.2262
           1.1821         -0.05310          0.00961          -0.1125
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
        -0.009493          -0.0688           -1.051            230.6
         1.447050          -0.1797           -1.066            232.2
        -0.113741          -0.0840           -1.055            230.0
 rnd_95776.volume rnd_95787.volume
           2.1605          -2.0084
           1.1209           1.1625
           0.9165          -0.3282
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.955 2.087 70.05 2.715 3.816 1.044 1.468 3.010 3.929 2.790 1.941
[2,] 2.955 2.127 70.05 3.396 4.300 1.052 1.482 3.013 3.929 3.725 2.146
[3,] 2.955 2.130 70.05 4.128 4.512 1.053 1.507 3.013 3.961 3.731 2.172
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.002 2.290 2.996 3.228 3.539 3.212 2.875 5.591 4.099 5.983 3.113
[2,] 3.692 2.291 3.376 3.474 3.573 3.858 3.960 6.276 4.660 6.011 3.142
[3,] 3.828 2.291 3.686 3.778 3.619 4.161 4.199 6.462 4.878 6.301 3.150
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.492 4.837 1.205 3.416 3.326 3.081 2.775 1.694 2.799 3.432 2.082
[2,] 10.719 5.324 1.207 4.305 4.540 3.082 3.774 1.699 3.427 3.540 2.105
[3,] 10.775 5.356 1.207 5.394 5.455 3.179 4.431 1.710 4.381 3.757 2.149
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.739 3.131 3.232 3.194 2.663 2.761 0.9440 2.111 0.7518 2.647 2.612
[2,] 4.221 3.988 3.999 3.234 2.893 2.766 0.9466 2.151 0.7541 2.971 3.252
[3,] 4.606 4.188 4.335 3.242 2.948 2.796 0.9505 2.169 0.7610 3.201 3.581
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.445 1.263 3.045 2.803 4.341 2.263 3.298 3.162 1.458 3.355 2.917
[2,] 2.450 1.263 3.235 2.809 4.342 2.373 4.019 3.266 1.460 4.233 3.342
[3,] 2.492 1.263 3.333 2.847 4.437 2.386 4.364 3.311 1.461 4.320 3.860
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.696 1.474 2.395 0.8522 2.414 1.421 2.569 2.295 2.424 3.606 1.084
[2,] 3.162 3.045 2.444 0.8533 2.610 1.434 2.609 2.307 2.946 4.271 1.084
[3,] 3.951 3.339 2.449 0.8534 3.498 1.466 2.834 2.307 3.054 4.412 1.084
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.006 2.400 2.270 1.334 2.939 2.999 3.677 3.667 3.844 3.414 2.095
[2,] 3.507 2.418 3.281 1.385 2.939 3.000 3.691 4.295 3.869 4.523 3.663
[3,] 3.560 2.419 3.614 1.403 2.950 3.000 3.699 4.298 3.871 4.531 3.884
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8091 2.052 1.804 2.138 1.539 1.977 0.8612 2.400 2.035 5.117 5.430
[2,] 0.8095 3.154 1.837 2.736 1.547 2.111 0.8623 3.118 2.072 5.148 5.435
[3,] 0.8097 4.142 1.837 3.953 1.633 2.191 0.8634 3.135 2.075 5.149 5.446
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.6801 0.7419 1.393 1.265 2.042 1.273 2.357 18.02 10.43 4.652
[2,] 0.8534 1.3081 1.414 1.312 2.075 1.277 2.454 19.20 10.82 5.225
[3,] 1.1059 1.3296 1.432 1.318 2.209 1.286 2.699 20.84 11.03 5.315
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]     [,4]    [,5]   [,6]    [,7]   [,8]    [,9]
[1,]  3.752   2.65  88.95    3.448   4.845  1.326   1.864  3.823   4.990
[2,] 21.588 190.34  81.20  939.539 913.838 59.662  93.628 55.233   4.208
[3,]  7.860  48.09 114.25 1081.652 629.806 16.071 126.480 13.458 229.605
        [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    3.543   2.465   3.812  2.908   3.804   4.099   4.494   4.078
[2,] 1136.911 421.368 990.737 28.292 717.333 591.217 225.751 985.005
[3,]   96.558 153.253 465.349  4.032 682.080 684.413 264.602 718.354
       [,18]  [,19]    [,20]   [,21]   [,22]    [,23]    [,24] [,25]
[1,]    3.65    7.1    5.205   7.598   3.953    9.514    6.142  1.53
[2,] 1255.10 1312.9 1021.166 265.374 197.282 3531.431 1024.905 32.74
[3,]  642.53  710.0  664.270 870.161 103.606  509.346  269.804 18.78
        [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    4.337    4.223   3.912    3.524  2.151    3.554   4.359   2.643
[2,] 1207.644 1423.760  44.149 1178.061 59.504  910.982 398.731 144.791
[3,] 1496.693 1393.175 358.493 1069.943 88.220 1257.628 580.039 198.502
       [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   4.748    3.975    4.105   4.056   3.382   3.506  1.199   2.681
[2,] 902.412 1138.207 1084.365 231.686 519.766  75.946 32.339 189.798
[3,] 849.352  588.634  771.671 107.141 263.365 189.577 39.416 127.975
       [,42]   [,43]   [,44]   [,45]  [,46]   [,47]  [,48]   [,49]   [,50]
[1,]  0.9546   3.361   3.317   3.105  1.603   3.867   3.56   5.512   2.874
[2,] 27.5088 621.762 892.388  70.674 12.988 502.193  82.01  49.283 328.056
[3,] 47.0500 548.804 691.412 209.726 11.656 370.814 215.43 421.229 117.242
        [,51]   [,52]  [,53]    [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    4.188   4.015  1.852    4.261   3.704    3.424    1.872   3.042
[2,] 1058.106 376.819 33.712 1189.242 751.444  761.200 1227.344 223.007
[3,]  783.968 251.671 18.903  396.419 889.834 1091.026  631.227  70.919
      [,59]    [,60]   [,61]   [,62]   [,63]   [,64]   [,65] [,66]   [,67]
[1,]  1.082    3.066   1.804   3.262   2.915   3.078    4.58 1.376   3.817
[2,] 20.183  457.525  90.943 210.460 106.372 771.362 1053.85 4.971 832.208
[3,]  5.671 1072.835 140.730 508.849  19.841 370.184  511.04 6.614 280.685
       [,68]    [,69]   [,70]   [,71]  [,72]   [,73]    [,74]   [,75]
[1,]   3.048    2.882   1.694   3.732  3.808   4.669    4.656   4.881
[2,] 134.174 1091.575 171.677  23.435 40.123 147.993 1030.916 203.056
[3,]  34.913  697.982 102.933 115.505  3.092 110.736   62.758  49.512
        [,76]    [,77]  [,78]    [,79]  [,80]    [,81]   [,82]  [,83]
[1,]    4.335    2.661  1.027    2.605   2.29    2.714   1.955   2.51
[2,] 1366.811 1384.437 11.334 1103.841 159.69  786.641  70.550 340.97
[3,]  126.647  594.457  8.738 1236.713  22.72 1314.698 241.657 270.86
      [,84]   [,85]   [,86]   [,87]   [,88]    [,89]    [,90]   [,91]
[1,]  1.094   3.048   2.584   6.497   6.895   0.8636   0.9421   1.769
[2,] 19.686 916.836 179.903 262.951 107.266 237.5254 496.3245 112.656
[3,] 20.119 150.186  55.022  24.486 162.392 324.0196 109.8010 105.078
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   1.606   2.594  1.616   2.994   22.89   13.25    5.907
[2,] 160.519 169.823 47.054 313.570 3054.36 1312.93 1096.701
[3,]  57.733 348.682 69.626 517.747 3726.84 1002.41  446.843
[1] "--- VAR model 2017-10-03 21:01:00  completed"
[1] "Completed training sample:  2017-10-03 21:01:00 - 2017-10-04 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 21:31:00 - 2017-10-04 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       0.3180734         0.30669      -0.004009         5.4979
      -0.0006344         0.04386       0.003998        -0.7501
      -0.0460796        -0.02852       0.019519         4.1742
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.866       -0.05046          -0.3389           2.1282
          3.643       -0.04173          -0.4770          -0.6098
         -0.531       -0.03293          -0.4180           0.3798
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.8143         -1.54560         1.351540           -2.810
           1.3109          2.43048        -0.004724           -5.049
           0.2862         -0.09781         0.434246           -2.885
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.01725           8.3958           4.8863           0.4401
          0.10982          -0.9766          -1.6500           0.2531
         -0.13360           1.6306          -0.2213          -0.8391
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.8249          -2.9501           -4.751           3.8716
           2.0803           6.7084            1.748           0.1503
          -2.2768          -0.6009            1.893           4.3720
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            1.914           0.9632            8.401            4.954
            2.560           0.5698            4.638            3.055
            1.932           0.2384            5.952            3.199
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.04867           -2.326          -0.4984           1.4877
          0.07386            4.222           4.2175           0.5869
          0.09169            1.515           1.8352           0.9494
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           6.2350           0.2139            8.153           -3.409
          -0.7024           0.1985           -1.458           -1.327
           4.1423           0.1195            3.942           -1.232
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.98576           5.7206            2.698           4.3269
          1.28253           0.7553            3.328           4.7324
          0.04475           2.4700           -1.098          -0.4179
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2975           1.6404          0.23897          -0.1748
           0.1490           1.7709          0.15775           0.1358
           0.1278          -0.3134          0.03895           0.1520
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.111169           0.1732           4.1228           4.7557
         0.178950           0.1188           2.4184           3.3850
         0.006072           0.1139           0.9742           0.8568
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.05082         -0.12481           -1.180           0.3953
          0.45157          0.12854            4.615           0.1144
          0.17119         -0.07502            1.516           1.2468
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.2126          1.15502           4.5998           0.2084
           0.9431         -0.03819           0.6829          -0.1838
           0.6128          0.68059           2.6964           0.2591
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1853           3.2061            2.572           -2.006
           0.2240           3.3190            2.802            1.513
           0.3454          -0.2282            0.503            2.026
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.1885           0.2435         0.007616          2.76816
           1.9799           0.2758         0.021743         -0.08879
           2.4426           0.0649         0.001396          2.18678
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5511           1.7783                0          2.90718
          -0.4809           0.6699                0          1.90436
          -0.3856          -0.3612                0          0.03191
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.2068       -0.0089831           4.3632         -0.14130
           2.0582        0.0421658           1.7966          0.05523
           0.4863       -0.0003271           0.9619         -0.03915
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.069          -0.7333           0.4117            7.399
            2.830           0.4359           1.3549           -1.464
            1.583           0.2375           0.5515            1.352
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.18869           8.0983         -0.05626           2.8472
         -0.13385           0.5482          0.15371          -0.2975
         -0.02973           1.1716         -0.06910           0.3198
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.8614                0         -0.04822         -0.36051
           6.8638                0          4.96127         -0.07208
          -0.7831                0          0.18528         -0.21113
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.7736          0.07279          0.98359          0.25007
          -1.5162         -0.39743          0.76448         -0.18868
           5.6970          1.01805          0.09207         -0.01155
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.5475          0.13222          -0.6789           0.6332
           1.0829         -0.03106          -0.1849          -0.5332
           0.7127         -0.03376          -0.6759          -0.3125
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.33699          -0.2314        -0.008747         -0.16652
         -0.15044          -0.1068         0.036935         -0.16526
         -0.01037          -0.1247         0.144285         -0.05132
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          1.51132          0.06883          -0.8540            240.9
         -0.04744         -0.13997          -0.6491            240.7
          0.24356         -0.08558          -0.7609            242.6
 rnd_95776.volume rnd_95787.volume
            8.540            5.088
            1.259            2.919
            6.761            3.001
Standard Errors of predictions:  
      [,1]  [,2] [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.929 1.881   70 2.531 3.526 0.9228 1.426 3.012 3.775 2.758 1.921
[2,] 2.934 1.908   70 3.259 4.006 0.9301 1.442 3.013 3.780 3.676 2.095
[3,] 2.936 1.909   70 3.974 4.266 0.9307 1.463 3.057 3.821 3.690 2.109
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.019 2.204 2.923 3.240 3.481 3.275 2.758 5.996 4.262 6.176 2.982
[2,] 3.620 2.204 3.326 3.507 3.498 3.930 3.878 6.264 4.440 6.304 3.001
[3,] 3.798 2.205 3.551 3.758 3.532 4.226 4.162 6.492 4.647 6.413 3.023
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.088 4.766 1.048 3.306 3.248 2.882 2.639 1.487 2.750 2.974 1.888
[2,] 10.470 5.448 1.048 4.239 4.445 2.883 3.629 1.497 3.366 2.993 1.905
[3,] 10.643 5.538 1.048 5.350 5.501 2.991 4.250 1.506 4.369 3.093 1.971
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.249 2.928 2.925 2.888 2.357 2.425 0.7956 1.810 0.6931 2.480 2.397
[2,] 3.712 3.794 3.556 2.891 2.708 2.430 0.8223 1.845 0.6958 2.780 3.013
[3,] 4.348 4.034 3.839 2.891 2.782 2.449 0.8314 1.849 0.7001 3.024 3.298
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.279 1.181 2.918 2.403 3.978 2.147 3.008 2.903 1.412 2.977 2.604
[2,] 2.279 1.181 3.050 2.407 3.988 2.230 3.759 3.003 1.413 3.750 3.005
[3,] 2.304 1.182 3.137 2.423 4.081 2.238 4.023 3.026 1.413 3.871 3.483
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.431 1.361 2.148 0.8657 2.320 1.372 2.472 2.098 2.237 2.890 1.076
[2,] 2.918 2.748 2.198 0.8672 2.443 1.389 2.500 2.101 2.684 3.541 1.076
[3,] 3.641 3.016 2.202 0.8674 3.143 1.419 2.699 2.101 2.747 3.607 1.076
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.723 2.064 2.033 1.283 2.971 2.586 3.338 3.390 3.395 3.395 1.985
[2,] 3.198 2.092 3.117 1.323 2.972 3.149 3.375 4.110 3.409 4.229 3.413
[3,] 3.234 2.092 3.398 1.337 2.996 3.169 3.384 4.113 3.421 4.239 3.837
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7549 1.923 1.645 2.012 1.474 1.750 0.7978 2.184 1.795 4.855 4.572
[2,] 0.7549 3.043 1.672 2.509 1.484 1.864 0.7982 2.771 1.826 4.931 4.592
[3,] 0.7558 3.911 1.673 3.516 1.556 1.930 0.8000 2.808 1.827 4.932 4.599
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.6588 0.7355 1.257 1.144 1.908  1.04 2.203 17.86  9.657 4.549
[2,] 0.8157 1.1810 1.278 1.184 1.929  1.04 2.284 19.05 10.024 5.265
[3,] 1.0403 1.1976 1.290 1.191 2.039  1.05 2.531 20.63 10.300 5.373
Root mean square errors of predictions:  
      [,1]    [,2]  [,3]     [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]  3.72   2.389 88.89    3.214   4.477  1.172   1.81   3.825   4.794
[2,] 78.34 155.585 91.23  994.539 921.515 56.078 106.06  41.059  95.511
[3,] 55.99  22.766 98.06 1101.813 711.233 17.153 117.39 249.870 270.393
        [,10]  [,11]   [,12]  [,13]   [,14]   [,15]  [,16]    [,17]
[1,]    3.502   2.44   3.834  2.799   3.712   4.114   4.42    4.159
[2,] 1178.016 404.71 967.350  8.800 769.199 650.490 169.69 1052.044
[3,]  154.197 118.49 556.652 27.095 602.478 654.683 236.38  752.850
        [,18]   [,19]   [,20]   [,21]   [,22]  [,23]    [,24]  [,25]
[1,]    3.502   7.615   5.413   7.843   3.787    9.0    6.052  1.331
[2,] 1320.753 877.272 601.730 611.460 164.023 3733.7 1278.396 13.485
[3,]  732.175 826.233 664.232 571.672 174.204  926.8  481.887  9.572
        [,26]    [,27]  [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    4.198    4.125   3.66    3.352  1.888    3.492   3.776   2.397
[2,] 1285.982 1469.957  31.66 1206.728 83.293  940.669 162.009 122.436
[3,] 1581.124 1570.412 387.00 1072.111 80.461 1349.152 378.484 246.091
        [,34]    [,35]   [,36]  [,37]   [,38]   [,39]  [,40]   [,41]
[1,]    4.125    3.718   3.714  3.668   2.994   3.079   1.01   2.299
[2,]  870.468 1169.134 979.593 59.379 645.539  77.490 100.69 172.737
[3,] 1096.634  664.119 701.832  9.713 308.282 145.502  59.43  54.561
       [,42]  [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  0.8802   3.15   3.044   2.894  1.499   3.705   3.052   5.051   2.727
[2,] 29.4743 608.27 884.262  17.269 11.370 430.992  61.821 139.321 292.332
[3,] 37.3830 576.74 649.771 162.611 18.661 354.324 136.418 419.921  91.704
       [,51]   [,52]  [,53]   [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    3.82   3.686  1.793    3.78   3.306    3.087    1.728   2.727
[2,] 1092.31 373.149 21.866 1105.10 726.856  781.581 1156.887 225.923
[3,]  694.08 179.090 13.575  465.39 852.949 1055.390  601.691  70.544
      [,59]   [,60]   [,61]   [,62]  [,63]  [,64]   [,65] [,66]   [,67]
[1,]  1.099   2.946   1.743   3.139  2.664   2.84   3.669 1.366   3.457
[2,] 24.934 370.836 103.957 180.390 57.162 718.98 991.396 4.829 812.269
[3,]  7.268 957.720 141.288 493.687  5.452 282.00 332.246 3.261 235.328
       [,68]    [,69]  [,70]   [,71]   [,72]   [,73]    [,74]   [,75]
[1,]   2.621    2.582   1.63   3.772   3.284   4.239    4.304   4.312
[2,] 166.770 1144.719 154.96  38.519 870.124 238.390 1126.025 146.056
[3,]   2.385  655.137  95.03 184.482 174.382 120.938   78.222 137.790
        [,76]    [,77]   [,78]    [,79]  [,80]    [,81]   [,82]   [,83]
[1,]    4.311    2.521  0.9586    2.441   2.09    2.555   1.872   2.223
[2,] 1222.006 1344.948  1.2374 1142.686 143.71  726.191  81.147 310.723
[3,]  141.034  849.827 17.2446 1190.671  28.78 1193.558 226.215 242.733
      [,84]   [,85]   [,86]   [,87]   [,88]    [,89]    [,90]   [,91]
[1,]  1.013   2.774   2.279   6.166   5.805   0.8366   0.9339   1.596
[2,] 11.688 826.175 163.837 416.311 208.788 233.0523 447.7137 111.825
[3,] 26.306 218.535  30.737  56.192 119.476 312.7693  96.2345  86.175
       [,92]   [,93] [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   1.453   2.423  1.32   2.798   22.68   12.26    5.776
[2,] 146.812 135.887 11.75 291.350 3214.34 1301.59 1284.310
[3,]  64.037 320.492 71.58 528.505 3832.25 1149.09  518.814
[1] "--- VAR model 2017-10-03 21:31:00  completed"
[1] "Completed training sample:  2017-10-03 21:31:00 - 2017-10-04 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 22:01:00 - 2017-10-04 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9196        -0.29523      -0.033141        -3.0580
          0.6231        -0.00970      -0.009437         0.3601
          0.5615         0.06833      -0.001510        -1.2806
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -9.1338              0           1.9764          -2.6454
        -0.6735              0           0.6304           3.4962
        -0.9360              0           1.3922           0.5736
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.2029           22.383           3.1425           -7.652
           1.2700           -5.304          -0.8578          -19.183
           0.6396            3.025           0.6797          -14.111
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.76764            5.531           -3.098           0.1386
         -0.34925            6.175            6.520          -0.3174
          0.04342           -1.128           -5.289          -0.2058
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.925           -2.275           0.9268          4.16133
            3.107           -1.535          -4.4778          1.43929
            1.394            6.069           2.1454          0.02416
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -3.0015          -0.4407          -1.7655          -1.9784
           0.1574          -0.2944          -4.9663          -1.8595
          -0.3998          -0.1670           0.2006          -0.2264
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.04484           1.5409          -0.3316           2.2995
          0.13190          -0.9039          -1.4217           0.9784
         -0.09446          -1.8450          -2.3570           0.3230
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -3.0591           0.2049          -1.6986          -0.4335
           0.2101           0.1912           0.1828          -1.0262
          -1.3784           0.1648          -1.2980          -0.7980
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3217           -5.633           -8.836          -7.3728
          -0.7058           -2.525           -1.418          -2.1647
          -0.1847           -1.569           -1.134          -0.8137
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.2642         -2.01566          -0.4523         0.071832
           0.6448          0.08887          -0.4068         0.002227
           2.7057          0.84734          -0.2501         0.005988
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.13806          0.01906          -1.8956            5.952
         -0.03633          0.13651          -4.6015           -6.879
         -0.07116          0.01470          -0.8889           -4.756
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.1347           0.6719          -3.8953           0.2841
           0.3050           0.1764           0.0875           1.1655
           0.2103           0.1500          -3.7129           0.2520
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.7129         -0.18030            4.557          -0.5100
          -0.7122          0.02558           -6.432           0.4664
          -0.8739         -0.19597            3.101           0.1456
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.15840            6.693            2.118            1.079
         -0.07166           -1.734            2.990            6.036
         -0.11987           -1.046           -4.169           -2.280
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.317           1.7671         -0.08004            0.649
            1.840           0.4062          0.12432            1.704
            3.147           1.0440         -0.08852            2.379
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7759           0.1197          0.40683           -1.243
          -0.7340           1.1560          0.35137            1.165
          -0.4788           0.9763          0.07009            1.319
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3982          0.61133           1.5811         -0.24033
           1.6242          0.14732          -0.2124          0.09529
           2.1088          0.09523           1.3760         -0.01268
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.549          0.00784           1.1907           2.0595
           -1.507          0.16819           1.1968           0.5414
            1.215         -0.02371           0.5613           0.7539
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3526            2.168          -0.3184           8.3677
           0.6153            1.433           0.1969           1.5727
          -0.3361            1.267           0.1640           0.6795
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           5.4777         -0.02290            2.994          -0.1906
           1.4939         -0.04134            4.101           0.2959
           0.9045         -0.03375            1.427          -0.1308
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.8797          -0.1926           0.1164           0.7141
           7.9982           0.1820           1.3753           0.9091
           0.5853           0.5605          -1.0243           0.4656
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           8.4431           0.4132          -0.3508           0.1388
          -0.5155          -0.1247           0.5297          -1.0259
           1.3100          -0.1414           0.3744          -0.3984
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.34217       -0.0009823           0.7808          0.29222
         -0.02965        0.2753321           0.5338          0.40135
          0.26759        0.3337567           0.4710          0.09376
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2473         -0.29207           -2.195            224.1
           1.1014          0.05083           -2.415            222.0
           0.7647         -0.01675           -2.364            219.2
 rnd_95776.volume rnd_95787.volume
          -6.9248          -2.7924
           1.0945          -3.1884
           0.9835          -0.9605
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.070 1.645 69.98 2.595 2.998 0.9086 1.622 3.833 4.172 2.878 2.042
[2,] 3.092 1.647 69.98 3.664 4.026 0.9095 1.647 3.835 4.172 4.169 2.243
[3,] 3.092 1.652 69.98 4.344 4.527 0.9185 1.661 3.869 4.187 4.199 2.255
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.418 2.247 3.320 3.336 3.596 3.450 2.716 5.934 4.266 6.151 2.983
[2,] 4.059 2.247 3.633 3.519 3.596 3.809 3.951 6.397 4.462 6.191 3.000
[3,] 4.387 2.251 3.746 3.711 3.596 4.127 4.122 6.513 4.757 6.239 3.014
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.604 4.944 1.005 3.710 3.360 2.899 2.763 1.425 2.791 3.416 1.881
[2,] 11.084 5.612 1.005 4.503 4.737 2.902 4.041 1.431 3.563 3.463 1.893
[3,] 11.165 5.679 1.007 5.527 5.870 2.990 4.651 1.440 4.699 3.511 1.963
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.454 2.854 2.914 3.216 2.495 2.238 0.7722 1.718 0.7036 2.534 2.643
[2,] 3.968 3.891 4.008 3.241 2.718 2.246 0.7726 1.753 0.7075 2.847 3.171
[3,] 4.883 4.355 4.455 3.241 2.861 2.263 0.7753 1.762 0.7078 3.055 3.518
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.207 1.165 2.878 2.335 3.570 2.075 2.933 2.551 1.530 2.900 2.585
[2,] 2.209 1.165 3.006 2.335 3.570 2.076 3.703 2.652 1.531 3.576 3.018
[3,] 2.243 1.166 3.099 2.342 3.588 2.082 4.075 2.655 1.533 3.778 3.513
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.409 1.509 2.024 1.004 2.304 1.356 2.284 1.899 2.329 2.706 1.151
[2,] 2.981 2.750 2.068 1.008 2.422 1.373 2.300 1.900 2.570 3.436 1.163
[3,] 3.516 3.080 2.081 1.009 3.056 1.409 2.452 1.908 2.615 3.466 1.164
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.656 1.920 1.947 1.287 3.030 2.412 3.401 3.415 3.438 3.386 2.178
[2,] 3.124 1.936 2.988 1.287 3.042 3.323 3.402 4.323 3.453 4.321 3.588
[3,] 3.140 1.936 3.146 1.292 3.062 3.330 3.406 4.329 3.453 4.330 4.066
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7178 2.024 1.594 2.105 1.403 1.745 0.7773 2.018 1.567 5.035 4.122
[2,] 0.7202 2.928 1.630 2.525 1.425 1.814 0.7778 2.633 1.577 5.142 4.131
[3,] 0.7209 3.863 1.630 3.896 1.449 1.883 0.7782 2.651 1.578 5.148 4.188
     [,89]  [,90] [,91] [,92] [,93]  [,94] [,95] [,96]  [,97] [,98]
[1,] 0.727 0.7774 1.198 1.064 1.860 0.9173 2.008 17.74  8.683 4.707
[2,] 0.846 1.0731 1.215 1.096 1.914 0.9174 2.083 18.95  9.893 5.398
[3,] 1.020 1.0837 1.222 1.097 1.992 0.9320 2.327 20.61 10.223 5.500
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]     [,5]   [,6]   [,7]    [,8]    [,9]
[1,]   3.898  2.089  88.86    3.296    3.808  1.154   2.06   4.867   5.298
[2,] 205.771 47.512 137.26 1449.922 1505.976 21.807 159.05  74.863   7.092
[3,]  12.410 69.341  80.67 1307.717 1160.728 71.891 123.34 288.288 200.792
        [,10]   [,11]   [,12]  [,13]   [,14]   [,15]  [,16]  [,17]
[1,]    3.655   2.593    4.34  2.853   4.216   4.236  4.566   4.38
[2,] 1690.519 520.125 1227.32  9.788 826.965 627.715 22.376 904.86
[3,]  279.346 133.777  932.94 75.669 511.083 660.733 14.271 890.84
        [,18]    [,19]   [,20]   [,21]   [,22]    [,23]    [,24]  [,25]
[1,]    3.449    7.535   5.418   7.811   3.788    9.656    6.279  1.276
[2,] 1608.446 1339.767 732.786 393.727 177.560 4520.218 1488.487 20.240
[3,]  658.160  684.348 924.068 433.610 164.897  750.161  487.307 29.164
        [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    4.711    4.267   3.682    3.508  1.809    3.544   4.337   2.388
[2,] 1430.605 1871.956  72.960 1653.083 77.025 1241.723 319.070 121.501
[3,] 1795.691 1942.706 403.519 1290.831 88.445 1717.260 325.562 290.263
        [,34]    [,35]  [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]    4.386    3.625    3.7   4.084   3.168   2.842  0.9806   2.182
[2,] 1095.290 1482.183 1542.4 223.356 604.290 108.408 13.4387 194.183
[3,] 1595.170 1095.893 1090.5  25.839 501.173 151.717 36.0887 100.379
       [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]  [,50]
[1,]  0.8934   3.218   3.356   2.803  1.479   3.655   2.965   4.533  2.635
[2,] 41.4258 727.517 982.317  47.470 19.951 486.175  14.946   3.588 33.793
[3,] 11.8866 621.538 853.672 218.372 23.196 422.051 100.022 199.571 89.510
        [,51]   [,52]  [,53]    [,54]    [,55]    [,56]    [,57]  [,58]
[1,]    3.725   3.239  1.942    3.683    3.283    3.059    1.917   2.57
[2,] 1266.592 406.199 37.992 1172.092  872.628  984.564 1288.718 237.89
[3,]  953.964  78.579 45.612  684.009 1007.907 1045.014  776.453 129.10
      [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]  [,66]
[1,]  1.275    2.925   1.722   2.901  2.411   2.957    3.436  1.462
[2,] 50.619  420.106 118.964 149.464 36.974 609.806 1186.575 94.245
[3,]  9.390 1044.135 177.279 477.210 95.970 270.044  258.728 20.439
       [,67]   [,68]    [,69]  [,70]   [,71]    [,72]   [,73]    [,74]
[1,]   3.373   2.438    2.473  1.634   3.848    3.063   4.319    4.336
[2,] 922.253 140.090 1270.059  5.650 145.612 1281.098  35.987 1485.919
[3,] 176.575   4.296  553.017 60.745 199.257  117.534 101.071  126.463
       [,75]  [,76]    [,77]   [,78]   [,79]   [,80]    [,81]   [,82]
[1,]   4.366    4.3    2.765  0.9114    2.57   2.024    2.673   1.781
[2,] 177.164 1504.9 1598.567 32.9270 1185.72 190.990  781.681 140.787
[3,]  39.431  157.2 1072.138 18.5855 1412.34  23.071 1663.039 147.038
       [,83]  [,84]   [,85] [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   2.215  0.987   2.562  1.99   6.393   5.234   0.9231   0.9872
[2,] 278.751 16.007 948.057 97.75 585.651 150.828 242.5469 414.6173
[3,] 282.946 14.695 173.837 24.06 143.737 385.845 319.2802  84.8239
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]    [,98]
[1,]   1.521   1.351   2.362  1.165   2.55   22.53   11.03    5.978
[2,] 114.972 147.361 254.086  6.740 309.76 3731.90 2656.48 1480.817
[3,]  74.442  25.411 309.893 92.098 582.18 4547.72 1446.20  591.132
[1] "--- VAR model 2017-10-03 22:01:00  completed"
[1] "Completed training sample:  2017-10-03 22:01:00 - 2017-10-04 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 22:31:00 - 2017-10-04 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.6721       -0.113443       -0.03498      -12.74561
         -0.3176       -0.027661        0.02199      -14.32819
          0.6555        0.005976       -0.01265       -0.03121
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.275         0.1721            3.553            4.315
         -8.269         0.2540            5.025            8.776
        -15.676         0.2166            2.740            8.209
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.843           17.973            6.813           -14.73
            9.041            3.099            2.706           -18.80
           10.308            8.312            2.779           -17.15
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.5357            6.857            5.551           2.1532
           0.4312            4.931            7.993          -0.9098
           0.3374            3.127            3.367           0.8345
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.536            1.662           14.304           15.905
            8.367           10.505            9.359            2.797
            3.362            7.754           16.127           11.057
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -2.3824         0.212810           -3.359           -2.492
          -0.9801         0.005372           -8.949           -3.753
          -0.2403         0.048312           -4.488           -1.391
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.33324        -16.14902         -23.1943            1.457
          0.05243          0.03147          -0.9024            3.570
         -0.10375         -4.24740          -1.9495            2.526
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -12.5203          0.14365           2.4820          -1.6028
         -17.9016          0.14509         -24.3295          -1.5940
          -0.4073          0.09107           0.2511          -0.7574
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5843            5.738           -6.985           -5.912
          -2.2663          -26.487           -1.339            7.371
          -1.2760           -5.115          -18.573          -23.282
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.5537          -0.3557           0.1464        -0.009038
          -0.2186           3.6441           0.2308        -0.139931
           0.1142           0.5586           0.1209        -0.154744
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.3153          0.00776          -0.5143            8.766
          -0.3759         -0.04475          -0.7582           -4.259
          -0.2769         -0.13859          -4.6896            3.263
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5576           0.8462           2.9746           0.1955
          -0.1361           1.1083           2.2251          -0.4208
          -0.2586           0.4423          -0.8101           0.4044
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
        0.0003091           1.2823          -0.2223            1.127
       -0.0777094           0.5047           4.2630            3.402
       -0.0074596           0.4106           2.1532            2.628
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.02199            1.558           8.1105            1.232
          0.72323            6.370          -0.5931            1.612
          0.39235            2.646           3.3935            3.503
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -0.656           -1.125           0.2866           11.826
            8.018           -0.613           0.1246           -1.720
           -2.009            1.226           0.1545            5.858
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.690            4.797          0.35627         -5.31989
           -2.007            2.570         -0.26354          9.12553
           -1.490            2.046         -0.06274          0.03201
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.087           0.4770           -5.676         -0.29080
            5.727           0.2986            2.783         -0.17680
            1.327           0.3812            3.799         -0.05752
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.191           0.3038           0.9827           0.8906
           -5.645          -0.2758          -0.6046           1.0991
            7.498           0.3103           0.1134          -0.1451
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.36604           0.7409           1.0580           9.8092
         -0.02257           0.8114          -0.4569           1.6651
          1.44928          -0.4938          -0.4362          -0.8064
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.0386        0.1886639           -7.879           0.3631
           4.3626        0.0220848            5.928           0.2618
           0.1609       -0.0004302            1.546           0.1794
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.277           1.0875          1.93705          -0.1825
            5.951          -0.8475          0.09508          -0.2742
            1.351           1.0380          0.77899           0.3037
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.2047          -0.5529            1.885           -4.770
           2.1154           0.1743            1.618           -3.485
           0.8297           0.2535            1.068           -1.865
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2342          -2.5243          -0.4783          -0.2172
           0.3477           0.5288          -1.3662          -2.3839
          -0.1782           0.8057          -0.4964           0.4598
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.205         -0.15989           -3.488            229.2
            1.854         -0.12618           -3.180            224.1
            1.586         -0.03341           -3.102            226.0
 rnd_95776.volume rnd_95787.volume
           19.485           -4.419
            7.807           -4.798
           -2.593           -2.531
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.506 1.554 70.04 3.223 3.267 0.7881 1.809 4.322 5.166 3.872 2.123
[2,] 3.541 1.558 70.04 4.232 4.523 0.7881 1.841 4.336 5.201 4.874 2.398
[3,] 3.545 1.558 70.04 4.852 4.930 0.8131 1.892 4.594 5.355 4.893 2.419
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.401 2.369 4.008 3.801 2.420 3.867 2.443 5.882 3.829 6.517 2.830
[2,] 4.555 2.370 4.206 3.991 2.428 4.515 4.237 6.597 4.433 6.532 2.871
[3,] 4.953 2.376 4.370 4.177 2.497 4.740 4.437 7.007 4.801 6.563 2.884
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.40 5.034 1.001 4.031 3.914 3.103 3.253 1.407 3.289 3.626 2.011
[2,] 11.82 5.860 1.001 4.898 5.194 3.121 4.498 1.416 3.943 3.646 2.029
[3,] 11.89 5.927 1.003 6.245 6.296 3.209 5.346 1.430 5.149 3.679 2.101
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.068 3.215 3.420 3.712 2.614 2.154 0.7885 1.852 0.7137 2.868 2.779
[2,] 4.299 4.597 4.642 3.735 2.779 2.162 0.7898 1.888 0.7137 3.123 3.284
[3,] 5.692 5.040 5.273 3.737 2.902 2.185 0.7945 1.890 0.7139 3.426 3.670
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.279 1.342 3.003 2.388 3.152 1.858 3.557 2.592 1.410 2.890 2.915
[2,] 2.284 1.352 3.158 2.388 3.166 1.915 4.083 2.681 1.454 3.321 3.264
[3,] 2.320 1.358 3.224 2.390 3.186 1.921 4.220 2.685 1.469 3.773 3.592
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.463 2.015 2.213 1.073 2.227 1.365 2.231  1.89 2.602 2.729 1.314
[2,] 2.999 2.725 2.221 1.075 2.774 1.379 2.322  1.89 2.898 3.411 1.317
[3,] 3.399 3.336 2.237 1.075 3.120 1.414 2.516  1.90 2.961 3.492 1.322
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.828 1.890 2.435 1.212 3.507 2.596 3.620 3.679 3.860 3.448 2.280
[2,] 3.030 1.904 3.102 1.255 3.541 3.630 3.621 4.735 3.877 4.982 3.709
[3,] 3.080 1.905 3.334 1.267 3.578 3.631 3.622 4.757 3.882 4.984 4.337
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6742 2.616 1.711 2.568 1.366 1.676 0.8387 2.480 1.468 5.168 4.562
[2,] 0.6788 3.355 1.726 3.026 1.382 1.764 0.8404 2.721 1.489 5.216 4.571
[3,] 0.6788 4.694 1.726 4.773 1.428 1.794 0.8410 2.741 1.489 5.230 4.770
      [,89] [,90] [,91]  [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.9836 1.078 1.076 0.9863 1.867 1.098 1.898 17.52  8.207 5.518
[2,] 0.9912 1.180 1.226 1.1483 1.913 1.122 1.974 18.60  9.724 6.065
[3,] 0.9914 1.208 1.240 1.1836 1.982 1.131 2.216 20.14 10.226 6.138
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   4.452  1.974  88.94    4.093    4.149   1.0007   2.298   5.488
[2,] 287.491 56.831 182.98 1585.833 1808.761   0.9254 196.320 200.122
[3,]  95.508 22.065  86.26 1372.888 1134.773 115.8565 253.082 878.370
        [,9]    [,10]   [,11]    [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   6.559    4.916   2.696    5.588   3.008   5.09   4.826   3.073
[2,] 351.916 1711.725 644.863  678.721  31.461 737.92 704.671 114.886
[3,] 736.030  251.568 180.886 1125.567 102.304 686.11 711.341 336.958
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    4.911    3.103    7.469    4.863   8.276   3.593   10.67    6.392
[2,] 1347.195 2001.503 1727.128 1290.773 258.746 279.502 4808.55 1734.678
[3,]  834.509  762.086 1366.577 1067.006 367.340 160.565  739.68  515.459
      [,25]    [,26]   [,27]  [,28]    [,29]   [,30]    [,31]   [,32]
[1,]  1.271    5.118    4.97   3.94    4.131   1.786    4.177   4.604
[2,] 21.512 1609.347 1974.56 195.87 1796.070  94.146 1256.938 220.545
[3,] 32.935 2240.390 2057.09 431.26 1670.948 115.387 1915.051 284.634
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   2.554    5.165    4.082    4.343   4.713   3.319   2.735  1.001
[2,] 154.126  805.382 1899.987 1814.854 242.459 546.218 111.034 26.270
[3,] 316.186 2156.778 1195.728 1447.234  55.530 483.567 181.198 49.914
       [,41]  [,42]   [,43]    [,44]   [,45]  [,46]   [,47]  [,48]   [,49]
[1,]   2.351 0.9063   3.642    3.529   2.894  1.705   3.813  3.032   4.002
[2,] 212.183 1.7532 713.693 1011.809  88.900 91.008 565.090 26.571 175.720
[3,]  48.938 9.2610 815.504  948.142 234.461 78.518 374.683 60.715 205.486
       [,50]    [,51]   [,52]  [,53]    [,54]   [,55]   [,56]    [,57]
[1,]   2.359    4.517   3.291   1.79    3.669   3.702   3.128    2.559
[2,] 268.383 1159.061 397.011 206.10  946.032 849.454 989.480 1060.267
[3,]  92.797  618.472  81.859 122.74 1035.375 866.529 924.846 1113.020
      [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]    [,65]  [,66]
[1,]   2.81  1.363   2.828   1.734   2.833   2.40   3.304    3.465  1.668
[2,] 113.07 37.938 956.541 111.612 372.649  22.25 737.907 1183.264 56.166
[3,] 155.14 17.305 825.104 180.449 560.200 112.00 352.355  433.231 68.375
       [,67]  [,68]    [,69]   [,70]   [,71]    [,72]  [,73]    [,74]
[1,]   3.592   2.40    3.093   1.539   4.453    3.296  4.597    4.672
[2,] 628.495 133.67 1110.648 188.375 284.609 1467.495 53.265 1724.227
[3,] 319.108  32.11  706.769 100.332 297.922   53.365 50.828  261.187
       [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]   [,82]
[1,]   4.902    4.378    2.895  0.8562    3.322   2.172    3.261   1.735
[2,] 210.797 2079.771 1691.869 45.6438 1214.560 133.432  925.727 118.789
[3,] 113.725   82.453 1300.110  1.1186 1898.039  13.499 2134.857 207.615
       [,83]  [,84]   [,85]   [,86]   [,87]   [,88]  [,89]   [,90]   [,91]
[1,]   2.128  1.065   3.149   1.864   6.563   5.794  1.249   1.369   1.366
[2,] 318.834 30.839 648.412 145.896 407.420 159.884 71.124 277.673 340.420
[3,] 187.379 17.584 190.191  10.929 219.394 789.348 11.520 147.161 107.550
       [,92]   [,93]   [,94]  [,95]   [,96]   [,97]    [,98]
[1,]   1.252   2.371   1.394   2.41   22.24   10.42    7.007
[2,] 340.046 239.220 133.974 314.81 3621.39 3015.82 1455.700
[3,] 165.946 301.126  82.597 581.96 4468.43 1829.79  545.378
[1] "--- VAR model 2017-10-03 22:31:00  completed"
[1] "Completed training sample:  2017-10-03 22:31:00 - 2017-10-04 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 23:01:00 - 2017-10-04 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.298         0.25526        0.11822        -18.221
           4.908        -0.05675       -0.02235          4.503
           4.010         0.04241       -0.03525         -8.979
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.072       0.617055            4.845            18.60
        -16.356      -0.071968            2.718            11.62
          2.089       0.007016            4.995            10.46
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           10.322            16.45            6.808           -8.197
            9.666            16.38            4.540           -6.591
           10.407            10.69            4.071           -4.094
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.459            6.831            9.852           0.7799
           -2.114            7.617           10.208           1.6826
           -1.384            7.934           10.251           2.2390
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            9.282            13.79            27.01            17.38
           12.290            10.16            24.52            14.76
           10.536            11.98            25.43            18.11
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.116          -0.7845         -23.1631           -8.523
           -2.152          -0.5584          -7.1578           -4.203
           -1.286          -0.3365          -0.3508           -1.973
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5230            11.73            2.842            4.990
           0.3769           -11.74           -5.942            5.914
          -0.1009            -1.56           -7.249            4.909
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -19.235           0.7147          -20.567          -0.4356
           10.327           0.7805            3.117          -0.7844
           -9.319           0.4309           -4.658          -0.9063
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.3445          -14.533          -0.6028            2.535
          -0.1986           -5.083         -20.6918          -18.826
          -0.2663            2.687           2.7101            2.251
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.266           3.3663           1.0683           0.2047
            1.184           2.6707           0.8142           0.0464
           -0.519          -0.9854           0.4185          -0.2955
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.3611          0.00879           1.9831           -4.025
          -0.6545         -0.19358          -0.9566           -1.801
          -2.9800          0.09756          -8.4162           -8.097
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.688           0.3187           -5.927           -6.761
            5.045           2.6255            1.539           -1.889
            4.728           1.4569           -1.804            2.092
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.1191          -0.2509            1.650            3.784
           0.8067          -0.9526            2.746            2.144
           1.0365           0.2182           -5.481            2.174
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1151            5.280           3.5888           -5.704
           1.4753            8.749           0.8657            5.490
          -1.0471           -5.415           1.9139            4.111
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.218          4.02689          0.15935           0.4792
            4.430          1.03299          0.01806          -1.9061
            2.356         -0.06889          0.04119           4.8164
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9385          3.52121            1.172           9.0854
          -0.2662         -0.14027            2.010           3.2057
          -1.2236          0.05862            1.153           0.2626
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           10.551          -0.3818           -1.013         -0.15819
            6.492          -0.1845            4.938         -0.08479
            2.455           0.0694            1.178         -0.04525
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.604           0.4422            6.226            8.930
            8.195          -0.5210            5.907            3.845
            3.267           0.1763            5.713            4.157
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.2518            9.047           14.847            3.542
           2.0744            4.620           11.752            7.045
           0.3935            4.637            9.867            5.531
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.971        0.1828589            7.225         -1.22916
            8.231        0.0252068            5.353          0.66496
            6.953        0.0009743            6.900          0.02938
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.419           1.4426          0.72802           0.3315
           10.124          -0.2476         -0.05145           0.1721
            9.129           0.1461          0.71785           0.2498
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.8845           0.6751           1.9091          -10.028
           2.8889           0.5523           1.2035          -12.023
           0.4239          -0.1306           0.6607           -8.049
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.094           -6.536          -4.5474           -3.538
            1.203            2.374          -2.1574           -1.950
            0.143            3.040           0.2377            1.603
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          3.28737          0.13356           -5.011            13.42
         -0.08352          0.03294           -5.176            13.37
         -0.36674          0.01975           -4.900            13.46
 rnd_95776.volume rnd_95787.volume
           31.537            3.721
          -26.721           -9.951
            5.637           -1.234
Standard Errors of predictions:  
      [,1]  [,2] [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.632 1.658 70.1 3.714 4.065 0.8126 1.914 5.635 6.451 4.398 2.367
[2,] 3.707 1.662 70.1 4.718 4.947 0.8138 1.982 6.117 6.730 6.123 2.825
[3,] 3.860 1.662 70.1 5.412 5.502 0.8388 1.991 6.314 6.973 6.403 2.915
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.332 2.733 4.298 3.922 2.835 3.928 2.960 4.943 4.094 7.122 2.911
[2,] 5.690 2.763 4.563 4.158 2.855 4.617 4.564 6.010 4.467 7.174 2.972
[3,] 5.970 2.773 4.799 4.377 2.956 4.878 4.801 6.595 4.970 7.199 2.978
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.85 5.715 1.095 4.279 4.408 2.996 3.795 1.355 4.130 4.036 2.312
[2,] 13.41 6.408 1.095 5.921 5.982 3.025 4.887 1.367 4.722 4.043 2.360
[3,] 13.45 6.467 1.096 6.965 6.541 3.058 6.131 1.383 5.662 4.098 2.362
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.977 4.026 4.218 3.828 2.819 2.261 0.7683 2.221 0.7890 3.063 3.016
[2,] 5.193 4.845 5.029 3.860 3.032 2.275 0.7711 2.225 0.7899 3.409 3.556
[3,] 6.038 5.488 5.637 3.860 3.145 2.284 0.7730 2.233 0.7900 3.674 3.938
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.280 1.460 3.174 3.084 3.169 2.049 3.969 2.584 1.553 3.162 3.065
[2,] 2.314 1.504 3.448 3.089 3.205 2.112 4.521 2.712 1.604 3.685 3.410
[3,] 2.403 1.541 3.522 3.273 3.225 2.123 4.674 2.721 1.635 4.072 3.674
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.913 2.280 2.566 1.160 2.611 1.369 2.496 2.092 2.535 2.946 1.519
[2,] 3.397 2.825 2.567 1.166 3.068 1.376 2.544 2.097 3.166 3.894 1.520
[3,] 3.942 3.644 2.619 1.166 3.381 1.428 2.676 2.112 3.209 3.965 1.525
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.147 1.938 2.446 1.400 3.639 2.793 3.911 4.180 4.399 4.122 2.978
[2,] 3.342 1.947 3.290 1.400 3.771 3.817 3.959 5.062 4.592 5.272 4.332
[3,] 3.427 1.947 3.737 1.405 3.848 3.919 4.020 5.122 4.717 5.360 4.796
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6588 2.995 1.853 3.220 1.842 1.709 0.8824 2.776 1.508 5.724 4.801
[2,] 0.6650 3.952 1.857 3.761 1.879 1.816 0.8881 2.982 1.538 5.756 4.802
[3,] 0.6651 4.896 1.859 4.837 1.880 1.849 0.8909 3.019 1.538 5.823 5.170
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.345 1.354 1.411 1.551 1.997 1.229 1.636 20.17  9.128 5.722
[2,] 1.348 1.586 1.589 1.643 2.034 1.261 1.720 22.89 11.043 6.131
[3,] 1.362 1.639 1.590 1.696 2.062 1.266 1.926 25.34 11.679 6.739
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   4.611  2.106  89.02    4.716    5.162   1.032   2.431    7.155
[2,] 462.331 62.725 222.18 1804.827 1748.150  27.403 318.635 1476.659
[3,] 665.752  2.614  87.59 1643.895 1494.200 125.948 118.180  970.081
         [,9]    [,10]   [,11]   [,12]  [,13]   [,14]  [,15] [,16]
[1,]    8.191    5.585   3.005    6.77   3.47   5.458   4.98   3.6
[2,] 1190.774 2642.248 956.485 1232.30 255.62 949.752 857.13 208.7
[3,] 1129.808 1160.939 445.409 1119.76 145.48 921.798 848.21 474.9
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    4.988    3.758    6.277    5.199   9.044   3.696   13.78    7.257
[2,] 1504.251 2154.665 2120.320 1108.433 533.218 373.442 4881.17 1796.582
[3,]  977.016  923.191 1682.803 1350.594 371.769 116.231  707.56  540.327
     [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]  1.39    5.434    5.598   3.804    4.819   1.721    5.245   5.126
[2,] 25.94 2538.053 2507.391 261.639 1910.029 112.449 1419.035 137.876
[3,] 14.38 2274.392 1640.162 275.297 2295.793 130.160 1937.629 417.682
       [,33]   [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.936    6.32    5.112    5.357   4.861   3.579   2.871  0.9756
[2,] 293.243  918.97 1671.907 1698.118 307.206 693.073 153.677 40.8432
[3,]  63.860 1910.82 1598.083 1578.217  38.186 518.305 128.560 33.8552
      [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   2.82  1.002   3.889    3.83   2.895   1.854   4.031   3.916   4.025
[2,]  87.72 22.561 927.884 1168.16 245.970 224.286 834.537 109.191 296.833
[3,] 113.53 10.193 850.853 1049.67 402.703 207.241 447.969 671.615 220.136
       [,50]   [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   2.602    5.04   3.282   1.972    4.015   3.892    3.699    2.895
[2,] 316.852 1342.34 509.596 247.967 1173.778 926.573 1083.995 1033.965
[3,] 133.579  736.35 137.261 195.188 1074.859 847.694 1239.311 1427.602
       [,58]  [,59]   [,60]   [,61]  [,62]   [,63]    [,64]    [,65]
[1,]   3.259  1.473   3.316   1.738   3.17   2.656    3.219    3.741
[2,]  47.115 74.526 998.715  85.854 303.46  89.120 1176.642 1578.847
[3,] 320.232 15.100 881.523 237.602 514.43 158.991  322.488  463.641
      [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]   [,73]
[1,]  1.929   3.997   2.461    3.106  1.778   4.621    3.547   4.967
[2,] 36.051 697.180 114.426 1364.752 10.054 614.161 1613.278 381.546
[3,] 79.716 470.403   3.386 1098.819 72.048 473.555  550.588 432.159
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]  [,80]    [,81]
[1,]    5.308   5.586    5.235    3.782  0.8366    3.803  2.353    4.089
[2,] 1770.215 818.220 2038.268 1950.479 56.3199 1599.021 70.381 1205.225
[3,]  482.942 669.305  597.520 1277.242  2.2761 1792.404 59.150 1885.370
       [,82]   [,83]  [,84]   [,85]   [,86]   [,87]    [,88]   [,89]
[1,]   2.339   2.171  1.121   3.525   1.915   7.268    6.097   1.708
[2,] 229.502 380.575 62.259 674.452 188.543 375.505   69.501  56.558
[3,]  32.808 214.986 43.854 294.141  15.854 547.716 1187.939 120.416
       [,90]   [,91]  [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   1.719   1.791   1.97   2.535   1.561   2.078   25.61   11.59
[2,] 512.840 453.153 335.49 240.775 175.629 328.668 6721.70 3854.80
[3,] 255.564  38.376 261.58 210.859  66.778 537.765 6729.18 2356.35
        [,98]
[1,]    7.267
[2,] 1365.179
[3,] 1734.536
[1] "--- VAR model 2017-10-03 23:01:00  completed"
[1] "Completed training sample:  2017-10-03 23:01:00 - 2017-10-04 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-03 23:31:00 - 2017-10-04 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -2.10443     -0.01619782      -0.001321        -11.700
        -0.07064      0.00314508      -0.174145        -13.431
        -0.16203     -0.00006147      -0.114658         -9.327
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.236         0.5931           3.9332           17.197
         -9.468         0.2176           1.5959           15.524
        -15.364         0.2041          -0.7376            8.665
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           10.012           19.903            6.011           -14.32
            4.073            3.326            2.561           -15.34
            3.953            2.652           -1.017           -11.53
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.241          -4.2882           -9.190           -3.422
           -6.017          -0.6121           -4.904           -2.891
           -8.324          -3.6659           -5.893           -3.029
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -20.947           -33.28           -33.28           -19.96
           -9.215           -12.97           -37.92           -20.72
           -7.411           -12.21           -24.95           -13.38
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
        -2.483628        -0.176080          -23.428           -8.378
         0.001335         0.109491           -6.805           -5.867
         1.924373         0.009607          -10.515           -4.008
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.214584          -15.326          -22.027          -0.9265
        -0.004979          -10.603          -10.445          -0.6541
         0.157060           -2.246           -5.896          -0.7222
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.304         0.003227           -5.716            1.435
          -15.308         0.271919          -16.250            1.314
           -9.339         0.040309           -9.139            0.986
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9683           -2.463           -6.889           -9.919
          -3.3457          -15.086           -6.154           -6.949
          -1.3682          -10.326          -12.939          -11.083
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.8950            4.602          0.13796           0.6987
           1.8331           -2.767          0.04484          -0.2570
          -0.2914           -6.775          0.08409           0.4924
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.025           0.5652           -6.724           -6.762
           -2.162          -0.4259           -4.047          -10.011
           -1.205           0.9274           -3.719           -5.507
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.9620           -1.622           -3.290            4.147
           0.9687           -1.016           -4.007            1.558
           0.2029           -1.587           -4.616            1.341
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.648          -2.1464           -1.466           0.5915
            1.933           0.4936           -2.127           0.9436
            2.169           0.1191            1.030          -1.0603
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.99938           4.3215            1.984           -6.157
          0.09268          -2.8762           -3.785            3.616
          0.28780           0.3764           -2.453           -4.106
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -15.389           0.4236       -0.0074688           -2.481
            3.524          -0.9237       -0.0009872           -6.455
           -2.189          -0.5431       -0.0003086            3.600
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.760           0.6742            2.603            9.483
           -2.923          -5.7923            3.819            1.710
           -2.990           0.4174            3.707           -5.383
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           12.254           0.8572            1.058           1.3940
            4.755          -0.1908            4.882           0.2082
           -2.816          -0.1785           -1.648          -0.0552
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.193           1.6773           6.7481           1.7520
           10.831           0.5220           1.9092           4.2843
            1.906           0.6819          -0.7763           0.9528
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.7768          -3.3142            1.958         -14.9611
          -0.1476           2.5815            2.143          -1.3550
           0.1547           0.6589            1.418          -0.9673
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -9.415           0.5589         -5.65038         -0.21027
           -5.041           0.3096        -10.41391         -0.06486
            2.357           0.1054         -0.05784         -0.16912
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.748          0.08327          0.04855          -0.0970
          -10.186          0.83953         -0.20345          -0.2770
           -2.588         -0.21917         -0.35770           0.2487
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.010         0.178026          -0.4221           -28.68
            1.049         0.106183          -2.1134           -16.44
           -3.456         0.007335          -1.5696           -14.60
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.16552          -0.5523           6.6527           8.9209
         -0.04901           2.7334          -0.3033          -0.4638
          0.16076           0.8174           3.2353          -0.7004
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5949          -0.1389           -5.754            3.957
          -4.9609           0.0665           -5.418            3.444
           1.2860           0.0854           -5.354            4.092
 rnd_95776.volume rnd_95787.volume
          -0.2325           -5.965
           7.9153           -8.957
          -1.6972           -5.317
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.918 1.789 70.25 4.401 4.711 0.7972 1.917 6.312 6.956 4.646 2.629
[2,] 3.977 1.789 70.25 5.260 5.494 0.8039 1.999 6.834 7.326 6.423 2.969
[3,] 4.085 1.789 70.25 6.426 6.086 0.8419 2.004 7.056 7.558 6.634 3.030
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.500 2.863 4.479 4.202 3.184 5.046 3.951 5.607 4.532 10.10 3.438
[2,] 5.814 2.883 4.795 4.496 3.311 5.661 5.481 6.766 5.046 10.66 3.445
[3,] 6.106 2.915 4.914 4.636 3.329 5.952 5.719 7.586 5.616 10.68 3.478
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.67 6.525 1.214 4.743 5.016 3.330 4.499 1.359 5.213 4.376 2.225
[2,] 15.41 6.947 1.216 7.106 7.134 3.435 5.153 1.373 5.884 4.384 2.282
[3,] 15.69 7.165 1.216 7.975 7.508 3.542 6.844 1.390 6.953 4.410 2.369
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 5.585 4.489 4.844 4.139 2.914 2.229 0.8247 2.500 0.9259 3.335 3.046
[2,] 5.984 5.251 5.439 4.188 3.200 2.312 0.8270 2.514 0.9267 3.717 3.799
[3,] 6.779 5.880 5.939 4.190 3.445 2.321 0.8271 2.528 0.9289 3.932 4.103
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.337 1.612 3.733 3.301 3.143 2.318 3.975 2.569 1.680 3.419 3.246
[2,] 2.401 1.642 3.926 3.510 3.216 2.388 5.006 2.582 1.775 3.892 3.647
[3,] 2.475 1.650 4.108 3.536 3.294 2.406 5.261 2.602 1.812 4.443 3.977
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.366 2.617 2.797 1.219 2.895 1.426 2.739 2.200 2.618 3.248 1.645
[2,] 3.776 3.209 2.801 1.230 3.419 1.439 2.889 2.200 3.353 4.275 1.647
[3,] 4.261 3.976 2.853 1.231 3.848 1.501 2.993 2.206 3.415 4.385 1.657
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.188 2.128 2.745 1.434 3.840 3.067 4.102 4.699 4.718 4.308 3.375
[2,] 3.810 2.184 3.638 1.487 3.844 3.950 4.298 5.321 4.932 5.790 4.703
[3,] 3.924 2.188 4.245 1.512 3.993 3.954 4.427 5.328 5.078 5.844 5.197
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7226 3.485 2.098 4.068 1.706 1.848 0.9703 2.543 1.828 6.227 5.118
[2,] 0.7301 4.204 2.099 4.469 1.737 1.938 0.9744 3.131 1.836 6.280 5.245
[3,] 0.7361 5.195 2.099 5.333 1.813 1.988 0.9745 3.203 1.838 6.352 5.720
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.095 1.888 1.628 1.533 2.358 1.415 1.245 19.81 10.79 6.322
[2,] 2.191 2.341 2.159 1.961 2.476 1.443 1.377 22.43 12.29 7.093
[3,] 2.206 2.438 2.278 2.236 2.620 1.443 1.509 24.85 13.26 7.417
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   4.976  2.272  89.21    5.589    5.982   1.012   2.435    8.015
[2,] 404.595 20.677 146.78 1715.003 1682.277  61.606 336.316 1559.483
[3,] 555.246  8.626 180.86 2197.132 1558.454 148.708  84.010 1044.775
         [,9]  [,10]   [,11]    [,12]   [,13]    [,14]   [,15]   [,16]
[1,]    8.833    5.9   3.339    6.984   3.635    5.688   5.336   4.043
[2,] 1367.225 2639.9 820.370 1122.090 204.955 1019.301 952.253 541.348
[3,] 1106.470  986.1 360.238 1110.088 255.831  638.581 672.596 205.361
        [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    6.408    5.017    7.12    5.754   12.82   4.365   17.35    8.286
[2,] 1526.659 2260.819 2254.40 1321.564 2036.31 131.794 4233.16 1419.017
[3,] 1094.308  971.721 2041.53 1466.896  428.83 286.342 1761.07 1044.699
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]  1.541    6.023    6.369   4.229    5.713   1.725    6.619   5.557
[2,] 48.718 3149.206 3019.659 499.802 1495.715 118.560 1624.436 155.848
[3,]  3.933 2154.082 1391.497 515.873 2680.209 128.442 2205.111 285.566
       [,33]    [,34]  [,35]    [,36]   [,37] [,38]  [,39]  [,40]   [,41]
[1,]   2.826    7.092    5.7    6.151   5.256   3.7   2.83  1.047   3.175
[2,] 301.354 1279.355 1621.9 1472.656 378.100 787.9 365.99 36.516 156.411
[3,] 379.392 1895.783 1574.4 1419.874  92.865 759.2 118.98  8.437 157.417
      [,42]   [,43]    [,44]   [,45]   [,46]  [,47]   [,48]   [,49]
[1,]  1.176   4.235    3.869   2.968   2.046   4.74   4.192   3.991
[2,] 23.422 977.196 1350.554 327.856 188.367 723.68 710.110 405.353
[3,] 37.701 762.364  922.263 356.184  96.784 720.65 252.745 423.408
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   2.944    5.047   3.262   2.133    4.342   4.121    4.274    3.323
[2,] 339.962 1811.647 156.193 342.595 1106.685 990.207 1018.454 1105.373
[3,] 175.396  962.392 189.821 214.076 1275.161 944.349 1175.266 1396.698
       [,58]  [,59]    [,60]   [,61]   [,62]  [,63]    [,64]    [,65]
[1,]   3.552  1.548    3.676   1.811   3.478  2.793    3.324    4.125
[2,]  87.929 95.898 1083.108 116.777 546.513 35.134 1247.297 1653.700
[3,] 322.647 30.000 1050.513 254.043 466.304 91.906  385.581  582.302
       [,66]    [,67]   [,68]    [,69]  [,70]   [,71]    [,72]   [,73]
[1,]   2.089    4.048   2.702    3.485   1.82   4.877    3.895   5.209
[2,]  48.683 1242.261 294.620 1421.417 235.39  94.166 1481.846 762.018
[3,] 109.612  556.563  76.173 1301.738 163.52 644.187  100.643 633.553
        [,74]   [,75]   [,76]    [,77]   [,78]    [,79]  [,80]    [,81]
[1,]    5.968   5.991    5.47    4.285  0.9175    4.425  2.664    5.165
[2,] 1485.876 855.663 2302.23 1949.832 62.4545 1399.452 41.621 1100.845
[3,]  157.447 719.048  473.03 1315.650 55.5783 1816.829 12.196 1732.607
       [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]  [,89]
[1,]   2.167   2.346  1.232    3.229   2.322   7.907    6.498   2.66
[2,] 193.546 347.300 53.079 1087.679 101.525 487.325  682.976 382.42
[3,] 309.018 265.747  6.782  402.120  47.592 566.254 1359.384 148.79
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   2.397   2.067   1.947   2.994   1.797   1.582   25.16   13.71
[2,] 823.547 844.277 728.236 451.069 167.346 348.920 6252.77 3499.85
[3,] 406.532 431.856 638.998 508.895  11.904 368.111 6367.75 2964.34
        [,98]
[1,]    8.028
[2,] 1914.604
[3,] 1289.799
[1] "--- VAR model 2017-10-03 23:31:00  completed"
[1] "Completed training sample:  2017-10-03 23:31:00 - 2017-10-04 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 00:01:00 - 2017-10-04 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.185        -0.24229       -0.10451         -15.80
          -2.689        -0.05811       -0.04266         -19.94
          -2.408         0.01693        0.02182         -13.93
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -25.83         0.2522           4.2443            8.173
         -19.37         0.3852           2.0899            9.257
         -25.37         0.4662           0.5062           -1.914
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6188           -1.881          -0.5934           -19.14
           2.2466            6.376          -0.1058           -20.01
           1.3946            1.407           0.6291           -21.00
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.361           -15.07           -11.22           -8.212
           -5.650           -15.15           -13.20           -9.040
           -5.891           -14.23           -11.30           -9.777
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -15.85           -6.531            -9.38           -5.647
           -19.16          -16.482           -17.94           -5.654
           -23.11          -16.870           -19.52           -7.894
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           1.0136            1.228           -5.699          -12.444
           1.6019            1.876           -6.077          -13.288
           0.1163            1.109           -7.587           -8.661
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.4128          -20.553           -22.30           -8.095
           0.9668          -11.224           -15.28           -7.478
           2.6191           -5.445           -11.35           -7.679
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -10.66           0.3511           -13.11          -1.7913
           -24.11           0.4899           -18.52          -1.1709
           -15.05           0.2633           -14.65          -0.5109
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.313           -23.09           -16.38           -23.34
           -4.602           -17.66           -17.54           -12.39
           -4.889           -20.02           -17.57           -17.83
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.838           2.1311            1.344         -0.08238
           -1.977          -4.6892            1.290          0.32139
            1.581          -0.8292            1.251         -0.42416
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.420          -1.3551           -3.988           -11.67
           -3.453          -0.1837           -4.799           -12.89
           -2.766          -1.1034           -6.250           -12.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.0450           0.1950           -6.879            5.146
          -0.9188          -1.3511          -12.816            2.322
          -1.2689          -0.8578           -9.166            1.660
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.639         -1.12165           -3.760            4.154
            2.791         -0.07249            2.517            1.657
            1.078          0.44771           -5.700            1.821
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1603         -3.22575           -2.226          -1.4619
           0.1103          0.51130           -1.974          -3.5529
          -0.1181          0.01448            3.011           0.9479
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.780          -0.1122         -0.40580         -12.0238
            1.090          -0.1476         -0.04185          -0.7838
           -2.221          -0.2201         -0.01591          -1.8795
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.690          -2.5382          -0.3117            3.796
           -4.039          -2.7350           0.2529           -4.614
           -3.813          -0.2499          -0.3041           -2.820
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.624          0.25119            6.454           0.6120
           -3.589          0.21452            2.331           0.4433
           -2.627          0.05906           -4.627          -0.1417
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.110         -0.15946          -1.3997          -6.7709
            5.308          0.18316           0.9978          -1.9291
           -4.210         -0.01139          -2.4728          -0.2742
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.883           -14.49           -9.452          -11.913
           -4.931           -12.47           -7.906           -8.714
           -5.004           -10.90           -9.241           -6.871
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -20.003        -0.296977          -15.950           1.5689
          -12.683         0.006026          -13.338           1.1139
           -9.943         0.122586           -8.485           0.6398
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -13.216           0.3251         0.008157           0.7494
          -15.478           0.5198        -0.495725           0.2830
           -9.851           0.4394         0.367638           0.5200
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           6.5262           1.3449            4.583           -25.68
          -0.5757          -0.4914            3.129           -25.32
          -4.7501           0.2129            3.069           -27.00
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -1.97852           0.9584           8.9692            9.887
         -0.50352           0.6055          -0.1958           -3.006
          0.02361           0.3908           0.4696            2.724
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1570          -0.1383           -7.576           -2.331
          -2.0859          -0.1294           -7.956           -1.962
           0.6709          -0.3467           -7.760           -5.624
 rnd_95776.volume rnd_95787.volume
           11.944          -19.035
           -2.266           -8.328
          -13.703          -10.188
Standard Errors of predictions:  
      [,1]  [,2] [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.333 2.072 70.3 5.202 5.218 0.9595 2.433 7.008 7.621 5.632 2.856
[2,] 4.421 2.078 70.3 5.893 5.823 0.9596 2.562 7.443 8.026 7.124 3.201
[3,] 4.479 2.080 70.3 6.912 6.377 1.0303 2.601 7.676 8.280 7.309 3.281
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.506 3.017 4.758 4.324 3.057 5.221 4.596 6.731 4.937 11.69 3.401
[2,] 5.818 3.071 5.106 4.604 3.199 6.017 5.582 7.245 5.440 11.69 3.407
[3,] 6.052 3.121 5.320 4.790 3.296 6.405 5.805 7.825 5.887 11.69 3.445
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.64 6.749 1.347 5.721 5.791 3.549 5.130 1.419 5.672 4.634 2.298
[2,] 17.07 7.074 1.347 7.443 7.279 3.727 5.852 1.436 6.484 4.643 2.353
[3,] 17.15 7.179 1.416 8.296 7.663 3.877 6.950 1.467 7.313 4.687 2.453
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41] [,42] [,43] [,44]
[1,] 5.980 4.880 5.428 4.479 3.231 2.507 0.9528 2.595 1.281 3.639 3.193
[2,] 6.346 5.603 6.145 4.515 3.857 2.577 0.9595 2.646 1.281 3.971 4.090
[3,] 6.950 6.335 6.515 4.521 4.056 2.580 0.9599 2.668 1.281 4.125 4.325
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.611 1.750 3.583 4.220 3.373 2.525 4.128 2.825 1.851 3.580 3.442
[2,] 2.699 1.792 3.919 4.261 3.483 2.525 5.468 2.853 1.957 4.014 3.904
[3,] 2.756 1.802 4.078 4.482 3.561 2.539 5.680 3.028 2.052 4.876 4.310
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.837 2.849 3.043 1.305 3.066 1.460 3.011 2.318 2.794 4.487 1.788
[2,] 4.233 3.537 3.049 1.319 3.648 1.477 3.032 2.319 3.590 5.499 1.789
[3,] 4.621 4.290 3.066 1.319 4.175 1.535 3.123 2.322 3.640 5.525 1.809
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.618 2.421 3.173 1.559 4.239 4.432 4.536 5.143 4.994 5.090 3.832
[2,] 4.296 2.444 4.130 1.559 4.242 4.995 4.724 5.815 5.306 6.346 4.973
[3,] 4.388 2.479 4.764 1.566 4.463 5.025 4.832 5.844 5.513 6.487 5.412
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7758 3.597 2.353 4.258 1.990 1.952 1.057 2.856 2.601 6.755 5.147
[2,] 0.7797 4.354 2.420 4.660 2.031 2.034 1.065 3.515 2.601 6.804 5.304
[3,] 0.7805 5.298 2.462 5.491 2.079 2.092 1.066 3.624 2.624 6.860 5.724
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.360 2.401 2.043 1.994 2.759 1.529 0.8777 19.29 10.54 6.388
[2,] 2.473 2.877 2.862 2.746 3.022 1.543 0.9085 21.81 13.67 7.295
[3,] 2.474 2.941 3.019 3.085 3.121 1.544 0.9843 24.18 14.28 7.779
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   5.502   2.631  89.27    6.606    6.626   1.218   3.089    8.899
[2,] 602.940 111.473 177.74 1903.406 1776.969   9.821 553.649 1723.676
[3,] 496.036  64.062 211.20 2482.782 1786.063 257.790 306.688 1289.548
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    9.678    7.151   3.626    6.992   3.831    6.043    5.491   3.882
[2,] 1730.353 2999.107 993.763 1292.120 395.524 1272.340 1086.337 648.454
[3,] 1397.372 1122.426 497.641 1145.958 381.396 1027.377  909.790 545.392
       [,17]    [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    6.63    5.837    8.547    6.269  14.84   4.319   18.59    8.571
[2,] 2056.60 2177.210 1843.437 1570.831 111.26 135.399 6030.37 1454.796
[3,] 1508.78 1095.230 2031.463 1547.008 229.50 351.845 1155.67  841.487
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.71    7.264    7.353   4.506    6.515   1.802    7.203   5.885
[2,]  17.89 3273.327 3031.022 782.269 1934.529 153.406 2159.832 197.925
[3,] 299.58 2518.587 1648.267 734.674 2577.567 206.742 2324.923 439.840
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39] [,40]
[1,]   2.919    7.594    6.197    6.893   5.688    4.103   3.183  1.21
[2,] 345.239 1458.214 1892.877 1980.302 388.272 1447.748 412.396 77.81
[3,] 478.053 1948.125 2031.190 1486.797 164.900  862.615  82.862 19.15
       [,41]  [,42]    [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.295  1.626    4.621    4.054   3.315   2.222    4.55   5.359
[2,] 356.066  4.647 1093.877 1757.250 470.632 265.451 1091.15 403.173
[3,] 232.307 31.132  767.092  965.930 382.889 126.178  775.18 955.786
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]
[1,]   4.284   3.206    5.242   3.588   2.351    4.547    4.37    4.872
[2,] 594.961  30.057 2465.128 270.934 436.472 1247.881 1266.86 1229.560
[3,] 509.724 184.497 1055.938 697.562 423.329 1902.382 1255.29 1274.146
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]  [,63]    [,64]
[1,]    3.618   3.864   1.658    3.894   1.854   3.823  2.944    3.547
[2,] 1441.403 130.145 127.514 1359.004 150.830 247.580 34.906 1550.078
[3,] 1668.496 223.308   9.294 1395.493 289.032 513.670 90.451  412.940
        [,65]  [,66]    [,67]   [,68]   [,69]  [,70]   [,71]    [,72]
[1,]    5.697   2.27    4.595   3.075    4.03   1.98   5.383    5.627
[2,] 2186.055  51.05 1592.083 227.426 1817.03  14.60 113.117 1583.539
[3,]  367.037 183.89  615.498 285.345 1632.10 100.05 953.475  380.538
      [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   5.76    6.531    6.342    6.464    4.866  0.9851    4.568   2.987
[2,] 905.79 1864.968 1232.450 2605.255 2179.518 53.8972 1686.683 389.381
[3,] 699.33  401.911 1027.752  925.433 1466.541 24.6770 2074.631 311.654
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.406   2.527   2.479  1.343    3.627   3.303   8.578    6.536
[2,] 1301.614 280.524 392.499 90.046 1408.822  14.224 562.623  881.021
[3,] 1996.363 304.930 336.893 24.313  606.464 240.071 599.601 1478.705
       [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   2.997    3.049    2.595    2.532   3.503   1.942   1.115   24.49
[2,] 507.904 1089.632 1377.657 1297.970 847.561 143.764 161.186 6992.39
[3,]  53.735  419.453  659.524  966.041 537.372  19.436 260.446 7186.26
       [,97]    [,98]
[1,]   13.39    8.111
[2,] 5981.51 2421.662
[3,] 2832.49 1857.580
[1] "--- VAR model 2017-10-04 00:01:00  completed"
[1] "Completed training sample:  2017-10-04 00:01:00 - 2017-10-04 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 00:31:00 - 2017-10-04 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -8.292        0.005401        -0.1015         -17.78
          -5.167       -0.041509        -0.1137         -22.48
          -2.215       -0.019134        -0.0213         -17.87
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.51          2.088            6.717            2.476
         -22.09          1.975            3.683            1.740
         -26.75          2.372            6.856            2.518
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.7281           3.3715         -0.86259           -20.45
           2.3260           3.4495         -0.01429           -18.95
           0.4045           0.4347         -0.17761           -20.12
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.932           -4.178           -6.584           -3.407
           -5.592           -6.337           -5.304           -6.299
           -4.208           -6.652           -5.040           -7.782
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.313           -6.979           -9.337           0.3185
           -8.489           -6.200           -9.361           1.7896
          -12.831           -8.516          -11.065          -0.5330
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.336         -0.08449           -17.37           -15.07
            1.951         -0.68180           -12.27           -10.72
            1.011         -0.41743           -15.69           -10.17
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            4.554          -25.129           -22.48           -4.776
            3.771          -12.694           -18.77           -6.529
            3.938           -5.893           -15.64           -5.839
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -12.34           0.8901           -19.83           -1.334
           -22.68           0.7621           -24.55           -1.115
           -17.61           0.4165           -19.13           -0.719
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.299           -24.04           -20.10           -12.47
           -3.122           -14.73           -16.54           -16.37
           -5.435           -21.43           -17.75           -15.84
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4456          -7.1525          -0.2061           1.2636
           1.2797           6.6139          -0.3970           0.5236
           0.3313           0.5912          -0.0860           0.8491
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.378          -0.3000           -1.766          -11.841
           -2.850           0.2604           -4.226           -7.357
           -3.252          -0.1051           -4.244          -12.697
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.0190          0.30314           -5.871            4.993
           0.1445         -0.64850           -6.732            2.340
          -0.3429          0.09829           -6.260            1.153
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.895           2.3476           4.5254            6.825
            5.000           0.4379          -0.4713            7.788
            1.739           0.1730          -0.8786            6.839
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          1.88311          10.3201           3.4995          -1.4649
         -0.07190          -0.2009           3.7315           8.0973
          0.03056          -0.2333          -0.2291          -0.4107
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.2977          -1.1878          0.53177            7.789
           5.7457          -0.5861          0.04326           -4.077
           2.6747          -0.1349          0.07070            7.535
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.255           3.3731           1.2156          -0.5910
           -3.992           0.8196           0.1407           4.6836
           -4.051           2.0693           0.1240          -0.7038
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.208          -0.1281          -0.7275           1.9876
            4.071           0.5015           2.5743          -0.3858
            1.137           0.1169           3.7070           0.2057
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.2569         -0.24725            1.991          -0.8703
          -0.4102          0.08824            3.395          -4.7519
           5.8477          0.03174            1.687          -1.7216
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.2904           -5.375          -11.870          -14.558
           0.4215           -7.050          -10.276           -8.553
           0.1255           -8.081           -9.348          -10.464
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -9.524          0.08926           -3.790          2.90285
           -8.402         -0.25543           -7.328          1.06395
           -6.405          0.03082           -7.516         -0.03343
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.980            1.524          1.49031          -0.9497
           -7.900            1.022          1.14805           1.2065
           -5.554            1.093          0.04384           0.1380
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -6.4765          -0.5926            4.655           -22.18
           0.8532           0.2694            4.973           -21.41
           4.4766          -0.1118            3.204           -28.88
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.7650            6.038           12.321           13.534
           1.0385            5.731            5.979            6.746
           0.9843            3.543            5.342            3.799
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            5.638          -0.6332           -6.660            5.321
            1.904          -0.3368           -6.679            5.515
           -3.497          -0.1046           -6.679            3.917
 rnd_95776.volume rnd_95787.volume
            1.757           -26.25
            4.141           -12.99
           -1.115           -10.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.697 2.310 70.39 6.117 5.573 1.104 2.686 7.824 8.128 5.977 3.169
[2,] 4.838 2.313 70.39 6.918 6.226 1.104 2.850 8.432 8.680 7.744 3.503
[3,] 4.864 2.317 70.39 7.676 6.494 1.166 2.911 8.570 8.802 7.973 3.602
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.561 3.193 4.741 4.692 3.185 5.949 5.301 8.572 5.433 12.32 3.462
[2,] 5.794 3.251 5.046 5.003 3.316 6.545 6.038 9.251 5.788 12.32 3.465
[3,] 6.031 3.293 5.413 5.157 3.436 6.935 6.192 9.628 6.152 12.34 3.497
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.70 7.309 1.574 7.226 6.545 3.850 5.954 1.531 6.183 4.772 2.305
[2,] 17.40 7.602 1.579 8.641 7.819 4.130 6.644 1.553 6.701 4.789 2.374
[3,] 17.44 7.669 1.650 9.391 8.146 4.335 7.575 1.583 7.324 4.847 2.463
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.371 5.263 5.620 4.778 3.525 2.757 1.041 2.743  1.46 4.034 3.335
[2,] 6.753 5.902 6.156 4.819 4.278 2.802 1.057 2.782  1.46 4.334 4.443
[3,] 7.181 6.388 6.474 4.827 4.419 2.816 1.059 2.805  1.46 4.410 4.657
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.642 1.946 3.588 4.542 3.668 2.548 4.330 3.090 2.010 3.995 3.615
[2,] 2.695 1.965 4.122 4.617 3.787 2.635 5.887 3.227 2.136 4.596 4.121
[3,] 2.773 1.969 4.447 4.944 3.911 2.681 6.058 3.368 2.218 5.553 4.561
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.991 2.996 3.436 1.418 3.221 1.539 3.184 2.437 3.149 4.875 1.887
[2,] 4.458 3.736 3.448 1.425 3.908 1.547 3.214 2.437 3.985 5.942 1.892
[3,] 4.923 4.547 3.473 1.425 4.517 1.616 3.342 2.453 4.053 5.954 1.908
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.774 2.670 3.360 1.611 4.746 4.794 4.989 5.764 5.020 5.574 4.487
[2,] 4.440 2.678 4.461 1.612 4.763 5.333 5.388 6.272 5.382 6.380 5.227
[3,] 4.561 2.712 5.158 1.623 4.952 5.435 5.629 6.365 5.572 6.485 5.644
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8409 4.043 3.164 4.899 2.183 2.151 1.143 3.102 2.785 6.975 5.439
[2,] 0.8447 4.662 3.665 5.245 2.235 2.253 1.149 3.813 2.785 7.035 5.546
[3,] 0.8454 5.463 3.924 5.665 2.269 2.329 1.149 3.937 2.795 7.095 5.961
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.748 2.826 2.436 2.243 3.285 1.704 0.7413 18.78 11.78 7.094
[2,] 2.870 3.538 3.414 3.142 3.488 1.756 0.7759 21.22 14.69 7.822
[3,] 2.881 3.636 3.634 3.645 3.598 1.770 0.8489 23.62 15.55 8.231
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   5.964  2.933  89.39    7.768    7.077   1.402   3.411    9.936
[2,] 823.223 91.683 205.55 2288.427 1965.429  18.011 675.524 2226.351
[3,] 351.025 85.960 245.86 2354.135 1307.231 265.449 418.715 1082.590
        [,9]   [,10]    [,11]    [,12]   [,13]   [,14]    [,15]   [,16]
[1,]   10.32    7.59    4.024    7.062   4.055    6.02    5.959   4.044
[2,] 2157.01 3487.00 1056.503 1150.546 430.182 1223.95 1228.731 655.468
[3,] 1033.23 1343.21  596.042 1186.895 373.221 1386.20  884.212 635.105
        [,17]    [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    7.554    6.731   10.89    6.899  15.64   4.397   18.67    9.282
[2,] 1932.690 2046.436 2462.32 1411.871 173.22 105.557 6594.86 1478.986
[3,] 1623.976  972.300 1890.37 1476.107 496.88 332.952  850.89  717.821
       [,25]    [,26]    [,27]    [,28]   [,29]   [,30]    [,31]  [,32]
[1,]   1.998    9.176    8.311    4.889    7.56   1.944    7.851   6.06
[2,]  91.136 3354.563 3029.051 1059.171 2087.63 185.453 1829.343 281.07
[3,] 339.928 2604.257 1618.264  930.783 2576.84 216.671 2093.403 528.68
       [,33]   [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   2.926    8.09    6.683    7.137   6.067    4.476   3.501   1.322
[2,] 404.090 1584.40 1891.710 1777.437 446.605 1715.905 353.258 127.777
[3,] 462.744 1729.78 1730.410 1419.193 197.819  784.390 198.084  45.183
       [,41] [,42]    [,43]    [,44]   [,45]   [,46]    [,47]    [,48]
[1,]   3.483 1.854    5.122    4.235   3.355   2.471    4.556    5.768
[2,] 329.916 1.460 1122.647 2078.098 376.040 190.178 1437.253  584.961
[3,] 253.914 9.985  574.611  989.203 464.826  96.123 1180.940 1252.277
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]
[1,]   4.658   3.236    5.498   3.924   2.553    5.073    4.59    5.068
[2,] 667.629 476.466 2824.167 658.399 512.283 1609.129 1401.41 1406.957
[3,] 690.364 350.195 1011.614 681.594 421.715 2205.878 1383.43 1478.001
        [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    3.805   4.363   1.801    4.09   1.954   4.044   3.095    3.998
[2,] 1579.597 204.282 101.376 1566.55 111.369 307.582  20.643 1729.572
[3,] 1835.417 295.274   8.264 1604.03 332.293 649.189 197.652  524.513
        [,65]   [,66]    [,67]  [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    6.191   2.397    4.793   3.39    4.267   2.046   6.027    6.088
[2,] 2405.983  94.767 1655.327 144.86 2077.836  46.122 282.205 1653.980
[3,]  259.899 175.993  738.203 304.26 1832.819 134.215 961.189  741.387
        [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]    [,80]
[1,]    6.336    7.319    6.375    7.079    5.698  1.068    5.134    4.018
[2,] 1440.976 1750.908 1372.948 2197.845 1898.584 56.652 1642.595 1309.517
[3,] 1151.972  770.172 1021.360  821.857 1508.059 24.793 2017.313  992.297
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    6.221   2.772   2.731  1.451    3.939   3.537   8.858    6.907
[2,] 1327.233 340.133 474.939 83.308 1570.336   2.968 647.765  764.239
[3,] 1514.640 274.940 416.579  4.752  692.890 167.041 651.299 1549.078
      [,89]    [,90]    [,91]    [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   3.49    3.589    3.094    2.849   4.172   2.164   0.9413   23.84
[2,] 584.13 1506.717 1693.039 1558.101 829.623 298.624 162.1716 6991.22
[3,] 184.99  594.105  882.302 1307.492 625.918 160.867 243.9565 7357.73
       [,97]    [,98]
[1,]   14.96    9.009
[2,] 6210.05 2332.293
[3,] 3608.89 1814.534
[1] "--- VAR model 2017-10-04 00:31:00  completed"
[1] "Completed training sample:  2017-10-04 00:31:00 - 2017-10-04 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 01:01:00 - 2017-10-04 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -2.71081         0.14131       -0.11991         -11.60
        -0.06043         0.10083       -0.12775         -15.17
        -4.22995         0.01973       -0.03613         -13.33
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.41         0.3289            3.779            9.861
         -19.33         1.7051            6.334            9.995
         -18.32         0.1261            5.921           12.587
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.979            7.009           0.3324           -17.95
            1.493            8.245           0.1012           -17.64
            4.734           10.162          -0.2418           -18.55
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.291           -3.463           -6.625           -3.709
           -3.247           -5.640           -5.776           -2.893
           -2.655           -4.830           -4.247           -5.645
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.094           -8.215         0.561061            6.803
           -2.530           -3.976         0.002054            5.896
           -5.348           -5.714         0.410471            4.372
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
        -0.002756           0.5477           -19.43           -8.521
        -0.742889           0.7120           -15.27          -11.664
         1.578548           0.2421            -8.35           -9.619
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.551          -13.254           -18.77           -5.171
            1.252           -8.989           -14.30           -4.523
            2.347           -9.174           -13.93           -5.210
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -11.190           1.1489           -13.50           1.3535
          -13.800           1.2748           -13.10           1.3016
           -8.573           0.9167           -13.37           0.7511
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.029           -3.026           -9.696           -7.005
           -2.477          -15.161           -7.360           -7.452
           -2.351          -11.354          -11.086          -13.010
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -0.597           -2.388           1.5147          -0.5305
           -1.228            1.715           1.2673           0.3309
           -1.054           -4.244           0.9417          -0.2644
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.8611          0.01733         -1.46403           -2.493
          -0.8674          0.05911         -0.06616           -8.320
          -0.7014         -0.00272          0.30526           -4.257
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1554          -0.5615           -6.929           -2.338
           2.1836          -0.6648           -2.950            3.908
           2.2618           0.1550           -5.870            1.068
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.113          -0.4654            7.043            4.652
           -0.409          -0.3217           -1.451            5.597
            1.193           0.3020           -2.292            3.653
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.06508            2.929            4.632           -4.868
          1.28943            7.933            1.904            3.329
         -1.10835           -5.157            1.505            5.680
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.068           1.7221         -0.15361           0.2993
            5.445          -0.1467          0.32823          -5.7218
            3.120           0.2535         -0.04447           4.4447
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.530           5.7529         -0.04787           -5.094
           -4.676          -3.6502         -1.12430            5.279
           -3.569           0.6847         -0.96294           -5.408
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.158          -1.1564            4.164         -0.30680
            5.504           1.0743            2.003         -0.17038
           -3.767           0.3192            1.938         -0.00591
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.955        -0.059475            2.514           -5.210
           -3.728        -0.008990            1.852            1.514
            6.464        -0.005933            1.427           -2.389
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.938          -10.063           -4.561           -4.851
            6.214           -3.457           -5.293           -2.133
            2.534           -2.670           -4.985           -3.612
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.432          -0.1902            1.041            5.040
           -8.463           0.2210           -4.673            3.069
           -3.351           0.1563           -3.372            1.301
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          0.02219          -0.5803           0.4934          -0.2875
         -1.12888           1.0849           1.2868           0.3685
         -5.55457           0.4009          -0.3974          -0.4202
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.191          0.25892            5.831           -12.79
            2.406         -0.28864            6.214           -10.99
           -1.365          0.05542            4.346           -14.28
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.643            9.667           12.287           11.381
            2.235            2.200            4.624            9.366
            1.690            5.122            1.499            1.214
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.968           1.5169           -6.173           2.1964
           -2.438           0.7367           -6.259           1.6280
           -1.311           0.1582           -5.927           0.9815
 rnd_95776.volume rnd_95787.volume
           25.946           -8.325
          -17.607          -12.153
            7.905           -8.937
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.759 2.570 70.47 7.033 6.049 1.190 2.961 8.202 8.775 6.379 3.344
[2,] 4.871 2.572 70.47 7.788 6.614 1.190 3.165 8.538 9.244 8.135 3.724
[3,] 5.068 2.573 70.47 8.457 6.856 1.245 3.259 8.631 9.420 8.302 3.809
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.712 3.743 5.015 5.019 3.229 6.162 5.585 8.984 5.554 12.79 4.005
[2,] 5.949 3.804 5.228 5.264 3.363 6.747 6.194 9.593 5.875 12.79 4.005
[3,] 6.198 3.859 5.694 5.444 3.523 7.227 6.297 9.924 6.234 12.83 4.129
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.37 7.400 1.829 7.258 7.218 3.945 6.470 1.614 6.906 4.932 2.370
[2,] 18.41 7.799 1.842 8.411 8.274 4.286 6.899 1.634 7.619 4.957 2.446
[3,] 18.43 8.112 1.913 9.253 8.560 4.494 7.557 1.667 8.259 5.043 2.500
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.947 5.802 5.913 5.055 3.831 2.967 1.165 3.208 1.611 4.251 3.588
[2,] 7.351 6.560 6.413 5.095 4.563 2.993 1.184 3.228 1.612 4.558 4.586
[3,] 7.625 6.830 6.690 5.097 4.705 3.018 1.186 3.231 1.612 4.654 4.796
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.826 2.273 3.817 4.812 4.268 2.906 4.738 3.310 2.109 4.297 3.806
[2,] 2.897 2.273 4.230 4.943 4.271 2.912 6.455 3.511 2.253 5.037 4.432
[3,] 2.972 2.292 4.541 5.296 4.503 2.926 6.602 3.681 2.347 6.098 4.952
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.182 3.074 3.821 1.548 3.390 1.659 3.022 2.730 3.256 5.017 2.085
[2,] 4.769 3.888 3.824 1.552 4.128 1.673 3.152 2.733 4.145 6.019 2.094
[3,] 5.339 4.843 3.889 1.553 4.820 1.773 3.298 2.782 4.218 6.074 2.112
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.915 2.763 3.474 1.699 5.214 4.973 5.157 5.969 5.327 6.233 5.033
[2,] 4.592 2.775 4.656 1.699 5.292 5.410 5.636 6.319 5.730 6.960 5.724
[3,] 4.745 2.820 5.394 1.707 5.413 5.610 5.924 6.640 5.908 7.065 6.008
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9041 4.711 3.666 5.419 2.650 2.215 1.258 3.398 3.014 7.336 5.888
[2,] 0.9094 5.250 4.299 5.670 2.724 2.347 1.265 4.120 3.015 7.407 5.985
[3,] 0.9128 5.936 4.596 6.008 2.730 2.446 1.265 4.225 3.027 7.501 6.354
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.994 3.208 2.801 2.502 3.629 1.841 0.6921 18.26 12.69 7.436
[2,] 3.120 3.909 3.815 3.634 3.830 1.886 0.7206 20.78 15.93 8.072
[3,] 3.152 4.021 4.043 4.160 3.945 1.899 0.7888 23.36 16.50 8.430
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]     [,5]    [,6]   [,7]    [,8]
[1,]   6.043  3.264  89.48    8.931    7.682   1.511   3.76   10.42
[2,] 675.464 66.374 173.17 2171.016 1735.260  22.587 725.56 1539.75
[3,] 908.537 12.480 256.47 2138.250 1172.074 237.811 505.80  819.19
        [,9]  [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   11.14    8.1    4.246    7.253   4.753    6.368    6.373   4.101
[2,] 1886.12 3276.3 1063.556 1077.691 440.918  958.888 1031.033 610.034
[3,] 1177.30 1073.1  520.113 1129.213 421.657 1464.566  899.383 679.684
        [,17]    [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    7.824    7.092   11.41    7.052  16.25   5.085   19.52    9.397
[2,] 1784.409 1737.378 2181.49 1244.610  45.74  22.380 6572.69 1598.959
[3,] 1679.706  737.268 1649.88 1353.091 649.81 653.153  626.90 1448.265
       [,25]    [,26]    [,27]    [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   2.322    9.216    9.166    5.009    8.216   2.05    8.769   6.263
[2,] 143.665 2759.016 2624.413 1087.309 1553.942 162.40 2089.037 322.710
[3,] 335.811 2501.504 1425.398  877.846 2001.620 214.31 2068.614 603.798
      [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   3.01    8.822    7.368    7.508   6.418    4.865   3.768   1.48
[2,] 393.06 1558.036 1986.531 1610.783 415.743 1607.366 255.232 136.06
[3,] 335.88 1316.281 1234.450 1237.925  88.786  746.222 254.391  40.60
       [,41]  [,42]    [,43]    [,44]   [,45]   [,46]    [,47]    [,48]
[1,]   4.073  2.045    5.398    4.556   3.589   2.887    4.848    6.111
[2,] 233.993 48.666 1068.058 1853.394 413.011   2.335 1183.067  734.351
[3,]  89.886  4.407  610.770  910.999 430.019 188.763 1070.911 1233.645
       [,49]  [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   5.419   3.69    6.016   4.203   2.678    5.457    4.833    5.31
[2,] 101.390 124.51 2844.271 760.885 514.525 1704.531 1473.374 1487.32
[3,] 927.140 186.50  899.570 717.479 426.195 2231.263 1433.106 1557.86
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    3.903   4.852  1.966    4.304   2.106   3.838   3.467    4.135
[2,] 1544.591 106.101 76.980 1528.650 140.408 579.656  78.454 1664.787
[3,] 1874.151 460.643 32.421 1615.263 382.464 631.646 337.046  504.358
        [,65]   [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    6.371   2.648    4.972   3.508    4.411   2.157   6.621    6.315
[2,] 2157.286 122.522 1556.315 168.128 2011.556  35.302 586.144 1382.452
[3,]  531.227 181.242  776.829 326.270 1767.579 105.755 738.312  964.629
        [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]    [,80]
[1,]    6.549    7.579    6.765    7.914    6.391  1.148    5.982    4.655
[2,] 1475.460 1345.926 1368.717 2009.618 1769.289 63.227 1503.757 1457.383
[3,] 1182.856 1324.064  934.841  788.845 1185.627 51.466 1798.172 1054.793
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    6.882   3.365   2.813  1.597    4.314   3.827   9.316    7.476
[2,] 1083.164 408.502 503.371 87.055 1512.315  61.652 664.186  699.447
[3,] 1289.120 123.067 447.074 15.094  607.871 172.880 765.941 1384.773
       [,89]    [,90]    [,91]    [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   3.802    4.074    3.557    3.177   4.609   2.337   0.8788   23.18
[2,] 569.237 1449.237 1680.783 1710.724 794.826 265.144 130.3430 6435.03
[3,] 293.875  612.170  869.408 1313.390 613.438 146.209 208.1858 6928.35
       [,97]    [,98]
[1,]   16.11    9.442
[2,] 6252.05 2038.802
[3,] 2790.14 1575.765
[1] "--- VAR model 2017-10-04 01:01:00  completed"
[1] "Completed training sample:  2017-10-04 01:01:00 - 2017-10-04 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 01:31:00 - 2017-10-04 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.7011         0.32781        0.06006        -0.5551
          0.9876         0.21233        0.01407        -1.0721
          1.6266         0.08634       -0.01630        -1.3772
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.435        0.44333         -0.35481            11.02
         -2.175       -0.25134          0.04145            11.31
         -3.507        0.04774         -0.43296            15.55
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            13.14            9.892            4.419           -17.04
            14.57            8.003            5.324           -16.08
            17.26            9.538            2.751           -18.41
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -0.662            1.251           2.8242          -0.2507
           -1.844            3.051           2.9959          -0.4508
           -1.429            0.844           0.4502          -0.7492
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.5511            6.303            6.353            12.36
           0.2245            1.216            8.786            10.57
          -0.8570            3.056            6.959            10.13
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.1856          0.39226          -1.6384          -0.6751
          -1.0871         -0.16616           1.1736          -3.8189
           0.6103          0.05694          -0.3808          -3.3789
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.4500           -2.678           -5.323          -2.3190
           0.3743           -2.691           -6.433          -0.5464
           0.9070           -2.064           -5.691           0.9594
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           2.6371           0.8173           1.0870           0.9725
          -0.1594           0.6884           2.0782           0.4575
          -0.9214           0.5002           0.6621           0.1755
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -2.26313            2.005          -0.6046           -5.511
         -1.11280           -1.801           2.7870           -3.532
          0.09527           -1.597          -0.4033           -4.524
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.5055           -5.746         -0.47614           0.6967
           0.3006           -4.937         -0.22029          -0.4408
           0.2799           -1.817         -0.05437           0.2283
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8542          0.12814          -3.3955           -9.506
           0.2712          0.12890          -0.8326           -4.087
          -0.4244          0.09086           0.4581           -4.867
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.919          -1.4779           -1.515            4.546
            3.257           1.0291           -7.230           -1.719
            3.952           0.8158           -0.803            0.433
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.8918          0.37032           -9.794           2.0753
           0.5022          0.01035            1.989           0.8376
          -0.1982         -0.09148           -3.726           0.4003
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.2598           -4.729           -1.468           -2.704
          -1.1684           -5.409           -5.668           -4.125
           0.5796            2.139            1.444           -3.534
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.8182        -0.194159          -0.1754           -6.808
          -0.9144        -0.045922           0.1215           -5.019
          -6.3451        -0.008585           0.1012           -3.752
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.822          -4.1412           0.9547          -0.2434
           -2.206          -1.9637           0.1987          -3.6447
           -1.952          -0.6142           0.7402          -2.1758
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.619           0.3158           0.5578         -0.01115
           -3.028          -0.6170          -2.3117         -1.70082
           -1.801          -0.2599          -2.8289          0.44915
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6918          0.24516            3.959            5.750
          -0.2167          0.27812            4.126            4.696
          -3.7563          0.07836            5.447            3.327
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6905           -1.643            1.281           2.1937
           1.1416            4.341            1.640          -1.0086
           0.1397            4.473            2.749           0.9321
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.1762          -0.3161           -1.379           1.6879
          -0.3671          -0.0246            2.314           1.2930
           3.3669          -0.4418            0.402           0.2961
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -5.29549           0.9911          -0.3194         -0.13625
          0.04843           1.2534          -1.5944          0.12874
         -0.27167          -0.3065           0.4610         -0.04125
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.908           0.6142          -1.4998            2.093
           -5.694           0.3187          -0.8410            4.178
           -1.387          -0.0562          -0.4524           -3.168
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9531         -0.01937          3.68454           1.7820
           1.3248          0.49021          0.03667          -0.6390
           1.1065          0.98323          2.36781           0.1099
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.9337         -0.10582           -5.523           1.6984
          -0.9513         -0.21094           -5.830           0.9932
          -1.9162         -0.03051           -5.511           0.9259
 rnd_95776.volume rnd_95787.volume
           -9.783           -3.265
            5.112           -4.406
          -18.177           -4.057
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.093 2.758 70.51 7.180 6.751 1.324 3.156 8.595 9.065 6.528 3.471
[2,] 5.226 2.766 70.51 7.748 7.131 1.325 3.419 8.875 9.419 8.436 3.878
[3,] 5.398 2.767 70.52 8.382 7.387 1.420 3.511 8.957 9.558 8.582 3.954
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 6.068 3.833 5.300 5.101 3.472 6.604 5.997  9.379 6.241 13.11 4.122
[2,] 6.267 3.909 5.514 5.579 3.641 7.148 6.567 10.063 6.503 13.11 4.122
[3,] 6.484 3.957 6.019 5.697 3.769 7.554 6.692 10.413 6.938 13.15 4.240
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.91 7.957 1.924 7.592 7.573 4.312 6.742 1.697 7.102 5.250 2.489
[2,] 19.52 8.407 1.942 8.874 8.760 4.631 7.203 1.726 7.663 5.281 2.566
[3,] 19.55 8.942 1.994 9.874 9.063 4.865 7.955 1.766 8.272 5.333 2.608
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.430 6.417 6.513 5.426 4.249 3.164 1.288 3.442 1.719 4.405 3.783
[2,] 7.807 7.071 6.984 5.462 5.034 3.188 1.307 3.503 1.720 4.734 4.840
[3,] 7.992 7.300 7.233 5.466 5.240 3.207 1.307 3.519 1.720 4.852 5.010
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.124 2.417 4.067 5.051 4.605 3.089 5.005 3.617 2.337 4.609 4.088
[2,] 3.141 2.417 4.593 5.226 4.606 3.091 6.883 3.860 2.499 5.231 4.797
[3,] 3.207 2.436 4.890 5.613 4.830 3.097 7.066 4.038 2.600 6.344 5.497
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.400 3.190 4.076 1.592 4.082 1.716 3.290 2.881 3.407 5.190 2.207
[2,] 5.043 4.122 4.076 1.596 4.319 1.730 3.339 2.881 4.359 6.266 2.214
[3,] 5.529 5.117 4.149 1.597 5.113 1.822 3.561 2.931 4.420 6.291 2.223
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.580 2.923 3.586 1.759 5.617 5.257 5.415 6.295 5.855 6.338 5.323
[2,] 4.811 2.935 4.857 1.760 5.741 5.712 5.852 6.642 6.087 7.203 6.096
[3,] 5.005 2.969 5.620 1.766 5.816 5.877 6.119 6.952 6.322 7.312 6.327
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.120 4.993 4.138 5.864 2.942 2.396 1.500 3.523 3.199 7.734 6.611
[2,] 1.168 5.488 4.641 6.092 3.015 2.544 1.506 4.342 3.204 7.812 6.745
[3,] 1.181 6.137 4.936 6.377 3.018 2.659 1.507 4.467 3.220 7.935 7.361
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.217 3.386 2.960 2.766 3.804 2.044 0.7241 17.85 13.29 7.776
[2,] 3.382 4.134 3.889 3.893 4.012 2.067 0.7575 20.41 16.77 8.375
[3,] 3.409 4.271 4.172 4.469 4.111 2.080 0.8290 22.96 17.44 8.800
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   6.467   3.502  89.54    9.118    8.572   1.681   4.007   10.91
[2,] 693.650 122.179 165.99 1719.359 1356.097  38.211 776.425 1305.15
[3,] 797.813  55.950 250.50 1888.280 1138.105 300.869 471.958  714.05
        [,9]   [,10]    [,11]   [,12]   [,13]   [,14]    [,15]   [,16]
[1,]   11.51    8.29    4.408   7.706   4.867    6.73    6.477   4.409
[2,] 1512.09 3154.82 1020.433 925.008 454.676  897.62 1333.778 645.861
[3,]  958.37  931.72  454.993 981.704 363.576 1424.27  682.113 576.087
        [,17]    [,18]   [,19]    [,20]  [,21]   [,22]  [,23]  [,24]
[1,]    8.386    7.616   11.91    7.926  16.64   5.235   20.2   10.1
[2,] 1614.384 1579.602 2153.06 1078.741  53.89  21.390 6678.8 1602.9
[3,] 1442.950  759.067 1581.90 1427.770 642.11 584.863  653.1 1798.5
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   2.444    9.641    9.616   5.475    8.561   2.155    9.018   6.666
[2,] 154.965 2712.043 2599.524 997.802 1498.172 187.645 1699.402 338.882
[3,] 267.267 2557.549 1373.781 880.676 1992.869 220.726 1839.409 437.050
       [,33]    [,34]    [,35]   [,36]  [,37]    [,38]   [,39]   [,40]
[1,]   3.161    9.435    8.148    8.27   6.89    5.395   4.017   1.635
[2,] 369.465 1415.269 1753.780 1488.41 370.69 1593.643 233.368 132.001
[3,] 274.496 1008.243 1070.754 1110.96 109.59  859.744 202.221   3.426
       [,41]  [,42]    [,43]    [,44]   [,45]   [,46]    [,47]    [,48]
[1,]   4.371  2.183    5.594    4.803   3.967   3.069    5.165    6.414
[2,] 385.498 23.907 1023.451 1782.615 189.390  25.939 1259.292  792.585
[3,] 193.348  4.995  629.135  764.945 383.871 176.657  991.001 1208.804
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   5.847   3.923    6.355   4.593   2.968    5.853    5.191    5.587
[2,]  72.054  66.665 2789.648 794.904 521.786 1460.651 1481.750 1455.451
[3,] 858.007 111.015  944.399 699.971 424.237 2119.041 1585.168 1337.796
        [,57]   [,58]  [,59]    [,60]  [,61]   [,62]   [,63]    [,64]
[1,]    4.051   5.176  2.022    5.183   2.18   4.178   3.658    4.326
[2,] 1540.831   6.315 67.575  833.339 129.69 338.142  14.733 1605.363
[3,] 1790.315 458.499 30.643 1616.234 336.87 729.895 319.567  430.601
        [,65]   [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]
[1,]    6.591   2.802   5.816   3.712    4.553  2.233   7.133    6.676
[2,] 2072.932 107.989 870.447 151.425 1934.311 46.550 701.443 1317.976
[3,]  328.092 115.021 814.064 266.787 1669.918 83.802 550.019  816.734
        [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    6.876    7.994    7.435    8.048    6.759   1.422    6.341
[2,] 1311.007 1249.806  982.349 2021.082 1755.016 195.440 1344.945
[3,] 1054.429 1212.453 1010.019  742.341  999.661 103.247 1621.815
        [,80]    [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]
[1,]    5.255    7.447   3.736   3.043  1.905    4.474   4.062   9.821
[2,] 1240.372  973.641 390.402 504.864 76.603 1498.585 106.998 652.683
[3,]  992.009 1113.697  79.133 456.203 30.642  618.956 187.316 820.172
        [,88]   [,89]  [,90]    [,91]    [,92]  [,93]   [,94]    [,95]
[1,]    8.394   4.085    4.3    3.759    3.513   4.83   2.595   0.9195
[2,]  789.963 615.666 1400.3 1488.988 1617.221 753.65 182.355 131.3280
[3,] 1741.453 253.015  634.1  891.813 1296.363 529.06 136.921 198.7984
       [,96]   [,97]    [,98]
[1,]   22.67   16.88    9.874
[2,] 5847.77 6036.72 1836.314
[3,] 6199.26 2819.66 1596.013
[1] "--- VAR model 2017-10-04 01:31:00  completed"
[1] "Completed training sample:  2017-10-04 01:31:00 - 2017-10-04 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 02:01:00 - 2017-10-04 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.919         0.10320     -0.0086172          3.130
           3.271         0.09577     -0.0847032         -3.922
           3.198         0.12489      0.0002313          1.921
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.837         0.3625          -0.2456            3.081
          1.132         0.6055          -1.4751            9.914
         -4.377         0.6536           0.2416           -3.197
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.126           -9.361           1.2209           -15.61
            6.562            3.832           0.1536           -14.84
            1.965            4.833           1.8413           -13.92
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.139           3.4698            3.671           0.5381
           -1.224          -0.2058            6.029           2.8184
           -1.311           3.6419            8.411           2.5455
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.7795            9.433            3.108            2.606
          -0.4756            4.595           10.363            7.068
           0.9098            2.315            6.158            1.805
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -2.6470          -0.2904           -3.544           -6.118
           1.0495           0.1651            2.241           -1.500
          -0.3062          -0.0467           -3.517            3.422
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.09454          -7.5444           -9.275            2.847
          0.70792           0.4643           -6.172            5.359
         -0.57951           1.3025           -3.705            4.051
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            4.556       -0.0004168          -1.4825           0.9101
           -5.996       -0.2855669          -1.9660           1.5946
           -1.302       -0.3039666          -0.7312           0.7831
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.084           -9.794          -6.2085         -6.88024
           -1.204            1.534           0.7822          0.02006
           -1.148           -5.256           0.5499         -0.00324
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9803           3.1113           1.0565          0.02056
          -0.3229           0.4316           0.7098          0.17546
           0.3507           5.1724           0.7799          0.02400
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6879          0.01004          -2.2795           -3.502
           2.0012         -0.10538          -1.1931           -8.784
           0.9241         -0.08178          -0.1661           -1.619
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.836           0.3749         -5.37252           0.2468
            2.074           0.1429         -0.03741           1.3900
            1.015           0.6984         -2.18007           0.3399
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.3211           0.5822           -5.055            2.826
           1.9119           0.7832            2.392            2.405
           0.9887           0.3590           -1.034            2.210
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.0073          3.55285           6.7296         11.42053
           0.8249          0.02187          -3.2004          0.23823
          -0.4486         -0.71942           0.6706         -0.07853
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           13.491           1.7557         0.046620            4.259
            5.980          -0.3972         0.078534           13.666
           -4.119           0.1697         0.003402            2.064
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.884            1.814          -0.9991            1.539
           -2.445            5.755           0.6411            1.491
           -3.108            4.252           0.5412            7.985
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.2931         0.145921           1.1345          0.23409
           0.5442         0.002874           0.2579         -0.16764
           6.0957        -0.039307           2.3021          0.04641
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.2981           0.5051            2.166            3.314
           2.2073           0.3545            2.557            4.808
           0.9359           0.1628            1.808            1.765
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7712            2.656            4.358           10.953
          -0.2180            4.241            4.637            2.166
           0.1110            5.734            4.616            2.548
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.358          -0.1112           10.351          -2.2141
            7.225          -0.4077            9.566          -0.9377
            8.413          -0.3254            3.806          -0.5767
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.928            1.386           2.4859         -0.38897
            7.901           -1.760          -0.6775          0.17652
            3.900           -1.183           0.5265         -0.05014
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.3016         0.345482          -1.0712            3.367
           0.1966         0.297830          -0.6929            7.435
           1.8408         0.004179          -0.7430            3.973
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4125            4.737          -0.9466           -5.923
           0.6414           -1.344           2.7466            4.995
           1.0014            1.337          -0.3537           -1.809
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.7004           0.4015           -5.969          0.01089
           1.9316           0.3252           -5.975          1.00136
           4.2858           0.1164           -6.148          0.37072
 rnd_95776.volume rnd_95787.volume
           12.170           -6.116
           -8.215           -4.591
            4.235           -2.238
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 5.615 2.886 70.59 7.585 7.001 1.302 3.299 9.121  9.634 6.740 4.102
[2,] 5.733 2.898 70.59 8.283 7.343 1.303 3.520 9.324  9.900 8.831 4.597
[3,] 5.775 2.899 70.59 8.973 7.590 1.351 3.627 9.444 10.075 8.932 4.707
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 6.515 3.818 5.996 7.425 3.622 6.830 6.252  9.841 6.631 13.46 4.382
[2,] 6.685 3.898 6.390 7.900 3.789 7.505 6.872 10.594 6.923 13.46 4.384
[3,] 6.939 3.946 6.551 7.976 3.905 7.888 7.069 10.987 7.346 13.51 4.505
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.62 10.36 2.031  7.996 7.829 4.579 6.912 1.764 7.310 5.435 2.654
[2,] 20.78 10.93 2.050  9.375 9.130 4.822 7.514 1.794 7.836 5.470 2.726
[3,] 20.87 11.15 2.108 10.614 9.475 5.049 8.381 1.832 8.452 5.527 2.770
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.779 6.602 6.830 5.685 4.475 3.423 1.406 3.719 1.790 4.517 3.983
[2,] 8.262 7.268 7.257 5.734 5.332 3.446 1.421 3.745 1.790 4.827 5.088
[3,] 8.501 7.543 7.472 5.737 5.494 3.453 1.422 3.757 1.791 4.939 5.243
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.330 2.544 4.413 5.229 4.807 3.211 6.197 4.099 2.464 4.821 4.329
[2,] 3.425 2.544 4.813 5.427 4.811 3.212 7.273 4.251 2.619 5.566 5.269
[3,] 3.536 2.575 5.080 5.820 4.994 3.219 7.610 4.429 2.719 6.343 5.779
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.576 3.329 4.268 1.621 4.379 1.795 3.388 3.062 3.533 5.404 2.400
[2,] 5.349 4.419 4.269 1.624 4.618 1.810 3.578 3.062 4.466 6.549 2.406
[3,] 5.876 5.681 4.359 1.624 5.541 1.871 3.796 3.126 4.548 6.637 2.407
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.829 3.136 3.776 1.860 5.851 5.397 5.764 6.490 6.159 6.537 5.611
[2,] 5.057 3.142 5.011 1.864 5.900 5.897 6.205 6.931 6.507 7.481 6.484
[3,] 5.228 3.170 5.811 1.871 6.025 6.034 6.418 7.235 6.757 7.635 6.811
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.190 5.242 4.396 6.307 3.138 2.580 1.680 3.747 3.330 8.265 7.025
[2,] 1.239 5.804 4.853 6.556 3.203 2.820 1.682 4.583 3.336 8.358 7.210
[3,] 1.254 6.560 5.099 6.871 3.208 2.893 1.685 4.737 3.348 8.455 7.846
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.338 3.485 3.101 2.884 3.903 2.184 0.8077 17.44 13.82 8.053
[2,] 3.510 4.255 4.200 4.057 4.125 2.198 0.8514 20.12 17.59 8.717
[3,] 3.529 4.391 4.430 4.619 4.234 2.205 0.9318 22.68 18.27 9.234
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   7.13   3.665  89.64    9.631    8.891   1.653   4.189   11.58
[2,] 614.31 137.857 143.66 1769.723 1176.543  27.147 652.989 1029.27
[3,] 371.94  37.452 233.32 1835.094 1021.704 190.457 465.026  795.38
        [,9]    [,10]    [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   12.23    8.558    5.208   8.273   4.848    7.614    9.429   4.599
[2,] 1212.47 3035.128 1103.788 797.166 419.647 1174.958 1434.609 591.454
[3,]  993.18  710.357  539.331 988.917 323.779  766.049  584.780 503.555
        [,17]    [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]    8.672    7.939   12.5    8.42  17.09   5.565   21.11   13.15
[2,] 1655.043 1517.553 2086.0 1057.97  51.10  60.351 6632.27 1851.51
[3,] 1290.828  879.454 1548.8 1306.18 626.37 551.097 1020.50 1168.44
       [,25]   [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   2.579   10.15    9.942   5.815    8.777   2.24    9.283   6.901
[2,] 147.097 2602.11 2498.219 804.267 1566.980 173.73 1501.436 329.150
[3,] 261.813 2646.71 1347.180 796.270 1973.966 195.84 1683.973 419.196
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   3.371    9.878    8.383    8.673   7.219    5.683   4.347   1.786
[2,] 329.744 1479.507 1616.328 1303.492 398.025 1541.137 213.131 108.052
[3,] 262.095 1066.191 1073.873  946.521 106.067  704.079 112.428  33.543
       [,41]  [,42]   [,43]    [,44]   [,45]  [,46]    [,47]   [,48]
[1,]   4.723  2.273   5.736    5.058   4.228   3.23    5.603    6.64
[2,] 231.233  8.104 905.336 1683.790 427.763  12.37 1022.632  773.01
[3,] 163.426 21.787 556.537  673.649 467.193 213.70  864.201 1118.64
       [,49]   [,50]    [,51]   [,52]  [,53]    [,54]    [,55]   [,56]
[1,]   6.104   4.078    7.869   5.206   3.13    6.122    5.498    5.81
[2,]  99.098  36.241 2025.127 599.309 470.93 1479.427 1596.915 1473.29
[3,] 713.808 110.906 1190.674 661.017 389.98 1617.420 1263.131 1293.59
        [,57]  [,58]  [,59]    [,60]  [,61]   [,62]   [,63]    [,64]
[1,]    4.228   5.42  2.058    5.561   2.28   4.302   3.888    4.487
[2,] 1545.607  46.98 52.249  780.080 119.78 610.904  17.341 1452.489
[3,] 1898.662 467.47 21.972 1628.251 254.00 674.792 333.555  457.215
        [,65]  [,66]   [,67]   [,68]    [,69]  [,70]  [,71]    [,72]
[1,]    6.863  3.048   6.132   3.982    4.795  2.362   7.43    6.853
[2,] 1967.393 84.648 799.303 106.056 1751.622 61.744 403.16 1264.366
[3,]  570.989 38.744 704.293 221.253 1564.671 89.027 651.25  677.787
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]    7.32    8.241    7.821    8.301    7.125   1.511    6.657    5.582
[2,] 1222.19 1294.355 1116.473 1934.735 1728.381 184.149 1324.777 1093.718
[3,]  871.76 1103.428  968.660  810.196 1108.502 103.081 1626.104  832.099
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86] [,87]   [,88]
[1,]    8.008   3.985   3.277  2.134    4.758   4.228  10.5    8.92
[2,]  952.739 339.725 605.494 41.820 1403.118 108.476 659.4  864.21
[3,] 1092.897 100.351 343.526 49.068  637.723 152.808 678.8 1646.11
       [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   4.239    4.425    3.938    3.663   4.956   2.774   1.026   22.15
[2,] 576.931 1298.640 1506.442 1517.685 710.055 130.202 143.153 5330.15
[3,] 196.652  576.038  749.627 1173.972 508.547  90.889 201.357 5571.44
       [,97]   [,98]
[1,]   17.54   10.23
[2,] 5788.47 1775.26
[3,] 2638.37 1620.66
[1] "--- VAR model 2017-10-04 02:01:00  completed"
[1] "Completed training sample:  2017-10-04 02:01:00 - 2017-10-04 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 02:31:00 - 2017-10-04 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1605          0.8513        0.02007        -6.4569
          0.1150          0.2665        0.03748        -5.7065
         -0.2606          0.6531        0.02037        -0.9149
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.791         0.9775           -1.221            6.853
         -1.081         0.7263           -1.189            3.084
         -7.033         1.2441           -1.535            5.753
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.045          -1.1038           0.6948           -18.51
           -3.716           1.9560          -2.9144           -16.40
           -1.189           0.3226          -1.5587           -17.99
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.756          -3.0687          -0.4774           1.7864
           -1.698           0.6816          -1.1957           0.9992
           -1.498           3.3855          -0.9573          -0.4204
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           5.0264            2.338           2.6257           0.7266
          -0.5428            5.347           3.7112           4.9363
          -0.1448           -1.422           0.4486           3.2557
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.18368         -0.07360          -2.9492          -2.2511
         -0.48409          0.42259           0.8087          -0.7952
          0.01543          0.05831          -1.8739           4.8567
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2176          -4.8555          -10.977          -0.1571
           1.1100          -0.7204           -3.943          -0.6308
          -0.3710          -2.4819           -4.576           2.3829
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -4.1472           0.7587          -3.6975           0.1637
          -6.7182           0.6382          -6.5495          -0.7732
           0.4246           0.4182          -0.5903          -0.2412
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.9230           -4.705           -1.920           -1.812
          -0.4466           -3.690           -3.191           -3.084
          -0.5997           -3.673           -2.278           -2.543
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -1.256954            2.727           0.7637        0.0005068
         0.627732           -1.377           0.8468        0.0949286
        -0.008427            1.360           0.3816        0.8375135
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.7566          0.17398         -1.99456           -5.318
          -0.2753          0.07145         -0.06805           -7.923
          -0.8473         -0.00558         -1.23247           -6.196
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.522           0.5852          -6.6665          -1.7863
            2.323           0.4265           0.1943           0.7982
            2.068           0.2127          -3.2272           0.1554
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.584        -0.004208          -6.1193            4.987
            1.230        -0.398069           1.7302            4.567
            1.054        -0.069014          -0.7982            4.192
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4426           2.3733           9.7333           7.7466
           0.5973           0.6453          -4.1538           0.5175
          -0.7058          -2.0490           0.9114           0.2584
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.033          -1.2154         -0.01902           0.2518
           11.155          -1.5154          0.12093           4.7769
           -5.413          -0.5879         -0.07308           4.3423
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.089            1.434           1.3879          -8.9311
           -3.151           -1.440           0.3911           3.0454
           -3.257            5.555          -0.5822          -0.5088
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -12.863        -0.113875          -1.0421           1.3942
            2.289         0.007709          -2.6432          -0.1131
           -1.732        -0.002582           0.8187           0.1501
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.366           0.0596          0.09272            2.761
           -9.181           0.3611          0.66276            4.099
            2.393           0.1012          0.40196            1.437
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.9728           3.1667          -0.4132          -1.5286
           1.3278          -0.2859           3.8545           1.2243
           0.1952           5.5332           0.5851           0.4752
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.224          -0.0548           1.9506          -1.8699
            3.713          -0.2227           0.6318          -1.1384
           -0.689          -0.4678           0.9375          -0.5344
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.833          -0.1075           3.2726         -0.13822
           -1.083           1.0817          -0.7208         -0.05695
            2.501           1.0301           0.3046          0.21727
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.6984           0.5715           0.8347            6.318
           0.1433           0.7162          -0.6989           10.806
          -0.1431           0.1744           0.2440            7.305
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.40010          0.01627          -2.2242          -2.2282
         -0.18723          0.81937           2.0996           0.1954
          0.05262         -0.34542           0.1361           1.0010
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1972          -0.7017           -6.547           0.1277
           0.4995          -0.3908           -6.717          -0.4492
           2.2116          -0.1580           -6.473           0.3336
 rnd_95776.volume rnd_95787.volume
           13.521          3.62776
          -11.807          0.05917
            3.503          1.46433
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.925 3.034 70.64 7.676 7.220 1.364 3.392 9.406 10.30 6.899 4.219
[2,] 6.030 3.045 70.64 8.339 7.595 1.365 3.633 9.623 10.69 9.184 4.772
[3,] 6.071 3.047 70.64 9.076 7.856 1.415 3.764 9.778 10.96 9.310 4.904
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.712 3.965 6.405 9.366 4.105 7.052 6.588 10.29 7.348 13.67 4.432
[2,] 6.868 4.061 6.743 9.718 4.277 7.846 7.174 11.09 7.749 13.67 4.434
[3,] 7.134 4.144 6.903 9.893 4.384 8.220 7.475 11.50 8.143 13.73 4.553
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.91 10.64 2.097  8.190 7.982 4.817 7.078 1.863 7.545 5.607 2.882
[2,] 21.33 11.31 2.118  9.579 9.453 5.051 7.822 1.890 8.091 5.639 2.959
[3,] 21.43 11.59 2.174 10.760 9.858 5.235 8.805 1.923 8.757 5.692 2.986
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.096 6.813 7.140 5.928 4.662 3.543 1.479 3.845 1.842 4.623 3.928
[2,] 8.602 7.558 7.651 5.963 5.534 3.563 1.490 3.867 1.842 4.940 5.259
[3,] 8.923 7.814 7.822 5.969 5.677 3.567 1.490 3.885 1.843 5.073 5.411
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.489 2.660 4.705 5.444 5.005 3.352 6.370 4.242 2.560 5.049 4.497
[2,] 3.724 2.660 5.030 5.647 5.010 3.352 7.580 4.404 2.745 5.789 5.468
[3,] 3.859 2.694 5.263 6.042 5.181 3.356 7.935 4.587 2.859 6.608 6.031
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.772 3.477 4.463 1.648 4.554 1.880 3.730 3.226 3.675 5.634 2.544
[2,] 5.567 4.739 4.466 1.651 4.838 1.894 3.806 3.226 4.662 6.965 2.550
[3,] 6.114 5.971 4.552 1.652 5.835 1.956 4.161 3.289 4.739 7.017 2.551
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.672 3.406 4.036 2.000 6.353 5.695 6.127 7.100 6.574 6.801 5.739
[2,] 5.448 3.409 5.336 2.004 6.577 6.203 6.480 7.573 6.912 7.846 6.730
[3,] 5.563 3.434 6.119 2.012 6.755 6.370 6.710 7.643 7.114 7.984 7.045
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.267 5.484 4.556 6.534 3.245 2.661 1.863 3.881 3.443 8.758 7.521
[2,] 1.301 6.156 5.021 6.833 3.318 2.902 1.865 4.811 3.449 8.846 7.766
[3,] 1.316 7.036 5.235 7.165 3.323 2.982 1.867 4.946 3.462 8.910 8.556
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.382 3.569 3.178 2.964 4.075 2.360 0.8332 16.96 14.59  8.612
[2,] 3.579 4.329 4.303 4.125 4.274 2.378 0.8778 19.80 18.53  9.471
[3,] 3.607 4.470 4.525 4.677 4.398 2.381 0.9540 22.48 19.15 10.102
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]     [,4]    [,5]    [,6]    [,7]   [,8]    [,9]
[1,]   7.524   3.852  89.7    9.747   9.168   1.732   4.307  11.94   13.08
[2,] 473.994 112.999 111.1 1375.988 995.260  16.476 548.914 857.86 1211.89
[3,] 296.160  34.615 201.8 1512.589 847.648 157.749 416.133 732.19 1007.14
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    8.761   5.358   8.523   5.035   8.134   11.89   5.213    8.955
[2,] 2558.764 941.527 615.261 370.217 889.038 1093.98 506.807 1452.227
[3,]  645.932 475.668 814.532 349.086 624.177  781.48 407.772 1034.675
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    8.365   13.07    9.331  17.36   5.628   21.47   13.52   2.663
[2,] 1199.353 1743.36 1038.740  22.61  59.281 5492.83 1613.10 125.789
[3,]  886.278 1291.40 1055.787 526.51 436.555  852.88 1067.87 206.718
      [,26]   [,27]   [,28]    [,29]   [,30]    [,31]  [,32]   [,33]
[1,]   10.4   10.14   6.117    8.988   2.365    9.581   7.12   3.659
[2,] 2097.7 2138.33 640.573 1405.462 135.442 1233.924 251.39 284.609
[3,] 2068.6 1179.98 581.812 1706.852 149.537 1414.031 328.07 167.378
       [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]   [,41]
[1,]   10.28    8.651    9.066   7.528    5.919   4.499  1.878   4.883
[2,] 1227.37 1381.666 1161.631 271.354 1258.906 161.067 73.780 171.550
[3,] 1000.33  838.387  685.698 113.560  534.448  70.292 20.776 158.679
      [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  2.339   5.871    4.988   4.431   3.378   5.974   6.913   6.355
[2,] 12.431 735.013 1476.566 549.243  17.452 751.868 633.732  92.823
[3,] 19.789 486.624  537.608 427.121 179.992 653.047 907.278 558.222
      [,50]    [,51]   [,52]  [,53]    [,54]    [,55]   [,56]    [,57]
[1,]  4.257    8.089   5.387   3.25    6.411    5.711    6.06    4.416
[2,]  7.654 1734.528 499.722 418.81 1195.279 1313.151 1210.52 1358.991
[3,] 62.777  990.070 540.822 337.50 1346.026 1074.094 1067.22 1533.736
       [,58]  [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]
[1,]   5.667  2.093    5.783   2.388   4.737   4.097    4.667    7.154
[2,]  72.919 41.050  689.048  95.016 318.864   7.772 1211.018 1728.767
[3,] 372.582 26.207 1377.117 206.504 709.661 270.023  360.290  361.158
      [,66]    [,67]   [,68]    [,69] [,70]   [,71]    [,72]   [,73]
[1,]  3.231    5.933   4.325    5.125  2.54   8.067    7.231   7.781
[2,] 72.763 1182.855  66.538 1473.818 55.62 718.830 1038.243 890.291
[3,] 24.485  475.141 173.033 1264.048 71.37 650.154  610.832 734.558
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]   [,81]
[1,]    9.016   8.347    8.637    7.288   1.609    6.964   5.786   8.297
[2,] 1111.843 902.236 1651.831 1483.391 124.379 1180.870 890.787 843.470
[3,]  434.409 710.787  622.528  879.876  85.074 1438.072 624.787 910.980
      [,82]   [,83]  [,84]    [,85]   [,86]  [,87]    [,88]   [,89]
[1,]   4.12   3.379  2.366    4.928   4.372  11.12    9.551   4.294
[2,] 293.05 489.088 32.184 1200.623  88.660 525.23  816.429 494.328
[3,]  80.13 288.029 37.594  484.635 127.357 449.08 1516.180 189.586
        [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]    4.532    4.036    3.764   5.175   2.996   1.058   21.54   18.53
[2,] 1034.615 1224.583 1211.082 543.374 123.442 116.624 4313.99 4820.73
[3,]  470.068  590.666  930.087 438.470  52.109 157.758 4492.29 2042.83
       [,98]
[1,]   10.94
[2,] 1663.73
[3,] 1483.74
[1] "--- VAR model 2017-10-04 02:31:00  completed"
[1] "Completed training sample:  2017-10-04 02:31:00 - 2017-10-04 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 03:01:00 - 2017-10-04 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2513         0.01227      -0.154475        -14.018
          0.1984        -0.02250      -0.039269        -15.635
         -0.4251        -0.11428       0.006164         -6.516
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -10.16         0.6784           1.2095           4.2559
         -13.15         1.3575           0.5318           0.7595
         -14.67         0.7770           0.8248          -0.9894
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.783          -1.3455          -0.2079           -14.21
           -2.450           2.7766          -0.1399           -16.13
           -2.219          -0.3787          -0.7747           -15.36
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.560          -2.9314           -1.674           -3.072
           -3.585          -1.7785           -1.978           -1.595
           -2.763           0.3778           -1.270           -1.511
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.318           0.4453          -0.7097          -0.6896
           -4.179           0.4401           0.2484          -0.4939
           -4.193          -5.1628          -3.4283          -2.1338
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.40267          -1.5451           -8.954           -8.774
          1.18233          -0.9252           -8.791           -6.421
         -0.09461          -0.4243           -6.060           -3.221
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.04714          -13.885          -19.482          -0.9281
          0.08697           -4.016           -6.311          -2.7119
         -0.33325           -5.007           -7.580          -1.6658
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -12.007          -0.4214          -14.292          -1.4515
          -14.768          -0.3223          -13.497          -0.9849
           -5.215          -0.2657           -5.372          -1.0867
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.550          -15.373           -3.242            0.875
           -2.474          -11.717          -11.378          -11.826
           -2.311           -9.946           -9.773           -9.028
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.53739          -3.0679          0.68654         -0.13846
         -0.08875          -0.7487         -0.07783         -0.30417
          0.08281          -2.2500         -1.12338         -0.02293
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.09949          0.15133          -3.6769           -5.802
          1.15823         -0.15559          -0.1421           -8.852
         -0.15513         -0.06914          -3.0273           -6.769
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.09865           0.4694         -11.5695           1.3834
          0.27554           1.5188          -0.6434          -0.5007
         -0.01065           0.3026          -4.9651           0.5606
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.01424         -0.11151           -1.320            3.224
         -1.10185         -0.33271           -4.044            2.978
         -0.53967          0.03774           -1.022            1.488
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05794          -0.6214            3.409           1.2653
         -0.04438           0.3665           -0.847          -0.5868
         -0.79441          -4.4762           -2.827           0.5221
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.660          -1.0947          0.09424          -0.4451
            4.957          -0.8081          0.02999          -4.2051
           -1.389          -0.3128          0.06592           1.5551
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.026          -0.4682          -0.7122          -1.2607
           -2.324          -4.7709          -1.1195          -0.5094
           -2.654           2.1928          -0.1259          -5.3963
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.391          0.02257           -1.018         -0.25367
           -1.007         -0.07099           -1.856          0.14758
           -5.727         -0.02130           -2.461         -0.04026
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.7699          0.13574           -1.349          -2.7249
          -2.0130          0.01378           -3.101          -0.8569
          -0.8262          0.01143           -2.431          -1.8099
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8789          -2.6469          -0.2385          -1.3498
          -0.9362          -1.8998           0.3019           0.2556
          -0.2027           0.9343          -0.6434          -1.1852
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.6653          -0.6216          -1.2033          0.95130
          -0.7160          -0.2245          -2.4721         -0.21980
          -2.3278          -0.3102          -0.2048          0.05942
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -0.932          0.30626           1.9724         -0.53357
           -2.282         -1.00234           0.4189          0.09691
           -2.286         -0.06158          -0.2498         -0.05115
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.03499          0.16621           -3.800          -0.8444
         -2.44959         -0.29020           -2.262           0.8772
         -0.81058          0.02032           -2.279          -1.9015
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.1068          -1.3634           -1.012          -2.0564
          -0.6177          -1.7835           -1.429          -0.9316
          -0.9971          -0.7342           -1.412          -1.2023
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.0619          -0.4920           -6.235            2.979
          -0.5924          -0.1882           -5.810            2.161
          -0.4741          -0.3321           -6.281            1.732
 rnd_95776.volume rnd_95787.volume
           3.1527           -7.115
         -13.3918           -5.902
          -0.1333           -4.598
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.118 3.169 70.68 7.841 7.393 1.557 3.512 9.567 10.64 6.989 4.296
[2,] 6.215 3.173 70.68 8.505 7.839 1.560 3.743 9.769 10.99 9.410 4.896
[3,] 6.252 3.177 70.68 9.375 8.158 1.646 3.880 9.933 11.27 9.518 5.019
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.964 4.035 6.635  9.541 4.546 7.276 6.777 10.55 7.613 13.87 4.673
[2,] 7.142 4.140 6.930  9.868 4.711 8.053 7.463 11.36 8.094 13.87 4.673
[3,] 7.422 4.233 7.099 10.042 4.810 8.399 7.790 11.81 8.556 13.92 4.781
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.36 10.92 2.283  8.415  8.079 5.048 7.250 1.965 7.776 5.784 3.026
[2,] 22.04 11.58 2.327  9.904  9.602 5.293 8.076 1.994 8.401 5.818 3.102
[3,] 22.13 11.86 2.411 11.123 10.091 5.478 9.165 2.017 9.190 5.867 3.136
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.400 7.022 7.373 6.178 4.879 3.787 1.565 3.951 1.915 4.740 4.099
[2,] 8.917 7.820 8.041 6.224 5.793 3.794 1.572 3.977 1.915 5.078 5.517
[3,] 9.299 8.087 8.247 6.235 5.943 3.797 1.572 3.996 1.915 5.221 5.701
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.624 2.799 4.878 5.637 5.224 3.455 6.523 4.393 2.652 5.229 4.654
[2,] 3.869 2.800 5.202 5.838 5.228 3.456 7.823 4.547 2.825 5.934 5.623
[3,] 4.003 2.830 5.443 6.219 5.416 3.459 8.187 4.717 2.935 6.830 6.212
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.881 3.519 4.692 1.686 4.754 1.908 3.882 3.409 3.838 5.762 2.606
[2,] 5.702 4.873 4.692 1.690 5.043 1.919 3.964 3.409 4.838 7.138 2.611
[3,] 6.249 6.081 4.764 1.692 6.018 1.977 4.355 3.458 4.921 7.195 2.611
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.200 3.590 4.179 2.069 6.737 6.123 6.367 7.372 7.074 6.928 5.850
[2,] 5.572 3.592 5.616 2.071 6.844 6.514 6.691 7.962 7.345 8.058 6.977
[3,] 5.685 3.617 6.419 2.078 7.069 6.607 6.917 8.005 7.534 8.193 7.336
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.341 5.572 4.736 6.676 3.339 2.848 1.977 4.054 3.566 9.046 7.821
[2,] 1.371 6.276 5.162 6.996 3.405 3.069 1.977 5.001 3.567 9.122 8.079
[3,] 1.383 7.251 5.355 7.365 3.410 3.148 1.979 5.115 3.591 9.187 8.823
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.436 3.615 3.235 2.994 4.222 2.494 0.8790 16.57 14.99  8.981
[2,] 3.642 4.382 4.378 4.187 4.426 2.506 0.9241 19.51 19.06  9.844
[3,] 3.666 4.525 4.608 4.748 4.560 2.508 1.0018 22.26 19.68 10.477
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]    [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   7.768  4.024  89.75    9.957   9.388   1.978   4.46  12.15  13.51
[2,] 401.220 57.744 103.18 1203.259 952.312  31.818 472.74 722.10 997.64
[3,] 248.538 55.801 176.99 1440.932 824.914 192.100 373.66 656.98 915.13
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]    [,17]
[1,]    8.875   5.455   8.843   5.124   8.426  12.12   5.772    9.239
[2,] 2302.347 857.961 579.015 338.453 730.477 920.34 452.419 1261.238
[3,]  521.513 404.776 737.779 322.199 563.687 680.22 354.888  871.117
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    8.606   13.39    9.667  17.61   5.934   22.04   13.87   2.899
[2,] 1141.876 1546.27 1004.846  33.18   6.280 4959.36 1408.04 165.298
[3,]  816.523 1177.37 1012.827 442.43 370.434  726.24  936.37 230.688
       [,26]   [,27]   [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]   10.69   10.26   6.411    9.207   2.495    9.875   7.345   3.842
[2,] 1908.33 1896.13 580.855 1299.686 122.974 1161.318 229.133 249.483
[3,] 1850.50 1133.72 516.495 1583.594 110.884 1361.657 274.748 169.073
       [,34]    [,35]    [,36]   [,37]    [,38]  [,39]  [,40]   [,41]
[1,]   10.67    8.917    9.363   7.845    6.195  4.809  1.987   5.018
[2,] 1093.44 1256.986 1172.039 278.289 1141.411 86.216 53.526 163.288
[3,]  964.00  753.676  670.105 129.770  484.380 52.312 17.915 143.742
      [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  2.431   6.019    5.205   4.602   3.554   6.195   7.158   6.633
[2,]  3.634 665.333 1349.333 494.372  26.751 660.079 554.725  74.730
[3,] 15.424 444.262  524.514 375.312 150.637 585.605 783.273 517.394
      [,50]    [,51]   [,52]   [,53]   [,54]   [,55]    [,56]    [,57]
[1,]  4.388    8.283   5.578   3.367    6.64    5.91    6.199    4.468
[2,] 11.808 1577.604 429.142 356.286 1024.76 1153.00 1076.547 1231.739
[3,] 52.342  882.015 459.056 290.461 1236.01  964.55  934.366 1329.292
       [,58]  [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]
[1,]   5.958  2.141    6.037   2.423   4.929   4.329    4.874    7.317
[2,]  21.362 43.731  614.880  74.230 293.803   6.260 1075.990 1539.326
[3,] 301.002 24.497 1200.187 174.315 659.082 211.932  329.766  330.954
      [,66]   [,67]   [,68]    [,69]  [,70]   [,71]   [,72]   [,73]
[1,]  3.309   6.603   4.559    5.306  2.627   8.554   7.775   8.084
[2,] 55.751 731.597  49.292 1370.843 32.496 441.326 812.769 752.571
[3,] 20.522 410.937 154.647 1135.823 61.816 647.246 403.326 640.790
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]   [,81]
[1,]    9.361   8.983    8.797    7.428   1.703    7.076   6.013   8.478
[2,] 1099.433 722.038 1503.710 1389.050 103.786 1055.201 750.253 763.754
[3,]  301.983 613.977  541.136  828.761  67.511 1327.237 520.889 841.845
      [,82]   [,83] [,84]    [,85]   [,86]  [,87]    [,88]   [,89]  [,90]
[1,]   4.24   3.617  2.51    5.148   4.529  11.49    9.932   4.363   4.59
[2,] 243.66 418.062 16.98 1069.693  31.013 426.90  739.219 441.382 905.29
[3,]  67.46 256.273 26.04  392.485 150.717 400.11 1296.177 154.574 412.53
        [,91]    [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]    4.108    3.802   5.362  3.167   1.116   21.05   19.04   11.4
[2,] 1077.869 1069.294 484.846 89.713 104.164 3758.42 4298.54 1473.4
[3,]  524.489  818.482 401.600 34.387 141.365 3915.92 1798.79 1309.7
[1] "--- VAR model 2017-10-04 03:01:00  completed"
[1] "Completed training sample:  2017-10-04 03:01:00 - 2017-10-04 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 03:31:00 - 2017-10-04 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.29099         0.08142       -0.04136         -2.535
        -0.02976        -0.30390       -0.17868        -12.136
         0.82315        -0.05209       -0.09733        -11.057
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.2812        0.15498           0.3603           -1.650
        -5.2595        0.17337           0.3058            7.013
       -12.4122        0.05935           0.4462            3.446
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.0665            3.216           3.6127           -17.85
          -0.8358           -1.683          -0.6895           -17.05
           1.7925            4.160          -0.2821           -16.94
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.3191          -2.4661           -3.120           1.3808
          -1.4193          -2.8711           -4.047           0.8885
          -0.8035          -0.3671           -3.041          -0.9676
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.7738           -2.975           0.9382            8.199
          -3.4871            1.517           3.8076            8.530
          -3.8664           -1.685           0.4300            6.425
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3411         -0.76945          -30.789           -6.724
          -2.1404          1.61581           -6.723           -8.431
           1.4986          0.01913          -11.228           -4.203
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.13519          -15.671           -8.929           1.2189
         -0.05129          -14.058          -11.586           1.9382
         -0.10605           -5.831           -8.530           0.4908
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.892          0.22031           -2.579          1.28225
          -12.939          0.15619           -8.766          0.70965
          -10.611          0.08047          -10.777          0.05688
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.6327           -1.620            6.684            6.125
          -1.4207           -4.514           -3.364           -1.642
          -1.6565           -8.785           -8.313           -5.737
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.6624           6.8768         0.100479          0.64651
          -1.3165           0.7912         0.003222          0.05281
           0.7584           2.9506        -0.064221          0.13838
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.88405          0.04824           -1.741          -21.945
          0.60890         -0.20461            1.446           -5.317
         -0.09196         -0.20524           -1.628           -4.859
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.609         0.005524           -4.527          4.45257
            2.799        -0.619238           -9.443          0.08041
            2.308        -0.382076           -2.061          0.12178
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.9304         -0.30015           3.1972           1.4331
          -0.7342         -0.02220           0.2176           0.3414
          -0.3385         -0.08252          -5.9995          -0.1046
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.8562           -9.377          -9.7790           -2.847
           1.0020            4.131           2.7487           -8.991
          -0.1765           -1.092          -0.5898            4.771
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.979         0.009546           0.5539            1.445
          -10.267         0.650311          -0.1677            2.022
            3.288         0.300672           0.4862           -8.670
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.645            2.045          0.09207            2.244
           -3.151            3.068         -0.49188            1.455
           -3.498           -3.655         -0.77509            2.242
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.293         0.302649           0.7848         -0.40779
            1.412        -0.007521           1.8932          1.12093
            2.268        -0.014994           2.5452         -0.07116
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.012         0.014111          -1.9357          0.02713
            1.689         0.319674          -1.4937         -0.46513
            1.609        -0.009229          -0.7826         -0.35647
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.2029           0.2315           -4.467           3.1973
          -0.7358          -2.7259           -1.006          -1.6586
          -0.3018          -1.1134           -2.855          -0.7338
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.629           1.1154           -3.141          -0.4139
            2.256           1.3744            2.029          -0.5604
           -2.460           0.7629           -1.552          -0.2019
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.817           1.8173         -2.57543          0.25217
           -1.424           0.8138          0.60970          0.02458
            0.403           2.2574         -0.06777         -0.12775
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           10.039         -0.01703            1.644           -6.101
            3.373         -0.27003            1.436           -1.676
            1.301          0.03133            2.506           -1.792
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.4669          -3.6340          -4.2532         -1.97426
          -1.0636          -0.5326          -2.1267         -3.27431
          -0.8823          -1.6985          -0.3406          0.04359
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.074           0.1039           -7.639           -3.476
            2.618          -0.5313           -7.871           -3.545
           -0.349          -0.3934           -7.369           -3.844
 rnd_95776.volume rnd_95787.volume
            9.635           -5.409
           -4.408           -9.718
          -13.962           -2.461
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.351 3.454 70.74 8.018 7.669 1.598 3.617 10.26 10.86 7.107 4.423
[2,] 6.443 3.454 70.74 8.767 8.105 1.601 3.845 10.54 11.20 9.718 5.016
[3,] 6.481 3.465 70.74 9.735 8.472 1.682 4.001 10.86 11.48 9.849 5.137
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.169 4.151 6.767 10.38 5.070 7.399 6.957 10.68 7.775 14.15 4.733
[2,] 7.325 4.265 7.067 10.78 5.193 8.257 7.675 11.54 8.284 14.15 4.733
[3,] 7.616 4.359 7.242 10.93 5.312 8.612 8.029 12.00 8.732 14.21 4.836
     [,23] [,24] [,25] [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.67 11.63 2.484  8.74  8.553 5.339 7.457 2.025 7.897 6.031 3.106
[2,] 22.81 12.39 2.551 10.25 10.211 5.553 8.400 2.046 8.676 6.076 3.186
[3,] 22.90 12.80 2.675 11.55 10.844 5.817 9.592 2.075 9.601 6.123 3.235
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.650 7.322 7.582 6.526 5.106 4.168 1.678 4.118 1.993 5.017 4.696
[2,] 9.248 8.188 8.382 6.579 6.077 4.169 1.686 4.143 1.993 5.371 5.872
[3,] 9.808 8.536 8.659 6.588 6.225 4.169 1.686 4.168 1.994 5.530 6.052
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.710 2.909 4.894 5.868 5.507 3.560 6.760 4.658 2.721 5.704 4.929
[2,] 3.950 2.912 5.765 6.071 5.513 3.560 7.970 4.830 2.911 6.417 5.938
[3,] 4.088 2.938 6.135 6.455 5.671 3.561 8.427 5.019 3.025 7.193 6.491
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.081 3.662 4.933 1.758 5.010 1.970 3.967 3.581 4.037 5.838 2.711
[2,] 5.984 5.212 4.933 1.763 5.359 1.985 4.070 3.581 4.986 7.235 2.716
[3,] 6.599 6.430 4.984 1.764 6.467 2.041 4.388 3.620 5.093 7.305 2.717
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.398 3.842 4.456 2.146 6.919 6.319 6.587 7.480 7.799 7.289 5.990
[2,] 5.847 3.844 5.864 2.147 7.029 6.757 6.899 8.095 8.088 8.483 7.180
[3,] 5.971 3.886 6.671 2.154 7.244 6.842 7.077 8.138 8.277 8.609 7.588
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.419 5.686 4.848 6.796 3.515 2.990 2.154 4.374 3.818 9.332 8.112
[2,] 1.445 6.506 5.252 7.149 3.584 3.201 2.155 5.307 3.818 9.402 8.341
[3,] 1.460 7.521 5.435 7.547 3.592 3.275 2.157 5.412 3.851 9.453 9.097
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.491 3.665 3.336 3.023 4.425 2.729 0.9502 16.15 15.62  9.569
[2,] 3.700 4.447 4.568 4.251 4.603 2.736 1.0061 19.02 19.53 10.469
[3,] 3.727 4.594 4.819 4.827 4.774 2.739 1.0859 21.71 20.38 11.179
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.065  4.385  89.82   10.18   9.739   2.03   4.594  13.03  13.79
[2,] 351.779 20.246  89.86 1148.61 849.063  29.39 422.190 781.62 894.07
[3,] 226.172 89.532 167.56 1370.58 798.911 167.11 358.302 847.92 816.79
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]    [,17]
[1,]    9.024   5.616   9.103   5.272   8.593  13.18   6.438    9.395
[2,] 2147.157 766.376 487.895 316.490 659.292 943.30 364.859 1187.378
[3,]  518.430 359.666 675.794 292.096 512.509 593.54 361.027  792.538
        [,18]   [,19]   [,20]  [,21]  [,22]   [,23]   [,24]   [,25]  [,26]
[1,]    8.834   13.57   9.874  17.97   6.01   22.43   14.77   3.154   11.1
[2,] 1050.544 1409.51 925.532  66.55  17.71 4674.07 1382.67 188.198 1731.8
[3,]  763.684 1068.97 894.731 412.72 322.49  652.66 1041.06 261.018 1729.0
       [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   10.86   6.779    9.469   2.571   10.03   7.659   3.945   10.98
[2,] 1806.60 494.599 1252.653  96.037 1163.91 237.441 229.243 1059.79
[3,] 1182.34 561.585 1499.844 110.563 1331.80 247.464 180.988 1058.55
        [,35]    [,36]   [,37]    [,38]  [,39]  [,40]   [,41]  [,42]
[1,]    9.298    9.628   8.286    6.484  5.292  2.131   5.229  2.531
[2,] 1187.017 1157.351 270.550 1067.271 30.033 50.737 148.653  6.277
[3,]  781.364  703.194 110.240  437.318  4.169  1.808 147.752 15.193
      [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   6.37    5.964   4.711   3.694   6.215   7.451   6.994  4.520
[2,] 621.39 1141.548 439.582  41.014 986.648 503.985  81.258  4.629
[3,] 426.29  475.407 341.051 125.983 680.416 710.313 430.203 26.725
        [,51]   [,52]   [,53]    [,54]    [,55]    [,56]   [,57]   [,58]
[1,]    8.584   5.914   3.456    7.244    6.259    6.452    4.65   6.264
[2,] 1367.550 414.366 334.679  952.279 1072.416 1023.900 1201.51   9.605
[3,]  886.371 441.535 266.630 1052.414  849.577  901.388 1219.88 229.654
      [,59]    [,60]   [,61]   [,62]   [,63]   [,64]    [,65]  [,66]
[1,]  2.232    6.362   2.501   5.038   4.547   5.126    7.414  3.442
[2,] 42.320  615.729  79.025 294.079   9.329 947.543 1384.051 52.013
[3,] 19.975 1172.502 154.610 531.833 171.654 336.570  326.723 31.553
       [,67]   [,68]    [,69]  [,70]   [,71]   [,72]   [,73]    [,74]
[1,]   6.855   4.878    5.658  2.725   8.786   8.024   8.364    9.499
[2,] 727.773  44.754 1235.005 22.850 401.848 775.532 664.857 1001.990
[3,] 391.627 184.937 1030.080 54.909 568.104 349.417 510.688  271.835
       [,75]    [,76]    [,77]  [,78]    [,79]   [,80]  [,81]   [,82]
[1,]   9.903    9.256    7.606  1.802    7.221   6.157   8.63   4.463
[2,] 693.953 1405.529 1282.641 88.697 1023.867 654.434 718.42 227.773
[3,] 569.665  475.029  795.165 66.867 1222.415 452.996 783.60  73.744
       [,83]  [,84]   [,85]   [,86]  [,87]  [,88]   [,89]   [,90]    [,91]
[1,]   3.797  2.736   5.555   4.848  11.85   10.3   4.433   4.654    4.237
[2,] 370.009  8.063 973.642   8.331 370.25  628.7 396.888 815.936 1010.598
[3,] 224.582 29.646 342.402 161.562 318.88 1176.4 145.988 373.345  497.388
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.838   5.619  3.465   1.207   20.51   19.84   12.15
[2,] 968.446 411.366 62.312 107.141 3251.06 3795.48 1375.86
[3,] 740.693 410.119 42.348 132.341 3391.37 1884.91 1269.76
[1] "--- VAR model 2017-10-04 03:31:00  completed"
[1] "Completed training sample:  2017-10-04 03:31:00 - 2017-10-04 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 04:01:00 - 2017-10-04 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           0.266         -0.8081          4.794          7.353
          -1.287          0.8539          0.320          5.180
           1.147          0.7109          0.496         -4.636
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.073         0.4637            1.928           -2.862
          3.472         0.5470            1.681           -1.122
          7.010         0.2629            1.628           -2.407
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.2594          -3.2664          -0.7105           -19.72
           1.1485          -0.1011          -0.1570           -18.71
          -0.7381           0.1548           0.7509           -18.38
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.4335        -1.877023           -4.276            2.353
          -0.8097        -1.908216           -2.955            1.868
           0.3212         0.009703           -3.529            1.956
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.7187          -1.5246           0.7110          2.66108
          -1.4324           0.4214          -0.5069         -0.41134
          -4.1622          -2.4448          -2.6410         -0.09971
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           1.0427          0.33716          -14.769            7.341
          -1.8429         -0.85857            9.823           -2.212
           0.5745         -0.04038            2.156            3.644
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1983            7.973           12.774         -2.28819
           1.2875          -10.314           -1.155          0.09746
           0.9328           -0.204           -3.009         -0.25032
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            8.843        0.0009432           0.6071          -1.1741
            4.699       -0.2443571           8.9358          -0.9565
           -6.201       -0.1284239          -1.6986          -0.7319
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.1435           -2.149           -4.750          -4.3690
           0.6959            9.237            2.830          -0.3342
           0.7408            2.549            5.868           7.5811
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.4614            4.963          -0.1948           0.2890
           0.6062            2.127           0.1484           0.3612
          -0.0845           -4.147           0.2122           0.2618
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8139           0.1165          -1.0700           -7.108
          -0.3571          -0.1984          -0.8144           -6.488
          -0.9568           0.1894           0.3003           -5.510
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0838         -0.57979           0.2068           -0.702
           2.0942         -0.11457          -4.5036            3.010
           0.7856         -0.07738          -2.1376            1.457
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.28976          0.23361          -5.4195          2.14159
          0.28297         -0.01937          -1.2713          1.95885
          0.02055         -0.05405          -0.1914          0.08286
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.0071           5.9962           5.9187           -9.029
          -0.2022          -3.7875          -4.3273            6.748
          -0.1397          -0.3495           0.1249           -4.222
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.085           1.5980         -0.05336            1.749
            7.786          -0.4541          0.14761          -10.763
           -4.136          -0.1864          0.01391            8.208
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.065          2.17077           0.1282            5.119
           -3.518         -3.84133           0.6373            1.615
           -3.569          0.04447           0.2234           -5.592
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2617          0.07975           -3.810         -0.05806
           2.5347         -0.04554            3.961          2.31190
          -3.6905         -0.01638           -1.541         -0.20359
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -0.02288          0.03561           -1.528          -3.4117
          4.24302          0.08196           -1.416          -1.0128
          2.47542          0.04250           -1.483          -0.3589
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.236          -0.8311           -2.229         -0.02034
            2.794          -1.2456           -3.275         -0.88958
            0.885           0.1997           -4.026         -1.37452
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -4.5123         -0.03948          -9.2663           1.9222
          -0.4142          0.20084          -0.4737           0.9678
          -1.4187          0.04093          -1.0506           0.5088
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -11.0516           0.6317           1.5937         -0.01106
          -0.3164          -0.3372          -1.0181          0.02452
          -1.3670           0.3531          -0.1774         -0.02539
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          4.12104           -1.292            3.822           2.4132
          2.05319            1.467            4.180          -1.6590
         -0.03078            0.337            1.978           0.1659
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.90735           2.4803           1.5681          -0.2647
         -0.04567          -0.5665           1.3578           2.1838
         -0.11903           0.5688          -0.7789          -0.5584
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.5662           0.1200           -7.316            4.944
          -0.8429          -0.2822           -6.953            4.683
          -2.8919           0.1743           -6.943            4.733
 rnd_95776.volume rnd_95787.volume
          -5.6810            0.366
          -0.3650           -8.416
          -0.1587           -1.225
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 6.638 3.785 11.49 8.220 8.057 1.661 3.656 10.49 11.21  7.242 4.671
[2,] 6.693 3.785 11.49 9.002 8.571 1.663 3.875 10.74 11.52  9.981 5.334
[3,] 6.735 3.804 11.84 9.495 9.012 1.743 4.032 11.11 11.84 10.089 5.403
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.450 4.266 6.959 10.96 5.599 7.557 7.115 10.80 8.063 14.37 4.827
[2,] 7.629 4.378 7.279 11.28 5.685 8.465 7.929 11.68 8.565 14.37 4.827
[3,] 7.934 4.531 7.448 11.37 5.867 8.841 8.390 12.18 8.993 14.43 4.924
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.12 11.77 2.558  9.095  8.573 5.518 7.663 2.114 8.029 6.204 3.246
[2,] 23.32 12.08 2.616  9.889  9.685 5.733 8.696 2.135 8.838 6.248 3.326
[3,] 23.33 12.91 2.740 11.966 10.681 5.922 9.309 2.164 9.496 6.308 3.366
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.797 7.526 7.692 6.798 5.349 4.402 1.821 4.265 2.076 5.137 4.895
[2,]  9.417 8.393 8.583 6.843 6.344 4.402 1.840 4.288 2.076 5.529 6.085
[3,] 10.018 8.739 8.862 6.851 6.479 4.403 1.840 4.316 2.076 5.689 6.294
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.862 2.999 5.159 6.053 5.791 3.686 6.992 4.833 2.807 5.841 5.096
[2,] 4.102 3.002 6.076 6.260 5.796 3.686 8.223 4.991 2.987 6.587 6.219
[3,] 4.267 3.026 6.483 6.643 5.990 3.686 8.700 5.167 3.093 7.385 6.787
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.237 3.751 5.231 1.798 5.170 2.061 4.194 3.838 4.235 6.012 2.838
[2,] 6.175 5.415 5.231 1.804 5.533 2.079 4.283 3.838 5.222 7.466 2.842
[3,] 6.836 6.720 5.261 1.805 6.660 2.130 4.586 3.861 5.322 7.524 2.843
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.539 4.102 4.676 2.232 7.140 6.564 7.081 7.759 8.263 7.506 6.185
[2,] 6.073 4.103 6.266 2.232 7.235 7.033 7.306 8.381 8.652 8.743 7.630
[3,] 6.202 4.135 6.996 2.236 7.458 7.111 7.483 8.430 8.817 8.867 7.985
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.499 5.933 4.961 6.923 3.610 3.069 2.343 4.602 4.196 9.761 8.582
[2,] 1.534 6.894 5.357 7.317 3.676 3.286 2.344 5.576 4.199 9.820 8.846
[3,] 1.543 7.866 5.531 7.837 3.682 3.362 2.345 5.685 4.236 9.869 9.678
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.526 3.728 3.371 3.044 4.563 2.948 0.9788 13.91 16.26  9.70
[2,] 3.742 4.514 4.611 4.300 4.731 2.948 1.0301 17.26 20.28  9.94
[3,] 3.769 4.668 4.862 4.884 4.955 2.956 1.1091 19.97 21.20 11.19
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.429   4.806  14.59   10.44  10.23   2.109   4.642  13.32  14.23
[2,] 248.564  21.107  86.91 1060.56 844.37  22.832 371.246 669.35 772.75
[3,] 217.196 107.539 818.99  872.25 805.21 150.923 322.160 820.53 790.80
        [,10]   [,11]  [,12]   [,13]   [,14]  [,15]  [,16]    [,17]
[1,]    9.197   5.931   9.46   5.418   8.837  13.92   7.11    9.596
[2,] 1984.878 744.252 475.01 284.269 616.572 763.23 285.62 1102.399
[3,]  425.746 248.569 629.80 337.121 456.665 429.34 418.46  737.349
        [,18]   [,19]  [,20]  [,21]  [,22]   [,23]   [,24]   [,25]   [,26]
[1,]    9.035   13.72  10.24  18.25   6.13   16.66   14.95   3.248   11.55
[2,] 1011.096 1283.20 834.88  92.38  12.30 5571.52  785.25 158.713 1121.84
[3,]  793.196  996.05 792.22 375.71 281.31  233.57 1312.93 235.911 1947.24
       [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]  [,34]
[1,]   10.89   7.007    9.73   2.684   10.2   7.878   4.122  11.17
[2,] 1301.99 448.583 1188.00  87.149 1067.1 214.162 209.553 971.10
[3,] 1301.60 429.691  960.47 101.423 1004.1 250.768 149.188 987.53
        [,35]    [,36]   [,37]   [,38]  [,39]  [,40]   [,41] [,42]   [,43]
[1,]    9.556    9.768   8.632   6.792  5.589  2.313   5.416 2.636   6.523
[2,] 1073.614 1100.042 226.988 985.854  5.966 76.363 127.432 7.802 590.821
[3,]  703.517  637.370  98.425 379.787 33.908  5.812 142.424 3.348 387.091
        [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]    [,51]
[1,]    6.216   4.904   3.808   6.552   7.686   7.353  4.680    8.879
[2,] 1044.535 399.315  42.337 927.264 461.625  71.828  3.779 1250.721
[3,]  464.595 339.112 109.412 653.533 642.194 437.143 21.152  820.938
       [,52]   [,53]   [,54]    [,55]  [,56]    [,57]   [,58]  [,59]
[1,]   6.137   3.564   7.417    6.471   6.65    4.763   6.642  2.284
[2,] 360.890 294.989 880.098 1030.343 945.40 1128.501   6.676 40.427
[3,] 385.458 232.194 965.197  785.046 847.27 1150.245 164.012 20.662
        [,60]   [,61]   [,62]   [,63]   [,64]    [,65]  [,66]   [,67]
[1,]    6.565   2.617   5.326   4.873   5.378    7.634  3.603   7.033
[2,]  569.560  79.767 251.583   3.977 882.797 1279.380 43.279 719.705
[3,] 1071.209 134.044 473.014 121.899 297.797  269.313 27.614 363.544
       [,68]    [,69]  [,70]   [,71]   [,72]   [,73]   [,74]  [,75]
[1,]   5.208    5.938  2.834   9.066   8.335   8.992   9.852  10.49
[2,]  27.693 1205.093 13.303 338.100 729.904 520.683 915.529 740.71
[3,] 149.360  899.620 35.937 523.652 303.863 467.629 263.316 490.26
        [,76]    [,77]  [,78]    [,79] [,80]   [,81]   [,82]   [,83]
[1,]    9.531    7.854  1.903    7.534   6.3   8.791   4.584   3.897
[2,] 1295.588 1291.159 93.973 1014.755 584.0 684.651 201.255 339.701
[3,]  426.819  680.647 49.317 1094.368 397.6 811.415  62.689 204.485
      [,84]   [,85]   [,86] [,87]  [,88]   [,89]   [,90]  [,91]   [,92]
[1,]  2.976   5.844   5.329  12.4   10.9   4.477   4.735   4.28   3.866
[2,] 12.429 909.611  42.156 310.9  619.7 361.988 735.352 909.21 877.653
[3,] 22.893 320.607 162.272 282.7 1134.9 130.714 343.736 446.08 669.440
       [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   5.794  3.743   1.243   17.67   20.65   12.32
[2,] 361.582  3.011  92.771 2952.71 3500.69  627.20
[3,] 425.284 61.741 118.848 2900.54 1786.80 1485.98
[1] "--- VAR model 2017-10-04 04:01:00  completed"
[1] "Completed training sample:  2017-10-04 04:01:00 - 2017-10-04 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 04:31:00 - 2017-10-04 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2066         -0.4555          6.682         -4.333
         -0.8665         -0.3537          6.662          7.970
         -0.6017         -0.4042          3.269          5.861
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         10.592              0           1.0911            6.023
         -1.237              0           0.9996           -1.790
          4.903              0           0.6905            1.029
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.747           1.6630           0.4599           -15.19
            3.516           4.9473           2.4578           -12.03
            2.412          -0.4967           1.6410           -15.02
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.373            2.352           0.9754            2.654
           -2.422            4.979          -0.5587            1.212
           -2.240            3.953           0.9008            1.761
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.843            6.195            7.375           11.179
            2.819            5.125            9.392            9.774
            3.590            3.215            5.654            7.584
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          2.94429          -0.4973            21.04            14.29
          0.08288          -0.2487            11.01            18.57
         -0.13542          -0.1238            12.42             5.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.551           13.213            4.990            2.405
            1.729            8.575            8.801            2.147
            1.334            3.734            5.635            1.000
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.088         -0.32476           -1.184          -0.9079
            6.851         -0.32328            5.532          -0.8010
            5.578          0.02859            9.458          -0.6042
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.97619            5.408            8.832           4.2124
         -0.05302           -2.490           -1.585           4.1489
          1.22276            8.152            4.205           0.8668
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0356            6.034          0.16286           1.3695
          -0.2693            3.735         -0.03249          -0.2262
           0.6989            1.268          0.03526           0.5576
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.1238         -0.11308          0.28782           -1.381
           0.1595          0.12532          2.44357            1.044
           0.6177          0.05733          0.08861            3.613
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.419         -0.88903            4.563           0.6253
            3.478         -0.27274            3.374           1.0910
            3.180          0.06529            2.763           0.1363
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          3.74505          -0.1435           9.2113            7.194
         -0.09965          -0.0850           0.1823            7.861
          0.26357           0.1160           3.3459            7.060
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.9176           11.497           3.0267          -4.0156
           0.2911            2.692           5.1991           9.0056
           0.3885            1.728          -0.1958           0.3801
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.536           0.3636        -0.042626           3.7234
            2.327           0.9032         0.059131           0.2313
            5.541           0.4389         0.006143           5.9665
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.478           5.7151           0.4881          -0.9855
           -3.793           2.6311           0.9105           5.1590
           -3.738          -0.4249          -0.0724           1.6879
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.957          0.03632           -7.180          -0.9214
            5.980          0.07588            3.400           0.9113
            2.883          0.03538            2.877          -0.2441
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.386          0.03672           0.4789          -2.4362
           -3.009          0.01158          -0.9859          -0.8304
            5.672          0.00291          -1.2897          -1.2338
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.373         -0.76972          1.05171          -2.7758
           -3.094          2.74142          0.46539           0.7373
           -1.272          0.04743         -0.05405           1.4282
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.081          0.05413           0.5263          -1.6952
           -1.558         -0.16646          -2.5855          -1.2181
            2.104         -0.03483           0.5100          -0.5498
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.4751           0.7409           0.5748           0.1058
          -0.2947          -0.6257           1.5565          -0.1029
          -1.7541           1.1239           0.1558          -0.0471
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            9.085         -0.06069            1.803            7.190
            4.585         -0.86761            2.295            5.912
            1.524         -0.38073            1.932            4.242
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.4615           0.4855           1.7753           0.9408
           0.3048          -1.1373          -1.1292           0.1737
          -0.1169           0.4942          -0.5832          -1.1628
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           4.2028         -0.44697           -5.967           -2.389
           2.1719          0.07087           -6.719           -2.332
          -0.4165          0.37923           -6.508           -2.531
 rnd_95776.volume rnd_95787.volume
            1.754           10.863
            8.781            6.215
            8.465            5.154
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 6.734 3.972 11.76 8.356 8.700 1.722 3.710 10.63 11.35  7.326 4.759
[2,] 6.794 3.972 11.76 9.256 9.172 1.723 3.924 10.86 11.66 10.128 5.418
[3,] 6.840 3.996 12.12 9.859 9.697 1.803 4.095 11.25 11.99 10.224 5.486
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.186 4.438 7.104 11.11 5.654 7.739 7.327 11.06 8.329 14.58 4.882
[2,] 7.768 4.605 7.461 11.43 5.741 8.697 8.195 11.95 8.908 14.58 4.883
[3,] 8.158 4.773 7.620 11.52 5.924 9.097 8.708 12.47 9.369 14.65 4.978
     [,23] [,24] [,25] [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 13.34 12.38 2.668  9.43  9.038 5.730 7.820 2.234  8.284 6.361 3.379
[2,] 23.78 12.64 2.725 10.34 10.367 5.911 9.032 2.247  9.179 6.396 3.489
[3,] 23.80 13.57 2.827 12.81 11.236 6.106 9.815 2.263 10.033 6.440 3.553
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.964 7.691 7.797 7.039 5.502 4.562 1.962 4.465  2.16 5.273 5.512
[2,]  9.646 8.659 8.788 7.095 6.605 4.563 1.975 4.484  2.16 5.660 6.516
[3,] 10.372 9.121 9.142 7.105 6.733 4.566 1.975 4.504  2.16 5.829 6.842
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.174 3.087 5.654 6.331 6.168 3.800 7.199 5.015 2.876 6.034 5.199
[2,] 4.350 3.089 6.721 6.514 6.171 3.800 8.501 5.184 3.061 6.860 6.417
[3,] 4.592 3.109 7.053 6.915 6.369 3.803 9.019 5.398 3.169 7.747 7.032
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.402 3.828 5.440 1.836 5.309 2.153 4.373 4.014 4.374 6.251 2.944
[2,] 6.352 5.564 5.441 1.841 5.667 2.173 4.449 4.014 5.369 7.768 2.947
[3,] 7.066 6.963 5.458 1.842 6.783 2.207 4.778 4.036 5.471 7.826 2.949
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.683 4.293 4.861 2.314 7.292 6.686 7.470 8.157 8.459 7.556 6.265
[2,] 6.194 4.293 6.486 2.314 7.384 7.159 7.685 8.871 8.829 8.915 7.750
[3,] 6.321 4.337 7.217 2.320 7.589 7.233 7.816 8.936 8.963 9.024 8.150
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.589 6.056 5.056 7.014 3.760 3.115 2.473 4.724 4.377 10.07  8.879
[2,] 1.628 7.041 5.447 7.405 3.819 3.344 2.474 5.735 4.377 10.10  9.168
[3,] 1.635 8.089 5.614 7.953 3.826 3.427 2.474 5.856 4.422 10.17 10.023
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.589 3.772 3.420 3.070 4.724 3.064 1.131 12.92 16.67 10.25
[2,] 3.799 4.565 4.670 4.349 4.878 3.064 1.184 16.31 20.84 10.49
[3,] 3.828 4.715 4.919 4.932 5.089 3.069 1.269 19.01 21.77 12.01
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]  [,8]   [,9]
[1,]   8.551   5.043  14.93   10.61  11.05   2.187   4.711  13.5  14.41
[2,] 238.249   4.727  68.74 1048.28 764.05   9.839 336.465 582.6 701.97
[3,] 207.203 115.954 770.90  893.10 828.29 140.040 308.046 772.1 738.78
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]    [,17]
[1,]    9.303   6.043   9.125   5.636   9.021  14.11   7.179    9.828
[2,] 1840.354 681.877 776.673 323.702 599.928 707.14 261.903 1043.938
[3,]  368.281 226.284 655.631 330.362 408.058 367.55 385.104  702.173
       [,18]   [,19]  [,20]  [,21]  [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   9.304   14.04  10.58  18.52   6.20   16.93   15.71   3.388   11.97
[2,] 966.151 1190.89 831.48  88.65  12.83 5182.22  681.97 146.871 1114.98
[3,] 774.654  939.77 763.68 361.12 254.79  223.47 1298.11 197.878 1991.83
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   11.48   7.276    9.93  2.836   10.52   8.078   4.291   11.38
[2,] 1336.14 382.747 1189.26 64.167 1040.05 175.590 229.346  937.74
[3,] 1140.85 402.920 1011.18 70.791 1066.08 198.194 175.579 1003.07
        [,35]    [,36]   [,37]   [,38]  [,39]  [,40]  [,41] [,42]   [,43]
[1,]    9.766    9.901   8.939   6.987  5.793  2.492   5.67 2.742   6.696
[2,] 1047.040 1066.946 234.107 961.661 25.720 60.015 109.45 2.798 541.362
[3,]  754.264  663.052  96.162 343.379 46.776  3.691 111.00 7.316 367.243
     [,44]   [,45] [,46]  [,47]   [,48]   [,49]  [,50]    [,51]   [,52]
[1,]   7.0   5.301  3.92   7.18   8.039   7.833  4.826    9.142   6.369
[2,] 914.3 322.565 31.14 956.28 403.036  49.998  3.832 1189.667 345.224
[3,] 549.6 386.637 92.54 563.37 610.714 414.479 33.095  793.314 396.136
       [,53]   [,54]   [,55]  [,56]    [,57]   [,58]  [,59]   [,60]
[1,]   3.652   7.662   6.602   6.86    4.862   6.908  2.332   6.742
[2,] 276.155 858.751 989.732 879.54 1062.692  15.810 35.406 521.371
[3,] 215.283 947.356 757.322 814.58 1101.612 114.722 18.105 980.833
       [,61]   [,62]   [,63]   [,64]    [,65]  [,66]   [,67]   [,68]
[1,]   2.734   5.553   5.097   5.554    7.937  3.739   7.216   5.451
[2,]  77.306 214.837  11.873 819.366 1213.712 31.948 648.341   6.456
[3,] 101.776 458.520 109.389 276.626  249.825 32.697 331.894 162.115
        [,69]  [,70]  [,71]  [,72]   [,73]  [,74]  [,75]    [,76]    [,77]
[1,]    6.173  2.938   9.26   8.49   9.486  10.36  10.74    9.595    7.956
[2,] 1130.184  6.919 306.28 673.11 474.662 917.73 665.15 1245.149 1200.708
[3,]  832.479 46.321 461.09 271.88 375.383 283.43 406.83  367.583  663.874
      [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]
[1,]  2.018    7.69   6.421   8.906   4.775   3.956  3.141   5.998   5.557
[2,] 93.388  945.58 533.253 625.223 175.675 319.810 12.769 856.162  22.654
[3,] 38.979 1047.54 357.151 763.150  59.113 197.435 12.423 310.687 165.032
      [,87]   [,88]   [,89]  [,90]   [,91]   [,92]   [,93]  [,94]   [,95]
[1,]  12.79   11.28   4.558   4.79   4.343   3.898   5.999  3.891   1.437
[2,] 218.30  600.97 327.974 676.80 836.850 810.924 320.554  3.937  92.269
[3,] 313.17 1065.58 121.980 310.85 406.687 611.954 380.898 45.719 119.627
       [,96]   [,97]   [,98]
[1,]   16.41   21.17   13.01
[2,] 2618.33 3290.90  587.59
[3,] 2572.52 1659.78 1540.60
[1] "--- VAR model 2017-10-04 04:31:00  completed"
[1] "Completed training sample:  2017-10-04 04:31:00 - 2017-10-04 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 05:01:00 - 2017-10-04 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2123         0.96487         -1.257          3.412
          0.1146         0.22008          1.579         -3.536
          0.9756         0.04666          1.105          4.749
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.259         0.8866            2.716            1.916
         13.965         0.8973            1.402            3.581
          3.664         0.2998            2.201            5.614
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.217           10.451           3.8299           -8.992
            2.897            1.679           0.5540          -10.750
            6.637            3.702           0.7157           -9.864
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.380           1.4991          -1.6266          -1.2121
           -2.955           0.7780          -0.7977           0.3106
           -2.067          -0.2955          -2.1470          -0.1644
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.6606            3.199            9.678           12.722
          -0.3648           -2.730            3.674            7.830
          -0.8348            1.593            4.429            3.875
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.9666          -0.6084          15.2637           -1.726
           0.6797          -0.5499          -0.9919            3.140
          -0.2177          -0.1213           2.1435           -1.330
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6890          -3.9572           -4.334          -0.1761
          -0.8803           5.7707            3.748           0.5468
          -0.6412          -0.2079            1.815           0.8975
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.175           0.3753            2.909           0.2445
           -2.627           0.2536           -2.566          -0.2135
            5.155           0.1746            3.123          -0.2484
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.02948           5.6091            1.908           2.0812
          0.38800           0.3652            2.572           2.4468
         -0.02289          -0.4578           -1.336          -0.3488
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.91444           3.3898         -0.02180          0.66002
         -0.34907          -3.3184         -0.00997          0.09596
          0.07056          -0.5579          0.21963          0.21596
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.2910          0.13168           2.7155           -5.672
           0.8631         -0.08638           0.5382           -3.785
          -0.2229          0.14024           0.6571           -3.715
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.104          -0.8600           -4.225           -1.191
            1.587          -0.6182           -3.758            5.867
            1.903          -0.8248           -2.259            2.103
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.2527          -1.7920          -14.271            11.72
          -0.5642          -0.4809            7.460            12.99
          -0.3085          -0.5052           -3.334            12.37
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.9293         -1.70289            9.290           13.268
           1.0100          0.09938           -9.175           -3.684
          -0.2863          0.98793            5.315            1.152
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.351          -0.4065          0.02846           -6.642
           10.720          -0.2097         -0.05275            3.115
          -10.378          -0.1130         -0.08271            4.385
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.445           -2.794           0.2686           2.9451
           -3.910           -3.311           1.3271          -3.9326
           -4.435            6.497           0.8032          -0.2544
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.892         -0.25324          -1.1924          0.26704
           -2.857          0.20724          -0.6882          0.95884
           -1.700          0.03983          -3.5354          0.03506
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.586          0.56024            1.031           3.2861
            4.411          0.03169            1.943           0.7684
           -3.855         -0.01066            2.320           1.3729
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.9868          2.46428            3.812           5.9903
           0.7817          0.06974            4.087           0.8393
           0.4368          0.51626            3.374           0.2794
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.3371         -0.51113           -1.915          -0.9829
           4.3339         -0.01973            5.348          -0.5289
           1.2131         -0.14266            0.789          -0.2684
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          1.99921          -1.2399            2.402        0.1129615
          0.03914          -1.0703           -2.190       -0.0696761
          2.71152          -0.4068            1.228       -0.0002883
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.6729          1.02675           1.1875            1.964
           0.2187         -0.12090          -0.2784            2.250
          -2.9845          0.04207           0.9390            3.478
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.63128           0.3942          -0.9628          -1.6468
         -0.02241           0.7378           1.2409           0.7920
          0.49799          -0.1425           0.1118           0.5025
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.689          -0.3217           -6.485           -2.218
           -2.268           0.3501           -6.034           -1.780
            4.054           0.4900           -6.488           -1.900
 rnd_95776.volume rnd_95787.volume
           24.146           -1.257
           -7.782            3.807
            6.095           -1.687
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.007 4.199 12.08  8.600 11.88 1.808 3.755 10.72 11.52  7.436 4.807
[2,] 7.062 4.201 12.08  9.342 12.27 1.809 3.970 10.94 11.80 10.240 5.473
[3,] 7.101 4.228 12.45 10.165 12.83 1.890 4.138 11.33 12.13 10.333 5.539
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.697 4.497 7.422 11.22 5.699 7.914 7.433 10.48 8.066 14.95 4.900
[2,] 8.377 4.678 7.800 11.53 5.786 8.945 8.301 11.57 8.835 14.95 4.900
[3,] 9.192 4.850 7.976 11.61 5.972 9.349 8.836 12.54 9.319 15.02 4.976
     [,23] [,24] [,25]  [,26] [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 13.66 12.69 2.779  9.558  9.22 6.050  7.979 2.269  8.400 6.619 3.449
[2,] 24.54 12.98 2.839 10.449 10.61 6.237  9.275 2.282  9.391 6.653 3.591
[3,] 24.55 13.89 2.927 13.029 11.61 6.368 10.063 2.298 10.191 6.679 3.657
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.092 7.807 7.926 7.180 5.652 4.809 2.061 4.609 2.222 5.440 5.750
[2,]  9.815 8.810 8.997 7.234 6.805 4.809 2.069 4.629 2.222 5.726 6.809
[3,] 10.518 9.299 9.358 7.241 6.916 4.812 2.069 4.646 2.223 5.820 7.129
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.427 3.187 5.781 6.534 6.411 3.804 7.342 5.253 2.949 6.161 5.292
[2,] 4.527 3.192 6.941 6.731 6.414 3.883 8.728 5.445 3.142 7.048 6.556
[3,] 4.850 3.208 7.292 7.130 6.633 3.917 9.318 5.694 3.257 7.963 7.211
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.573 3.869 5.538 1.954 5.419 2.207 4.531 4.156 5.081 6.433 3.061
[2,] 6.500 5.649 5.538 1.955 5.779 2.226 4.609 4.156 5.547 7.902 3.062
[3,] 7.230 7.059 5.553 1.955 6.933 2.261 4.960 4.181 5.658 7.965 3.070
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.990 4.538 5.157 2.391 7.440 6.926 7.696 8.769 8.585 7.697 6.441
[2,] 6.499 4.539 6.874 2.393 7.529 7.448 7.896 9.370 8.957 9.122 8.082
[3,] 6.550 4.588 7.324 2.401 7.735 7.513 8.010 9.520 9.087 9.190 8.448
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.669 6.141 5.237 7.216 3.836 3.181 2.575 4.837 4.534 10.33  9.095
[2,] 1.701 7.214 5.596 7.665 3.891 3.404 2.575 5.872 4.535 10.37  9.430
[3,] 1.705 8.305 5.742 8.281 3.898 3.487 2.576 6.006 4.577 10.45 10.274
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.642 3.815 3.457 3.117 4.880 3.225 1.225 12.43 17.26 10.49
[2,] 3.844 4.620 4.718 4.391 5.013 3.227 1.270 16.04 21.73 10.78
[3,] 3.870 4.766 4.968 4.981 5.240 3.236 1.373 18.57 22.72 12.27
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.897   5.332  15.34  10.92  15.09   2.295   4.768  13.61  14.63
[2,] 200.842  30.260  25.50 832.70 695.58  14.480 294.063 499.42 581.43
[3,] 171.392 109.753 686.84 914.21 856.52 125.431 266.189 670.09 645.31
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]
[1,]    9.443   6.104   9.774   5.711   9.425  14.25   7.236  10.05
[2,] 1606.285 597.355 754.345 293.744 547.397 603.63 228.120 951.02
[3,]  316.343 193.734 863.517 292.115 379.865 311.40 337.389 620.23
       [,18]   [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   9.439   13.31  10.24  18.98   6.222   17.35   16.11   3.529   12.14
[2,] 843.468 1122.29 822.56  53.02  16.882 4650.96  632.23 132.645  963.38
[3,] 690.469 1098.04 676.36 340.10 197.671  152.47 1123.64 162.759 1776.05
       [,27]   [,28]   [,29]  [,30]  [,31]   [,32]  [,33]  [,34]   [,35]
[1,]   11.71   7.683   10.13  2.881  10.67   8.405   4.38  11.55   9.914
[2,] 1197.27 345.983 1079.12 56.322 958.52 153.880 227.76 843.67 931.308
[3,] 1076.64 292.613  890.90 60.662 902.97 133.812 157.65 862.80 679.329
      [,36]   [,37]   [,38]  [,39]  [,40]  [,41] [,42]   [,43]   [,44]
[1,]  10.06   9.117   7.177  6.107  2.617  5.853 2.822   6.907   7.301
[2,] 971.75 202.581 864.704  4.830 41.080 96.950 8.783 407.828 832.361
[3,] 586.92  69.402 282.096 38.686  9.816 91.993 5.973 238.147 481.410
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]    [,51]  [,52]   [,53]
[1,]   5.621  4.047   7.341   8.298   8.141   4.83    9.323   6.67   3.745
[2,] 215.996 42.602 876.369 368.040  49.841 178.21 1076.781 327.02 247.386
[3,] 397.220 73.776 510.559 537.157 385.005 118.38  744.459 379.89 196.057
       [,54]  [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   7.824   6.72   7.077   4.913  7.032  2.482   6.882  2.802   5.754
[2,] 780.685 883.00 763.261 939.276  7.634 13.089 458.002 67.397 193.349
[3,] 845.642 684.86 722.215 965.679 92.570  2.314 873.729 90.544 417.670
       [,63]   [,64]    [,65]  [,66]   [,67]   [,68]    [,69]  [,70]
[1,]   5.277   6.452    8.169  3.887   7.607   5.763    6.549  3.036
[2,]   6.887 508.182 1046.977 15.925 575.374  11.296 1037.109 21.802
[3,] 105.591 254.538  228.581 52.659 185.458 153.011  576.874 45.884
       [,71]   [,72]   [,73]  [,74] [,75]    [,76]    [,77] [,78]   [,79]
[1,]   9.448   8.795   9.773  11.14  10.9    9.774    8.179  2.12   7.799
[2,] 263.191 625.405 402.139 753.80 583.3 1117.004 1113.979 73.96 863.783
[3,] 404.627 224.513 308.438 383.07 348.8  255.608  561.244 29.36 938.726
      [,80]   [,81]   [,82]  [,83] [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   6.65   9.163   4.871   4.04  3.27   6.142   5.757  13.12  11.55
[2,] 449.79 589.532 148.252 276.24 12.45 759.503  21.646 198.75 568.49
[3,] 294.13 715.557  54.847 173.38 13.60 287.848 141.137 289.01 930.38
       [,89]   [,90]  [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   4.625   4.845   4.39   3.958   6.197  4.095   1.555   15.79   21.92
[2,] 280.081 594.637 732.74 705.614 261.288 23.236  76.413 2311.84 3012.48
[3,] 103.682 266.986 354.60 536.728 347.878 56.245 119.210 2136.55 1512.25
       [,98]
[1,]   13.32
[2,]  561.36
[3,] 1341.00
[1] "--- VAR model 2017-10-04 05:01:00  completed"
[1] "Completed training sample:  2017-10-04 05:01:00 - 2017-10-04 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 05:31:00 - 2017-10-04 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2423          0.3391          3.339          6.374
         -1.0528          0.7603          1.548          7.975
         -1.4162          0.2321          1.009          3.033
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          5.257          1.774            4.444          -0.4219
         17.944          2.418            3.091          -2.0163
         17.882          1.476            2.992           2.0540
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.837           4.2076          -3.5133           -16.24
           -5.226          -0.4441          -0.4475           -17.86
           -4.526          -0.6717          -1.2001           -20.60
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.1677           0.3197           1.7829            1.963
           0.9271           2.3984           0.9796            0.480
          -0.5089           0.2150           0.1953            1.416
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.431           15.235            40.87           13.335
            3.013            3.639            31.77           15.647
            3.762            2.563            24.31            9.272
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           1.3864          -0.7621            1.498            6.534
          -0.7234          -0.8572            8.989            1.781
           0.1844          -0.1887            3.776            3.857
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.095          10.3786            7.581          -1.0737
            0.961           0.5438            3.959           0.1331
            0.507           4.2859            3.696           0.4521
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.621          0.45158            3.325          -0.8500
            8.545          0.14035            8.282          -1.0259
            2.347         -0.07608            4.887          -0.9924
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4614            0.841            1.842            4.287
           0.5683            7.405            3.624            3.129
           1.6529            6.400            8.143            6.931
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.8866            5.584        -0.003368          0.42431
           0.2367            1.289         0.173213          0.06999
          -0.1929            2.719         0.103165         -0.06598
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          1.73552          0.05768           4.9864          -0.1596
          2.15635         -0.03417           0.7845           4.5681
         -0.03879          0.04674           0.9846           1.6638
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.59293          -0.4181           0.4262          -4.0842
         -0.02543           0.1259          -0.9387           4.7951
          0.02502           0.4565           2.4115           0.8498
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.277         -0.92131           -1.395            3.911
           -1.667          0.05305            4.676            4.229
           -0.673         -0.11608           -3.172            3.494
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            0.191         -0.08984            1.852           0.3551
            1.066          4.15799           -1.190           0.1183
           -0.595         -0.75931            2.912           3.0688
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.7846          -0.2128          0.05406            6.504
           2.0623           0.3676          0.04261            0.285
          -0.9502           0.3266          0.02327            2.070
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.687           0.3079           1.5357            5.649
           -5.111           3.1949           1.8271            2.704
           -4.519           0.6841           0.9035            1.654
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           11.709          0.56940            3.730         -0.36650
            2.215         -0.35081            2.267          0.42203
            4.421         -0.03408            3.654         -0.08171
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.585          0.32822           2.1898          2.04932
            8.184          0.28084           0.1035          0.06008
            1.325          0.01821           1.0622         -0.27852
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.1032            3.231           0.8330         -2.45861
           1.2939            2.716           0.3202          3.84942
           0.5835            1.061           1.2702         -0.04276
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.6053          -0.8229            4.594          -1.8380
           0.8137          -0.4511           -1.352          -1.2081
           3.0029          -0.4324            2.131          -0.5489
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           6.4015          0.09235          0.78941          0.10555
          -0.5307         -1.13194         -0.01898         -0.07311
           1.7997         -0.17792          0.80128          0.01932
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.1749           0.3421           1.0876            4.781
           1.6233           0.4589          -0.6482            8.714
           2.8973           0.1096          -0.9361            5.664
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.65328         -1.12003          -0.2774           0.9800
          0.24378          0.78355          -0.1741          -1.0091
         -0.05408         -0.04883           0.7287           0.7627
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1665          -0.3385           -8.732            6.315
           3.4517           0.5576           -8.571            5.844
          -0.1035           0.1502           -8.797            5.848
 rnd_95776.volume rnd_95787.volume
           18.237            7.032
           -9.821            1.757
           10.606            3.752
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.109 4.304 12.23  8.777 14.19 1.893 3.796 10.71 11.74  7.502 4.834
[2,] 7.151 4.307 12.23  9.567 14.47 1.896 4.003 10.95 11.99 10.311 5.532
[3,] 7.183 4.334 12.58 10.518 15.18 1.974 4.179 11.32 12.35 10.403 5.592
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.879 4.572 7.592 11.26 5.803 8.102 7.488 11.12 8.208 15.16 4.910
[2,] 8.655 4.749 7.962 11.56 5.882 9.156 8.356 12.22 8.981 15.16 4.911
[3,] 9.508 4.915 8.153 11.64 6.098 9.516 8.918 13.30 9.525 15.23 4.989
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 14.09 12.85 2.832  9.706  9.592 6.211  8.146 2.375  8.779 6.794 3.613
[2,] 25.05 13.14 2.893 10.596 11.154 6.405  9.520 2.384  9.908 6.841 3.770
[3,] 25.07 14.07 2.979 13.248 12.045 6.522 10.395 2.397 10.857 6.868 3.823
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.203 8.085 8.119 7.408 5.811 5.014 2.157 4.833 2.275 5.546 5.904
[2,]  9.943 9.073 9.207 7.462 6.957 5.014 2.164 4.854 2.276 5.865 7.006
[3,] 10.713 9.603 9.712 7.462 7.053 5.022 2.165 4.868 2.276 5.961 7.337
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.555 3.253 5.869 6.708 6.717 3.848 7.699 5.406 3.028 6.427 5.531
[2,] 4.682 3.259 7.117 6.904 6.718 3.921 9.066 5.601 3.206 7.340 6.929
[3,] 5.006 3.278 7.490 7.304 6.982 3.955 9.634 5.862 3.307 8.279 7.599
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.748 3.958 5.710 1.951 5.604 2.250 4.739 4.401 5.381 6.600 3.164
[2,] 6.638 5.923 5.710 1.952 5.968 2.270 4.820 4.403 5.874 8.151 3.167
[3,] 7.474 7.440 5.725 1.952 7.239 2.331 5.214 4.425 5.970 8.214 3.174
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.251 4.770 5.285 2.481 7.564 6.953 7.927  8.87 8.914 8.037 6.572
[2,] 6.790 4.771 7.100 2.484 7.625 7.420 8.149  9.48 9.274 9.388 8.357
[3,] 6.850 4.833 7.613 2.490 7.836 7.489 8.240  9.61 9.420 9.482 8.700
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.769 6.193 5.300 7.268 3.894 3.276 2.692 4.963 4.641 10.80  9.182
[2,] 1.799 7.316 5.663 7.696 3.944 3.518 2.692 6.079 4.643 10.86  9.519
[3,] 1.808 8.390 5.804 8.375 3.950 3.598 2.693 6.211 4.682 10.90 10.247
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.686 3.849 3.470 3.127 5.003 3.353 1.346 11.49 17.72 10.68
[2,] 3.879 4.670 4.743 4.416 5.136 3.359 1.388 15.24 22.24 10.95
[3,] 3.905 4.809 5.000 5.020 5.375 3.381 1.500 17.94 23.27 12.46
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]   [,5]    [,6]   [,7]  [,8]  [,9]
[1,]   9.028   5.466  15.53  11.15  18.02   2.404   4.82  13.6  14.9
[2,] 164.364  31.138  24.00 807.07 601.27  21.307 269.42 478.6 523.8
[3,] 143.631 102.669 624.61 927.07 972.06 117.101 254.60 608.1 627.0
        [,10]   [,11] [,12]   [,13]  [,14]  [,15]   [,16]  [,17]   [,18]
[1,]    9.527   6.139    10   5.805   9.64  14.29   7.369  10.29   9.508
[2,] 1500.163 570.227   760 272.385 509.36 561.74 203.453 904.38 786.886
[3,]  293.578 173.765   835 269.122 371.71 286.26 341.378 549.97 660.568
       [,19]  [,20]  [,21]   [,22]  [,23]   [,24]   [,25]   [,26]   [,27]
[1,]   14.11  10.42  19.25   6.236   17.9   16.32   3.596   12.32   12.18
[2,] 1075.38 773.44  19.48  16.978 4393.6  586.42 125.123  902.00 1207.43
[3,] 1115.68 673.12 315.43 186.167  170.5 1063.29 151.279 1686.54  964.33
       [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   7.887   10.34  3.016  11.15   8.627   4.588  11.69  10.27  10.31
[2,] 331.810 1045.02 43.531 974.54 169.385 228.348 798.02 873.50 920.87
[3,] 260.908  885.46 52.039 941.39 131.341 135.135 845.85 667.19 655.72
       [,37]  [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   9.407   7.38  6.367  2.739  6.138  2.889   7.042   7.497   5.784
[2,] 189.825 811.37 19.264 37.982 94.107 12.251 404.729 800.163 229.780
[3,]  14.638 245.04 57.296  4.341 80.508  6.827 226.437 461.989 375.897
     [,46]   [,47]   [,48]  [,49]   [,50]    [,51]   [,52]   [,53]   [,54]
[1,]  4.13   7.453   8.518   8.53   4.887    9.777   6.865   3.846   8.161
[2,] 41.49 854.005 346.552  30.30 159.924 1015.590 311.112 223.056 752.302
[3,] 75.05 494.970 505.800 403.38 109.632  690.858 366.897 172.629 811.925
       [,55]   [,56]   [,57] [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.024   7.299   5.026  7.25  2.477   7.117   2.857   6.018  5.588
[2,] 885.281 704.370 934.564 13.83 14.159 435.277  63.923 186.664 33.481
[3,] 661.365 728.715 955.143 88.21  3.221 868.968 112.877 421.296 93.830
       [,64]   [,65]  [,66]   [,67]   [,68]    [,69] [,70]   [,71]   [,72]
[1,]   6.833    8.38  4.018   7.937   6.057    6.711  3.15   9.605   8.829
[2,] 499.518 1014.79 26.021 562.382  15.972 1005.579 25.88 204.409 550.102
[3,] 226.186  215.12 47.229 191.956 164.024  583.092 37.36 383.041 214.253
      [,73]  [,74]  [,75]   [,76]    [,77]  [,78]   [,79]  [,80]   [,81]
[1,]  10.07  11.26  11.32   10.21    8.346  2.246   7.865   6.73   9.229
[2,] 401.42 709.87 542.79 1029.07 1094.996 70.153 825.910 423.15 536.851
[3,] 258.61 333.11 350.61  282.60  512.956 38.097 871.313 269.59 700.992
       [,82]   [,83] [,84]   [,85]   [,86]  [,87]  [,88]  [,89]   [,90]
[1,]   4.945   4.161 3.419   6.302   5.894  13.71  11.66   4.68   4.888
[2,] 132.072 271.510 6.169 744.592  24.852 239.46 532.23 256.31 561.014
[3,]  48.014 160.490 7.187 270.528 129.002 205.63 804.49  95.14 243.144
       [,91]  [,92]   [,93]  [,94]   [,95]  [,96]  [,97]   [,98]
[1,]   4.406   3.97   6.353  4.258   1.709   14.6   22.5   13.56
[2,] 685.884 661.32 246.506 40.317  71.603 2123.5 2849.4  511.30
[3,] 335.654 506.69 335.931 82.065 120.673 2006.9 1456.2 1260.60
[1] "--- VAR model 2017-10-04 05:31:00  completed"
[1] "Completed training sample:  2017-10-04 05:31:00 - 2017-10-04 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 06:01:00 - 2017-10-04 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.4013          0.4117        -3.9973         -1.660
          0.3405         -1.1200        -0.9720         -1.777
         -0.6414         -0.2610        -0.7676          1.743
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.894        1.06945           2.6456            4.427
          9.323        0.27610           0.9328            5.419
          9.007       -0.07706           1.2393            1.203
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.046           0.2428           3.2673           -10.86
            5.259           4.6295           0.1556           -11.18
            5.596           3.8118           1.3886            -9.81
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1805            6.217          -0.2438           0.6167
           0.7392            3.943          -0.5463           2.6166
           0.8831            4.751           0.4615           1.3541
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.549          0.05494            8.253            7.387
            6.072          3.40565           11.128            6.397
            3.882          2.39849           13.798            8.365
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.48034          -0.7747            1.212           -2.555
          0.19873           0.7015           -8.370           -2.156
         -0.05878          -0.1059           -1.496           -2.732
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4143          -2.2287           -3.462            5.166
          -0.4776           0.2361           -1.031            3.033
          -0.5057          -3.5523           -2.392            4.556
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.325          -0.1357          -1.2035          -0.9204
           -1.087          -0.4462          -2.2230          -0.6682
            1.043          -0.1840          -0.2445          -0.2859
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.20101           -5.302          -0.6218            2.669
          0.08357           -3.060          -5.0804           -5.473
          0.68667           -1.156          -0.9672           -2.973
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.19586         -0.09505           0.1853          0.03956
         -0.06377          3.18607           0.2572          0.19292
         -0.04869         -0.33425           0.3980          0.08234
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.0348          0.07420           0.2155           -19.66
          -1.4694          0.11172          -1.1681           -10.42
          -0.3704          0.09377          -2.2983           -12.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.027           0.1171           -9.697            2.032
            2.600           0.3723          -10.272            3.949
            2.121           1.3126           -5.779            1.659
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.730           -1.412        -12.12621            2.426
            1.794           -1.430          2.18283            3.673
            1.507           -1.063         -0.09482            2.580
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1713           8.7233           15.180           14.096
           0.4524          -4.9943           -8.438            3.870
          -0.2632           0.4025            1.618           -3.971
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.020         0.180692          0.17429            3.510
           16.063        -0.007449         -0.09234            8.669
           -9.995        -0.101461          0.07403           11.190
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.849           5.1724          -0.8052            4.011
           -5.014          -0.2212           0.3345            2.800
           -5.351           8.0246           1.5276            2.794
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.2245          0.52127           -3.732        -0.667479
           3.8635          0.37697            2.887         0.736096
           0.8507          0.08384           -1.540        -0.007716
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.035         -0.05835          -0.3681           0.5426
            1.541         -0.07210          -1.3136          -1.3329
            3.452         -0.01852          -0.5017          -1.0964
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.1676           -1.210           0.6833          -4.5791
          -0.6544           -1.118           0.7197          -0.6008
          -0.3249           -1.272           0.6046          -1.2871
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -4.4562          0.16939          -1.7294          -0.6633
          -0.2023          0.09831          -2.5511          -0.3794
          -0.4636          0.13367          -0.6617          -0.1900
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.6489          -0.9577           3.9556          -0.4021
          -3.7190          -1.2281          -1.8237           0.2094
          -0.4431          -1.3137           0.4182          -0.2661
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.2699          0.09505           1.5190            2.700
           2.1125         -0.58529           1.3545            9.298
          -0.8654         -0.04385           0.8824            4.082
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3690          -0.5973           0.7677           1.6764
          -0.2802           0.2450          -0.2657          -0.5489
          -0.3472          -0.2174           0.1897           0.2719
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.216          0.46294           -8.614            2.386
           -3.263          0.08495           -9.164            2.304
            5.336          0.39420           -8.822            2.203
 rnd_95776.volume rnd_95787.volume
            4.959          -2.4125
           -5.025          -0.3181
           -5.158          -3.2117
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.258 4.366 12.26  8.784 16.31 1.980 3.751 10.63 11.80  7.505 4.826
[2,] 7.286 4.370 12.26  9.548 16.56 1.982 3.957 10.89 12.05 10.278 5.518
[3,] 7.320 4.404 12.63 10.599 17.32 2.067 4.130 11.27 12.42 10.379 5.577
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.909 4.573 7.584 11.42 5.786 8.102 7.530 11.20 8.314 15.32 4.956
[2,] 8.818 4.759 7.980 11.70 5.866 9.145 8.354 12.33 9.126 15.32 4.957
[3,] 9.612 4.933 8.156 11.77 6.087 9.542 8.918 13.53 9.704 15.40 5.040
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,]  14.1 12.77 2.884  9.621  9.566 6.244  8.165 2.448  8.926 6.747 3.658
[2,]  25.3 13.07 2.946 10.572 11.167 6.447  9.502 2.456  9.919 6.801 3.792
[3,]  25.3 14.02 3.025 13.301 12.002 6.584 10.428 2.470 10.848 6.829 3.844
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.122 8.166 8.016 7.421 5.816 5.159 2.217 4.953 2.311 5.559 5.901
[2,]  9.851 9.210 9.066 7.453 7.058 5.159 2.224 4.968 2.312 5.895 7.071
[3,] 10.554 9.721 9.561 7.453 7.140 5.165 2.224 4.991 2.312 6.001 7.457
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.730 3.300 5.820 6.837 7.102 3.896 7.821 5.586 3.029 6.468 5.598
[2,] 4.881 3.305 7.233 7.026 7.105 3.970 9.221 5.816 3.199 7.476 7.113
[3,] 5.165 3.324 7.650 7.441 7.400 4.009 9.782 6.095 3.293 8.469 7.731
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.849 3.994 5.834 1.918 5.626 2.478 4.858 4.616 4.892 7.292 3.194
[2,] 6.712 6.008 5.835 1.920 6.040 2.574 4.933 4.619 6.039 8.870 3.196
[3,] 7.637 7.612 5.852 1.920 7.340 2.741 5.350 4.635 6.171 8.919 3.202
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.541 4.940 5.385 2.554 7.653 7.173 7.942 8.957 9.014 8.309 6.933
[2,] 7.098 4.940 7.214 2.556 7.713 7.626 8.185 9.559 9.380 9.712 8.519
[3,] 7.227 4.978 7.957 2.562 7.919 7.684 8.264 9.673 9.516 9.738 8.808
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.805 6.071 5.414 7.228 3.960 3.339 2.791 4.935 4.713 10.96  9.311
[2,] 1.831 7.352 5.748 7.758 4.014 3.585 2.791 6.065 4.716 11.02  9.641
[3,] 1.840 8.461 5.878 8.341 4.020 3.665 2.791 6.172 4.763 11.07 10.502
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.715 3.886 3.531 3.155 5.185 3.521 1.437 10.52 18.21 10.67
[2,] 3.893 4.704 4.795 4.473 5.242 3.531 1.489 14.45 22.77 10.95
[3,] 3.923 4.832 5.048 5.046 5.501 3.550 1.623 16.87 23.82 12.53
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]  [,8]   [,9]
[1,]   9.217  5.545  15.57  11.15  20.71   2.514   4.763  13.5  14.99
[2,] 115.384 33.079  60.15 679.73 519.05  18.159 229.288 430.0 440.83
[3,] 127.919 98.699 546.50 836.61 925.69 106.143 215.003 525.7 546.63
       [,10]   [,11]  [,12]   [,13]  [,14] [,15]   [,16]  [,17]   [,18]
[1,]    9.53   6.128  10.04   5.807   9.63  14.5   7.347  10.29   9.562
[2,] 1276.28 486.456 708.66 239.008 451.10 464.3 175.737 770.66 657.391
[3,]  262.25 147.202 695.21 236.566 306.21 239.4 295.913 495.40 567.723
       [,19]  [,20]  [,21]   [,22]   [,23]  [,24]   [,25]   [,26]   [,27]
[1,]   14.22  10.56  19.45   6.294   17.91  16.21   3.663   12.22   12.15
[2,]  937.30 683.69  47.72   9.682 3816.26 504.53 108.628  796.58 1047.29
[3,] 1012.83 599.66 291.65 166.274  114.29 923.17 125.205 1466.69  799.35
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   7.928  10.37  3.108  11.33   8.568   4.645  11.58  10.37  10.18
[2,] 291.985 883.12 36.705 786.16 155.542 181.770 675.57 774.11 769.73
[3,] 243.014 780.87 48.194 798.03 113.171 114.443 688.58 565.27 552.24
       [,37]   [,38]  [,39]  [,40] [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   9.423   7.385  6.551  2.815  6.29  2.935   7.059   7.494   6.007
[2,] 125.103 726.743  5.709 31.859 70.20 12.387 356.436 707.864 218.970
[3,]   9.285 195.974 47.421  3.555 86.00  3.838 204.232 430.716 306.482
     [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]   [,53]   [,54]
[1,]  4.19   7.391   8.682   9.018   4.947   9.931   7.094   3.847   8.214
[2,] 32.72 780.231 294.624  39.759 138.460 887.799 293.998 187.162 681.291
[3,] 65.26 452.890 444.993 376.403 102.007 593.381 331.684 141.707 723.008
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.108   7.427   5.072  7.408  2.436   7.144   3.147   6.169  5.861
[2,] 797.552 598.411 815.579 17.815 16.463 399.523 126.546 155.631 32.545
[3,] 550.377 662.004 849.373 80.614  3.383 757.892 171.285 376.310 68.936
       [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.212   9.26  4.056   8.306   6.273   6.838  3.244   9.718   9.109
[2,] 643.370 917.82 21.511 500.631   6.620 872.470 18.032 174.908 470.633
[3,] 230.683 169.36 34.247 247.757 111.353 609.995 30.430 326.478 170.813
      [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.08  11.37  11.45  10.55   8.804  2.292   7.709   6.875   9.179
[2,] 360.01 607.14 471.59 913.64 899.609 55.598 753.560 350.682 512.177
[3,] 208.09 268.30 292.04 129.56 407.127 32.302 761.084 224.105 556.697
       [,82]  [,83]  [,84]   [,85]   [,86]  [,87]  [,88]   [,89]   [,90]
[1,]   5.028   4.24  3.543   6.267   5.985  13.92  11.82   4.717   4.935
[2,] 119.936 236.77 10.412 640.689  30.090 206.15 454.76 211.946 481.747
[3,]  40.123 139.00  3.065 208.549 121.592 193.70 756.95  87.164 200.594
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.484   4.007   6.585  4.471   1.825   13.36   23.13   13.55
[2,] 589.637 576.203 140.212 50.302  70.461 1801.13 2484.42  443.59
[3,] 286.721 424.327 303.225 66.124 117.666 1580.03 1267.12 1107.20
[1] "--- VAR model 2017-10-04 06:01:00  completed"
[1] "Completed training sample:  2017-10-04 06:01:00 - 2017-10-04 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 06:31:00 - 2017-10-04 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.9059        -0.25645         1.5571         0.7861
         -2.0268        -0.26750        -0.8822         1.7724
         -0.2318        -0.05939        -0.6290        -0.1610
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.777          3.382          -0.6700            7.938
         10.228          2.955          -1.0799            3.483
         16.674          2.241          -0.5039            5.975
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.782            8.334          1.42802          -11.508
            1.474            3.980          0.72923           -8.422
            3.156            1.996          0.03049          -13.874
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.964            1.474          0.58292          1.83911
           -1.389            3.537          0.08756          1.50852
           -0.486            2.574          1.25154         -0.09616
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.687           6.0611            11.88            4.422
            1.678           5.4848            16.09           11.338
            4.120           0.7974            11.81           11.484
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.1860           2.8104           -6.655          -0.3245
           0.3792           3.1719            2.933           1.0611
          -0.1606           0.3172           -2.233           1.5183
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.3151        -1.070308           3.7984          -0.5587
           1.3413         0.008212          -1.9711           0.8007
           0.7997         0.920925          -0.3916           0.4173
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.353          0.39981          2.13256          -1.6250
            1.526          0.02744         -0.04982          -1.7004
           -0.771          0.04538         -1.50354          -0.8336
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.9099           7.6746           6.7474           5.0826
           0.2789           0.4121           0.8333           0.4316
           0.4292           0.3015           1.1452           1.1326
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.085649          -13.031            5.462         -0.02477
        -0.076598            4.311            3.393         -0.10773
         0.001914            2.195            2.892         -0.06180
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.0732         -0.08616           2.1006          -13.688
           0.1672         -0.18284           1.0021           -3.363
          -0.1204          0.05623          -0.3889           -5.783
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.388          0.38289           -2.463            7.184
            1.608         -0.02656           -8.369           -3.520
            1.699         -0.25759           -1.263            1.560
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          4.46357          -1.4191           0.6848            10.48
          0.07797          -0.2814          -5.4184            10.43
          0.46245          -0.8914           5.9513            10.34
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.390           12.336           9.8798            6.483
           -1.430           -7.018          -0.2844            8.536
            1.124            3.539          -3.5360           -7.615
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.3004          -0.6696         -0.03229           13.768
           9.6753          -0.5407          0.05264            3.322
          -0.3872          -0.2313         -0.03304            8.495
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.135            2.399           0.6841          -0.2094
           -4.732            5.406           0.3219           7.2068
           -5.214            3.478           0.2641           3.0096
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.655         -0.16460          -2.4547           1.5889
            4.461          0.04912           0.9675           1.3517
            5.490          0.10043           5.8864           0.3753
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -7.2442          0.36558           -3.779           -1.816
           0.9015          0.17101           -3.231           -1.294
           4.7265          0.03905           -1.546           -0.913
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.963           -4.842            3.281          -0.8021
           -1.742           -3.665            3.603          -2.5536
           -1.072           -3.083            1.930          -2.3568
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.074          -1.2139           -7.797          -1.4793
           -1.827          -0.8072           -1.071          -0.8395
           -1.311          -0.7075           -2.954          -0.4458
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.556          -1.4597           3.2463          -0.1481
           -4.564          -0.4766           0.3893          -0.9884
           -1.162          -0.5018          -0.7903           1.4391
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.219          0.16215           0.8580          -6.0663
           -3.636         -0.42647          -1.0257           4.1133
            5.301         -0.01025          -0.6017           0.8028
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7263           -2.421           -3.720           -3.837
          -1.3435           -1.429           -1.380           -1.843
          -0.7724           -1.616           -1.429           -1.018
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.4296          0.38633           -8.393            4.609
           3.3823          0.05149           -8.125            3.878
          -0.1065          0.02739           -8.782            3.372
 rnd_95776.volume rnd_95787.volume
           -24.54           0.4292
            20.84          -0.4299
           -17.29           1.6134
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.069 4.488 12.06  8.477 17.94 2.109 3.683 10.66 11.69  7.035 4.779
[2,] 7.097 4.496 12.07  9.385 18.11 2.115 3.874 10.91 11.89 10.089 5.484
[3,] 7.143 4.522 12.41 10.723 18.84 2.210 4.063 11.23 12.20 10.158 5.535
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.884 4.512 7.377 11.25 5.743 7.987 7.568 11.17 8.279 15.28 5.251
[2,] 8.737 4.678 7.749 11.47 5.822 9.105 8.321 12.27 9.128 15.28 5.256
[3,] 9.538 4.849 7.899 11.51 6.038 9.349 8.867 13.38 9.688 15.37 5.343
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 13.45 12.62 2.988  9.738  9.133 6.348  8.046 2.504  9.254 6.643 3.652
[2,] 25.08 13.07 3.048 10.649 10.806 6.599  9.441 2.510  9.954 6.721 3.785
[3,] 25.09 14.03 3.129 13.326 11.798 6.794 10.275 2.526 10.927 6.769 3.842
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.022 8.078 7.881 7.323 5.891 5.591 2.270 5.153 2.320 5.360 5.955
[2,]  9.755 8.928 8.896 7.345 7.268 5.643 2.277 5.192 2.321 5.659 6.902
[3,] 10.397 9.482 9.291 7.345 7.352 5.724 2.277 5.222 2.322 5.755 7.337
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.806 3.264 5.901 7.019 7.271 4.009 7.865 5.825 3.074 6.537 5.567
[2,] 4.945 3.267 7.363 7.249 7.272 4.076 9.284 6.082 3.244 7.645 7.283
[3,] 5.256 3.282 7.707 7.723 7.566 4.114 9.840 6.361 3.340 8.617 7.943
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.820 3.781 5.971 1.944 5.650 2.548 4.975 4.799 4.965 7.581 3.228
[2,] 6.845 6.168 5.971 1.946 6.008 2.651 5.050 4.805 6.105 9.051 3.229
[3,] 7.786 7.797 5.984 1.946 7.478 2.807 5.497 4.819 6.259 9.087 3.230
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 6.539 5.175 5.422 2.604 7.553 7.184 7.970 8.907 9.042  8.540 6.991
[2,] 7.075 5.177 7.219 2.604 7.601 7.577 8.185 9.510 9.370  9.949 8.713
[3,] 7.220 5.229 8.107 2.610 7.808 7.632 8.268 9.616 9.521 10.020 9.011
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.874 5.992 5.438 6.976 3.938 3.377 2.712 4.868 4.809 11.10  9.145
[2,] 1.900 7.396 5.778 7.569 3.979 3.655 2.713 6.086 4.811 11.15  9.689
[3,] 1.906 8.455 5.891 8.124 3.986 3.748 2.768 6.219 4.848 11.19 10.330
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.747 3.912 3.596 3.134 5.368 3.560 1.501  8.879 18.30 10.56
[2,] 3.907 4.682 4.813 4.461 5.405 3.575 1.558 12.154 23.06 10.97
[3,] 3.939 4.799 5.043 5.010 5.680 3.590 1.701 13.899 24.10 12.43
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.977  5.699  15.31  10.77  22.78  2.678   4.677  13.54  14.85
[2,]  89.820 38.616  75.29 576.85 355.68 24.352 172.025 329.06 307.24
[3,] 116.376 69.986 414.67 742.82 743.64 91.448 175.634 385.09 395.91
        [,10]   [,11]  [,12]  [,13]   [,14]  [,15]   [,16]  [,17]  [,18]
[1,]    8.933   6.069  10.01   5.73   9.368  14.29   7.293  10.14   9.61
[2,] 1035.759 385.329 539.45 177.11 339.960 319.57 137.038 626.23 495.58
[3,]  169.773 106.843 547.82 182.73 219.376 137.73 229.133 303.73 438.81
      [,19]  [,20]  [,21]   [,22]   [,23]  [,24]   [,25]   [,26] [,27]
[1,]  14.18  10.51  19.40   6.668   17.08  16.02   3.794   12.37  11.6
[2,] 728.98 550.58  46.79  35.290 3031.28 484.85  86.668  617.33 827.2
[3,] 762.85 465.18 231.26 137.397  106.25 733.86 100.880 1147.43 678.5
       [,28]  [,29] [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   8.061  10.22  3.18  11.75   8.436   4.637  11.46  10.26  10.01
[2,] 258.366 707.45 24.74 525.45 146.227 142.769 531.15 544.51 591.15
[3,] 231.319 580.72 40.79 645.60 115.363  94.343 515.19 457.51 384.23
      [,37]   [,38]   [,39]  [,40]  [,41] [,42]   [,43]   [,44]   [,45]
[1,]  9.299   7.481   7.099  2.882  6.544 2.947   6.806   7.562   6.103
[2,] 80.721 609.749 109.463 25.948 91.486 8.945 260.086 499.733 166.486
[3,]  9.520 158.540 137.791  2.912 79.709 5.447 150.230 356.443 255.177
      [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53] [,54]
[1,]  4.145   7.494   8.913   9.233   5.09   9.987   7.397   3.904   8.3
[2,] 18.151 630.665 259.612  22.485 106.03 706.582 250.341 148.186 568.0
[3,] 44.612 326.103 381.663 299.217  79.11 467.072 267.204 113.933 569.3
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.069   7.391   4.802  7.582  2.468   7.175   3.236   6.317  6.094
[2,] 672.656 516.080 697.886 13.555 14.215 292.381 104.716 124.365 34.561
[3,] 454.104 531.446 683.263 55.392  4.716 637.894 132.285 311.158 52.781
       [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.305   9.626  4.099   8.304   6.572   6.886  3.307   9.591   9.122
[2,] 508.868 708.467  7.754 386.897  18.954 682.508  4.343 122.028 345.278
[3,] 197.893 116.029 14.831 206.267 105.411 528.603 24.396 255.887 130.913
      [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.12  11.31  11.48  10.84   8.877  2.379   7.608   6.906   8.859
[2,] 266.56 477.53 352.08 731.11 744.960 44.687 621.056 279.663 420.539
[3,] 167.70 204.12 242.54 170.13 329.151 22.733 587.000 164.901 422.873
     [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  5.00   4.288  3.444   6.182  6.106  14.09  11.61   4.758   4.968
[2,] 82.02 200.475 10.890 523.261 24.151 156.10 458.76 158.927 368.381
[3,] 33.58 118.527 78.694 182.747 85.030 140.00 513.28  71.024 150.706
       [,91]  [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.567   3.98   6.817  4.521  1.906   11.28   23.23  13.41
[2,] 458.053 454.74  90.785 46.556 59.537 1188.76 2009.51 424.58
[3,] 215.890 326.67 250.120 46.701 97.987  965.73 1006.61 837.58
[1] "--- VAR model 2017-10-04 06:31:00  completed"
[1] "Completed training sample:  2017-10-04 06:31:00 - 2017-10-04 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 07:01:00 - 2017-10-04 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.5478         0.42226         -3.059        -14.248
         -0.5074         0.39604         -1.402         -3.160
          0.6417         0.08351         -1.535         -9.377
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.6312         0.9843         -0.22714           -3.062
         5.2847         1.1805         -0.58061           -3.212
         5.7998         0.7070          0.01136           -5.335
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.128          -8.7657         -2.17918           -19.94
           -3.597          -0.8417         -0.02901           -19.87
           -3.677          -2.9754         -0.48774           -20.26
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.056         -5.57020          -0.2573           -1.863
           -3.569         -1.05907          -0.7347           -3.208
           -2.715         -0.07414          -0.9166           -1.927
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.324           -3.382            2.597            6.971
           -6.581            0.433            7.951            6.400
           -4.605           -4.632            5.061            8.046
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.3358           0.6085          -13.907           -3.264
          -1.2657          -0.1588           -5.470           -6.287
           0.3582           0.1189           -3.679           -1.584
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.9451           -3.082           -4.049          -0.1424
           0.9320           -7.263           -8.901          -1.2225
           0.7198           -5.247           -5.736          -2.7452
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -16.395         -0.02455           -7.806            6.378
           -3.031         -0.29273           -9.591            4.957
           -8.467         -0.01516           -6.752            3.497
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.5844           -5.527          -0.4217           0.6997
          -2.3324           -8.118         -11.0112          -7.3883
          -1.4225           -3.936          -2.6970          -3.4167
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.129           8.7614           12.660         -0.10250
            2.244          -0.0467            9.431          0.08696
            1.650           2.6714            6.543         -0.07599
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.738          0.08285           1.5578           -4.382
            2.156          0.06109           0.1514           -5.080
            1.859         -0.00380          -2.4266           -3.887
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0557           0.8757           -3.632           1.0867
           0.4157           0.2402           -3.451           5.9677
           0.5223          -0.1771           -3.948           0.4717
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.9921          -1.4893            4.999            5.672
           0.9763          -0.3590           -5.000            7.800
           0.7176          -0.1202           -1.322            7.747
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8581           2.6143           -5.376          -6.9564
          -0.2926           0.6043            3.452           3.7565
          -0.1423          -2.7082           -3.192          -0.5058
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.3448           0.9983         0.006761           6.3090
          -5.8771           0.2355        -0.185704          -0.6473
           4.7445          -0.4804         0.013607          -2.9311
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.243            1.614           0.9016           3.2937
           -5.129            1.932           0.9528           1.9135
           -6.128           -3.355           0.3483           0.2724
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.769          -0.3237           10.642         0.006057
            2.151          -0.3549           -0.262         0.093141
            2.913          -0.2922            2.328         0.036310
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           14.483          0.19152          0.08077           1.3862
            3.428          0.21583          0.53955          -0.4364
            1.752          0.07879          0.66149           0.6498
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.4171           0.5545            5.117            1.938
           0.7362          -1.7050            4.557            1.209
           0.3579          -0.7426            3.539           -0.848
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.4742          0.29517          -7.2454            6.086
           2.2914          0.01321           1.9905            3.620
           0.4937         -0.09026           0.5381            1.944
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -4.1005          -0.5010          -1.7645           0.5450
           0.5922          -0.6890           0.6160           0.6166
           1.7907           0.2525          -0.7916           0.4296
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.417         -0.02653            7.065           -6.304
            2.343          0.73309            5.317           -2.113
            1.598          0.11906            4.004           -6.176
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.19746          -0.8744           3.1243           3.4624
         -0.35595           0.9658          -0.6715          -0.7967
          0.09645          -0.1541           0.2636           0.4941
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.548           1.5684           2.4142          1.07256
            3.101          -0.3074          -0.6599          0.02968
           -1.659          -0.5038           1.3684          0.91052
 rnd_95776.volume rnd_95787.volume
           -5.103           -3.962
           -3.208           -6.502
            7.412           -1.985
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]   [,8]  [,9] [,10] [,11]
[1,] 7.083 4.597 11.92  8.516 18.92 2.214 3.634  9.922 10.86 6.670 4.716
[2,] 7.109 4.613 11.93  9.497 19.04 2.219 3.808 10.043 10.93 9.124 5.275
[3,] 7.151 4.644 12.22 10.719 20.06 2.315 3.981 10.458 11.35 9.167 5.315
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.596 4.559 7.180 11.01 5.584 7.994 7.479 11.16 8.949 15.06 5.199
[2,] 8.236 4.717 7.667 11.20 5.705 8.947 8.220 12.19 9.696 15.06 5.200
[3,] 9.067 4.880 7.733 11.22 5.907 9.213 8.656 13.09 9.991 15.12 5.283
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 13.19 12.61 3.006  9.803  9.142 6.354  8.029 2.556  8.624 6.805 3.549
[2,] 24.77 13.02 3.071 10.570 10.603 6.501  9.537 2.558  9.510 6.936 3.625
[3,] 24.78 13.90 3.145 13.228 12.705 6.643 10.333 2.568 10.464 6.957 3.730
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.777 7.933 7.669 7.721 5.977 5.859 2.308 5.517 2.325 5.475 5.987
[2,]  9.488 8.854 8.806 7.820 7.318 5.995 2.315 5.706 2.327 5.765 6.976
[3,] 10.246 9.439 9.269 7.848 7.427 6.190 2.315 5.765 2.327 5.865 7.406
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.809 3.191 5.855 7.276 7.593 4.014 7.868 6.179 3.064 6.564 5.649
[2,] 4.949 3.192 7.438 7.474 7.597 4.068 9.363 6.412 3.225 7.763 7.369
[3,] 5.271 3.198 7.793 7.884 7.920 4.102 9.999 6.671 3.322 8.876 8.042
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.817 3.549 6.045 1.958 4.903 2.677 4.981 5.028 5.013 7.681 3.194
[2,] 6.841 6.356 6.045 1.960 6.089 2.777 5.047 5.030 6.103 9.100 3.195
[3,] 7.789 7.921 6.051 1.961 7.519 2.928 5.623 5.041 6.274 9.139 3.196
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.627 5.281 6.180 2.645 7.433 7.313 8.073 8.692 8.877 8.241 6.663
[2,] 7.123 5.294 7.626 2.645 7.461 7.649 8.224 9.345 9.130 9.765 8.547
[3,] 7.247 5.388 8.249 2.647 7.631 7.691 8.267 9.451 9.226 9.846 8.915
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.965 5.970 5.483 7.096 3.887 3.428 2.840 5.032 4.949 11.12  9.265
[2,] 1.993 7.290 5.873 7.625 3.917 3.686 2.842 6.192 4.958 11.23  9.755
[3,] 1.997 8.457 6.023 8.201 3.926 3.776 2.890 6.321 4.994 11.28 10.409
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.586 3.857 3.559 3.202 5.280 3.687 1.921 3.836 18.39  9.425
[2,] 3.757 4.454 4.686 4.424 5.365 3.704 2.060 3.891 23.43 11.090
[3,] 3.798 4.585 4.865 4.802 5.751 3.726 2.201 4.023 24.45 12.232
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]  [,8]   [,9]  [,10]
[1,]  8.995  5.837  15.14  10.81  24.03  2.812   4.615  12.6  13.79   8.47
[2,] 76.327 49.579  64.57 534.68 273.47 19.769 144.832 198.3 164.85 791.88
[3,] 99.485 68.777 333.99 632.07 803.93 83.961 147.411 371.1 388.89 112.11
       [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]   [,18]  [,19]
[1,]   5.988   9.646   5.789   9.118  13.98   7.091  10.15   9.497  14.17
[2,] 300.698 404.671 154.278 342.045 264.50 148.758 511.08 433.929 622.49
[3,]  83.039 482.527 159.113 128.523  80.80 194.483 279.84 344.810 605.93
      [,20]  [,21]   [,22]   [,23]  [,24]  [,25]   [,26]  [,27]   [,28]
[1,]  11.36  19.12   6.601   16.75  16.02  3.817   12.45  11.61   8.068
[2,] 474.95  15.07  17.323 2666.31 412.62 80.093  502.58 683.16 174.808
[3,] 306.40 175.38 118.733  101.58 619.25 86.190 1011.56 890.13 174.344
     [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]   [,37]
[1,]  10.2  3.246  10.95   8.641   4.506  11.15  10.07   9.738   9.804
[2,] 654.4 14.735 509.69 170.903  94.108 458.30 500.09 550.501 158.081
[3,] 505.9 28.451 555.41  69.370 111.533 492.05 415.97 367.814  84.395
      [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   7.59   7.44  2.931   7.005  2.953   6.952   7.602   6.106  4.052
[2,] 536.97 161.33 22.661 185.492 11.141 229.926 455.571 148.612  7.028
[3,] 161.67 196.36  3.713 105.133  5.633 137.093 316.097 231.012 26.557
       [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]   [,54]
[1,]   7.435   9.239   9.642  5.097   9.992   7.847   3.891   8.335
[2,] 583.490 217.306  31.923 84.229 645.383 217.760 128.159 527.106
[3,] 295.783 319.191 284.750 66.765 446.473 233.999 101.212 547.430
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.173   7.387   4.507  7.676  2.487   6.226   3.399   6.325  6.384
[2,] 601.835 457.936 670.513  7.683 10.447 459.177  93.966 103.887 21.840
[3,] 409.679 473.640 601.247 35.962  7.010 561.113 118.235 315.423 41.221
       [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.366   9.754  4.055   8.416   6.706   7.848  3.358   9.439   9.287
[2,] 442.597 620.643  9.960 332.084  46.998 568.221  6.690  82.351 285.071
[3,] 185.058 106.955 11.476 170.058 127.899 400.090 13.408 203.757 102.844
      [,73]  [,74]  [,75]  [,76]  [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.25  11.04  11.27  10.46   8.46  2.495   7.581   6.962   9.011
[2,] 199.96 436.41 271.65 666.37 680.95 42.628 531.996 267.685 354.876
[3,] 107.29 179.43 168.88 160.09 322.22 16.645 545.380 170.435 384.162
      [,82]   [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.936   4.354  3.607   6.39  6.284  14.12  11.77   4.554   4.898
[2,] 61.993 172.251 13.628 458.91 39.775 202.19 388.28 142.628 283.093
[3,] 33.290 104.147 66.525 161.24 75.839 141.48 461.91  70.711 138.811
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.519   4.067   6.705  4.681  2.439   4.871   23.35  11.97
[2,] 387.785 388.130 121.403 46.140 94.643  82.789 1845.88 743.43
[3,] 166.317 237.687 263.362 51.416 98.759 130.273  888.46 656.28
[1] "--- VAR model 2017-10-04 07:01:00  completed"
[1] "Completed training sample:  2017-10-04 07:01:00 - 2017-10-04 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 07:31:00 - 2017-10-04 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.056         1.52610          1.411          2.582
           1.747        -0.45114         -2.062         -7.699
           1.202         0.03414         -1.962         -7.807
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.928         -1.851           1.3200           1.2141
         14.395          3.336           0.9481           0.7279
          1.197          1.050           0.6887           0.6615
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.3263           2.9352          4.22138           -13.79
          -0.4032           0.4720         -0.08523           -18.22
           0.9012           0.5642          0.28789           -17.33
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.6152           0.6821           -1.845           0.1453
          -1.7023           1.3520           -2.176          -0.2555
           0.6382          -2.0560           -2.029          -0.7284
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -7.9277           1.2546           2.4279            1.393
          -1.0152          -2.6991          -0.3490            3.459
          -0.4627          -0.4276           0.9584            1.140
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.7393          -0.2701          -21.899           -3.839
          -0.7335          -0.4782            2.828           -3.462
          -0.2251           0.2005           -4.160           -1.746
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.21444          -2.3136           -7.796           0.9373
          0.06738          -8.3254           -7.729           2.6306
          0.20204           0.2514           -1.151           1.0261
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.2705         -0.05579            6.012            16.50
          -4.6300         -0.38691           -4.123            14.37
          -7.6541         -0.49926           -5.992            11.88
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7188            2.260           -5.651           -4.996
           0.3014           -2.752            3.347            2.831
          -1.0910           -4.454           -4.015           -5.690
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.039           -2.377           -2.509         0.065083
            1.793            2.151           -2.501         0.005293
            1.075            1.859           -2.231         0.001649
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.330       -0.0471798          -1.6420           -13.35
           -1.119        0.0457093          -2.3485           -13.57
           -0.690       -0.0006472           0.6059           -15.15
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.175         -0.25847          -11.272           7.1239
            2.294         -0.06562           -8.253          -2.7996
            3.037         -0.01118           -8.765          -0.1198
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.530           0.3692            1.805            8.157
            4.319           0.1653          -11.421            7.645
            1.983           0.6000            2.374            9.410
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          1.35036            5.572            2.376            1.169
         -1.90881           -8.725            1.309            4.655
          0.09138           -2.097           -7.220           -9.044
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.716          -0.4181           0.1874           4.5248
            2.107          -0.7901          -0.2535           0.5107
            1.591           0.1219           0.4570           1.9749
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.324          3.45722          0.18073           -5.597
           -5.331          3.98962          0.22541            4.331
           -5.732          0.03507          0.03998            1.882
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.058          0.69248           -6.069           0.2328
            3.026          0.35686           -1.016           0.2060
            2.676          0.08204            3.929           0.1276
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.540          0.25767            2.115            3.951
           -4.725          0.15798            2.019            2.124
            3.287          0.04341            1.099            1.627
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7209            7.462           1.9661            5.585
           0.7034            3.771          -0.8886            3.405
           0.5416            2.587           0.1427            2.362
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.743           0.7491            5.556           1.2912
            5.662           0.1880            5.955           0.8316
            2.276           0.2588            3.043           0.5317
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.977          -0.1439           0.2299           -2.773
            2.841          -0.9274           0.3201           -1.106
            3.702          -0.3487          -1.7163            0.669
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.8164           1.3686            6.733           0.9860
          -0.3509          -0.4486            4.760           4.2977
           1.8330           0.1458            3.034          -0.4935
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2638          -0.7421           1.2131           0.9060
          -0.6481           0.3782          -1.0461          -0.9110
          -0.1468          -0.3531           0.2552           0.7365
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.08176         -0.13483           -0.654           1.0951
          3.43988         -0.08627           -1.731          -0.6839
          0.57583         -0.17628           -1.453          -0.8262
 rnd_95776.volume rnd_95787.volume
          -37.731           -7.739
            3.729           -4.301
          -16.210           -2.345
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.149 4.792 11.59  8.282 20.34 2.559 3.434 8.811 9.602 6.437 4.674
[2,] 7.156 4.795 11.59  9.456 20.56 2.560 3.557 8.815 9.671 8.618 5.287
[3,] 7.183 4.831 11.76 10.804 21.57 2.727 3.715 8.904 9.688 8.650 5.356
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.959 4.537 6.894 11.04 5.734 7.346 7.186 12.09 8.906 13.01 5.156
[2,] 8.398 4.704 7.384 11.20 5.772 8.284 7.812 12.95 9.569 13.01 5.166
[3,] 9.074 4.857 7.390 11.21 5.910 8.452 8.267 13.22 9.867 13.17 5.211
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 12.47 12.57 2.999  9.715  8.839 6.620  7.827 2.612  8.514 7.228 3.490
[2,] 24.30 12.94 3.079 10.428 10.858 6.791  9.590 2.612  9.406 7.536 3.567
[3,] 24.31 13.78 3.150 12.933 12.790 7.034 10.509 2.615 10.552 7.844 3.686
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.454 7.791 7.762 7.984 6.185 5.967 2.297 5.674 2.256 5.526 5.977
[2,]  9.183 8.680 8.869 8.172 7.451 6.131 2.305 5.879 2.257 5.822 7.005
[3,] 10.148 9.293 9.347 8.237 7.505 6.343 2.306 5.968 2.257 5.918 7.419
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.867 3.177 5.789 7.374 7.698 4.049  8.181 6.704 3.056 6.612 5.718
[2,] 5.005 3.178 7.303 7.579 7.700 4.050  9.560 6.883 3.201 7.938 7.611
[3,] 5.240 3.180 7.668 7.943 8.003 4.050 10.162 7.203 3.287 9.007 8.244
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.679 3.509 6.095 2.012 5.696 2.823 4.935 5.134 5.835 8.403 3.332
[2,] 6.784 6.270 6.098 2.013 6.171 2.886 4.994 5.134 6.350 9.070 3.341
[3,] 7.756 7.924 6.110 2.015 7.615 3.100 5.625 5.138 6.468 9.114 3.345
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.750 5.211 6.508 2.657 7.339 7.480 8.326 8.780 8.629 8.348 6.531
[2,] 7.289 5.219 8.303 2.657 7.347 7.811 8.464 9.601 8.751 9.712 8.395
[3,] 7.359 5.318 8.569 2.661 7.431 7.860 8.529 9.699 8.882 9.775 8.818
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.993 5.884 5.453 7.152 3.928 3.484 2.935 5.309 5.076 11.05  8.951
[2,] 2.017 7.312 5.870 7.672 3.945 3.742 2.935 6.305 5.077 11.20  9.492
[3,] 2.022 8.459 6.039 8.309 3.949 3.822 3.003 6.396 5.119 11.28 10.008
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.507 3.840 3.687 3.439 5.244 3.686 2.467 3.864 18.33  9.368
[2,] 3.515 4.302 4.599 4.356 5.259 3.714 2.636 3.926 23.28 10.959
[3,] 3.587 4.359 4.688 4.677 5.561 3.740 2.831 4.040 24.22 12.035
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]  9.079  6.085  14.72  10.52  25.83   3.250   4.361  11.19  12.19
[2,] 38.057 21.320  11.73 556.99 366.47   6.047 113.299  34.76 140.14
[3,] 75.490 72.429 236.42 637.79 796.03 114.991 130.478 153.35  71.81
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]   8.174   5.935   8.837   5.762   8.754  14.02   7.281   9.328
[2,] 699.358 301.530 573.722 151.443 323.069 231.72  81.021 467.329
[3,]  90.825 104.817 419.519 147.833  36.683  59.68 155.438 205.007
       [,18]  [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]
[1,]   9.125  15.35  11.31  16.52  6.548   15.83  15.96  3.809  12.34
[2,] 373.967 565.96 427.29  21.43 39.123 2545.75 376.24 84.991 462.56
[3,] 330.214 322.63 293.46 249.51 83.550   83.08 579.40 81.258 933.72
      [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]
[1,]  11.22   8.406   9.939  3.317  10.81   9.179   4.432  10.73   9.893
[2,] 769.68 185.243 676.236  5.297 488.14 260.499  90.339 437.88 467.198
[3,] 825.01 223.593 524.741 16.281 583.66 265.488 113.310 527.12 405.096
       [,36]  [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   9.856  10.14   7.854   7.577  2.917   7.205 2.865   7.017   7.589
[2,] 523.899 213.16 507.129 172.189 22.917 187.764 5.628 223.589 445.966
[3,] 359.929 125.63 110.293 198.469  7.467 125.359 2.520 129.887 298.096
      [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   6.18  4.035   7.352   9.363   9.775  5.141  10.39   8.513   3.881
[2,] 142.66  9.137 543.226 214.141  24.070 10.680 603.71 189.989 116.442
[3,] 189.26 15.125 285.543 289.882 266.269  5.894 420.68 259.306  91.037
       [,54]   [,55]   [,56]   [,57] [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   8.397   7.261   7.211   4.456  7.74  2.555   7.233   3.584   6.266
[2,] 535.972 612.939 453.037 634.147 23.49  7.807 289.986  73.549  93.635
[3,] 519.517 386.746 458.633 591.254 46.31 10.517 544.483 138.175 316.012
      [,63]  [,64]  [,65]  [,66]   [,67]   [,68]   [,69]  [,70]  [,71]
[1,]  6.519   7.41  10.67  4.232   8.571   6.617   8.265  3.374   9.32
[2,]  7.884 305.76 416.56 29.447 335.827  34.954 629.286  3.175  42.35
[3,] 24.904 149.96 109.29 20.267 123.749 124.926 258.696 16.710 136.12
       [,72]  [,73]  [,74]  [,75] [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   9.499  10.57  11.15  10.96  10.6   8.294  2.531   7.472   6.925
[2,] 274.706 186.07 474.36 178.09 605.7 643.679 37.742 529.668 264.996
[3,] 106.907 128.24 168.11 185.52 135.1 329.411 17.621 519.134 173.476
       [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]
[1,]   9.082  4.988   4.424  3.726   6.741  6.446  14.03  11.37  4.453
[2,] 338.994 44.309 166.740  7.028 415.175 13.306 229.32 385.73 29.377
[3,] 389.311 21.490  94.791 77.641 131.120 80.013 155.67 387.29 87.670
       [,90]   [,91]   [,92]   [,93] [,94]   [,95]   [,96]   [,97] [,98]
[1,]   4.876   4.682   4.367   6.659  4.68   3.133   4.907   23.28  11.9
[2,] 236.782 335.527 326.239  49.523 56.30 113.252  84.897 1751.47 694.1
[3,]  85.617 110.949 207.990 220.657 53.52 126.146 116.073  816.42 607.2
[1] "--- VAR model 2017-10-04 07:31:00  completed"
[1] "Completed training sample:  2017-10-04 07:31:00 - 2017-10-04 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 08:01:00 - 2017-10-04 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.4742         0.64789         -1.224          5.758
          0.7023        -0.11632         -5.869         -2.651
          1.4703         0.04453         -4.068        -15.407
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.024         1.8000            3.643            1.605
         -3.151         1.2096            3.353            1.968
         -6.883         0.9811            2.949            1.908
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.1679           9.3284          3.47898           -6.493
           0.4105          -0.4763         -1.24660          -11.380
           0.7281           1.2520          0.08323          -10.204
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.250          2.37707          0.05172           -1.627
            4.656          1.93428          0.16805           -5.550
            2.467          0.08293         -0.01303           -2.857
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.619           0.1372           1.4428           4.4314
           -1.012          -1.7244          -0.2456           0.6577
           -4.961           0.6025          -0.9701           0.1318
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.527           0.3134          -50.128           -4.268
           -5.806           1.8381           -2.582          -12.644
           -2.998          -0.6328          -12.717           -1.607
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.1107          -7.6488           -2.577            6.720
           0.8758         -19.6734          -17.329            6.615
           0.5436          -0.4874           -7.126            5.508
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            3.696         -0.01848           1.4090            21.17
           -4.965          0.30353          -0.5219            21.40
          -16.440          0.07965         -13.5682            19.51
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4268          -1.7580           -5.355         -9.85071
           1.0246           0.5779            1.748          0.01325
          -0.5423          -8.1193           -3.708         -0.76460
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.206          -0.5655            2.406          0.03633
           -3.762          -2.0153            2.459         -0.05243
           -2.690          -2.3733            2.097          0.03142
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.360         0.085724          -2.4575           -6.306
            2.225        -0.000418          -1.7483          -11.093
            1.295         0.009054           0.4546          -11.042
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.101           0.4210          -10.033           -2.152
            3.578           0.3639            1.692            4.118
            3.065          -0.5688           -6.708            1.700
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.676           0.2797            5.723            7.834
            5.828           0.2986            1.415            8.475
            3.749          -0.1136           -1.242            8.733
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.6018           21.007          15.7679            1.414
           1.4889            5.283           3.4174           15.237
          -0.4394           -2.716           0.9803            3.687
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.268           1.1243         -0.03275           -4.691
           15.984           0.9013         -0.01210           -9.739
            4.143           0.2764         -0.09217           17.176
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.107           -3.712          0.55831            2.433
           -5.232           -3.475          0.39011           -4.126
           -4.950            4.050         -0.04928           -4.633
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.4555           1.0918           3.4037           0.2301
          -1.8114           0.8083           0.4153          -0.3703
          -3.2180           0.3958          -1.9959          -0.2440
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          12.2907          0.38166            1.879             2.30
           0.9082          0.17674            1.516             1.65
          -2.4373          0.06013            1.048             1.68
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.1721            3.647           0.6638           8.7029
          -0.6966            1.142           0.7700           1.1214
          -0.4489            1.106           0.1415           0.9815
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.886          -0.3816            4.310           -7.570
            2.977          -0.1051            7.215           -5.210
            1.371          -0.1476            1.099           -3.566
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.978            1.964            3.954          -0.9931
            5.852            1.401            1.342           1.2063
            3.711            1.040            0.492          -0.6786
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.667          0.69892            4.186           -13.69
           -2.287         -0.13211            4.856           -14.21
           -2.356         -0.08022            2.554           -13.76
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1613           1.9961          -0.5840         -0.77257
           1.1368          -0.2563           0.6737          1.28740
           0.3878           0.7369           0.4652         -0.07605
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.2189          -0.5797           10.443          -0.8835
          -0.8885          -0.1155           12.703          -1.5973
          -0.7315           0.4914            8.909          -1.9072
 rnd_95776.volume rnd_95787.volume
            30.92          -16.454
           -12.35          -12.115
            14.98           -2.529
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.155 4.861 11.58  7.721 21.89 2.720 3.280 8.589 9.555 6.007 4.634
[2,] 7.155 4.863 11.58  9.153 22.04 2.720 3.392 8.591 9.640 8.436 5.338
[3,] 7.163 4.929 11.70 10.457 23.02 3.016 3.528 8.673 9.644 8.499 5.404
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.755 4.615 6.609 11.18 5.965 7.283 7.101 11.96  8.88 12.35 5.098
[2,] 8.449 4.752 7.168 11.30 6.005 7.968 7.686 13.08  9.75 12.36 5.104
[3,] 9.125 4.902 7.214 11.31 6.139 8.132 8.018 13.37 10.08 12.49 5.149
     [,23] [,24] [,25]  [,26] [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 12.05 12.75 2.999  9.277  8.84 6.765  7.512 2.678  8.460 7.423 3.618
[2,] 23.94 13.01 3.069 10.057 10.59 6.903  9.355 2.678  9.446 7.812 3.756
[3,] 23.95 13.89 3.100 13.022 12.49 7.122 10.288 2.678 10.594 8.276 3.843
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.363 8.402 7.636 7.978 6.492 5.912 2.264 5.682 2.087 5.496 5.853
[2,]  9.235 8.825 8.744 8.291 7.441 6.088 2.269 5.927 2.089 5.818 6.906
[3,] 10.047 9.374 9.250 8.447 7.498 6.308 2.269 6.009 2.089 5.864 7.350
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.968 3.152 5.904 7.338 7.849  4.05  8.224 6.989 3.037 6.637 5.742
[2,] 5.099 3.153 7.423 7.530 7.857  4.05  9.739 7.108 3.171 8.013 7.674
[3,] 5.374 3.157 7.796 7.793 8.191  4.05 10.357 7.539 3.246 9.076 8.360
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.619 3.486 6.180 2.033 5.766 2.875 5.150 5.278 6.025 7.250 3.545
[2,] 6.765 6.283 6.182 2.033 6.215 2.949 5.217 5.278 6.547 8.706 3.571
[3,] 7.777 7.981 6.205 2.034 7.759 3.165 5.887 5.281 6.658 8.759 3.579
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.184 5.104 7.173 2.723 7.349 7.036 8.156 8.153 8.708 7.783 6.257
[2,] 7.656 5.115 8.323 2.723 7.357 7.476 8.244 9.094 8.873 9.293 8.156
[3,] 7.746 5.194 8.601 2.724 7.447 7.482 8.281 9.114 8.924 9.355 8.731
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.021 5.990 5.493 7.155 3.992 3.555 2.915 5.538 4.904 10.93  9.627
[2,] 2.045 7.206 5.952 7.610 4.009 3.798 2.984 6.469 4.904 11.11 10.119
[3,] 2.050 8.498 6.159 8.061 4.010 3.888 3.058 6.544 4.937 11.19 10.738
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.473 3.767 3.582 3.331 5.180 3.708 2.949 3.924 18.67  9.415
[2,] 3.489 4.132 4.348 4.255 5.187 3.743 3.096 3.988 23.50 10.955
[3,] 3.558 4.169 4.407 4.391 5.466 3.776 3.324 4.085 24.36 12.009
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]  [,5]    [,6]   [,7]   [,8]   [,9]
[1,]  9.085  6.173  14.70   9.804  27.8   3.454  4.165  10.91  12.13
[2,]  8.153 13.105  11.58 476.831 251.7   5.951 83.727  19.34 124.04
[3,] 33.996 78.221 166.15 490.649 643.5 126.258 94.280 115.68  30.22
       [,10]   [,11]   [,12]  [,13]   [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   7.628   5.884   8.578   5.86   8.393  14.20   7.575   9.248   9.017
[2,] 574.471 257.087 492.281 110.28 269.132 161.60  66.640 313.720 285.415
[3,] 100.390  82.013 334.377 116.74  78.967  13.18 124.210 157.841 221.474
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  15.19  11.28  15.68  6.474   15.30  16.19  3.808  11.78  11.23
[2,] 513.97 390.52  34.84 23.577 2006.10 249.62 63.221 376.81 564.98
[3,] 267.55 248.60 178.29 66.187   70.85 472.31 42.984 802.33 643.58
      [,28]   [,29] [,30]  [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   8.59   9.539 3.400  10.74   9.426  4.595  10.62  10.67   9.696
[2,] 133.78 540.769 3.249 407.52 236.323 97.810 380.07 261.99 413.321
[3,] 169.81 415.321 3.908 465.28 265.056 79.041 383.71 306.75 292.722
      [,37]   [,38]   [,39]  [,40]   [,41] [,42]  [,43]   [,44]   [,45]
[1,]  10.13   8.244   7.507  2.875   7.216 2.650   6.98   7.433   6.309
[2,] 219.17 352.682 141.405 14.220 163.458 9.240 185.07 355.567 111.141
[3,] 156.82  90.448 160.229  4.536  96.399 2.294  71.63 243.922 164.798
      [,46]   [,47]   [,48]   [,49] [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  4.003   7.497   9.319   9.967 5.142  10.44   8.875  3.857   8.428
[2,]  8.151 436.446 163.798  34.752 5.223 506.00 125.721 88.340 435.551
[3,] 15.478 231.238 194.744 224.955 4.704 342.09 243.685 67.578 413.395
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]  [,61]  [,62]  [,63]
[1,]   7.292   7.136   4.426  7.848 2.581   7.322   3.65   6.54  6.702
[2,] 493.735 365.313 507.059 15.415 2.901 224.800  64.03  81.08  5.646
[3,] 321.799 372.169 477.264 52.253 8.277 450.623 111.55 264.61 18.885
      [,64]   [,65]  [,66]   [,67]  [,68]   [,69] [,70]   [,71]   [,72]
[1,]   7.65   9.207  4.502   9.123  6.481   9.109 3.458   9.332   8.935
[2,] 248.65 467.480 42.118 256.620 33.400 409.402 2.908  35.157 244.975
[3,] 117.30  93.328 22.336 114.373 87.344 210.757 8.157 112.085  32.027
      [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.36  10.35  11.06   9.883   7.946  2.566   7.606   6.975   9.085
[2,] 116.46 390.86 165.68 492.648 507.346 30.283 388.652 222.403 251.674
[3,]  76.34  59.26  92.53 104.630 302.360 13.880 436.794 153.663 257.841
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88] [,89]   [,90]
[1,]  5.070   4.514  3.702   7.032  6.228  13.87  12.22  4.41   4.783
[2,] 35.431 129.830 61.673 324.373  6.599 194.84 302.62 32.88 164.682
[3,]  9.735  80.657 64.945  96.270 54.944 132.15 348.51 67.57  53.865
       [,91]  [,92]   [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]   4.549   4.23   6.577  4.708   3.744  4.983   23.71  11.96
[2,] 239.056 256.77  27.675 49.683  91.702 69.421 1385.00 543.17
[3,]  69.624 105.39 167.175 48.594 117.294 85.602  619.88 477.31
[1] "--- VAR model 2017-10-04 08:01:00  completed"
[1] "Completed training sample:  2017-10-04 08:01:00 - 2017-10-04 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 08:31:00 - 2017-10-04 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.78059          0.4018          1.962         0.1659
        -0.02081          1.4544          2.891         0.4456
         0.90507          0.5671          2.789        12.5239
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.048         0.4869            2.769            1.569
          1.496         4.5199            2.517            4.251
          1.722         0.8208            2.060            3.100
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.9337           9.1981           1.1472           -11.72
           1.1726          -0.5143           0.6378           -16.44
           0.1333           2.6539           0.4923           -14.58
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.596         0.939913          -0.1073           0.2740
            9.379         1.579553          -0.4923           0.7973
            6.129         0.005864          -0.2413           0.2876
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.2767           0.4439          -6.0934           -4.680
          -0.1035          -0.8536          -1.5311            1.451
          -0.1203          -1.7841          -0.8116            2.556
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            2.375           0.4364           32.337           8.5798
            1.834           0.4991            3.143           8.4289
            1.424          -0.1546            6.152           0.2356
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02952           0.2336          -0.7865          -2.2868
         -0.18454          13.4548          12.7397          -1.3072
         -0.16194          -0.3967           2.7209          -0.1939
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -1.8474          -0.6146            4.854           1.3750
           0.2558           0.6804           -2.419           1.5469
          11.9888          -0.8434            8.478           0.2161
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.13064            2.335          1.88221           7.7408
         -0.42175           -1.910          1.20351           2.0717
          0.05985            5.974         -0.06841          -0.6241
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.032           1.0781            7.764         -0.02337
           -3.272          -3.0149            6.544         -0.02088
           -2.437          -0.8467            5.528         -0.01368
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.2278        -0.044863           0.5051            3.877
           0.5741         0.029485           2.3468           -4.909
           0.3286        -0.004876           1.3752           -1.086
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.147           0.4123           -2.970           -2.340
            6.390           0.7334            5.857            1.837
            5.063           0.3425           -1.254            1.089
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.7710           0.7547           -2.760            5.819
          -1.2099           0.7498            4.725            7.000
          -0.2339           0.4582           -2.236            6.383
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9330           -5.146           -4.941           -7.993
           0.7274            1.740           -2.382           -3.470
          -0.4360           -2.184            3.031            3.693
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.2248         -0.40512          -0.2342           -5.831
          -6.0714         -0.02773           0.1951           -2.143
          -2.3509         -0.06517          -0.0601           -6.282
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.564           -3.851          -0.2600          -4.2317
           -1.133           -1.471           0.1720          -4.0302
           -2.412           -3.741           0.1362          -0.2846
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.323           0.1492            1.479           0.9510
           -3.878          -0.1548           -3.131           0.0135
           -1.315           0.1793           -1.652           0.0346
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.188          1.80460         -0.29452          -0.3919
           -4.276          1.18182          0.11514           1.1899
           -4.027          0.04575          0.01906           0.2656
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.896         -0.22943         -0.08231           3.6449
           -2.654         -0.59470         -0.26084          -0.6880
           -1.981          0.03355         -0.11905          -0.1264
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.1055          0.25713          -2.6534           -2.888
          -0.1007          0.08781           3.0672           -2.622
          -0.1856          0.13470          -0.5825           -2.012
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.858          1.10195          -0.9606          -0.6564
            1.443          0.06078          -1.2656           0.3711
            0.822          0.71896           0.9785          -0.3139
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.310            3.771          -0.3770           -9.252
           -1.812            4.216          -0.5479          -10.042
           -2.394            1.258          -0.3648          -10.707
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8458           3.8969           4.4225           1.7918
           0.1302          -0.6085          -0.3506           1.3255
           1.1340           0.1775           0.2697          -0.3952
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.1262           0.4275           -5.055           1.5442
          -0.7975           1.0630           -5.345          -0.1101
          -2.8215           0.3802           -3.613          -0.1692
 rnd_95776.volume rnd_95787.volume
            17.96           12.361
           -10.12            4.883
            10.44            2.408
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.296 4.867 11.34 7.246 23.55 3.031 3.115 8.713 9.576 6.016 4.543
[2,] 7.303 4.868 11.35 8.638 23.84 3.031 3.211 8.714 9.653 8.683 5.271
[3,] 7.315 4.953 11.44 9.880 24.67 3.301 3.296 8.826 9.685 8.784 5.320
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.719 4.744 6.339 11.11 6.025 7.195 6.962 11.03  8.871 13.08 5.106
[2,] 8.507 4.918 6.912 11.23 6.067 7.991 7.669 12.19  9.822 13.08 5.110
[3,] 9.234 5.080 6.963 11.23 6.117 8.185 7.834 12.63 10.196 13.11 5.154
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 12.72 11.56 2.951  8.369  7.923 6.529 7.074 2.767  8.113 7.518 3.667
[2,] 23.98 12.79 2.990  9.521  9.947 6.615 8.933 2.767  9.195 7.878 3.765
[3,] 23.99 13.74 2.995 12.702 12.031 6.820 9.874 2.767 10.362 8.353 3.857
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.271 8.777 7.864 7.881 6.974 5.938 2.248 5.727 2.027 5.515 5.796
[2,]  9.169 9.180 8.903 8.220 7.653 6.151 2.249 5.978 2.027 5.905 6.831
[3,] 10.121 9.690 9.436 8.424 7.727 6.394 2.250 6.065 2.028 5.960 7.285
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 5.006 3.100 5.945 7.364 7.979 4.092  8.212 7.366 3.050 6.796 5.890
[2,] 5.152 3.102 7.433 7.547 7.983 4.094  9.708 7.462 3.156 8.068 7.707
[3,] 5.452 3.113 7.810 7.780 8.304 4.095 10.333 8.030 3.215 9.102 8.399
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.737 3.537 6.057 2.030 5.706 2.945 5.208 5.601 5.601 7.508 3.729
[2,] 6.786 6.447 6.061 2.031 6.113 3.023 5.261 5.601 6.876 8.980 3.744
[3,] 7.744 7.948 6.082 2.031 7.772 3.245 6.012 5.601 6.971 9.028 3.771
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.517 5.077 7.814 2.903 7.268 7.344 8.104 7.724 8.861 7.536 6.066
[2,] 8.128 5.107 8.724 2.919 7.279 7.939 8.175 8.876 9.110 9.299 7.978
[3,] 8.279 5.216 9.227 2.948 7.363 7.939 8.212 8.903 9.192 9.333 8.626
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.077 6.214 5.112 7.393 4.044 3.679 2.988 6.191 5.566 10.81  9.914
[2,] 2.099 7.336 5.350 7.981 4.048 3.909 3.125 6.793 5.568 10.99 10.141
[3,] 2.105 8.578 5.529 8.482 4.049 3.997 3.153 6.873 5.607 11.07 10.649
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.696 3.766 3.824 3.404 5.137 3.688 3.588 4.115 18.79  9.688
[2,] 3.698 3.993 4.120 3.969 5.140 3.733 3.876 4.153 23.52 10.987
[3,] 3.748 3.997 4.125 4.015 5.482 3.759 4.174 4.251 24.32 11.790
Root mean square errors of predictions:  
       [,1]   [,2]  [,3]    [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]  9.265  6.181  14.4   9.202  29.91   3.849  3.956  11.06  12.16
[2,] 28.498  7.268  40.2 400.473 317.64   4.028 66.445  15.99 104.10
[3,] 35.267 78.286 122.3 408.490 539.36 111.314 63.338 119.77  67.53
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]   [,17]  [,18]
[1,]   7.639   5.769   8.532   6.024   8.05  14.11  7.651   9.136   8.84
[2,] 533.319 227.709 444.452 110.419 234.66 136.87 61.208 296.339 274.05
[3,] 113.366  61.524 305.938 108.578  71.80  15.22 66.661 150.854 136.49
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  14.01  11.26 16.61  6.483   16.15  14.68  3.748  10.63  10.06
[2,] 440.73 359.10 27.22 17.808 1731.08 466.34 40.831 386.68 512.25
[3,] 284.33 233.48 80.57 57.385   63.35 428.04 15.055 716.21 576.50
       [,28]   [,29] [,30] [,31]   [,32]  [,33] [,34]  [,35]   [,36]
[1,]   8.291   8.983 3.513  10.3   9.547  4.656  10.5  11.15   9.986
[2,]  90.521 464.604 2.918 368.8 200.492 72.732 337.2 229.26 355.580
[3,] 141.705 358.401 4.305 406.8 236.692 71.461 365.2 264.30 266.304
      [,37]   [,38]   [,39] [,40]   [,41] [,42]   [,43]  [,44]   [,45]
[1,]  10.01   8.856   7.541 2.854   7.273 2.573   7.003   7.36   6.356
[2,] 199.05 268.401 136.614 7.220 145.951 4.385 179.944 308.03 103.965
[3,] 157.42  91.244 148.874 4.661  87.492 4.910  69.328 215.60 151.950
      [,46]   [,47]   [,48]  [,49]  [,50]  [,51]   [,52]  [,53]  [,54]
[1,]  3.937   7.549   9.351  10.13  5.196  10.43   9.354  3.873   8.63
[2,]  9.206 380.021 141.014  22.99 10.094 441.06 101.921 69.297 370.29
[3,] 22.090 204.364 160.906 194.92 11.281 301.57 252.697 52.042 359.09
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62] [,63]
[1,]   7.479   7.286   4.492  7.692 2.578   7.246   3.739   6.614 7.112
[2,] 423.437 308.742 459.026 18.580 2.526 186.786  58.184  63.527 7.543
[3,] 284.449 317.810 396.034 43.858 5.227 408.823 100.529 247.919 6.292
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]   [,72]
[1,]   7.112   9.534  4.735   9.546  6.447   9.923  3.687  9.229   9.325
[2,] 339.724 419.694 28.549 263.406 47.287 330.466 25.573 35.047 256.956
[3,]  98.078  79.468 38.933 134.315 90.468 255.930 35.599 94.714  11.705
     [,73]   [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,] 10.29   9.809  11.25   9.57   7.703  2.637   7.891   6.492   9.388
[2,] 91.97 372.460 180.27 463.95 441.307 26.300 332.134 134.239 256.138
[3,] 66.84  59.498 105.01  68.53 279.523 12.848 378.754 118.961 244.750
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  5.135   4.671  3.795   7.862  7.067  13.72  12.59  4.693   4.782
[2,] 17.325 112.730 77.940 238.145 15.506 167.80 181.77 11.780 113.146
[3,]  4.251  71.136 36.035  89.071 56.584 120.02 277.03 51.907  15.418
       [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97] [,98]
[1,]   4.856   4.323   6.523  4.683   4.557  5.226   23.87  12.3
[2,] 130.514 173.886  15.912 49.484 124.854 47.647 1204.32 441.5
[3,]  18.059  51.491 162.356 37.889 132.068 77.466  526.38 364.3
[1] "--- VAR model 2017-10-04 08:31:00  completed"
[1] "Completed training sample:  2017-10-04 08:31:00 - 2017-10-04 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 09:01:00 - 2017-10-04 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.515          1.4723        -0.2092        -0.7018
           1.747          0.2575        -1.2523        -0.7168
           0.367          0.2482         0.2224         2.4242
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.716         1.5254          0.03995            4.266
         -5.156        -0.3030         -0.30009            1.365
         -3.111         0.6617         -0.28007            1.326
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.1273          -0.8679          -1.2196          -12.509
           0.9810           3.1457           0.6930           -6.296
          -0.1342           0.3357          -0.2011           -6.717
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.919           0.7697          1.47758          0.25283
           -1.595           0.7874         -0.83000          0.01638
           -1.641           0.6804         -0.09056          0.01953
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.90642           0.6738            6.973            9.909
          0.09509           0.6030            3.099           11.222
          0.24740          -0.2743            5.591            8.808
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.26458           0.7561          7.81927          -1.0910
          0.08261           0.2066         -0.03428           2.1681
          0.46022          -0.2195         -1.87189           0.1631
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.8693          -5.0581           1.3234        0.0001853
          -0.4535           4.1447           0.3076       -0.3422293
           0.3243          -0.5859           1.6013       -0.3844268
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.4409         0.218780           5.1333           -3.419
          -1.9820        -0.008084           0.2940           -2.513
           2.8154        -0.152568          -0.3257           -2.685
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.07147           4.6180           0.3795           -7.001
          0.18168           0.2692           0.5406            2.034
         -0.19093          -1.3543          -0.7877           -1.055
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.374           -2.856            1.742        -0.044533
           -4.209            1.981            1.634        -0.011274
           -3.282            3.618            1.224         0.001207
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.723          0.05454          -0.9183          -10.160
           -1.861         -0.06728          -0.2268           -7.094
           -1.241          0.02676           0.1356           -6.478
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.459          0.50913           -5.864           0.5540
            1.204          0.31115           -6.797          -4.0555
            1.025          0.06067           -4.042          -0.8463
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.0244          -0.3334         -12.6514            16.35
           1.3185          -0.2621          -0.4984            12.99
           0.8676          -0.8139          -2.2696            12.59
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.121516          -12.613           -2.771            2.083
        -0.013706           -4.269           -8.159          -12.374
         0.002732           -2.175           -0.370           -2.753
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           14.795         -0.52895          -0.3316            3.809
           -3.915         -0.02053          -0.1435           11.787
           -8.931          0.23079          -0.0850           -4.738
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.386          -2.9214          0.10477          -0.9662
           -4.963           7.8585         -0.02355           0.4421
           -4.610          -0.5628         -0.09635           7.4623
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.921         -0.08179           3.8664          -0.7132
           -1.089          0.09078          -1.1148          -0.3544
            7.834          0.07750           0.6208          -0.3537
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.3537            3.611            2.196            5.885
          -0.3250            3.335            2.995            0.915
           0.4253            2.637            1.404            1.371
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.217           6.4279            18.06            1.654
            2.891           0.4917            13.99            2.689
            1.919           2.1856            11.15            1.761
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.629          0.04959            2.132            7.879
           10.781         -0.68673            2.707            6.925
            4.928         -0.08736            3.755            4.749
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.594           0.1482          -0.2788           2.6817
            5.192           0.1700          -2.3433          -0.5979
            7.394           0.6634          -0.2570           0.1599
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.217         1.580842           0.5579           -8.948
           -2.021         0.337126           0.6830           -9.001
           -1.053        -0.005623           0.8717           -8.123
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.5196           3.7091          -0.5940          -1.2172
           1.8885          -0.5572          -0.6404           1.1446
          -0.6383           0.4225           0.5380          -0.4877
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.5706            1.568           -6.992            2.320
           5.8623            1.501           -7.482            1.890
           0.2996            1.436           -7.578            1.169
 rnd_95776.volume rnd_95787.volume
          -14.999          -1.7462
           -6.569           2.9183
          -17.946          -0.4993
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.326 4.961 11.36 6.421 25.48 3.431 2.883 8.794 9.797 5.997 4.640
[2,] 7.335 4.963 11.37 7.907 25.58 3.435 2.930 8.795 9.825 8.826 5.281
[3,] 7.352 5.038 11.46 9.174 26.13 3.811 3.009 8.987 9.905 8.904 5.324
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.752 4.432 6.219 11.03 6.051 7.133 7.734 10.82  9.146 14.29 4.847
[2,] 8.523 4.635 6.704 11.16 6.063 7.814 8.465 12.16 10.003 14.32 4.874
[3,] 9.260 4.805 6.797 11.16 6.081 7.942 8.610 12.66 10.384 14.35 4.876
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.52 11.38 2.972  7.909  7.240 6.468 6.457 2.838 7.941 7.623 3.712
[2,] 23.82 12.62 3.001  9.126  9.401 6.528 8.400 2.840 8.787 8.020 3.793
[3,] 23.83 13.48 3.007 12.443 11.660 6.699 9.400 2.841 9.947 8.485 3.860
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.104 8.582 7.879 7.830 7.685 5.992 2.208 5.721 1.926 5.500 5.759
[2,] 8.898 9.127 8.933 8.202 8.191 6.260 2.210 6.029 1.926 5.866 6.801
[3,] 9.891 9.594 9.375 8.415 8.336 6.515 2.210 6.151 1.927 5.954 7.216
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.992 3.018 6.174 7.376 7.947 4.079  8.171 7.422 3.347 7.046 6.073
[2,] 5.147 3.025 7.663 7.518 7.949 4.091  9.791 7.497 3.347 8.590 7.749
[3,] 5.432 3.036 8.039 7.724 8.282 4.092 10.486 8.132 3.348 9.430 8.497
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.899 3.714 6.015 2.054 5.704 2.952 5.308 5.565 5.810 7.812 3.798
[2,] 6.894 6.660 6.019 2.056 6.198 3.046 5.359 5.567 7.044 9.131 3.822
[3,] 8.003 7.946 6.029 2.057 7.881 3.242 6.115 5.567 7.148 9.184 3.846
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.976 5.101 8.076 3.098 7.244 7.208 8.340 7.651 9.150 7.536 6.032
[2,] 8.359 5.141 8.999 3.152 7.256 7.928 8.453 8.873 9.632 9.228 8.099
[3,] 8.588 5.270 9.412 3.194 7.312 7.930 8.496 8.887 9.877 9.267 8.785
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.170 6.176 4.900 7.350 3.921 3.823 2.977 6.560 5.635 10.66 10.00
[2,] 2.188 7.390 5.093 7.990 3.922 4.061 3.142 7.106 5.635 10.88 10.17
[3,] 2.191 8.516 5.295 8.548 3.922 4.158 3.165 7.183 5.653 10.95 10.63
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.489 3.428 3.694 3.752 5.062 3.729 3.737 3.987 19.26  9.448
[2,] 3.757 3.758 3.900 3.758 5.063 3.753 4.023 4.170 24.29 10.912
[3,] 3.813 3.782 3.929 3.771 5.417 3.798 4.347 4.300 25.05 11.584
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]   [,5]    [,6]   [,7]   [,8]  [,9]
[1,]  9.303  6.299  14.42   8.154  32.35   4.357  3.661  11.17 12.44
[2,] 29.134 12.092  36.97 351.981 177.18  13.039 39.963  13.30 57.73
[3,] 37.961 66.220 110.51 354.936 406.39 125.939 52.365 141.10 95.83
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   7.615   5.892   8.574   5.628   7.897  14.01  7.683   9.058   9.821
[2,] 494.000 192.431 396.730 103.581 191.178 128.70 30.508 243.549 262.653
[3,]  90.500  52.092 276.336  96.597  85.377  24.74 36.166 108.291 120.160
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]  [,26]   [,27]
[1,]  13.74  11.61 18.14  6.155   15.90  14.44  3.774  10.04   9.194
[2,] 423.88 309.12 79.48 38.972 1545.58 416.51 31.935 347.45 457.540
[3,] 269.18 212.74 68.06 12.862   55.16 361.59 14.360 645.30 526.174
       [,28]   [,29] [,30]  [,31]  [,32]  [,33]  [,34] [,35]  [,36]
[1,]   8.213   8.199 3.604  10.08   9.68  4.713  10.29  10.9  10.01
[2,]  68.184 409.934 7.644 287.11 190.32 59.747 280.34 237.2 321.16
[3,] 114.759 322.010 6.653 355.74 211.33 54.882 329.56 225.6 217.30
       [,37]   [,38]   [,39] [,40]   [,41] [,42]   [,43]   [,44]   [,45]
[1,]   9.943   9.758   7.609 2.804   7.265 2.446   6.984   7.314   6.339
[2,] 186.288 216.427 138.318 6.804 145.205 1.950 155.523 275.980  95.743
[3,] 143.694 118.510 137.994 3.134  93.014 2.958  78.408 183.985 132.514
      [,46]  [,47]   [,48]  [,49]  [,50]  [,51]   [,52] [,53]   [,54]
[1,]  3.833   7.84   9.366  10.09  5.180  10.38   9.424 4.250   8.948
[2,] 15.969 346.25 111.373  15.80 24.348 411.59  81.197 3.406 374.840
[3,] 19.165 185.49 135.329 177.45  8.367 286.51 240.385 6.704 296.915
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]  [,61]  [,62]  [,63]
[1,]   7.712   7.491   4.716  7.638 2.608   7.243  3.748   6.74  7.067
[2,] 367.249 272.197 421.772 18.040 8.456 185.133 57.630  56.84 11.585
[3,] 265.956 310.107 330.673 26.428 2.526 371.383 84.633 224.65  7.018
       [,64]  [,65]  [,66]  [,67]  [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   7.377   9.92  4.823  10.13  6.478  10.25  3.935  9.199   9.154
[2,] 303.849 360.62 32.925 190.93 48.659 302.93 44.081 32.947 251.760
[3,]  93.284  76.13 32.949 150.71 88.782 210.55 39.574 69.363  15.952
      [,73]   [,74]  [,75]  [,76]  [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.59   9.716  11.62   9.57   7.66  2.755   7.843   6.222   9.334
[2,] 105.21 342.883 229.61 406.34 412.35 21.602 309.667 106.102 239.036
[3,]  65.69  38.545 167.20  65.07 259.78  9.149 322.881 110.756 231.932
     [,82]   [,83] [,84]   [,85]  [,86]  [,87] [,88]   [,89]   [,90]
[1,] 4.979   4.855  3.78   8.331  7.156  13.54  12.7   4.431   4.353
[2,] 7.466 104.527 76.76 208.469  6.594 163.59 137.9 106.170 117.414
[3,] 5.033  68.195 29.06  80.353 34.899  99.28 236.9  49.835  32.610
      [,91]  [,92]   [,93]  [,94]   [,95]  [,96]   [,97] [,98]
[1,]  4.691  4.764   6.428  4.735   4.745  5.063   24.45  12.0
[2,] 95.395 16.858   6.931 32.695 113.739 93.243 1130.11 416.6
[3,] 36.231 24.485 147.026 44.813 125.656 80.097  467.41 296.8
[1] "--- VAR model 2017-10-04 09:01:00  completed"
[1] "Completed training sample:  2017-10-04 09:01:00 - 2017-10-04 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 09:31:00 - 2017-10-04 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.368          0.6715        -2.1916        -4.0928
          -1.979          1.9215         0.5556         0.3182
          -1.368          0.7064        -1.1956        -5.5740
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.690         1.8831           1.4736            1.752
         -5.320         1.0905           0.1971            2.428
         -3.054         0.8933           0.5264            3.092
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4768           10.647           4.7309           -3.365
           1.2608           -1.058          -0.2025           -9.138
           2.1664            1.314           0.2072           -6.300
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.0617           4.6702           0.7419           0.2691
           0.3113           0.1444          -0.4495           0.3390
           0.4372           0.1741           0.6069           0.3135
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.2983          -1.1754            12.12            17.53
           2.7117           0.3945            12.46            12.22
          -0.2433           1.7718            10.25            15.48
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.65289           0.2694         -12.3186          -3.0812
          0.16256          -0.1005          -2.8677          -2.4002
         -0.05432          -0.1710           0.7475          -0.3632
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.06389           1.7140           1.7715           -1.785
          0.23875          -6.6485          -4.9619           -2.230
          0.28511          -0.3469          -0.4323           -1.850
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -3.6106         -0.08933          -4.4596           -6.077
           0.7114          0.46017           0.7624           -5.124
          -5.4229         -0.13581          -2.4783           -6.324
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2301          -6.2438          -8.1919         -2.22133
          -1.1078          -0.6216          -4.0496         -6.02826
           0.1354          -1.6955          -0.4321          0.06046
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.337          -0.4333            19.05         0.036211
           -3.021           2.0782            16.21        -0.033441
           -2.648          -0.6974            13.39         0.004135
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.25908         -0.02899          -2.0642           -6.835
          0.16030          0.02967          -0.6501           -8.378
          0.07932         -0.01583          -1.0838           -7.098
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.073            1.360           -1.920           1.5267
            6.360            1.358           -1.201          -1.7083
            5.470            1.257           -2.624           0.6559
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          1.29256           -2.303           3.0720            13.20
          0.02141           -1.293          -2.1645            18.21
          0.04219           -1.298           0.6794            17.00
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.059085           1.9096          -0.6344          -2.6708
         0.069819          -0.5790           1.6050           2.7666
        -0.005326          -0.9638          -1.5111          -0.4936
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
        -10.30213          0.38856         -0.34594          -9.4291
          0.03041         -0.03272         -0.11117          -6.9346
          1.45570         -0.42051          0.05531           0.7274
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.218          -1.8633           0.2269          -0.3627
           -4.240          -3.2684          -0.2582          -4.1761
           -4.038          -0.7109          -0.1163          -3.0257
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.561          -0.5741           1.8251          0.11743
           -3.101          -0.7648          -0.8091          0.12271
           -3.853          -0.3625          -1.5578          0.04222
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.0139            4.102         -1.77142           1.2493
          -0.9055            3.434         -0.13219          -1.2571
          -4.3089            2.934          0.01337          -0.1816
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.884          1.38726            4.832          -3.0407
            2.252         -1.09314            4.161          -0.1096
            1.108          0.01264            2.759          -0.2250
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.2700           0.7731           8.2464            6.069
           3.0217          -0.1222          -4.1027            5.666
           0.3969           0.4067          -0.4405            4.300
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.932          -0.1106          -0.3163          -0.5933
            1.149           0.3933           0.5791           0.2437
            2.477           0.2001          -0.3422           0.2599
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.199           0.2966           -4.692           -7.831
           -1.277           1.6176           -3.154           -7.096
           -1.139           1.0531           -2.291           -6.658
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            8.080          -0.1027           0.8745          0.07440
           -1.901          -1.1471          -0.4406         -0.02582
            0.757           0.1833           0.1820         -0.01636
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.4516            1.151           -7.549           0.9457
          -0.9255            1.803           -7.303          -0.9611
          -0.9221            1.373           -6.692          -0.7242
 rnd_95776.volume rnd_95787.volume
           -2.234          -4.8608
            1.636          -0.9964
           -3.849           0.1858
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.346 5.056 11.61 6.998 26.14 3.733 2.940 9.179 10.16 6.299 4.745
[2,] 7.375 5.060 11.61 8.428 26.24 3.734 2.974 9.183 10.17 9.501 5.369
[3,] 7.404 5.146 11.65 9.749 26.82 4.062 3.039 9.316 10.23 9.574 5.429
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.797 4.798 6.215 10.87 6.266 7.228 7.639 10.68  8.989 15.33 4.948
[2,] 8.313 4.908 6.661 10.99 6.271 7.915 8.408 11.99  9.721 15.35 4.959
[3,] 9.105 5.067 6.666 10.99 6.279 8.033 8.553 12.52 10.100 15.36 4.960
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 12.66 11.29 3.123  7.876  7.439 6.244 6.895 2.882  8.343 7.568 3.711
[2,] 24.05 12.59 3.160  9.189  9.779 6.303 8.762 2.883  9.119 7.954 3.820
[3,] 24.06 13.38 3.170 12.327 11.985 6.475 9.788 2.885 10.254 8.486 3.903
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.020 8.420 7.639 7.554 7.235 6.092 2.174 5.866 1.840 5.637 5.809
[2,] 8.748 9.075 8.785 7.942 7.703 6.441 2.174 6.265 1.841 5.984 6.831
[3,] 9.894 9.553 9.260 8.164 7.767 6.769 2.175 6.390 1.841 6.053 7.302
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 5.044 2.782 6.246 7.378 7.977 4.165  8.189 7.510 3.287 7.058 6.177
[2,] 5.226 2.915 7.664 7.512 7.985 4.188  9.709 7.593 3.287 8.715 7.865
[3,] 5.530 2.931 8.040 7.738 8.331 4.201 10.351 8.285 3.288 9.528 8.568
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.957 3.829 5.965 2.120 5.668 2.967 5.367 5.685 6.121 8.112 3.870
[2,] 6.972 6.766 5.967 2.124 6.243 3.066 5.411 5.687 7.241 9.311 3.902
[3,] 8.075 8.095 5.973 2.125 7.997 3.266 6.144 5.687 7.348 9.351 3.932
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.026 5.010 8.256 3.299 7.449 7.433 8.508 7.847  9.135 7.969 6.713
[2,] 8.434 5.051 9.231 3.385 7.496 8.101 8.675 9.065  9.803 9.294 8.346
[3,] 8.665 5.194 9.608 3.473 7.613 8.112 8.738 9.080 10.108 9.344 8.955
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.140 6.426 4.739 7.370 3.857 3.847 2.975 7.124 5.737 10.34  9.866
[2,] 2.146 7.831 5.013 7.931 3.859 4.079 3.118 7.493 5.737 10.59 10.156
[3,] 2.146 8.726 5.197 8.616 3.860 4.165 3.137 7.574 5.760 10.66 10.599
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.252 3.450 4.069 4.023 5.040 3.690 4.047 4.097 19.35 10.01
[2,] 3.804 4.136 4.087 4.029 5.040 3.705 4.312 4.320 24.30 11.60
[3,] 4.043 4.184 4.100 4.030 5.437 3.761 4.670 4.414 24.98 11.61
Root mean square errors of predictions:  
       [,1]   [,2]  [,3]    [,4]  [,5]    [,6]   [,7]   [,8]  [,9]   [,10]
[1,]  9.328  6.421 14.74   8.886  33.2   4.740  3.734  11.66 12.90   7.999
[2,] 46.784 13.773 30.96 332.150 158.3   6.638 31.567  21.36 33.31 502.830
[3,] 47.266 66.748 64.69 346.423 393.0 113.252 44.416 111.12 80.75  83.550
       [,11]   [,12]  [,13]   [,14]  [,15]  [,16]   [,17]   [,18]  [,19]
[1,]   6.026   8.631  6.093   7.893  13.80  7.957   9.179   9.701  13.56
[2,] 177.644 338.426 72.972 169.432 115.22 18.706 228.124 248.357 386.05
[3,]  57.024 262.726 89.142  19.283  28.14 23.790  97.044 111.097 255.09
      [,20] [,21]  [,22]   [,23]  [,24]  [,25] [,26]   [,27]   [,28]
[1,]  11.41 19.47  6.284   16.08  14.34  3.966  10.0   9.447   7.928
[2,] 261.84 62.17 23.227 1445.31 394.22 33.874 334.8 448.779  61.198
[3,] 193.89 33.86  9.789   51.69 319.66 18.455 580.9 489.841 105.061
       [,29] [,30]  [,31]  [,32]  [,33]  [,34]  [,35]   [,36]   [,37]
[1,]   8.755 3.659  10.59   9.61  4.713  10.18  10.69   9.701   9.592
[2,] 382.319 6.853 260.36 173.12 64.125 247.02 239.43 306.732 173.499
[3,] 308.486 7.779 331.49 209.23 56.484 326.86 211.09 207.238 133.836
       [,38]   [,39] [,40]   [,41] [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   9.187   7.735 2.760   7.449 2.337   7.158   7.377   6.406  3.532
[2,] 186.999 148.029 4.339 155.524 2.987 142.088 254.141  96.694 61.619
[3,]  71.110 147.317 4.674  89.254 3.419  64.629 182.503 127.807 22.064
       [,47]   [,48]  [,49]  [,50] [,51]   [,52] [,53]   [,54]   [,55]
[1,]   7.931   9.369  10.13  5.288  10.4   9.536 4.174   8.963   7.844
[2,] 314.040 100.107  25.74 31.333 368.8  79.688 3.806 361.453 344.227
[3,] 171.796 131.658 168.07 23.655 253.9 234.342 6.458 272.361 240.299
       [,56]   [,57]  [,58] [,59]   [,60]  [,61]   [,62]  [,63]   [,64]
[1,]   7.564   4.862  7.575 2.692   7.198  3.768   6.815  7.219   7.773
[2,] 256.227 394.338 10.860 9.868 185.134 54.614  49.254 12.966 273.568
[3,] 288.027 314.167 20.195 2.992 353.305 79.595 205.789  5.745  88.533
      [,65]  [,66]  [,67]  [,68]  [,69]  [,70]  [,71]   [,72]  [,73]
[1,]  10.30  4.914  10.19  6.362  10.48  4.189  9.459   9.439  10.80
[2,] 323.19 35.536 183.47 45.841 291.96 53.621 59.959 227.777 120.20
[3,]  61.94 34.581 140.56 85.706 188.71 54.932 94.242  30.262  74.42
       [,74] [,75]  [,76]   [,77]  [,78]  [,79]   [,80]   [,81]  [,82]
[1,]   9.965  11.6  10.12   8.524  2.718   8.16   6.018   9.358  4.897
[2,] 320.937 251.5 338.20 350.578 11.726 316.47 115.708 207.389 10.895
[3,]  37.068 174.6  68.30 229.639  2.149 272.19  96.962 238.036  5.316
      [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]  [,91]
[1,]  4.885  3.778   9.046  7.285  13.14  12.53   4.129   4.381  5.167
[2,] 95.844 66.151 164.366  5.760 159.60 170.57 139.508 161.286 27.711
[3,] 59.755 24.696  78.147 36.846  89.37 214.52  96.880  44.900 23.077
      [,92]   [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]  5.108   6.400  4.686   5.139  5.202   24.57  12.71
[2,] 15.894   5.711 23.181 105.224 97.122 1039.90 415.10
[3,]  7.117 144.307 46.173 126.800 64.051  407.01  39.18
[1] "--- VAR model 2017-10-04 09:31:00  completed"
[1] "Completed training sample:  2017-10-04 09:31:00 - 2017-10-04 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 10:01:00 - 2017-10-04 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.274         0.06261       -2.27786        -15.590
           2.370         1.10991        2.32162          2.879
           2.506         0.45847        0.01901         -3.202
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.806       -0.08554           1.2947           2.4896
         -1.005       -1.26122           0.5491           0.9033
         -0.617       -0.15411           0.3204           1.2700
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.8308          0.04019          -1.1964           -19.17
          -0.3753          2.10693           1.6190           -15.52
          -1.4013          0.19961          -0.4675           -18.43
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.589         -2.60587        -0.493235         -0.11687
            2.406          0.52329        -0.003535          0.29795
            1.808          0.03893         0.065703          0.08775
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.7602          -2.5586           2.3028           7.6996
          -1.5888          -1.2089          -0.2446           2.9946
          -0.4332          -0.1922          -0.5859           0.0662
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.4681           1.0377           -2.811           6.9514
           0.3572           0.2548           -5.046          -4.1066
          -0.1314          -1.1594            4.244          -0.5544
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.6845            8.188          -2.0854           0.3329
          -1.0166           -3.158          -0.5869          -0.1053
          -0.6273           -3.414          -1.7029           0.2542
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -15.889          -0.4460          -12.947          -11.835
            4.268          -0.1645           -5.067          -10.256
           -3.191          -0.3346            1.958           -9.048
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2752           -6.481            2.554           0.4513
          -1.4208           -8.471           -9.902          -8.1394
           0.4512            2.699            1.537          -3.8618
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.1948          -10.382           -4.235        -0.171539
          -0.7501           -7.915           -3.617         0.002532
          -0.6152           -7.183           -3.030         0.039416
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.2309          0.08711           2.0022         -3.03851
           1.3929         -0.04897           0.8211         -0.05339
           0.8458          0.01119          -2.1142         -0.78327
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.146            3.357           1.2993           1.2690
            5.532            3.008          -4.2318           0.6012
            5.145            2.093          -0.5163           1.2703
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -10.469           -3.147         -20.3192            10.86
          -11.318           -2.577          -0.6721            14.87
           -7.405           -1.632          -1.1299            12.24
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.009431          -9.8305           -0.439           -5.893
        -0.020310         -13.8095          -14.081           -9.386
        -0.015175           0.1362           -1.224           -8.796
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.778           0.4622         0.065555           -9.335
           -1.239          -0.2725        -0.108305           -6.138
          -14.525          -0.3550        -0.005541           -1.838
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.745           -3.825           0.2608            7.277
           -3.055           -3.033           0.7318           -4.361
           -3.269           -2.127           1.0682           -2.167
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.7028           1.1616            1.072           -2.087
          -3.6030           1.1006            2.075           -1.837
          -2.8099           0.6014           -2.606           -1.151
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.615          -0.9696          -0.3312         -0.92033
            1.637          -1.3097          -0.7142          0.16779
           -3.723          -1.1316          -0.4510          0.02663
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.232          -1.7577            18.56            9.616
           -3.304          -0.1044            13.66            3.053
           -2.560          -0.4858            12.84            2.645
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.955         0.208419            3.210           -6.814
            5.044        -0.061381            9.867           -5.623
            4.760         0.004696            4.264           -4.748
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.171          -0.1002           0.2941          -1.0966
            5.973          -0.1873          -3.1277          -1.4389
            3.179           0.1247          -0.1758          -0.8263
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.750           0.4817            5.431           -8.733
           -2.183           0.7992            2.413           -5.189
           -1.529           0.7219            3.146           -4.386
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.200            7.685          0.04076          -1.1569
            4.760           -2.201          0.59848           0.8738
           -2.175            0.497         -0.20443          -0.1244
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.805           0.3674           -5.539          0.05434
           -2.948           0.8776           -5.185         -0.88573
           -2.948           0.9152           -5.023         -1.87732
 rnd_95776.volume rnd_95787.volume
          -30.530          -0.1471
           -9.642          -1.9374
          -15.122           0.1870
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.354 5.101 11.59 7.355 26.57 3.981 3.051 9.271 10.20 6.294 4.366
[2,] 7.390 5.102 11.60 8.778 26.65 3.981 3.090 9.280 10.20 9.582 5.011
[3,] 7.429 5.205 11.62 9.994 27.16 4.297 3.153 9.426 10.29 9.631 5.054
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.725 4.863 6.215 9.035 6.288 7.256 7.636 10.51  8.926 15.40 5.056
[2,] 7.948 4.982 6.582 9.118 6.292 7.880 8.387 11.84  9.645 15.43 5.062
[3,] 8.732 5.152 6.585 9.142 6.302 7.975 8.505 12.43 10.036 15.44 5.062
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 13.03  9.189 3.358  7.848  7.358 6.174  7.174 2.954  8.659 7.636
[2,] 24.17 10.771 3.427  9.257  9.574 6.226  9.061 2.961  9.354 8.037
[3,] 24.18 11.653 3.436 12.122 11.778 6.414 10.092 2.962 10.309 8.607
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.789 8.173 8.565 7.805 7.443 7.413 6.090 2.150 5.947 1.832 5.703
[2,] 3.886 8.818 9.186 8.978 7.843 7.818 6.427 2.151 6.387 1.833 6.064
[3,] 3.967 9.899 9.694 9.484 8.089 7.868 6.778 2.153 6.535 1.835 6.139
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 5.860 5.056 2.894 6.836 7.692 8.126 4.243  8.395 7.606 3.299 7.088
[2,] 6.830 5.233 3.061 7.544 7.787 8.144 4.287  9.973 7.702 3.300 8.902
[3,] 7.306 5.555 3.102 7.762 7.970 8.600 4.321 10.449 8.434 3.300 9.745
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.202 5.759 3.895 6.045 2.162 5.619 3.001 5.483 5.757 6.265 8.778
[2,] 7.905 7.024 6.886 6.047 2.165 6.248 3.100 5.547 5.762 7.492 9.383
[3,] 8.695 8.224 8.104 6.053 2.165 7.974 3.314 6.273 5.762 7.627 9.429
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76]
[1,] 3.971 7.761 4.892 8.291 3.361 7.414 7.763 8.635 7.999  9.318 8.222
[2,] 4.001 8.451 4.941 9.326 3.433 7.480 8.358 8.875 9.103 10.161 9.357
[3,] 4.050 8.662 5.098 9.630 3.551 7.578 8.371 9.011 9.126 10.569 9.420
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.032 2.217 6.575 4.922 7.725 3.782 3.937 2.974 7.451 5.948 10.23
[2,] 8.424 2.218 7.806 5.318 8.384 3.787 4.151 3.099 7.857 5.949 10.46
[3,] 8.936 2.220 8.656 5.601 8.769 3.787 4.233 3.113 7.941 5.976 10.56
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.12 3.235 3.459 4.106 4.189 5.109 3.709 4.393 4.087 20.78  9.944
[2,] 10.38 3.997 4.359 4.121 4.206 5.109 3.726 4.666 4.296 25.52 11.602
[3,] 10.90 4.345 4.432 4.147 4.217 5.479 3.785 5.029 4.375 25.92 11.613
Root mean square errors of predictions:  
       [,1]   [,2]  [,3]   [,4]   [,5]    [,6]   [,7]   [,8]  [,9]   [,10]
[1,]  9.338  6.477 14.72   9.34  33.73   5.055  3.875  11.77 12.96   7.993
[2,] 53.129  8.762 29.81 342.70 155.85   4.468 35.078  31.28 16.84 516.812
[3,] 54.424 74.024 52.98 341.93 375.67 115.798 44.890 118.29 96.23  69.892
       [,11]  [,12]  [,13]   [,14] [,15]  [,16]   [,17]   [,18]  [,19]
[1,]   5.544   8.54  6.175   7.893 11.47  7.985   9.214   9.697  13.35
[2,] 175.951 303.01 77.627 155.109 88.12 17.740 219.887 248.282 390.75
[3,]  47.340 258.88 94.116  14.879 48.52 25.618  88.203 101.002 269.54
      [,20] [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]  [,28]
[1,]  11.33 19.56  6.421   16.55  11.67  4.264   9.966   9.343   7.84
[2,] 261.54 67.05 18.334 1456.11 402.11 49.128 351.241 438.270  58.01
[3,] 198.54 39.51  5.513   59.37 318.24 18.066 559.855 490.761 110.32
       [,29]  [,30] [,31]   [,32]  [,33]  [,34]  [,35]   [,36]   [,37]
[1,]   9.109  3.751  11.0   9.697  4.812  10.38  10.88   9.911   9.452
[2,] 396.049 15.256 253.2 179.575 61.847 237.01 237.53 317.580 177.012
[3,] 318.014  6.022 310.1 220.454 57.149 321.86 221.84 218.699 141.652
       [,38]   [,39] [,40]   [,41] [,42]   [,43]   [,44]  [,45]  [,46]
[1,]   9.413   7.733 2.730   7.551 2.327   7.242   7.442   6.42  3.675
[2,] 177.816 147.086 5.987 166.849 4.093 147.462 251.056  96.73 71.460
[3,]  63.779 154.036 7.026  99.140 5.678  68.620 185.602 133.42 35.972
      [,47]   [,48]  [,49]  [,50]  [,51]   [,52] [,53]   [,54]   [,55]
[1,]   8.68   9.768  10.32  5.388  10.66   9.659 4.190   9.001   7.876
[2,] 228.44  87.090  40.44 43.909 385.13  86.733 5.375 385.281 350.680
[3,] 130.85 121.547 197.77 39.052 223.24 245.982 3.362 283.719 259.154
       [,56]   [,57]  [,58] [,59]   [,60]  [,61]   [,62]  [,63]   [,64]
[1,]   7.314   4.945  7.676 2.745   7.135  3.811   6.963  7.311   7.955
[2,] 287.608 406.214 11.544 8.746 195.558 55.685  60.139 17.368 293.991
[3,] 306.097 305.716 20.459 2.576 354.445 83.832 209.736  7.253 102.590
      [,65]  [,66]   [,67]  [,68]  [,69]  [,70]  [,71]   [,72]  [,73]
[1,]  11.15  5.042   9.856  6.212  10.53  4.269  9.414   9.858  10.97
[2,] 237.15 35.001 239.288 49.966 305.47 49.916 71.763 221.755 146.77
[3,]  67.64 45.516 136.312 89.978 172.05 65.092 86.897  33.355 111.98
      [,74]  [,75]  [,76]   [,77] [,78]  [,79]   [,80]   [,81]  [,82]
[1,]  10.16  11.83  10.44   8.929 2.816   8.35   6.251   9.809  4.803
[2,] 310.98 290.12 319.57 331.911 5.617 301.03 144.007 233.312 13.320
[3,]  47.26 208.26  78.79 213.316 5.710 267.64 125.887 183.988  3.798
     [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]  [,91]
[1,]  5.00  3.776   9.461  7.553  12.99  12.85   4.108   4.392  5.214
[2,] 94.07 62.490 178.566 10.801 155.78 166.94 167.997 189.831 25.589
[3,] 59.30 21.217  82.639 40.990 101.90 238.70 121.925  57.170 33.340
     [,92]   [,93] [,94]   [,95] [,96]   [,97]  [,98]
[1,]  5.32   6.488  4.71   5.579  5.19   26.39  12.63
[2,] 27.52   5.695 26.04 112.460 94.78 1059.22 427.64
[3,] 21.34 141.623 47.67 134.283 59.39  325.36  37.89
[1] "--- VAR model 2017-10-04 10:01:00  completed"
[1] "Completed training sample:  2017-10-04 10:01:00 - 2017-10-04 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 10:31:00 - 2017-10-04 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.854          0.4727         0.3086         13.676
           1.277         -0.6510        -0.6002         -1.056
           1.159         -0.3102         1.6158          6.968
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          7.702         2.3105           0.6539            4.161
          9.952         0.1909           0.6190            2.608
          5.342         0.8807           1.2891            1.623
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.7982           1.0446         -0.25395           -12.17
          -1.0744           2.6426          1.08529           -10.49
          -0.6399           0.8706         -0.06676           -12.51
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.5294           0.2761          -0.7906         0.006372
           1.0402           0.4048           0.1336        -0.123042
           0.8117           0.1441           0.1590         0.027153
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.4602          2.00417           10.999            9.974
          -0.2333          0.95568            5.433            3.794
           0.1572          0.09461            2.896            2.542
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.16172           0.3773          15.4868            2.224
         -0.11046           0.4553          -0.3102            4.206
          0.03069          -0.2379          -0.5876           -1.302
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -2.7807          -3.3395            3.559
                0           7.1866           6.7656            4.250
                0          -0.8547          -0.1946            3.452
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           11.759         -0.01409            8.101           -1.653
           -2.076         -0.17697            1.078           -1.164
            6.216         -0.10501            2.688           -2.581
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -0.330            8.353           5.4316            6.735
            1.927            4.622           8.8201            9.141
           -0.275            1.861          -0.0294            2.360
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           11.937            0.180            6.241          0.17126
            9.672            2.344            5.771          0.11539
            8.009           -1.239            4.774         -0.02731
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.826         -0.08797            6.131          -4.9565
            4.047          0.06039            2.857          -0.8992
            2.530         -0.01243            3.491          -3.3978
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.632            3.878          -6.8528           -2.047
            4.871            2.609          -2.8615            2.141
            4.418            2.438          -0.8213            1.067
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -9.406           -2.952           -5.784            7.578
           -6.879           -2.697            2.132           12.121
           -6.092           -1.510           -3.800           10.285
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.081155           -6.490           -1.191           1.9309
        -0.021682           -1.084           -3.904          -5.4975
         0.006768           -1.637            1.405           0.4842
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.4096          -0.5695        -0.035329           2.8738
          -0.8371          -0.4453        -0.007546          -0.5552
          -4.3146          -0.3213         0.235638          -0.9509
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.498           2.4196           0.3519            2.074
           -2.876          -1.9850          -0.1320            2.087
           -1.846           0.7184           0.3415           -1.013
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.8035           0.2756            4.221           1.0216
           2.4782           0.2875            1.570           2.0066
          -1.1740           0.1519            1.561           0.9924
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.046          -0.9027            1.444           2.8816
            1.874          -0.4088            2.330           0.8609
            2.286          -0.2876            1.442           1.1502
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.366            3.743            8.898            4.177
            5.325            1.484            7.206            2.931
            2.956            1.241            6.386            1.831
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.390          0.14805            5.412           10.902
            5.555          0.13615            5.047            9.278
            3.099          0.01154            4.175            8.570
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.361          -0.3030          -0.3201          0.23127
            7.124           0.1941          -0.8751          0.03599
            4.044           0.3574           0.3202          0.29619
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.0090         -0.56450            4.268           -4.715
           0.5818          0.02478            3.104           -5.853
           0.2501         -0.42219            2.615           -7.503
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.712           6.0484          -1.0411          -0.3946
            3.237          -1.1780           1.5395           1.1356
           -0.935           0.8253          -0.5297           0.1253
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.687          0.48734           -6.861        -0.002519
           -3.200         -0.03001           -6.613         0.583628
            0.795         -1.43511           -6.102         0.302096
 rnd_95776.volume rnd_95787.volume
            5.160          5.60936
          -15.178          0.89587
           -3.551          0.04913
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.043 5.127 11.67  7.636 27.32 4.193 3.104 9.240 10.06 6.390 4.343
[2,] 7.421 5.130 11.67  9.029 27.43 4.193 3.142 9.255 10.06 9.663 4.993
[3,] 7.463 5.227 11.68 10.190 28.00 4.489 3.215 9.429 10.14 9.707 5.037
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.769 4.928 6.531 8.436 6.028 7.255 7.641 10.39  9.086 15.79 5.124
[2,] 7.943 5.033 6.572 8.463 6.029 7.901 8.317 11.73  9.809 15.82 5.129
[3,] 8.737 5.207 6.573 8.499 6.037 7.927 8.425 12.26 10.211 15.82 5.130
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 13.67  9.192 3.456  7.851  7.451 6.203  7.389 3.016  8.691 7.680
[2,] 24.19 10.726 3.541  9.428  9.694 6.256  9.214 3.019  9.419 8.071
[3,] 24.21 11.483 3.560 12.019 11.744 6.478 10.310 3.019 10.331 8.639
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.742 8.114 8.753 7.902 7.423 7.434 6.106 2.174 6.236 1.856 5.699
[2,] 3.843 8.826 9.244 8.858 7.912 7.815 6.468 2.176 6.771 1.856 6.065
[3,] 3.925 9.839 9.764 9.379 8.226 7.874 6.854 2.177 6.946 1.859 6.126
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 5.831 5.034 2.965 6.830 7.715 8.250 4.354  8.586 7.819   3.3 7.114
[2,] 6.701 5.197 3.151 7.611 7.797 8.307 4.406  9.885 7.923   3.3 9.095
[3,] 7.192 5.535 3.213 7.819 8.001 9.002 4.495 10.359 8.705   3.3 9.773
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.222 5.768 3.920 6.110 2.176 5.607 3.117 5.488 5.816 6.306 8.762
[2,] 8.036 7.084 6.827 6.111 2.179 6.260 3.239 5.535 5.825 7.502 9.395
[3,] 8.714 8.362 8.169 6.117 2.179 7.973 3.444 6.283 5.825 7.634 9.411
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76]
[1,] 3.966 8.068 4.927 8.397 3.330 7.371 7.774 8.699 8.037  9.382 8.156
[2,] 3.997 8.594 4.974 9.503 3.398 7.446 8.377 9.043 9.081 10.482 9.115
[3,] 4.047 8.873 5.175 9.855 3.513 7.539 8.401 9.180 9.110 11.071 9.336
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]
[1,] 7.285 2.279 6.669 4.996 7.790 3.857 3.983 2.995 7.848 5.978  9.997
[2,] 8.418 2.281 7.706 5.408 8.479 3.858 4.204 3.106 8.061 5.979 10.247
[3,] 9.015 2.283 8.436 5.722 8.781 3.859 4.271 3.118 8.103 5.999 10.392
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.23 3.225 3.444 4.283 4.323 5.140 3.749 4.746 4.100 21.91  9.788
[2,] 10.49 4.081 4.465 4.292 4.335 5.143 3.776 5.079 4.297 26.08 11.346
[3,] 11.02 4.480 4.521 4.319 4.361 5.489 3.843 5.450 4.366 26.58 11.362
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]    [,4]   [,5]    [,6]   [,7]   [,8]  [,9]
[1,]   8.944  6.511 14.81   9.696  34.69   5.324  3.942  11.73 12.77
[2,] 165.807 12.605 25.42 341.737 179.18   5.309 34.744  38.63 10.10
[3,]  56.398 71.382 39.07 334.913 397.72 113.672 48.149 128.22 89.35
       [,10]   [,11]   [,12]  [,13]  [,14] [,15]  [,16]   [,17]   [,18]
[1,]   8.114   5.515   8.596  6.258  8.294 10.71  7.655   9.212   9.703
[2,] 513.834 174.663 294.616 72.639 52.298 48.72 11.177 221.954 232.843
[3,]  66.666  47.335 258.127 94.745  9.983 56.52 22.045  46.799  95.799
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  13.19  11.54 20.06  6.506   17.36  11.67  4.389   9.969   9.462
[2,] 386.97 262.35 62.97 17.246 1414.68 391.99 54.568 370.077 439.621
[3,] 251.19 201.26 36.66  7.366   65.32 290.85 26.784 528.569 470.116
       [,28]   [,29] [,30]  [,31]   [,32]  [,33] [,34]  [,35]  [,36]
[1,]   7.877   9.383 3.830  11.04   9.752  4.752  10.3  11.11  10.03
[2,]  57.915 390.292 8.495 257.48 176.261 62.058 246.4 210.82 283.79
[3,] 119.146 327.986 4.031 301.01 218.555 56.652 308.4 223.20 218.63
       [,37]   [,38]   [,39] [,40]   [,41] [,42]   [,43]   [,44]   [,45]
[1,]   9.426   9.441   7.753 2.760   7.919 2.357   7.237   7.405   6.392
[2,] 194.168 170.841 151.512 6.895 186.950 1.857 147.261 234.133  91.770
[3,] 159.879  68.862 160.807 5.271 110.083 7.164  61.423 185.206 135.124
      [,46]   [,47]   [,48]  [,49]  [,50] [,51]   [,52] [,53]   [,54]
[1,]  3.765   8.673   9.797  10.48  5.529  10.9   9.929 4.190   9.034
[2,] 75.690 238.114  80.142  69.33 47.990 347.4  90.851 5.214 401.727
[3,] 44.624 127.393 127.491 246.07 63.394 219.6 255.702 3.679 253.659
       [,55]   [,56]   [,57]  [,58] [,59]  [,60]  [,61]   [,62]  [,63]
[1,]   7.901   7.325   4.978  7.759 2.763   7.12  3.958   6.969  7.385
[2,] 360.540 291.538 396.283  9.962 7.864 197.40 62.643  51.029 23.595
[3,] 239.139 315.036 318.075 19.524 4.670 350.12 82.932 210.910  5.833
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70] [,71]   [,72]
[1,]   8.007  11.13  5.036  10.25   6.257  10.66  4.229  9.36   9.872
[2,] 288.141 240.57 35.429 210.01  48.621 315.65 48.078 75.17 221.430
[3,] 100.497  39.80 45.476 156.62 101.444 185.17 63.316 84.16  45.506
      [,73]  [,74]  [,75]  [,76]   [,77] [,78]   [,79]   [,80]   [,81]
[1,]  11.05  10.21  11.91  10.36   9.251 2.894   8.469   6.344   9.893
[2,] 175.57 299.76 331.44 288.61 299.056 7.539 273.703 146.983 237.331
[3,] 112.09  52.28 252.95 143.61 228.839 6.699 243.488 132.571 162.202
     [,82]  [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,] 4.897  5.058  3.803   9.966  7.591  12.69  12.99   4.095   4.373
[2,] 9.039 95.362 58.566 130.833  9.328 159.83 164.42 177.318 201.451
[3,] 5.425 53.583 19.409  58.485 35.510 123.11 240.26 131.032  50.865
      [,91] [,92]   [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]  5.439  5.49   6.528  4.761   6.027  5.207   27.82  12.43
[2,] 20.013 23.19  11.778 32.108 128.198 91.192 1004.11 406.94
[3,] 34.378 33.95 136.169 50.754 140.285 55.102  364.89  43.64
[1] "--- VAR model 2017-10-04 10:31:00  completed"
[1] "Completed training sample:  2017-10-04 10:31:00 - 2017-10-04 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 11:01:00 - 2017-10-04 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.09899         -0.8868         0.3163         -6.304
         0.11990         -0.2944         3.4675          9.363
        -0.90139         -0.1889         4.0051         12.149
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         12.280         0.9894            2.528          -0.9902
         17.716         1.6028            2.845           1.8203
          9.169         0.5332            1.906           1.9865
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.180           10.005           2.9964           -19.15
            0.368           -2.174           0.7393           -21.89
            1.522            1.682           0.8598           -21.18
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.298           0.6351           0.4503          0.12853
            1.412           2.2470           0.9425          0.12807
            1.982          -0.7612          -0.2781          0.04231
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -6.7336         -6.92852          -10.156           -1.731
          -0.4160         -2.49720           -8.041           -5.332
          -0.4196          0.04245           -7.072           -6.411
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            1.738          -0.2120           42.420            8.801
            1.344           0.1399            1.552           10.075
            1.186           0.2754            8.548           -1.265
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.2403           14.902            4.635          -1.3664
           0.6406           15.064           14.338          -0.9530
           0.7026           -3.261            3.056          -0.9978
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.666          -0.3481            4.438           -6.501
           10.692           0.3128           -1.126           -7.448
           11.873           0.2644           13.129           -6.859
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.1420            6.648           10.753           7.4084
           0.2691           -2.942           -4.506           2.2416
           1.4458            9.950            5.756           0.1461
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0950          3.60476            4.936          0.24371
           0.2490          1.66782            4.924          0.17390
           0.6187          0.02135            3.948          0.05367
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.2058           0.2382          -3.9923           -1.682
          -1.3236           0.1367           2.6894           -7.884
          -0.9089          -0.1082           0.3521           -2.212
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0082          -0.2772           -3.009            2.386
          -0.8935           0.2991           -1.874            4.580
          -1.0009          -0.4814           -4.910            1.666
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.7796          0.08723           1.3958            10.51
           0.1287         -0.83209          -0.6642            11.77
           1.2228         -1.57390          -0.1113            11.18
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.21174          -0.8474          -1.3804          -2.5034
          0.20396           0.6536           1.0036           0.3462
          0.02924          -0.7259          -0.5376           0.4277
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1179          -0.5089          0.19812           3.1652
          -2.2660           0.6349         -0.07776           0.1254
           1.3052           0.0410          0.21852          -2.5164
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.239           -2.178          -0.2608          -3.5340
           -3.350            2.423           0.3816          -0.1865
           -3.160           -1.837           0.1101           1.3483
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.488          -0.2591          -2.8885           1.4324
           -2.946          -0.4217          -3.0233           0.8593
            2.082          -0.2444           0.3487           0.5738
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.7744          0.80240           1.2590          -2.1189
          -4.1460          0.23849          -0.7603           0.3342
          -1.4096         -0.08061          -0.7714          -0.5481
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.557          -3.0311          -0.7952          -2.6443
           -2.610           0.2214          -0.2118           0.6540
           -2.910          -0.6817          -0.9099          -0.5587
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -3.69627           0.5629         -0.08835          -1.2456
          0.07356           0.5309         -1.19205          -0.6367
          0.95201           0.3384          1.27166          -0.5776
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           6.4304           0.5489         -0.46879           0.3817
          -0.9538           0.5095          0.24177           0.6049
           0.8899          -0.6697          0.03113           0.1305
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          1.12585          -0.9729          -1.1235           -3.041
          1.03001          -0.6936          -1.7522           -2.229
          0.05439          -0.3242          -0.2053           -1.291
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -1.04045          -1.5732           1.2229           0.6321
         -0.35391           0.6897          -0.8182          -0.2948
          0.09871          -0.2299           0.3764           0.1007
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.543          0.35992            13.86            248.6
            2.115         -0.08901            13.63            250.5
           -1.376         -0.26325            12.06            251.8
 rnd_95776.volume rnd_95787.volume
          -0.1630           14.564
          -0.2355            6.019
           5.6716            2.190
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.077 5.194 11.77  7.680 28.15 4.246 3.189 9.386 10.10 6.504 4.436
[2,] 7.477 5.195 11.77  9.114 28.28 4.247 3.232 9.410 10.11 9.822 5.110
[3,] 7.527 5.275 11.78 10.260 28.76 4.526 3.313 9.582 10.17 9.861 5.151
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.893 5.004 6.270 8.511 5.407 7.317 7.656 10.61  9.316 15.91 5.096
[2,] 8.103 5.099 6.430 8.535 5.407 7.868 8.358 11.98 10.088 15.93 5.096
[3,] 8.935 5.276 6.617 8.573 5.415 7.909 8.455 12.55 10.524 15.94 5.098
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 13.82 10.14 3.469  7.869  7.386 6.235  7.358 3.155  8.743 7.762 3.765
[2,] 24.41 10.75 3.546  9.369  9.682 6.268  9.291 3.157  9.495 8.162 3.860
[3,] 24.43 12.01 3.569 12.063 11.414 6.509 10.396 3.160 10.497 8.748 3.956
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.253 8.888 7.941 7.361 7.332 5.922 2.235 6.282 1.862 5.692 5.714
[2,] 8.961 9.458 8.864 7.866 7.850 6.348 2.237 6.797 1.863 6.050 6.584
[3,] 9.961 9.979 9.314 8.218 7.885 6.783 2.242 6.969 1.865 6.119 7.056
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.078 2.912 6.785 7.779 8.341 4.567  9.022 7.889 3.478  7.197 6.292
[2,] 5.239 3.103 7.564 7.863 8.404 4.630 10.152 8.002 3.486  9.439 8.224
[3,] 5.586 3.178 7.777 8.113 9.132 4.742 10.556 8.804 3.497 10.065 8.836
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.818 3.962 6.263 2.168 5.672 3.168 5.525 5.859 6.286 8.162 3.973
[2,] 7.153 6.897 6.263 2.170 6.340 3.288 5.559 5.876 7.565 9.554 4.001
[3,] 8.545 8.342 6.268 2.171 8.084 3.487 6.344 5.876 7.686 9.569 4.052
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.923 4.905  8.430 3.364 7.423 8.055 8.734 8.148  9.341 8.230 7.974
[2,] 8.701 4.960  9.455 3.435 7.500 8.696 9.083 9.200 10.413 9.156 8.708
[3,] 8.961 5.145 10.008 3.562 7.632 8.721 9.214 9.228 11.039 9.378 9.191
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.314 6.785 5.012 7.911 4.030 4.026 3.015 7.927 6.072 10.19 10.40
[2,] 2.323 7.844 5.466 8.646 4.058 4.305 3.141 8.138 6.076 10.48 10.65
[3,] 2.330 8.531 5.786 8.920 4.073 4.373 3.160 8.190 6.093 10.61 11.24
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.182 3.366 4.276 4.310 5.191 3.785 4.906  9.496 22.29  9.51
[2,] 4.123 4.479 4.284 4.320 5.198 3.811 5.290 13.853 26.35 10.84
[3,] 4.514 4.535 4.315 4.355 5.515 3.882 5.705 17.275 26.84 11.32
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]    [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.987  6.596 14.94   9.753  35.74   5.392  4.049  11.92  12.83
[2,] 219.740  8.406 32.40 446.487 250.39   7.672 47.962  61.43  25.16
[3,]  79.046 83.686 45.17 428.781 477.70 142.381 66.143 164.91 107.35
       [,10]   [,11]   [,12]   [,13]   [,14] [,15]  [,16]   [,17]   [,18]
[1,]   8.258   5.633   8.753   6.354   7.961 10.81  6.866   9.291   9.722
[2,] 669.674 230.767 387.528  89.554 129.996 59.72  7.403 263.378 305.143
[3,]  80.267  59.445 342.689 123.228 142.257 73.44 26.969  73.135 116.245
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  13.47  11.83 20.20  6.472   17.55  12.87  4.405   9.992   9.379
[2,] 506.56 352.24 83.27  5.271 1830.47 325.35 67.258 462.773 569.510
[3,] 339.42 272.90 42.30 12.894   90.28 487.93 36.343 691.354 550.067
       [,28]   [,29]  [,30] [,31]   [,32]  [,33]  [,34]  [,35]  [,36]
[1,]   7.918   9.344  4.006  11.1   9.857  4.781  10.48  11.29  10.08
[2,]  58.267 516.127 10.525 337.0 229.639 77.649 317.87 294.53 358.22
[3,] 159.856 424.507 14.141 407.3 286.513 78.859 395.76 289.61 260.42
       [,37]   [,38]  [,39]  [,40]   [,41] [,42]   [,43]   [,44]   [,45]
[1,]   9.347   9.311   7.52  2.838   7.978 2.365   7.228   7.256   6.448
[2,] 252.443 255.168 207.92  8.385 236.181 3.880 186.438 297.730 117.261
[3,] 216.579  68.122 217.62 14.097 140.127 8.459  83.756 230.937 176.402
      [,46]   [,47]   [,48]  [,49]  [,50]  [,51]  [,52]  [,53]   [,54]
[1,]  3.698   8.616   9.879  10.59  5.799  11.46  10.02  4.417   9.139
[2,] 97.652 304.274 104.360  93.12 69.455 423.61 122.14 20.459 555.606
[3,] 62.227 164.427 181.992 325.30 93.353 263.05 334.01 25.807 318.201
      [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.99   7.388   5.031  7.954 2.753   7.203   4.022   7.015  7.440
[2,] 481.76 378.577 513.643  6.460 7.842 257.660  80.135  56.757 40.498
[3,] 294.03 425.282 426.971 23.068 7.428 456.378 105.790 278.158  6.099
       [,64]  [,65]  [,66]  [,67]   [,68] [,69]  [,70]   [,71]  [,72]
[1,]   7.982  10.36  5.046  10.06   6.229  10.7  4.271   9.426  10.23
[2,] 383.036 451.97 42.932 327.21  67.089 389.7 63.700  97.782 298.19
[3,] 123.594  49.10 58.592 195.31 124.595 298.7 85.774 128.531  61.00
      [,73]  [,74]  [,75]  [,76]  [,77]  [,78]   [,79]   [,80]  [,81]
[1,]  11.09  10.35  11.86  10.45  10.13  2.939   8.616   6.365  10.05
[2,] 226.99 388.73 418.76 365.15 318.60 18.168 358.132 198.385 317.43
[3,] 141.02  66.46 333.44 184.58 267.47 17.179 305.216 172.891 199.89
      [,82]   [,83]  [,84]  [,85]  [,86]  [,87] [,88]  [,89]   [,90] [,91]
[1,]  5.117   5.112  3.829  10.07  7.711  12.94  13.2   4.04   4.274  5.43
[2,] 43.599 138.738 80.166 167.62 21.533 224.49 212.2 238.54 268.896 24.23
[3,] 31.721  70.410 31.654  84.62 41.941 152.01 326.3 167.17  64.615 47.26
      [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]  5.474   6.592  4.806   6.23  12.06   28.31  12.08
[2,] 26.958  24.123 41.115 180.04 917.66 1278.63 473.85
[3,] 50.217 167.886 67.487 194.53 939.10  465.00 295.39
[1] "--- VAR model 2017-10-04 11:01:00  completed"
[1] "Completed training sample:  2017-10-04 11:01:00 - 2017-10-04 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 11:31:00 - 2017-10-04 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.087          1.4361         0.7108         -4.212
           1.428         -0.1125        -1.4753          4.391
           1.294         -0.1773        -3.0437        -12.815
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         4.5570        0.67942           0.9796            3.629
         1.1121        0.09232           1.8810            4.915
         0.9148        0.24698           1.4763            3.412
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.7038            8.910           1.3434           -4.118
           0.9806            1.226           1.2246           -4.997
           0.7910            3.141           0.6003           -4.149
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5315           1.6677          -0.2451           0.1317
           0.3672           1.8446          -0.6572           0.3956
           0.1820           0.7747           0.4065           0.1979
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.612           3.2381           13.538            8.756
            1.027           2.4859           10.075            4.747
            1.036           0.4823            6.947            2.316
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.2449        -0.158621         -34.7358            2.737
          -0.7983        -0.083163           0.8893          -12.122
          -0.6712         0.004433          -2.5965            2.394
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5654            4.291            4.306           2.0392
           0.1856          -15.512          -11.342           1.8922
           0.3211            2.790           -2.481           0.8973
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.122         -0.17296           -9.591            2.911
            5.556         -0.07785            1.454            4.175
          -12.951         -0.29339           -4.400            4.182
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.4650         -10.9429          -10.252          -3.1857
           0.7514           0.2472           -3.234          -6.3817
           0.3217          -0.7571            1.725           0.9426
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.339           10.701          -1.5574           0.4372
            3.673           11.387          -0.8177           0.3761
            2.841            4.471          -0.6102           0.1550
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.532       -0.0255422          -0.7181          -14.408
            1.376        0.0144105          -2.8289          -11.272
            1.027       -0.0008244          -1.7424           -8.914
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.5633         -0.47124           0.3586          -0.6005
           0.9167          0.05759         -10.1652           3.1162
           0.8109          0.09525          -5.8308           0.8304
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.5812          0.20323         -10.6830            8.831
          -0.4377         -0.31754          -0.1029            7.182
          -0.7010          0.07886          -2.1875            6.741
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5881          -5.1718           1.1386           -3.043
          -0.7255          -6.1704          -7.0402           -5.073
          -0.3604          -0.6795          -0.1007           -3.343
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.6293           0.1217           0.1467          13.5161
           0.2144           0.5320           0.1080           1.4432
          -6.7617           0.8073           0.2837          -0.2886
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.476            9.469           0.1746            4.188
           -2.704            4.475           0.1757            7.259
           -2.078           -1.396           0.1772            1.589
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.158           0.8535           -2.527            1.058
            8.709           0.7242            6.774            2.042
            3.780           0.4260            4.178            1.675
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -0.02483          -0.6451            1.652            1.979
          2.82278          -0.3850            1.818            1.015
          6.59110          -0.7368            1.148            1.038
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.78458           1.9900           -2.844           0.3541
         -1.35741           0.8676           -2.556           0.7515
         -0.03267           1.1362           -2.149           1.4201
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.4854          -0.1986           1.2061            4.258
           0.5975          -0.1446          -0.1143            3.768
           0.3774          -0.1693           0.8809            3.312
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.9239          -1.2381          0.03338          -0.7378
          -0.8292          -0.3712         -1.74832           1.1872
          -0.6446          -0.6299         -0.07008           1.2888
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.889           0.3231            4.040            2.256
            3.585           0.5327            3.910            2.822
            1.410          -0.3376            1.833            3.052
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.3645           0.1604          -0.4276         0.124184
          -0.5072           0.1366           0.4852         0.098062
           0.2409           0.1016          -0.2623        -0.003108
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           6.5920           0.9009            12.26            247.6
           4.5439           0.3018            11.85            248.0
           0.1765          -0.8441            11.15            248.1
 rnd_95776.volume rnd_95787.volume
           -9.925          -9.1118
           -9.055          -5.6831
          -14.475          -0.7514
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.040 5.111 11.72  7.743 28.38 4.273 3.165 9.340 10.14 6.547 4.396
[2,] 7.431 5.111 11.72  9.097 28.51 4.274 3.214 9.368 10.15 9.820 5.118
[3,] 7.476 5.183 11.73 10.278 28.93 4.553 3.288 9.562 10.24 9.853 5.155
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.882 5.042 6.228 7.628 5.690 7.443 7.759 10.78  9.471 15.91 5.087
[2,] 8.086 5.127 6.377 7.628 5.690 7.976 8.500 12.07 10.220 15.93 5.087
[3,] 8.968 5.295 6.551 7.663 5.698 8.015 8.594 12.69 10.705 15.94 5.090
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.03  9.876 3.447  7.647  7.329 6.210  7.321 3.162  8.731 7.738
[2,] 24.40 10.505 3.528  9.222  9.637 6.247  9.214 3.167  9.438 8.072
[3,] 24.41 11.843 3.544 11.914 11.208 6.487 10.378 3.169 10.418 8.615
     [,33] [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.762 8.250  8.897 7.884 7.289 7.391 5.904 2.253 6.265 1.831 5.685
[2,] 3.853 8.936  9.564 8.780 7.778 7.783 6.305 2.255 6.785 1.831 6.066
[3,] 3.957 9.830 10.014 9.190 8.161 7.829 6.749 2.261 6.943 1.832 6.158
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54]
[1,] 5.780 5.087 2.872 6.755 7.807 8.414 4.598  9.203 7.953 3.520  7.160
[2,] 6.669 5.247 3.058 7.540 7.890 8.452 4.668 10.395 8.080 3.526  9.492
[3,] 7.154 5.548 3.135 7.766 8.158 9.181 4.797 10.814 8.883 3.543 10.152
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.299 5.801 3.978 6.253 2.136 5.603 3.153 5.558 5.867 6.257 8.218
[2,] 8.335 7.116 6.862 6.254 2.138 6.230 3.278 5.593 5.889 7.579 9.598
[3,] 8.955 8.551 8.398 6.257 2.139 7.944 3.475 6.432 5.890 7.690 9.627
     [,66] [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76]
[1,] 3.945 8.013 4.904  8.398 3.412 7.424 7.993 8.715 8.240  9.349 8.100
[2,] 3.979 8.735 4.965  9.463 3.498 7.491 8.619 9.062 9.327 10.301 9.041
[3,] 4.027 8.987 5.092 10.068 3.617 7.605 8.642 9.194 9.355 11.089 9.244
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 8.038 2.297 6.785 5.098 7.935 4.012 4.038 2.972 7.935 5.984 10.26
[2,] 8.823 2.305 7.791 5.580 8.713 4.037 4.331 3.100 8.160 5.991 10.53
[3,] 9.312 2.314 8.523 5.901 9.013 4.054 4.405 3.114 8.218 6.003 10.71
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.28 3.061 3.226 4.253 4.292 5.226 3.746 4.980 11.21 22.32  9.481
[2,] 10.54 4.077 4.446 4.258 4.299 5.233 3.778 5.377 14.83 26.47 10.562
[3,] 11.11 4.502 4.503 4.289 4.334 5.519 3.863 5.829 17.65 26.94 11.083
Root mean square errors of predictions:  
       [,1]   [,2]  [,3]    [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.94  6.491 14.89   9.832  36.04   5.426  4.018  11.86  12.88
[2,] 261.22  5.991 24.30 524.124 298.23  10.842 61.801  80.03  24.88
[3,]  89.57 94.554 43.05 524.986 540.56 172.109 75.996 210.07 151.18
       [,10]   [,11]  [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   8.314   5.582   8.74   6.403   7.909  9.686  7.225   9.452   9.852
[2,] 803.210 287.660 465.98 101.984 150.544  8.826  9.296 314.744 381.143
[3,]  89.088  68.003 425.53 145.495 164.661 80.619 33.501  86.642 139.569
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  13.69  12.03 20.20  6.460   17.81  12.54  4.377   9.711   9.307
[2,] 596.88 421.74 96.36  7.601 2190.61 392.81 82.833 565.729 686.848
[3,] 428.28 349.54 55.14 19.194   91.33 600.33 36.714 827.870 628.019
       [,28]   [,29]  [,30]  [,31]   [,32]  [,33]  [,34] [,35]  [,36]
[1,]   7.885   9.296  4.015  11.09   9.826  4.778  10.48  11.3  10.01
[2,]  74.790 614.192 18.797 393.39 252.237 91.076 376.72 385.0 424.19
[3,] 192.221 524.170 14.308 484.18 330.373 98.904 449.73 325.9 298.12
       [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]  [,44]   [,45]
[1,]   9.255   9.385   7.498  2.861   7.955 2.325   7.219   7.34   6.459
[2,] 298.136 267.752 242.922 11.132 285.954 3.399 232.213 365.10 141.556
[3,] 271.267  93.138 264.050 17.661 161.725 8.344 116.814 284.26 197.818
       [,46]   [,47]   [,48]  [,49]   [,50]  [,51] [,52] [,53]   [,54]
[1,]   3.647   8.578   9.913  10.68   5.839  11.69  10.1  4.47   9.092
[2,] 115.378 367.656 125.571  88.55  88.330 530.50 157.0 22.01 683.983
[3,]  76.026 204.349 227.707 393.46 121.614 327.23 405.0 38.64 395.283
       [,55]   [,56]   [,57] [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.999   7.366   5.052  7.94  2.712   7.115   4.003   7.057  7.450
[2,] 599.105 452.421 613.617 11.90 10.057 298.998  98.435  69.426 57.024
[3,] 359.392 520.452 531.466 24.75  7.541 540.955 126.721 348.507  7.411
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]  [,72]
[1,]   7.945  10.44  5.009  10.18   6.227  10.66   4.333   9.427  10.15
[2,] 469.478 544.29 57.412 381.60  85.769 478.79  84.649 110.324 353.90
[3,] 142.690  83.02 68.138 232.06 123.701 377.43 100.782 144.282  69.98
      [,73]  [,74]  [,75]  [,76]  [,77]  [,78]   [,79]   [,80]  [,81]
[1,]  11.07  10.46  11.87  10.29  10.21  2.917   8.615   6.473  10.08
[2,] 272.43 479.78 474.86 440.84 399.54 21.417 420.376 249.161 395.03
[3,] 170.74  79.84 450.51 211.61 326.95 22.473 379.366 210.646 253.12
      [,82]   [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  5.095   5.127  3.774  10.08  7.598  13.03  13.06   3.887   4.096
[2,] 49.404 171.904 96.468 209.01 32.219 260.55 256.74 295.667 335.808
[3,] 39.874  88.415 32.593 107.29 42.544 215.56 385.41 209.586  78.168
      [,91] [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.401  5.45   6.636  4.757   6.323   14.23   28.34  12.04
[2,] 23.898 26.85  30.014 53.599 222.593 1066.16 1562.58 511.13
[3,] 56.034 60.37 192.513 88.575 247.024 1049.89  550.61 368.53
[1] "--- VAR model 2017-10-04 11:31:00  completed"
[1] "Completed training sample:  2017-10-04 11:31:00 - 2017-10-04 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 12:01:00 - 2017-10-04 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.30446         -0.1703         0.3186         5.7608
         0.06950         -0.9998        -0.4465        -2.5503
        -0.09174         -0.3829        -1.2474        -0.9625
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.2906         0.7927            2.449           2.1335
        -0.9409         0.8164            2.277           1.5665
        -0.6126         0.3747            2.347          -0.1457
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.1757          -6.0669          -0.2998          -10.453
           0.1236           3.2807           0.6390           -6.766
          -0.7195          -0.1913           0.1288           -6.641
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5792          0.43880           0.7805          0.26141
          -0.3615         -0.23343          -0.1976         -0.20945
           0.4974          0.04832          -0.1694         -0.05408
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.91095        -2.890071           10.903            6.199
          0.05177         0.692485           14.528            3.343
         -0.75272        -0.007968            7.671            5.793
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.06880          0.04128          -12.510           2.0539
         -0.08897         -0.12015            1.118          -3.0439
         -0.03827         -0.15481           -1.028          -0.1761
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6383          -0.4783           -4.870            3.981
           0.4802          -4.3479           -1.483            1.898
           0.4539           1.1869           -1.335            1.629
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            4.370           0.5712            8.239          -0.8975
           -1.689          -0.3187           -1.294          -3.7191
           -1.049           0.3773           -2.106          -4.2186
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.26609           6.6165            3.207           2.2907
          0.37720          -1.4226            3.611           5.9290
          0.01758          -0.6142           -1.126          -0.8426
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.887            4.229           1.5991        0.1009828
            2.210           -1.016           1.0760        0.0006796
            1.640            1.924           0.7267        0.0085492
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.13309         0.027632          -3.1823          -0.7344
         -0.08822         0.007647           0.9501          -7.6769
         -0.10574        -0.015084           2.1824          -3.7551
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.136            2.306          -3.9418          0.60546
            3.386            1.777          -0.3272         -0.08369
            3.786            1.347          -4.7886          0.16525
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.983          0.70567          -3.7398            8.042
            2.957         -0.55248           0.4749           11.033
            2.495         -0.04156          -0.3346            9.206
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.03014           5.0466           6.1163          0.09994
          0.17902          -2.9818          -1.5924          2.46146
          0.09740           0.4509           0.6811         -1.57627
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           10.039           0.2425          0.17167           -7.686
            4.561           0.1788          0.13330            9.210
           -1.950          -0.3055          0.09306            3.718
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.473          -3.2004          0.60842           -3.342
           -2.661           6.4372          0.03060           -2.319
           -2.566           0.1129         -0.08208            5.204
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.209           0.0799           -1.994          -0.3240
           -2.170           0.1416           -0.696          -0.8976
            5.403           0.1607            1.190          -0.8730
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.544          -0.7051          0.41661        0.1572692
           -1.874          -0.8551          0.06015        0.3096716
           -2.313          -1.1317          0.07127       -0.0006944
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.212         -0.03698           0.8501          -1.7012
           -2.690          0.07780          -0.1683           0.4609
           -2.340         -0.13548           0.0678          -0.2346
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.1864           0.6589          -0.2010          -0.6283
           0.6130           0.3665          -0.7834          -0.3171
           0.7489           0.3636           0.6491          -0.5591
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.9686          -0.4953          1.87144          -0.3013
          -0.5908           0.8687         -0.49631           0.3858
           0.7959           0.3228          0.09353          -0.2439
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8432          0.09081            6.102          3.88419
           0.9091         -0.37950            5.207          1.30146
           0.7435         -0.35078            3.610          0.07602
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -1.94641          -1.0685           0.1142        -0.296053
         -0.36686          -0.1463          -0.1983        -0.195109
          0.00581          -0.1712           0.1506        -0.005557
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.3000         -0.10573            16.67            220.0
           2.9747         -0.04036            15.91            220.5
           0.9617         -0.34307            15.37            220.0
 rnd_95776.volume rnd_95787.volume
           0.3093          -1.9755
          -2.7281          -2.6881
          -0.9406           0.4781
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.264 5.003 11.79  7.860 28.38 4.274 3.183 9.293 10.01 6.524 4.336
[2,] 7.351 5.004 11.79  9.228 28.51 4.275 3.245 9.328 10.02 9.768 5.004
[3,] 7.421 5.073 11.79 10.268 28.91 4.552 3.317 9.499 10.11 9.799 5.036
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.826 5.020 6.472 6.978 5.457 7.434 7.729 11.27  9.446 15.92 5.270
[2,] 7.985 5.096 6.486 6.990 5.458 7.949 8.422 12.55 10.277 15.93 5.274
[3,] 8.831 5.248 6.490 7.007 5.458 7.964 8.506 13.18 10.765 15.94 5.277
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.16  9.844 3.475  7.607  7.375 6.315  7.323 3.217  8.699 7.762
[2,] 24.42 10.447 3.556  9.171  9.385 6.352  9.210 3.225  9.407 8.087
[3,] 24.43 11.846 3.573 11.912 11.203 6.602 10.182 3.230 10.327 8.630
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.767 8.242 8.828 7.874 7.151 7.166 5.923 2.202 6.345 1.770 5.888
[2,] 3.851 8.963 9.546 8.766 7.651 7.668 6.399 2.202 6.857 1.772 6.283
[3,] 3.942 9.809 9.999 9.211 8.080 7.696 6.811 2.210 7.013 1.772 6.365
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54]
[1,] 5.779 5.140 2.850 6.663 7.790 8.484 4.584  9.288 7.999 3.516  7.241
[2,] 6.725 5.314 3.053 7.451 7.864 8.515 4.651 10.517 8.131 3.524  9.542
[3,] 7.195 5.600 3.132 7.698 8.147 9.243 4.779 10.936 8.976 3.543 10.203
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.263 5.797 4.003 6.160 2.097 5.569 3.117 5.498 5.841 6.297 8.272
[2,] 8.263 7.141 6.870 6.161 2.099 6.246 3.229 5.540 5.866 7.624 9.665
[3,] 8.905 8.549 8.365 6.167 2.102 8.042 3.428 6.494 5.869 7.739 9.700
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76]
[1,] 3.915 8.072 4.827 8.379 3.402 7.335 7.898 8.546 8.269  9.072 8.042
[2,] 3.946 8.797 4.936 9.430 3.492 7.411 8.511 8.971 9.374 10.021 9.077
[3,] 3.998 9.038 5.046 9.984 3.616 7.517 8.539 9.100 9.397 10.913 9.167
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.913 2.296 6.629 5.110 7.911 3.996 4.042 2.895 7.563 5.808 10.17
[2,] 8.698 2.301 7.593 5.581 8.649 4.018 4.351 3.014 7.892 5.825 10.54
[3,] 9.048 2.316 8.419 5.907 8.926 4.033 4.431 3.032 7.977 5.836 10.73
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.30 3.006 3.163 4.282 4.322 5.174 3.710 5.118 12.29 22.31  8.145
[2,] 10.52 4.058 4.443 4.287 4.326 5.182 3.729 5.520 15.70 26.43 10.099
[3,] 11.12 4.515 4.492 4.318 4.360 5.438 3.795 5.999 18.25 26.86 11.023
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]   [,4]   [,5]    [,6]   [,7]  [,8]   [,9]
[1,]   9.224   6.353 14.97   9.98  36.04   5.427  4.042  11.8  12.71
[2,] 145.698  12.881 24.55 621.95 351.16  11.637 81.042 105.3  45.77
[3,] 130.989 106.977 31.87 579.39 613.88 201.187 88.429 230.8 172.93
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]  [,17]   [,18]
[1,]   8.285   5.506   8.668   6.374  8.218  8.861  6.929   9.44   9.815
[2,] 935.154 321.401 532.947 113.205 55.671 53.680 13.836 362.38 430.242
[3,] 100.131  72.598 485.352 161.208 28.721 62.926 10.895  62.12 153.489
      [,19] [,20] [,21]  [,22]   [,23] [,24]  [,25]  [,26]   [,27]   [,28]
[1,]  14.31  12.0 20.22  6.693   17.98  12.5  4.412   9.66   9.366   8.019
[2,] 709.97 520.8 82.95 25.053 2558.58 449.9 97.473 658.90 746.608  87.858
[3,] 519.70 412.2 68.38 23.282   90.34 718.4 44.794 977.83 786.950 231.735
     [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]   [,37]
[1,]   9.3  4.085  11.05   9.857   4.784  10.47  11.21   9.998   9.081
[2,] 718.4 29.618 460.86 292.028 102.799 453.13 467.46 495.698 350.040
[3,] 558.4 22.331 547.91 387.398 108.651 512.54 382.81 363.894 334.067
       [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   9.099   7.521  2.797   8.058 2.248   7.477   7.339   6.527   3.62
[2,] 351.239 311.439  2.913 334.263 9.999 282.073 442.394 173.628 140.65
[3,]  84.731 300.447 24.083 189.415 2.594 131.771 329.206 227.258  90.28
       [,47]   [,48]  [,49]  [,50]  [,51]  [,52]  [,53]   [,54]   [,55]
[1,]   8.461   9.892  10.77   5.82  11.79  10.16  4.465   9.195   7.954
[2,] 428.862 138.726  93.92 101.52 634.76 188.00 29.949 799.478 693.282
[3,] 249.087 273.606 462.73 141.40 385.79 489.06 48.032 464.508 427.221
       [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   7.362   5.083  7.823  2.663   7.071   3.958   6.981  7.418   7.997
[2,] 536.237 718.245 12.900 12.669 363.799 108.497  87.747 68.583 552.833
[3,] 604.730 613.745 33.808 13.270 651.642 148.365 435.953 25.484 171.368
     [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]  [,72]  [,73]
[1,]  10.5  4.971  10.25   6.129  10.64   4.32   9.314  10.03  10.85
[2,] 643.1 63.706 449.82 132.998 556.60 101.44 136.416 408.22 350.92
[3,] 106.4 82.495 267.06 134.873 421.89 120.48 161.586  88.90 196.38
      [,74]  [,75]  [,76]  [,77]  [,78]   [,79]   [,80]  [,81]  [,82]
[1,]  10.50  11.52  10.21  10.05  2.915   8.418   6.489  10.05  5.075
[2,] 567.93 547.73 541.52 464.59 21.116 476.235 288.696 449.55 53.675
[3,]  86.38 555.78 165.30 320.64 33.037 467.948 249.151 284.15 44.173
       [,83]   [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]  [,91]
[1,]   5.132   3.677   9.604  7.375  12.91  13.08   3.818   4.016  5.437
[2,] 207.124 107.803 289.922 58.068 355.97 271.54 350.695 401.339 26.870
[3,] 107.884  41.964 149.791 46.872 260.27 465.16 254.395  84.987 66.385
      [,92]  [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.488   6.57  4.711   6.499   15.61   28.33  10.34
[2,] 24.330  37.50 48.468 266.261 1257.70 1822.44 768.01
[3,] 69.981 212.20 90.813 302.074 1195.97  618.82 568.16
[1] "--- VAR model 2017-10-04 12:01:00  completed"
[1] "Completed training sample:  2017-10-04 12:01:00 - 2017-10-04 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 12:31:00 - 2017-10-04 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8594         -0.9806       -1.40149         -6.506
          0.7938         -0.6086       -0.08939         -3.281
          0.5072         -0.2189        0.10923         -1.599
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.1794       -0.01795            1.272           1.3286
         0.8863        0.36470            1.797           1.0197
         0.4722        0.03159            1.200           0.6395
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6944           0.7184          -0.2198           -12.67
          -0.1259           0.6341          -0.4569           -12.87
          -0.3516           0.5496          -0.6916           -12.05
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.083         -0.16647           0.1989        -0.273735
           -1.239         -0.29705           0.5963         0.003568
           -1.357         -0.03358           0.1006        -0.043346
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.074           0.3140         -0.06501          -0.2934
           -1.573          -0.5294         -0.08593           3.7235
           -1.175          -0.8026         -2.61478          -0.3581
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.11841         -0.24050          -0.1085          -4.4282
         -0.01352          0.01789          -3.2299          -0.2424
          0.00969          0.10576          -0.6120          -0.7279
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.24073          -3.7160           -1.875            4.570
          0.04817          -0.6378           -2.351            4.758
         -0.03784          -1.8472           -1.008            2.717
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.344          0.74877           -6.214           0.6137
           -3.574         -0.41999           -1.883          -0.5792
           -1.543          0.08412           -2.331          -1.5211
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.3422           -4.405           -1.814           -3.563
          -1.1866           -1.648           -3.575           -3.290
          -0.3296           -2.803           -2.307           -1.788
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5732          -0.3458            4.456          0.16987
           0.8008          -3.0193            4.468         -0.03142
           0.6190           0.1802            3.535         -0.04605
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.735        -0.006782            1.993          -14.315
            2.817         0.090324           -2.109           -6.974
            2.018         0.003876           -1.597          -11.731
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.496           1.3711           -8.982           2.1430
            3.570           0.5309           -7.985          -0.7783
            3.551           0.7466           -4.346           0.2103
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.6577           1.1468          -0.6378            9.805
          -0.7393           1.3462          -2.6292           10.515
          -0.7577           0.1791          -3.0507            9.078
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2541          -8.4344           -8.217           -2.926
           0.3389          -0.9991           -0.392           -5.677
           0.2826          -3.5378           -2.259           -0.328
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.3758          0.50194          0.21290           -3.560
          -8.5629          0.38054          0.09484            4.174
          -0.9522         -0.08219          0.01548           -8.359
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3072           -4.028          -0.3968           0.2293
          -0.0808            3.264          -0.0366          -2.1424
          -0.1173           -2.774          -0.4060           2.0900
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.8182           0.5534         -1.24506           0.1058
          -3.0653           0.4863          0.06151           0.3778
           2.7380           0.2522          0.44686          -0.3573
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.339           -1.239          1.32228           1.3607
           -0.230           -1.468          0.01182           0.7504
           -1.898           -1.539          0.59468           0.1753
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.725           2.0276           -2.950            3.260
           -2.398           0.9315           -3.874            1.746
           -3.141          -0.4237           -2.908            1.087
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.9881         -0.08552            3.029           -3.234
           2.6564         -0.05214            3.506           -2.763
           2.2393          0.03945            2.387           -2.392
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.576           0.6908          -2.3715          -0.6324
            1.381           1.7562          -0.1916           0.1462
            2.693           1.6056          -0.4486          -0.2850
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.4430          0.07368            2.512           -3.382
           0.2403         -0.46618            2.003           -3.141
           0.4076         -0.12957            1.743           -1.951
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.8692        -0.565802          -0.0361          0.11395
          -0.6551         0.226570           0.2151         -0.01331
           0.2184         0.004895          -0.1032          0.01549
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.6247           0.5903            18.06            225.5
           0.2567          -0.2122            16.58            226.6
          -1.9122          -0.9189            16.82            225.2
 rnd_95776.volume rnd_95787.volume
           -11.44          -2.4972
           -11.95          -0.7502
           -13.97          -0.7919
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.209 5.011 11.87  7.849 28.26 4.253 3.214 9.317 10.08 6.523 4.310
[2,] 7.288 5.011 11.88  9.208 28.40 4.253 3.280 9.368 10.08 9.785 5.025
[3,] 7.354 5.077 11.88 10.176 28.79 4.527 3.349 9.501 10.15 9.810 5.056
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.759 5.017 6.427 7.186 5.614 7.447 7.678 12.65  9.467 15.96 5.474
[2,] 7.966 5.080 6.445 7.191 5.618 7.935 8.398 13.61 10.230 15.98 5.482
[3,] 8.817 5.234 6.445 7.191 5.619 7.955 8.480 14.24 10.710 15.99 5.482
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.16  9.305 3.455  7.636  7.276 6.314  7.289 3.231  8.562 7.832
[2,] 24.59 10.009 3.532  9.135  9.357 6.367  9.214 3.242  9.269 8.213
[3,] 24.61 11.516 3.552 11.916 11.184 6.614 10.134 3.245 10.325 8.787
     [,33] [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.727 8.237  8.930 7.815 7.005 7.173 6.112 2.163 6.300 1.705 5.874
[2,] 3.821 8.934  9.652 8.694 7.461 7.667 6.567 2.163 6.856 1.707 6.270
[3,] 3.906 9.855 10.075 9.117 7.934 7.693 6.998 2.173 7.024 1.707 6.355
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54]
[1,] 5.864 5.147 2.825 6.342 7.669 8.377 4.613  9.212 8.176 3.478  7.328
[2,] 6.754 5.330 3.041 7.288 7.741 8.407 4.690 10.479 8.318 3.489  9.527
[3,] 7.229 5.619 3.137 7.529 7.995 9.134 4.801 10.811 9.140 3.501 10.195
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.406 5.832 3.986 6.179 2.074 5.608 3.081 5.542 5.834 6.300 8.199
[2,] 8.329 7.226 6.965 6.180 2.078 6.286 3.185 5.579 5.854 7.773 9.658
[3,] 8.965 8.549 8.372 6.188 2.080 8.166 3.395 6.431 5.857 7.867 9.692
     [,66] [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76]
[1,] 3.868 8.140 4.852  8.403 3.409 7.317 7.842 8.427 8.200  9.221 8.082
[2,] 3.903 8.898 4.991  9.503 3.495 7.390 8.456 8.807 9.295 10.143 9.129
[3,] 3.948 9.146 5.071 10.148 3.614 7.494 8.484 8.966 9.315 11.006 9.223
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.993 2.269 6.677 5.130 7.914 3.970 4.105 2.864 7.666 5.786 10.26
[2,] 8.790 2.272 7.700 5.632 8.740 4.001 4.404 2.973 8.012 5.798 10.67
[3,] 9.137 2.287 8.522 5.973 9.029 4.013 4.484 2.990 8.090 5.808 10.81
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.23 2.913 3.087 4.274 4.303 5.222 3.711 5.271 12.73 22.37  8.217
[2,] 10.42 4.004 4.411 4.278 4.307 5.230 3.733 5.689 15.93 26.19 10.215
[3,] 11.02 4.475 4.462 4.309 4.345 5.540 3.807 6.171 18.18 26.67 11.174
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]    [,4]   [,5]   [,6]   [,7]   [,8]   [,9]
[1,]   9.155   6.364 15.08   9.966  35.89   5.40  4.082  11.83  12.79
[2,] 138.577   5.012 45.54 625.477 365.30  10.79 84.786 127.11  52.17
[3,] 128.574 105.873 36.43 562.883 614.35 201.52 88.220 206.00 154.04
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]   [,17]  [,18]
[1,]   8.283   5.473   8.583   6.371  8.162  9.126  7.129   9.457   9.75
[2,] 947.488 335.703 547.572 103.643 62.273 35.340 27.809 355.855 442.09
[3,]  91.915  71.769 491.048 163.752  9.673  7.296 18.869  72.998 152.61
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  16.06  12.02 20.27  6.951   17.98  11.82  4.387   9.696   9.239
[2,] 653.00 503.46 96.37 38.312 2611.47 479.38 95.159 651.344 764.393
[3,] 546.35 411.92 79.41  8.435  134.57 739.72 48.808 994.063 795.806
       [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   8.018   9.255  4.103  10.87   9.946   4.732  10.46  11.34   9.923
[2,] 106.928 732.196 34.336 461.14 321.279 109.606 449.51 475.79 495.027
[3,] 232.766 548.150 17.592 591.16 405.702 105.374 540.53 375.56 356.482
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.895   9.108   7.762  2.747   8.001  2.165   7.459   7.446   6.536
[2,] 333.692 351.718 311.754  5.884 351.392 10.084 284.955 435.347 180.194
[3,] 350.610  83.639 314.329 27.327 198.196  6.446 134.788 334.987 230.881
       [,46]   [,47]   [,48]  [,49]   [,50] [,51]  [,52]  [,53]   [,54]
[1,]   3.588   8.054   9.739  10.64   5.858  11.7  10.38  4.417   9.306
[2,] 146.047 466.555 137.082  92.30 109.597 648.8 199.11 35.528 790.822
[3,]  99.976 245.275 259.971 464.22 133.619 345.7 491.97 38.960 471.444
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.134   7.406   5.062  7.847  2.634   7.121   3.912   7.038  7.409
[2,] 691.581 554.207 741.935 12.226 15.445 368.964 105.280  83.768 61.721
[3,] 430.869 593.656 603.580 40.415 13.801 677.192 152.798 415.394 25.120
     [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]   [,72]
[1,]   8.0  10.41  4.912  10.34   6.161  10.67   4.329   9.292   9.958
[2,] 591.5 663.02 67.510 466.97 152.304 576.37 100.525 134.362 410.985
[3,] 157.7 105.99 77.659 274.80 116.000 462.87 119.220 162.279  90.221
     [,73]  [,74]  [,75]  [,76]  [,77]  [,78]   [,79]   [,80]  [,81]
[1,]  10.7  10.41  11.71  10.26  10.15  2.881   8.478   6.514  10.05
[2,] 332.8 568.81 549.06 551.44 475.06 16.210 498.322 301.886 481.64
[3,] 218.8  79.82 554.95 171.12 324.27 34.180 474.329 258.608 294.69
      [,82]   [,83]   [,84]   [,85]  [,86]  [,87] [,88]   [,89]  [,90]
[1,]  5.042   5.213   3.637   9.734  7.347  13.02  13.0   3.699   3.92
[2,] 64.628 207.082 103.843 302.656 48.760 383.56 251.6 356.840 409.31
[3,] 39.330 109.673  40.565 146.008 45.726 220.21 468.0 259.783  87.53
      [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.427  5.464   6.631  4.712   6.694   16.16   28.41  10.43
[2,] 26.711 23.838  38.364 52.822 277.898 1244.96 1769.51 788.31
[3,] 66.779 74.342 237.293 96.894 310.883 1138.03  654.57 588.57
[1] "--- VAR model 2017-10-04 12:31:00  completed"
[1] "Completed training sample:  2017-10-04 12:31:00 - 2017-10-04 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 13:01:00 - 2017-10-04 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1992         -0.1334         -1.803        -14.615
         -0.7558         -0.6303         -2.418         -2.627
          0.5686         -0.3106         -2.233         -9.534
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.2853      -0.009912          -0.5674          -1.1233
         0.1618       1.101772          -0.7718          -0.0199
         0.1993       0.105141          -0.5023           0.3410
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.552           1.1895          -2.6987           -13.70
           -1.388          -1.3787          -0.8056           -14.67
           -1.266           0.1873          -0.5928           -15.20
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.975          -0.4391         0.009249          0.14684
           -1.354          -0.4404         0.473742          0.02455
           -1.022          -0.2204         0.228425          0.13461
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.2879           2.8098           4.1699            1.082
          -0.3216          -0.8642           3.7289            5.003
          -0.0174          -0.1416           0.9257            2.143
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.2414         -0.03565          -27.401          -0.9245
          -0.7692          0.01169           -4.251          -9.6571
          -0.3423         -0.01772           -4.700           0.2625
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1079        0.0004396           -9.634            3.985
          -1.1018      -11.7514482           -9.187            2.916
          -0.3032       -1.5720422           -4.329            1.859
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -14.8732         0.171525           -9.397           -2.868
          -0.1361         0.137805          -10.368           -3.578
          -9.7703         0.002658           -3.447           -3.697
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5370           -8.785           -2.724            4.502
          -1.3068           -8.322           -8.711           -6.187
          -0.2407           -1.775           -3.458           -6.034
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.209           0.1880            5.713        -0.004565
           -1.915           0.9168            5.320         0.222343
           -1.524           5.6389            4.075         0.133547
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.549        -0.306292           1.1003          -11.398
            2.173        -0.001904          -0.7616           -8.731
            1.546         0.102545          -2.9239          -11.279
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.3135          -0.6905           -9.759           1.3750
          -1.3578          -0.4329           -6.625           0.2912
          -0.9648          -0.3601           -5.421           0.3085
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.096          -0.9940           -6.245            7.946
            8.611          -0.4826           -2.103            8.730
            6.545          -0.5602           -1.794            6.691
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.07266            1.036            4.867            2.938
          0.23874           -4.715           -3.338           -1.003
          0.19556           -2.024           -1.199           -2.845
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.504           0.2515        -0.095124            2.436
            4.239          -0.3900         0.042114            7.140
           -3.583          -0.1974         0.002605            3.995
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2222          -0.1396          0.05865           9.3187
          -0.9181           4.4602          0.22516           0.4023
          -0.6313           2.1060          0.44434           3.5382
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          10.2907          0.08353            3.653            2.633
           0.2548          0.30654            3.544            3.227
           4.2545          0.17920            1.735            1.564
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.261           0.2272          -0.2630          -0.4245
            7.798           0.3693           0.4389          -0.4481
            1.130           0.2351          -0.1305           0.6394
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4942          -0.6675            8.518            5.371
           0.4710          -0.1538            6.871            2.005
          -0.3062           0.3702            5.607            1.468
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.8439          0.21683           0.4693           1.0145
          -0.1783          0.01281           4.1107           0.6880
           0.3308          0.02559           1.4852           0.4207
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.4414          -0.1366           1.5014          0.07569
           2.9610           0.5245          -1.1714          0.15493
           0.9376          -0.1054          -0.3943          0.21470
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.945          -0.1724          -0.9396           -2.518
            0.483           0.1581          -1.9380           -5.870
            1.053          -0.3418          -0.3807           -4.036
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.5344          -0.6846          0.35396          0.27721
          -0.6968           0.4319         -0.14086         -0.09630
           0.3999          -0.1147          0.05108          0.04603
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.9834            1.539            15.04            224.4
           3.4726            3.429            15.03            223.3
           1.8815            1.454            14.80            223.2
 rnd_95776.volume rnd_95787.volume
           -10.01           -9.041
           -10.69           -5.001
           -11.77           -1.956
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 7.032 4.949 11.74  7.842 27.51 4.246 3.197 9.267  9.940 6.440 4.319
[2,] 7.124 4.949 11.75  9.225 27.67 4.247 3.270 9.324  9.955 9.737 5.026
[3,] 7.190 5.010 11.75 10.290 27.95 4.524 3.346 9.455 10.024 9.766 5.058
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.697 5.016 6.271 7.053 5.693 7.441 7.662 12.75  9.473 15.76 5.646
[2,] 7.854 5.078 6.306 7.064 5.696 7.837 8.470 13.60 10.222 15.78 5.654
[3,] 8.713 5.243 6.306 7.066 5.701 7.861 8.538 14.26 10.788 15.78 5.655
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 14.05  9.226 3.315  7.467  7.108 6.205  7.306 3.271  8.426 7.559
[2,] 24.26  9.895 3.418  9.039  9.381 6.253  9.250 3.282  9.052 7.912
[3,] 24.29 11.537 3.522 11.803 10.847 6.511 10.403 3.285 10.093 8.540
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.722 8.220 8.855 7.825 6.882 7.130 6.102 2.116 6.291 1.657 5.902
[2,] 3.820 8.818 9.547 8.640 7.362 7.614 6.584 2.117 6.844 1.660 6.362
[3,] 3.900 9.768 9.960 8.961 7.832 7.639 7.039 2.125 7.008 1.661 6.445
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54]
[1,] 5.806 5.110 2.793 6.322 7.613 8.395 4.580  9.322 8.291 3.451  7.359
[2,] 6.703 5.299 2.994 7.289 7.675 8.432 4.653 10.505 8.434 3.462  9.517
[3,] 7.257 5.577 3.100 7.505 7.941 9.153 4.776 10.878 9.237 3.474 10.119
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.330 5.818 3.956 6.176 1.993 5.562 3.044 5.486 5.847 6.165 8.162
[2,] 8.396 7.243 6.833 6.178 2.002 6.246 3.151 5.511 5.869 7.659 9.633
[3,] 8.973 8.547 8.373 6.187 2.002 8.074 3.364 6.356 5.873 7.733 9.658
     [,66] [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76]
[1,] 3.805 8.001 4.832  8.289 3.400 7.248 7.749 8.343 8.096  9.153 7.687
[2,] 3.839 8.794 4.976  9.370 3.479 7.322 8.331 8.752 9.196 10.143 8.867
[3,] 3.878 9.068 5.058 10.028 3.599 7.420 8.356 8.922 9.216 11.034 8.963
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.971 2.225 6.647 4.960 7.768 3.977 4.124 2.804 7.631 5.744 10.07
[2,] 8.766 2.229 7.584 5.504 8.505 4.012 4.456 2.914 7.978 5.754 10.45
[3,] 9.081 2.245 8.400 5.875 8.794 4.020 4.540 2.929 8.060 5.765 10.58
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.22 2.841 3.022 4.250 4.288 5.112 3.678 5.341 13.83 22.09  9.596
[2,] 10.48 3.959 4.387 4.255 4.292 5.121 3.688 5.761 16.64 25.82 10.660
[3,] 11.07 4.451 4.437 4.289 4.333 5.430 3.742 6.259 18.76 26.30 11.225
Root mean square errors of predictions:  
       [,1]    [,2]  [,3]    [,4]   [,5]    [,6]  [,7]   [,8]   [,9]
[1,]   8.93   6.285 14.90   9.958  34.93   5.392  4.06  11.77  12.62
[2,] 154.73   6.643 70.31 659.535 413.49  10.965 92.91 139.72  76.31
[3,] 132.22 105.882 30.89 619.029 532.91 211.893 96.64 213.40 160.06
       [,10]   [,11]   [,12]   [,13]  [,14]  [,15]  [,16]   [,17]  [,18]
[1,]   8.177   5.485   8.504   6.369  7.963  8.957  7.229   9.449   9.73
[2,] 991.489 349.006 557.105 108.110 90.621 52.565 25.376 334.101 490.28
[3,] 102.073  76.964 512.217 177.054  6.621 24.245 33.841  82.859 145.21
      [,19]  [,20]  [,21] [,22]   [,23]  [,24]   [,25]    [,26]   [,27]
[1,]  16.19  12.03  20.01  7.17   17.84  11.72   4.209    9.482   9.026
[2,] 642.73 521.58 106.03 41.15 2685.11 485.39 113.205  691.466 831.098
[3,] 579.56 468.24  71.08 14.58  164.66 805.37 115.554 1030.519 739.510
       [,28]   [,29]  [,30] [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   7.879   9.277  4.154  10.7   9.599   4.726  10.44  11.24   9.936
[2,] 105.302 770.182 36.668 448.9 317.410 116.675 433.57 484.69 497.375
[3,] 246.397 646.298 19.732 606.1 436.452 106.843 570.58 385.27 322.911
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.739   9.054   7.748  2.687   7.989  2.104   7.495   7.373   6.489
[2,] 354.949 362.684 336.027  8.297 365.917 14.201 322.381 454.937 190.443
[3,] 363.149  84.672 337.802 25.689 204.727  5.296 140.185 377.537 236.152
       [,46]   [,47]   [,48]  [,49]   [,50]  [,51]  [,52]  [,53]   [,54]
[1,]   3.547   8.028   9.668  10.66   5.816  11.84  10.53  4.382   9.345
[2,] 146.559 492.440 132.062 107.02 111.489 657.81 210.07 38.136 819.170
[3,] 109.080 242.790 276.734 483.57 146.260 383.38 511.52 39.591 466.771
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.038   7.388   5.024  7.843  2.531   7.063   3.865   6.966  7.425
[2,] 748.814 585.616 756.276 19.779 24.412 385.926 110.616  71.460 69.190
[3,] 429.988 616.028 657.141 45.525  5.898 694.563 160.022 429.948 29.263
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]  [,72]
[1,]   7.829  10.36  4.832  10.16   6.136  10.53   4.318   9.204   9.84
[2,] 616.861 694.65 69.153 495.65 161.504 593.29 100.368 141.793 415.12
[3,] 145.733  94.01 74.842 300.38 123.099 485.04 124.675 163.367  89.57
      [,73]  [,74]  [,75]   [,76]  [,77]  [,78]  [,79]   [,80]   [,81]
[1,]  10.59  10.28  11.62   9.762  10.12  2.826   8.44   6.298   9.864
[2,] 359.19 592.04 593.58 599.875 495.25 17.981 495.95 324.045 470.048
[3,] 235.49  83.34 589.81 178.135 322.01 35.725 490.27 278.960 303.893
     [,82]   [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  5.05   5.236   3.56   9.69  7.294  12.79  12.98   3.608   3.838
[2,] 71.56 229.344 107.95 316.25 45.793 379.47 314.85 374.354 431.801
[3,] 35.00 118.056  40.76 155.55 47.952 220.37 486.75 276.043  89.717
      [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.396  5.445   6.492  4.671   6.782   17.56   28.05  12.19
[2,] 28.521 23.008  41.940 37.652 293.312 1256.74 1814.37 630.49
[3,] 73.533 80.943 245.154 85.939 332.296 1177.16  682.15 477.47
[1] "--- VAR model 2017-10-04 13:01:00  completed"
[1] "Completed training sample:  2017-10-04 13:01:00 - 2017-10-04 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 13:31:00 - 2017-10-04 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.1061         0.03587         -6.063        -16.800
          0.1381         0.64357         -3.358         -9.138
         -0.2179         0.33302         -4.752        -14.662
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.4122         0.7216            2.294           0.6925
        -1.0894         0.4300            1.906          -1.6972
        -0.4908         0.2956            2.187          -0.6653
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6707           -3.443          -2.6673           -14.35
          -1.6693            0.290           0.2127           -11.48
          -1.7220           -1.393          -0.7820           -13.54
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.841          -0.6982         0.547363         -0.34096
           -2.682          -0.4957        -0.007726          0.02608
           -2.131          -0.3609         0.137568         -0.28992
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.3189          -1.7737          -1.6527          -1.0323
          -0.8910          -0.9451           0.6295          -0.3627
          -0.5669          -0.3222          -1.2481          -1.7828
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.159          -0.3117           -43.51           -5.303
           -1.913          -0.1625           -14.76          -13.395
           -1.240          -0.1021            -6.98           -2.017
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.315           -6.105           -9.124           -2.657
           -2.292          -16.835          -14.547           -1.988
           -1.145           -4.682           -8.064           -1.424
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.581         0.078058          -13.849           -4.626
           -6.705        -0.001187           -8.593           -5.654
          -14.181        -0.065112           -9.437           -5.792
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.142          -13.325           -10.01           -9.468
            1.372          -10.896           -10.50          -10.529
            0.667           -7.659            -7.42           -7.582
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.3027            3.374           0.5546          0.18103
          -1.1598           -4.641           0.7805          0.21511
          -0.9978           -3.016           0.5682          0.06539
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.08173          0.22162           -4.157           -17.41
          0.11774         -0.03178           -5.269           -15.63
          0.05474         -0.03037           -5.309           -16.19
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.5899         -0.09799           -9.336           0.5384
          -1.6586         -0.82807          -12.486           1.4257
          -0.3406         -0.56735          -11.381           0.6975
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.118           -2.405         -11.4626            4.362
           -2.530           -1.718          -0.7947            4.338
           -1.987           -1.481          -4.5179            3.204
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2761          -12.547          -3.7651            1.055
           0.2345           -5.653          -8.3549          -10.904
           0.2925           -2.606          -0.8022           -3.102
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -11.34          0.15366         -0.16155          -12.910
            -2.43         -0.07636          0.07870           -9.198
            -9.44         -0.07598         -0.09784           -2.452
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.3325          -6.8001           0.8383           0.6928
          -0.9553          -6.7594           0.9030          -6.2635
          -0.6588           0.1806           0.9280          -4.2638
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.078           0.5895           -5.319          -0.4143
           -5.733           0.2941           -2.207           0.2460
           -5.154           0.1459           -5.599          -0.4812
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.363           0.4586           0.8201          -1.6030
           -1.464           0.7644           0.7708           0.3857
           -5.995           0.2603          -0.5079           0.3461
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4191          -3.2320           -3.723          -2.2016
           0.4413           0.7788           -3.244           1.1646
           0.2605           0.7382           -2.590           0.7561
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.7707           0.1603           3.2572           0.7536
          -1.1381           0.4292          -1.3982           0.5774
          -0.1354           0.1464           0.6181           0.5910
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.5305          -0.2809         -1.01569           0.4100
           0.7876          -0.3318         -1.99536           0.4403
          -0.3414          -0.5498         -0.09202          -0.4739
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
       -0.0003139         -0.37693            2.702            2.235
       -0.8712595          0.18799            2.055            2.360
       -0.5974364          0.05265            1.357            1.887
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.48230          -0.6656          0.75075          0.39604
         -0.07033           0.5583         -0.27196         -0.18228
          0.22420          -0.2537          0.08266          0.07153
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.9957          -0.5109            14.57            240.3
          -4.8445          -0.5579            14.11            238.5
          -0.9685          -0.1657            13.95            238.8
 rnd_95776.volume rnd_95787.volume
           -10.45          -12.968
           -17.67           -8.572
           -23.16           -2.658
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.004 4.994 11.94  7.74 26.75 4.227 3.163 9.178 9.695 6.444 4.291
[2,] 7.105 4.994 11.97  9.16 26.92 4.227 3.238 9.228 9.723 9.719 4.989
[3,] 7.183 5.044 11.99 10.14 27.16 4.507 3.306 9.363 9.802 9.741 5.028
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.469 4.911 5.963 6.892 5.943 7.341 7.579 11.93  9.303 15.82 5.628
[2,] 7.477 4.970 6.030 6.908 5.948 7.683 8.367 12.48  9.924 15.86 5.637
[3,] 8.261 5.149 6.030 6.912 5.956 7.716 8.419 13.04 10.509 15.89 5.637
     [,23]  [,24] [,25]  [,26] [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 13.53  9.288 3.309  7.519  7.05 6.220  7.206 3.263  8.345 7.477 3.934
[2,] 24.23  9.949 3.400  9.036  9.32 6.255  9.243 3.278  8.974 7.786 3.936
[3,] 24.33 11.653 3.510 11.857 10.77 6.527 10.321 3.281 10.036 8.403 3.992
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.375 8.554 7.883 6.641 6.992 6.069 2.073 6.185 1.601 5.827 5.581
[2,] 8.855 9.395 8.743 7.167 7.483 6.583 2.075 6.749 1.608 6.294 6.374
[3,] 9.836 9.862 8.987 7.617 7.511 7.034 2.091 6.899 1.610 6.439 6.922
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.075 2.785 6.092 7.558 8.396 4.628  9.209 8.420 3.432  7.269 6.384
[2,] 5.242 3.002 7.436 7.611 8.428 4.694 10.357 8.538 3.445  9.402 8.362
[3,] 5.504 3.097 7.631 7.885 9.129 4.814 10.726 9.458 3.455 10.002 8.937
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.800 3.891 6.126 1.966 5.507 3.053 5.402 5.723 6.156 8.114 3.730
[2,] 7.233 6.875 6.128 1.971 6.189 3.166 5.428 5.738 7.584 9.558 3.771
[3,] 8.517 8.348 6.133 1.971 8.085 3.364 6.253 5.741 7.677 9.581 3.813
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.947 4.711  8.317 3.392 7.187 7.736 8.231 8.031  8.903 7.954 7.906
[2,] 8.742 4.876  9.395 3.462 7.295 8.364 8.572 9.182  9.934 8.999 8.733
[3,] 8.992 4.939 10.061 3.580 7.384 8.396 8.748 9.214 10.851 9.087 9.054
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 2.209 6.670 4.957 7.734 3.975 4.111 2.735 7.796 5.727  9.758 10.33
[2,] 2.213 7.687 5.506 8.507 4.011 4.417 2.833 8.051 5.739 10.134 10.57
[3,] 2.226 8.514 5.894 8.796 4.018 4.494 2.847 8.102 5.749 10.348 11.15
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.811 2.941 4.269 4.277 5.087 3.573 5.362 14.48 21.93  9.603
[2,] 3.931 4.367 4.278 4.282 5.094 3.581 5.796 17.26 25.73 10.699
[3,] 4.441 4.422 4.307 4.321 5.408 3.619 6.284 19.25 26.37 11.308
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.894  6.341  15.16   9.828  33.96   5.367  4.017  11.65  12.31
[2,] 163.560 10.558 112.72 668.061 416.56  10.764 94.767 131.39 101.30
[3,] 144.140 96.148 108.16 593.058 488.96 213.101 91.069 216.02 169.39
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   8.182   5.449   8.215   6.237   7.572  8.752  7.546   9.322   9.624
[2,] 992.070 347.106 511.321 103.900 122.662 64.151 35.450 309.268 483.319
[3,]  90.595  85.973 479.080 183.862   8.124 33.171 42.248  97.872 128.398
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]   [,25]    [,26]   [,27]
[1,]  15.15  11.81  20.09  7.147   17.18  11.79   4.202    9.548   8.952
[2,] 499.29 471.27 150.43 43.004 2740.43 486.51 106.209  683.200 831.402
[3,] 515.52 471.62 120.15 11.544  310.36 827.38 119.236 1046.955 736.858
       [,28]   [,29]  [,30] [,31]   [,32]  [,33]  [,34]  [,35]  [,36]
[1,]   7.899   9.151  4.143  10.6   9.495  4.995  10.63  10.86  10.01
[2,]  89.769 789.344 42.845 450.1 296.001 18.065 392.40 529.88 515.56
[3,] 254.119 626.100 19.418 612.5 431.158 91.188 583.91 408.92 284.04
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.433   8.879   7.707  2.632   7.854  2.033   7.399   7.088   6.445
[2,] 367.654 363.432 347.617 11.075 368.315 20.752 324.730 419.828 178.593
[3,] 351.643  88.752 338.140 35.333 195.252  9.595 185.214 368.217 229.203
       [,46]   [,47]   [,48]  [,49]   [,50]  [,51]  [,52]  [,53]  [,54]
[1,]   3.537   7.737   9.598  10.66   5.877  11.69  10.69  4.359   9.23
[2,] 152.783 581.393 121.794 100.98 106.915 646.21 193.44 40.467 813.17
[3,] 103.593 233.495 281.200 478.42 145.967 380.70 554.93 35.707 465.26
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]  [,62]  [,63]
[1,]   8.106   7.365   4.941  7.779  2.497   6.993   3.876   6.86  7.268
[2,] 736.600 589.448 772.873 23.237 19.223 385.126 114.253  72.90 56.291
[3,] 429.931 613.114 645.904 31.278  4.838 709.457 155.282 423.12 25.368
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]   [,72]
[1,]   7.817  10.30  4.736  10.09   5.983  10.56   4.307   9.127   9.823
[2,] 603.992 689.01 75.975 496.89 171.269 595.99  94.472 170.718 433.527
[3,] 162.815  89.22 77.421 287.08 107.430 490.71 124.498 155.805 101.027
      [,73] [,74]  [,75] [,76]  [,77]  [,78]  [,79]   [,80]   [,81]  [,82]
[1,]  10.45  10.2  11.31  10.1  10.04  2.806   8.47   6.295   9.821  5.048
[2,] 326.30 607.1 600.95 573.8 505.64 17.333 520.96 326.786 483.106 72.752
[3,] 238.35 104.3 595.42 172.6 326.00 32.547 499.25 286.868 305.240 33.420
      [,83]   [,84] [,85]  [,86]  [,87]  [,88]  [,89]   [,90]  [,91]
[1,]   5.22   3.473   9.9  7.272  12.39  13.12   3.57   3.734  5.422
[2,] 220.52 100.637 274.1 50.236 373.43 303.29 374.60 440.208 36.314
[3,] 112.88  39.461 124.2 46.722 285.43 485.27 281.81  95.174 69.060
      [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]  5.432   6.459  4.538   6.808   18.39   27.85  12.19
[2,] 28.731  36.499 32.487 300.308 1279.71 1834.03 643.26
[3,] 78.863 247.839 71.320 330.994 1161.89  786.26 499.52
[1] "--- VAR model 2017-10-04 13:31:00  completed"
[1] "Completed training sample:  2017-10-04 13:31:00 - 2017-10-04 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 14:01:00 - 2017-10-04 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.52674         -1.0338         -5.102         -7.189
        -0.06965         -1.5086         -3.853        -11.822
         0.19265         -0.7194         -1.781         -4.373
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.9719      -0.009924           2.7350           -1.393
        -0.4754       1.110437           0.8558           -1.774
        -0.1722       0.097911           0.4481           -1.452
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.827          -5.2173           -2.764          -13.056
           -2.980          -0.9566           -1.056           -9.924
           -2.248          -1.8689           -1.970          -11.352
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.4718         -0.06535           0.2018          -0.1345
          -0.3043         -0.20543           1.0440          -0.2323
          -0.2997          0.32764          -0.1649          -0.1260
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.7273          -1.3960          -2.2330           -4.160
          -1.4822          -0.5022          -1.1265           -3.415
          -0.6778          -0.7684          -0.1393           -1.666
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.971         -0.10874          -11.810          -10.232
           -1.075         -0.03756           -9.299           -2.160
           -0.487         -0.04892           -8.035           -3.971
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.1582          -15.168          -13.203            4.152
          -1.0297           -3.399           -7.378            3.335
          -0.7719           -4.369           -3.159            2.284
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.635          0.30881           -2.929           -2.721
          -11.765         -0.03566          -11.138           -3.390
           -3.715          0.04727           -7.350           -3.985
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
        -0.191258          -0.3428           -1.266           -2.883
         0.037064          -7.3714           -3.920           -1.677
         0.004888          -7.8462           -8.155           -5.782
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.163            9.288          -1.1066           0.2877
            1.501            4.541          -1.2041           0.5103
            1.618            7.099          -0.8279           0.1251
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9280          0.28947          -2.5276           -7.252
           0.5864         -0.07505          -1.5471           -9.577
           0.4595         -0.07628          -0.6956           -8.534
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.5076          -1.2086           -8.605            3.918
          -0.0357          -0.5417           -5.500            1.632
          -0.2080          -0.6860           -7.284            1.389
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.682          -0.7243          -1.9486            14.91
            2.582          -0.6513          -0.7666            13.99
            2.150           0.2212          -0.5002            12.68
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.48835            1.332           3.3987           10.451
         -0.31721            1.127          -0.4670           -1.015
         -0.01366            1.253          -0.2654            0.801
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           11.422           1.1415          -0.1925            2.428
            4.009           0.4643          -0.1353           11.947
           -1.100           0.7622          -0.1210            3.580
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.732          -0.4665            1.698            7.871
           -1.659           5.4051            1.353            1.444
           -1.560           4.6298            1.653            6.320
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            9.371          0.03394            4.176           1.0329
            1.747          0.13051            4.105           0.5665
            6.142          0.05772            2.737           0.8252
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.347          -0.4332          -0.4001           0.1498
            7.244          -0.1981           0.2096          -0.1436
            2.413          -0.5865           0.1449           0.1169
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.8272          0.19175           -1.578          -1.0411
          -1.4887         -0.47200           -2.093          -1.6006
          -0.7915          0.08635           -1.495          -0.9855
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.3046           0.2114          -5.2068           0.2865
          -0.4858          -0.0386          -0.8832           0.2119
          -0.6921           0.1184          -1.4250           0.1171
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.9970           0.2404           0.9458           0.8198
          -1.3029           0.1716          -0.3298           0.9019
          -0.5201          -0.1401          -0.1333           0.4391
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.840          -0.5891           -1.142            5.255
            2.634          -1.5032           -1.249            2.993
            2.338          -0.8498           -1.124            3.743
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.6046           1.6790          0.74439           0.9823
           0.8048           0.8720         -0.01186           0.2819
           0.4423           0.2864          0.03776           0.1410
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2587         -0.46734            16.54            244.0
           3.8650          0.02202            15.72            241.1
           5.3490         -0.07020            15.21            242.9
 rnd_95776.volume rnd_95787.volume
           -4.982          -10.237
           -3.875           -2.255
           -5.683           -4.095
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.759 5.001 11.99  7.752 25.34 4.207 3.165 9.056 9.560 6.397 4.281
[2,] 6.879 5.004 12.05  9.149 25.54 4.208 3.233 9.102 9.602 9.579 4.991
[3,] 6.953 5.057 12.10 10.029 25.78 4.487 3.313 9.239 9.688 9.597 5.037
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.389 4.921 5.861 6.774 5.903 7.350 7.507 11.69  9.146 15.76 5.618
[2,] 7.256 4.971 5.940 6.798 5.908 7.704 8.308 12.17  9.724 15.82 5.625
[3,] 7.995 5.143 5.943 6.808 5.914 7.750 8.368 12.75 10.350 15.86 5.625
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.40  9.233 3.281  7.301  6.957 6.190 7.201 3.276 8.174 7.381 3.907
[2,] 24.19  9.870 3.376  8.779  9.259 6.223 9.077 3.291 8.855 7.678 3.907
[3,] 24.36 11.690 3.490 11.755 10.134 6.475 9.982 3.296 9.895 8.324 3.946
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.278 8.445 7.829 6.417 6.864 5.964 2.024 6.114 1.537 5.695 5.499
[2,] 8.776 9.258 8.574 6.963 7.325 6.506 2.025 6.677 1.547 6.129 6.231
[3,] 9.788 9.710 8.817 7.365 7.358 6.999 2.045 6.840 1.552 6.265 6.718
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.750 2.704 6.065 7.510 8.164 4.655  9.07 8.372 3.410 6.863 6.389
[2,] 5.077 2.917 7.426 7.547 8.192 4.717 10.23 8.480 3.418 8.965 8.256
[3,] 5.285 3.018 7.598 7.815 8.882 4.839 10.59 9.415 3.426 9.716 8.808
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.704 3.829 6.091 1.943 5.467 2.983 5.294 5.646 6.094 7.462 3.673
[2,] 7.036 6.856 6.099 1.948 6.184 3.094 5.326 5.669 7.459 8.978 3.709
[3,] 8.171 8.205 6.107 1.948 8.091 3.284 6.229 5.678 7.554 9.011 3.757
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.699 4.590 8.105 3.340 7.051 7.526 8.010 7.913  8.901 7.771 7.807
[2,] 8.505 4.778 9.240 3.415 7.166 8.121 8.383 8.972  9.927 8.629 8.578
[3,] 8.769 4.856 9.920 3.529 7.252 8.158 8.571 9.014 10.850 8.757 8.900
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 2.196 6.691 4.899 7.782 3.917 4.133 2.647 7.808 5.704  9.543 10.34
[2,] 2.200 7.622 5.465 8.552 3.958 4.428 2.732 8.061 5.723  9.885 10.55
[3,] 2.212 8.327 5.856 8.799 3.965 4.504 2.745 8.120 5.733 10.100 11.11
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.804 2.924 4.292 4.298 4.996 3.464 5.416 15.05 21.41  9.237
[2,] 3.950 4.395 4.296 4.302 5.003 3.468 5.859 17.74 25.15  9.978
[3,] 4.495 4.447 4.333 4.349 5.324 3.507 6.362 19.68 25.80 11.939
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]  [,8]   [,9]
[1,]   8.583   6.351  15.23   9.844  32.18   5.342   4.019  11.5  12.14
[2,] 185.241  24.188 164.44 705.215 469.27  11.003  96.052 132.7 131.36
[3,] 147.618 105.829 155.92 596.290 501.19 226.213 104.674 230.3 186.63
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]
[1,]    8.123   5.436   8.114   6.249   7.443  8.602  7.496   9.333
[2,] 1034.911 372.547 499.234 102.915 140.338 83.045 34.529 335.405
[3,]   86.711  99.092 487.187 191.461  25.000 53.785 39.671 122.516
       [,18]  [,19]  [,20]  [,21]  [,22]   [,23]  [,24]   [,25]    [,26]
[1,]   9.533  14.84  11.61  20.01  7.135   17.01  11.72   4.166    9.271
[2,] 516.596 492.55 479.63 195.51 40.151 2923.26 506.53 115.192  707.680
[3,] 145.302 550.11 514.71 159.40  8.517  419.09 909.24 128.556 1134.637
       [,27]  [,28]   [,29] [,30]  [,31]   [,32]  [,33]  [,34]  [,35]
[1,]   8.835   7.86   9.144  4.16  10.38   9.373  4.961  10.51  10.72
[2,] 886.743  93.76 802.249 45.84 494.41 307.040  7.441 422.88 550.69
[3,] 598.299 259.51 602.981 26.88 640.87 466.623 80.390 629.30 425.12
       [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.942   8.149   8.716   7.573  2.57   7.764  1.952   7.232   6.983
[2,] 507.479 392.301 371.365 377.601 12.81 389.281 25.126 328.587 425.221
[3,] 298.697 348.441 100.343 374.550 40.85 216.013 17.782 188.797 364.638
       [,45]   [,46]   [,47]   [,48]  [,49]   [,50]  [,51]  [,52] [,53]
[1,]   6.032   3.434   7.702   9.536  10.37   5.911  11.52  10.63  4.33
[2,] 260.456 158.961 621.895 109.141  97.86 110.103 686.20 195.96 35.21
[3,] 213.149 112.538 233.846 294.674 498.25 156.962 397.43 593.82 33.49
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   8.715   8.113   7.243   4.863  7.735  2.468   6.943   3.788   6.723
[2,] 837.320 759.020 598.038 825.407 45.015 20.071 419.568 119.164  83.863
[3,] 543.663 445.282 603.081 654.417 44.678  5.363 757.293 160.097 468.979
      [,63]   [,64]   [,65]  [,66]   [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  7.169   7.739   9.475  4.665   9.776   5.829  10.29   4.241   8.954
[2,] 74.541 624.381 724.747 74.768 524.650 192.500 644.17 103.817 185.556
[3,] 47.840 173.702 111.937 86.813 310.362 126.324 523.81 129.317 161.793
       [,72]  [,73]  [,74] [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   9.556  10.17  10.05  11.3   9.868   9.914  2.789   8.496   6.221
[2,] 442.945 359.11 613.81 638.0 544.594 516.008 19.166 530.077 351.513
[3,] 113.647 259.67 126.60 635.7 216.751 344.242 32.620 486.656 305.569
       [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]
[1,]   9.882  4.974   5.249  3.361   9.915  7.243  12.12  13.12   3.56
[2,] 515.071 83.148 230.730 98.440 290.993 67.254 374.48 304.02 403.92
[3,] 300.107 33.890 119.647 38.302 141.919 50.828 300.51 508.64 311.54
       [,90] [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.714  5.45  5.458   6.344  4.399   6.878   19.11   27.18  11.73
[2,] 476.195 29.59 24.401  38.376 23.945 324.492 1362.02 1916.11 547.49
[3,]  98.915 81.58 92.868 264.341 75.612 359.867 1237.42  836.32 951.87
[1] "--- VAR model 2017-10-04 14:01:00  completed"
[1] "Completed training sample:  2017-10-04 14:01:00 - 2017-10-04 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 14:31:00 - 2017-10-04 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7142        -0.26663         -1.823        -1.5645
         -0.7846         0.06370         -1.080         1.1539
         -0.9222        -0.03321         -1.811        -0.4756
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -0.39195         1.9266         -0.22861         -0.28205
       -0.04558         0.9010         -0.08887         -0.64619
       -0.03084         0.7738          0.17454          0.08372
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.7360           0.2150          -1.8401           -12.78
          -0.8667          -1.0522          -1.1019           -10.98
          -1.0301          -0.4429          -0.8704           -12.03
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.2795         -0.05976       -0.3202135         0.128409
          -1.0902         -1.26171        0.8269086        -0.039334
          -0.5226          0.38128       -0.0009606         0.004668
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -0.607          -3.0091           0.6275           -1.618
           -1.355          -0.3003           2.6733           -1.393
           -1.332          -0.7591           2.6281           -0.620
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.8823         -0.08415          -10.663           4.5227
          -0.5124          0.08327           -4.372          -5.2082
          -0.3527         -0.06534           -1.865          -0.6066
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1546            2.695           -2.891           1.6626
          -0.5834           -3.928            1.631           0.9418
          -0.3648           -1.526           -3.962           1.1378
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -2.0671           0.2150          0.08493           -2.979
           1.5956          -0.2526         -2.54304           -2.319
          -0.6722           0.2753          0.96271           -2.037
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
        -0.077464           0.7285          3.00118           3.9179
         0.001796          -2.6388         -0.55874          -0.2055
         0.025833           2.5462          0.08425          -2.2821
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.2034          11.6508           0.2708          0.06095
           0.2656           7.9468           0.3828         -0.24850
           0.0738           0.7736           0.1969         -0.07542
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5840        -0.122728          -2.3270           -8.213
           0.1999         0.055358           0.2141           -7.425
           0.1501         0.001901          -1.4347           -5.709
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.8874          -0.8090           -5.203            2.083
           0.5150          -0.4610           -5.419            2.552
           0.6861          -0.4993           -5.387            1.295
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.270            2.146            1.651            8.192
            4.666            2.842           -2.009            7.140
            3.081            3.498           -0.450            6.238
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.20932         -1.56970           -2.921           6.0121
         -0.09118         -0.17811            1.003          -1.3919
         -0.02020          0.09647           -1.406          -0.5119
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.7925           0.9888          -0.2435          -2.8293
          -0.8102           1.2848          -0.1885           0.9354
           0.4865           0.8126          -0.1563           0.7180
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5778            1.633            2.607            7.057
          -0.4381           -1.763            2.825            1.162
          -0.2984            2.602            0.755            1.621
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.727           0.5698          4.85806           0.8372
            3.436           0.5756          4.55908           0.4970
            1.546           0.2525          0.06812           0.4979
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.481           0.8882          -0.9962          -1.3692
            6.979           1.0937          -2.2054          -0.5577
            2.481           0.4454          -1.0243          -1.3854
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.083          -1.9303           -3.724           -5.803
           -1.581          -0.9785           -3.044           -1.962
           -1.091          -1.4245           -2.497           -1.613
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.415          0.11930           -4.140          0.02231
           -1.897          0.03471           -4.408          0.14787
           -1.290         -0.02586           -1.927          0.19515
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.712          -0.5505          -1.1336          -0.3107
           -3.487          -0.4362           0.3207           1.0758
           -1.483          -0.4501          -0.4362           0.7973
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.1607         -0.82538            3.676            2.952
           3.5456         -0.07404            2.905            5.602
           0.9513         -0.46236            1.878            3.026
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           3.3630            6.014            1.974            1.928
           4.3826            1.211            2.194            2.265
           0.9054            2.283            1.188            1.355
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.372         -0.72295            12.59            243.1
           -1.618          0.02154            13.20            242.2
            2.181          0.62716            13.67            243.5
 rnd_95776.volume rnd_95787.volume
           -7.480           3.9968
           -3.099          -5.1961
           -3.624          -0.1616
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.657 4.921 11.70 7.670 24.23 4.153 3.113 8.798 9.317 6.372 4.270
[2,] 6.772 4.932 11.78 9.006 24.38 4.154 3.176 8.850 9.388 9.481 4.920
[3,] 6.847 4.983 11.83 9.786 24.50 4.429 3.260 9.017 9.486 9.498 4.969
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.044 4.844 5.881 6.774 5.919 7.258 7.445 11.52  9.018 15.63 5.386
[2,] 6.836 4.897 5.950 6.801 5.923 7.607 8.231 11.99  9.556 15.70 5.386
[3,] 7.475 5.066 5.954 6.816 5.930 7.660 8.290 12.59 10.212 15.75 5.386
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.20  9.009 3.224  7.056 6.787 6.041 7.080 3.274 8.158 7.460 3.828
[2,] 23.83  9.665 3.308  8.477 8.971 6.073 8.967 3.289 8.668 7.765 3.829
[3,] 24.08 11.533 3.405 11.443 9.818 6.335 9.819 3.294 9.616 8.381 3.875
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.155 8.115 7.546 6.256 6.689 5.838 1.989 5.994 1.516 5.594 5.560
[2,] 8.633 8.980 8.269 6.825 7.067 6.310 1.991 6.499 1.532 5.961 6.249
[3,] 9.714 9.328 8.472 7.244 7.101 6.756 2.009 6.642 1.536 6.105 6.683
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.647 2.568 5.931 7.255 8.158 4.602  8.963 8.169 3.337 7.145 6.544
[2,] 4.991 2.732 7.216 7.276 8.181 4.671 10.134 8.258 3.348 9.167 8.405
[3,] 5.179 2.862 7.417 7.514 8.862 4.794 10.437 9.213 3.356 9.813 8.885
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.601 3.691 5.953 1.867 5.414 2.889 5.297 5.660 6.033 7.136 3.602
[2,] 7.256 6.945 5.969 1.872 6.101 3.002 5.317 5.694 7.571 8.758 3.636
[3,] 8.336 8.266 5.991 1.874 8.275 3.198 6.276 5.732 7.672 8.790 3.691
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.636 4.341 7.944 3.267 6.897 7.386 7.903 7.824  8.587 7.000 7.644
[2,] 8.478 4.507 9.038 3.350 7.013 7.942 8.304 8.745  9.700 8.088 8.430
[3,] 8.789 4.567 9.776 3.467 7.092 7.978 8.496 8.787 10.642 8.232 8.642
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.148 6.638 4.857 7.665 3.871 4.162 2.553 7.860 5.657 9.239 10.08
[2,] 2.152 7.327 5.405 8.402 3.917 4.456 2.642 8.126 5.678 9.612 10.24
[3,] 2.165 8.075 5.803 8.642 3.925 4.534 2.655 8.177 5.694 9.852 10.87
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.813 2.942 4.517 4.507 4.835 3.374 5.453 15.31 21.26  8.937
[2,] 4.027 4.607 4.521 4.515 4.847 3.378 5.906 17.86 24.39  9.701
[3,] 4.694 4.624 4.677 4.663 5.121 3.423 6.412 19.84 24.97 11.769
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.454   6.249  14.86   9.74  30.76   5.274   3.953  11.17  11.83
[2,] 185.708  49.064 206.61 705.26 408.39  13.735  94.533 142.99 173.34
[3,] 150.570 106.589 157.97 571.80 361.90 229.534 109.774 258.34 202.91
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]
[1,]    8.091   5.422   7.675   6.151   7.468  8.602  7.517   9.216
[2,] 1048.937 365.205 477.153 107.371 135.091 89.815 32.217 340.618
[3,]   84.545 103.957 451.721 193.946  34.641 69.308 43.387 134.173
       [,18]  [,19]  [,20]  [,21] [,22]   [,23]  [,24]   [,25]   [,26]
[1,]   9.454  14.62  11.45  19.85 6.839   16.76  11.44   4.094    8.96
[2,] 524.619 496.04 472.39 218.79 5.396 2964.26 522.95 110.748  701.83
[3,] 147.236 576.48 538.05 183.23 8.770  515.76 940.09 120.676 1148.45
       [,27]   [,28]   [,29]  [,30]  [,31]   [,32]  [,33]  [,34] [,35]
[1,]   8.619   7.671   8.991  4.158  10.36   9.473  4.862  10.36  10.3
[2,] 876.394  92.956 822.118 46.115 437.74 321.690  5.027 423.38 574.5
[3,] 595.892 269.678 597.632 28.688 622.26 471.148 89.409 665.36 377.4
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]  [,44]
[1,]   9.582   7.944   8.494   7.414  2.526   7.611  1.925   7.104   7.06
[2,] 505.371 407.536 340.379 357.799 12.064 375.390 32.745 307.530 426.16
[3,] 275.185 363.045 104.588 360.687 40.553 204.537 16.043 196.928 354.10
     [,45]   [,46]   [,47]   [,48]  [,49]   [,50]  [,51]  [,52]  [,53]
[1,]   5.9   3.261   7.531   9.212  10.36   5.844  11.38  10.37  4.238
[2,] 272.2 139.582 614.197  84.694  91.85 119.234 706.47 181.52 40.733
[3,] 206.8 127.404 256.024 279.840 509.26 161.769 373.52 610.29 33.907
       [,54]   [,55]   [,56]   [,57] [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   9.073   8.309   7.113   4.687  7.56  2.371   6.875   3.669   6.726
[2,] 858.107 787.966 689.125 878.950 64.30 20.345 420.226 121.780  69.225
[3,] 523.008 430.806 612.903 669.619 76.66 12.012 835.326 164.968 498.246
      [,63]   [,64]   [,65]  [,66]   [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  7.187   7.661   9.062  4.574   9.696   5.513  10.09   4.148   8.758
[2,] 93.117 683.263 758.607 74.249 550.575 181.082 643.96 110.799 189.900
[3,] 98.162 185.769 111.768 94.432 346.282 110.464 556.79 133.546 157.993
       [,72]  [,73]   [,74] [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   9.379  10.04   9.935  10.9   8.889   9.707  2.727   8.429   6.168
[2,] 436.143 381.00 583.581 674.2 605.300 531.039 19.424 463.469 354.187
[3,] 113.486 267.97 128.188 654.0 228.964 284.097 36.038 507.161 315.657
       [,81]  [,82]   [,83]   [,84]  [,85]  [,86]  [,87] [,88]   [,89]
[1,]   9.734  4.915   5.285   3.241   9.98  7.183  11.73  12.8   3.572
[2,] 514.080 89.638 237.809 101.987 308.27 73.381 396.38 276.1 430.466
[3,] 302.320 37.422 125.123  39.401 137.38 63.678 322.90 544.5 360.480
       [,90]   [,91]   [,92]  [,93]  [,94]   [,95]   [,96] [,97]  [,98]
[1,]   3.736   5.736   5.724   6.14  4.284   6.924   19.44    27  11.35
[2,] 529.585  26.105  39.622  50.73 26.225 338.920 1373.34  1784 563.93
[3,]  59.312 179.001 174.294 247.06 82.091 373.186 1292.51   801 995.40
[1] "--- VAR model 2017-10-04 14:31:00  completed"
[1] "Completed training sample:  2017-10-04 14:31:00 - 2017-10-04 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 15:01:00 - 2017-10-04 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8509         0.03124         -2.067          1.226
         -0.7068        -0.04836         -3.676         -5.280
         -0.7880        -0.07767         -3.193         -4.496
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        0.75956       -0.34869         -0.25996           1.0553
        0.33073       -0.02033          0.18165           0.9896
        0.05956       -0.12604         -0.01765           0.7496
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.442           3.9091           0.6805           -4.740
            1.520           0.4343           0.5389           -3.149
            1.198           1.1826           0.8705           -4.095
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.673           0.9449          -0.2894          0.08463
           -1.783           0.5072           0.4401          0.20296
           -1.106           0.7248          -0.1140          0.11467
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.9468            2.882          -0.7526           -4.291
           0.9611            1.127          -1.5678           -3.317
           0.9215            0.446          -1.0801           -3.131
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.190          0.26896          -20.763           -2.865
           -1.940          0.02890           -4.426           -6.390
           -1.077         -0.08401           -7.206           -1.029
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4176           -6.411           -8.155           0.3369
           0.3272           -6.645           -4.146           2.3169
           0.1278           -1.213           -4.727           2.5357
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.4078           0.3328            3.683           -2.697
          -5.2525          -0.1140           -5.639           -3.460
          -4.2403           0.2212           -4.464           -3.131
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
        -0.036091            1.218           0.7377           0.2385
         0.097821           -2.405           0.9648           0.9342
        -0.006959           -2.672          -2.7804          -2.3366
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6700           -3.307         -0.08697           0.4573
          -0.3759            1.873          0.65287          -0.1526
          -0.3082           -2.462          0.14669           0.1707
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4341          0.33035         -0.00602           -4.859
          -0.3101         -0.05444         -1.01897           -2.895
          -0.2227         -0.05321         -0.53394           -4.068
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9682          -0.4046           -3.565           0.3023
          -0.8043          -0.6005           -3.029           0.7986
          -1.4120          -0.2366           -1.916           0.6608
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6323          -1.2006           2.0392           2.8691
          -1.3203          -0.9309          -0.6982           0.5182
          -1.0598          -0.4928          -1.0190           1.0983
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.07845           -1.756          -3.3206           1.7402
          0.21954            1.619           1.7709          -0.9670
          0.27791           -1.350          -0.4922           0.8669
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.503          -0.8848          -0.3075           -2.021
           -2.488          -0.5972          -0.2438            2.353
            1.456          -0.2876          -0.1943           -2.112
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.1725          -3.0151           1.3785           4.0439
          -1.4469          -0.7587           0.8439          -0.4142
          -0.9564           0.2239           1.0642           1.0739
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           5.0852          -0.3307           3.3353           1.9569
          -0.8049          -0.2322           0.6122           1.3489
           0.3456          -0.1159          -0.2086           0.7794
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.6989         -0.20830          -1.2731          -2.0723
           3.4077         -0.04886          -0.9407          -0.5519
          -0.1347         -0.06116          -1.0393          -0.7435
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.08587          -2.7028            3.461          -0.9083
         -0.06409          -1.0173            2.535           0.2855
          0.39528          -0.6784            2.156           0.1928
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.2054         -0.04534          -1.1525            2.106
          -1.8054         -0.12334          -1.7949            1.908
          -0.7809         -0.10146          -0.4674            1.560
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.3656           0.4833          -1.0137         -0.02291
          -1.3920          -0.3168           0.6267         -0.26436
          -1.1764           0.4995          -0.2166          0.12135
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.3528                0          -0.9132           -4.984
           0.4967                0          -0.6264           -3.665
          -0.4766                0          -0.4017           -2.032
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1727          0.05510          0.26364           0.2625
           0.1736          0.30099          0.09773           0.1088
           0.2026          0.04844          0.07361           0.0757
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.3389           0.1497            9.744            238.3
          -0.5719          -0.7568            9.796            236.2
           0.5083          -0.3561            9.853            235.0
 rnd_95776.volume rnd_95787.volume
            1.126          -3.1410
           -2.690          -6.5506
           -2.015          -0.8119
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.410 4.750 11.46 7.522 23.52 4.069 3.056 8.544 9.178 6.289 4.156
[2,] 6.523 4.773 11.58 8.708 23.72 4.070 3.116 8.583 9.255 9.346 4.810
[3,] 6.590 4.817 11.64 9.550 23.78 4.330 3.205 8.762 9.356 9.364 4.870
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.263 4.591 5.501 6.755 5.785 7.201 7.433 11.38  8.841 15.46 5.352
[2,] 6.659 4.632 5.652 6.779 5.788 7.555 8.210 11.89  9.391 15.55 5.353
[3,] 7.155 4.831 5.782 6.807 5.790 7.604 8.274 12.52 10.044 15.61 5.353
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.99  8.812 3.295  6.787 6.539 5.952 6.917 3.242 7.870 6.984 3.759
[2,] 23.49  9.464 3.358  8.303 8.630 5.985 8.660 3.262 8.533 7.220 3.760
[3,] 23.79 11.380 3.386 11.133 9.432 6.188 9.592 3.265 9.417 7.876 3.807
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.947 7.947 7.352 6.030 6.624 5.582 1.879 5.667 1.490 5.560 5.502
[2,] 8.418 8.821 8.009 6.583 6.863 5.914 1.925 6.019 1.506 5.919 6.229
[3,] 9.436 9.121 8.214 7.024 6.984 6.239 1.941 6.130 1.511 6.060 6.663
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.496 2.506 6.054 6.722 7.919 4.618  8.686 7.901 3.309 7.108 6.148
[2,] 4.851 2.656 7.010 6.742 7.939 4.679  9.736 7.996 3.320 8.954 7.929
[3,] 5.036 2.795 7.261 7.000 8.547 4.790 10.019 9.027 3.330 9.542 8.423
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.696 3.577 5.768 1.809 5.250 2.710 5.165 5.389 5.836 6.960 3.537
[2,] 7.203 6.617 5.781 1.817 5.924 2.809 5.175 5.424 7.306 8.520 3.575
[3,] 8.116 7.888 5.812 1.821 8.102 2.971 6.145 5.472 7.474 8.566 3.628
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.416 4.298 7.577 3.177 6.778 7.189 7.590 7.739  8.427 6.873 7.549
[2,] 8.199 4.440 8.643 3.263 6.894 7.729 7.899 8.605  9.564 7.710 8.236
[3,] 8.475 4.486 9.384 3.394 6.974 7.764 8.141 8.645 10.519 7.845 8.420
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.059 6.417 4.742 7.186 3.762 4.116 2.334 7.760 5.516 8.968  9.956
[2,] 2.061 7.165 5.250 7.914 3.804 4.435 2.414 8.007 5.551 9.214 10.116
[3,] 2.077 7.792 5.610 8.156 3.812 4.514 2.425 8.041 5.564 9.387 10.723
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.787 2.909 4.498 4.458 4.751 3.208 5.379 15.73 20.82  8.665
[2,] 4.017 4.576 4.502 4.467 4.766 3.211 5.817 18.13 23.71  9.392
[3,] 4.692 4.590 4.657 4.622 5.045 3.257 6.332 20.15 24.19 11.519
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.14   6.032  14.56   9.551  29.87   5.167   3.881  10.85  11.65
[2,] 194.39  74.268 267.17 704.784 489.21  15.265  97.403 132.93 191.64
[3,] 150.36 105.256 191.18 630.011 273.56 237.468 120.699 282.80 219.80
        [,10]   [,11]   [,12]  [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]    7.986   5.277   7.953   5.83   6.985  8.578  7.346   9.145   9.439
[2,] 1110.359 389.020 363.230  97.91 208.387 91.213 30.637 366.978 559.980
[3,]   94.291 122.706 420.555 220.62 196.052 99.679 28.869 138.268 165.571
      [,19]  [,20]  [,21]  [,22]   [,23]   [,24]   [,25]    [,26]   [,27]
[1,]  14.45  11.23  19.63  6.796   16.49   11.19   4.184    8.619   8.303
[2,] 556.28 508.84 267.32 16.324 3143.62  554.59 104.259  768.145 904.695
[3,] 626.61 572.27 230.40 11.407  609.35 1015.05  69.405 1191.170 611.401
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   7.558   8.783  4.116   9.994   8.868  4.774  10.09  10.09   9.336
[2,] 101.810 837.087 58.577 529.868 294.081  8.490 445.76 614.99 510.350
[3,] 252.640 662.187 21.578 639.815 505.865 95.959 685.13 372.56 292.834
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]   [,45]
[1,]   7.657   8.412   7.089  2.386   7.196  1.892   7.06   6.986   5.709
[2,] 424.475 288.353 313.537 67.379 325.815 34.937 325.86 469.163 292.778
[3,] 393.483 208.340 319.596 39.763 186.023 19.686 208.94 380.014 217.072
       [,46]   [,47]   [,48]  [,49]   [,50]  [,51]  [,52]  [,53]   [,54]
[1,]   3.183   7.687   8.536  10.06   5.864  11.03  10.03  4.202   9.027
[2,] 141.381 567.884  83.216  90.46 120.641 706.48 197.37 44.043 874.600
[3,] 139.561 303.732 302.243 508.37 164.997 379.65 672.73 41.507 529.841
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]   [,63]
[1,]   7.807   7.232   4.543  7.325  2.297   6.667   3.442   6.558   6.843
[2,] 804.396 708.309 894.102 60.840 26.782 440.778 118.858  53.069  98.984
[3,] 456.598 600.805 689.749 96.393 20.828 887.840 155.288 532.107 116.684
       [,64]   [,65]  [,66]   [,67]   [,68]   [,69]   [,70]   [,71]
[1,]   7.411   8.838  4.492   9.417   5.457   9.621   4.034   8.607
[2,] 705.961 789.292 83.609 561.659 179.212 668.125 119.732 202.382
[3,] 253.017 142.799 98.787 345.035 103.476 586.768 149.832 169.903
       [,72]   [,73]   [,74] [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   9.129   9.639   9.827  10.7   8.728   9.586  2.615   8.149   6.021
[2,] 456.077 351.169 604.304 726.2 561.163 528.669 15.138 511.888 361.860
[3,] 117.262 316.597 134.887 703.6 232.417 281.751 40.847 491.882 317.514
       [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]   9.125  4.778   5.227  2.964   9.855   7.004  11.39  12.64   3.538
[2,] 532.844 89.640 265.327 98.893 316.655 100.471 339.82 287.64 464.719
[3,] 316.727 40.877 134.853 35.957 119.629  61.864 288.38 571.71 389.362
       [,90]   [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   3.694   5.712   5.661   6.033  4.074   6.83   19.98   26.43   11.0
[2,] 567.391  30.689  44.976  60.071 20.433 355.72 1448.00 1824.32  582.2
[3,]  58.719 191.797 190.802 266.061 88.388 401.76 1409.67  768.55 1071.2
[1] "--- VAR model 2017-10-04 15:01:00  completed"
[1] "Completed training sample:  2017-10-04 15:01:00 - 2017-10-04 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 15:31:00 - 2017-10-04 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.0983          0.1578         -1.346         -4.249
         -0.6417          0.2721         -0.868         -1.689
         -0.7387          0.2162         -1.264         -4.784
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        0.23349        0.75078           0.6968           0.5532
        0.07654        0.09133           0.3750           0.9714
        0.02647        0.26091           0.2179           0.6974
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4761           1.9339            1.865           -6.476
           0.4279           0.2747            1.024           -6.674
           0.6709           0.7903            1.000           -6.444
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.48319         0.636696         -0.79482          -0.9918
         -0.06495        -0.007158          0.04694          -0.3777
         -0.14271         0.006788         -0.05556          -0.3225
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.31319           1.2942           2.0508          -1.7010
         -0.08263          -0.5516           0.5527           1.1259
          0.10870           0.1582          -0.2942          -0.8663
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.1769       0.90572123           -9.451          -1.4420
          -0.9087       0.00648091           -2.951          -4.1315
          -0.5367       0.00004197           -1.877          -0.3459
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
       0.00009633          -0.6553           -1.131          -0.9869
      -0.05408297          -4.4441           -3.288          -0.7928
      -0.01046722          -0.7359           -2.754          -0.3409
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.645        -0.041475           -7.061           -1.044
           -1.268        -0.005590           -1.857           -1.586
           -4.480         0.001155           -2.974           -1.784
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.13709           -8.759           -5.744           -2.086
         -0.17299           -2.043           -3.794           -5.533
         -0.05338           -2.436           -1.846           -1.600
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2945         -0.59081            2.774         -0.20046
           0.2920         -0.07111            3.086         -0.04067
           0.1826          1.17106            1.368         -0.02731
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.02752          0.19829           0.5137           -1.017
          0.14080          0.00795          -1.5700           -2.203
          0.11125         -0.05466          -1.6461           -3.164
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.4664          0.21525          -1.9439          1.04276
           0.4499         -0.70102          -0.1515         -0.03048
           0.1834          0.05258          -1.6669         -0.11809
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.7898          -0.2387           0.8464            3.056
          -2.2490          -0.3659          -0.9656            2.862
          -1.5003          -0.6036          -1.3055            2.655
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.03086          -3.2495          -3.7501          -2.3816
          0.02430           0.1457           0.7087          -1.3373
         -0.02594          -0.8012          -0.5390          -0.2311
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.3017         -0.36801          -0.2399            3.757
          -3.2691         -0.04877          -0.1308           -2.825
           0.8139         -0.34181          -0.2006           -2.626
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.1377           4.9549          -0.4400            1.794
          -0.9947          -0.9605          -0.5903            2.190
          -1.0544          -1.2032          -0.1377           -1.492
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.9851          0.38624          -1.4318           0.8784
           3.3644          0.21861           3.2982           0.4012
          -1.0658          0.08172           0.5645           0.4183
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.167          0.09959          -1.1239          -0.6268
            1.821         -0.08456          -0.7603          -0.5901
            2.424         -0.11151          -0.3681          -0.5694
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.5795          -0.6142           0.5888          -1.3455
          -0.7463          -0.8718           0.5488          -0.7019
          -0.4839          -0.5831           0.4239          -0.3663
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.7865           0.4236           -3.165           1.0717
          -0.4963           0.3004           -1.901           0.9411
          -0.3625           0.2065           -1.521           0.7383
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.250         -0.50712          -1.7268        -0.241449
           -2.065         -0.25044           0.1659        -0.077432
           -1.293         -0.06579          -0.1189         0.002537
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.2817           0.1977         -0.08740            2.822
          -0.3035           0.1368         -0.07179            1.939
           0.3404           0.3137         -0.25822            1.064
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.53828           0.1328         -0.25417         -0.25940
          0.04949          -0.3606         -0.10531         -0.11784
         -0.29988          -0.1076         -0.07064         -0.07647
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.0386          -0.1693            10.83            250.8
          -0.2186          -0.1798            10.50            248.0
          -0.9927          -0.2066            10.12            248.8
 rnd_95776.volume rnd_95787.volume
           -4.623          -2.1801
           -3.566          -3.6363
           -1.056          -0.2543
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.080 4.529 11.23 7.392 22.03 3.907 3.035 8.275 8.917 6.161 3.992
[2,] 6.235 4.543 11.40 8.554 22.20 3.908 3.089 8.323 9.002 9.007 4.576
[3,] 6.282 4.584 11.47 9.389 22.22 4.140 3.178 8.499 9.115 9.021 4.623
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.045 4.420 5.428 6.331 5.416 7.076 7.028 11.14 8.670 15.29 5.144
[2,] 6.427 4.460 5.570 6.362 5.570 7.437 8.059 11.68 9.183 15.40 5.144
[3,] 6.920 4.647 5.684 6.414 5.602 7.485 8.114 12.28 9.859 15.47 5.144
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.74  8.668 3.238  6.574 6.409 5.684 6.766 3.193 7.387 6.726 3.700
[2,] 22.90  9.344 3.298  8.105 8.415 5.721 8.474 3.222 8.176 6.958 3.700
[3,] 23.29 11.223 3.332 10.800 9.257 5.919 9.392 3.223 9.130 7.445 3.749
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.901 7.739 6.865 5.572 6.418 5.496 1.869 5.403 1.458 5.413 5.411
[2,] 8.359 8.629 7.659 5.921 6.676 5.795 1.918 5.728 1.476 5.799 6.018
[3,] 9.350 8.911 7.837 6.313 6.794 6.102 1.933 5.803 1.480 5.962 6.476
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.386 2.453 5.950 6.357 7.726 4.508 8.250 7.433 3.209 6.895 5.924
[2,] 4.691 2.595 6.750 6.377 7.752 4.579 9.385 7.549 3.225 8.895 7.498
[3,] 4.926 2.735 7.019 6.657 8.330 4.704 9.470 8.539 3.238 9.310 8.066
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.469 3.419 5.518 1.684 5.037 2.493 4.959 5.162 5.620 6.747 3.382
[2,] 6.904 6.415 5.548 1.689 5.654 2.641 4.966 5.201 7.044 8.216 3.403
[3,] 8.003 7.619 5.555 1.701 7.847 2.743 5.998 5.268 7.191 8.244 3.446
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.128 4.292 7.258 3.098 6.536 6.932 7.386 7.546  8.218 6.581 6.731
[2,] 7.937 4.433 8.343 3.193 6.652 7.434 7.807 8.269  9.373 7.359 7.793
[3,] 8.187 4.474 9.107 3.310 6.737 7.468 7.983 8.310 10.324 7.514 8.067
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.008 6.209 4.705 6.832 3.637 4.033 2.221 7.376 5.330 8.678  9.568
[2,] 2.011 6.943 5.212 7.493 3.699 4.352 2.306 7.710 5.356 8.844  9.729
[3,] 2.022 7.474 5.582 7.953 3.709 4.441 2.316 7.772 5.369 8.989 10.268
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.692 2.807 4.339 4.296 4.661 3.099 5.190 16.15 21.80  8.450
[2,] 3.881 4.439 4.347 4.309 4.680 3.099 5.618 18.49 22.49  9.219
[3,] 4.591 4.447 4.488 4.457 4.947 3.150 6.113 20.44 22.77 11.324
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.72   5.751  14.26   9.386  27.98   4.962   3.854  10.51  11.32
[2,] 240.85  62.266 336.00 748.227 471.81  11.723  99.962 154.60 214.21
[3,] 132.79 107.182 228.75 673.076 156.44 237.567 130.125 299.09 249.15
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]    7.824   5.069   7.676   5.613   6.893   8.04   6.877   8.986
[2,] 1141.885 388.909 379.232 103.359 217.400 107.56 226.780 397.722
[3,]   87.618 113.895 446.102 226.949 197.126 142.15 103.332 147.953
       [,18]  [,19]  [,20]  [,21] [,22]   [,23]   [,24]   [,25]    [,26]
[1,]   8.924  14.15  11.01  19.42 6.532   16.18   11.01   4.112    8.347
[2,] 685.611 608.01 526.27 315.50 8.209 3307.57  606.65 109.088  824.239
[3,] 163.324 663.44 623.53 255.87 5.144  742.20 1080.50  82.038 1240.578
       [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]
[1,]   8.139   7.218   8.592  4.055   9.38   8.541   4.698  10.03   9.827
[2,] 947.765 113.293 886.662 74.871 609.18 309.666   4.569 474.42 663.418
[3,] 670.642 263.415 703.888 15.783 706.05 460.122 104.982 728.43 386.524
       [,36]   [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   8.718   7.075   8.15   6.979  2.374   6.861  1.852   6.873   6.871
[2,] 590.158 348.275 319.18 319.475 74.604 330.469 39.983 361.616 457.759
[3,] 289.152 380.486 219.60 332.204 41.647 162.153 16.673 240.952 415.888
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]  [,51]   [,52]  [,53]
[1,]   5.569   3.115   7.556   8.072   9.811   5.724  10.48   9.438  4.075
[2,] 289.112 147.115 554.010  87.986 109.300 139.897 777.87 229.324 56.239
[3,] 261.405 150.427 334.356 332.550 530.256 187.592 220.15 693.679 51.040
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   8.755   7.523   6.945   4.342  7.007  2.139   6.396   3.165   6.297
[2,] 976.688 798.771 732.402 943.508 99.301 22.371 446.320 151.891  46.400
[3,] 477.797 516.752 703.334 714.263 51.606 34.695 945.845 128.322 584.640
       [,63]   [,64]   [,65]  [,66]   [,67]  [,68]   [,69]   [,70] [,71]
[1,]   6.554   7.137   8.567  4.294   9.052   5.45   9.216   3.934   8.3
[2,] 111.284 737.945 814.895 65.875 606.717 192.44 715.060 134.449 214.6
[3,] 145.440 251.345 119.199 94.557 348.757 106.12 634.646 151.429 186.0
       [,72]   [,73]   [,74]  [,75]   [,76]   [,77] [,78]   [,79]   [,80]
[1,]   8.803   9.379   9.583  10.44   8.357   8.547  2.55   7.884   5.975
[2,] 466.976 439.649 587.598 783.56 572.323 682.700 17.34 540.247 389.452
[3,] 123.643 289.605 144.287 752.40 264.398 362.192 36.76 480.843 347.816
       [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]
[1,]   8.675   4.619   5.122   2.82   9.366  6.769  11.02  12.15   3.418
[2,] 534.704 117.354 284.166 108.11 390.390 91.749 296.56 306.49 485.968
[3,] 463.783  46.000 154.200  36.57 169.720 63.598 279.67 570.55 426.417
       [,90]  [,91]   [,92]   [,93]  [,94]  [,95]   [,96]  [,97]   [,98]
[1,]   3.564   5.51   5.455   5.919  3.935   6.59   20.51  27.68   10.73
[2,] 597.623  43.44  58.322  72.582  5.355 373.99 1565.31 962.52  640.78
[3,]  47.228 194.23 198.267 278.457 97.671 419.04 1512.23 616.99 1143.06
[1] "--- VAR model 2017-10-04 15:31:00  completed"
[1] "Completed training sample:  2017-10-04 15:31:00 - 2017-10-04 23:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 16:01:00 - 2017-10-05 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.66257          0.4313         -1.999         -2.432
         0.22022          0.2720         -1.094         -1.848
         0.05426          0.1329         -1.883         -2.035
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -0.58208        0.28052           0.2487          0.20515
       -0.11684        0.07901           0.6225         -0.05683
        0.06817        0.07872           0.4131          0.03745
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.346          -1.8345          -2.1090           -4.511
           -1.375          -0.2753          -0.8538           -3.284
           -1.281          -0.6448          -0.7734           -3.923
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1788         -1.12989          -0.5877           0.6310
           0.4670         -0.22126          -0.2263           0.3241
           0.4672         -0.01406          -0.2608          -0.1369
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.18569           1.1476           0.3285            3.907
         -0.41515           0.0938          -0.7521            3.067
         -0.03664          -0.2578          -0.4094            2.547
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            5.859           1.3727           -7.890           0.1635
            4.571           0.7784           -2.884          -3.6439
            2.475           0.7545           -1.356          -0.9325
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.2413          -0.4796          -4.0752          -0.1561
           0.8300          -3.8693          -0.8124           0.1542
           0.4454          -0.7532          -2.8072           0.4047
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.568          0.14224           -2.722            2.131
           -1.351          0.01309           -3.124            2.500
           -1.502          0.01762           -1.747            2.786
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.84099           -5.805           -7.925           -4.358
         -0.10631           -3.502           -2.687           -3.051
         -0.06332           -1.488           -2.286           -3.603
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.02814           2.5238          -1.5525           0.2589
         -0.06884           1.3953          -1.1328           0.2409
         -0.11456           0.3995          -0.6293           0.1256
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.20930          0.03650           -2.613           -6.840
          0.07222          0.02577           -3.601           -7.465
          0.03579         -0.08626           -1.940           -7.341
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7846          -0.6609           -3.022           1.4234
          -0.3628          -0.5986           -4.504          -0.6827
          -0.2052          -0.4569           -4.839          -0.3679
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.122           0.2369          -1.1453           1.6771
            3.773           0.6796          -0.9592           0.6327
            3.196           0.7575          -1.0271           0.9450
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.06658           -1.120          -0.6193          -3.2848
          0.03524           -1.098          -0.4737          -0.5637
         -0.04839           -1.478          -0.5778          -0.8839
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1384          0.14316         -0.25193           0.7722
          -1.1908          0.05571         -0.12216          -0.3252
          -0.4236          0.15031         -0.04513          -1.2487
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7235          -0.5526           0.7332           3.2856
          -0.3468           1.5664           0.8924           0.6255
          -0.3988          -1.6570           0.7928           1.2010
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          3.00852          0.10143           1.7657           0.9091
          0.07199          0.04944           1.2250           0.5718
          1.71056          0.01777           0.9639           0.4685
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.2476        -0.266928          0.53343           0.7437
           2.8468         0.002378          0.09455           0.3963
           0.4877        -0.161997          0.19827           0.1345
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.7619           0.4337          -1.3694          -0.4777
          -1.0416           0.3095          -0.8154          -0.1174
          -0.7826           0.0379          -0.9038          -0.1817
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.8445          0.19016          -0.2255          -0.8129
          -0.1932          0.08268          -0.2824          -0.6250
          -0.1733          0.02730           0.7690          -0.5791
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.4696          -0.3251         -0.05612           0.1488
          -0.8416          -0.1119         -0.31156           0.1743
           0.1875          -0.1613         -0.21361           0.1341
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.2726          0.27791           0.6166            3.476
           0.2122          0.41493           0.7541            3.993
          -0.1226          0.05545           0.5209            3.291
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1557          -0.2844          0.24393          0.06537
          -0.1335           0.1631          0.11948         -0.12091
           0.1408          -0.1548          0.06785         -0.04574
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2416           0.3438            7.842            240.8
           0.9625           0.6938            7.738            239.0
          -1.2443           0.4275            7.906            239.0
 rnd_95776.volume rnd_95787.volume
           -3.191           0.9683
           -3.095          -3.7368
           -4.895          -0.6799
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.773 4.310 10.75 7.294 20.60 3.707 2.957 7.999 8.535 5.994 3.854
[2,] 5.923 4.325 10.89 8.411 20.88 3.707 3.007 8.040 8.614 8.653 4.358
[3,] 5.981 4.355 10.99 9.225 20.90 3.851 3.090 8.232 8.749 8.666 4.394
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.890 4.157 5.323 5.620 5.137 6.850 6.614 10.86 8.422 14.32 5.206
[2,] 6.264 4.182 5.487 5.781 5.301 7.193 7.925 11.46 8.833 14.47 5.207
[3,] 6.693 4.343 5.626 5.960 5.342 7.247 7.993 12.05 9.538 14.55 5.209
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.47  8.313 3.166  6.330 6.271 5.450 6.654 3.108 7.134 6.288 3.581
[2,] 21.83  8.883 3.232  7.786 8.212 5.481 8.322 3.140 7.858 6.440 3.581
[3,] 22.17 10.549 3.275 10.133 8.945 5.656 9.190 3.140 8.788 6.715 3.643
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.667 7.344 6.682 5.414 6.191 5.492 1.857 5.193 1.425 5.240 5.307
[2,] 8.138 8.317 7.507 5.684 6.383 5.766 1.904 5.494 1.437 5.658 5.913
[3,] 9.142 8.606 7.684 5.965 6.517 6.053 1.918 5.565 1.438 5.845 6.363
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.209 2.427 5.703 6.073 7.492 4.430 8.014 7.082 3.113 6.724 5.764
[2,] 4.492 2.567 6.497 6.090 7.521 4.498 9.068 7.232 3.132 8.750 7.239
[3,] 4.701 2.698 6.755 6.373 8.061 4.626 9.154 8.142 3.148 9.125 7.770
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.293 3.300 5.289 1.545 4.013 2.427 4.622 4.913 5.364 6.513 3.105
[2,] 6.717 6.199 5.307 1.554 5.245 2.567 4.632 4.970 6.565 7.837 3.111
[3,] 7.806 7.318 5.312 1.569 7.256 2.678 5.660 5.032 6.760 7.866 3.145
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.334 4.322 6.215 3.015 6.239 6.717 7.106 7.399 7.937 6.450 6.585
[2,] 7.396 4.456 7.633 3.110 6.337 7.129 7.555 8.089 8.878 7.166 7.581
[3,] 7.659 4.492 8.442 3.248 6.405 7.161 7.727 8.121 9.739 7.291 7.812
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.945 5.971 4.586 6.534 3.427 3.890 2.128 7.151 5.156 8.513 9.243
[2,] 1.948 6.742 5.031 7.253 3.496 4.229 2.205 7.519 5.182 8.656 9.376
[3,] 1.963 7.207 5.313 7.766 3.509 4.319 2.211 7.574 5.191 8.793 9.851
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.543 2.694 4.183 4.198 4.484 3.008 4.901 16.32 21.29  8.039
[2,] 3.717 4.343 4.193 4.212 4.537 3.009 5.340 18.69 21.97  8.684
[3,] 4.447 4.353 4.320 4.349 4.860 3.048 5.830 20.62 22.25 10.562
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.331   5.473  13.65   9.263  26.15   4.708   3.755  10.16  10.84
[2,] 260.687  70.460 348.08 824.672 680.01   3.720 107.741 159.73 228.73
[3,] 164.288 101.140 288.75 745.853 146.65 204.792 140.348 347.96 302.21
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.611   4.893   7.479   5.279   6.759   7.136   6.523   8.699
[2,] 1228.845 400.582 419.836  90.843 262.331 266.841 258.203 431.817
[3,]   93.710 111.203 464.376 230.660 244.876 285.424 128.747 175.221
       [,18]  [,19] [,20]  [,21] [,22]   [,23]   [,24]   [,25]    [,26]
[1,]   8.399  13.79  10.7  18.19  6.61   15.83   10.56   4.021    8.038
[2,] 859.382 723.34 524.2 404.05 21.41 3528.15  616.37 127.729  892.528
[3,] 204.964 730.57 708.5 299.80 31.29  765.53 1120.25 104.342 1276.835
        [,27]   [,28]  [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    7.963   6.921   8.45  3.947   9.058   7.984   4.547   9.736
[2,] 1043.999 113.844 983.89 87.043 648.772 274.308   7.214 537.369
[3,]  698.259 275.401 767.49  4.805 774.769 374.700 132.466 820.213
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]
[1,]   9.326   8.485   6.874   7.862   6.974  2.358   6.595  1.81   6.654
[2,] 768.313 673.701 340.964 305.973 345.862 82.470 352.834 35.61 420.251
[3,] 435.661 323.613 356.242 259.116 362.797 45.865 174.910 10.54 288.984
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]  [,51]
[1,]   6.739   5.344   3.082   7.242   7.711   9.514   5.625  10.18
[2,] 513.194 309.219 164.477 612.877  89.823 130.067 154.256 835.48
[3,] 463.186 273.213 163.466 364.180 369.763 570.746 212.691 247.19
       [,52]  [,53]    [,54]   [,55]   [,56]    [,57]  [,58]  [,59]
[1,]   8.992  3.953    8.538   7.319   6.722    4.191  6.717  1.962
[2,] 289.344 67.673 1102.439 862.480 814.260 1033.276 84.998 33.442
[3,] 736.524 61.740  510.053 555.684 783.050  765.566 48.376 41.988
       [,60]   [,61]   [,62]   [,63]   [,64]  [,65]  [,66]   [,67]   [,68]
[1,]   5.096   3.082   5.869   6.238   6.812   8.27  3.943   8.043   5.488
[2,] 665.024 164.389  59.231 148.488 745.102 858.29 38.711 751.954 213.439
[3,] 987.131 150.133 640.482 154.811 317.559 132.19 90.810 391.485 112.816
       [,69]   [,70]   [,71]  [,72]   [,73]   [,74]  [,75]   [,76]   [,77]
[1,]   7.892   3.828   7.922   8.53   9.023   9.395  10.08   8.191   8.362
[2,] 872.491 150.542 218.494 470.29 505.179 643.772 783.05 614.663 739.397
[3,] 710.199 184.666 184.050 131.61 319.243 142.579 788.50 264.172 371.729
     [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]
[1,]  2.47   7.582   5.824   8.297   4.352   4.939   2.702   9.081   6.548
[2,] 22.20 616.524 407.310 619.973 135.969 326.638 114.261 457.174 102.054
[3,] 46.68 501.309 336.425 546.615  58.829 173.114  30.511 179.193  60.839
      [,87]  [,88]  [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]
[1,]  10.81  11.74   3.23   3.421   5.311   5.331   5.694  3.820   6.224
[2,] 308.98 309.86 533.63 670.623  57.641  65.964 136.143  6.206 417.183
[3,] 304.03 595.07 480.73  58.101 204.929 213.788 342.995 96.499 460.704
       [,96]   [,97]   [,98]
[1,]   20.72   27.03   10.21
[2,] 1794.39 1072.50  646.46
[3,] 1716.77  687.39 1183.86
[1] "--- VAR model 2017-10-04 16:01:00  completed"
[1] "Completed training sample:  2017-10-04 16:01:00 - 2017-10-05 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 16:31:00 - 2017-10-05 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2921         0.14469         -3.001         -5.832
          0.3111        -0.03069         -1.893         -1.920
          0.2330        -0.01921         -2.392         -4.065
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.2356              0           0.3073          -0.3941
        -4.9174              0           0.5179          -1.0103
        -0.5529              0           0.1593          -0.7982
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5566          -3.1402          -0.2416           -2.433
          -0.5962          -0.1184           0.3592           -2.604
          -0.3931          -0.8020           0.3427           -3.417
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.1531          -0.6027         -0.24608         -0.55321
          -0.5605          -0.8743         -0.96104          0.37635
          -0.3789          -0.3534         -0.08654         -0.06552
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.2607          -2.3377           -3.081          -0.8549
          -0.8721          -0.9781           -2.209          -0.9251
          -0.9633          -0.5447           -1.402          -0.2728
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.5552           0.3144          -13.717          -0.1684
          -1.1756           0.3443           -5.922          -5.0451
          -0.6403           0.6955           -3.561          -1.5575
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.037201          -0.5154           -3.982          -0.2188
        -0.007853          -5.5816           -2.498          -0.2217
        -0.006600          -2.4331           -3.998          -0.0678
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.895         -0.19247           -3.880           0.4633
           -1.750         -0.02071           -3.301           0.7547
           -3.906         -0.04446           -3.176           0.9493
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7281           -2.162           -3.650           -3.899
          -0.3435           -4.358           -3.685           -2.429
          -0.1486           -1.663           -2.686           -3.122
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.09463           0.6665           0.6238         0.073599
          0.31245          -0.1433           0.6318         0.050804
          0.28751          -0.4248           0.2490        -0.002128
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5553                0            1.117          -0.1723
           0.2480                0           -1.519          -0.8804
           0.2252                0           -1.674          -1.5707
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4554          -0.1282           0.2416          0.35230
          -0.9608          -0.5154          -0.3341          0.07613
          -1.0057          -0.2781          -0.9517          0.29769
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.4067           0.8577           1.3274           0.6886
           0.9271           1.5921          -0.7586           0.8151
           1.3704           1.0558           0.5053           0.7023
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05133          3.93674          1.79878          -1.2010
         -0.11521         -0.58727          1.29387           2.8082
         -0.11024          0.08661         -0.03518          -0.6584
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.9527           0.3828          0.07834           -1.758
           0.9398           0.2694          0.13796            2.682
           1.3207           0.2525         -0.07082            1.075
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6659          -1.6710           0.4224          -0.7053
          -0.3786           1.4590           0.4141          -0.6066
          -0.5356          -0.5002           0.1448           1.3440
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          0.06278         -0.06378           0.2747         -0.08923
         -0.98507         -0.06729          -0.7320         -0.07939
          1.57455         -0.03663           0.5784         -0.04187
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.9800           0.3606         -0.06835          0.01938
          -0.4649           0.3882         -0.20641          0.05011
          -0.6085           0.1846         -0.04363         -0.06883
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.07967         -0.12765          -0.6604          -0.2564
         -0.43905         -0.01577          -1.7718          -0.0519
         -0.17291         -0.11249          -1.0493          -0.3153
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.9411           0.1273         0.323630           0.1422
          -0.1856           0.2970        -0.001006           0.3143
          -0.4357           0.1990        -0.211516           0.1611
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.8487          0.05235           0.6077       -0.0499662
          -0.2311          0.06895           0.2743       -0.0096707
          -0.0607          0.11989          -0.2278        0.0005296
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4281          0.08848          -0.5049            3.685
           0.2409          0.03175          -0.4597            2.387
          -0.3513         -0.05031          -0.3321            1.783
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000         -0.02112                0         -0.05961
         -0.01626         -0.10577                0         -0.00326
         -0.07693          0.01242                0         -0.01670
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.3346                0            6.125            240.9
           0.4361                0            6.184            236.9
          -0.4753                0            6.152            236.5
 rnd_95776.volume rnd_95787.volume
          -3.7927          -0.1913
           0.6171          -5.1419
           0.9532          -1.2500
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.284 4.157 10.49 7.076 17.77 3.372 2.866 7.474 8.091 5.638 3.672
[2,] 5.366 4.165 10.61 8.134 17.81 3.372 2.913 7.510 8.163 8.004 4.219
[3,] 5.422 4.190 10.73 8.918 18.19 3.494 2.996 7.702 8.268 8.008 4.257
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.777 3.732 5.268 5.375 5.084 6.656 5.296 10.31 7.680 13.33 5.148
[2,] 6.136 3.734 5.437 5.547 5.261 6.982 6.948 10.79 7.975 13.50 5.150
[3,] 6.539 3.914 5.584 5.784 5.300 7.040 7.034 11.26 8.855 13.65 5.153
     [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.18  7.957 3.046 5.943 6.064 5.347 6.292 2.991 6.768 6.154 3.451
[2,] 21.32  8.468 3.113 7.359 7.859 5.368 7.871 3.025 7.460 6.325 3.451
[3,] 21.63 10.178 3.160 9.821 8.614 5.504 8.748 3.025 8.348 6.589 3.522
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.314 6.713 6.163 5.319 5.817 5.351 1.801 5.042 1.414 4.946 5.143
[2,] 7.809 7.828 7.070 5.550 6.210 5.589 1.852 5.325 1.426 5.375 5.644
[3,] 8.677 8.112 7.294 5.800 6.282 5.835 1.867 5.397 1.428 5.592 6.091
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.991 2.334 5.479 5.791 7.090 4.317 7.770 6.660 3.020 6.300 5.543
[2,] 4.306 2.479 6.295 5.798 7.127 4.378 8.733 6.837 3.038 8.631 7.072
[3,] 4.454 2.577 6.518 6.044 7.551 4.501 8.817 7.636 3.062 8.843 7.557
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.043 3.174 5.191 1.400 3.786 2.213 4.488 4.492 5.131 6.135 2.834
[2,] 6.502 5.968 5.208 1.412 5.034 2.351 4.500 4.532 6.199 7.452 2.852
[3,] 7.749 7.166 5.215 1.429 7.011 2.425 5.336 4.647 6.382 7.478 2.860
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.001 4.197 5.351 2.892 5.953 5.870 6.712 7.064 7.701 6.158 6.148
[2,] 6.968 4.286 7.023 2.972 6.036 6.267 7.033 7.813 8.493 6.860 7.279
[3,] 7.193 4.297 7.818 3.107 6.111 6.289 7.244 7.841 9.242 6.951 7.489
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.855 5.319 4.435 6.039 3.134 3.679 2.134 6.783 4.342 8.490 8.646
[2,] 1.859 6.273 4.867 6.638 3.265 4.009 2.178 7.154 4.354 8.631 8.762
[3,] 1.879 6.856 5.093 7.328 3.301 4.092 2.178 7.209 4.378 8.754 9.251
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.169 2.414 3.873 4.012 4.262 2.926 4.603 16.64 20.44  7.706
[2,] 3.321 4.011 3.886 4.018 4.334 2.926 4.942 19.08 21.16  8.301
[3,] 4.008 4.023 4.035 4.172 4.587 2.961 5.370 20.99 21.48 10.200
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   6.71   5.278  13.32   8.986  22.56   4.281   3.639   9.491  10.27
[2,] 206.60  59.876 360.29 885.533 263.63   8.212 115.293 162.028 239.40
[3,] 170.87 100.236 344.21 807.606 816.70 202.687 154.787 377.110 290.11
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.159   4.663   7.335   4.739   6.689   6.825   6.456   8.453
[2,] 1254.505 458.862 456.624  25.357 297.428 302.255 299.335 465.637
[3,]   52.645 124.961 499.190 259.372 280.393 362.445 140.971 198.778
       [,18]  [,19]   [,20]  [,21]  [,22]   [,23]  [,24]   [,25]    [,26]
[1,]   6.725  13.09   9.753  16.92  6.538   15.47   10.1   3.868    7.546
[2,] 992.982 702.94 474.371 475.18 32.897 3862.48  639.3 142.004  958.483
[3,] 242.783 716.54 849.594 442.34 35.952  808.08 1246.9 119.366 1436.026
        [,27]  [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    7.701   6.79    7.99  3.799   8.595   7.815   4.382   9.288
[2,] 1103.564 106.24 1044.23 98.831 692.768 322.759   3.521 604.475
[3,]  779.047 267.89  842.79  9.912 827.384 407.322 155.828 835.191
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]
[1,]   8.525   7.826   6.755   7.387   6.795  2.287   6.402  1.795   6.28
[2,] 888.777 765.020 349.491 479.962 356.746 95.045 377.962 40.901 464.59
[3,] 470.294 395.657 372.509 210.390 369.678 51.915 194.641 15.844 340.48
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   6.531   5.068   2.964   6.958   7.353   9.004   5.482   9.866
[2,] 513.228 356.839 183.987 684.299  64.441 158.684 160.514 880.407
[3,] 505.869 251.545 155.709 373.287 377.035 551.047 231.113 267.507
       [,52]  [,53] [,54]   [,55]   [,56]   [,57]  [,58]  [,59]    [,60]
[1,]   8.458  3.834     8   7.039   6.404    4.03  6.591  1.778    4.808
[2,] 341.324 73.464  1302 969.782 906.321 1115.99 94.099 39.340  732.343
[3,] 750.655 84.013   425 587.887 930.648  875.60 58.071 48.899 1077.478
      [,61]   [,62]   [,63]   [,64]   [,65]  [,66]   [,67]   [,68]
[1,]   2.81   5.699   5.704   6.515   7.791  3.598   7.621   5.329
[2,] 175.49  74.612 133.218 768.014 933.995 71.413 781.878 191.673
[3,] 131.17 632.987 227.391 335.813 138.227 45.777 394.331  68.654
        [,69]   [,70]  [,71]   [,72]   [,73]   [,74]  [,75]  [,76]   [,77]
[1,]    6.796   3.672   7.56   7.455   8.523   8.971   9.78   7.82   7.807
[2,] 1004.043 151.890 220.61 484.419 464.377 736.722 790.30 667.60 860.652
[3,]  758.644 199.526 210.13 115.473 383.044 147.873 804.78 246.97 388.589
      [,78]   [,79]   [,80]   [,81]  [,82]   [,83]  [,84]   [,85]  [,86]
[1,]  2.356   6.754   5.631   7.669   3.98   4.672  2.710   8.614  5.513
[2,] 26.147 734.466 442.828 608.479 201.87 351.588 95.856 501.757 73.378
[3,] 60.858 610.743 331.082 685.410 106.81 180.519  4.599 197.016 99.438
      [,87]  [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]  10.78  10.98   2.754   3.065   4.919   5.095   5.413   3.715   5.845
[2,] 342.75 313.87 555.353 707.206  69.427  48.607 172.662   3.753 397.026
[3,] 323.83 655.11 495.443  69.560 239.703 248.276 332.081 101.038 464.359
       [,96]   [,97]    [,98]
[1,]   21.13   25.96    9.785
[2,] 2061.38 1208.88  681.535
[3,] 1932.97  817.83 1308.918
[1] "--- VAR model 2017-10-04 16:31:00  completed"
[1] "Completed training sample:  2017-10-04 16:31:00 - 2017-10-05 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 17:01:00 - 2017-10-05 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.08614          0.0996       -0.25098         1.7081
        -0.40827          0.0133        0.06071         1.8742
        -0.40856          0.0108       -0.23363        -0.7409
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.580              0          0.21094         -0.55190
          1.133              0          0.27388         -0.18421
          1.864              0          0.09372          0.01533
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.0802          1.35307          0.22581           -3.682
           0.6743         -0.30566          0.43190           -3.729
           0.2953          0.06621         -0.06016           -3.433
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6354         -1.74393          -2.1744           0.5350
          -0.8771         -0.06934          -0.2986          -0.4348
          -0.4969         -0.46012          -0.1826          -0.4082
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.126          -5.7825          -2.6976          -1.6284
           -1.997          -1.7046           0.4390          -2.2063
           -1.492          -0.7505           0.5576          -0.6043
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.14883          0.15721          -1.3314          -0.5338
         -0.05389          0.18083          -0.2856          -0.3311
         -0.02711         -0.04734           0.2775           0.5760
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.21641           1.9335           3.6409           0.4487
         -0.14032          -0.6923          -0.7697           0.8553
         -0.04687           0.1332           0.1124           0.7489
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           2.3764        -0.057339           1.0314           1.3255
           1.9306        -0.077983           2.8697           0.9697
          -0.5114        -0.009837          -0.5561           0.6537
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.0212        -1.485635          -2.8044           -2.797
          -0.3965         2.356629          -0.2208           -1.332
          -0.2583         0.003891           2.0075            1.481
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4653          -1.1075         -0.13465          0.24033
          -0.2735           2.1814         -0.14211         -0.08415
          -0.1854           0.7942         -0.04871          0.19993
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6148                0          -0.3285           -3.417
           0.3361                0          -1.5338           -2.717
           0.3598                0          -0.7703           -3.445
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.2972         0.592084           -2.877         -0.02474
           0.6129        -0.007974           -2.173         -0.12809
           1.4060         0.113429           -1.879         -0.18533
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.847          -1.1116           1.5858            1.073
            4.389          -0.9393          -0.1239            1.959
            3.477          -0.9053          -0.3087            1.692
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.19953          1.64599           0.6780         -0.52631
         -0.06096          0.73336           1.8390          1.78235
         -0.07146          0.07099           0.5719          0.07146
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.1892          0.03382         -0.21329            1.722
           0.5321         -0.01430         -0.01954           -1.180
           1.9350         -0.07878         -0.03171            0.620
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.14986          3.96367         -0.30939           0.2602
         -0.05186         -1.86592         -0.16038           0.8199
         -0.04165          0.07247          0.08064          -1.2669
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2514           0.3378          -2.1378          0.07543
           2.4441           0.2762           2.1808          0.04739
          -1.6489           0.2095          -0.9961          0.02430
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -5.3770                0         -0.19558         0.526986
           0.5143                0         -0.14178         0.004857
           1.4799                0          0.08879        -0.329305
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.19457         0.759079          -0.2238          -0.9105
          0.03452        -0.003479           1.2754          -0.1738
          0.02028        -0.144830           1.3158           0.1036
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.5771         0.039682         -2.51022                0
           0.2780         0.002955         -0.83093                0
           0.2075         0.008962          0.07457                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -1.60294           1.0453         -0.04363                0
         -1.80022           0.1128          0.35496                0
          0.07886           0.2684         -0.05835                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.01524          0.11442           0.5927           2.6522
          0.82219          0.02980           0.1175           0.8895
          0.28517          0.01619          -0.1597           0.4746
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.23608        0.0128885           0.1180                0
          0.01628       -0.0001763           0.2796                0
          0.06855        0.0040405           0.1928                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.9148                0            6.934            236.1
          -1.0227                0            6.908            236.8
          -0.2597                0            6.849            232.4
 rnd_95776.volume rnd_95787.volume
           1.0212          0.02852
          -1.7534         -0.35450
          -0.9786          0.40143
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.044 3.892 10.13 6.698 15.68 2.867 2.825 7.090 7.414 5.273 3.327
[2,] 5.104 3.901 10.24 7.781 15.89 2.874 2.871 7.115 7.590 7.636 3.978
[3,] 5.150 3.922 10.34 8.528 16.06 2.899 2.952 7.213 7.639 7.671 4.022
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.228 3.635 5.017 5.154 4.566 6.312 4.753 10.13 7.376 12.27 4.878
[2,] 5.897 3.637 5.204 5.341 4.728 6.724 6.523 10.59 7.776 12.33 4.878
[3,] 6.332 3.800 5.352 5.630 4.777 6.793 6.672 11.04 8.527 12.48 4.884
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.80 7.674 2.841 5.673 5.849 5.275 6.072 2.864 6.300 5.927 3.355
[2,] 20.64 8.171 2.908 7.017 7.611 5.292 7.657 2.890 7.072 6.087 3.355
[3,] 20.90 9.949 2.936 9.461 8.358 5.411 8.523 2.891 8.004 6.358 3.420
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.014 6.335 5.814 5.137 5.294 5.154 1.767 4.850 1.388 4.620 4.541
[2,] 7.540 7.360 6.759 5.337 5.779 5.338 1.817 5.074 1.403 5.144 5.086
[3,] 8.460 7.648 6.979 5.573 5.836 5.535 1.836 5.139 1.404 5.378 5.398
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.919 2.247 5.152 5.495 6.883 4.128 7.558 6.272 2.738 5.949 5.174
[2,] 4.211 2.406 5.820 5.497 6.922 4.175 8.352 6.427 2.748 8.092 6.682
[3,] 4.363 2.525 6.027 5.757 7.313 4.301 8.398 7.138 2.795 8.256 7.122
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.853 2.874 5.000 1.276 3.406 2.135 4.338 4.421 4.826 5.553 2.553
[2,] 6.262 5.622 5.036 1.282 4.671 2.259 4.349 4.460 5.967 7.087 2.563
[3,] 7.435 6.829 5.039 1.295 6.561 2.336 5.276 4.582 6.150 7.105 2.573
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.460 4.093 4.738 2.662 5.601 5.536 6.370 6.543 7.443 5.829 5.688
[2,] 6.616 4.152 6.470 2.701 5.653 6.031 6.711 7.509 8.054 6.611 6.725
[3,] 6.788 4.154 7.399 2.831 5.746 6.040 6.836 7.528 8.645 6.664 7.123
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.683 4.869 4.257 5.474 3.013 3.531 2.046 5.792 4.059 8.351 8.391
[2,] 1.687 5.975 4.675 6.170 3.146 3.839 2.089 6.166 4.081 8.456 8.485
[3,] 1.730 6.558 4.878 6.913 3.193 3.904 2.089 6.207 4.112 8.563 8.881
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.894 2.163 3.545 3.717 4.029 2.766 4.535 16.90 19.08 7.439
[2,] 2.919 3.812 3.569 3.731 4.095 2.775 4.864 19.31 19.66 7.963
[3,] 3.763 3.816 3.704 3.869 4.373 2.788 5.268 21.23 20.02 9.864
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   6.405  4.942  12.86   8.505  19.91  3.641   3.588   9.003   9.415
[2,] 179.800 59.740 356.08 914.928 599.03 45.148 117.381 138.270 375.329
[3,] 160.121 93.600 323.65 806.561 533.04 87.897 158.832 272.879 200.644
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    6.696   4.224   6.639   4.616   6.371   6.545   5.799   8.015
[2,] 1276.361 503.945 630.113  26.514 319.562 322.957 283.403 535.172
[3,]  169.242 136.826 533.240 254.522 288.331 411.799 156.793 223.417
        [,18]  [,19]   [,20]  [,21]  [,22]   [,23]    [,24]   [,25]
[1,]    6.036  12.87   9.366  15.58  6.195   14.98    9.745   3.608
[2,] 1032.117 709.12 568.717 296.36 13.372 3912.65  648.259 143.393
[3,]  324.357 721.04 808.520 440.12 55.803  760.66 1311.465  92.449
        [,26]    [,27]   [,28]   [,29]  [,30] [,31]   [,32]   [,33]
[1,]    7.204    7.428   6.698    7.71  3.637   8.0   7.526   4.260
[2,]  954.244 1125.032  97.979 1078.06 89.792 742.2 320.614   8.873
[3,] 1466.166  798.359 261.238  864.81  4.659 866.3 424.376 153.688
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   8.907   8.045   7.382   6.523   6.722   6.545  2.243   6.158  1.762
[2,] 639.504 865.617 796.413 334.912 535.813 320.765 98.012 344.490 47.680
[3,] 886.496 480.184 402.210 370.657 187.088 338.525 61.663 188.354 13.709
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   5.866   5.766   4.976   2.853   6.542   6.978   8.741   5.241
[2,] 522.583 529.668 356.090 198.947 625.738  35.602 168.592 145.689
[3,] 362.709 417.440 263.545 177.039 361.980 394.610 545.429 238.092
       [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   9.597   7.964   3.477    7.554   6.571   6.162    3.65   6.349
[2,] 821.630 323.889  52.255 1267.598 976.999 914.562 1116.32 140.453
[3,] 201.408 717.812 118.041  378.643 569.014 926.226  895.70  38.653
      [,59]    [,60]   [,61]   [,62]   [,63]   [,64]    [,65]  [,66]
[1,]  1.621    4.325   2.711   5.508   5.614   6.129    7.051  3.242
[2,] 27.039  738.519 170.741  73.307 135.033 810.579 1017.396 51.771
[3,] 43.864 1064.694 137.122 690.305 243.375 344.857  119.625 54.182
       [,67]   [,68]    [,69]  [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   6.933   5.197    6.017   3.38   7.113   7.029   8.089   8.308
[2,] 863.391 161.214 1018.035 105.82 175.859 553.309 487.689 851.322
[3,] 351.335  33.391  829.571 196.01 238.383  73.717 300.833 123.364
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   9.452   7.402   7.223  2.137   6.182   5.405   6.951   3.826
[2,] 710.830 720.767 828.883 28.995 800.543 446.511 657.698 209.246
[3,] 726.214 193.917 542.752 87.816 624.172 321.701 720.257 125.920
       [,83]  [,84]   [,85]   [,86] [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   4.484  2.599   7.354   5.154  10.6  10.65   2.406   2.747   4.501
[2,] 348.176 97.036 489.057  97.616 307.3 291.08 513.250 725.308  96.702
[3,] 163.985  2.744 163.399 117.519 312.0 606.52 548.742  36.613 229.049
      [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   4.72   5.116  3.513   5.758   21.46   24.23    9.447
[2,]  74.88 170.038 50.882 406.508 2160.37 1095.47  656.469
[3,] 236.17 353.940 62.617 467.290 2035.93  868.52 1344.901
[1] "--- VAR model 2017-10-04 17:01:00  completed"
[1] "Completed training sample:  2017-10-04 17:01:00 - 2017-10-05 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 17:31:00 - 2017-10-05 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.39584        -0.01235        -2.0425         -3.603
        -0.19365        -0.08218        -1.6642         -5.193
        -0.06123        -0.03993        -0.8108         -1.125
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.012       0.744675          0.67749         -0.06709
         -2.724       0.537026          0.22606          0.22725
         -4.601       0.009911          0.09066          0.10419
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.2076           1.5371           1.1740           0.4868
           0.4396          -0.0604          -0.0788          -0.3731
           0.3617           0.5652           0.1783          -0.1826
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         0.673530           1.3083           1.6799         -0.21839
        -0.035393           1.0427           0.3684          0.02482
        -0.003247           0.1681           0.1891         -0.28076
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.1116          -1.2531          1.82472           1.7688
           1.0889           0.8027          0.03931           0.3144
           0.3408           0.7107          2.66627           1.4652
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.7876         0.144527           -2.766          -4.7946
          -0.9858         0.005141           -3.800          -0.7858
          -0.5666         0.007936           -3.402          -2.0822
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.008535          -6.1064           -5.444          0.70351
        -0.001993          -0.8931           -2.519         -0.13983
        -0.001221          -1.9698           -0.935         -0.06891
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.070         0.047362           -3.433           0.8429
           -5.126        -0.031976           -5.168           0.7828
           -1.033        -0.004132           -2.253           0.3726
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.26180           -1.221          -0.4025          -0.4657
          0.31106           -3.509          -2.3618          -1.6915
          0.03201           -3.032          -4.0309          -3.4827
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2960         -0.07983           0.8873         0.000000
           0.1719         -1.19951           0.1992        -0.007138
           0.1098          1.57775           0.1570        -0.107478
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -0.9946          -0.6153
                0                0          -0.2735          -1.2940
                0                0          -0.9953          -1.0845
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4670         0.050564          -0.9151          0.23446
           0.5302         0.301864          -0.8788         -0.14203
           0.1984        -0.001499          -0.8417          0.00482
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.0855          -0.5846           0.1303            2.369
           0.4975          -0.7395          -0.4487            2.895
           0.5921          -0.7617           0.9654            2.421
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2823          4.71698           4.9597           8.9876
          -0.3330         -0.04829           0.9782           2.2869
          -0.1986          2.18698           0.9726           0.1076
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.6852         -0.04000                0           -2.269
           5.5056          0.04464                0            4.514
           0.7545         -0.02442                0            5.440
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1154          -1.1922         -0.17390            0.557
          -0.1635           0.7189         -0.02490           -1.590
          -0.2520           4.8506         -0.04232            2.724
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.8509           0.2863           1.9546                0
          -1.2985           0.2285          -0.7723                0
           1.3053           0.1671          -0.1854                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          0.08948          -0.4481         -0.35668         -0.16065
          0.69413           0.2242         -0.01905         -0.25334
         -1.48027          -0.1488         -0.04051          0.01483
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2078          0.01468          -0.7942          -0.5757
           0.3886         -0.25587          -0.7736          -0.4175
           0.1380         -0.01497          -0.5139          -0.2656
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.0702          0.16961           0.5057           0.3978
          -0.2754          0.08483          -0.3384           0.6128
          -0.2699          0.03431          -0.4529           0.3095
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.7025           0.6712         1.602039       0.00150009
          -0.7318           0.7760         0.098514       0.00030753
          -0.2461           0.3515         0.003935       0.00002461
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5112         -0.06171         -0.24802           2.0658
          -0.7135         -0.11085         -0.22351           0.4191
          -0.5293         -0.04909         -0.06362           0.2276
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -1.04537                0            6.449            238.0
         -0.02566                0            6.472            237.1
          3.83659                0            6.390            234.7
 rnd_95776.volume rnd_95787.volume
          -0.8870          -4.3948
           1.6344          -0.4538
           0.7519          -1.8822
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.786 3.654 9.437 5.765 14.49 2.547 2.597 6.175 6.666 4.695 2.992
[2,] 4.817 3.665 9.582 6.901 14.63 2.549 2.650 6.181 6.740 6.508 3.667
[3,] 4.846 3.679 9.777 7.685 14.74 2.582 2.728 6.345 6.839 6.530 3.686
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 4.988 3.058 4.721 4.937 4.459 5.910 4.435  9.267 7.149 10.41 4.794
[2,] 5.797 3.077 5.052 5.194 4.565 6.301 6.269  9.703 7.686 10.52 4.797
[3,] 6.207 3.254 5.226 5.493 4.662 6.544 6.467 10.259 8.338 10.79 4.804
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.18 7.313 2.581 5.426 5.315 5.201 5.425 2.752 5.408 5.679 3.193
[2,] 19.40 7.790 2.651 6.667 7.105 5.218 7.083 2.770 6.212 5.803 3.195
[3,] 19.69 9.661 2.676 9.110 7.957 5.325 7.945 2.770 7.333 6.034 3.234
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.515 5.992 5.548 5.091 4.982 4.800 1.735 4.476 1.364 4.269 4.336
[2,] 7.049 7.006 6.485 5.264 5.580 4.884 1.792 4.626 1.381 4.811 4.878
[3,] 8.023 7.340 6.686 5.463 5.613 4.987 1.814 4.694 1.383 5.204 5.163
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.705 2.095 4.880 5.165 6.609 3.987 7.145 6.126 2.597 5.683 4.899
[2,] 3.918 2.248 5.583 5.166 6.633 4.024 7.871 6.291 2.607 7.842 6.330
[3,] 4.070 2.368 5.747 5.384 7.026 4.127 7.909 6.978 2.659 7.997 6.769
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.611 2.670 4.866 1.088 3.122 2.017 4.096 4.173 4.295 4.955 2.335
[2,] 5.959 5.268 4.898 1.090 4.327 2.106 4.154 4.216 5.521 6.592 2.342
[3,] 7.176 6.398 4.900 1.113 6.138 2.156 4.905 4.336 5.725 6.636 2.351
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.038 4.074 4.465 2.087 5.007 5.225 5.997 6.102 7.335 5.082 4.882
[2,] 6.239 4.125 5.915 2.178 5.014 5.721 6.291 7.092 7.920 6.339 6.172
[3,] 6.420 4.126 7.060 2.245 5.047 5.722 6.393 7.098 8.423 6.364 6.764
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.577 4.217 4.068 4.769 2.857 3.361 1.945 5.307 3.814 8.168 8.046
[2,] 1.581 5.324 4.411 5.581 2.985 3.643 1.986 5.602 3.842 8.249 8.113
[3,] 1.604 6.417 4.586 6.458 3.052 3.702 1.986 5.647 3.868 8.338 8.463
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.633 1.735 3.072 3.004 3.857 2.699 4.308 17.12 18.13 6.969
[2,] 2.516 2.931 3.113 3.017 3.929 2.715 4.663 19.54 18.65 7.476
[3,] 3.093 2.934 3.248 3.260 4.158 2.720 5.050 21.51 19.02 9.526
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]  [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   6.077  4.641  11.98   7.321  18.4   3.234   3.297   7.842   8.465
[2,] 135.576 70.346 412.74 941.432 501.3  28.887 131.625  65.890 246.878
[3,] 132.952 79.183 481.17 838.944 443.3 101.216 160.032 355.493 287.959
        [,10]  [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]    5.961   3.80   6.334   3.883   5.994   6.27   5.662   7.504
[2,] 1118.544 525.75 732.875  84.038 446.774 400.44 243.377 542.705
[3,]  132.797  93.16 550.475 263.280 332.086 443.07 234.735 438.262
        [,18]  [,19]   [,20]  [,21]  [,22]  [,23]    [,24]   [,25]
[1,]    5.632  11.77   9.078  13.22  6.088   14.2    9.286   3.278
[2,] 1099.535 713.75 699.943 374.56 42.586 3933.4  666.027 149.540
[3,]  394.333 826.78 802.123 591.76 65.499  842.2 1418.235  91.686
        [,26]   [,27]   [,28]    [,29]  [,30]   [,31]   [,32]   [,33]
[1,]    6.891    6.75   6.604    6.889  3.494   6.867   7.212   4.055
[2,]  961.083 1169.74 105.710 1130.093 78.216 758.353 295.641  22.492
[3,] 1540.445  888.93 263.415  892.778  3.503 967.065 410.572 124.021
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   8.273   7.609   7.045   6.464   6.327   6.095   2.203   5.684
[2,] 667.895 900.927 833.277 332.203 623.661 223.802 110.895 289.939
[3,] 950.461 543.627 403.552 363.031 149.855 250.324  71.149 197.568
      [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.732   5.421   5.506   4.705   2.66   6.197   6.558   8.393   5.063
[2,] 53.764 550.473 554.738 316.228 202.56 673.016  26.336 137.654 134.865
[3,] 17.309 492.220 419.624 273.921 184.89 337.920 376.706 575.484 227.337
       [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]  [,58]
[1,]   9.072   7.779   3.298    7.217   6.221   5.856    3.391   6.18
[2,] 819.559 354.648  57.235 1340.896 994.913 936.522 1126.895 137.49
[3,] 191.485 749.362 129.839  389.128 594.971 992.280  901.005  36.37
      [,59]    [,60]   [,61]   [,62]   [,63]   [,64]    [,65]  [,66]
[1,]  1.381    3.964   2.561   5.201   5.299   5.453    6.292  2.965
[2,] 17.011  743.459 150.612 171.160 148.337 860.791 1078.831 46.910
[3,] 56.430 1080.298 114.629 647.499 251.995 376.488  189.881 49.946
       [,67]   [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   6.397   5.173   5.669   2.65   6.359   6.635   7.615   7.749
[2,] 913.183 160.987 962.815 154.79  66.538 578.079 472.122 896.751
[3,] 375.731  23.926 956.522 134.84 141.223  31.514 281.350  75.787
       [,75]   [,76] [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   9.314   6.454   6.2  2.003   5.355   5.166   6.056   3.628   4.268
[2,] 741.081 940.040 937.0 25.638 806.410 422.991 719.425 214.240 348.475
[3,] 711.492 141.404 686.6 68.068 888.842 311.116 806.515 158.045 163.013
      [,84]   [,85]   [,86]  [,87]  [,88]   [,89]   [,90]   [,91]   [,92]
[1,]  2.470   6.739   4.843  10.37  10.22   2.073   2.203   3.901   3.814
[2,] 98.965 445.281 114.037 286.08 257.45 475.062 586.279 125.329  69.324
[3,]  8.164 177.139 111.673 302.67 597.72 446.358  33.825 229.660 306.492
       [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.898  3.427   5.471   21.74   23.02    8.85
[2,] 185.829 73.056 442.475 2338.01 1087.18  671.57
[3,] 338.116 43.479 481.076 2230.68  933.13 1465.02
[1] "--- VAR model 2017-10-04 17:31:00  completed"
[1] "Completed training sample:  2017-10-04 17:31:00 - 2017-10-05 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 18:01:00 - 2017-10-05 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.19193               0         0.4886         3.0743
         0.07024               0         0.2751        -0.3798
         0.01994               0         0.4456         1.1214
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.0628              0          0.22151          -0.5645
         1.9568              0          0.21000          -0.3088
         0.2367              0          0.09821          -0.8035
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.37520          -0.4452          0.09762           -2.038
         -0.06501          -0.4534         -0.10660           -2.662
         -0.06542          -0.2109          0.07814           -2.466
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.27399          -0.4241          -0.5511          -0.2682
         -0.01569          -0.6187          -0.3219          -0.2686
         -0.04012          -0.3184          -0.1059          -0.3448
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.997          -3.4954           3.0183           -2.802
           -1.418          -0.9593           2.4099           -2.434
           -1.430          -1.0105          -0.1219           -1.473
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.8693                0           4.4801          -0.8351
           1.0137                0           1.2338           1.4471
           0.9053                0           0.7758           0.2463
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04021          -0.7629           1.3627                0
         -0.06198           1.9413           0.3009                0
         -0.01882           0.6321           1.1804                0
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           3.2298         0.180541           0.5075           0.2991
          -0.3667         0.014807           0.9901           0.2794
           1.3123        -0.002924           0.4253           0.2491
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.09419          -1.3575          -1.2360          -1.5115
          0.36687           1.4873           1.1252          -1.0131
          0.22361          -0.4274           0.4786           0.8611
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.8783          -1.3552                0          0.42834
           1.0661           0.3842                0         -0.13827
           0.7529          -0.9121                0          0.09113
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -0.8815           0.4086
                0                0          -0.8433          -1.6258
                0                0           0.3338          -1.9214
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.67778        0.3986493          -2.3224         -0.24577
         -0.09039       -0.0007949          -0.1843          0.23724
          0.20739       -0.0016983          -1.1952          0.04324
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.30538          -0.4198          -0.4032          0.21295
         -0.02063          -0.1706          -0.5792          0.05141
         -0.11033          -0.1728          -0.5830          0.10088
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.30027          -1.0031          -0.2349          -0.9934
         -0.14698          -0.3622          -0.2383          -0.4470
         -0.06851          -1.1877          -0.3704          -0.2969
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.9425          0.05367                0          0.69650
          -0.1329          0.35379                0         -2.54861
          -0.2244          0.04280                0          0.01826
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1066           1.1174         -0.00136          -0.0992
           0.1280          -1.1708         -0.11140           0.3274
          -0.2442          -0.3718         -0.02889          -1.4769
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.5486                0           0.1612       0.01681194
           0.7702                0           0.6957       0.00240894
          -1.4352                0          -0.5790       0.00009735
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.5291          0.24187           0.2645          -1.1140
          -0.4062          0.02571          -0.1975           0.4923
           0.4489          0.09877          -0.1664          -0.1920
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3674          -1.5531          -0.4297        -0.795308
          -0.2785           0.2973          -0.1552        -0.008801
          -0.1457          -0.2175          -0.1413        -0.061160
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.6955                0          -0.7673                0
          -1.3326                0          -1.1193                0
           0.3808                0          -0.1120                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.2052          0.39322          -0.1318                0
          -0.8353          0.20931          -0.1175                0
          -1.2232         -0.06842          -0.1334                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.59851                0          -0.2532           0.9326
         -0.45023                0          -0.3668           0.5690
         -0.05447                0          -0.1511           0.4367
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.02654          0.10274         -0.13896         -0.10911
          0.03745         -0.08244         -0.11940         -0.09880
         -0.10252         -0.02683         -0.09994         -0.08447
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.4853                0            6.363            242.3
          -0.8825                0            6.234            242.1
          -0.4769                0            6.015            240.1
 rnd_95776.volume rnd_95787.volume
          -1.2348         -1.08818
          -2.0244          1.75880
          -0.4097          0.09937
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.579 3.464 8.820 5.035 13.26 2.014 2.311 5.222 6.107 4.532 2.871
[2,] 4.599 3.468 8.956 6.146 13.47 2.014 2.374 5.223 6.174 6.055 3.500
[3,] 4.613 3.471 9.196 6.932 13.66 2.027 2.458 5.244 6.262 6.076 3.520
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 4.658 2.880 4.449 4.449 4.360 5.474 4.059  9.923 6.874  9.800 4.403
[2,] 5.609 2.884 4.842 4.828 4.470 5.876 5.915 10.310 7.360  9.901 4.419
[3,] 5.979 3.066 4.979 5.139 4.555 6.210 6.155 10.613 7.980 10.137 4.427
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.10 6.933 2.224 5.090 5.104 5.128 4.757 2.606 4.583 5.211 3.017
[2,] 18.24 7.476 2.237 6.143 6.752 5.147 6.286 2.614 5.430 5.252 3.017
[3,] 18.49 9.375 2.255 8.667 7.611 5.259 7.150 2.615 6.716 5.332 3.040
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.085 5.045 5.060 4.854 4.086 4.633 1.646 4.154 1.292 4.029 4.112
[2,] 6.562 6.502 6.023 4.958 4.749 4.707 1.703 4.261 1.309 4.523 4.719
[3,] 7.437 6.769 6.183 5.099 4.803 4.787 1.733 4.312 1.311 5.070 5.089
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.487 2.153 4.500 4.575 6.359 3.856 6.191 5.831 2.437 5.282 4.424
[2,] 3.716 2.288 5.103 4.575 6.374 3.879 7.066 5.999 2.447 6.920 5.800
[3,] 3.820 2.346 5.399 4.881 6.775 3.950 7.432 6.604 2.491 7.296 6.226
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.205 2.471 4.569 0.9788 2.878 1.793 3.703 3.557 3.943 4.697 1.941
[2,] 5.281 4.773 4.603 0.9872 4.105 1.826 3.772 3.803 4.865 6.038 1.946
[3,] 6.349 5.920 4.603 1.0087 5.718 1.827 4.339 3.840 5.210 6.224 1.946
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.827 4.010 4.019 1.922 4.716 4.565 5.780 5.510 6.723 4.537 4.241
[2,] 5.812 4.051 5.597 2.012 4.716 5.168 5.831 6.661 7.050 6.111 5.762
[3,] 5.939 4.051 6.350 2.053 4.740 5.178 5.861 6.662 7.360 6.120 6.511
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.407 3.699 3.471 3.979 2.760 3.116 1.820 4.127 3.375 7.933 7.563
[2,] 1.419 4.769 3.650 4.848 2.861 3.359 1.854 4.776 3.387 8.004 7.602
[3,] 1.431 6.156 3.744 5.925 2.945 3.431 1.854 4.876 3.406 8.071 7.826
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.344 1.484 2.667 2.523 3.637 2.571 3.735 17.47 16.99 6.592
[2,] 2.026 2.452 2.749 2.619 3.695 2.579 3.996 19.83 17.43 7.110
[3,] 2.510 2.504 2.877 2.753 3.888 2.586 4.338 21.78 17.67 9.204
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.815  4.398  11.2   6.394  16.84  2.557   2.935   6.631   7.755
[2,] 112.866 44.626 410.6 931.021 633.43  5.747 142.915  25.639 239.935
[3,]  95.017 37.813 551.7 847.090 585.55 61.162 168.708 123.978 275.458
        [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    5.756   3.645   5.915   3.657   5.65   5.649   5.536   6.951
[2,] 1060.497 528.755 825.427  43.645 504.39 495.317 260.920 564.814
[3,]  134.569  99.117 547.388 274.255 307.44 464.958 230.939 530.289
        [,18] [,19]   [,20]  [,21]   [,22]   [,23]    [,24]  [,25]
[1,]    5.154  12.6   8.728  12.44   5.591   12.83    8.804  2.824
[2,] 1136.761 739.6 694.946 372.72 100.805 4011.30  738.834 64.607
[3,]  449.170 665.2 814.746 574.30  67.578  801.89 1494.480 74.753
        [,26]    [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]
[1,]    6.463    6.481   6.512    6.04  3.309    5.82   6.617  3.831
[2,]  908.590 1167.564 115.370 1085.70 56.510  769.37 173.117 14.354
[3,] 1615.260  927.702 285.400  900.12 11.451 1043.94 243.671 97.688
       [,34]    [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]
[1,]   7.727    6.407   6.426   6.164   5.188   5.883   2.09   5.275  1.64
[2,] 648.643 1083.587 862.897 267.029 639.207 220.880 115.60 250.083 56.28
[3,] 924.755  497.250 369.307 313.991 190.874 230.139  85.19 175.438 16.20
       [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]   [,50]
[1,]   5.116   5.222   4.428   2.735   5.715   5.81   8.075   4.896
[2,] 542.875 611.523 339.471 204.134 635.281  14.41 113.658 112.356
[3,] 605.483 502.909 234.061 136.825 466.250 449.44 606.968 197.266
       [,51]   [,52]   [,53]    [,54]   [,55]  [,56]    [,57]   [,58]
[1,]   7.861   7.405   3.094    6.707   5.617   5.34    3.137   5.802
[2,] 899.968 371.901  61.068 1180.941 990.969 843.74 1078.871 147.584
[3,] 608.236 729.746 122.794  611.297 597.582 931.15  925.129   9.256
      [,59]    [,60]  [,61]   [,62]   [,63]   [,64]    [,65]  [,66]
[1,]  1.243    3.654  2.277   4.702   4.516   5.007    5.964  2.464
[2,] 33.931  773.303 91.850 189.634 355.916 752.801 1002.386 37.071
[3,] 54.762 1051.457 13.985 566.333 140.560 492.321  398.165  9.290
       [,67]   [,68]    [,69]   [,70]   [,71]   [,72]  [,73]   [,74]
[1,]   6.129   5.092    5.103   2.441   5.989   5.796   7.34   6.997
[2,] 855.343 151.824 1028.978 157.552  14.288 640.028 203.14 988.639
[3,] 322.673   7.350  792.522 107.361 125.055  86.823 155.34  25.688
       [,75]    [,76]    [,77]  [,78]    [,79]   [,80]   [,81]   [,82]
[1,]   8.537    5.761    5.385  1.787    4.698   4.407   5.053   3.505
[2,] 560.482 1081.639 1030.536 47.446  795.157 298.885 731.686 199.022
[3,] 558.509   86.797  800.610 48.583 1028.352 219.480 899.836 184.353
       [,83]  [,84]  [,85]  [,86]  [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   3.957  2.311   5.24  4.286  10.07   9.604   1.706   1.885   3.386
[2,] 331.280 93.186 635.26 75.972 281.22 202.172 400.654 515.411 176.203
[3,] 183.862  3.202 259.15 94.824 274.56 491.639 391.073 134.184 224.016
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   3.203   4.618  3.264   4.742   22.19   21.57    8.371
[2,] 186.129 173.547 56.615 375.545 2474.78 1031.61  703.641
[3,] 223.800 319.602 50.319 445.882 2384.43  758.70 1543.906
[1] "--- VAR model 2017-10-04 18:01:00  completed"
[1] "Completed training sample:  2017-10-04 18:01:00 - 2017-10-05 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 18:31:00 - 2017-10-05 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.03873        0.043667         -2.568         -2.193
        -0.14312        0.015220         -1.746         -3.882
         0.11100        0.003699         -1.235         -1.810
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.508              0          0.14909         -0.09776
         -2.329              0          0.03174         -0.26982
         -3.037              0          0.04049         -0.12342
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.23442         -1.30626          -0.3128          -1.0552
         -0.18463         -0.05404          -0.1656           0.2132
         -0.04854         -0.29593          -0.1991          -0.5262
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.07932          -0.5028           0.3160         0.032950
          0.20463          -0.3438          -1.1001        -0.821871
          0.22875          -0.1165           0.1682         0.008365
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.1976          -0.8819          -0.8931           1.2284
          -1.3170          -0.4614          -2.3057          -0.6976
           0.0608          -1.3305          -1.5475          -0.2234
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.4596           0.4757           -3.400           -3.495
          -0.6725           0.0468           -4.130           -1.633
          -0.5855           0.0368           -2.873           -2.185
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           -3.951           -3.725            0.485
                0           -1.521           -2.146            1.015
                0           -1.931           -1.327            1.113
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.233          0.09768           -3.220          -0.4021
           -3.673          0.01814           -3.935          -0.4446
           -1.631          0.08089           -1.975          -0.2660
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2563           -4.633           -3.333          -0.2831
          -0.2660           -2.912           -3.095          -3.7344
          -0.1799           -2.906           -3.318          -2.8043
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.06207          -0.9272         -0.24509          0.00000
         -0.08755          -0.7147         -0.02969         -0.10561
         -0.02091          -0.1935         -0.02778         -0.08243
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -1.972           -1.524
                0                0           -2.129           -0.702
                0                0           -1.535           -2.331
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7016         -0.23985          -1.0448            1.024
          -0.4400         -0.05388          -1.5406            1.122
          -0.6389         -0.10744          -0.6123            0.626
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.2805         -0.16646           0.2168            1.111
          -0.2300         -0.06757          -1.8131            1.521
           0.1743         -0.08831          -0.3693            1.139
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.03949          1.13166          -0.2113          -0.4304
         -0.18586         -0.85337           0.3095           1.0815
         -0.11786          0.07877          -0.7313          -0.9607
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.8057           0.1994                0          -1.6630
          -0.1022           0.1406                0          -0.7643
           0.4027           0.1911                0           0.2477
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5830          0.16350           0.3671           0.6564
           0.4391         -0.63647           0.1634          -0.5296
          -0.3214         -0.03568           0.2489          -0.3092
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.1093                0           0.8563           0.4062
          -0.1395                0           0.6727          -0.1062
          -0.3980                0          -0.5331           0.1008
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.7923          0.16201         -0.05123           0.9681
           0.5456          0.23806         -0.03878          -0.4251
          -0.1773          0.05522          0.12946           0.1210
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
                0           1.7751         -0.12268           1.9576
                0          -0.2512         -0.14499          -0.3888
                0          -0.0324          0.03404          -0.1260
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -0.07348                0          -3.1724                0
          1.35512                0           2.3928                0
         -0.32939                0          -0.1294                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.3087          -0.4036         -0.20186                0
           0.4782          -0.4623          0.04543                0
           1.2312           0.2746         -0.37060                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.7091          0.18521           1.5172                0
          -0.3603          0.11039           1.1260                0
          -0.4254          0.04819           0.9166                0
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.057969          0.05522         -0.11581                0
        -0.036358          0.04340         -0.05447                0
         0.003017          0.05141          0.04034                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.6447                0            4.435            243.2
          -0.4316                0            3.766            242.4
          -0.1692                0            3.589            243.2
 rnd_95776.volume rnd_95787.volume
           -2.718           -3.374
            1.145           -1.145
           -1.651           -1.921
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.211 3.270 8.338 4.554 11.62 1.571 2.183 5.204 5.877 4.240 2.719
[2,] 4.212 3.281 8.481 5.666 11.78 1.574 2.232 5.217 5.925 5.794 3.301
[3,] 4.213 3.288 8.759 6.427 12.03 1.588 2.310 5.266 6.016 5.802 3.311
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 4.352 2.715 4.244 4.287 4.351 4.955 3.604  8.639 5.639 8.750 4.231
[2,] 5.317 2.725 4.605 4.503 4.469 5.330 5.477  9.797 6.734 8.863 4.252
[3,] 5.624 2.875 4.767 4.989 4.530 5.693 5.671 10.030 7.312 9.150 4.264
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.129 6.577 1.992 4.718 4.851 4.902 4.271 2.517 4.282 4.930 2.895
[2,] 17.649 7.098 1.994 5.587 6.327 4.915 5.811 2.534 5.107 4.965 2.895
[3,] 17.935 9.283 1.998 8.375 7.240 5.004 6.567 2.534 6.287 5.040 2.915
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.694 4.365 4.541 4.469 3.725 4.334 1.553 3.534 1.175 3.799 3.823
[2,] 6.035 6.122 5.653 4.503 4.469 4.365 1.609 3.552 1.186 4.176 4.536
[3,] 6.927 6.358 5.797 4.571 4.541 4.393 1.647 3.566 1.186 4.939 4.896
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.296 1.914 4.215 4.309 6.056 3.545 5.684 5.335 2.318 5.022 4.232
[2,] 3.561 1.986 4.734 4.310 6.056 3.554 6.534 5.471 2.327 6.324 5.521
[3,] 3.648 2.010 5.116 4.579 6.257 3.578 6.911 5.883 2.368 6.683 5.864
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.013 2.265 4.317 0.8834 2.662 1.560 3.434 3.312 3.766 4.402 1.779
[2,] 4.974 4.570 4.341 0.9036 3.799 1.573 3.501 3.571 4.611 5.622 1.788
[3,] 5.750 5.616 4.341 0.9195 5.470 1.574 4.016 3.606 4.973 5.886 1.788
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.459 3.695 3.702 1.838 4.352 4.177 5.092 5.031 5.801 4.368 3.342
[2,] 5.368 3.770 5.179 1.918 4.353 4.858 5.092 6.286 5.824 5.921 5.451
[3,] 5.471 3.776 5.896 1.955 4.358 4.888 5.093 6.292 5.845 5.933 6.145
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.256 3.323 3.122 3.509 2.514 2.983 1.616 3.464 3.132 7.644 7.053
[2,] 1.266 4.496 3.200 4.118 2.632 3.196 1.646 4.371 3.156 7.723 7.114
[3,] 1.277 5.880 3.223 5.584 2.731 3.262 1.646 4.459 3.193 7.789 7.280
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,]  1.18 1.285 2.236 2.267 3.419 2.335 3.435 18.00 12.83 6.209
[2,]  1.73 2.180 2.295 2.366 3.480 2.341 3.589 20.41 14.82 6.689
[3,]  2.18 2.234 2.421 2.486 3.674 2.350 3.879 22.61 15.26 9.090
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]  5.347  4.152  10.59   5.783  14.75  1.994   2.773   6.608   7.463
[2,] 31.215 80.171 448.85 974.939 569.89 28.909 134.424 108.011 217.890
[3,] 17.771 59.057 633.57 877.422 697.33 61.022 171.477 205.554 301.631
        [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]    5.384   3.452   5.526   3.448   5.39   5.444   5.525   6.293
[2,] 1142.028 541.538 883.581  67.376 516.44 398.203 295.313 567.363
[3,]   84.346  72.245 529.281 264.981 356.42 621.224 214.049 578.369
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24] [,25]
[1,]    4.576   10.97    7.161  11.11   5.373   11.59    8.351  2.53
[2,] 1192.670 1335.75 1064.349 408.36 120.444 4368.05  772.287 21.26
[3,]  424.874  622.60  823.819 658.23  94.741  922.65 1729.832 37.78
        [,26]   [,27]   [,28]    [,29]  [,30]    [,31]  [,32]  [,33]
[1,]    5.992    6.16   6.224    5.424  3.197    5.438   6.26  3.676
[2,]  865.479 1174.73 106.220 1139.571 83.569  804.425 171.81 11.254
[3,] 1804.063 1017.75 271.019  884.216 15.475 1060.478 250.53 96.949
      [,34]    [,35]   [,36]   [,37]  [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   7.23    5.543   5.766   5.675   4.73   5.503   1.972   4.487  1.492
[2,] 578.48 1241.255 973.391 160.091 713.84 151.867 122.519 102.969 46.360
[3,] 983.36  496.638 372.557 226.285 232.59 142.099 101.297  93.841  6.432
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]  [,49]   [,50]   [,51]
[1,]   4.825   4.854   4.185   2.43   5.352   5.471   7.69   4.502   7.218
[2,] 501.318 705.809 389.924 153.15 623.721  31.622  11.97  75.158 931.721
[3,] 762.292 533.039 228.835  90.53 560.598 447.053 455.89 119.090 651.539
       [,52]   [,53]    [,54]    [,55]   [,56]    [,57]   [,58]  [,59]
[1,]   6.775   2.944    6.377    5.374   5.096    2.876   5.482  1.122
[2,] 350.084  58.201 1111.418 1025.338 849.694 1147.938 130.867 54.976
[3,] 625.992 127.361  625.382  571.607 834.659  943.769   6.810 49.248
        [,60]  [,61]  [,62]   [,63]   [,64]    [,65]  [,66]   [,67]
[1,]    3.381  1.982   4.36   4.205   4.782    5.589  2.259   5.662
[2,]  783.699 58.018 197.10 386.067 769.511 1011.514 49.634 864.433
[3,] 1138.108 14.642 569.21 144.914 538.532  504.267 12.512 305.203
       [,68]    [,69]   [,70]  [,71]   [,72]  [,73]    [,74]   [,75]
[1,]   4.692    4.701   2.334  5.526   5.304  6.466    6.389   7.367
[2,] 217.043 1047.474 158.367 27.937 717.254 11.097 1089.806 147.553
[3,]  56.849  814.754 109.601 60.597 156.268 29.306   79.022 143.723
        [,76]    [,77]  [,78]    [,79]   [,80]    [,81]   [,82]   [,83]
[1,]    5.547    4.244  1.596    4.219   3.965    4.456   3.192   3.788
[2,] 1155.949 1245.206 45.624  876.064 203.183  622.786 225.221 331.712
[3,]  106.257  820.482 47.310 1095.604 109.866 1090.692 211.411 188.626
      [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]  2.052   4.399   3.978   9.707   8.957   1.498   1.632   2.839
[2,] 90.068 771.000 110.222 317.462 268.517 366.033 509.099 149.214
[3,]  2.115 254.547 141.618 293.325 446.122 383.567 141.550 222.964
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.879   4.342  2.965   4.362   22.86   16.29    7.885
[2,] 196.284 187.377 50.105 301.425 2784.36 2148.00  719.447
[3,] 220.102 340.921 59.554 425.371 2809.55 1044.28 1780.073
[1] "--- VAR model 2017-10-04 18:31:00  completed"
[1] "Completed training sample:  2017-10-04 18:31:00 - 2017-10-05 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 19:01:00 - 2017-10-05 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.03293        -0.10771        -0.9903        -0.6428
         0.05731        -0.11004        -0.7204        -2.3202
        -0.01428        -0.04575        -0.5369        -0.4444
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.5218              0           0.4306          0.03151
        -0.2436              0           0.4464         -0.23041
        -1.6843              0           0.3397         -0.07939
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5264         -1.39893         -0.42280           -2.916
          -0.2850         -0.05428         -0.22009           -2.977
          -0.1499         -0.31474         -0.01074           -3.032
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.4941          -0.2986          -0.3439         -0.03978
          -0.4319          -0.5389          -0.7429         -0.48667
          -0.2097          -0.1379          -0.2286         -0.31449
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.205          -1.1001            2.337           1.5834
           -1.139          -0.8213            0.562           0.5139
           -1.177          -1.0528            1.057           0.8482
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.031          0.12325           -1.453          -1.2039
           -0.520          0.09429           -1.782          -0.8601
           -0.352          0.12691           -1.351          -0.9161
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -2.1640          -2.9212            1.710
                0          -0.4330          -0.6184            1.166
                0          -0.8867          -0.6911            1.910
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.7268         -0.07950           1.0175         -0.04983
          -2.2794         -0.09719          -2.6429          0.23245
          -0.2826         -0.03456          -0.5745          0.19414
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2688          -0.6375            1.248           1.3536
          -0.2688          -1.1307           -0.840          -0.3749
          -0.1957          -1.0688           -1.627          -1.2192
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0862           2.1054                0           0.1046
           0.2996           0.9771                0           0.2251
           0.2146           0.9970                0           0.1238
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           0.6236          -0.9101
                0                0           0.3954           0.2173
                0                0          -0.7096          -0.9424
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5444       -0.0279571          -0.9361         -0.29377
           0.2953       -0.0606239          -0.6461         -0.18846
           0.2587       -0.0002416           0.1100         -0.08864
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.0837         -0.15558         -0.05985            1.972
           0.8344         -0.24285          0.27658            2.057
           0.7486         -0.09401         -0.21626            2.138
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.037708          -1.0427           0.1284           2.8518
         0.005279           0.5469           0.4354          -0.8075
        -0.014529           1.0477           0.7903           0.6630
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.5407          0.15916         -0.16595           1.5120
           0.4866          0.13596         -0.19720           1.7917
           0.2096          0.01563         -0.07039           0.4427
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3452           0.9386          -0.1091           3.8045
          -0.2480           1.1480           0.3706           0.2425
          -0.3754           1.2233           0.5363           1.5736
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.9414          0.24215           1.3678        -0.132330
           0.4522          0.01678           1.8643        -0.025466
           1.1217          0.11250           0.5677         0.006784
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.9378           0.4992         -0.02328        1.2359101
           3.0575           0.1777         -0.06004       -0.2755639
           0.2323           0.1998          0.01342       -0.0007047
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
                0          0.98136          0.11954         -0.58626
                0         -0.06601          0.22471          0.26978
                0         -0.03568         -0.02103         -0.04324
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.8425                0          -1.0767                0
           1.4112                0          -0.2217                0
          -0.1946                0           0.3299                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.1388           0.6945         -0.03952                0
          -0.6773           0.2749         -0.06865                0
           1.1267           0.3222          0.11880                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.8459         -0.25507           1.2196            1.307
           2.0504         -0.19321           0.8543            1.470
           0.6778         -0.06434           0.4500            1.490
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2111           0.0607           0.3373           0.2503
           0.1412           0.2613           0.5569           0.6311
           0.3757           0.5963           0.2177           0.2838
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.384                0            3.669            233.5
            0.475                0            3.544            227.7
            1.223                0            3.577            229.6
 rnd_95776.volume rnd_95787.volume
          -0.9463          -1.2976
          -1.5704          -0.4993
           0.1640          -0.8084
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.769 3.076 7.797 4.198  9.982 1.409 2.021 4.638 5.414 3.887 2.463
[2,] 3.770 3.083 7.954 5.298 10.316 1.414 2.077 4.640 5.446 5.174 2.990
[3,] 3.776 3.096 8.309 6.074 10.603 1.447 2.138 4.683 5.554 5.177 3.001
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.742 2.473 4.011 3.932 4.184 4.681 3.408 8.384 5.385 8.281 4.025
[2,] 4.628 2.488 4.280 4.248 4.373 5.027 5.155 9.277 6.337 8.380 4.055
[3,] 4.800 2.627 4.386 4.496 4.437 5.329 5.327 9.477 6.795 8.711 4.073
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.444 6.192 1.836 4.342 4.529 4.566 3.973 2.239 3.820 4.631 2.726
[2,] 16.466 6.656 1.838 5.089 5.909 4.599 5.319 2.267 4.545 4.665 2.726
[3,] 16.699 8.593 1.840 7.712 6.769 4.667 6.066 2.275 5.612 4.737 2.739
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.127 4.103 4.246 4.224 3.555 4.128 1.417 3.369 1.060 3.540 3.538
[2,] 5.453 5.544 5.246 4.243 4.192 4.166 1.466 3.388 1.067 4.026 4.289
[3,] 6.429 5.741 5.400 4.307 4.261 4.200 1.491 3.405 1.068 4.643 4.769
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.096 1.840 4.050 3.983 5.681 2.994 4.976 4.564 1.935 4.535 3.871
[2,] 3.331 1.840 4.513 3.983 5.681 3.056 5.940 4.625 1.937 5.745 5.138
[3,] 3.384 1.841 4.881 4.152 5.836 3.071 6.215 4.859 1.939 6.151 5.567
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.858 2.145 3.898 0.8245 2.517 1.429 3.328 3.044 3.548 4.097 1.671
[2,] 4.727 4.270 3.928 0.8438 3.576 1.442 3.385 3.253 4.389 5.236 1.685
[3,] 5.511 5.262 3.928 0.8619 5.183 1.444 3.940 3.306 4.719 5.470 1.685
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.121 3.560 3.452 1.707 3.977 3.331 4.774 4.639 5.451 4.410 2.687
[2,] 4.934 3.625 4.881 1.779 3.987 3.891 4.775 5.746 5.482 5.357 4.874
[3,] 5.018 3.630 5.517 1.809 3.991 3.990 4.780 5.767 5.511 5.366 5.747
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.134 2.956 2.927 2.891 2.315 2.756 1.405 3.185 2.824 7.051 6.559
[2,] 1.134 4.397 3.007 3.540 2.408 2.924 1.430 4.025 2.836 7.090 6.613
[3,] 1.134 5.409 3.035 5.031 2.480 2.994 1.435 4.091 2.878 7.144 6.686
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.096 1.132 1.996 2.000 3.129 2.095 3.309 14.52 13.23 5.917
[2,] 1.485 1.958 2.039 2.113 3.169 2.096 3.476 15.04 13.62 6.372
[3,] 1.929 2.019 2.118 2.192 3.380 2.101 3.745 16.01 13.89 8.516
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]     [,4]   [,5]  [,6]    [,7]    [,8]    [,9]
[1,]  4.786  3.907   9.901    5.331  12.68  1.79   2.567   5.889   6.875
[2,] 26.470 62.266 500.255 1030.355 830.03 36.22 152.502  48.399 186.466
[3,] 69.258 90.881 766.819  946.586 781.70 98.36 161.065 200.833 348.483
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    4.936   3.127   4.751   3.141   5.093   4.993   5.312   5.944
[2,] 1088.445 540.445 867.990  85.803 476.254 512.886 405.605 584.119
[3,]   63.121  81.445 405.911 269.037 305.877 469.161 240.410 564.095
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24]  [,25]
[1,]    4.327   10.65    6.838  10.52   5.111   10.72    7.863  2.331
[2,] 1233.269 1266.23 1065.402 408.61 158.182 4506.35  778.421 28.757
[3,]  427.247  617.74  781.393 758.81 121.043  886.91 1732.647 23.929
        [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]  [,33]
[1,]    5.514    5.751   5.799    5.045   2.844    4.85   5.881  3.461
[2,]  845.851 1209.993 172.990 1127.028 112.785  785.26 179.706  2.726
[3,] 1847.389 1052.752 254.202  929.882  58.150 1049.27 262.155 86.881
       [,34]    [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]    6.51    5.211   5.392   5.364   4.515   5.242   1.799   4.278
[2,]  592.42 1188.528 982.224 127.679 708.026 177.934 120.160 114.235
[3,] 1085.46  475.185 408.066 236.843 243.633 169.221  87.044 106.728
      [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.346   4.495   4.492   3.931  2.336   5.142   5.058   7.213   3.801
[2,] 39.179 611.409 773.066 391.879 10.069 634.923  16.237  24.080 195.693
[3,]  9.901 737.565 664.884 190.784 16.335 592.816 373.216 425.762  95.553
        [,51]   [,52]  [,53]    [,54]    [,55]   [,56]    [,57]  [,58]
[1,]    6.319   5.796  2.457    5.759    4.915   4.899    2.724   4.95
[2,] 1033.780 238.999 22.882 1124.507 1077.040 870.659 1177.074 153.99
[3,]  583.507 474.609 32.858  700.069  683.209 902.942  979.867  10.39
      [,59]    [,60]  [,61]   [,62]   [,63]   [,64]    [,65]  [,66]
[1,]  1.047    3.196  1.814   4.227   3.866   4.505    5.203  2.122
[2,] 57.122  809.796 63.141 195.895 365.677 823.506 1039.255 68.382
[3,] 56.038 1195.882 23.818 643.025 188.205 552.952  504.704  2.045
       [,67]  [,68]    [,69]   [,70] [,71]  [,72]  [,73]   [,74]   [,75]
[1,]   5.233   4.52    4.384   2.168  5.05   4.23  6.063    5.89   6.922
[2,] 865.190 218.40 1099.789 159.787 87.39 640.80 18.916 1080.75 183.952
[3,] 290.361  58.29  819.615 104.906 62.09 281.65 71.580  157.26 179.554
      [,76]    [,77] [,78]    [,79]   [,80]    [,81]   [,82]   [,83]
[1,]   5.60    3.412 1.439    3.753   3.717    3.671   2.939   3.499
[2,] 969.47 1296.177 4.878 1037.631 219.941  651.243 211.671 311.582
[3,]  98.73  970.637 5.656 1004.076 130.202 1139.386 188.268 204.945
      [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]  1.785   4.044   3.586   8.953   8.329   1.392   1.437   2.535
[2,] 83.773 784.663  84.593 236.841 269.159 319.277 509.465 132.745
[3,] 39.025 233.743 156.664 279.550 313.826 392.741 156.699 182.258
       [,92]   [,93] [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.539   3.974  2.66   4.202   18.43   16.79    7.514
[2,] 218.049 158.409 16.00 338.935 1252.90 1041.83  753.465
[3,] 185.119 375.285 49.16 444.462 1747.27  858.53 1801.205
[1] "--- VAR model 2017-10-04 19:01:00  completed"
[1] "Completed training sample:  2017-10-04 19:01:00 - 2017-10-05 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 19:31:00 - 2017-10-05 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       0.0001066               0         0.5374        -1.3925
      -0.0484242               0         1.3509         0.9509
       0.0060368               0         1.1489         2.6444
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.7122              0           0.5535        -0.046898
        -1.3814              0           0.4527        -0.016852
         0.2936              0           0.2019        -0.001071
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.4744          -1.3168         -0.59475           -2.321
          -0.3897          -0.3312         -0.09117           -2.540
          -0.1893          -0.4514         -0.00916           -3.296
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.28921          -1.2249          -1.2427          -0.8284
          0.04162          -0.6764          -0.4395           1.1281
         -0.08441          -0.3901          -0.2587           0.3664
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.921          -0.9083          -0.2577          -1.1429
           -1.186          -1.7381           0.4152           0.5048
           -1.197          -0.3376           0.2195          -0.5159
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.3483        -0.059012           8.0567           3.5704
           1.1927        -0.007057           0.9481           1.4538
           0.9660        -0.006660           2.4253           0.6497
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.066281          0.99697          -0.6704                0
         0.081487          3.02275           3.2071                0
         0.005905          0.03103           1.0076                0
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -1.5401          0.04805          -0.8834           0.5730
           0.9118          0.13755          -0.5682           0.3972
           2.7979          0.01413           2.8908           0.2295
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         0.010289          -1.5967          -1.9517          -3.4995
        -0.178919          -1.8485          -1.1392          -0.9761
         0.004267           0.7404          -0.3524          -1.4923
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.25444          -0.7252         -0.02376          0.00000
          0.08792           0.4949         -0.04663         -0.07696
          0.04494           0.5336         -0.30916          0.05124
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -1.3527          -0.1593
                0                0          -0.8647          -1.4545
                0                0          -0.6896          -2.1712
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.22884        -0.092193           1.8040          -0.1319
          0.05703         0.001340          -0.6636           0.6919
          0.28316         0.002622          -1.0001           0.3130
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8384           0.1539          -0.4878          -0.3437
           0.3245           0.2702           1.7621           1.3168
          -0.1932          -0.1205          -0.2760           0.5219
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
       0.05927335          -1.4268          -1.5261          -0.4794
      -0.00260092           0.4016          -0.2366          -0.8822
       0.00002904           1.3023           1.6190           0.8648
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.7821         0.057650          -0.2960            2.455
          -1.4810         0.006630          -0.1633            1.715
          -0.1135         0.003796          -0.1886           -1.208
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3282          -0.3317          0.04823           0.3843
          -0.1890           1.1818         -0.05498           1.0491
           0.3790          -0.5006          0.24851           0.9626
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.3675                0         -0.21350        -0.094830
           0.3868                0          0.05687        -0.018519
           1.0138                0          1.48346         0.001087
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.9884         -0.36169        -0.055129         -0.04529
           0.7594         -0.01292        -0.011518         -0.10218
           0.6956         -0.01100         0.002009          0.03261
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         0.103450        -0.087677         0.446728          1.10842
         0.094452         0.063752         0.128871          0.05778
         0.005042        -0.003892         0.002033          0.02547
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          1.37670                0          1.82364                0
          0.06276                0          0.45427                0
         -0.06305                0         -0.08717                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.3069           1.4015         -0.63895                0
           1.3072           1.0073         -0.07297                0
          -0.1013           0.4628          0.37183                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5251                0          -0.7885          0.09609
          -0.1719                0          -0.5611          0.19210
           0.7922                0          -0.3935         -0.11022
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        -0.008671          0.02035           0.1913          0.15155
         0.142050          0.07604           0.1347          0.09778
         0.128932          0.02254           0.1763          0.20134
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2514                0            2.124            240.6
           0.7011                0            2.186            239.9
          -0.1382                0            2.797            242.3
 rnd_95776.volume rnd_95787.volume
            2.587           1.1947
            1.273           2.3880
           -1.959          -0.3549
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.501 2.843 7.342 3.753 9.456 1.252 1.871 4.004 4.817 3.406 2.327
[2,] 3.501 2.846 7.477 4.809 9.631 1.268 1.912 4.005 4.857 4.861 2.740
[3,] 3.505 2.851 7.825 5.458 9.929 1.294 1.963 4.007 4.920 4.868 2.751
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.131 2.146 3.736 3.714 3.746 4.161 3.139 8.780 5.049 7.760 3.953
[2,] 4.247 2.150 3.855 3.979 3.944 4.476 4.644 8.789 5.863 7.838 3.981
[3,] 4.373 2.248 4.032 4.297 4.014 4.582 4.801 8.963 6.222 8.142 4.006
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.744 5.029 1.729 4.148 4.251 4.254 3.703 2.165 3.466 4.332 2.601
[2,] 15.342 6.517 1.729 4.742 5.241 4.294 5.004 2.175 4.232 4.392 2.601
[3,] 15.539 7.554 1.733 7.188 6.627 4.348 5.603 2.176 5.076 4.475 2.610
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.819 3.819 4.061 3.847 3.013 3.917 1.263 3.198 0.9807 3.196 3.125
[2,] 5.123 4.920 4.920 3.855 3.588 3.958 1.303 3.216 0.9856 3.687 3.785
[3,] 5.842 5.135 5.119 3.903 3.703 3.983 1.329 3.231 0.9889 4.114 4.227
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.905  1.74 3.787 3.289 5.354 2.782 4.696 4.213 1.737 4.389 3.610
[2,] 3.185  1.74 4.175 3.302 5.354 2.847 5.655 4.290 1.738 5.623 4.830
[3,] 3.190  1.74 4.511 3.347 5.506 2.862 5.716 4.489 1.738 5.798 5.246
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.574 1.944 3.644 0.7537 2.421 1.480 3.100 2.873 3.262 3.884 1.520
[2,] 4.543 3.995 3.668 0.7708 3.513 1.528 3.163 3.063 4.141 4.916 1.524
[3,] 5.283 4.969 3.676 0.7927 4.985 1.561 3.587 3.113 4.438 5.147 1.525
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.691 3.319 3.116 1.589 3.649 3.772 4.535 4.363 4.684 3.727 2.499
[2,] 4.508 3.375 4.539 1.635 3.653 3.780 4.535 5.320 4.792 5.016 4.581
[3,] 4.599 3.375 5.253 1.658 3.654 3.799 4.542 5.344 4.801 5.050 4.912
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.063 2.757 2.522 2.655 2.157 2.580 1.222 3.046 2.613 6.495 6.257
[2,] 1.063 3.990 2.599 3.233 2.238 2.750 1.239 3.841 2.619 6.529 6.315
[3,] 1.063 5.068 2.621 4.829 2.334 2.824 1.246 3.917 2.647 6.547 6.372
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.019 1.067 1.807 1.764 2.917 1.906 3.251 14.16 11.93 5.680
[2,] 1.374 1.771 1.829 1.826 2.961 1.907 3.418 14.86 12.36 6.046
[3,] 1.742 1.797 1.915 1.883 3.172 1.907 3.681 15.88 12.84 7.874
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]     [,4]   [,5]  [,6]    [,7]   [,8]    [,9]
[1,]  4.446  3.611   9.323    4.766  12.01  1.59   2.376  5.084   6.116
[2,]  7.578 42.812 479.283 1019.468 620.01 66.39 133.501 28.567 210.895
[3,] 57.559 58.100 782.394  875.193 817.94 88.84 150.353 48.995 267.155
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    4.325   2.955   3.976   2.725   4.745   4.716   4.757   5.284
[2,] 1176.003 490.324 972.909  42.767 321.502 483.980 417.611 558.508
[3,]   89.192  82.685 353.955 223.087 401.097 549.992 253.255 333.369
        [,18]  [,19]    [,20]   [,21]  [,22]    [,23]    [,24]  [,25]
[1,]    3.986  11.15    6.411   9.854   5.02    9.833    6.386  2.195
[2,] 1160.499 137.99 1010.956 374.214 160.34 4491.055 1405.747 11.014
[3,]  412.171 596.60  706.203 747.285 151.34  835.482 1294.827 39.090
        [,26]    [,27]   [,28]    [,29] [,30]   [,31]   [,32]  [,33]
[1,]    5.267    5.399   5.403    4.702  2.75   4.402   5.501  3.303
[2,]  779.763 1039.123 196.343 1141.336 69.29 823.098 244.716 17.222
[3,] 1831.613 1375.507 231.537  854.980 24.27 950.287 291.134 70.111
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.119    4.85   5.157   4.885   3.826   4.975   1.604   4.061
[2,] 589.411 1051.98 941.904  85.842 660.551 192.718 109.007 115.413
[3,] 952.544  497.68 478.949 206.432 310.278 148.876  89.146 103.906
      [,42]   [,43]   [,44]  [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.245   4.059   3.969   3.69  2.209   4.809   4.176   6.799   3.532
[2,] 33.118 623.131 723.816 442.77  8.747 596.368 100.437  19.682 205.807
[3,] 27.570 619.076 638.610  56.59 16.864 579.024 184.782 435.316  98.800
        [,51]  [,52]  [,53]    [,54]    [,55]   [,56]    [,57]   [,58]
[1,]    5.964   5.35  2.205    5.573    4.584   4.539    2.468   4.628
[2,] 1068.434 273.15 25.897 1191.603 1087.960 950.665 1183.686 142.154
[3,]  280.815 449.11  1.762  479.572  694.417 914.554 1001.633  81.449
       [,59]    [,60]   [,61]   [,62]   [,63]   [,64]    [,65] [,66]
[1,]  0.9571    3.074   1.879   3.936   3.648   4.142    4.932  1.93
[2,] 54.7156  863.254 128.249 213.131 360.138 865.295 1022.128 38.11
[3,] 62.7941 1199.043 109.681 574.075 187.482 540.405  516.274 17.96
       [,67]   [,68]    [,69]   [,70]  [,71]  [,72]  [,73]    [,74]
[1,]   4.688   4.215    3.957   2.017  4.634   4.79  5.759    5.541
[2,] 877.222 206.448 1119.243 130.523 54.546  84.95  6.771 1031.996
[3,] 309.485  15.715  896.420  94.559 31.530 128.95 79.694  172.820
       [,75]    [,76]    [,77] [,78]  [,79]   [,80]    [,81]   [,82]
[1,]   5.948    4.733    3.173 1.350    3.5   3.203    3.372   2.739
[2,] 341.719 1137.980 1301.962 5.528  978.2 212.383  625.402 203.263
[3,]  99.646  199.986  601.463 1.261 1059.5 114.171 1216.285 223.854
       [,83]  [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   3.276  1.552   3.868   3.318   8.247   7.945   1.294   1.355
[2,] 322.628 68.848 793.532  61.048 226.514 290.767 312.462 479.225
[3,] 218.034 46.902 260.284 129.786 167.029 287.187 363.196 104.442
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.295   2.241   3.704  2.421   4.129   17.98   15.14    7.213
[2,]  95.820 158.712 172.902 12.703 357.503 1523.94 1105.55  701.949
[3,] 192.616 156.846 385.623  9.308 463.083 1900.41 1176.65 1710.451
[1] "--- VAR model 2017-10-04 19:31:00  completed"
[1] "Completed training sample:  2017-10-04 19:31:00 - 2017-10-05 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 20:01:00 - 2017-10-05 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.09524         0.07054        -1.3042        -0.8602
         0.05837         0.06665        -0.8059        -1.3276
        -0.04495        -0.01635        -0.6589        -1.4403
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.4143              0          0.19584        0.0142518
        -1.4417              0          0.19423       -0.0108451
        -0.3312              0          0.07284        0.0002717
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.26948         -0.01327          0.08627           -1.021
         -0.10281         -0.04356         -0.07331           -1.417
         -0.04929          0.08812         -0.05485           -1.539
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3702           0.1197          -0.1370          -0.7022
          -0.4080          -0.2480          -0.4673          -0.2812
          -0.4242          -0.2687          -0.2020          -0.4699
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.9301          -2.2777          0.30013           1.4139
          -0.6815          -0.3606          0.25741           0.4130
          -0.8657          -0.6926          0.06586           0.6396
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.1629                0           -4.125          -2.2084
          -0.4925                0           -2.258          -1.1425
          -0.3499                0           -1.494          -0.8064
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -0.4998         -0.05002                0
                0          -1.4949         -1.23697                0
                0          -1.1244         -1.08306                0
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -0.781          0.19968           0.6109           0.5539
           -1.139          0.13294          -0.8532           0.5383
           -1.397          0.08099          -1.0684           0.2870
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2806          -1.5191          -2.2991          -1.8473
           0.2613          -0.6953          -0.4448          -0.8391
           0.2090          -1.0953          -0.8713          -0.7430
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.45888          -0.3185                0         -0.10972
          0.10946          -1.2225                0         -0.03992
          0.06235           0.2992                0         -0.15048
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -1.2830           0.2324
                0                0          -1.2088          -2.8283
                0                0          -0.1062          -1.0195
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         0.008829                0          -0.2954         -0.15902
        -0.047833                0          -0.6400         -0.01806
         0.042999                0          -1.8275         -0.03620
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.4585         -0.04675           0.4681         -0.21211
           1.1924          0.03221          -0.3696          0.05113
           0.1531         -0.10236           0.4428         -0.14129
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.129907           0.4750          -1.0432          -1.5366
        -0.001541          -0.6814           0.3161           0.4309
        -0.002416          -0.0248          -0.3508          -0.5530
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.3907           0.3338         -0.21971          -0.7200
          -1.0183           0.3097         -0.04249           0.2605
           0.4136           0.2185         -0.05893          -0.7236
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2771          -1.0797         -0.03648           0.9140
          -0.1278           0.4470          0.07227          -0.6417
          -0.1853          -0.9446         -0.03668           0.2742
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.2652                0           0.3549                0
          -1.1684                0          -0.4726                0
           0.1082                0          -0.1557                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.5929          0.09885         -0.19813           0.2012
           1.1750          0.03372         -0.02547           0.1997
          -0.8256         -0.03987         -0.03270          -0.1175
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
        -0.036769           5.9447          0.39785           1.2789
         0.072688          -0.7778          0.20209          -0.0846
        -0.002602           0.1485          0.02061           0.2663
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.1530                0          -0.8113                0
           3.6627                0           3.3094                0
          -0.3993                0          -0.2928                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.09156           0.4313         -0.23047        -0.057683
         -0.88096          -0.1258          0.04386        -0.006607
          2.65432           0.8761         -0.14546        -0.003246
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.64746          0.08578           0.2197           1.4156
         -0.93609          0.15388          -0.7317           1.0673
         -0.07544         -0.01492          -0.3485           0.6583
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.04126         -0.06645        -0.010741          -0.1480
         -0.10874         -0.19115        -0.432638          -0.2212
         -0.19471         -0.12984         0.001011          -0.1383
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.8878                0          -0.1668            225.0
           0.3814                0           0.2229            217.0
          -0.5557                0           0.0215            188.7
 rnd_95776.volume rnd_95787.volume
          -2.7707          0.09523
           0.7177         -1.64894
          -0.9687         -0.50043
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.312 2.667 6.198 3.354 9.146 1.185 1.788 3.659 4.592 3.235 2.219
[2,] 3.312 2.674 6.283 4.234 9.330 1.198 1.816 3.659 4.645 4.599 2.588
[3,] 3.315 2.680 6.530 4.862 9.483 1.227 1.861 3.661 4.695 4.613 2.603
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.981 2.098 3.554 3.543 3.347 3.930 2.895 7.436 4.749 6.920 3.591
[2,] 4.152 2.116 3.673 3.855 3.497 4.216 4.358 7.436 5.396 7.069 3.604
[3,] 4.302 2.259 3.853 4.038 3.566 4.323 4.512 7.472 5.732 7.281 3.642
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.943 4.807 1.550 3.754 3.809 3.880 3.323 2.015 3.237 4.045 2.435
[2,] 13.281 6.158 1.551 4.273 4.736 3.906 4.420 2.022 3.844 4.137 2.436
[3,] 13.444 6.746 1.553 6.130 5.815 3.958 5.010 2.026 4.635 4.208 2.442
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.430 3.503 3.796 3.516 2.876 3.600 1.153 2.837 0.9153 2.958 2.914
[2,] 4.716 4.488 4.501 3.525 3.443 3.633 1.197 2.855 0.9198 3.227 3.628
[3,] 5.363 4.657 4.654 3.552 3.541 3.682 1.223 2.859 0.9257 3.658 3.854
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.711 1.583 3.504 3.195 4.960 2.618 4.342 4.026 1.601 4.019 3.521
[2,] 2.937 1.584 3.854 3.216 4.963 2.686 5.153 4.101 1.601 5.336 4.707
[3,] 2.944 1.585 4.212 3.297 5.075 2.702 5.236 4.283 1.602 5.495 5.061
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.363 1.805 3.346 0.7087 2.271 1.363 2.985 2.704 3.033 3.458 1.391
[2,] 4.340 3.803 3.369 0.7219 3.271 1.372 3.017 2.849 3.869 4.469 1.402
[3,] 5.096 4.733 3.390 0.7465 4.690 1.372 3.402 2.889 4.089 4.637 1.403
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.422 3.003 2.897 1.493 3.491 3.546 4.222 4.079 4.502 3.245 2.323
[2,] 4.214 3.026 4.152 1.531 3.492 3.550 4.222 4.929 4.623 4.744 4.356
[3,] 4.288 3.026 4.796 1.554 3.492 3.569 4.233 4.942 4.641 4.791 4.610
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9514 2.555 2.324 2.490 2.060 2.497 1.115 2.855 2.469 5.985 5.789
[2,] 0.9516 3.565 2.393 2.992 2.147 2.648 1.123 3.619 2.478 5.993 5.866
[3,] 0.9543 4.676 2.415 4.668 2.227 2.708 1.124 3.697 2.507 6.036 5.963
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.9829 0.9836 1.613 1.568 2.835 1.688 3.010 14.85 11.07 5.359
[2,] 1.2907 1.6108 1.631 1.610 2.874 1.688 3.165 15.31 11.47 5.675
[3,] 1.6191 1.6259 1.695 1.664 3.080 1.691 3.399 16.39 11.83 7.193
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]   [,4]   [,5]   [,6]    [,7]   [,8]    [,9]
[1,]  4.206  3.387   7.871   4.26  11.61  1.504   2.271  4.646   5.832
[2,] 17.242 69.035 376.677 947.38 677.06 65.155 116.436 17.042 256.574
[3,] 47.278 65.230 651.805 876.10 621.45 97.108 149.091 38.617 249.188
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]    4.108   2.817    3.786   2.664   4.514   4.499   4.251   4.99
[2,] 1198.131 488.161 1059.542 102.355 339.287 557.126 370.400 559.30
[3,]  131.818 103.898  412.441 289.498 427.215 440.661 256.186 350.45
        [,18]   [,19]   [,20]   [,21]  [,22]    [,23]    [,24]  [,25]
[1,]    3.676   9.442   6.031   8.787   4.56    8.816    6.104  1.968
[2,] 1194.206  21.579 938.901 530.464 113.07 4150.553 1411.174 28.128
[3,]  428.893 269.599 709.005 639.482 193.67  765.778 1009.582 26.689
        [,26]    [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]
[1,]    4.767    4.837   4.926    4.22  2.559   4.111   5.136  3.092
[2,]  748.564 1031.906 165.255 1068.61 61.631 759.834 318.243 24.032
[3,] 1611.572 1236.620 234.707  864.51 47.992 949.452 281.479 64.944
       [,34]    [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   5.625    4.449   4.821   4.464   3.652   4.572   1.464   3.603
[2,] 592.488 1028.527 886.516  93.102 694.348 178.745 118.442 118.731
[3,] 936.525  455.701 433.935 159.672 303.030 219.359  91.699  55.673
      [,42]   [,43]   [,44]   [,45] [,46]  [,47]   [,48]   [,49]   [,50]
[1,]  1.162   3.756   3.701   3.443  2.01   4.45   4.057   6.299   3.324
[2,] 33.465 473.006 792.427 414.154 19.21 587.90 133.088  56.723 220.065
[3,] 38.160 631.363 476.040  71.484 16.83 623.42 266.656 388.746 106.248
        [,51]   [,52]  [,53]    [,54]    [,55]   [,56]    [,57]   [,58]
[1,]    5.514   5.113  2.033    5.104    4.471    4.27    2.292   4.249
[2,] 1017.483 285.611  7.143 1286.526 1145.319 1006.16 1227.034 144.766
[3,]  339.862 452.821 11.035  482.090  680.996  978.98 1033.233 137.146
     [,59]    [,60]  [,61]  [,62]   [,63]   [,64]    [,65]  [,66]   [,67]
[1,]  0.90    2.884  1.731   3.79   3.433   3.852    4.391  1.766   4.345
[2,] 50.25  863.067 56.528 161.00 328.662 880.547 1038.054 63.300 901.811
[3,] 69.69 1232.402 13.801 576.17 177.162 485.019  452.356 25.614 289.735
       [,68]    [,69]   [,70]  [,71]   [,72]   [,73]    [,74]   [,75]
[1,]   3.813    3.678   1.896  4.433   4.503   5.361    5.179   5.717
[2,] 137.636 1090.402 124.298 37.633  59.951   4.389 1014.948 385.269
[3,]   8.367  880.217  97.015  7.315 133.111 111.994  129.083 146.899
       [,76]    [,77]  [,78]    [,79]   [,80]    [,81]   [,82]   [,83]
[1,]    4.12    2.949  1.208    3.244   2.952    3.162   2.616   3.171
[2,] 1268.94 1351.121  6.921  911.767 208.290  607.734 220.987 323.211
[3,]  243.38  553.483 26.318 1109.343 119.471 1313.582 217.848 208.413
      [,84]   [,85]   [,86] [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]  1.416   3.626   3.136   7.6   7.351   1.248   1.249   2.048   1.991
[2,] 46.845 814.984  77.698 110.8 346.179 306.712 467.651  88.569 134.195
[3,] 23.038 277.775 139.321 265.0 393.773 358.391  80.984 168.763 153.717
     [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   3.6  2.144   3.823   18.86   14.05    6.805
[2,] 171.9  2.201 358.836 1362.03 1100.60  683.932
[3,] 406.5 32.072 453.872 2141.00 1060.33 1620.255
[1] "--- VAR model 2017-10-04 20:01:00  completed"
[1] "Completed training sample:  2017-10-04 20:01:00 - 2017-10-05 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 20:31:00 - 2017-10-05 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.07578       -0.021041        -0.4615       -3.40474
         0.01511       -0.002429         0.7674        1.67027
        -0.11509       -0.001245        -0.1814       -0.08215
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         3.1612       0.000000           0.2442         -0.07404
        -2.6007       0.002005           0.4750          0.12674
         0.5386      -0.002643           0.5384         -0.03420
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5698           3.3459          1.06717           0.7989
           0.2183          -1.4080         -0.38142          -1.6411
           0.3352           0.6508          0.07323          -2.5617
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.062746           0.6295           0.2500          -0.9706
         0.004991           1.1659           0.5696          -0.7818
         0.150483          -0.7976          -0.5769          -1.3195
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.6639          -5.0957           0.6187           4.8248
           1.7115          -0.4407          -1.7177           0.7338
          -0.7479           0.9515           0.6636           0.9155
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -2.57176                0            1.329            1.834
          0.22885                0           -1.484           -2.360
          0.09786                0            1.399            1.017
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0           1.4009           0.7388           0.7188
                0           0.4329           0.7718           1.0497
                0          -0.7167          -0.8436           1.2364
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -3.8090                0          -3.2534          0.58593
           1.4699                0           1.0701          0.51447
           0.2805                0           0.2793          0.06114
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.9242          -1.5437           1.1965           1.7403
           0.8755           0.2945          -1.9340          -1.0722
           0.4470           0.7285           0.9521           0.2739
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.109002          0.80147           0.5441          0.09681
         0.007289          0.60155           0.5218          0.07988
         0.011965          0.07542          -0.1888          0.07496
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           2.9387            1.426
                0                0           0.2403            1.005
                0                0          -0.6925           -1.682
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.2501        -0.008355           1.1228           0.4012
           0.2979        -0.141522           0.1633          -0.2957
          -0.3799         0.028048           0.5371          -0.1290
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.38109          0.30949          -1.2361           0.7685
          0.02178          0.05005           1.4437           0.3219
          0.08073          0.01410           0.1523           1.0218
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2998          -3.4324          -1.2343            0.789
           0.1527           0.7134          -0.7442           -2.390
           0.1002           0.6077           1.0045            1.250
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.2433           0.2906         -0.05969         -0.02784
          -1.0919           0.2468          0.46262          0.34552
          -0.7774           0.2009          0.20289         -0.75639
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4199           0.4322           0.5246           2.5014
          -0.3152           0.5946           0.4296          -0.4306
          -0.1496           0.1562           0.4609           0.8304
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.0828         0.103713          1.48435         -0.14901
           0.1472         0.007494          1.93529          0.02633
           0.7391         0.067445         -0.06991          0.06528
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.8669          0.03958       0.00405903          0.05701
           1.8987          0.08374       0.00484551          0.32338
          -0.5299          0.02718       0.00007669         -0.15224
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.2715         -0.10129         -0.39245        -2.713297
          -0.1994          0.02061         -0.10649         0.138670
          -0.1541         -0.15330         -0.06261         0.001019
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.7458                0          -1.9362          0.13597
           0.2280                0          -1.4615          0.31288
           0.1396                0           0.2887          0.06255
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.3430          -0.3551          -0.6638                0
          -3.4504          -0.7216          -0.2225                0
           0.4007          -0.1529           0.3318                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.4008        -0.027682           0.2476          0.08721
           0.5583        -0.003478           0.6085         -0.15741
          -0.1245        -0.004014           1.5916          0.12133
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.02385         -0.00367        -0.082831          0.43646
         -0.01159          0.50112         0.005249          0.21522
          0.38640          0.18453        -0.035650          0.08646
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.0725          0.07083            4.198            234.2
          -0.3082          0.04021            4.841            239.5
           0.1513          0.05450            3.911            236.8
 rnd_95776.volume rnd_95787.volume
           2.8259           0.2195
           0.8282           0.3415
           1.4461          -0.4110
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.125 2.400 5.669 3.080 8.599 1.074 1.608 3.302 4.141 3.066 2.081
[2,] 3.125 2.416 5.757 3.983 8.763 1.082 1.621 3.302 4.181 4.287 2.352
[3,] 3.126 2.420 5.967 4.609 9.066 1.107 1.643 3.311 4.259 4.300 2.369
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.789 1.873 3.096 2.619 3.227 3.772 2.701 5.462 4.810 6.497 3.162
[2,] 3.858 1.907 3.403 2.975 3.343 3.993 4.022 5.654 4.943 6.549 3.173
[3,] 3.961 1.988 3.597 3.270 3.408 4.191 4.189 5.745 5.156 6.795 3.204
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.602 4.428 1.432 3.532 3.706 3.492 3.103 1.873 2.985 3.700 2.295
[2,] 12.169 5.286 1.438 4.030 4.518 3.507 4.187 1.880 3.625 3.765 2.297
[3,] 12.287 6.130 1.441 5.702 5.443 3.593 4.794 1.884 4.421 3.860 2.306
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.143 3.297 3.644 3.343 2.655 3.105 1.056 2.544 0.8558 2.757 2.723
[2,] 4.357 3.933 4.225 3.355 3.206 3.155 1.087 2.548 0.8583 3.019 3.462
[3,] 4.933 4.107 4.378 3.375 3.317 3.201 1.111 2.557 0.8651 3.320 3.631
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.435 1.474 3.225 2.975 4.720 2.439 4.091 3.577 1.446 3.710 3.063
[2,] 2.612 1.474 3.692 2.984 4.727 2.510 5.002 3.677 1.497 4.941 4.276
[3,] 2.630 1.475 3.994 3.064 4.832 2.531 5.074 3.834 1.500 5.057 4.642
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.927 1.675 3.026 0.6693 2.076 1.332 2.672 2.465 2.808 3.137 1.282
[2,] 3.931 3.297 3.058 0.6723 2.933 1.365 2.706 2.600 3.431 4.042 1.289
[3,] 4.656 4.322 3.081 0.6928 4.136 1.377 3.110 2.623 3.581 4.189 1.289
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.037 2.764 2.683 1.430 3.247 3.354 3.931 3.761 3.802 3.207 2.115
[2,] 3.802 2.776 3.767 1.431 3.247 3.358 3.935 4.429 3.939 4.168 3.872
[3,] 3.877 2.776 4.305 1.433 3.248 3.367 3.936 4.430 3.986 4.174 4.061
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8823 2.326 2.101 2.250 1.922 2.345 0.9513 2.495 2.248 5.241 5.351
[2,] 0.8842 3.388 2.131 2.750 1.985 2.502 0.9714 3.171 2.266 5.260 5.414
[3,] 0.8873 4.104 2.141 4.061 2.070 2.578 0.9729 3.275 2.289 5.319 5.501
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.9153 0.8923 1.543 1.472 2.525 1.442 2.646 15.34 10.72 4.901
[2,] 1.2085 1.5590 1.578 1.524 2.540 1.446 2.796 15.80 11.09 5.180
[3,] 1.5531 1.5819 1.676 1.562 2.655 1.447 3.034 17.21 11.43 6.587
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]     [,4]   [,5]   [,6]    [,7]   [,8]    [,9]
[1,]  3.969   3.048   7.198    3.911  10.92  1.363   2.041  4.193   5.259
[2,]  9.596 111.285 404.445 1014.299 678.31 54.655  84.161 17.855 230.737
[3,] 14.295  57.062 629.211  931.490 933.18 93.506 106.342 94.794 324.993
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]    3.893   2.643    3.541   2.379   3.931   3.326   4.098   4.79
[2,] 1203.309 439.843 1070.740 143.927 567.347 566.717 350.965 526.45
[3,]  133.636 116.439  360.206 225.514 467.508 545.077 264.879 510.28
        [,18]   [,19]   [,20]  [,21]   [,22]    [,23]    [,24]  [,25]
[1,]    3.429   6.935   6.109   8.25   4.015    8.384    5.623  1.818
[2,] 1197.089 587.045 456.409 330.20 107.914 4104.951 1159.273 51.629
[3,]  469.443 409.485 588.734 727.79 180.069  683.215 1246.647 37.310
        [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]  [,33]
[1,]    4.486    4.706   4.435    3.941  2.379    3.791   4.699  2.914
[2,]  778.900 1037.600 127.921 1128.964 63.209  825.807 280.373 35.444
[3,] 1620.180 1219.402 313.539  937.779 51.430 1016.157 340.656 81.543
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]  [,42]
[1,]   5.261   4.186   4.627   4.245   3.371   3.942   1.341  3.231  1.087
[2,] 542.363 861.442 858.959 113.981 721.772 226.152 103.930 52.522 25.996
[3,] 928.710 475.176 460.462 149.433 341.472 216.890  91.653 89.341 43.500
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   3.501   3.457   3.092  1.871   4.095   3.778   5.993   3.097
[2,] 494.533 858.982 379.662  5.331 721.623  92.625 108.401 239.199
[3,] 554.451 439.168 124.114 27.923 612.628 279.634 401.533 128.204
        [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    5.195   4.542   1.836    4.712    3.89    3.717    2.127   3.843
[2,] 1155.356 342.310 154.902 1310.440 1198.33 1053.843 1140.483 176.607
[3,]  343.069 436.005  41.835  431.001  725.64 1001.764 1122.262 150.024
       [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]  [,66]
[1,]  0.8499    2.636   1.692   3.394   3.13   3.566    3.983  1.628
[2,] 25.2451  832.004 118.713 171.558 332.72 791.467 1023.782 53.409
[3,] 67.1648 1171.198  74.671 615.654 138.54 412.055  440.969  4.068
       [,67]   [,68]    [,69]  [,70]  [,71]   [,72]  [,73]   [,74]   [,75]
[1,]   3.856   3.510    3.407  1.816  4.123   4.259  4.992   4.776   4.828
[2,] 918.775 102.505 1062.073 10.700 13.587  65.665 65.922 939.326 414.316
[3,] 304.652   5.255  836.981 33.569 40.648 101.116 41.581  38.644 243.628
        [,76]    [,77] [,78]   [,79]   [,80]    [,81]   [,82]   [,83]
[1,]    4.072    2.686  1.12   2.953   2.668    2.857   2.441   2.978
[2,] 1068.769 1302.454 22.87 989.538 143.751  634.950 198.785 350.380
[3,]   95.584  491.580 29.96 929.691  81.874 1200.141 236.247 249.698
      [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]  1.208   3.168   2.855   6.655   6.794   1.162   1.133   1.959
[2,] 78.924 785.788 113.458 178.821 331.447 316.889 513.396 132.797
[3,] 21.400 328.690 130.943 318.169 391.917 391.770 107.631 227.162
       [,92]   [,93]  [,94]  [,95]   [,96]   [,97]    [,98]
[1,]   1.869   3.206  1.831   3.36   19.48   13.61    6.223
[2,] 159.145 109.856 41.048 362.75 1516.19 1133.79  673.253
[3,] 136.923 311.134 23.332 472.90 2736.98 1119.52 1634.046
[1] "--- VAR model 2017-10-04 20:31:00  completed"
[1] "Completed training sample:  2017-10-04 20:31:00 - 2017-10-05 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 21:01:00 - 2017-10-05 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.13274         0.18019         2.4664        -0.8988
         0.10109         0.06155         0.1561         6.9458
        -0.01685         0.01971        -1.1489        -4.5103
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         1.7282        0.00000          0.07209          -0.3834
         0.2688        0.01127          0.31335           0.5409
         3.7143        0.07422          0.21310          -0.2194
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.49788           2.4326          0.38566           -1.837
         -0.06023          -1.4650         -0.19637           -4.232
         -0.01571           0.6481         -0.03808           -4.487
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.85041          -0.5790          -0.3347          1.86385
         -0.08022           0.6793           1.2347         -1.94882
          0.16280          -0.9894          -1.2182          0.06352
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.4949          -0.1710          -2.8335          -3.2172
          -0.6928          -1.1076          -1.2802          -0.4603
          -1.1657          -0.5879          -0.4177          -1.0378
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           2.5344           0.4068        -10.39000            1.403
           1.6188           0.2203          6.30636           -2.647
          -0.5573           0.1262         -0.02908            2.789
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.225955            7.683           5.4947           0.6555
         0.104519           -4.825          -1.6994           0.4463
        -0.007174            2.979          -0.7693           0.6853
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.8755          0.20906           0.8937          -1.4493
           6.9890          0.06908           6.3856          -2.2007
          -4.9207          0.02452          -3.1178          -0.7668
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.35236            1.676          -0.6538          -2.9746
          0.53487            1.641           0.7704           0.6870
          0.06929           -0.286           1.9813           0.9429
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4564           0.3418         -0.76666         -0.02320
           0.6769           1.2372         -0.41194          0.02777
           0.1454           1.1914          0.02048          0.10459
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -1.7005           -2.011
                0                0          -1.2058           -1.806
                0                0          -0.2966           -3.657
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3939          0.09084          -1.9823         -0.07834
          -0.5439         -0.17675          -1.3544         -0.36295
          -0.1983          0.15067          -0.5098         -0.19352
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.01075          0.03347            1.728           0.4610
          0.07836         -0.38996           -1.162           0.3791
          0.12396          0.02846           -0.410           0.5848
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.130287           4.9936           4.5526           1.4995
        -0.057668           0.9609           1.9015           3.6200
         0.004377          -0.4713          -0.4761           0.3732
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.444           0.2550         -0.02429            3.846
            3.932           0.3939          0.45131            2.549
            1.770           0.2330          0.70026            3.395
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9288            1.947          -0.1606           0.7529
          -0.6522            1.936           0.7728           2.2990
          -1.1008            1.303           0.2408           1.6784
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.8739         -0.00884           0.1676        -0.135385
           2.2350          0.17765           1.4300        -0.029155
           1.3768          0.01501           2.0136         0.001363
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.135          0.08555          -0.4621           1.1220
            1.551          0.12877           0.4641          -0.5338
            2.257          0.04305          -0.2021           0.3214
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.05703           1.4973         -0.04257           1.5397
          0.09000          -0.2967          0.14040          -0.9191
          0.06141           0.2901          0.02924           0.7275
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.2952                0          -5.2047         0.324311
           1.5659                0           2.1384         0.216090
          -0.5311                0          -0.7677         0.003599
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -6.4835           0.1634           1.4273          0.09535
           0.1059          -0.4821           0.3011          0.02139
           1.6702           0.2257          -0.2581          0.01134
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.0443          0.29784           0.1438           0.7349
           0.7463          0.14161           0.7358           0.5996
           1.5004          0.01118           0.3350           0.2372
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.07962          0.03453           0.5887           0.5600
          0.24719          0.58202           0.3225           0.4995
          0.55399          0.40678           0.8451           0.6384
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.9818         -0.08957          -0.7740            233.1
           1.1491         -0.01624          -0.8529            228.5
           0.6168         -0.01007          -0.7455            231.0
 rnd_95776.volume rnd_95787.volume
           2.0371            4.102
          -1.8952           -4.638
          -0.6352            3.049
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.895 2.012 5.220 2.680 7.385 0.9699 1.548 3.127 4.037 2.867 1.942
[2,] 2.896 2.068 5.321 3.555 7.534 0.9819 1.557 3.128 4.082 4.095 2.200
[3,] 2.897 2.082 5.542 4.076 7.959 1.0022 1.573 3.136 4.154 4.107 2.208
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.713 1.678 2.969 2.511 2.899 3.571 2.432 4.700 4.262 6.197 2.829
[2,] 3.881 1.718 3.340 2.940 2.969 3.806 3.712 4.899 4.382 6.270 2.849
[3,] 3.978 1.746 3.564 3.341 3.045 4.118 3.884 5.087 4.548 6.481 2.868
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.874 3.748 1.220 3.381 3.322 3.180 2.682 1.705 2.687 3.331 2.170
[2,] 11.269 4.711 1.242 3.917 4.016 3.187 3.821 1.710 3.145 3.357 2.173
[3,] 11.412 5.212 1.247 5.430 4.959 3.253 4.346 1.718 3.923 3.401 2.189
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.916 3.131 3.426 3.218 2.578 2.776 0.9627 2.259 0.7737 2.597 2.537
[2,] 4.091 3.648 3.917 3.229 3.124 2.835 0.9893 2.263 0.7770 2.904 3.253
[3,] 4.432 3.820 4.025 3.253 3.208 2.873 1.0031 2.273 0.7858 3.107 3.464
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.231 1.384 2.983 2.673 4.082 2.257 3.612 3.172 1.396 3.357 2.932
[2,] 2.387 1.384 3.378 2.693 4.083 2.325 4.148 3.350 1.399 4.648 3.839
[3,] 2.405 1.386 3.666 2.731 4.122 2.341 4.341 3.578 1.399 4.808 4.116
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.823 1.598 2.791 0.6279 2.007 1.225 2.508 2.197 2.651 2.925 1.242
[2,] 3.549 3.167 2.809 0.6347 2.817 1.235 2.539 2.295 3.206 3.821 1.246
[3,] 4.274 3.875 2.843 0.6537 3.873 1.236 2.922 2.322 3.364 3.990 1.248
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.801 2.396 2.435 1.358 2.997 2.574 3.581 3.562 3.437 3.066 1.994
[2,] 3.423 2.416 3.424 1.358 2.997 2.998 3.582 4.228 3.537 3.846 3.455
[3,] 3.470 2.417 3.924 1.364 3.001 3.036 3.591 4.229 3.588 3.868 4.048
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8106 2.163 1.885 2.074 1.759 2.178 0.8862 2.398 1.979 4.882 4.868
[2,] 0.8129 3.238 1.889 2.588 1.807 2.296 0.8975 3.047 2.027 4.894 4.885
[3,] 0.8146 3.905 1.890 3.602 1.902 2.334 0.9026 3.142 2.060 4.938 4.917
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.8478 0.8328 1.464 1.390 2.425 1.156 2.584 15.19 10.04 4.114
[2,] 1.1602 1.4505 1.488 1.465 2.446 1.159 2.726 15.64 10.40 4.435
[3,] 1.4876 1.4858 1.571 1.501 2.535 1.165 2.921 17.17 10.63 5.395
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]     [,4]     [,5]   [,6]    [,7]    [,8]
[1,]  3.676   2.555   6.629    3.404    9.378  1.232   1.966   3.971
[2,] 41.549 215.935 465.247 1051.786  671.465 68.728  74.171  17.914
[3,] 20.823 106.776 696.961  897.676 1155.680 90.442 102.488 103.912
        [,9]    [,10]   [,11]    [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   5.126    3.641   2.467    3.445   2.131   3.77   3.189   3.681
[2,] 271.576 1316.580 464.988 1249.741 165.776 688.79 688.637 289.743
[3,] 347.603  142.057  85.835  393.510 139.716 560.65 714.064 303.186
       [,17]    [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   4.535    3.088   5.968   5.412   7.869   3.592    7.459    4.76
[2,] 592.703 1262.609 622.500 457.790 428.427 153.546 4330.752 1285.00
[3,] 707.980  516.058 616.794 549.079 739.643 147.455  810.161 1004.30
       [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]  [,32]
[1,]   1.549    4.293    4.219   4.038    3.405  2.165    3.412   4.23
[2,] 105.510  890.236 1016.113  94.340 1225.725 60.219  736.230 188.97
[3,]  46.701 1693.585 1309.796 294.855  932.231 74.870 1055.706 244.67
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.756   4.973   3.976   4.351   4.087   3.273   3.526   1.223
[2,]  49.123 533.195 842.845 854.285 116.681 794.847 257.512 102.498
[3,] 120.169 767.842 510.493 418.087 178.104 327.580 211.853  74.655
      [,41]   [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]  2.869  0.9825   3.298   3.221   2.832  1.758   3.788   3.395   5.184
[2,] 54.575 32.4331 585.190 917.291 382.201 10.924 714.041 144.464  36.240
[3,] 96.778 52.5473 497.825 535.465 135.076 30.734 641.110 205.275 255.546
       [,50]   [,51]   [,52]  [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   2.866   4.587   4.027  1.772    4.262    3.723    3.585    2.029
[2,] 251.181 917.857 486.206 43.408 1447.727 1115.945  968.520 1231.391
[3,] 125.038 577.483 566.004  1.771  553.369  668.143 1072.593 1004.976
       [,58]   [,59]    [,60]  [,61]   [,62]   [,63]   [,64]    [,65]
[1,]   3.544  0.7974    2.549  1.556   3.184   2.789   3.367    3.715
[2,] 141.008 41.7511  890.221 69.286 179.521 299.350 811.748 1106.715
[3,] 197.636 70.4787 1196.792 26.372 651.656 158.256 459.254  517.726
      [,66]   [,67]   [,68]    [,69]  [,70]  [,71]   [,72]   [,73]
[1,]  1.577   3.557   3.043    3.092  1.725  3.806   3.269   4.547
[2,] 48.383 885.727 138.886 1083.771  4.971 12.862 692.268  38.105
[3,] 26.681 256.215  30.626  863.079 57.166 69.980 213.697 112.841
        [,74]   [,75]    [,76]    [,77]  [,78]    [,79]  [,80]    [,81]
[1,]    4.524   4.364    3.893    2.532  1.029    2.747  2.393    2.634
[2,] 1025.482 376.561 1045.271 1270.433 27.201 1085.210 55.752  697.306
[3,]   44.389 270.411  187.078  949.550 24.158  982.505 24.124 1128.330
       [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   2.233   2.765  1.125   3.045   2.513   6.199   6.182   1.077
[2,] 187.359 328.262 63.809 846.231 198.255 153.568 180.146 356.638
[3,] 266.712 187.544 43.359 346.978 165.521 298.143 254.826 419.262
       [,90]   [,91]   [,92]  [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   1.058   1.859   1.766   3.08  1.468   3.281   19.29   12.75
[2,] 534.764 118.462 208.269 141.60 37.866 391.103 1662.67 1217.61
[3,] 145.038 227.929 146.625 300.67 54.452 472.669 3192.02  998.89
        [,98]
[1,]    5.224
[2,]  746.669
[3,] 1383.158
[1] "--- VAR model 2017-10-04 21:01:00  completed"
[1] "Completed training sample:  2017-10-04 21:01:00 - 2017-10-05 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 21:31:00 - 2017-10-05 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        0.023883        -0.16118         0.3901          10.09
        0.121855        -0.02130         2.6015         -10.41
        0.008802        -0.02139         0.6849          12.83
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          -4.88       -0.11173          -0.2942          1.06406
          10.00       -0.06852          -0.3656         -0.28756
          -6.16       -0.09180          -0.2517          0.05345
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.836            3.634           2.2001          -0.6401
            2.153            1.882           0.9078          -2.2861
            1.081            2.324           0.8168          -2.6922
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6771           5.8319           4.6750           0.7102
           0.1066           2.8233           0.9642           2.8996
          -0.1396           0.9373           0.2479           2.1817
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.4734            9.272            9.084           0.5876
           3.3444            1.871            1.137           4.0319
           2.7281            3.203            2.702           1.3494
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           4.7196         -0.25514           22.882           -1.632
          -0.8545         -0.22236            2.414            9.248
           2.7338         -0.07269            1.699           -1.031
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.15390          -11.975           -7.858           0.8956
         -0.02475           14.294            5.313           0.1991
          0.07139           -2.007            4.837           0.4260
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.822          0.19624           11.024           0.6448
          -10.210          0.11411           -9.883           0.6621
           13.371          0.02645            9.366           0.2009
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.1682           6.8355           -3.763           -5.684
           0.6481          -0.5392            7.370            7.212
          -0.9660          -1.0830           -4.959           -2.903
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1177           3.9478        -0.064287          0.04509
          -0.1646           0.1007         0.024016          0.29292
          -0.1060           1.9482        -0.004309          0.10194
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5640          0.09671            4.945            3.907
           0.2125          0.11189           -1.968            2.790
           0.2957          0.01821            2.899           -1.324
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6097         -0.03457           0.9529          0.83483
           1.4665         -0.06272           5.0779         -0.07971
           0.2699          0.13964          -2.0822          1.23320
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.02881          -1.7875            1.879            1.521
          0.16860           0.2815            1.003            2.622
          0.12460           1.2376            1.735            1.244
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.7601           3.0360           1.1054            1.898
          -0.1637          -1.0067           0.9881            2.766
           0.1187           0.9094           0.9227           -1.060
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.7781           0.6538           1.1577          -0.3341
           0.8687           1.1587           0.7213           2.9004
           1.0555           0.2027           1.1129           1.4954
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2837           3.7633           0.6352           5.5481
          -0.3587          -0.4056           0.8032          -0.1202
          -0.1372           0.9707           1.0600           1.2881
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.395           0.8301            3.447          -0.2553
            1.295           0.6397            4.969           0.1832
            2.219           0.5096           -1.067          -0.2855
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.824          0.10655           0.5071          -2.7235
            6.511          0.06221          -0.5925           0.4482
            1.201          0.07550           0.2122          -0.3121
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1552         -2.11753          0.26695          -0.6764
          -0.1125          0.11518         -0.12816           0.9194
           0.1361          0.01001          0.02824          -0.6083
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           8.2310          0.14199         10.98166          0.07051
          -3.3666         -0.06045         -1.72986          0.05104
           0.3865         -0.00475          0.01325         -0.32729
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.610          0.09576           0.3514          0.06984
            6.800          2.53795           0.4291          0.07401
           -3.055          0.29483           0.2603          0.01853
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.7173         -0.51724           1.1694           0.1300
           3.0393         -0.47169          -0.3746           0.6074
          -0.8209         -0.05926          -0.3997           0.1855
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.5406          -0.6509         -0.99800          -0.5955
          -0.3636          -0.7905          0.06773           0.6599
          -0.3921           0.5747          0.24503           0.2325
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.8815         0.037365            6.570            239.1
          -0.8560         0.002624            6.375            241.7
           0.7244         0.001291            6.329            239.3
 rnd_95776.volume rnd_95787.volume
           -5.664           -3.079
            1.083            9.779
            7.451           -0.842
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.754 1.771 4.922 2.568 5.526 0.8643 1.555 3.079 3.923 2.812 1.935
[2,] 2.755 1.831 4.940 3.432 5.885 0.8683 1.566 3.080 3.936 3.937 2.168
[3,] 2.755 1.855 5.096 4.042 6.315 0.8774 1.593 3.092 4.004 3.956 2.172
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.842 1.731 2.877 2.254 2.365 3.574 2.278 4.447 3.966 5.757 2.767
[2,] 3.781 1.736 3.515 2.867 2.458 3.793 3.544 4.715 4.066 5.850 2.783
[3,] 3.895 1.789 3.742 3.404 2.531 4.228 3.764 4.866 4.218 5.952 2.798
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.736 3.607 1.139 3.249 3.200 2.897 2.541 1.622 2.511 3.462 1.832
[2,] 10.557 4.512 1.141 3.790 3.738 2.917 3.649 1.626 3.006 3.530 1.836
[3,] 10.581 5.084 1.141 5.470 5.134 2.984 4.241 1.634 3.740 3.566 1.887
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.401 2.750 3.150 3.154 2.525 2.539 0.9361 2.060 0.7222 2.618 2.511
[2,] 3.584 3.399 3.774 3.164 2.959 2.573 0.9380 2.068 0.7258 2.747 3.151
[3,] 4.006 3.690 3.948 3.175 3.017 2.603 0.9444 2.094 0.7303 2.939 3.240
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.056 1.235 2.850 2.238 3.620 2.122 3.438 2.606 1.266 3.129 2.650
[2,] 2.175 1.235 3.244 2.244 3.650 2.177 3.759 2.682 1.321 4.124 3.475
[3,] 2.194 1.235 3.407 2.266 3.668 2.194 3.933 2.808 1.324 4.269 3.615
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.752 1.454 2.422 0.6930 1.985 1.261 2.407 2.118 2.390 2.684 1.176
[2,] 3.388 2.824 2.467 0.7086 2.603 1.294 2.429 2.240 2.940 3.529 1.181
[3,] 3.960 3.433 2.511 0.7225 3.432 1.330 2.795 2.300 3.094 3.666 1.183
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.497 2.137 2.569 1.207 2.824 2.415 3.436 3.471 3.326 2.947 1.914
[2,] 3.018 2.156 3.373 1.207 2.828 2.772 3.436 4.013 3.399 3.702 3.228
[3,] 3.095 2.157 3.798 1.209 2.833 2.813 3.437 4.016 3.430 3.708 3.672
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6807 2.103 1.646 2.157 1.629 2.026 0.8041 2.158 1.807 4.387 4.436
[2,] 0.6863 3.068 1.648 2.553 1.686 2.182 0.8101 2.907 1.856 4.388 4.450
[3,] 0.6876 3.736 1.648 3.522 1.802 2.215 0.8191 2.969 1.891 4.389 4.478
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.7487 0.7679 1.264 1.260 2.233 1.087 2.485 14.96 9.142 3.323
[2,] 1.0528 1.3464 1.297 1.338 2.259 1.090 2.644 15.39 9.317 4.247
[3,] 1.3539 1.3855 1.365 1.367 2.326 1.091 2.850 16.93 9.598 4.917
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]     [,4]     [,5]   [,6]    [,7]    [,8]
[1,]  3.498   2.249   6.25    3.262    7.017  1.098   1.974   3.909
[2,] 13.243 229.951 208.09 1124.089 1000.484 41.018  92.650  49.948
[3,]  7.704 146.140 618.33 1054.857 1130.379 62.270 144.409 134.926
        [,9]   [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.981    3.57   2.458    3.609   2.198   3.654   2.862   3.003
[2,] 162.790 1361.04 482.700 1231.471  67.943 996.914 875.358 330.976
[3,] 360.688  189.42  62.741  463.842 212.388 634.384 906.144 297.850
       [,17]    [,18]   [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   4.538    2.892   5.647   5.036   7.311   3.514    7.284    4.581
[2,] 628.437 1341.133 774.229 444.037 511.266 147.045 4377.452 1338.806
[3,] 922.446  626.236 593.000 554.259 542.515 140.309  351.268 1156.904
      [,25]    [,26]    [,27]   [,28]    [,29] [,30]    [,31]   [,32]
[1,]  1.446    4.126    4.064   3.679    3.227  2.06    3.189   4.397
[2,] 33.428  963.488  954.148 168.151 1293.197 54.26  816.442 339.577
[3,]  2.906 1948.162 1737.909 311.471 1067.482 80.13 1099.254 251.460
       [,33]   [,34]   [,35]  [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   2.327   4.319   3.491    4.0   4.004   3.207   3.224  1.189   2.616
[2,]  61.950 558.591 987.364 1026.6 129.308 761.761 206.610 29.902  87.383
[3,] 214.183 883.392 708.926  571.3 127.269 290.816 195.273 53.916 162.210
       [,42]   [,43]   [,44]   [,45] [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  0.9171   3.324   3.189   2.611 1.569   3.619   2.842   4.597   2.694
[2,] 35.5059 410.863 940.117 350.539 4.974 764.640  78.895 228.962 240.079
[3,] 40.0150 515.895 373.685 142.976 6.081 515.411 157.180 183.497 134.912
       [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]   [,58]
[1,]   4.366   3.309   1.608    3.974    3.366    3.495    1.847   3.076
[2,] 751.035 313.128 185.407 1326.868 1109.814  975.836 1195.454 230.756
[3,] 571.664 411.171  44.951  544.565  491.985 1012.400  964.389 231.976
     [,59]   [,60]   [,61]   [,62]   [,63]   [,64]    [,65]  [,66]   [,67]
[1,]  0.88    2.52   1.601   3.057   2.689   3.035    3.408  1.494   3.171
[2,] 73.07  832.12 145.091 159.249 360.941 846.007 1132.117 50.992 836.720
[3,] 69.70 1104.25 151.561 683.138 258.424 475.250  490.635 34.850 339.638
       [,68]    [,69]  [,70]  [,71]   [,72]  [,73]   [,74]   [,75]
[1,]   2.714    3.263  1.533  3.586   3.067  4.363   4.408   4.223
[2,] 140.285 1079.643  2.417 77.212 672.250  9.896 994.052 346.200
[3,]  26.062  861.355 36.895 77.122 236.309 43.164  81.255 226.990
        [,76]   [,77]   [,78]   [,79] [,80]    [,81]   [,82]   [,83]
[1,]    3.742    2.43  0.8644    2.67  2.09    2.739   2.068   2.573
[2,] 1106.646 1283.81 42.9917 1103.39 38.03  674.874 214.948 400.498
[3,]  108.415  864.34 20.9452 1053.41 17.71 1198.138 314.304 186.008
      [,84]  [,85]   [,86]  [,87]   [,88]    [,89]    [,90]   [,91] [,92]
[1,]  1.021   2.74   2.294  5.571   5.633   0.9508   0.9751   1.606   1.6
[2,] 48.747 961.90 210.379 39.405 176.171 365.5333 546.2039 142.761 221.7
[3,] 59.710 299.48 177.534 52.241 243.607 420.4220 161.5716 210.071 138.1
       [,93]  [,94]   [,95] [,96]   [,97]   [,98]
[1,]   2.835  1.381   3.155    19   11.61    4.22
[2,] 171.201 37.722 446.558  1789  889.81 1306.29
[3,] 273.660 18.589 524.833  3480 1137.13 1223.48
[1] "--- VAR model 2017-10-04 21:31:00  completed"
[1] "Completed training sample:  2017-10-04 21:31:00 - 2017-10-05 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 22:01:00 - 2017-10-05 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.41457         0.28477        -1.2724       -14.4317
         0.01421         0.15135         0.9279         4.5717
        -0.08571         0.04894         0.6071        -0.2836
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.431       -0.15860            2.636          -0.2393
         -9.979       -0.05873            2.953           0.8745
          2.032       -0.09773            3.401          -0.1508
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7844           4.3456           2.5302           -10.30
           0.1268          -0.1283          -0.3220           -13.03
           0.3637           3.3178          -0.3551           -12.42
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9447           5.0916         1.083544          -0.5751
          -0.3854           2.1757        -0.004182          -0.7792
           0.6006           0.9496        -1.833193          -0.5673
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.518            4.289           0.7235          -1.2269
            1.354           -1.554          -2.2472           0.8811
           -2.186            0.359           1.4730           0.2463
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.0419          0.28650            5.301           5.1397
          -0.8939          0.18654           -2.367          -1.1387
          -0.7847          0.03357            1.347          -0.3608
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2230          3.95515           -2.847          -0.3795
           0.2480         -0.04557            3.889           0.4543
           0.1652         -1.34626           -1.415          -0.4332
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
        -15.67843          0.12674          -12.235          0.58730
          4.83246          0.04902            1.140          0.10496
         -0.08385          0.02454            2.345          0.07011
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.153           -7.104           -2.193            5.567
           -2.375           -5.150          -12.495           -9.905
            0.822            3.764            2.247           -1.887
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.483          7.33038          0.29207           0.7746
            1.572          4.06267          0.33040           0.4718
            1.056          0.05537         -0.05321           0.2822
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0392         -0.13892           0.8191           -2.202
           0.6081         -0.04381          -0.8829            1.289
           0.1255         -0.08983          -4.9248           -1.922
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.2299          0.17910           4.0935          -0.7352
           0.2105          0.02314          -3.0570           0.6898
          -0.2773          0.02620          -0.2515           0.9585
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.02749          -1.4445           -4.465           0.6673
          0.28647           0.5232            4.546          -0.1254
         -0.11100          -0.9408           -1.769           0.3203
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.6110         -11.3027           -8.487           -2.947
          -0.1636           0.6509           -2.274           -7.964
          -0.1360           0.5004            2.671            1.184
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.392           0.9954            1.149            8.690
           -7.842           0.8183            0.866            1.685
           -1.852           0.5419            1.138           -6.288
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3015           8.5358           1.1771           6.4353
          -0.6413           0.8662           0.5956           5.3100
          -0.7571          -1.9773           1.0426          -0.0725
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.2308          -0.2185            1.784           1.1096
           5.6503          -0.3739            8.443           0.3087
           0.4015          -0.3327            2.031           0.3332
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.288         0.003763           0.9119           -2.466
           12.240         0.153607          -0.6622            1.437
            2.640        -0.023261           0.1441           -0.513
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.29179          -2.3095           0.8156         -0.84859
         -0.08365           0.5538          -0.4992         -0.06872
          0.28557          -0.4256          -0.1206         -0.24353
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.3237      -0.00029564          -5.8120        -0.003824
          -0.7840      -0.00005330          -1.0523         0.655127
           0.6556       0.00001501           0.6763        -0.275221
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.4854            1.230           -2.691         -0.05701
          -0.6972            1.623           -0.522          0.01021
          -0.5666            1.022            1.159         -0.13512
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.012          0.12945          2.36202           1.7617
            6.300         -0.01066         -0.09817           0.5171
            1.071          0.01513         -0.37828           1.0777
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2131         -0.02132         -0.01144          1.34005
           0.4879          1.10283         -0.49029          0.02866
           0.7750         -0.11695         -0.73847         -0.48255
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          4.26150          0.09343           -2.870            242.2
          0.09401          0.15439           -2.876            240.9
         -1.70013          0.02694           -2.568            239.1
 rnd_95776.volume rnd_95787.volume
            5.530          3.38992
           -1.200         -0.31228
           -2.781          0.04158
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.130 1.459 5.437 2.629 5.768 0.8111 1.566 3.433 4.151 3.158 2.075
[2,] 3.131 1.484 5.497 3.805 5.935 0.8133 1.593 3.433 4.159 4.118 2.305
[3,] 3.197 1.499 5.580 4.336 6.543 0.8269 1.640 3.446 4.175 4.128 2.306
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.669 1.680 3.624 2.850 2.513 3.667 2.534 4.347 3.940 6.191 2.723
[2,] 6.301 1.685 3.924 3.316 2.612 3.982 3.711 4.788 3.985 6.276 2.745
[3,] 6.549 1.713 4.027 3.592 2.633 4.361 3.923 4.986 4.219 6.323 2.766
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.484 3.913 1.046 3.685 3.634 2.927 2.848 1.475 2.684 3.658 1.860
[2,] 11.820 5.165 1.047 4.180 4.194 2.940 4.368 1.479 3.394 3.716 1.874
[3,] 11.865 5.697 1.048 5.841 5.897 2.967 4.913 1.500 4.118 3.741 1.948
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.758 2.816 3.270 3.478 2.599 2.360 0.8828 1.854 0.7322 2.857 2.981
[2,] 4.085 3.575 3.987 3.516 3.002 2.398 0.8841 1.876 0.7334 2.960 3.582
[3,] 4.712 4.034 4.344 3.535 3.063 2.419 0.8946 1.902 0.7340 3.125 3.704
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.978 1.291 3.094 2.128 3.445 1.967 3.356 2.403 1.368 3.164 2.672
[2,] 2.095 1.292 3.503 2.129 3.468 2.035 3.968 2.439 1.371 4.309 3.409
[3,] 2.122 1.292 3.626 2.135 3.473 2.054 4.108 2.561 1.371 4.421 3.695
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.752 1.575 2.377 0.8633 2.108 1.289 2.340 2.009 2.306 2.646 1.234
[2,] 3.289 2.749 2.403 0.8771 2.747 1.320 2.397 2.114 2.840 3.346 1.237
[3,] 3.918 3.334 2.423 0.8858 3.404 1.354 2.702 2.176 3.044 3.499 1.241
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.543 2.047 3.417 1.207 2.921 2.631 3.419 3.855 3.200 3.146 2.448
[2,] 3.108 2.063 4.081 1.209 2.921 3.184 3.419 4.379 3.233 4.300 3.377
[3,] 3.198 2.069 4.340 1.212 2.982 3.198 3.420 4.381 3.311 4.309 3.934
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6221 2.183 1.561 2.341 1.714 1.896 0.8596 2.399 1.491 4.598 4.494
[2,] 0.6322 3.059 1.565 2.508 1.753 2.034 0.8643 3.002 1.509 4.654 4.513
[3,] 0.6330 3.909 1.565 3.904 1.805 2.087 0.8710 3.045 1.526 4.655 4.549
      [,89]  [,90] [,91] [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.8763 0.8223 1.214 1.235 2.178 0.9934 2.398 14.82 9.109 3.780
[2,] 1.0924 1.2363 1.283 1.368 2.196 0.9980 2.558 15.31 9.390 5.020
[3,] 1.2913 1.3144 1.368 1.408 2.277 1.0097 2.749 16.84 9.775 5.536
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]  [,6]    [,7]    [,8]
[1,]   3.975   1.853   6.904    3.338    7.324  1.03   1.988   4.359
[2,]  35.810 142.232 422.167 1437.627  730.276 31.37 154.944  23.896
[3,] 337.753 109.178 501.508 1086.099 1440.056 78.06 203.621 158.069
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]  [,15]   [,16]
[1,]   5.271    4.011   2.634    7.198   2.133   4.602   3.62   3.191
[2,] 134.057 1381.158 524.467 1437.746  71.934 785.651 885.37 372.993
[3,] 191.797  146.460  42.338  932.599 160.504 473.332 721.90 172.025
       [,17]    [,18]   [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   4.656    3.218    5.52   5.004   7.861   3.458    8.234    4.969
[2,] 812.217 1416.904 1049.42 311.830 539.469 181.513 5164.441 1761.839
[3,] 928.215  663.884  725.68 722.858 401.952 179.150  537.349 1255.435
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]  1.328    4.679    4.615   3.716    3.617   1.873    3.409   4.645
[2,] 24.136 1031.473 1094.419 144.801 1730.604  52.912 1085.176 341.634
[3,] 17.627 2132.039 2166.293 210.700 1175.062 132.436 1218.505 228.214
       [,33]    [,34]    [,35]    [,36]   [,37] [,38]   [,39]  [,40]
[1,]   2.362    4.772    3.576    4.153   4.417   3.3   2.997  1.121
[2,] 120.155  837.118 1151.136 1191.683 270.270 785.1 221.758 25.408
[3,] 277.102 1227.417  976.411  901.060 190.492 318.5 167.218 71.330
       [,41]   [,42]   [,43]    [,44]   [,45]  [,46]   [,47]  [,48]
[1,]   2.354  0.9298   3.628    3.786   2.512  1.639   3.928  2.702
[2,] 149.841 21.6541 404.881 1037.739 361.035 29.206 859.233 37.739
[3,] 162.808 14.9997 522.965  493.542 175.799 22.060 489.035 80.426
       [,49]   [,50]    [,51]   [,52]  [,53]    [,54]    [,55]    [,56]
[1,]   4.375   2.498    4.261   3.052  1.737    4.018    3.393    3.495
[2,] 207.140 271.902 1107.074 216.460 47.001 1528.580 1106.688  941.372
[3,]  99.914 145.923  555.338 408.314 10.551  516.432  744.386 1112.018
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    2.001   3.019  1.096    2.677   1.637   2.972   2.55   2.928
[2,] 1177.257 183.059 80.872  920.518 147.055 270.500 345.22 866.166
[3,]  986.107 162.790 64.848 1050.057 156.958 651.327 268.92 573.672
       [,65]  [,66]   [,67]  [,68]    [,69]  [,70]   [,71]   [,72]  [,73]
[1,]    3.36  1.567   3.229   2.60    4.339  1.533   3.709   3.341  4.342
[2,] 1070.60 44.922 933.991 131.99 1166.123 33.512  10.033 937.658 14.491
[3,]  534.35 48.962 393.313  85.84  771.532 48.151 313.096 153.837 41.560
        [,74]   [,75]    [,76]    [,77] [,78]    [,79]  [,80]    [,81]
[1,]    4.895   4.064    3.994    3.108  0.79    2.772  1.983    2.973
[2,] 1085.084 238.275 1531.711 1215.780 58.62 1119.693 58.880  470.662
[3,]   66.888 373.425  152.313 1054.072 16.52 1272.103  1.565 1563.535
       [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   2.177   2.408  1.091   3.046   1.894   5.839   5.707   1.113
[2,] 190.192 384.661 47.461 942.931 118.979 377.867 216.961 340.874
[3,] 226.204 243.689 56.002 268.380 119.058  32.422 296.616 359.772
       [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   1.044   1.541   1.568   2.766  1.261   3.045   18.82   11.57    4.8
[2,] 482.447 217.162 307.714 144.586 50.110 465.672 2005.02 1191.39 1726.2
[3,] 233.186 249.065 174.822 314.746 80.302 525.111 3670.68 1419.91 1219.8
[1] "--- VAR model 2017-10-04 22:01:00  completed"
[1] "Completed training sample:  2017-10-04 22:01:00 - 2017-10-05 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 22:31:00 - 2017-10-05 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.9802       -0.067874          2.701         13.112
         -0.6874       -0.028892         -1.580         -5.857
          0.6264       -0.004887         -1.181         -3.825
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          10.30        0.18636            1.505            3.267
          12.18        0.19800            2.422            1.413
          -4.53        0.04047            1.695            2.329
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           4.0206           11.249            7.718           -20.52
           1.1226            2.539            1.843           -18.11
           0.1755            3.575            2.829           -16.13
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.941           11.445          8.68363            7.287
           -2.252            4.131          3.06825           -3.308
            1.617            1.958          0.06506            2.518
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           14.960            3.020          -0.5786           0.7987
           13.059           12.869          15.0595           8.7652
            4.653            4.459          14.6199          12.2662
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.1012          -0.7569          -17.198          -4.4470
           1.0693          -1.0050            3.794           1.8974
          -1.1765          -0.1580           -1.679          -0.0908
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.13694           -3.656            2.697           0.6779
          0.05828           -6.285           -6.422           1.3396
          0.01200            3.230            1.550          -0.2153
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           24.721           0.7571           14.524          -1.3419
           -7.113           0.7661            0.473          -0.9960
           -4.186           0.4261           -5.041          -0.6615
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.334            8.934           -5.293          -7.2386
            2.411            7.834           14.626          13.4024
           -1.290           -6.241           -2.201           0.9761
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.985            6.700          0.36505         -0.01384
            4.294           -2.363          0.15316         -0.27786
            4.224            3.208          0.05759         -0.16604
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.664         -0.18180           -2.479         -11.6697
            1.747         -0.02884           -1.110          -6.1229
            2.050          0.14855            5.639          -0.2928
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4459         -0.01535           -7.474           0.5187
          -0.1054          0.12871           -6.568          -0.1555
           2.4655          0.18375           -3.124          -0.0345
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.33873         -0.46490           -6.309           1.9152
          0.25199         -0.20912           -4.166           1.9042
          0.05777         -0.05175           -4.243           0.7006
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2688           -3.072           -2.357            5.837
          -0.1383           -4.183           -3.977           -1.587
           0.1715           -4.328           -2.745           -2.758
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.790           0.3120        1.0350624           -4.343
           -1.286           0.2904       -0.6292703            5.904
           -3.070           0.3058        0.0009689           -1.886
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.537          -1.6358           0.8548          -0.4585
           -1.447           0.9688           0.2867          -1.4446
           -1.023           0.5259           0.1253           3.4034
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.7201           0.1152           1.0040           0.6944
          -1.6605           0.3287          -1.6265           0.1201
           3.2843           0.1897           0.1998           0.8626
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.5647        -0.069712          -0.4334           -7.171
          -0.1555        -0.103639          -0.4694            1.227
           0.2457        -0.008926          -0.1327           -2.330
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.0395           2.6933          -0.5909            5.496
           0.8123           0.2279           0.2449           -3.667
          -0.9164          -1.8755          -0.2729            0.658
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.2836        -0.128081          -14.734          0.41833
          -0.3853         0.041730            5.494         -0.04796
           0.6351         0.007031           -2.172          0.15383
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -13.690          0.48745         -0.07105          0.03670
            4.529         -0.01333         -0.11799         -0.18512
           -2.713          1.27772         -0.72416         -0.06901
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          10.6051           0.4232           2.2864          -3.5506
           0.4721           0.3402          -0.5281          -1.0358
           1.9751           0.1454           0.6804          -0.9529
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2444          -1.7144          -2.4036          -1.8199
           0.1227           1.5606           0.6003          -0.3123
          -0.2264          -0.2882           0.2961           0.2264
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.0400           0.5677           -2.808            231.7
           0.4989           0.8518           -2.131            226.8
           0.4735           0.5676           -2.375            225.6
 rnd_95776.volume rnd_95787.volume
          -15.495           -0.919
          -12.019           -5.318
           -7.931            2.594
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.543 1.458 5.800 3.006 5.311 0.6988 1.660 4.748 5.494 3.491 2.249
[2,] 3.558 1.458 5.811 4.200 5.714 0.6991 1.710 4.874 5.574 5.144 2.659
[3,] 3.606 1.462 5.861 4.598 6.181 0.7113 1.742 4.878 5.583 5.161 2.683
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.853 1.791 4.180 3.651 2.764 4.061 2.949 4.044 3.885 6.571 2.673
[2,] 7.286 1.794 4.684 4.175 2.779 4.550 4.274 4.946 4.100 6.598 2.699
[3,] 7.631 1.802 4.843 4.630 2.828 5.255 4.653 5.510 4.378 6.614 2.737
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.311 4.996 0.9899 3.954 3.966 3.112 3.037 1.379 2.869 3.454 1.904
[2,] 11.980 5.853 0.9944 4.375 5.022 3.134 4.905 1.383 3.750 3.515 1.925
[3,] 11.980 5.872 0.9960 6.003 6.134 3.160 5.405 1.407 4.890 3.547 2.029
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.968 3.050 3.212 3.696 2.749 2.182 0.8362 1.869 0.7448 2.954 3.171
[2,] 4.303 3.774 4.257 3.772 3.014 2.214 0.8369 1.897 0.7448 3.179 3.832
[3,] 5.104 4.264 4.659 3.802 3.035 2.233 0.8436 1.934 0.7450 3.274 4.123
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.890 1.430 3.200 2.331 3.236 1.983 3.690 2.378 1.405 3.123 2.885
[2,] 1.923 1.434 3.681 2.331 3.264 1.985 3.926 2.438 1.407 3.848 3.415
[3,] 1.995 1.438 3.799 2.332 3.277 1.994 4.140 2.555 1.409 4.056 3.522
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.832 1.925 2.156 0.9890 2.859 1.346 2.335 2.003 2.223 2.662 1.333
[2,] 3.233 2.686 2.166 0.9950 3.270 1.374 2.383 2.003 2.944 3.458 1.334
[3,] 3.561 3.280 2.169 0.9982 3.691 1.413 2.707 2.024 3.052 3.559 1.338
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.544 2.015 5.012 1.214 3.471 3.003 3.277 3.997 3.214 3.501 3.022
[2,] 2.954 2.020 5.337 1.216 3.478 3.811 3.299 4.649 3.215 4.472 3.529
[3,] 3.058 2.025 5.616 1.217 3.551 3.857 3.303 4.674 3.261 4.658 4.452
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5889 2.397 1.572 2.576 1.702 1.763 0.8624 2.520 1.507 4.828 4.508
[2,] 0.6000 3.384 1.583 2.829 1.762 1.843 0.8624 3.098 1.508 4.872 4.521
[3,] 0.6005 4.145 1.584 4.081 1.820 1.881 0.8678 3.109 1.511 4.887 4.654
     [,89]  [,90] [,91] [,92] [,93]  [,94] [,95] [,96]  [,97] [,98]
[1,] 1.187 0.9872 1.069 1.056 2.168 0.9997 2.146 14.94  8.934 4.578
[2,] 1.188 1.1665 1.191 1.216 2.182 1.0087 2.295 15.48  9.484 4.784
[3,] 1.189 1.1766 1.199 1.224 2.330 1.0225 2.501 17.00 10.072 5.835
Root mean square errors of predictions:  
      [,1]   [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.5  1.851   7.365    3.817    6.744  0.8874   2.109   6.029
[2,] 166.4  8.278 189.989 1541.807 1108.802 10.6788 213.838 580.201
[3,] 308.9 58.748 401.009  983.882 1237.992 68.7742 174.648 100.654
        [,9]    [,10]   [,11]    [,12]  [,13]    [,14]    [,15]  [,16]
[1,]   6.977    4.433   2.855    8.702  2.274    5.308    4.636   3.51
[2,] 494.427 1985.930 746.517 1300.743 57.491 1111.362 1063.978 148.07
[3,] 166.241  220.103 184.939 1193.104 89.956  645.131 1052.228 275.52
        [,17]    [,18]    [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]    5.157    3.745    5.135   4.934   8.345   3.395    9.284    6.344
[2,] 1078.547 1625.638 1496.893 688.792 311.705 195.947 4988.362 1603.494
[3,] 1382.171  967.006 1276.498 806.759 239.510 237.999   46.515  246.639
      [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]  1.257    5.021    5.036   3.951    3.856   1.75    3.643   4.386
[2,] 50.039  984.404 1619.384 196.937 2024.875  55.87 1269.402 343.613
[3,] 29.135 2160.853 1851.918 212.098 1193.709 136.10 1649.459 247.839
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   2.417    5.039    3.873    4.079   4.693   3.491   2.771  1.062
[2,] 148.629  874.625 1168.867 1468.944 397.428 649.575 195.598 18.435
[3,] 337.021 1443.262 1042.891  994.692 248.344 186.711 152.264 55.553
       [,41]  [,42]   [,43]    [,44] [,45]  [,46]   [,47] [,48]   [,49]
[1,]   2.373 0.9457   3.751    4.026   2.4  1.816   4.063  2.96   4.109
[2,] 173.253 1.3167 617.148 1130.879 184.7 55.796 956.900 12.93 226.618
[3,] 198.060 9.2387 413.110  800.637 279.3 51.333 494.692 20.30 151.751
      [,50]   [,51]   [,52]  [,53]    [,54]   [,55]   [,56]   [,57]
[1,]  2.518   4.685   3.019  1.784    3.966   3.664   3.596   2.444
[2,] 47.717 705.979 283.167 41.605 1181.713 960.428 819.582 984.546
[3,] 96.796 690.200 402.175 35.473  674.162 453.522 785.531 989.716
       [,58]  [,59]  [,60]   [,61]   [,62]   [,63]    [,64]    [,65]
[1,]   2.738  1.256   3.63   1.709   2.965   2.544    2.822    3.381
[2,] 109.371 57.456 834.99 144.317 249.688   8.888 1015.023 1159.733
[3,]  57.606 41.772 899.18 173.848 674.702 151.493  423.046  443.428
      [,66]   [,67]  [,68]   [,69]  [,70]   [,71]    [,72]   [,73]
[1,]  1.693   3.231  2.559   6.365  1.542   4.408    3.814   4.162
[2,] 26.227 788.795 69.716 963.377 40.019 115.518 1233.088 197.201
[3,] 51.207 415.953 77.126 918.731 24.781 374.918  313.494  85.556
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]  [,80]    [,81]
[1,]    5.076   4.082    4.445    3.837  0.7478    3.043  1.996    3.271
[2,] 1247.791  24.548 1463.203  958.238 60.2949 1255.785 96.751  614.270
[3,]  254.688 288.616  684.546 1426.458 12.3348 1258.459 38.289 1546.155
       [,82]   [,83]  [,84] [,85]  [,86]   [,87]   [,88]  [,89]   [,90]
[1,]   2.162   2.238  1.095   3.2  1.914   6.131   5.724  1.507   1.254
[2,] 238.424 282.934  1.118 947.1 25.383 343.168 183.017 27.184 326.625
[3,] 239.717 197.041 50.632 138.4 55.080 199.953 581.402 26.792  81.045
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   1.357   1.341   2.753  1.269   2.725   18.98   11.35    5.814
[2,] 276.574 316.740 131.356 70.575 427.709 2122.48 1673.11  729.193
[3,]  70.377  71.985 428.632 88.159 523.334 3693.70 1781.34 1756.007
[1] "--- VAR model 2017-10-04 22:31:00  completed"
[1] "Completed training sample:  2017-10-04 22:31:00 - 2017-10-05 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 23:01:00 - 2017-10-05 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.7628        -0.41930         -1.211         -6.542
          1.2884         0.33151         -2.000        -11.158
          0.9203        -0.03777          1.195         -6.110
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -15.129         0.3641            2.022            8.248
         -7.954         0.7862            5.863            5.984
         -9.763         0.6276            2.989            3.238
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.576           13.202            6.340           -11.74
            6.654            5.598            2.630           -11.19
            6.436            5.569            2.591           -10.38
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.604           10.887           10.857           0.2017
            2.609            7.206           10.408           0.4658
            3.193            4.242            6.353           1.0377
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.675            9.135            18.27            13.60
           15.763           10.712            22.04            19.48
            8.628           12.328            18.64            12.02
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.9016           1.7018           -3.003          -2.5310
           0.6030           0.4934           -2.908          -0.9722
          -0.5021           0.1272            0.576          -0.5091
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4399          -8.1493          -12.631            8.659
           0.1681          -0.2299           -7.779            5.527
           0.3710          -1.5894           -3.419            4.881
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.786           0.9323           -7.113           -4.956
          -12.486           1.5124          -14.409           -4.077
           -2.063           0.7800           -9.004           -2.788
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.307           -8.128          -15.083           -4.185
           -2.770           -7.451           -5.189           -7.363
           -1.732           -7.947          -10.507           -9.351
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.8381          -0.4332         0.114716           0.1807
           0.5884           1.8863        -0.057605          -0.1569
           0.5202           1.3204        -0.006258          -0.2450
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2359        -0.047972           -17.93           -23.71
           0.1708        -0.006986           -13.50           -12.76
          -0.2647        -0.073365           -10.83           -12.10
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.689            1.941          -10.041           2.3539
            2.323            1.696          -13.191           1.5166
            5.283            1.334           -8.818           0.4317
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.3635           0.3945           -3.026            2.176
           1.3664          -0.5856           -4.176            2.022
           0.5962           0.1582           -6.417            1.237
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.09856           -3.244           -5.254           3.9159
         -0.30155           -1.001            1.968          -1.8507
         -0.02046           -2.551           -3.356          -0.3445
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.269           0.8614           0.8235           0.4203
           -5.758          -0.3189          -0.1514           3.5436
            1.490           0.1497           0.2955          -4.8328
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.106           2.1873           0.4433           10.030
           -1.607           0.6644           1.5745            1.132
           -1.606          -0.6210           0.7470            2.659
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           16.303         0.051099          10.7483           0.6116
            3.220         0.048769           4.3466           0.6238
            2.224        -0.005127           0.3556           0.2901
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           15.020          0.17223           3.1198          -1.6564
           12.906          0.21867           0.8362           2.9726
            4.862         -0.08163           0.5362           0.2927
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.293          -0.4731          -2.7257            4.594
           -2.451           2.2888           0.6835           -0.133
           -4.415           0.4290          -0.6759            2.149
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.067          -0.7851           1.0953           1.7794
           -2.663           0.1546           3.4509          -0.2161
            2.301           0.1056          -0.2307           0.9068
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.3563            1.757          -0.4789         -0.12113
           5.5990            2.554          -0.7812         -0.15993
          -0.9104            1.186          -0.3134         -0.05908
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.0207       -0.1354177           0.4222           -17.28
           2.2757       -0.0009488          -1.2638             3.29
           0.1931       -0.0344549           2.0262           -10.37
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5084          -3.0899          -3.8778          -3.2686
          -0.1007           1.0490          -0.8714          -0.3140
           0.2977           0.4641           0.9073           0.1805
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5000          0.45498           -5.760          13.6131
           0.7598         -0.10346           -5.653          11.4080
          -1.6619          0.06452           -5.539          -0.6687
 rnd_95776.volume rnd_95787.volume
           -1.573           -6.577
            4.807            1.586
            3.205           -1.921
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.674 1.523 6.017 4.775 6.201 0.6869 1.754 5.707 6.608 4.339 2.534
[2,] 3.680 1.528 6.018 6.011 6.570 0.6878 1.793 5.990 6.910 6.206 2.974
[3,] 3.778 1.529 6.043 6.343 7.088 0.7112 1.860 6.143 6.959 6.245 3.040
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.243 2.142 4.366 4.055 2.964 4.176 3.171 4.287 3.956 7.445 2.817
[2,] 7.690 2.148 4.947 4.417 2.999 4.751 4.490 5.157 4.315 7.530 2.848
[3,] 7.942 2.279 5.158 4.857 3.015 5.491 4.878 5.733 4.688 7.544 2.872
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.507 5.172 1.063 4.629 5.392 3.108 4.881 1.370 4.120 4.159 2.112
[2,] 13.038 6.164 1.072 5.202 6.219 3.141 6.379 1.373 5.243 4.235 2.206
[3,] 13.047 6.189 1.073 6.953 6.867 3.267 6.800 1.414 6.043 4.431 2.290
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.901 4.162 4.548 4.139 2.970 2.155 0.8590 1.981 0.7776 3.524 3.412
[2,] 5.341 4.538 5.599 4.229 3.491 2.178 0.9249 2.019 0.7779 3.788 4.066
[3,] 6.175 5.211 5.974 4.236 3.520 2.191 0.9295 2.050 0.7779 3.880 4.373
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.966 1.526 3.408 2.837 3.287 1.945 4.352 2.418 1.517 3.340 3.309
[2,] 2.042 1.590 3.749 2.843 3.297 1.948 4.620 2.484 1.523 4.223 3.613
[3,] 2.068 1.599 3.875 2.873 3.382 1.963 4.674 2.582 1.532 4.408 3.965
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.978 2.347 2.442 1.151 2.944 1.343 2.429 2.226 2.781 2.722 1.435
[2,] 3.412 2.829 2.443 1.151 3.722 1.355 2.558 2.231 3.215 3.664 1.438
[3,] 3.978 3.459 2.452 1.152 3.947 1.376 2.859 2.269 3.274 3.819 1.440
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.013 1.954 5.172 1.398 4.197 4.103 3.549 4.411 4.002 3.813 2.824
[2,] 3.227 1.957 5.551 1.399 4.197 5.070 3.562 4.947 4.002 4.867 4.067
[3,] 3.418 1.967 5.700 1.408 4.315 5.085 3.692 4.964 4.117 5.017 5.025
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7221 2.666 1.985 2.984 1.895 1.866 0.9318 2.757 1.622 5.291 5.028
[2,] 0.7355 3.956 2.020 3.326 1.911 1.866 0.9341 3.598 1.624 5.356 5.212
[3,] 0.7393 4.701 2.021 4.555 1.961 1.881 0.9411 3.640 1.625 5.391 5.824
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.390 1.455 1.401 1.165 2.514 1.224 1.981 17.87 10.98 5.219
[2,] 1.490 1.683 1.776 1.520 2.555 1.224 2.168 19.96 11.68 5.360
[3,] 1.493 1.757 1.827 1.631 2.633 1.247 2.364 22.34 11.70 6.618
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.665  1.933   7.641    6.064    7.875  0.8722   2.227   7.247
[2,] 103.775 66.366  25.636 1821.105 1083.353 17.7387 185.843 907.412
[3,] 427.104 21.802 273.583 1010.736 1326.113 90.2446 247.414 679.918
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    8.391    5.509   3.218    9.197   2.719    5.544    5.149   3.763
[2,] 1008.901 2214.005 776.258 1288.342  84.097 1160.909  874.174 228.562
[3,]  409.689  347.483 315.153  990.500 379.878  729.156 1007.631 154.150
        [,17]    [,18]    [,19]   [,20]   [,21]   [,22]  [,23]    [,24]
[1,]    5.303    4.027    5.444   5.023   9.455   3.578   10.8    6.568
[2,] 1129.717 1585.670 1429.362 859.741 561.245 207.958 4929.2 1672.487
[3,] 1374.164  952.018 1249.447 914.546 227.640 182.988  245.9  281.833
     [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]  1.35    5.878    6.847   3.947    6.198   1.74    5.232   5.282
[2,] 69.48 1184.462 1545.508 226.370 2048.973  46.04 1617.556 396.412
[3,] 15.65 2301.328 1452.771 447.415 1175.174 168.27 1499.414 651.269
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.682    6.224    5.285    5.775   5.256   3.772   2.737   1.091
[2,] 317.097 1058.129  902.168 1628.940 432.255 914.998 156.788 171.083
[3,] 307.690 1546.683 1278.093 1039.132 117.409 225.987 120.615  46.044
       [,41]  [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.515 0.9875   4.475    4.332   2.496   1.937   4.327   3.603
[2,] 194.124 9.7975 693.884 1103.894 276.404 224.157 779.307  93.478
[3,] 179.374 3.5120 419.119  802.785 163.481  82.656 490.690 205.571
       [,49]   [,50]   [,51]   [,52]  [,53]    [,54]   [,55]    [,56]
[1,]   4.174   2.469   5.526   3.071  1.927    4.241   4.202    3.781
[2,] 131.927  56.020 773.483 282.534 65.895 1289.683 723.359  830.563
[3,] 374.552 122.648 354.147 352.130 84.818  629.572 814.911 1020.861
      [,57]  [,58]  [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   2.98   3.10  1.462    3.738   1.705   3.084   2.827   3.531
[2,] 788.23  40.51  6.098 1136.198  89.856 400.485  68.258 804.914
[3,] 992.98 107.64 27.956  656.161 119.033 637.287 206.464 308.883
        [,65]  [,66]   [,67]   [,68]    [,69]  [,70]   [,71]   [,72]
[1,]    3.457  1.822   3.826   2.481    6.568  1.775   5.329    5.21
[2,] 1223.890 48.097 575.601  53.634 1005.799 27.355  12.738 1486.09
[3,]  536.405 35.703 562.133 101.556  645.570 77.546 500.652  192.78
       [,73]    [,74]   [,75]    [,76]    [,77]  [,78]    [,79]  [,80]
[1,]   4.507    5.601   5.082    4.841    3.585  0.917    3.385   2.52
[2,] 150.339 1117.291   6.997 1509.189 1460.182 69.695 1458.370 186.75
[3,] 483.528  207.311 482.229  607.930 1472.680 37.469 1267.086  30.50
        [,81]   [,82]  [,83]  [,84]    [,85] [,86]   [,87]    [,88]
[1,]    3.789   2.406   2.37  1.183    3.501  2.06   6.719    6.384
[2,]  733.231 123.051  10.57 32.733 1152.976 39.40 413.415  684.729
[3,] 1552.478 220.836 117.33 57.094  274.742 12.44 307.241 1297.006
       [,89]   [,90]  [,91]   [,92]   [,93]   [,94]   [,95]  [,96]   [,97]
[1,]   1.766   1.847   1.78   1.479   3.192   1.554   2.515   22.7   13.94
[2,] 266.556 421.876 544.06 487.261 226.477   9.464 440.294 4435.8 1997.16
[3,]  48.965 251.766 215.19 294.507 317.325 117.940 469.529 5006.6  350.18
        [,98]
[1,]    6.628
[2,]  608.421
[3,] 1936.665
[1] "--- VAR model 2017-10-04 23:01:00  completed"
[1] "Completed training sample:  2017-10-04 23:01:00 - 2017-10-05 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-04 23:31:00 - 2017-10-05 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6096          0.9975         -4.887         -12.99
          3.0457         -0.3525         -5.138         -19.40
          2.5211          0.3107         -6.341         -18.60
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.22         0.7166            2.806            2.687
         -15.39         1.7800            4.340           11.624
         -20.81         1.5060            1.262           -1.716
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.971          -3.0872           -4.200           -23.62
           -2.581          -7.5596            2.339           -20.79
           -3.577           0.6617           -4.446           -17.31
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.933           -8.831           -7.986           -8.417
           -5.957           -6.182           -6.027           -6.365
           -4.898           -7.754           -5.862           -4.571
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -31.44           -28.13          -10.253          -13.980
           -21.29           -26.57          -21.541          -11.743
           -17.64           -18.42           -9.887           -9.518
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3805          -1.0073          -19.471           -3.703
          -0.3053           0.1917           -7.803          -10.158
          -0.1477          -0.1821           -9.183           -4.731
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4864          -17.165           -12.42          -12.771
          -0.5179          -10.614           -11.33          -11.001
          -0.4682           -3.236           -10.52           -9.497
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            -7.45            1.394           -12.76           -4.097
           -15.62            1.519           -21.43           -4.866
           -13.28            1.047           -12.49           -3.236
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.589           -9.772          -16.606           -17.77
           -4.122           -5.850           -8.215           -11.17
           -3.524          -11.764          -16.666           -13.15
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.5294            5.831           0.9691          -0.5170
           3.4310            2.394           0.8072           0.9692
          -0.4325           -3.280           0.5567           0.9384
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.838          -0.4258          -10.465           -8.268
           -2.077           0.1565           -4.205          -11.002
           -1.398          -0.3579           -5.371           -5.568
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.787           0.6960           -3.211            2.152
           -1.948           0.3373           -4.962           -1.326
           -4.241           0.7214           -4.810            1.572
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8279          0.03814           -6.614           2.7374
           0.2317         -0.51768           -3.196          -0.6375
           0.1111          0.11980           -1.819           0.1781
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.53556            5.396            1.792          -16.598
         -0.37337           -7.475           -6.290            4.321
          0.06894           -3.400           -2.062           -7.029
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -16.169          -0.7402          -0.3597           0.1578
            7.666           0.2480          -0.1499         -12.0845
           -8.527          -0.4293          -0.4011           4.5654
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.327            3.937          1.25575            5.159
           -4.612           -5.800         -0.24021            4.820
           -3.798            3.122          0.05144           -7.431
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.289          -0.0328            3.952          1.41819
            6.169          -0.1730            3.700         -0.01622
           -9.035          -0.1078           -1.843          0.23167
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.220           0.2365            3.520            3.461
            6.288          -0.2974            2.271            2.833
            8.571           0.1495            1.281            1.522
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.5699            5.094            5.876          16.4397
           1.6867            2.304            4.820           0.2149
           2.9570            1.762            3.401           3.0116
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          10.9278           0.7007           5.8800           -1.844
           6.4694          -0.1781          10.6896           -3.309
           0.4216           0.3467          -0.2165           -3.186
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.016            1.933          0.87819          -0.0960
           12.869            3.429          0.44530           0.2646
           -0.457            1.971          0.01318           0.0511
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8961          -0.2322           1.5224          -19.292
           3.5171           0.2532          -0.4003           -4.649
          -0.4434           0.1246          -0.3656          -13.875
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.293            8.614           10.494          6.31882
            0.850            2.375            4.015          3.30357
           -1.158            2.964            1.691          0.07794
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.016           1.1879           -5.898           -5.997
           -2.513           0.5354           -5.699           -6.397
            1.638          -0.1535           -5.659           -8.491
 rnd_95776.volume rnd_95787.volume
          -9.3385           -4.312
           0.4985          -12.581
          -5.2483           -2.423
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.973 1.691 6.734 5.683 6.290 0.7381 1.921 6.073 6.834 5.190 2.837
[2,] 3.975 1.700 6.756 6.269 6.640 0.7417 1.971 6.362 7.013 6.740 3.129
[3,] 4.078 1.701 6.881 6.595 6.996 0.7585 2.040 6.542 7.235 6.805 3.310
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.730 2.815 5.170 4.926 3.836 5.160 3.822 5.169 4.612 9.247 3.413
[2,] 8.255 2.864 5.563 5.317 3.951 6.274 5.887 5.985 4.916 9.278 3.592
[3,] 8.583 2.935 5.718 5.509 4.072 6.659 6.331 6.641 5.377 9.279 3.787
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.36 5.697 1.083 5.865 5.982 3.511 5.743 1.487 5.122 4.669 2.157
[2,] 15.34 6.237 1.099 6.590 6.614 3.664 6.692 1.512 6.015 4.689 2.219
[3,] 15.37 6.935 1.104 8.176 7.264 3.840 7.138 1.555 6.743 4.955 2.277
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 5.587 4.753 5.106 4.515 3.329 2.166 0.9341 2.328 0.9484 4.017 3.786
[2,] 5.935 5.244 6.213 4.586 3.826 2.189 1.0310 2.381 0.9510 4.261 4.102
[3,] 6.478 5.611 6.542 4.598 3.845 2.199 1.0385 2.388 0.9510 4.366 4.336
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.124 1.648 4.046 2.872 3.433 2.083 4.100 2.486 1.660 3.426 3.558
[2,] 2.252 1.682 4.281 2.954 3.436 2.084 5.331 2.509 1.673 4.383 3.692
[3,] 2.339 1.687 4.336 3.026 3.552 2.101 5.548 2.630 1.679 5.170 4.304
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.061 2.576 2.890 1.317 3.204 1.429 2.754 2.382 3.358 3.028 1.563
[2,] 3.445 3.041 2.899 1.323 4.047 1.449 2.812 2.383 3.868 4.226 1.564
[3,] 4.013 3.684 2.899 1.326 4.171 1.477 3.101 2.436 3.931 4.346 1.566
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.129 2.237 5.338 1.545 4.886 4.274 3.922 4.641 4.618 4.251 3.548
[2,] 3.353 2.237 5.740 1.545 4.886 5.282 3.948 5.161 4.665 5.221 4.277
[3,] 3.567 2.288 5.931 1.548 5.083 5.297 3.992 5.177 4.995 5.470 5.104
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7921 3.258 2.389 3.779 2.041 1.904 1.001 2.988 1.799 5.895 5.868
[2,] 0.8201 4.454 2.421 4.171 2.060 1.904 1.003 3.782 1.800 5.908 5.871
[3,] 0.8227 5.086 2.437 5.099 2.133 1.915 1.009 3.842 1.800 5.924 6.961
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.076 1.998 1.945 1.903 2.751 1.528 1.868 17.85 11.42 5.726
[2,] 2.276 2.429 2.437 2.432 2.769 1.546 2.063 19.85 12.15 5.783
[3,] 2.279 2.680 2.546 2.527 2.918 1.552 2.260 22.31 12.23 7.520
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]    [,6]   [,7]    [,8]
[1,]   5.045  2.148   8.551    7.216    7.987  0.9373   2.44   7.712
[2,]  64.983 86.289 285.332 1371.047 1102.226 37.8163 226.73 982.314
[3,] 471.962 34.203 675.008 1060.068 1140.284 82.3172 273.22 789.705
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   8.678    6.591   3.602    9.816   3.574    6.565    6.255   4.871
[2,] 815.401 2227.191 684.125 1500.986 274.313 1063.548 1036.956 488.798
[3,] 922.252  484.738 558.584 1217.040 333.359  686.116  746.998 511.604
        [,17]    [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    6.553    4.853    6.563    5.856  11.74   4.334   14.43    7.234
[2,] 1848.571 2319.122 1562.361  882.043 394.40 580.690 5340.40 1315.289
[3,] 1155.339 1206.423 1491.542 1127.587  46.57 620.759  456.08 1570.101
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]  1.376    7.447    7.596   4.458    7.293   1.889    6.504   5.929
[2,] 94.969 1556.656 1460.970 541.892 1779.512 142.090 1633.496 223.220
[3,] 57.264 2506.663 1555.629 595.458 1285.847 188.056 1578.201 829.868
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.739    7.095    6.036    6.484   5.734   4.227   2.751   1.186
[2,] 270.058 1036.466 1147.499 1833.551 415.233 977.156 162.021 226.008
[3,] 264.114 1344.496 1033.565 1060.196 169.162 198.943 107.491  64.600
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   2.956  1.204   5.101   4.808   2.697   2.093   5.138   3.647   4.36
[2,] 259.116 36.642 735.956 816.542 386.963 175.679 724.215 358.550  75.19
[3,]  94.946  1.461 492.781 728.953 328.142  60.588 357.977 340.268 466.20
       [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   2.645    5.206   3.157   2.107    4.351    4.518    3.886    3.272
[2,]  32.137 1765.033 173.782 110.166 1415.854  510.075  818.721  837.029
[3,] 137.930  795.552 408.932  72.159 1420.121 1145.690 1066.462 1076.885
      [,58]  [,59]    [,60]   [,61]   [,62]   [,63]   [,64]    [,65]
[1,]   3.67  1.673    4.068   1.814   3.498   3.025   4.264    3.845
[2,] 116.01 60.179 1280.590 123.589 292.131  39.119 994.632 1526.709
[3,]  16.33 45.642  522.796 149.309 677.626 260.859 362.942  525.310
      [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]  [,73]
[1,]  1.985   3.973   2.841    6.778  1.961   6.204    5.427   4.98
[2,] 19.449 623.749  16.048 1093.073 21.397  17.775 1607.206 236.10
[3,] 37.806 630.942 248.586  773.099 48.056 725.705  209.469 305.91
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    5.893   5.864    5.398    4.506   1.006    4.137   3.033    4.799
[2,] 1169.493 344.182 1570.035 1237.171 109.961 1572.569 202.403  914.911
[3,]  209.796 923.826  844.196 1442.642  33.833 1271.660 145.448 1518.823
       [,82]   [,83]  [,84]    [,85]  [,86]   [,87]    [,88]   [,89]
[1,]   2.592   2.417  1.271    3.794  2.285   7.485    7.451   2.636
[2,] 144.730  21.092 35.243 1201.287 27.625 209.090  101.993 484.120
[3,] 286.739 106.062 56.707  349.314 15.547 221.204 1936.955  54.094
       [,90]  [,91]   [,92]   [,93]  [,94]   [,95]   [,96]  [,97]    [,98]
[1,]   2.537   2.47   2.416   3.494   1.94   2.373   22.67   14.5    7.271
[2,] 715.531 760.59 784.344 159.055 120.83 452.532 4497.85 2141.0  421.818
[3,] 586.265 381.56 355.143 476.722  73.92 477.955 5272.99  727.4 2489.772
[1] "--- VAR model 2017-10-04 23:31:00  completed"
[1] "Completed training sample:  2017-10-04 23:31:00 - 2017-10-05 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 00:01:00 - 2017-10-05 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.462          1.0392         -4.448         -27.16
          -1.611          1.1679         -3.684         -18.78
          -1.995          0.5425         -7.373         -19.65
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.51         1.8249            3.014           -17.94
         -32.71         0.9188            1.315           -12.93
         -20.48         0.8123            1.102           -17.52
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -10.016           -14.92           -6.940           -20.56
           -8.851           -13.37           -4.541           -19.74
          -13.138           -10.17           -7.667           -17.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -7.737           -19.25           -12.73           -4.973
           -5.118           -15.08           -13.74           -6.875
           -4.321           -16.42           -13.24           -6.613
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -27.54           -22.28          -11.883          -10.105
           -27.85           -28.35           -9.529           -8.775
           -30.69           -25.82          -17.577          -14.175
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.1202          -5.7452          -20.904           -6.558
           0.2634          -2.2352           -8.102           -9.212
           0.1033          -0.8006           -4.455           -9.247
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.665           -1.865           -18.05           -3.321
            2.022          -11.667           -15.42           -2.022
            2.215           -7.267           -19.31           -1.239
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -29.75          -0.3440           -39.94          -0.7594
           -12.61          -0.3711           -20.36          -0.3222
           -19.09          -0.9283           -22.55          -0.2884
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.232          -19.119           -13.69           -21.54
           -4.847          -19.018           -22.15           -20.30
           -4.072           -6.915           -14.47           -13.75
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2885          -6.5732           1.0552        -0.484805
          -0.3954          -5.5694           0.1536        -0.315723
          -0.1513          -0.2426           0.9414        -0.002215
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -9.184          -0.2382           -6.588           -9.457
           -5.043          -0.3675           -5.288          -13.022
           -5.085          -0.4628           -7.568          -12.390
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4442          -0.5593           -7.290          -2.7974
          -1.2580          -0.9621           -4.595           2.1772
          -1.2593          -0.2452           -6.699           0.3471
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.3253          -0.2117            1.304           3.6330
           0.9605          -0.3698           -3.476           3.5022
           1.2181           0.2700           -3.286           0.4295
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.4923           -9.684           -9.218           0.3243
           0.7851            1.736           -4.551          -9.9736
           0.2700           -5.078           -2.355           2.7332
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.6301           0.2591           0.1112         -6.64756
         -11.0697           0.1475          -0.9297         -0.09704
           0.4026           0.3450          -0.7965         -9.48731
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.434           -6.792          -0.5278            3.745
           -3.645            2.088          -0.3705           -8.147
           -2.632           -4.976          -0.8300            2.781
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.211           1.4044           0.6488           1.9564
          -10.261           0.5811          -5.8173           1.1629
            2.293          -0.2011          -1.2117           0.6042
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.908         -0.69408          -14.560          -12.121
            2.781         -0.18999          -11.465          -10.263
           -7.123          0.07392           -8.119           -8.684
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.324           -4.186           -8.597           -14.15
           -8.115           -5.507           -8.679           -10.33
           -6.637           -4.680           -9.279           -10.89
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -7.789           1.3870           -17.65         -0.08678
           -9.306           0.5262           -12.42         -0.31844
          -10.256           1.3337           -13.80          0.19091
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.615           0.8929          -3.1199          0.21499
          -12.979           0.9181          -0.6088         -0.18686
          -11.622           0.3311           0.3884          0.04613
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.954         0.927228           2.1501           -3.393
           -5.172         0.405390          -0.4426          -11.357
           -3.592         0.002536           1.1753           -4.163
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.291           -3.423           -3.536          -1.2326
           -2.687           -3.789           -2.495          -3.2686
           -1.294           -2.642           -1.088          -0.6343
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.3050          0.39932           -8.095          -10.591
           0.7174          0.10369           -8.168          -13.968
          -3.9399         -0.03483           -8.165           -8.074
 rnd_95776.volume rnd_95787.volume
            5.494            1.325
          -16.431          -17.917
           -2.414           -6.916
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.518 1.962 7.048 6.162 7.616 0.8492 2.240 6.791 7.456 6.212 3.311
[2,] 4.541 1.962 7.049 6.806 8.539 0.8725 2.307 7.190 7.781 7.554 3.626
[3,] 4.925 1.964 7.286 7.081 8.928 0.9063 2.474 7.257 8.008 7.712 3.712
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.518 3.150 5.483 4.867 5.530 5.073 3.965 6.235 5.314 11.82 3.762
[2,] 7.991 3.218 6.018 5.561 5.678 6.288 5.795 6.618 5.440 11.84 4.045
[3,] 8.265 3.323 6.243 5.905 5.732 6.739 6.345 6.988 5.958 11.85 4.142
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.78 6.408 1.200 6.609 6.557 4.218 6.159 1.566 6.051 4.781 2.212
[2,] 15.68 6.784 1.233 7.342 7.190 4.739 7.053 1.590 6.917 4.796 2.271
[3,] 15.79 7.412 1.257 8.663 7.739 4.985 7.465 1.623 7.439 5.083 2.319
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.052 5.080 5.721 5.146 3.556 2.415 1.019 2.551 1.082 4.403 3.740
[2,] 6.336 5.756 6.479 5.184 4.414 2.417 1.128 2.631 1.083 4.542 4.186
[3,] 6.812 6.145 6.709 5.228 4.435 2.422 1.139 2.652 1.140 4.657 4.457
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.388 1.820 4.415 4.014 3.718 2.177 4.452 2.995 1.796 3.858 3.624
[2,] 2.564 1.884 4.636 4.059 3.718 2.179 5.870 3.008 1.819 4.858 3.791
[3,] 2.613 1.893 4.736 4.238 3.959 2.192 6.052 3.126 1.826 5.942 4.617
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.431 2.807 3.217 1.377 3.626 1.589 3.108 2.853 3.688 3.425 1.681
[2,] 3.768 3.345 3.242 1.423 4.375 1.604 3.159 2.854 4.128 4.729 1.788
[3,] 4.554 4.154 3.246 1.426 4.646 1.618 3.467 2.856 4.215 4.904 1.794
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.351 2.381 5.857 1.675 5.809 5.526 4.046 6.237 4.733 5.343 4.374
[2,] 3.851 2.383 6.314 1.675 5.861 6.412 4.117 6.461 4.806 6.396 5.202
[3,] 3.916 2.455 6.557 1.684 6.171 6.503 4.213 6.611 5.132 6.508 5.470
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9227 4.269 2.891 4.492 2.326 1.909 1.073 3.302 2.330 6.498 6.654
[2,] 0.9444 5.040 2.972 5.011 2.358 1.944 1.074 4.197 2.339 6.525 6.668
[3,] 0.9446 5.476 2.986 5.450 2.416 2.037 1.079 4.256 2.346 6.530 7.757
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.421 2.324 2.712 2.574 3.218 1.687 1.772 17.63 11.66 5.718
[2,] 2.593 2.879 3.081 2.928 3.244 1.707 1.956 19.55 13.84 6.118
[3,] 2.597 3.063 3.135 3.004 3.421 1.709 2.125 21.99 14.00 7.400
Root mean square errors of predictions:  
         [,1]   [,2]   [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    5.737  2.491   8.95    7.825    9.671   1.078   2.845    8.623
[2,]  237.623 23.482  48.95 1520.073 2032.275 105.413 289.687 1242.407
[3,] 1003.329 48.434 970.87 1028.778 1371.805 128.938 469.687  517.780
         [,9]    [,10]   [,11]    [,12] [,13]    [,14]   [,15]   [,16]
[1,]    9.468    7.888   4.204    9.547   4.0    6.962    6.18   7.022
[2,] 1171.025 2261.844 778.591 1424.784 347.7 1304.811 1415.70 676.882
[3,]  995.670  815.467 415.889 1111.300 436.5  874.818 1044.80 413.714
        [,17]    [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    6.442    5.035    7.917    6.749  15.01   4.777   14.96    8.138
[2,] 1954.782 2223.397 1167.201  611.579 389.79 781.340 5442.07 1171.542
[3,] 1274.805 1359.766 1180.408 1277.767 122.55 468.812  974.69 1571.267
       [,25]    [,26]    [,27]    [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.523    8.392    8.326    5.356    7.821   1.989    7.684   6.071
[2,] 149.315 1682.485 1551.726 1136.394 1807.477 144.198 1763.250 203.089
[3,] 130.749 2419.465 1506.342  813.824 1287.579 171.901 1439.617 885.427
       [,33]    [,34]   [,35]    [,36]   [,37]    [,38]  [,39]   [,40]
[1,]   2.808    7.685    6.45    7.265   6.535    4.515  3.067   1.294
[2,] 271.483  987.321 1424.02 1599.694 328.538 1375.883 47.144 254.554
[3,] 248.090 1315.615 1132.82  916.204 357.332  228.884 82.947  84.315
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.239   1.374   5.592   4.749   3.033   2.311   5.606   5.097
[2,] 338.004  23.064 585.590 989.274 490.756 255.386 744.260 318.738
[3,] 178.438 187.539 541.814 804.409 263.657  95.649 510.514 640.464
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   4.721   2.764    5.653   3.803   2.281    4.899    4.601    4.356
[2,]  32.301  51.510 2013.179 146.769 149.317 1553.604  586.139  820.186
[3,] 715.634 127.662  773.861 448.098  86.021 1800.381 1386.460 1345.843
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    3.564   4.085   1.749    4.604   2.018   3.947  3.623   4.684
[2,]  957.253 213.187 188.214 1287.876 114.613 295.907 22.059 974.860
[3,] 1295.700  82.462  49.357  822.848 111.109 751.656 57.618 450.612
        [,65]   [,66]   [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    4.349   2.134   4.255   3.024    7.437  2.127    7.376    7.017
[2,] 1715.721 321.249 997.901  38.906 1240.558  9.047  410.180 1711.065
[3,]  682.531  77.504 375.862 310.537  930.844 89.153 1017.262  571.837
       [,73]  [,74]  [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   5.138   7.92   6.01    6.785    5.555   1.172    5.421   3.671
[2,] 402.207 888.77 440.26 1850.129 1480.926 105.778 1409.979 362.963
[3,] 469.540 734.39 947.15  631.231  891.147   9.907 1125.941 150.516
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.704   2.953   2.424  1.362    4.193   2.959   8.252    8.449
[2,] 1168.704 204.175 192.803 19.312 1363.372 103.489 308.959  226.144
[3,] 1127.686 277.801 321.323 58.956  370.718  97.477 142.030 2085.618
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]  [,95]   [,96]  [,97]
[1,]   3.074   2.952   3.444   3.269   4.086   2.142   2.25   22.38   14.8
[2,] 488.647 893.480 769.185 733.562 216.198 138.385 436.08 4442.69 3926.2
[3,]  72.575 550.919 305.739 354.904 571.319  46.117 436.48 5303.24 1103.5
       [,98]
[1,]    7.26
[2,] 1145.67
[3,] 2189.94
[1] "--- VAR model 2017-10-05 00:01:00  completed"
[1] "Completed training sample:  2017-10-05 00:01:00 - 2017-10-05 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 00:31:00 - 2017-10-05 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.7276          0.2765        -0.3776         -26.09
          3.3930          0.4747        -1.6104         -21.86
          0.6512          0.4037        -2.3509         -22.88
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.11          1.277            4.670            5.328
         -30.79          1.722            5.620           -0.657
         -18.20          1.686            4.273            1.872
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7916           -4.510          -4.1083           -26.38
           4.7806            1.562          -1.1182           -22.75
           0.4202           -1.362           0.6079           -23.71
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          3.59853          -0.4480           -7.094           2.1084
          0.07368           0.4099           -6.200           0.5270
          0.55492           1.1213           -5.962          -0.7255
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.612            4.832           11.421           9.9558
           -3.547           -1.707            4.229          -0.4531
           -1.619           -4.216           -2.539          -3.4085
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.8580            9.764           -21.25           -11.94
          -0.5925            4.752           -10.12           -14.61
           0.3667            1.615            -6.34            -8.81
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            5.432           -8.053           -17.34           -6.689
            5.127          -13.827           -13.05           -5.287
            4.550           -8.709           -17.27           -3.935
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.71          -0.6545           -16.06          -0.2755
           -19.84          -0.9123           -17.26          -1.3863
           -16.95          -0.4761           -15.41          -0.6060
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.261           -18.90           -17.59           -15.15
           -4.825           -22.61           -16.70           -20.74
           -4.763           -14.01           -14.84           -18.05
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.0130            4.093          1.01070         -0.61469
          -0.9686           -1.721         -0.03805          0.07839
          -0.7342           -3.703         -0.37460          0.19073
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.5748          -0.1624           -2.379           -8.676
          -2.2205           0.5978           -2.100           -9.538
          -0.5718          -0.2771           -2.549          -10.683
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.704       -0.2860746          -7.6866          -0.5146
            2.892        0.1189387          -0.4938           0.4156
            1.354        0.0007135          -2.1014           1.0038
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.05122          0.22068          11.7526            6.312
          1.97949         -0.13222          -2.6083            2.452
          0.75842          0.03678           0.7745            1.888
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5108           -1.712          -2.0271          -6.8647
           0.3395           10.286           8.4538          -0.9142
           0.5484           -5.927          -0.9912           9.0085
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -6.7339          -0.3278         -0.07922           -4.455
          -0.5608          -0.2777          0.12600           -6.706
           9.0751          -0.2736         -0.44386           -0.923
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.095           -3.107        -0.006775           -4.378
           -4.141           -3.906        -0.323582           -3.122
           -4.022           -0.758        -0.308981           -4.690
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.528         0.636329           -2.988           1.6873
           -4.302         0.141657           -4.095           0.5017
           -4.564        -0.002279           -3.996           0.4529
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.106         0.014891           -2.278           -2.967
           -6.023        -0.031560            3.889           -1.190
           -4.427        -0.002389            1.244            1.650
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.120           -1.651         -6.31859            4.688
            4.183           -1.035         -0.07235           -5.692
            2.092           -2.546         -2.90316           -1.298
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -0.02706          -0.6397            2.415            2.335
         -2.50546           0.7814            4.249            2.003
         -2.18636          -0.3425           -1.238            1.367
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.8109            1.768        -1.560830        -0.070311
           8.8705            2.319         0.867192         0.122896
          -0.2276            1.943         0.002405         0.001705
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.920      -0.04583254           1.0067           -13.54
           -1.985       0.01137153          -0.2042           -20.02
           -2.213       0.00001268           0.9445           -10.84
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2434           0.8371           1.9971           1.6885
          -0.2753           1.8747           0.9972           0.5710
          -0.2650           1.3533           2.4674           0.7799
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.2453           0.1938           -7.312           -5.119
          -1.5068          -0.1299           -7.701          -12.676
          -0.4614          -0.1047           -7.710          -11.260
 rnd_95776.volume rnd_95787.volume
           17.883            -5.84
           -9.703           -15.51
            1.438           -10.08
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.531 2.249 7.910 6.870 7.977 0.9506 2.465 7.386 8.298 6.771 3.738
[2,] 4.542 2.251 7.952 7.506 8.832 0.9836 2.566 7.774 8.664 8.186 4.036
[3,] 5.218 2.262 8.101 7.877 9.116 1.0206 2.767 7.830 8.859 8.389 4.127
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.607 3.208 5.864 5.236 5.946 5.713 4.889 7.386 5.839 13.04 4.427
[2,] 8.071 3.362 6.412 5.867 6.122 6.928 6.490 7.699 6.188 13.05 4.672
[3,] 8.359 3.448 6.696 6.198 6.199 7.436 7.125 8.217 6.897 13.06 4.827
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.31 7.676 1.449 7.451 6.357 4.214 6.669 1.591 6.801 4.886 2.297
[2,] 16.77 7.712 1.507 8.105 6.954 4.679 7.384 1.606 7.391 4.899 2.357
[3,] 16.96 8.271 1.542 9.324 7.248 4.875 7.640 1.657 7.729 5.225 2.435
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.285 5.509 6.083 5.411 3.969 2.760 1.187 2.869 1.230 4.604 3.791
[2,] 6.653 6.219 6.728 5.443 4.722 2.768 1.278 2.893 1.231 4.738 4.307
[3,] 7.062 6.542 6.906 5.484 4.774 2.780 1.287 2.935 1.297 4.876 4.505
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.666 2.067 4.767 4.286 4.054 2.211 4.883 3.522 2.041 4.315 4.034
[2,] 2.829 2.079 5.005 4.321 4.055 2.212 6.119 3.569 2.055 5.403 4.209
[3,] 2.895 2.082 5.083 4.507 4.367 2.225 6.553 3.718 2.061 6.314 5.001
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.752 3.022 3.510 1.572 3.810 1.611 3.184 3.005 3.798 3.717 1.960
[2,] 4.310 3.791 3.542 1.585 4.599 1.633 3.230 3.007 4.194 4.981 1.966
[3,] 5.060 4.626 3.543 1.586 4.946 1.656 3.620 3.010 4.256 5.133 1.966
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.612 2.528 6.008 1.761 5.839 6.117 5.127 6.884 5.107 5.495 5.479
[2,] 4.107 2.528 6.475 1.761 5.918 6.691 5.506 7.115 5.251 6.486 5.900
[3,] 4.180 2.603 6.676 1.772 6.457 6.800 5.603 7.205 5.637 6.957 6.158
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.057 4.839 3.093 5.351 2.531 2.039 1.126 3.638 2.928 6.778 7.254
[2,] 1.063 5.519 3.219 5.784 2.583 2.097 1.126 4.497 2.967 6.835 7.356
[3,] 1.063 5.916 3.277 6.015 2.628 2.223 1.130 4.632 2.971 6.838 8.338
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.839 3.002 3.063 3.150 3.449 1.863 1.638 17.32 12.40 6.620
[2,] 2.839 3.540 3.495 3.532 3.481 1.890 1.816 19.25 14.72 6.849
[3,] 2.842 3.545 3.498 3.535 3.698 1.890 1.992 21.73 14.86 7.997
Root mean square errors of predictions:  
         [,1]    [,2]   [,3]     [,4]    [,5]    [,6]    [,7]     [,8]
[1,]    5.754   2.856  10.04    8.724   10.13   1.207   3.131    9.379
[2,]  159.036  51.282 414.07 1537.229 1926.36 128.452 362.038 1233.408
[3,] 1305.411 110.620 785.95 1214.470 1147.39 138.357 526.593  474.308
        [,9]    [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   10.54    8.599   4.747    9.66   4.073    7.447    6.649   7.551
[2,] 1266.33 2338.378 772.526 1370.72 512.503 1317.588 1344.975 739.308
[3,]  939.08  930.404 438.409 1106.29 387.395  981.392 1016.300 496.920
        [,17]    [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    7.254    6.208    9.379    7.415  16.55   5.622   15.63    9.748
[2,] 1992.094 2169.719 1104.237 1042.050 256.47 757.615 5792.68  378.162
[3,] 1372.964 1494.184 1458.979 1547.373 286.94 618.315 1280.99 1519.013
      [,25]    [,26]    [,27]    [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   1.84    9.461    8.072    5.351    8.468   2.02    8.636   6.205
[2,] 210.58 1621.588 1433.642 1033.188 1610.842 111.61 1471.068 178.876
[3,] 165.87 2343.138 1038.596  695.733  998.005 207.16 1147.953 924.164
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.916    7.981    6.996    7.724   6.871    5.04   3.504   1.507
[2,] 269.000 1109.483 1466.566 1460.821 300.949 1300.59 108.677 240.442
[3,] 312.000 1203.707 1031.238  792.887 338.879  356.65 129.718  80.162
       [,41]   [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.643   1.562   5.846    4.813   3.385   2.625   6.053   5.442
[2,] 191.283  25.715 568.758 1039.854 481.490 115.212 776.291 282.175
[3,] 251.250 207.924 585.639  669.807 312.804  57.941 449.361 651.091
       [,49]   [,50]    [,51]   [,52]   [,53]   [,54]    [,55]    [,56]
[1,]   5.147   2.807    6.201   4.472   2.591    5.48    5.123    4.765
[2,]  51.643  34.544 1873.889 293.027 123.027 1652.36  610.911 1077.309
[3,] 823.739 122.441 1192.792 529.356  78.440 1660.43 1372.646 1347.756
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    3.837   4.457   1.996    4.839   2.046   4.043  3.816   4.823
[2,] 1163.099 239.335 103.439 1308.774 135.353 274.734 61.095 904.280
[3,] 1347.762  45.147  22.949  925.890 139.247 831.048 66.717 369.277
       [,65]  [,66]   [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    4.72  2.489   4.586   3.211    7.629  2.236    7.414    7.767
[2,] 1685.47 74.945 993.373   8.408 1227.383 21.110  491.492 1378.474
[3,]  630.76 14.745 397.370 313.607  825.898 98.520 1312.505  615.350
       [,73]   [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    6.51   8.742    6.485    6.978    6.957  1.342    6.145   3.927
[2,] 1021.01 913.851  621.788 1751.584 1113.101 58.543 1349.204 454.553
[3,]  528.25 576.622 1041.520 1278.109  896.979  7.134 1081.916 310.317
        [,81]   [,82]  [,83]  [,84]   [,85]   [,86]   [,87]    [,88]
[1,]    6.794   3.214   2.59  1.430    4.62   3.718   8.607    9.211
[2,] 1116.062 260.829 247.80  4.132 1343.68 242.938 448.221  621.314
[3,]  839.520 247.001 375.44 48.848  564.90  85.512  99.574 1994.930
      [,89]   [,90]  [,91]  [,92]  [,93]   [,94]   [,95]   [,96]   [,97]
[1,]  3.605   3.812   3.89   4.00   4.38   2.366   2.081   21.99   15.74
[2,]  8.846 953.473 855.48 811.41 239.73 161.198 398.474 4272.94 4031.68
[3,] 70.053  98.290  76.09  82.05 634.38   6.123 416.059 5125.08 1029.00
        [,98]
[1,]    8.406
[2,]  893.647
[3,] 2097.815
[1] "--- VAR model 2017-10-05 00:31:00  completed"
[1] "Completed training sample:  2017-10-05 00:31:00 - 2017-10-05 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 01:01:00 - 2017-10-05 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.547          2.7986         0.2441         -13.73
           7.160          1.4581        -3.7398         -17.96
           5.020          0.8401        -3.4934         -10.23
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -3.1811        -0.7610           1.7171            11.54
         0.1787         2.1928           0.2286            12.71
        -1.1548         0.3838           2.3363            11.39
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.2366            8.504            1.021           -16.42
           1.4167            6.311            2.234           -13.97
          -0.7092            8.693            1.458           -11.25
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.705         -1.24914          -2.8124           -1.729
           -1.187          0.07898          -1.5113           -0.962
           -1.636          1.61801          -0.7997           -1.195
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.977          -0.6716            5.528            8.869
           -5.252          -3.1557            3.002           10.143
           -5.904          -3.5273           -1.039            7.911
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.8040          -1.1989           -14.30          -16.423
          -0.9435          -0.6557             2.10           -2.155
          -0.2676          -0.1140            -9.45           -3.249
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.168          -20.209          -16.233           2.3369
            3.911           -9.910           -1.917           0.1702
            2.957           -6.333           -5.108           0.7178
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -14.90           0.2335           -2.634            3.481
           -17.71           0.1428           -8.662            7.281
           -13.05           0.1582           -7.091            3.759
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8705           -3.257           0.6955            1.859
          -1.4163          -18.579          -5.4662           -3.963
          -1.9522           -6.358          -9.6109          -10.283
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.7960          -4.8590          0.02373          0.38401
           0.8474           0.9106         -0.19977         -0.03248
           0.4063          -2.8734         -0.32710          0.19431
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -3.1282          -0.1991            3.711           0.6812
          -4.9134          -0.6223            2.212           0.2017
          -0.1356           0.1872            2.135          -2.3327
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.389         -0.03199           -1.893           4.1043
            3.820          0.01080           -2.542           1.3821
            2.621         -0.35317           -0.804           0.8223
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         1.978357          -1.3240           1.7806            5.913
        -1.530546           0.3983          -1.1540            5.476
        -0.001235          -0.6882           0.8259            3.645
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.5231            1.190           1.7522          -2.2106
           0.1008            1.096           0.9796           2.5368
          -0.5871           -1.090          -1.1337           0.1775
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.6211         -0.09623         -0.39137            7.059
           2.7904         -0.01614          0.05685           -3.260
           0.7785          0.10458         -0.42744            2.074
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.378          -1.6876          -0.8527          -0.6794
           -2.731          -0.5045           0.1126           0.6538
           -1.586           1.0411           0.5565          -1.8578
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           7.0559         -0.03491           -3.333          -1.5504
          -1.2183         -0.26847           -2.325          -1.4899
          -0.3831         -0.08208            1.338          -0.5067
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.77817           0.2155            9.972            5.950
          0.09858           0.0750            6.640            9.801
          0.65298          -0.1018            5.655            6.601
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           3.8031           10.478           11.849            8.330
           2.1199            9.015           10.923            8.836
           0.9944            6.433            8.974           10.690
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.308         -0.07627            8.551            1.412
            7.991          0.18949            6.270            1.545
            6.027          0.02246            6.064            1.361
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.087           0.2434           0.5630         -0.49909
            6.240           0.3430           0.5843          0.06901
            8.816           0.4970           0.3935          0.19590
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -5.3921         -0.20580           3.7986          -12.915
          -1.4263         -0.08083           0.5489           -4.110
           0.7534         -0.02472           1.6007           -8.725
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
      -0.16449014           1.9366           -2.294          -0.3724
       0.01868477           0.3507            2.966           0.0222
       0.00001158           0.4682            1.650          -0.5731
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.0737         0.216606           -7.839           -6.486
          -1.5661        -0.044787           -6.709           -8.255
           0.7012        -0.002843           -7.080           -5.631
 rnd_95776.volume rnd_95787.volume
          -0.9933            2.183
           4.1640           -4.929
          -1.2816            1.008
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.057 2.352 8.077 7.283  9.703 1.064 2.650 7.900 8.844 7.276 4.017
[2,] 5.091 2.352 8.226 8.080 10.312 1.073 2.791 8.278 9.320 8.753 4.357
[3,] 5.557 2.424 8.285 8.409 10.645 1.095 2.939 8.373 9.544 8.941 4.458
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.825 3.477 6.257 5.567 6.094 6.119 5.450 8.058 6.746 13.61 4.492
[2,] 8.308 3.610 6.777 6.220 6.285 7.413 6.965 8.566 7.292 13.66 4.705
[3,] 8.554 3.676 7.110 6.545 6.366 7.883 7.650 8.990 7.813 13.70 4.839
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.21 7.855 1.808 7.838 6.660 4.437 7.383 1.758 7.126 5.076 2.330
[2,] 16.62 8.159 1.839 8.334 7.161 4.920 8.096 1.770 7.741 5.092 2.397
[3,] 16.84 8.718 1.972 9.367 7.431 5.143 8.539 1.822 8.271 5.455 2.445
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.722 6.053 6.462 5.732 4.209 2.910 1.301 3.062 1.442 4.796 4.058
[2,] 7.159 6.780 7.179 5.750 4.870 2.920 1.397 3.069 1.442 4.942 4.718
[3,] 7.559 7.063 7.361 5.785 4.958 2.926 1.398 3.156 1.511 5.069 4.882
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.919 2.290 5.039 4.662 4.198 2.337 5.627 3.729 2.324 4.606 4.276
[2,] 3.139 2.299 5.248 4.688 4.203 2.428 6.900 3.805 2.357 5.830 4.627
[3,] 3.248 2.306 5.314 4.888 4.539 2.449 7.262 3.968 2.357 6.793 5.497
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.006 3.219 3.763 1.658 4.107 1.795 3.436 3.266 4.073 3.843 2.083
[2,] 4.560 4.062 3.802 1.672 4.973 1.823 3.484 3.266 4.432 5.280 2.089
[3,] 5.410 5.198 3.804 1.672 5.297 1.854 3.864 3.273 4.485 5.415 2.089
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.089 2.699 6.190 1.879 5.983 6.027 5.196 6.843 5.286 6.494 5.979
[2,] 4.304 2.699 6.735 1.881 6.136 6.628 5.556 6.935 5.511 6.902 6.427
[3,] 4.424 2.740 6.945 1.893 6.693 6.981 5.665 7.456 6.037 7.300 6.602
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.149 5.366 3.400 5.785 2.640 2.163 1.247 3.866 3.077 7.387 7.608
[2,] 1.158 6.123 3.624 6.281 2.702 2.242 1.249 4.712 3.106 7.428 7.706
[3,] 1.159 6.375 3.753 6.430 2.750 2.390 1.251 4.835 3.113 7.428 8.724
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.190 3.214 3.203 3.392 3.460 1.987 1.478 16.98 12.98 7.129
[2,] 3.194 3.755 3.680 3.879 3.657 2.010 1.664 18.97 16.19 7.410
[3,] 3.202 3.828 3.684 3.891 3.834 2.011 1.843 21.47 16.38 8.454
Root mean square errors of predictions:  
         [,1]    [,2]   [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    6.422   2.986  10.26    9.248   12.32   1.351   3.365   10.03
[2,]  290.330  10.839 766.89 1719.261 1716.03  68.667 430.428 1215.19
[3,] 1093.924 289.572 483.69 1144.486 1297.83 107.323 453.190  619.30
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   11.23    9.239   5.101    9.936   4.415    7.946    7.069   7.738
[2,] 1444.04 2390.951 828.129 1371.153 477.919 1278.407 1363.536 755.314
[3,] 1009.83  896.419 464.894 1000.351 338.431 1056.413 1000.142 499.126
        [,17]    [,18]   [,19]    [,20]  [,21]   [,22]   [,23]    [,24]
[1,]    7.771    6.921   10.23    8.566  17.29   5.704   15.51    9.975
[2,] 2055.825 2131.054 1427.12 1360.044 554.32 686.900 5537.59 1083.269
[3,] 1317.486 1554.848 1340.47 1378.576 524.75 557.436 1328.69 1510.071
       [,25]    [,26]    [,27]    [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   2.296    9.953    8.458    5.634    9.375   2.233    9.048   6.446
[2,] 164.663 1391.433 1291.955 1044.011 1632.496 100.996 1486.406 201.529
[3,] 349.745 2100.897  976.042  736.970 1333.710 211.385 1430.935 960.993
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]   [,40]
[1,]   2.958    8.536    7.686    8.206   7.278    5.345   3.695   1.653
[2,] 278.375 1209.138 1500.893 1536.442 225.817 1203.204 117.787 248.829
[3,] 234.799 1193.178  972.496  799.124 313.506  456.411  92.140  33.341
       [,41]   [,42]  [,43]    [,44]   [,45]  [,46]   [,47]  [,48]   [,49]
[1,]   3.888   1.832   6.09    5.153   3.707  2.909   6.399   5.92   5.331
[2,]  98.343   6.028 586.60 1182.706 566.372 99.221 720.101 244.79 100.444
[3,] 362.091 220.256 553.19  617.041 410.464 84.926 411.342 679.42 842.451
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   2.968    7.146   4.735   2.951    5.849    5.43    5.087    4.088
[2,] 322.818 1962.062 373.295 193.592 1755.678  868.10 1070.064 1216.592
[3,] 157.612 1112.217 552.933   2.357 1712.837 1458.93 1429.971 1593.640
       [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.779   2.105    5.215   2.279   4.364   4.147   5.172    4.88
[2,] 266.161 104.746 1378.262 158.080 281.760  15.790 858.360 1779.37
[3,]  54.135   4.558  895.375 166.418 820.539 104.420 340.089  589.43
      [,66]   [,67]   [,68]   [,69]   [,70]    [,71]    [,72]   [,73]
[1,]  2.645   5.192   3.427    7.86   2.386    7.598    7.653   6.598
[2,] 80.825 660.297  28.859 1304.80  41.940  668.281 1355.251 966.759
[3,]  4.195 502.249 232.449  833.16 104.284 1313.214 1075.770 541.439
       [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]    [,81]
[1,]    8.69    6.712    8.247    7.593  1.459    6.814   4.318    7.346
[2,]  551.41  765.642 1148.626 1158.210 72.248 1448.455 616.109 1202.249
[3,] 1346.37 1211.383 1167.116  742.133 22.460  873.122 479.109  675.636
       [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]   [,89]
[1,]   3.353   2.747  1.584    4.909   3.907   9.381    9.661   4.051
[2,] 283.314 289.351 33.917 1323.910 207.748 380.576  602.032  78.283
[3,] 249.898 406.828 34.731  532.316 102.712   8.401 2009.349 108.306
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   4.081   4.067   4.307   4.394   2.523   1.877   21.56   16.49
[2,] 953.784 890.508 924.089 581.752 151.728 375.311 4151.45 4755.21
[3,] 366.925  82.933 149.938 565.160  24.320 389.556 4941.50 1201.43
        [,98]
[1,]    9.052
[2,]  993.219
[3,] 1999.270
[1] "--- VAR model 2017-10-05 01:01:00  completed"
[1] "Completed training sample:  2017-10-05 01:01:00 - 2017-10-05 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 01:31:00 - 2017-10-05 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8334       0.0005872        -0.6459         -1.830
         -3.9920       0.3365624        -1.3437          2.830
         -1.0859       0.5144013        -6.0606         -8.287
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.641        -0.5909         -0.03102           11.624
         -7.560         0.3792          0.95245            1.559
         -6.466         0.4304          0.42307            8.573
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.903           12.828            2.151           -15.56
            3.093            6.198            1.563           -13.21
            1.730            1.860            1.556           -12.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9537           -2.038          -5.2463           1.1793
          -0.4230            2.574           0.3323           0.4057
          -0.1227            2.550          -0.5081          -0.4655
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.3559            4.221           5.4762           12.717
          -0.9344            1.706           4.2011            8.903
           0.8191            2.159           0.5724            9.966
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.02171         -0.76349          -21.303            1.555
         -0.14035         -0.34518           -6.298          -10.170
         -0.07096         -0.02314           -5.692           -2.739
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9875            8.484            9.364          -1.6366
           0.1641           -9.369           -7.066          -1.5082
           0.2616           -5.193           -7.375          -0.9367
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.013          -0.2876           -2.875           -3.305
            4.224          -0.5441            4.163           -0.434
           -9.526          -0.1416           -7.494           -0.875
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.4415          -2.1376          -7.0180          -13.156
           0.8312           3.2050          -2.7475           -3.956
          -0.1560           0.4926           0.4594           -3.289
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.003225          0.03089           0.4845        -0.001924
         0.017723          2.46448           0.7254        -0.011736
        -0.077773          7.58678           1.3302         0.069951
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.8339           1.6680           -6.462           -2.063
          -1.4763           0.2245           -5.537           -6.565
          -0.5679           0.2690           -3.934           -7.314
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.128            3.570           -5.435           3.3478
            4.577            1.776           -1.681           1.2633
            4.301            1.536           -4.771           0.9339
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.498          -1.8203            2.027          0.04431
            8.685          -0.5324           -5.667          0.94810
            4.014          -0.6724            1.221          0.57837
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7144           -5.159           2.9043          14.3160
           0.1006           -1.656          -0.1147          -2.9498
          -0.2719           -3.318          -3.7272           0.2471
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           13.360          0.28510         -0.28290            1.396
           -2.123         -0.19502         -0.02123           13.519
            1.866          0.02621         -0.19102           -2.216
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.634           2.4348         0.003473           3.1919
           -1.200           3.6031         0.427568           0.9832
           -1.916           0.4754         0.383948           6.4196
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.3441         0.002545          -0.7362           0.8990
           1.9228        -0.124454           4.3757          -0.4432
           6.1502         0.059404           3.4664          -0.1706
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           6.9448         -0.09785            2.844           3.0117
           4.2001          0.12124            4.973           0.9472
           0.5931         -0.01019            3.310           3.1631
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.1997          -1.4637           12.052          -4.7766
           0.9459          -0.2351            7.844           0.4121
           0.5713          -1.2499            7.341          -0.7461
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.451         -0.49725          -0.8308           -1.954
           -2.004         -0.04949          -1.9756           -1.335
            2.219         -0.02128           1.7949           -1.731
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.537            1.335           0.6108        -0.068355
           -2.110            2.151           0.8794        -0.003109
            5.919            1.455          -0.8923         0.014576
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         0.005237          0.32914          1.14905          -4.7140
         4.979647          0.16079         -0.26750          -0.7985
         1.871309          0.00553          0.05178          -2.8124
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.28383         -3.80970          -4.1904          -2.8718
         -0.29347          0.09723          -0.6139          -0.9293
          0.01622         -0.54568          -1.2167          -0.6412
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.5794        -0.080798           -6.323           -2.095
           4.5391         0.026679           -6.450           -4.267
           0.1752         0.003976           -6.379           -1.512
 rnd_95776.volume rnd_95787.volume
        -14.73224           0.7737
         -0.01322          -9.5291
         -1.20092          -4.6863
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.426 2.698 8.803 8.428 10.27 1.167 3.017 8.332 9.146 7.488 4.269
[2,] 5.458 2.699 8.840 9.102 11.02 1.170 3.073 8.695 9.591 9.129 4.622
[3,] 5.893 2.707 8.893 9.619 11.32 1.193 3.305 8.840 9.846 9.291 4.710
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 8.039 3.703 6.505 5.822 6.187 6.538 5.627  9.947 7.414 13.89 4.532
[2,] 8.541 3.786 7.015 6.530 6.385 7.869 7.255 10.329 7.946 13.95 4.728
[3,] 8.800 3.861 7.343 6.894 6.458 8.386 7.949 10.719 8.449 14.00 4.860
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.22 8.439 1.957 8.198 7.398 4.747 7.615 1.887 8.087 5.399 2.496
[2,] 18.39 8.789 2.003 8.856 7.819 5.162 8.399 1.910 8.652 5.413 2.563
[3,] 18.48 9.508 2.134 9.999 8.154 5.413 8.749 1.955 9.059 5.712 2.637
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.355 6.560 6.685 6.006 4.526 3.093 1.405 3.275 1.524 4.899 4.464
[2,] 7.818 7.375 7.706 6.022 5.261 3.103 1.508 3.280 1.524 5.059 5.054
[3,] 8.274 7.704 7.952 6.041 5.314 3.103 1.512 3.380 1.599 5.208 5.264
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.232 2.407 5.208 5.060 4.509 2.508 5.810 3.865 2.515 4.873 4.439
[2,] 3.524 2.511 5.462 5.084 4.513 2.606 7.163 3.945 2.538 6.140 4.801
[3,] 3.628 2.532 5.533 5.304 4.835 2.618 7.558 4.140 2.539 7.173 5.685
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.145 3.346 3.956 1.782 4.432 1.938 3.529 3.404 3.985 4.133 2.157
[2,] 4.764 4.242 3.999 1.790 5.283 1.973 3.585 3.404 4.616 5.514 2.273
[3,] 5.622 5.395 4.004 1.790 5.668 2.008 3.982 3.409 4.671 5.663 2.279
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.340 2.834 6.257 1.976 6.779 6.544 5.608 7.387 5.686 6.584 5.859
[2,] 4.573 2.835 6.825 1.981 6.988 7.418 5.961 7.892 5.861 7.540 6.594
[3,] 4.710 2.872 7.171 1.996 7.293 7.553 6.039 7.984 6.332 7.726 7.089
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.223 5.505 3.592 6.077 2.708 2.280 1.381 4.118 3.231 8.016 7.882
[2,] 1.229 6.291 3.826 6.568 2.765 2.361 1.381 5.016 3.250 8.116 7.945
[3,] 1.230 6.675 3.952 6.781 2.803 2.515 1.381 5.117 3.253 8.121 8.966
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.378 3.402 3.418 3.539 3.868 2.157 1.376 16.69 13.54 7.508
[2,] 3.382 4.110 4.030 4.007 3.901 2.166 1.563 18.65 17.04 7.832
[3,] 3.389 4.125 4.044 4.017 4.075 2.166 1.701 21.15 17.22 9.104
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]    6.89   3.425  11.18   10.7   13.04   1.482   3.831   10.58   11.61
[2,]  291.96  40.925 395.40 1682.8 1954.32  37.512 285.676 1218.18 1412.76
[3,] 1087.42 104.110 475.26 1522.4 1273.49 113.462 596.386  778.90 1091.29
        [,10]  [,11]   [,12]   [,13]   [,14]    [,15]   [,16]    [,17]
[1,]    9.508   5.42   10.21   4.702    8.26    7.394   7.856    8.302
[2,] 2557.067 867.73 1412.20 385.744 1285.26 1447.102 772.620 2143.776
[3,]  845.292 444.17 1039.02 371.264 1062.73 1082.646 473.627 1420.082
        [,18]   [,19]    [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    7.145   12.63    9.414  17.63   5.755   16.79   10.72   2.485
[2,] 2242.247 1363.31 1400.215 644.39 660.212 6258.45 1202.63 209.508
[3,] 1590.240 1401.50 1405.888 577.46 550.969  868.90 1775.40 359.309
       [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   10.41    9.394   6.028    9.669   2.396   10.27   6.855   3.169
[2,] 1639.44 1239.149 993.295 1735.182 145.351 1505.48 190.253 284.784
[3,] 2273.29 1132.322 796.452 1200.349 202.871 1313.90 894.062 305.065
       [,34]   [,35]    [,36]   [,37]    [,38]   [,39]   [,40]   [,41]
[1,]    9.34    8.33    8.489   7.626    5.747   3.928   1.784   4.159
[2,] 1297.95 1650.04 1876.550 212.976 1313.300 120.477 268.391  87.701
[3,] 1326.37 1090.06  960.975 240.287  366.362  13.043  54.874 400.554
       [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.935   6.221    5.669   4.104   3.057   6.613   6.425   5.726
[2,]   8.237 617.772 1160.507 688.112 349.852 805.547 243.018  88.870
[3,] 237.215 607.229  719.694 421.901 161.146 434.735 739.570 849.476
       [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   3.185    7.378   4.908   3.194    6.188    5.636    5.264    4.249
[2,] 346.977 2051.099 386.283 166.312 1828.914  895.519 1149.347 1276.606
[3,] 122.125 1181.104 615.101  35.911 1815.417 1490.880 1461.235 1631.700
       [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]
[1,]   5.024  2.263    5.628   2.461   4.481  4.322    5.06    5.248
[2,] 285.562 82.027 1407.779 181.632 308.925 10.100 1140.83 1786.983
[3,]  96.379  5.660 1005.529 183.556 848.698 91.141  349.86  631.975
       [,66]   [,67]   [,68]    [,69]  [,70]    [,71]   [,72]   [,73]
[1,]   2.739   5.512   3.599    7.945   2.51    8.609    8.31   7.121
[2,] 350.783 704.684  36.832 1335.001  64.89  830.676 1709.80 989.923
[3,]  85.113 552.866 223.010 1077.026 119.32 1021.091  696.69 473.771
       [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]    [,81]
[1,]    9.38    7.22    8.36    7.44  1.553    6.99   4.561    7.716
[2,] 1360.64  695.05 1798.96 1481.34 59.618 1490.90 645.019 1220.111
[3,]  590.66 1173.81  826.19 1274.62 25.665 1092.47 484.416  826.905
       [,82]   [,83]  [,84]   [,85]   [,86]  [,87]   [,88]   [,89]   [,90]
[1,]   3.438   2.895  1.753    5.23   4.103  10.18   10.01   4.289    4.32
[2,] 273.793 300.158 13.580 1401.60 170.604 620.78  490.58  80.848 1128.58
[3,] 224.730 423.940  2.010  494.93  69.315 135.02 2033.70 108.730  172.79
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]    4.34   4.494   4.911  2.739   1.747   21.19   17.19    9.534
[2,] 1045.63 919.598 248.947 94.626 363.630 4071.35 5063.23 1090.865
[3,]  158.90 137.882 577.397 12.447 327.941 4884.08 1234.82 2271.972
[1] "--- VAR model 2017-10-05 01:31:00  completed"
[1] "Completed training sample:  2017-10-05 01:31:00 - 2017-10-05 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 02:01:00 - 2017-10-05 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.568         0.41691          1.252         10.410
          -4.353         0.03525          1.638          6.016
          -1.737         0.20166         -1.155          4.106
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         7.1854        0.06893           1.0056          -0.6733
         2.9955        0.48357          -0.8969           2.9371
         0.2656       -0.66574           0.1597          -3.1883
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.785           -3.869            2.472           -8.198
            7.598            1.528            2.138           -8.141
            3.981            1.944            2.596          -10.487
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6724            6.887            5.512          -0.1879
          -0.3704            3.280            1.503           0.5662
          -0.3145            3.015            1.170           0.6178
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.574            3.836            8.674            1.744
            5.042            4.136            6.432            2.133
            2.909            4.531           10.598            2.665
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.2305           0.6839           -9.122           -2.046
          -0.2819           1.0133            1.985           -3.139
          -0.2330          -0.1104            2.826           -3.563
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1308           4.5206           -1.414          -0.7342
          -0.3056          -2.1472           -6.838          -1.5525
          -1.3506           0.9728            5.107          -0.8129
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           6.9277           0.1844           0.3167           0.2237
           4.0637           0.3046           0.6869           1.7783
          -0.6314           0.5709          -4.9180           0.7481
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.9190            8.717            4.451          -7.4696
          -1.0671            3.485            2.299          -0.4286
          -0.6339            2.479            1.676          -1.4434
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.1088            6.965          0.20353          -0.3507
          -0.7525           -2.938          0.03790          -0.0870
          -0.2933           -4.348          0.06589          -0.1103
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.88153          -0.7652           -6.795           -9.610
         -0.05127           1.3070           -2.734           -8.845
         -0.20082          -0.5124           -4.787           -1.541
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.164           0.8229           -1.247            2.798
            2.115           0.2671           -5.099            2.917
            2.326           0.2681           -3.960            1.169
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.4581         -0.48881          -14.113          -0.7356
          -0.8879         -0.40725            6.002          -0.7859
           0.3704         -0.07453           -4.417          -0.2724
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.09459            5.289            5.047           -7.328
          0.31324           -8.648           -9.090            5.846
         -0.38342            4.907            3.160           -8.425
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.225           0.5589           0.2466           -3.121
            9.273           0.1499           0.3409           -4.801
          -11.956           0.1057           0.1137            4.094
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.103           -3.168           0.9232           -3.584
           -2.081           -4.445           0.5335           -3.218
           -2.793            3.203           0.1433           -4.562
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.728         -0.85776           0.1537          -0.1654
           -2.733         -0.38337          -2.9041           0.3652
           -4.303          0.05797          -3.8612           0.2185
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.8666         -0.02766           -3.107           -5.599
          -2.0291          0.09370           -2.849           -2.311
          -3.3208         -0.02388           -1.575           -2.157
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.106           -2.802           -2.981           -6.566
           -1.080           -2.307           -4.169           -3.369
           -0.643           -3.690           -3.579           -4.318
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -10.5189          0.23325           -7.092          -0.6011
          -4.3705          0.28544           -2.809          -0.2272
          -0.5365          0.02451           -2.406          -0.4372
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -9.260          -0.4049           2.5555          0.11061
           -4.074          -1.6182          -2.3390          0.08355
           -0.869          -0.1576           0.6098          0.18779
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.565         0.228052          -2.2369           -3.498
           -4.308         0.056335          -0.6145            1.421
           -1.117         0.006197          -0.7480           -3.604
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.07179         -0.39019          -0.2980           0.2667
         -0.06309         -0.79173          -0.2906          -0.8556
         -0.01308          0.05628           0.4175           0.8870
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.764         -0.41035           -7.145          -13.249
           -2.272          0.07653           -6.928          -10.731
            2.902         -0.07028           -6.829           -9.046
 rnd_95776.volume rnd_95787.volume
           5.3023           0.4181
           0.2949          -4.6931
          -0.3749          -1.5302
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 5.720 2.788 9.540  8.658 10.46 1.264 3.101 8.972  9.843 7.820 4.423
[2,] 5.763 2.790 9.625  9.470 11.33 1.266 3.159 9.400 10.312 9.736 4.849
[3,] 6.209 2.798 9.742 10.089 11.67 1.290 3.377 9.474 10.445 9.909 4.949
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 8.327 3.864 6.741 6.040 6.541 6.880 5.803 10.41 8.022 14.09 4.564
[2,] 8.787 3.955 7.228 6.784 6.736 8.247 7.605 10.77 8.665 14.14 4.755
[3,] 9.106 4.049 7.605 7.179 6.807 8.712 8.317 11.19 9.160 14.19 4.888
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.14  8.884 2.092  8.519 7.707 4.903 7.765 1.923 8.321 5.607 2.619
[2,] 20.80  9.210 2.127  9.358 8.220 5.302 8.747 1.944 8.935 5.617 2.696
[3,] 20.96 10.054 2.242 10.913 8.661 5.547 9.188 1.986 9.407 5.904 2.772
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.580 6.840 6.792 6.226 4.710 3.407 1.603 3.563 1.582 5.125 4.818
[2,] 8.072 7.723 7.910 6.247 5.490 3.430 1.611 3.586 1.583 5.311 5.426
[3,] 8.606 8.077 8.169 6.268 5.546 3.430 1.614 3.625 1.670 5.445 5.612
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.613 2.559 5.483 5.283 4.856 2.791 6.158 4.123 2.662 4.955 4.647
[2,] 3.940 2.674 5.734 5.319 4.857 2.791 7.611 4.225 2.693 6.145 5.146
[3,] 4.040 2.696 5.811 5.562 5.153 2.803 8.014 4.413 2.694 7.497 6.041
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.375 3.611 4.177 1.836 4.701 2.045 3.877 3.568 4.446 4.373 2.240
[2,] 4.946 4.549 4.211 1.845 5.522 2.069 3.927 3.568 4.798 5.862 2.383
[3,] 5.802 5.718 4.212 1.845 5.914 2.108 4.295 3.572 4.849 5.972 2.388
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.603 2.999 6.369 2.034 7.339 6.757 5.870 7.841 6.255 6.995 6.157
[2,] 4.864 3.000 7.044 2.037 7.498 7.792 6.183 8.349 6.485 8.110 7.132
[3,] 4.959 3.027 7.277 2.053 7.827 7.921 6.261 8.457 6.933 8.313 7.782
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.291 5.775 3.875 6.599 2.810 2.372 1.507 4.249 3.356 8.511 8.217
[2,] 1.293 6.774 4.098 7.176 2.865 2.485 1.508 5.146 3.376 8.609 8.260
[3,] 1.294 7.244 4.224 7.490 2.892 2.642 1.508 5.252 3.377 8.612 9.305
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.514 3.490 3.537 3.766 4.166 2.252 1.315 16.32 14.16 7.871
[2,] 3.519 4.140 4.162 3.784 4.193 2.260 1.487 18.33 17.83 8.273
[3,] 3.526 4.225 4.178 4.335 4.344 2.260 1.621 20.90 18.07 9.727
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.263  3.541  12.11   10.99   13.28   1.605   3.938   11.39   12.5
[2,] 298.042 37.037 536.29 1616.69 1828.25  31.720 252.943 1181.70 1295.3
[3,] 974.046 88.887 636.09 1466.62 1185.48 104.405 502.776  499.14  701.6
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]    [,17]
[1,]    9.93   5.617   10.57   4.907    8.56    7.67   8.306    8.737
[2,] 2444.52 836.882 1182.04 354.035 1099.12 1302.34 677.042 1916.605
[3,]  776.94 418.447 1007.26 365.789  997.71  989.31 413.010 1183.378
        [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    7.369   13.22   10.19  17.89   5.796   17.96   11.28   2.656
[2,] 2071.543 1170.36 1380.62 506.92 561.851 6426.59 1022.44 161.806
[3,] 1418.909 1274.73 1252.38 486.75 477.087 1112.48 1700.14 299.148
       [,26]    [,27]   [,28]   [,29]   [,30]   [,31]  [,32]   [,33]
[1,]   10.82    9.787   6.227    9.86   2.441   10.57   7.12   3.326
[2,] 1632.71 1204.263 849.535 1697.12 121.113 1370.95 140.79 268.607
[3,] 2365.72 1149.521 687.132 1185.88 171.479 1240.37 766.68 272.902
        [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]   [,41]
[1,]    9.626    8.685    8.625   7.905    5.981   4.327  2.036   4.525
[2,] 1169.376 1511.869 1708.508 219.200 1188.779 164.784 67.994 170.535
[3,] 1257.552  995.786  859.390 216.392  330.081   7.822 41.815 223.004
       [,42]   [,43]    [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]   2.009   6.508    6.119   4.588   3.25   6.962   6.708   6.166
[2,]  18.115 586.009 1051.814 662.251 326.90 708.329 262.639  43.006
[3,] 225.136 506.073  602.880 377.580 145.26 395.610 685.583 725.623
       [,50]   [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   3.544    7.82   5.235   3.381    6.293    5.901    5.555    4.585
[2,]   4.337 1885.04 388.891 172.109 1531.408  932.017  972.380 1165.845
[3,] 109.070 1057.54 536.684  26.688 1809.656 1333.041 1278.525 1460.224
       [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]
[1,]   5.305  2.331    5.969   2.597   4.924  4.531   5.646    5.553
[2,] 223.528 78.828 1221.465 132.646 263.266  5.568 760.570 1644.867
[3,]  43.170  5.444  891.535 168.088 732.674 74.093 294.523  482.797
       [,66]   [,67]   [,68]    [,69]   [,70]  [,71]   [,72]   [,73]
[1,]   2.845   5.844   3.808    8.087   2.582   9.32    8.58   7.454
[2,] 342.544 663.132  25.002 1268.793  49.197 647.28 1635.72 818.213
[3,]  64.427 407.490 169.717  769.382 106.975 945.70  600.52 415.002
        [,74]    [,75]    [,76]    [,77]  [,78]    [,79]  [,80]   [,81]
[1,]    9.957    7.943    8.883    7.818  1.639    7.334   4.92    8.38
[2,] 1208.831  720.785 1729.632 1516.674 31.354 1491.620 562.61 1187.93
[3,]  568.268 1033.918  768.366 1312.512 20.671 1082.452 431.79  904.65
       [,82]   [,83]  [,84]    [,85]   [,86]  [,87]   [,88]  [,89]   [,90]
[1,]   3.568   3.013  1.914    5.395   4.262  10.81   10.43  4.462   4.432
[2,] 235.353 311.964  6.790 1223.535 153.654 545.33  353.07 82.758 938.077
[3,] 166.462 378.349 20.923  442.256  39.792  89.49 1806.01 92.169 354.904
       [,91]   [,92]  [,93] [,94]  [,95]   [,96]   [,97]    [,98]
[1,]   4.492   4.782   5.29  2.86   1.67   20.72   17.98    9.995
[2,] 923.973 154.974 201.79 76.60 292.60 3522.00 4568.55 1073.677
[3,] 155.574 891.703 477.32 19.97 271.99 4228.78 1220.15 2156.100
[1] "--- VAR model 2017-10-05 02:01:00  completed"
[1] "Completed training sample:  2017-10-05 02:01:00 - 2017-10-05 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 02:31:00 - 2017-10-05 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.047         0.18207        -1.3950         -9.788
           0.802        -0.02935         0.2902         -6.921
           1.306        -0.03453         2.3865         -1.693
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.056         0.6004          0.28132           1.8648
         -8.511         0.8507          0.01772          -0.6122
         -9.173         0.7562          0.20413           3.7691
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.238           4.6304          -1.0289           -21.14
           -2.619           0.4140           0.1964           -18.57
           -2.061          -0.1088          -0.5915           -15.48
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.0340         -2.79809           -5.556           1.1585
          -1.3082         -0.01274           -3.639           0.4578
           0.4028         -0.09107           -4.306           0.9261
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.5596           -0.223           -3.211          -0.4679
          -2.4165           -2.177           -4.974          -0.7453
          -1.3744           -2.163           -5.311          -3.9911
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.3661          0.78182          14.6905          -6.4014
           0.5930          0.19550          -0.5457          -0.5153
           0.3484          0.08502           0.8967          -5.7254
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9098           -3.559           -9.609            3.808
          -0.4644            1.995            5.771            2.617
          -0.3676           -3.197           -3.875            1.923
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.614           0.7787            0.423           -2.411
           -5.383           0.1075           -6.518           -2.378
            2.542           0.2512            1.242           -1.322
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9771          -0.6258           -6.754           -3.941
          -0.9329          -5.9979           -2.098           -2.392
          -1.0018          -2.6753           -5.159           -4.995
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.17558            5.446          -0.1366          0.07285
          0.10086           -1.635          -0.1918          0.04937
         -0.02878            1.639           0.1197         -0.11348
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9182          -0.1131           -0.199           -3.706
          -1.2858           0.8819           -1.543           -4.625
          -1.7149          -0.1774           -1.027           -3.821
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          1.75099           0.5246          -0.9359         -0.08715
          1.60789           0.3579          -2.0205          1.46766
          0.07909           0.5802          -1.0863          0.44763
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.165         0.233240           8.0543           0.5498
            2.430         0.003074           0.3783           0.1906
            1.357         0.011210          -0.7078           0.3746
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.044328           -3.981          -2.1569            2.812
        -0.043154            8.138           5.4958           -1.330
         0.006692           -1.727           0.2636            5.850
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.195          0.03461         -0.22621          -0.8205
           -1.902         -0.28265         -0.07616           3.9271
            6.753         -0.11870         -0.07228          -1.3201
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.380          -1.7116          0.22208          -3.1566
           -3.454           0.7048          0.05867          -0.7491
           -3.256          -1.0720         -0.28973           1.4845
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.219         0.310941           1.2966          -0.8754
           -1.303         0.047010          -2.0482          -0.3683
            1.901         0.002364           0.2084          -0.2034
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.245         -0.01195           0.4115           3.2967
           -1.844          0.09393           1.3965           0.8407
           -1.113         -0.01865           0.6567           1.0469
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9209            3.130          -1.1327            3.636
          -0.5601            1.370          -2.1016            2.288
          -0.2576            1.066          -0.9874            1.012
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.3484         -0.16379           -2.817          -0.5431
           1.0800          0.05652            3.918          -0.1093
          -0.1053         -0.31265            1.654          -0.1053
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.824          -0.3525           0.1149          0.07453
            1.297          -0.9441           1.7161         -0.09639
            2.324          -0.6325           0.4677         -0.02587
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.088           0.3640         0.263088          -7.9240
           -1.554          -0.1062         0.007857          -0.2514
            1.689          -0.1317         0.210287          -3.5437
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.22663          -1.9603          -1.5894          -1.4356
         -0.14944          -0.1560          -0.2612          -1.2519
         -0.02148          -0.3098          -0.4016           0.0797
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.2399          0.02251           -6.997            5.260
           1.2484         -0.05309           -6.712            1.503
          -0.3933          0.01431           -6.540            5.071
 rnd_95776.volume rnd_95787.volume
          13.6969          -3.1349
          -1.0863           0.5068
           0.7866          -4.2571
Standard Errors of predictions:  
      [,1]  [,2]   [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 5.885 2.933  9.861  8.794 10.66 1.386 3.215 9.094 10.01  7.919 4.508
[2,] 5.928 2.933  9.955  9.610 11.56 1.386 3.274 9.510 10.47  9.876 4.949
[3,] 6.388 2.937 10.060 10.188 11.94 1.438 3.493 9.585 10.61 10.045 5.047
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 8.500 4.116 6.933 6.181 6.920 7.066 5.975 10.71 8.580 14.39 4.770
[2,] 8.998 4.151 7.435 6.947 7.044 8.468 7.912 11.12 9.260 14.44 4.964
[3,] 9.392 4.282 7.826 7.305 7.082 8.953 8.646 11.54 9.764 14.48 5.091
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.37  9.481 2.157  8.678 7.983 5.167 7.971 1.973 8.566 5.957 2.710
[2,] 21.23  9.504 2.192  9.428 8.650 5.560 9.070 1.996 9.266 5.984 2.792
[3,] 21.41 10.536 2.315 11.076 9.149 5.850 9.531 2.034 9.852 6.225 2.897
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.779 7.062 7.073 6.608 4.964 3.579 1.701 3.734 1.653 5.318 4.935
[2,] 8.327 8.035 8.280 6.636 5.770 3.600 1.705 3.781 1.654 5.548 5.742
[3,] 8.946 8.436 8.581 6.642 5.842 3.602 1.710 3.827 1.740 5.674 5.913
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.860 2.659 5.728 5.551 5.007 2.918 6.423 4.321 2.743 5.154 4.872
[2,] 4.211 2.803 5.963 5.581 5.009 2.918 7.933 4.435 2.770 6.434 5.473
[3,] 4.333 2.831 6.066 5.784 5.312 2.927 8.340 4.630 2.772 7.866 6.354
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.596 3.751 4.370 1.884 4.932 2.120 4.153 3.734 4.325 4.565 2.383
[2,] 5.128 4.738 4.399 1.895 5.770 2.150 4.215 3.734 5.113 6.267 2.531
[3,] 6.040 5.970 4.400 1.895 6.245 2.182 4.590 3.738 5.177 6.383 2.535
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.635 3.198 6.507 2.119 7.600 6.908 6.172 8.120 6.713 7.136 6.370
[2,] 5.103 3.200 7.177 2.120 7.732 7.944 6.426 8.615 6.998 8.387 7.500
[3,] 5.206 3.238 7.622 2.134 8.018 8.065 6.495 8.739 7.516 8.568 8.123
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.336 6.040 3.985 7.157 2.904 2.506 1.669 4.358 3.562 8.805 8.387
[2,] 1.339 7.145 4.210 7.754 2.963 2.641 1.669 5.334 3.585 8.931 8.446
[3,] 1.340 7.723 4.319 8.164 2.982 2.826 1.669 5.452 3.585 8.933 9.281
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.599 3.632 3.600 3.847 4.378 2.352 1.257 16.04 14.92  8.192
[2,] 3.603 4.425 4.255 3.865 4.421 2.360 1.416 18.13 18.95  8.623
[3,] 3.609 4.437 4.270 4.409 4.576 2.362 1.541 20.67 19.18 10.120
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   7.474  3.724  12.52   11.17   13.54   1.760   4.082   11.55   12.71
[2,] 273.232  4.816 527.36 1496.21 1721.84   9.958 238.960 1074.10 1193.87
[3,] 919.194 65.134 558.01 1306.09 1155.46 147.853 469.535  461.78  665.99
       [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]    [,17]
[1,]   10.06   5.725   10.79   5.226    8.804    7.849   8.787    8.973
[2,] 2277.22 787.517 1139.69 207.692 1036.524 1223.996 507.123 1801.488
[3,]  709.13 382.719 1038.37 405.964  943.072  872.616 286.435 1122.141
        [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]    7.588   13.6   10.9  18.27   6.057   18.24   12.04   2.739   11.02
[2,] 2001.852 1153.4 1344.0 470.11 530.490 6034.22  258.42 151.176 1422.61
[3,] 1345.267 1193.0 1194.8 406.36 437.548 1069.30 1755.08 286.668 2244.12
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]    [,34]
[1,]   10.14   6.561   10.12   2.506   10.88   7.565   3.442    9.879
[2,] 1285.72 792.752 1670.33 116.301 1363.68 220.247 258.195 1145.902
[3,] 1150.57 702.185 1130.45 150.817 1291.20 662.041 298.710 1262.171
        [,35]    [,36]   [,37]    [,38]   [,39]  [,40]   [,41]   [,42]
[1,]    8.968    8.982   8.392    6.304   4.545  2.161   4.742   2.099
[2,] 1478.975 1661.665 234.634 1135.273 148.043 44.224 229.248  20.224
[3,]  991.741  869.276 109.787  353.374  52.657 48.412 226.326 207.906
       [,43]    [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   6.754    6.267   4.902   3.376   7.274   7.048   6.357  3.705
[2,] 609.085 1132.540 649.809 342.646 639.210 225.314  59.982 17.980
[3,] 459.535  546.187 393.499 153.196 430.661 585.884 682.195 84.934
        [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]   [,58]
[1,]    8.156   5.486   3.484    6.545    6.187    5.836    4.763   5.549
[2,] 1797.470 386.200 148.194 1486.070  962.254  878.576 1117.208 195.747
[3,]  992.615 513.170  36.461 1746.570 1245.693 1231.799 1401.895  36.217
      [,59]    [,60]   [,61]   [,62]  [,63]    [,64]    [,65]   [,66]
[1,]  2.392    6.262   2.692   5.274  4.742    5.492    5.797   3.026
[2,] 77.401 1155.901 139.395 277.834 20.125 1052.070 1657.094 328.902
[3,]  3.651  922.547 142.266 701.669 61.397  314.863  469.051  52.493
       [,67]   [,68]    [,69] [,70]   [,71]    [,72]   [,73]   [,74]
[1,]   5.886   4.061    8.263  2.69   9.651    8.772   7.837   10.31
[2,] 824.103  42.893 1168.820 29.52 547.946 1514.470 690.214 1110.77
[3,] 397.610 191.062  990.023 95.29 819.779  536.385 364.954  566.18
        [,75]    [,76]    [,77]  [,78]   [,79]   [,80]    [,81]   [,82]
[1,]    8.525    9.061    8.089  1.696    7.67   5.061    9.089   3.687
[2,]  763.124 1701.477 1528.208 33.593 1472.92 523.975 1151.527 227.901
[3,] 1058.256  675.054 1203.654 24.756 1131.46 371.393  986.249 128.616
       [,83] [,84]    [,85]   [,86]  [,87]   [,88] [,89]   [,90]   [,91]
[1,]   3.182 2.119    5.533   4.523  11.18   10.65  4.57   4.613   4.571
[2,] 322.701 2.878 1187.111 155.494 578.53  387.30 65.04 975.436 875.256
[3,] 387.400 7.242  436.010  16.510  57.33 1484.69 79.36 124.558 138.874
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   4.885   5.559  2.986   1.596   20.37   18.95   10.4
[2,] 144.873 236.798 74.715 251.541 3261.72 4508.40 1039.0
[3,] 818.578 457.000 43.790 234.929 3836.23 1135.45 2045.0
[1] "--- VAR model 2017-10-05 02:31:00  completed"
[1] "Completed training sample:  2017-10-05 02:31:00 - 2017-10-05 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 03:01:00 - 2017-10-05 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.3496         0.23117        -3.7520         -5.335
         -3.1751         0.14574        -0.9402         -8.275
         -0.9481        -0.09012        -0.7813         -8.250
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.193       -0.09344            3.345            6.106
         -5.282        0.77460            3.126            5.533
         -7.102        0.50661            2.053            3.837
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.286            5.021            1.134           -9.268
            6.115            4.521            1.903           -7.239
            1.858            3.923            2.241           -8.317
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.490            2.734           0.3063          -0.0333
           -3.678            2.433          -0.8160          -0.1542
           -2.290            3.839           0.4945          -0.4016
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.919            5.752            2.463            2.126
            3.857            1.007            8.496            6.357
            1.136            2.485            3.853            3.023
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -1.15152          0.21477           -3.938           -4.556
         -0.39155         -0.01736           -7.704           -5.386
         -0.05032          0.07144           -3.949           -5.281
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.3765          -12.361           -4.226            3.744
           0.9361           -6.770           -6.629            1.918
           0.8887           -5.487           -5.628            1.473
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.040           0.1698           -8.238           -3.369
           -8.955          -0.1737           -8.715           -2.470
           -6.488          -0.5689           -6.752           -1.603
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7473          -12.020           -6.344           -4.699
          -2.2145           -5.211           -3.841           -5.901
          -1.6439           -7.854           -7.426           -3.664
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.16885            7.046           0.4669          0.37023
         -0.22960            3.811           0.3178          0.28162
         -0.05616           -4.252           0.3841          0.04334
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.2609           0.4420           1.3928           -6.976
          -1.1225           0.8807           0.1145           -3.769
          -0.6799           0.2555          -1.0908           -3.943
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.029           1.7673          -1.9193           -3.148
            2.757           0.6471          -2.7225            2.004
            3.022           0.4996          -0.9517            0.627
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          1.89331         -0.41183           -3.162            3.164
         -0.06595          0.04623            6.313            3.312
          0.31797         -0.03425           -6.170            3.072
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.08147         -13.0013           -7.607           -8.225
         -0.17420           7.4284           -1.789           -9.231
          0.17359          -0.9888            3.794            2.769
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -10.9134          0.20782        -0.009752            3.308
          -8.4492          0.04063        -0.089123           -6.856
          -0.6594         -0.04025         0.057332           -7.613
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.391            5.648          0.04407            5.512
           -2.867           -6.287         -0.03993            4.452
           -2.325           -2.693         -0.14926           -6.159
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.821           2.4446            6.310           0.4875
            5.563           0.2767            5.488          -0.9058
           -6.486           0.1910           -1.967          -0.8249
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.319          0.06671          -2.1247          -1.2124
            3.888          0.26668          -0.8412          -1.7686
            5.560         -0.05025          -0.6802          -0.5357
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.13230          -0.4367          -0.9722           -3.772
          0.07687          -1.9311           3.7275           -1.212
         -0.24150          -2.2775           0.8008           -2.002
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -5.6881          0.45754           -4.491         -0.16033
          -2.4197          0.08501           -1.489         -0.67953
          -0.1679          0.44611           -1.696          0.08958
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.882           1.0335           -2.632        -0.066853
           -1.366           0.6523           -1.399         0.208697
           -1.492           0.8310            1.649         0.000769
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           7.1699         -0.63215           3.1791           -2.322
           4.3338         -0.05064           0.4199            4.050
           0.5592          0.09692           1.8067           -2.792
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.08818           1.2436           1.2069          -0.7813
          0.00812          -0.5450           0.1350           0.7613
          0.00599          -0.2441           0.1118          -0.3448
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.276           0.3956           -7.725          -7.7958
           -2.442          -0.4049           -7.928           0.3754
           -1.123           0.1977           -7.678          -2.9784
 rnd_95776.volume rnd_95787.volume
           29.693          -10.812
          -13.946           -4.563
            3.744           -5.051
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]   [,8]  [,9]  [,10] [,11]
[1,] 6.028 3.028 10.26  8.751 10.75 1.501 3.284  9.380 10.26  8.112 4.575
[2,] 6.074 3.028 10.34  9.749 11.69 1.504 3.353  9.905 10.69 10.135 5.053
[3,] 6.497 3.034 10.42 10.398 12.20 1.559 3.575 10.045 10.84 10.344 5.158
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 8.854 4.169 7.092 6.401 6.943 7.226 6.139 10.91  8.798 14.69 5.000
[2,] 9.420 4.245 7.587 7.184 7.064 8.602 8.130 11.33  9.470 14.74 5.179
[3,] 9.949 4.377 7.990 7.548 7.102 9.093 8.833 11.77 10.023 14.77 5.299
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 14.74  9.620 2.242  9.006  8.857 5.390 8.120 2.060  8.738 6.193 2.865
[2,] 22.03  9.621 2.286  9.809  9.954 5.761 9.385 2.084  9.617 6.218 2.933
[3,] 22.21 10.801 2.396 11.521 10.659 6.027 9.937 2.118 10.332 6.444 3.059
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.948 7.289 7.235 6.856 5.141 3.849 1.785 3.873 1.697 5.455 5.107
[2,] 8.491 8.356 8.456 6.875 5.935 3.863 1.788 3.931 1.697 5.700 5.941
[3,] 9.327 8.860 8.818 6.876 6.005 3.864 1.794 3.951 1.784 5.834 6.127
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.948 2.761 6.081 5.717 5.268 3.008 6.729 4.537 2.813 5.343 5.031
[2,] 4.324 2.899 6.337 5.760 5.271 3.008 8.254 4.671 2.842 6.710 5.740
[3,] 4.450 2.927 6.492 5.956 5.585 3.018 8.695 4.875 2.843 8.176 6.672
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.865 3.914 4.606 1.935 5.071 2.190 4.278 3.877 4.857 4.757 2.503
[2,] 5.453 4.999 4.622 1.945 5.927 2.240 4.365 3.879 5.266 6.448 2.661
[3,] 6.467 6.340 4.622 1.945 6.478 2.269 4.778 3.881 5.343 6.596 2.664
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.831 3.340 6.612 2.215 7.739 7.021 6.846 8.422 6.979 7.286 6.500
[2,] 5.329 3.344 7.399 2.215 7.869 8.103 6.990 8.962 7.230 8.770 7.684
[3,] 5.400 3.380 7.672 2.234 8.164 8.215 7.035 9.066 7.756 8.918 8.373
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.435 6.122 4.197 7.390 2.952 2.654 1.777 4.572 3.773 9.170 8.709
[2,] 1.439 7.327 4.419 7.991 3.009 2.802 1.777 5.564 3.787 9.284 8.752
[3,] 1.440 7.957 4.503 8.449 3.028 2.965 1.779 5.706 3.787 9.286 9.617
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.657 3.681 3.649 3.887 4.521 2.516 1.229 15.77 15.58  9.245
[2,] 3.661 4.502 4.315 3.904 4.571 2.518 1.395 17.83 20.04  9.530
[3,] 3.664 4.513 4.331 4.449 4.725 2.520 1.517 20.32 20.32 11.402
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   7.654  3.845  13.03   11.11   13.65   1.906   4.17   11.91  13.03
[2,] 243.890  3.426 419.66 1405.35 1502.59  29.978 221.03 1039.56 977.51
[3,] 754.091 62.045 432.79 1181.95 1131.32 133.860 406.12  548.17 589.79
      [,10]   [,11]   [,12]   [,13]   [,14]    [,15]   [,16]    [,17]
[1,]   10.3   5.809   11.24   5.294   9.005    8.129   8.817    9.176
[2,] 1986.3 701.409 1051.58 260.903 881.704 1066.237 425.395 1525.814
[3,]  677.1 339.288 1047.38 348.702 819.016  757.103 238.468  963.868
        [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    7.796   13.86   11.17  18.65   6.349   18.72   12.22   2.848
[2,] 1742.364  996.21 1145.63 398.63 441.849 5352.72   42.06 144.536
[3,] 1129.324 1046.84 1073.66 328.46 365.995  908.90 1604.67 234.796
       [,26]   [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]
[1,]   11.44   11.25   6.844   10.31   2.616   11.1   7.864   3.638
[2,] 1270.48 1485.05 665.190 1538.34 101.621 1313.5 182.458 204.608
[3,] 1975.78 1246.63 578.818 1068.22 124.098 1235.0 553.171 284.871
       [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   10.09    9.256    9.187   8.706   6.528   4.888  2.267   4.918
[2,]  976.44 1335.565 1430.994 165.356 969.559 106.510 33.056 220.593
[3,] 1261.95  963.520  817.397  46.148 299.829  23.478 45.125 128.060
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]  [,48]  [,49]  [,50]
[1,]   2.154   6.926   6.485   5.013   3.506   7.722   7.26   6.69  3.819
[2,]  12.754 540.774 992.382 577.060 289.237 583.391 229.28  53.74  9.146
[3,] 180.005 406.619 490.360 342.874 132.312 460.470 495.26 603.90 80.770
        [,51]   [,52]   [,53]    [,54]    [,55]    [,56]   [,57]   [,58]
[1,]    8.545   5.761   3.572    6.785    6.389    6.178    4.97   5.849
[2,] 1562.554 363.319 132.780 1326.968  903.363  804.881 1016.42 124.692
[3,]  894.510 456.668  26.026 1527.482 1112.368 1136.700 1274.90  25.403
      [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]   [,66]
[1,]  2.457    6.439   2.781   5.432  4.923   6.167    6.041   3.179
[2,] 63.451 1003.312 153.772 283.945 40.076 665.078 1423.049 294.880
[3,]  7.861  855.030 119.438 635.177 38.199 296.190  454.745  43.784
       [,67]   [,68]    [,69]  [,70]   [,71]    [,72]   [,73]   [,74]
[1,]   6.134   4.241    8.397  2.812   9.827    8.915   8.694   10.69
[2,] 735.586  52.443 1085.511  3.477 466.141 1322.508 461.858 1001.48
[3,] 284.289 160.238  663.524 96.474 711.310  443.143 257.552  449.47
       [,75]    [,76]    [,77]  [,78]    [,79]  [,80]   [,81]   [,82]
[1,]   8.862    9.253    8.254  1.822    7.774   5.33   9.384   3.748
[2,] 617.568 1595.763 1340.240 37.797 1315.982 451.93 994.678 190.080
[3,] 917.628  528.587 1087.561 10.670 1014.804 283.32 896.420 112.165
       [,83]  [,84]    [,85]   [,86]  [,87]   [,88]  [,89]   [,90]   [,91]
[1,]   3.371  2.257    5.806   4.791  11.64   11.06  4.644   4.674   4.634
[2,] 293.417  6.406 1036.759 106.439 474.93  285.01 51.686 847.505 753.117
[3,] 316.925 25.894  413.281  18.870  57.50 1303.09 49.251 104.867 119.187
       [,92]  [,93]  [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   4.936   5.74  3.195   1.56   20.03   19.78   11.74
[2,] 119.303 222.12 30.443 215.81 2720.46 4121.85  755.98
[3,] 697.482 390.49 36.646 195.28 3185.16 1096.11 2046.34
[1] "--- VAR model 2017-10-05 03:01:00  completed"
[1] "Completed training sample:  2017-10-05 03:01:00 - 2017-10-05 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 03:31:00 - 2017-10-05 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.461         0.04379         -6.892         -6.826
          -2.186         0.02273         -5.635         -9.967
          -1.208        -0.59004         -1.537         -2.913
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.529         1.8449          -0.8446            5.289
         -5.530         0.9827          -1.7090            3.980
         -8.458         0.8344          -1.3754            5.391
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.5590            6.984            4.215           -11.65
           0.7205            4.091            1.384           -12.33
           3.7151            3.245            1.331           -13.07
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.296            6.341          2.39364          -1.0416
           -2.059            3.359          1.22625          -0.6426
           -1.844            3.801          0.04003          -1.1506
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.205            5.528           10.323            10.04
            2.786            4.633            9.439             6.27
            1.543            3.652           12.547            10.47
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -1.87943         0.023575         -0.01553           -4.534
         -0.77406        -0.009875        -13.72970           -2.563
         -0.09843         0.087407         -9.78942           -1.828
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.192         -11.9556          -11.054            2.517
           -1.326          -0.2602           -5.370            3.157
           -1.435          -6.1632           -6.897            1.642
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.759         -0.01998          -13.296           -1.768
           -9.249          0.17070          -10.142           -3.650
           -2.949          0.02093           -5.216           -1.979
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.6624           -1.593            6.827           -1.704
          -1.3823           -8.774           -7.569           -4.719
          -1.3329           -7.656           -6.718           -5.766
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6528            6.842         -0.05838           0.7315
          -0.3559           -3.934         -0.24542           0.8931
          -0.1838            1.858          0.16051          -0.1855
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.5462          0.17195           -5.124           -4.359
           0.5153          0.02808           -2.737           -9.850
          -0.2318          0.04690           -1.871           -5.217
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.311            2.510           -2.605           2.1289
            4.500            1.529           -3.377           0.5725
            4.716            1.081           -6.369           0.3007
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.03358          0.14986         -15.6913           1.1342
          3.07966          0.01549          -6.3996           0.5743
          1.20341         -0.06236           0.3038           0.4206
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4144          -4.3956           -2.659          -0.4413
          -0.3841         -18.7816          -12.456          -2.9015
           0.1196           0.5369           -4.130         -11.9694
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.022          0.06737           0.4173          -6.6123
           -2.483          0.19321          -0.1061          -0.1453
          -12.422         -0.26033           0.1526          -3.8183
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.282          -4.7302          0.10632          -1.9494
           -3.547           0.9816         -0.02637          -4.5404
           -4.042          -1.1963         -0.02036           0.7538
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.655           0.4441            4.925          -1.0404
           -4.836           0.1102           -3.787           1.6657
            1.039           0.1096           -1.838           0.8737
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.3113         0.249413          -1.1754          0.56874
          -0.7897        -0.259368          -0.1874         -0.64655
          -4.2242        -0.001992          -0.2670         -0.07777
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.41351           -2.931          -1.8522           -2.249
         -0.03084           -2.142           1.5119           -2.488
         -0.11691           -1.915           0.1275           -1.617
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -2.30020           0.3672           -3.728         -0.78540
          1.92968           0.1738           -1.026          0.44578
          0.07492          -0.3683           -1.329          0.05419
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -4.2313           -1.200          -0.3851         -0.01385
          -1.7668           -1.495          -2.6754          0.33571
          -0.3245           -1.035          -1.8892          0.07470
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           7.2335         -0.58172           0.9539           10.220
          -1.8995          0.09233           1.0684           -3.075
           0.6925          0.01404           0.3902            4.938
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.18637          -1.3688          -1.0539          -0.6494
         -0.12424          -0.2703          -0.6721          -1.2445
         -0.04421          -0.3024          -0.5859          -0.4536
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.821          -0.4203           -8.444           -1.235
            1.657           0.6261           -8.454           -2.691
           -0.698          -0.3661           -8.472           -1.462
 rnd_95776.volume rnd_95787.volume
          -39.913          -11.310
            2.446           -3.507
           -6.787           -7.881
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 6.215 3.149 10.64  8.952 10.95 1.587 3.360  9.52 10.56  8.299 4.662
[2,] 6.264 3.149 10.74 10.003 12.07 1.590 3.431 10.05 10.95 10.376 5.173
[3,] 6.674 3.157 10.80 10.724 12.61 1.659 3.649 10.20 11.11 10.574 5.282
      [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,]  9.278 4.245 7.248 6.535 7.378 7.481 6.262 11.11  9.127 14.92  5.06
[2,] 10.021 4.296 7.758 7.356 7.468 8.788 8.436 11.50  9.774 14.98  5.25
[3,] 10.587 4.411 8.147 7.742 7.510 9.257 9.083 11.95 10.297 15.01  5.37
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.06 10.11 2.346  9.356  9.089 5.671  8.353 2.159  8.849 6.442 3.016
[2,] 22.84 10.12 2.401 10.276 10.339 6.023  9.750 2.180  9.813 6.467 3.075
[3,] 23.00 11.56 2.509 12.196 11.079 6.280 10.350 2.212 10.606 6.663 3.239
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.150 7.515 7.404 7.026 5.395 4.205 1.754 4.056  1.86 5.694 5.605
[2,] 8.749 8.604 8.674 7.050 6.189 4.206 1.835 4.138  1.86 5.956 6.252
[3,] 9.618 9.166 9.115 7.050 6.255 4.206 1.866 4.165  1.86 6.105 6.499
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.197 2.879 6.287 5.934 5.476 3.191 7.023 4.724 2.945 5.516 5.154
[2,] 4.544 3.052 6.602 5.975 5.477 3.191 8.677 4.871 2.969 6.880 5.868
[3,] 4.713 3.080 6.752 6.155 5.778 3.197 9.157 5.082 2.971 8.518 6.849
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.028 4.016 4.799 1.986 5.202 2.240 4.353 3.985 5.078 4.917 2.627
[2,] 5.686 5.202 4.833 1.995 6.077 2.261 4.441 3.987 5.509 6.604 2.775
[3,] 6.645 6.506 4.833 1.995 6.681 2.282 4.865 3.989 5.594 6.765 2.776
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.074 3.512 6.715 2.334 7.887 7.194 7.239 8.627 7.410 7.460 6.699
[2,] 5.640 3.519 7.523 2.334 8.016 8.277 7.347 9.173 7.642 9.105 8.001
[3,] 5.718 3.564 7.815 2.357 8.297 8.381 7.389 9.276 8.100 9.263 8.723
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.521 6.337 4.382 7.590 3.060 2.775 1.966 4.743 3.857 9.509 8.968
[2,] 1.522 7.669 4.577 8.311 3.105 2.944 1.968 5.752 3.873 9.592 9.008
[3,] 1.523 8.355 4.656 8.836 3.116 3.127 1.968 5.884 3.873 9.601 9.902
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.699 3.718 3.691 3.924 4.654 2.676 1.146 15.43 16.46  9.627
[2,] 3.702 4.539 4.356 3.943 4.701 2.676 1.329 17.51 21.21  9.853
[3,] 3.706 4.551 4.370 4.493 4.823 2.682 1.466 20.02 21.53 11.858
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.892  3.999  13.51   11.37   13.91   2.016   4.267  12.09  13.41
[2,] 210.876  4.630 395.04 1207.53 1373.96  24.313 187.336 872.49 775.09
[3,] 623.520 59.996 323.50 1046.16  988.48 128.439 336.134 468.35 517.88
       [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]   10.54   5.92   11.78   5.391   9.204   8.299   9.369    9.5
[2,] 1684.91 606.64 1024.58 178.647 748.149 913.575 313.551 1247.6
[3,]  550.85 287.90  924.36 271.006 673.161 653.170 213.952  787.3
        [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]    7.952  14.11  11.59  18.95   6.425   19.12   12.84   2.979   11.88
[2,] 1529.208 797.58 946.34 358.31 379.092 4644.38   71.88 137.767 1149.81
[3,]  911.018 880.00 876.66 249.04 305.468  746.07 1514.11 196.897 1777.48
       [,27]   [,28]   [,29]   [,30]   [,31]  [,32]  [,33]   [,34]
[1,]   11.54   7.201   10.61   2.741   11.24   8.18   3.83   10.35
[2,] 1333.36 549.106 1360.95  82.139 1147.84 153.11 162.02  860.24
[3,] 1077.24 480.986  939.36 101.237 1088.73 434.13 275.51 1081.37
        [,35]    [,36]   [,37]   [,38] [,39]   [,40]  [,41]  [,42]  [,43]
[1,]    9.543    9.402   8.922   6.851  5.34   2.228   5.15  2.362   7.23
[2,] 1133.533 1222.525 157.990 820.339 18.45 145.771 222.29  2.612 472.25
[3,]  854.870  758.057  23.621 245.091 12.56  90.606 127.73 13.946 363.05
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]    [,51]
[1,]   7.118   5.329   3.656   7.983   7.535   6.953  4.052    8.919
[2,] 749.139 471.610 274.021 545.139 188.686  33.059 18.287 1378.537
[3,] 479.896 338.389 113.510 382.963 399.335 498.274 52.211  791.290
       [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]  [,59]
[1,]   5.999   3.739    7.004   6.544   6.385    5.099   6.094  2.521
[2,] 322.082 101.722 1112.661 759.092 718.531  894.424 154.010 52.197
[3,] 392.089  29.061 1358.594 955.520 929.976 1057.226   4.938  9.991
       [,60]  [,61]   [,62] [,63]   [,64]    [,65]   [,66]   [,67]  [,68]
[1,]   6.605  2.845   5.528  5.06   6.449    6.244   3.336   6.443   4.46
[2,] 850.080 83.187 236.811 32.54 577.540 1192.865 241.651 666.158  59.11
[3,] 750.854 82.802 537.745 33.07 263.274  396.837  23.872 255.586 153.17
       [,69]  [,70]  [,71]    [,72]   [,73]  [,74]  [,75]    [,76]
[1,]   8.527  2.963  10.02    9.136   9.192  10.95   9.41    9.473
[2,] 917.891  5.461 386.96 1107.432 340.125 843.23 505.50 1412.091
[3,] 571.791 90.003 579.06  355.096 211.908 373.93 726.73  461.730
        [,77]  [,78]    [,79]   [,80]   [,81]   [,82]   [,83]  [,84]
[1,]    8.506  1.932    8.047   5.564   9.638   3.886   3.524  2.496
[2,] 1183.740 10.793 1168.847 358.263 916.210 142.629 265.882 28.089
[3,]  939.948 12.948  896.811 229.832 811.655  70.660 285.346  7.635
       [,85]  [,86]  [,87]   [,88]  [,89]   [,90]   [,91]   [,92]  [,93]
[1,]   6.023  4.897  12.07   11.39  4.697   4.721   4.687   4.983   5.91
[2,] 880.576 95.449 342.25  229.38 42.973 704.568 625.516 102.503 178.90
[3,] 335.444 20.097 113.49 1112.77 44.674  88.806  97.154 582.863 291.71
      [,94]   [,95]   [,96]  [,97]   [,98]
[1,]  3.398   1.455   19.59   20.9   12.22
[2,] 10.436 181.952 2240.13 3621.3  568.06
[3,] 45.775 167.551 2624.71 1001.3 1784.79
[1] "--- VAR model 2017-10-05 03:31:00  completed"
[1] "Completed training sample:  2017-10-05 03:31:00 - 2017-10-05 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 04:01:00 - 2017-10-05 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.6147         -1.0320         -8.354         -14.22
          2.4480         -0.3579         -6.296         -21.46
          1.9625          0.2495         -5.591         -15.23
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.621        0.43253            6.008           5.0993
        -10.038        0.02059            5.000          -0.1101
        -14.640        0.13403            4.048           5.1671
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.06611          10.8099           1.6213           -17.95
          0.57420           2.3722           1.0608           -16.56
          1.64291           0.6032           0.3642           -16.32
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.498          -4.3564           -6.136        -0.743565
           -3.181          -0.5807           -1.914        -0.899066
           -2.676          -1.5344           -3.060         0.006145
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.859           -3.056           -1.925          -0.1972
           -9.785          -10.720           -2.288           1.2571
           -6.179           -7.483           -6.013          -2.6036
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.137         -1.44040           -30.71          -10.727
           -2.016         -1.01254           -16.90          -11.749
           -1.068         -0.09702           -13.27           -6.626
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6484           -21.44           -20.14            4.686
           1.1851           -14.80           -13.92            2.978
           0.9674           -11.46           -14.18            1.771
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -19.09           0.2842           -13.98          -0.5840
           -18.67          -0.1626           -19.12          -1.8941
           -14.98           0.3476           -13.82          -0.9608
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.6144          -0.1136             4.77            1.863
          -2.5703         -15.0331           -10.52           -4.837
          -2.6362         -12.5836           -12.41          -11.278
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        0.6540950            5.832          1.19816           0.2643
        0.0006966           -3.057         -0.05196           0.4022
        0.0314739            1.589          0.76836          -0.4017
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.2011          0.06688           0.9899           0.8482
           0.7395          0.08780           1.7667          -0.6216
          -1.4367          0.13551          -0.6509          -2.1855
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.4286           0.1104          -6.2671           -1.845
           1.3589           0.6521           3.1408            3.516
           0.3538           0.3137           0.4595            1.265
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.5660        0.0480105           -2.524            3.153
          -0.9468        0.0005768            6.728            3.290
          -0.1693        0.0031475           -4.904            2.174
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3793           -4.601           -1.919          -0.3941
          -0.2491            7.988           -1.118          -3.0457
           0.1574           -2.348            4.110           3.4016
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.6299          -0.6541          0.23125           -3.851
          -2.8382           0.4692          0.05685            2.133
          -0.2719          -0.3594          0.06497           -3.450
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.338          -1.4095         -0.07597            1.735
           -3.405           1.9746         -0.17067           -0.734
           -4.082          -0.8925         -0.13471            1.851
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.793         -0.82933           1.4173         -0.75770
           -2.493         -0.01431           0.2478         -0.05286
            1.619          0.05854           0.8575         -0.14321
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.05690          -0.7260            3.079            5.935
          0.03452           0.1679            2.458            3.971
         -0.63511           0.1009            1.463            1.406
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.1502           4.8025           -5.598           12.445
           0.3816           0.8498           -4.082            1.459
           1.1988           3.8042           -2.951            1.072
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.385         -0.06026           -3.057          -0.1084
            5.946         -0.21410            5.170          -0.8016
           -1.315          0.05105           -1.430           0.3386
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -7.4386          -0.8439          -0.5191           0.6287
           5.6597          -1.0290          -0.7022           0.1957
           0.3731          -0.1167           1.7192          -0.2360
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.9344          0.72776          -0.9008           8.8729
          -0.9300          0.03882           0.6382           1.9376
           0.5193         -0.02250          -0.6054           0.5976
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.02029          -2.1104          -1.5230          -1.3200
         -0.10085           0.3742           1.2112           0.7449
         -0.03590          -0.3031           0.5192           0.9882
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -1.71012          0.23379           -8.967            1.765
          0.72140         -0.08868           -8.595            1.673
         -0.06947         -0.06512           -8.695            2.216
 rnd_95776.volume rnd_95787.volume
            39.19          -10.813
           -18.84          -11.063
            16.09           -8.359
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]   [,8]  [,9]  [,10] [,11]
[1,] 6.697 3.284 11.21  9.199 11.12 1.703 3.509  9.668 10.90  8.487 4.730
[2,] 6.810 3.284 11.28 10.405 12.29 1.705 3.585 10.173 11.23 10.612 5.280
[3,] 6.976 3.291 11.40 11.196 12.95 1.785 3.830 10.312 11.39 10.788 5.374
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,]  9.40 4.412 7.460 7.490 7.747 7.678 6.414 11.33  9.324 15.26 5.136
[2,] 10.17 4.457 7.989 8.326 7.850 9.031 8.630 11.76 10.038 15.30 5.326
[3,] 10.74 4.611 8.399 8.708 7.881 9.492 9.327 12.16 10.496 15.35 5.431
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.42 10.11 2.448  9.674  9.434 6.012  8.543 2.276  9.075 6.584 3.080
[2,] 24.09 10.32 2.504 10.611 10.557 6.349 10.065 2.297 10.171 6.606 3.144
[3,] 24.19 11.99 2.605 12.986 11.265 6.572 10.717 2.340 11.039 6.792 3.306
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.477 7.710 7.718 7.220 5.640 4.542 1.867 4.189 1.943 5.925 5.836
[2,] 9.125 8.850 9.142 7.243 6.384 4.542 1.956 4.271 1.943 6.189 6.527
[3,] 9.957 9.466 9.631 7.245 6.542 4.544 1.982 4.301 1.943 6.353 6.802
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.315 2.936 5.854 6.123 5.714 3.374 7.406 4.899 3.037 5.717 5.339
[2,] 4.648 3.115 6.830 6.159 5.714 3.374 8.866 5.042 3.057 7.160 6.184
[3,] 4.822 3.142 7.129 6.349 5.998 3.382 9.435 5.261 3.057 8.540 7.031
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.357 4.185 5.095 2.033 5.316 2.383 4.439 4.156 5.269 5.031 2.699
[2,] 5.973 5.435 5.128 2.043 6.250 2.415 4.555 4.158 5.716 6.782 2.843
[3,] 6.971 6.752 5.129 2.043 6.871 2.448 5.014 4.159 5.815 6.967 2.844
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.179 3.774 6.882 2.479 8.024 7.369 7.432 8.698 7.729 7.603 6.809
[2,] 5.767 3.780 7.759 2.479 8.158 8.501 7.542 9.432 7.927 9.437 8.173
[3,] 5.846 3.851 8.071 2.504 8.428 8.600 7.585 9.524 8.396 9.688 9.065
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.576 6.437 4.520 7.774 3.147 2.888 2.283 4.945 4.066 9.865  9.375
[2,] 1.576 7.840 4.701 8.603 3.191 3.095 2.288 5.929 4.075 9.951  9.397
[3,] 1.577 8.685 4.781 9.253 3.199 3.288 2.292 6.165 4.075 9.958 10.232
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.759 3.800 3.731 3.961 4.530 2.885 1.159 13.65 17.35  9.452
[2,] 3.763 4.629 4.432 4.457 4.788 2.886 1.341 16.51 22.07  9.924
[3,] 3.765 4.641 4.447 4.467 4.916 2.887 1.472 19.26 22.81 11.735
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]    [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.504  4.17  14.24   11.68   14.11   2.163   4.456  12.28  13.84
[2,] 299.937 12.98 303.41 1177.58 1268.81  19.714 178.003 766.86 656.14
[3,] 366.320 52.54 398.74 1001.07  989.63 127.827 326.557 408.64 463.30
       [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   10.78   6.007  11.94   5.603   9.473   9.511   9.837    9.75
[2,] 1542.76 568.249 940.31 151.532 692.309 880.513 308.023 1151.19
[3,]  469.63 241.652 837.96 286.391 628.194 617.890 169.501  707.85
        [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]    8.145  14.38  11.84  19.38   6.521   19.58   12.83   3.108   12.28
[2,] 1397.997 761.45 900.06 277.96 342.039 4482.30  510.48 127.777 1055.77
[3,]  857.098 755.01 743.21 292.85 256.615  534.57 1477.40 173.740 1812.78
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]  [,34]   [,35]
[1,]   11.98   7.634   10.85   2.89   11.52   8.361   3.911  10.76    9.79
[2,] 1147.63 494.121 1288.69  74.73 1111.83 130.034 152.893 818.36 1052.47
[3,]  951.51 410.893  891.67 108.51 1039.12 382.571 248.228 964.38  813.31
        [,36]   [,37]   [,38]  [,39]   [,40]   [,41] [,42]   [,43]   [,44]
[1,]    9.801   9.168   7.162  5.768   2.371   5.319 2.467   7.523   7.411
[2,] 1186.332 141.218 724.312  6.875 141.292 201.792 3.241 433.000 707.783
[3,]  733.569  35.417 345.792 28.866  77.830 122.684 5.215 347.279 463.381
      [,45]   [,46]   [,47]   [,48]   [,49]  [,50]    [,51]   [,52]  [,53]
[1,]   5.48   3.728   7.434   7.775   7.256  4.285    9.404   6.221  3.856
[2,] 418.22 252.274 851.860 162.709  14.310 10.380 1180.266 288.873 83.788
[3,] 311.06  99.444 495.254 372.932 441.700 53.672  781.283 363.581 16.151
       [,54]  [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]    7.26   6.78   6.803   5.314   6.47  2.582   6.751  3.026   5.636
[2,] 1043.60 755.54 639.661 839.723 140.90 47.390 795.775 95.634 248.422
[3,] 1127.44 810.34 870.291 970.178  18.86 11.567 691.065 96.193 507.097
      [,63]   [,64]    [,65]   [,66]   [,67]   [,68]   [,69]  [,70]  [,71]
[1,]  5.277   6.691    6.388   3.427   6.577   4.793   8.739  3.148  10.19
[2,] 31.803 536.202 1101.354 216.268 614.388  49.945 867.708  8.392 356.08
[3,] 24.937 259.368  386.636  22.529 231.506 178.970 537.812 85.191 512.89
        [,72]   [,73]  [,74]   [,75]    [,76]    [,77]  [,78]    [,79]
[1,]    9.358   9.437  11.04   9.815    9.655    8.646  2.001    8.174
[2,] 1026.126 310.949 883.75 426.078 1353.540 1094.773  8.076 1083.865
[3,]  315.509 196.516 320.40 670.409  530.840  949.261 13.731  904.842
      [,80]   [,81]   [,82]   [,83]  [,84]  [,85]  [,86]  [,87]  [,88]
[1,]   5.74   9.872   3.996   3.667  2.899   6.28  5.163  12.53  11.91
[2,] 312.72 892.172 128.324 269.716 34.814 792.20 65.792 314.60 153.05
[3,] 210.89 824.914  52.538 268.625 32.068 408.68  4.460  91.32 980.33
      [,89]   [,90]   [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]  4.773   4.825   4.738   5.03   5.752  3.664   1.472   17.33   22.04
[2,] 40.890 640.269 579.151 494.90 375.907  9.429 163.397 2249.13 3302.47
[3,] 33.405  80.979  89.506  71.35 269.210 21.616 147.011 2404.75 1394.61
      [,98]
[1,]   12.0
[2,]  732.4
[3,] 1516.5
[1] "--- VAR model 2017-10-05 04:01:00  completed"
[1] "Completed training sample:  2017-10-05 04:01:00 - 2017-10-05 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 04:31:00 - 2017-10-05 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.574          0.2146         2.4887         12.556
           2.113          0.3090         0.1184          5.362
           1.284          0.1736        -1.2275          5.043
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         19.184      0.0003049            4.550           0.4048
          7.336      0.7389495            5.724          -0.2175
          2.830      0.6969454            4.849          -0.2017
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.5145         -1.03906          -0.5188           -14.40
          -4.1670          0.04918          -0.1112           -11.61
          -0.1571         -0.25876          -1.2439           -15.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.353          -1.4102            7.901           0.7464
           -2.867           0.1309            2.764           0.1009
           -1.935          -1.8043            4.885           0.1125
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.454            9.723            6.224            7.879
           -1.172            1.353           11.682           13.149
           -1.774            1.211            7.267            9.889
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.5823          0.91422         -10.3288            4.526
          -0.3731          1.18306           4.8820           -1.040
          -0.4749          0.06062          -0.4902            2.357
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.294            1.507           1.3892            4.066
            1.638           -1.878           4.0599            2.801
            1.719            2.341           0.4401            1.655
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.492         -0.29558            8.297          -1.9359
            5.032         -0.00576            2.249          -1.0517
            3.601          0.22786            3.656          -0.6204
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.328           15.201           18.824           14.877
            1.369            3.553            7.190            8.705
            1.362            4.245            3.076            3.862
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4605           -1.484           0.8313           0.6835
          -0.1789            1.998          -0.2523          -0.1835
           0.3461           -2.652          -0.3448           0.2023
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.1572          0.48875           -1.396          -7.0231
           0.4312         -0.07801            3.088           0.1201
          -0.4743         -0.17460            1.768           0.4676
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.689           0.1220           -6.478          -0.4892
            1.560           0.6160           -2.878          -1.8612
            2.519           0.3419            1.625          -0.9941
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            0.589          0.06653           1.0416            7.479
            2.707          0.04435          -8.9668            7.649
            1.275         -0.07216          -0.8015            6.431
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.6246           0.4593          -5.3444         -12.6357
          -0.2279          -4.9422           0.6513          -0.3007
           0.2767          -6.0838          -6.4421          -2.0434
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -9.1869           0.2477          0.11886          7.90668
          -4.4757           0.2581         -0.06313        -11.49480
           0.9414           0.3551          0.04921         -0.03216
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.964           0.4225           0.1341            2.057
           -2.869          -2.9730           0.2877            3.017
           -3.637          -2.6494           0.1249           -5.103
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           7.1588         -0.04907           6.8508         -0.08802
          -0.1836         -0.11899           0.3819         -0.20064
          -4.4229         -0.01519          -0.6212         -0.08775
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           11.143         -0.11725            1.507            5.445
            1.054          0.26516            2.266            1.205
            1.780         -0.05393            1.182            1.638
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1530            4.900           1.0841            4.929
          -0.6575            1.796           0.6686            3.195
          -0.2818            2.227           0.5122            1.766
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.1647           0.3007           -4.232          -0.7492
           6.1393          -0.1624            4.467           0.3485
           2.6341           0.2291            2.081          -0.6870
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.860          -0.8504          -2.3468         -0.03802
            2.330          -0.6311           0.9393         -0.31035
            3.914          -1.0964          -2.0211         -0.07633
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.3106          0.28882          -1.3597            7.323
           2.2022          0.01791          -0.6155            6.809
           0.1938          0.01090          -0.4024            5.783
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.05119          -2.4300       -2.0147985          -1.8598
         -0.07476           0.2839        0.0003897          -0.3703
         -0.01350          -0.1661        0.0918597          -0.6325
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.961          0.18961           -8.773           -1.227
           -1.885         -0.30559           -8.637           -1.675
           -3.172          0.07796           -8.678           -1.800
 rnd_95776.volume rnd_95787.volume
          -25.306            3.050
           -8.414           -3.945
           -7.946            1.185
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]   [,8]  [,9]  [,10] [,11]
[1,] 6.916 3.683 11.62  9.396 12.01 1.765 3.712  9.803 11.14  8.649 4.795
[2,] 7.024 3.683 11.67 10.619 13.26 1.766 3.822 10.302 11.43 10.740 5.353
[3,] 7.211 3.690 11.80 11.496 13.91 1.855 4.098 10.434 11.60 10.916 5.444
      [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,]  9.196 4.451 7.673 7.967 7.882 7.883 6.539 12.03  9.683 15.53 5.204
[2,] 10.261 4.500 8.201 8.776 7.982 9.298 8.799 12.45 10.320 15.56 5.398
[3,] 11.048 4.656 8.585 9.213 8.012 9.806 9.499 13.06 10.822 15.62 5.499
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 15.77 10.48 2.557  9.794  9.593 6.161  8.695 2.372  9.229 6.761 3.156
[2,] 24.74 10.48 2.604 10.771 10.882 6.501 10.270 2.397 10.389 6.782 3.227
[3,] 24.82 12.03 2.718 13.224 11.544 6.745 11.018 2.434 11.336 6.943 3.377
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.577 7.872 7.881 7.401 5.887 4.728 1.933 4.533 2.040 6.075 6.028
[2,]  9.240 9.107 9.378 7.421 6.639 4.728 2.030 4.591 2.040 6.457 6.770
[3,] 10.183 9.748 9.890 7.422 6.763 4.730 2.058 4.633 2.041 6.611 7.072
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.506 3.032 6.079 6.367 5.933 3.455 7.663 5.155 3.095 5.819 5.581
[2,] 4.905 3.199 7.061 6.412 5.936 3.455 9.141 5.315 3.112 7.294 6.534
[3,] 5.080 3.228 7.379 6.638 6.229 3.462 9.712 5.550 3.113 8.737 7.391
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.609 4.318 5.343 2.081 5.648 2.466 4.570 4.333 4.988 6.132 2.945
[2,] 6.209 5.660 5.382 2.091 6.533 2.496 4.694 4.334 5.886 7.496 2.946
[3,] 7.171 7.044 5.384 2.092 7.189 2.524 5.184 4.335 5.992 7.723 2.946
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.362 4.008 7.303 2.551 8.157 7.442 7.569 8.824 7.959 7.826 6.956
[2,] 5.975 4.011 8.178 2.552 8.287 8.594 7.662 9.621 8.146 9.587 8.376
[3,] 6.113 4.065 8.634 2.574 8.558 8.689 7.711 9.713 8.594 9.836 9.254
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.643 6.535 4.680 7.911 3.262 3.055 2.409 5.161 4.232 10.21  9.749
[2,] 1.643 8.045 4.841 8.809 3.305 3.269 2.413 6.183 4.236 10.28  9.769
[3,] 1.644 8.850 4.910 9.501 3.308 3.455 2.417 6.309 4.240 10.29 10.628
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.823 3.831 3.759 4.014 4.703 3.044 1.132 13.14 18.01 10.17
[2,] 3.825 4.673 4.478 4.522 4.825 3.044 1.299 16.20 22.91 10.35
[3,] 3.827 4.684 4.491 4.530 5.020 3.048 1.451 18.75 23.67 12.33
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.783  4.677  14.75   11.93   15.25   2.242   4.713  12.45  14.14
[2,] 256.330 10.204 229.16 1034.49 1174.44  12.075 191.133 662.17 537.29
[3,] 340.983 47.922 369.25  921.23  881.50 118.932 308.973 347.36 417.12
       [,10]   [,11]  [,12]   [,13]   [,14]  [,15]  [,16]   [,17]    [,18]
[1,]   10.98   6.089  11.68   5.653   9.744  10.12  10.01   10.01    8.303
[2,] 1331.79 497.529 952.07 137.472 605.212 769.60 264.09 1031.00 1231.231
[3,]  407.56 207.417 856.21 250.340 531.572 586.58 145.34  651.42  748.874
      [,19] [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]   [,27]
[1,]  15.28  12.3  19.72   6.608   20.03   13.31   3.248   12.44   12.18
[2,] 665.90 746.4 212.71 299.949 3985.75   52.17 102.271  937.58 1074.38
[3,] 828.01 681.7 280.34 219.200  418.72 1232.87 162.892 1604.22  805.89
       [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]   [,36]
[1,]   7.824   11.04  3.012  11.72   8.585   4.007  10.89   9.996   10.01
[2,] 433.517 1143.01 72.315 997.93 112.414 141.304 718.78 957.705 1063.03
[3,] 376.379  834.54 87.986 948.32 310.161 208.073 895.06 727.493  657.07
       [,37]   [,38]  [,39]   [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   9.399   7.475  6.004   2.455   5.757  2.590   7.714   7.654   5.722
[2,] 113.123 642.037  4.738 129.636 151.970  2.285 457.949 644.433 405.640
[3,]  23.988 269.566 24.427  70.759 129.505 16.514 295.924 427.809 276.108
      [,46]  [,47]   [,48]   [,49]  [,50]    [,51]   [,52] [,53]    [,54]
[1,]   3.85   7.72   8.085   7.534  4.387    9.731   6.546  3.93    7.389
[2,] 213.18 750.97 158.438  35.605  8.977 1042.051 270.988 67.42  919.713
[3,]  90.71 448.15 359.643 395.385 43.680  686.098 334.230 18.96 1005.840
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   7.087   7.122   5.483   6.785  2.642   7.172  3.131   5.804  5.503
[2,] 710.481 556.984 765.409 135.887 44.163 686.901 80.853 223.865  6.814
[3,] 722.827 750.404 876.850  24.237  3.772 627.569 78.180 460.088 24.447
       [,64]   [,65] [,66]   [,67]  [,68]   [,69] [,70]  [,71]  [,72]
[1,]   6.334   7.787 3.740   6.809   5.09   9.273  3.24  10.36   9.45
[2,] 653.656 901.514 7.928 551.188  28.64 770.116  8.38 305.82 898.67
[3,] 235.064 389.197 9.112 270.214 138.11 578.841 70.20 446.69 268.15
       [,73]  [,74]  [,75]    [,76]   [,77] [,78]   [,79]   [,80]  [,81]
[1,]   9.612  11.21  10.11    9.938   8.833 2.086   8.299   5.943  10.05
[2,] 248.988 801.62 363.41 1157.878 975.763 4.354 981.269 259.362 810.26
[3,] 182.334 279.75 572.30  459.852 822.581 9.898 771.265 170.850 744.75
       [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]
[1,]   4.143   3.879  3.059   6.553  5.374  12.96  12.38  4.855   4.865
[2,] 110.473 243.428 27.950 712.204 39.786 248.61 132.09 27.697 559.628
[3,]  32.073 233.446 28.513 262.682 36.093 107.79 875.14 27.200  67.877
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.774   5.097   5.972  3.866   1.438   16.69   22.87   12.91
[2,] 508.847 435.782 225.516  3.247 133.288 1979.75 2959.97  410.33
[3,]  72.652  56.129 289.708 33.004 135.315 1975.97 1250.52 1398.65
[1] "--- VAR model 2017-10-05 04:31:00  completed"
[1] "Completed training sample:  2017-10-05 04:31:00 - 2017-10-05 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 05:01:00 - 2017-10-05 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.696          0.1569          8.510         -12.20
           3.909          0.4174         -1.288         -14.21
           3.179          0.4710          1.998          -7.08
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.131         1.2472            6.328            6.068
         -8.648         1.3082            8.201            5.939
        -13.708         0.8725            8.424            9.753
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.5689           12.855           5.8159           -12.06
          -0.3393            3.770           1.5025           -14.29
           5.4221            5.282           0.4588           -13.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.731           0.5913          -0.9976           0.9199
           -1.463           0.2073           0.3903           0.4828
           -2.074          -1.4104          -2.1730           0.3437
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -6.6045         -0.09498            2.788          -0.5267
          -0.5399         -5.42597            2.222           4.0234
          -1.3955         -0.55395            2.438           2.6049
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.8429          -0.6597           -3.326          -3.8897
          -1.0873          -0.5717            2.401          -3.5328
          -0.3613          -0.1574           -3.145          -0.6162
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6134          -10.112          -14.839           1.4644
           0.5076           -3.289           -6.390           0.4399
           0.3851           -1.790           -1.995          -0.5141
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.537         -0.01521           -3.178            1.686
          -12.276          0.14752          -12.709            3.413
           -5.008          0.31921           -6.169            2.253
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.433           -4.511           -6.888          -11.600
           -2.709          -11.256           -5.996           -3.387
           -2.483           -8.615           -9.441          -10.815
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6494           -2.086          0.65145         -0.08725
          -0.1366           -1.613         -0.04562          0.14090
           0.1424           -2.331          0.32510          0.03207
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.1939          -0.1116           -4.453           -8.585
          -1.1004           0.1603           -2.760          -10.578
          -0.7504           0.1093           -2.336           -7.152
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.832           0.5024           -5.976           0.2811
            2.275           0.8689           -3.117          -0.2915
            1.637           0.4777           -5.326          -0.1673
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.9392           0.4717           -3.186            3.662
           0.9827          -0.4829           -3.196            3.429
           0.3197           0.2253           -1.960            4.334
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.15638          -0.4515            0.330          -0.5182
          0.15561          -3.5719           -2.391          -0.1046
         -0.07438          -3.1408           -2.571          -2.4393
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.7189           1.0420          -0.4693          -2.0679
           0.6851          -0.6414           0.3998          -0.9493
          -2.5971           0.2409          -0.1366          -0.3760
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.724          -0.8655         -0.23075           -6.086
           -4.549          -2.0445         -0.27703           -1.955
           -4.921           0.1093         -0.03347           -1.676
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.205          0.04429           -5.023           1.2746
           -1.561          0.07840           -3.326          -0.8480
           -1.489         -0.03649           -1.474          -0.3213
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.031         0.505096            1.846            8.506
           -7.481        -0.512891            3.528            3.494
           -1.161         0.008222            1.894            2.245
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          1.66092           12.720           -1.455           17.325
          1.16655            3.696           -3.737            6.670
          0.08273            4.537           -1.700            4.539
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.952          0.04675            7.577          -1.3173
           11.806         -0.31519           12.194          -1.0456
            2.815         -0.19987            3.689          -0.7397
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.9323          -0.8048           0.4262        -0.251780
           9.2519          -0.1719          -0.6330         0.004003
           7.3187           0.3530          -1.0716         0.011055
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.5676           0.4246           0.3864            5.400
          -0.7898           0.2954           0.3192           -3.610
          -2.4401           0.0763           0.1537           -3.786
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        -0.110795          -0.3548         -0.24741          -0.2329
        -0.041905          -0.3289         -0.07717           0.5833
        -0.007602          -0.2388         -0.80080          -0.8080
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -0.495          0.03022           -9.881           -1.152
           -2.346          0.08964           -9.832           -1.616
           -0.129         -0.03692           -9.915           -2.527
 rnd_95776.volume rnd_95787.volume
           -8.478           -8.836
           -7.331           -4.691
           -4.727           -2.604
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]   [,8]  [,9]  [,10] [,11]
[1,] 7.156 3.847 13.76  9.49 12.89 1.831 3.847  9.928 11.31  8.902 4.876
[2,] 7.238 3.848 13.80 10.74 14.20 1.834 3.960 10.415 11.58 10.970 5.450
[3,] 7.469 3.859 13.95 11.79 14.91 1.921 4.242 10.551 11.75 11.134 5.530
      [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,]  9.277 4.467 7.853 8.061 7.902 7.985 6.606 12.23  9.944 15.75 5.490
[2,] 10.348 4.548 8.389 8.859 8.009 9.393 8.917 12.64 10.623 15.78 5.662
[3,] 11.154 4.687 8.770 9.294 8.040 9.892 9.608 13.27 11.072 15.85 5.727
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30] [,31] [,32] [,33]
[1,] 17.43 10.86 2.630  9.981  9.635 6.323  8.821 2.450  9.29 6.940 3.242
[2,] 25.27 10.87 2.678 11.293 11.177 6.674 10.451 2.474 10.47 6.964 3.330
[3,] 25.37 12.14 2.786 13.403 11.846 6.932 11.356 2.509 11.58 7.110 3.475
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.776 7.956  8.048 7.537 6.033 5.059 2.032 4.740 2.131 6.123 6.384
[2,]  9.459 9.189  9.713 7.558 6.772 5.060 2.135 4.802 2.132 6.510 7.144
[3,] 10.549 9.839 10.185 7.558 6.911 5.062 2.164 4.840 2.134 6.665 7.464
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.591 3.103 6.291 6.532 6.219 3.564 7.862 5.441 3.146 6.008 5.681
[2,] 5.049 3.269 7.447 6.575 6.221 3.564 9.313 5.624 3.160 7.588 6.702
[3,] 5.203 3.304 7.702 6.826 6.528 3.574 9.919 5.881 3.163 9.006 7.546
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.712 4.415 5.535 2.134 5.821 2.539 4.612 4.536 5.160 6.201 3.001
[2,] 6.312 5.791 5.572 2.142 6.747 2.573 4.801 4.537 6.058 7.528 3.002
[3,] 7.298 7.253 5.575 2.142 7.406 2.598 5.157 4.540 6.178 7.782 3.003
     [,67] [,68] [,69] [,70] [,71] [,72] [,73]  [,74] [,75]  [,76] [,77]
[1,] 5.595 4.170 8.248 2.652 8.339 7.645 7.872  9.146 8.222  8.239 7.301
[2,] 6.324 4.172 9.132 2.652 8.469 8.817 7.974  9.952 8.402  9.815 8.899
[3,] 6.455 4.220 9.661 2.677 8.727 8.918 8.029 10.053 8.838 10.097 9.726
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.705 6.712 4.807 8.003 3.340 3.175 2.534 5.315 4.422 10.44  9.929
[2,] 1.705 8.375 4.971 8.993 3.382 3.386 2.539 6.363 4.433 10.50  9.947
[3,] 1.708 9.159 5.031 9.706 3.387 3.568 2.542 6.495 4.439 10.51 10.780
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.875 3.854 3.798 4.072 4.755 3.173 1.135 12.04 18.54 10.56
[2,] 3.877 4.715 4.549 4.594 4.903 3.174 1.292 15.58 23.55 10.97
[3,] 3.878 4.727 4.561 4.602 5.028 3.175 1.441 17.98 24.42 12.56
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   9.087  4.885  17.47  12.05   16.37   2.325   4.885  12.61  14.36
[2,] 208.902 15.587 206.50 969.80 1150.85  20.051 180.810 606.13 482.88
[3,] 355.189 56.309 389.58 933.70  874.90 110.205 293.313 325.61 383.34
      [,10]   [,11]  [,12]   [,13]   [,14]  [,15]  [,16]  [,17]    [,18]
[1,]   11.3   6.192  11.78   5.672   9.973  10.24  10.03  10.14    8.388
[2,] 1235.1 468.896 883.57 164.556 568.158 708.10 251.59 953.10 1154.030
[3,]  367.0 181.123 802.06 218.505 492.676 541.43 136.14 597.71  689.399
      [,19]  [,20] [,21]   [,22]   [,23]   [,24]   [,25]   [,26]   [,27]
[1,]  15.52  12.63  20.0   6.971   22.14   13.80   3.339   12.67   12.23
[2,] 617.97 719.73 198.9 267.178 3525.67   86.47  97.444 1017.74 1091.60
[3,] 777.78 601.45 283.5 165.539  433.99 1041.90 148.020 1390.70  756.28
      [,28]  [,29]  [,30] [,31]   [,32]   [,33]  [,34] [,35]   [,36]
[1,]   8.03   11.2  3.111  11.8   8.813   4.116  11.14  10.1   10.22
[2,] 411.57 1080.0 67.292 928.2 112.188 146.696 679.56 885.9 1047.66
[3,] 360.86  855.8 80.393 955.1 275.489 191.544 900.09 677.6  590.45
       [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   9.571   7.661  6.424   2.58   6.019  2.706   7.775   8.106   5.83
[2,] 109.770 592.345 13.206 126.17 147.600 13.013 426.283 617.902 404.65
[3,]  12.000 266.349 30.397  68.36 117.264 16.242 274.660 416.500 242.28
       [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]  [,54]
[1,]   3.941   7.989   8.295   7.897  4.526   9.984   6.909  3.995   7.63
[2,] 198.337 767.689 144.048  35.264  4.177 961.670 274.633 57.092 892.75
[3,]  91.373 378.344 353.293 381.289 50.261 657.616 331.267 24.454 934.58
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   7.214   7.254   5.607   7.028  2.710   7.392  3.224   5.857  5.761
[2,] 685.067 517.415 721.986 122.985 35.564 657.234 80.500 257.092  9.660
[3,] 667.825 705.653 841.386  38.533  7.477 588.537 69.165 362.501 33.123
       [,64]   [,65]  [,66]   [,67]   [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   6.552   7.874  3.811   7.104   5.295  10.47  3.367  10.59   9.708
[2,] 611.386 822.376  9.049 567.870  26.755 755.28  5.980 285.14 846.024
[3,] 234.105 379.901 15.406 249.227 122.742 607.43 70.060 405.75 257.891
       [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]  [,81]
[1,]   9.996  11.61  10.44   10.46   9.272  2.165   8.523   6.104  10.16
[2,] 245.270 756.02 333.35 1027.43 980.245  7.810 965.075 244.168 790.24
[3,] 181.238 273.31 528.41  456.65 756.125 17.419 714.154 149.450 703.54
       [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88] [,89]   [,90]
[1,]   4.241   4.032  3.218   6.749  5.615  13.25  12.61  4.92   4.893
[2,] 103.039 226.687 31.074 674.010 58.840 227.05 116.69 24.11 523.565
[3,]  35.247 216.718 23.584 251.305 47.847  89.24 800.45 22.97  64.728
       [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.823   5.17   6.038  4.029   1.441   15.28   23.54   13.41
[2,] 482.293 410.00 230.138 18.392 119.116 1906.92 2799.34  571.16
[3,]  63.442  50.36 214.747 17.072 122.825 1728.34 1243.78 1176.44
[1] "--- VAR model 2017-10-05 05:01:00  completed"
[1] "Completed training sample:  2017-10-05 05:01:00 - 2017-10-05 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 05:31:00 - 2017-10-05 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8979          0.3963          15.17        -12.998
          1.4968          0.2218          18.34         -3.689
          0.9717          0.2233          19.12          1.619
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.056         1.6375            9.140            4.243
        -12.179         0.9921            6.796            3.518
         -2.613         0.7372            5.852            1.564
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6754            1.395           -2.162           -18.10
          -1.6752            2.756            1.047           -16.51
          -3.4159            1.979           -0.259           -15.41
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.240          -1.3001           -2.519          0.22850
           -1.464           2.2883           -2.258          0.08728
           -1.199           0.7534           -1.602         -0.23015
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.17020           1.1244           10.778            10.73
         -0.24328           0.5050           11.850            13.19
          0.09938           0.7896            8.343            10.69
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.19252         0.002666           16.543          -2.6816
          0.02277         0.605951            3.835          -0.1181
         -0.21930         0.025535            8.862          -0.2275
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.2362          -3.9672          -2.6994           1.9009
           0.4677           5.2719           1.0392           0.3518
          -0.2807           0.5235           0.7274           1.4915
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -11.494          -0.2384          -12.727           -2.447
           -3.115          -0.7801           -3.724           -2.584
            3.055          -0.2884            1.804           -1.674
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2909           -4.558           -1.517           -3.895
          -2.7838           -6.974           -9.462           -6.836
          -0.9358           -3.228           -3.041           -3.706
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.209116           -2.433           0.4455          0.02376
         0.013058            3.135          -0.4961          0.02260
        -0.007679           -5.625           1.1003          0.58597
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.593428           0.1413           5.0577           -3.960
         0.357944           0.2537           0.4657           -4.165
        -0.005471          -0.1221          -1.3649           -4.818
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.926           0.3061          -7.4198          -0.2766
            2.921           0.1691           0.1172           1.4720
            3.375           0.1314          -2.3797           0.2142
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.946           0.5820           -6.085           0.3290
            4.856          -0.4104           -2.723          -0.8197
            2.773           0.2424           -1.352          -1.2118
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2225            7.871            5.445          -10.584
          -0.2301           -6.292           -4.313            6.773
          -0.3553           -3.160           -2.480           -4.676
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.662           1.0767           0.4354            5.102
            8.490          -0.5441          -0.0773          -10.921
           -5.636           0.1642           0.1017            6.427
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -1.71370           2.7912        0.0374577           0.6748
         -0.93014          -5.9320        0.2479088           1.7543
          0.02223           0.8367       -0.0004822          -7.0707
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.1083          -0.1620           -2.974           2.1804
           2.3414          -0.3370            2.018           0.8598
          -6.2533           0.3001           -1.620           0.3501
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.8822          0.41915          -0.2867          -5.6019
           0.3893         -0.18535          -2.1961           0.1771
           2.2072         -0.04451          -1.1002          -1.7065
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4706          -0.3427          0.59003          4.33918
           0.3913           0.3645          0.04818         -0.08937
           0.2242           0.2798          0.16720          0.77621
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           5.0500          0.03857           5.8685            1.444
           0.1396          0.09319           3.2235            1.216
           0.2275          0.06838           0.8569            0.710
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.2629           0.9441           1.3109         -0.08747
           5.1572          -0.2432          -0.6987          0.16271
           0.5922           0.9489          -0.6308          0.03849
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.551          0.29264           0.3306           1.9526
            1.004          0.08833           0.5576           3.1162
           -0.686          0.05218          -0.1764           0.6175
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.14310          -2.3889          -2.7038          -2.5444
         -0.09955          -0.4500          -0.8697          -1.0391
         -0.03860          -0.4272          -0.8120          -0.8546
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.2504         -0.41387           -8.038            2.929
          -3.9026          0.20991           -7.914            2.744
          -0.5186          0.05311           -7.668            2.786
 rnd_95776.volume rnd_95787.volume
           -6.373          -5.2203
          -11.121           4.5491
            4.018          -0.2567
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.258 3.986 16.42  9.82 12.93 1.922 3.960 10.09 11.39  9.018 4.962
[2,] 7.339 3.986 16.45 11.10 14.28 1.926 4.077 10.56 11.68 11.096 5.565
[3,] 7.584 3.993 17.05 12.25 14.99 2.007 4.344 10.70 11.83 11.248 5.639
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19] [,20] [,21] [,22]
[1,]  9.50 4.637 7.955 8.154 7.895  8.144 6.705 12.42 10.11 16.26 5.855
[2,] 10.61 4.691 8.524 8.957 8.004  9.494 9.146 12.83 10.78 16.27 6.009
[3,] 11.46 4.862 8.896 9.365 8.036 10.040 9.818 13.46 11.31 16.34 6.113
     [,23] [,24] [,25] [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 18.90 11.78 2.699 10.20  9.706 6.452  8.927 2.527  9.401 7.077 3.358
[2,] 25.66 11.94 2.753 11.78 11.590 6.816 10.582 2.549 10.568 7.117 3.440
[3,] 25.78 12.37 2.848 13.43 12.130 7.081 11.663 2.586 11.890 7.290 3.599
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.903 8.179  8.108 7.648 6.131 5.283 2.106 4.825 2.161 6.244 6.534
[2,]  9.612 9.361  9.758 7.664 6.903 5.283 2.212 4.880 2.162 6.645 7.300
[3,] 10.788 9.974 10.255 7.664 7.040 5.287 2.242 4.917 2.164 6.796 7.634
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.720 3.426 6.407 6.682 6.599 3.627  8.081 5.589 3.056 6.185 5.887
[2,] 5.179 3.445 7.676 6.727 6.605 3.627  9.508 5.794 3.152 7.809 6.998
[3,] 5.328 3.447 7.947 6.974 6.953 3.643 10.124 6.081 3.208 9.236 7.860
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.826 4.501 5.683 2.149 6.269 2.802 4.739 4.644 5.395 6.378 3.126
[2,] 6.433 5.971 5.713 2.156 7.181 2.930 4.936 4.644 6.214 7.620 3.127
[3,] 7.444 7.511 5.717 2.157 7.696 3.083 5.287 4.653 6.329 7.916 3.128
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73]  [,74] [,75]  [,76] [,77]
[1,] 5.796 4.332  8.668 2.705 8.479 7.768 7.955  9.283 8.419  8.386 7.357
[2,] 6.668 4.332  9.631 2.705 8.607 8.900 8.060 10.084 8.605  9.929 9.037
[3,] 6.795 4.390 10.108 2.732 8.868 8.999 8.123 10.188 9.052 10.202 9.873
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.784 6.830 4.870 8.054 3.434 3.258 2.651 5.108 4.559 10.91 10.33
[2,] 1.784 8.573 5.038 9.075 3.477 3.483 2.657 6.593 4.566 10.97 10.35
[3,] 1.785 9.336 5.095 9.810 3.481 3.658 2.658 6.703 4.569 10.98 11.28
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.903 3.869 3.820 4.104 4.971 3.280 1.114 11.65 18.90 10.91
[2,] 3.905 4.752 4.590 4.637 5.110 3.283 1.221 15.13 24.16 11.51
[3,] 3.906 4.763 4.603 4.646 5.222 3.285 1.341 17.66 25.12 12.70
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]    [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   9.217  5.061  20.85  12.47   16.42  2.441   5.028  12.81  14.46
[2,] 187.262  4.796 162.43 889.14 1044.14 19.748 167.346 537.08 442.87
[3,] 328.362 40.128 776.53 890.53  779.18 97.498 257.645 297.16 328.66
       [,10] [,11]  [,12]   [,13] [,14]  [,15]  [,16]  [,17]    [,18]
[1,]   11.45   6.3  12.06   5.888  10.1  10.35  10.03  10.34    8.515
[2,] 1111.82 433.3 813.94 122.118 526.4 637.68 226.16 839.23 1069.610
[3,]  317.07 156.7 744.34 220.185 438.0 470.20 123.72 561.60  613.644
      [,19]  [,20]  [,21]   [,22]  [,23]  [,24]   [,25]   [,26]   [,27]
[1,]  15.77  12.84  20.65   7.435   24.0  14.95   3.427   12.96   12.33
[2,] 555.99 642.28  93.05 232.561 2985.0 338.05  94.021 1011.61 1089.16
[3,] 698.29 587.70 259.42 192.736  421.8 555.62 125.505 1108.50  615.22
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35] [,36]
[1,]   8.193  11.34  3.208  11.94   8.986   4.264  11.31  10.39  10.3
[2,] 377.933 977.15 57.444 830.36 130.485 128.426 623.01 783.14 933.7
[3,] 330.163 843.30 75.468 936.78 271.315 182.228 842.45 592.27 542.0
      [,37]   [,38]  [,39]   [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  9.712   7.785  6.708   2.675   6.127  2.744   7.929   8.297   5.993
[2,] 85.054 545.529  9.907 116.308 126.401 11.043 390.700 559.924 366.492
[3,]  8.905 237.608 35.361  62.664 103.182 17.126 245.497 383.936 215.690
     [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]   [,54]
[1,]  4.35   8.136   8.485   8.379  4.606  10.26   7.098   3.881   7.854
[2,] 61.93 727.148 133.983  51.344  4.653 861.50 262.519 132.535 819.647
[3,] 23.96 353.731 316.433 373.642 58.562 598.26 317.595 103.237 848.231
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.476   7.397   5.715   7.217  2.729   7.961   3.558   6.018  5.897
[2,] 650.760 469.175 674.849 101.179 31.192 602.372 147.634 237.328 10.278
[3,] 615.390 644.246 783.309  37.884  7.661 475.712 164.782 325.756 49.728
       [,64] [,65]  [,66]   [,67]   [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   6.851   8.1  3.970   7.359   5.501  11.01  3.435  10.77   9.864
[2,] 530.180 717.0  9.304 567.025   7.568 721.97  3.763 254.45 747.189
[3,] 207.019 368.9 16.086 225.394 122.190 527.80 65.893 367.00 229.077
     [,73]  [,74]  [,75]  [,76]   [,77] [,78]   [,79]   [,80]  [,81]
[1,]  10.1  11.79  10.69  10.65   9.343 2.265   8.673   6.184  10.23
[2,] 222.7 677.58 306.16 914.31 902.442 4.112 891.074 222.154 719.15
[3,] 174.4 249.99 483.39 403.36 683.686 8.364 635.574 130.365 640.58
      [,82]   [,83]  [,84]   [,85] [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.361   4.137  3.367   6.487  5.79  13.86  13.11  4.956   4.914
[2,] 94.057 211.547 29.980 716.770 42.06 197.33 130.05 22.332 474.258
[3,] 26.025 192.617 14.502 208.231 30.56  90.10 771.93 18.820  57.342
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96] [,97]  [,98]
[1,]   4.851   5.212   6.312  4.166  1.415   14.79    24  13.86
[2,] 437.555 371.143 203.586 24.317 86.121 1661.35  2587 629.60
[3,]  58.964  48.900 185.418 15.348 95.252 1565.16  1184 922.13
[1] "--- VAR model 2017-10-05 05:31:00  completed"
[1] "Completed training sample:  2017-10-05 05:31:00 - 2017-10-05 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 06:01:00 - 2017-10-05 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8695         0.08631          18.26         -5.925
         -0.6271         0.23581          24.94         -5.375
         -0.8081         0.07765          15.50          0.715
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.8857         1.1671            7.646            5.005
        -4.3449         0.6618            6.729            7.405
        -4.1912         0.7811            6.149            4.760
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.106          -0.5107            1.657           -6.103
            5.020           2.2525            0.700           -6.232
            5.265           3.0024            1.511           -5.614
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.327            5.033          0.86198           -2.732
           -2.986            1.607         -1.53720           -1.642
           -3.348            4.040         -0.02732           -1.307
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.3204           6.7687            4.329            2.609
           2.6351           0.3999            6.005            4.550
           0.9836           1.2021            5.720            4.130
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.1361         0.111456           12.885          -2.2934
          -0.5181        -0.125260            1.612          -0.0481
          -0.2166         0.007165            8.119          -3.1150
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.454          -6.6678          -5.9073           1.6963
            1.645           2.3172          -0.2344           1.5566
            2.196          -0.6218           0.5684           0.6167
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.740          -0.4907           -2.432           -5.159
           -4.886          -0.8464           -5.765           -4.178
            1.140          -0.9688            1.400           -2.112
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4557           -5.201         -0.04409            1.447
          -0.3360           -6.578         -4.40552           -2.441
          -0.9715           -4.297         -3.92029           -5.498
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.16839           -4.653           1.9370           0.2872
         -0.08245            7.809          -0.6423          -0.5972
         -0.34506           -6.256          -0.3763           0.7276
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.444        -0.308143          -0.9688           -7.898
           -1.351        -0.122324           0.2018           -7.566
           -2.023        -0.009998          -1.2463           -5.307
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.2901         -1.09279           -6.875          -2.5752
           0.3028          0.68108           -5.948           2.3263
           0.9437          0.09845           -6.628           0.7578
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.863           0.1930          -17.140            5.994
            3.462           0.5387            1.534            6.959
            2.040          -0.3459           -6.436            6.876
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.0450          -11.533          -0.4078           -2.902
           0.2932           -8.054         -12.4939           -6.659
          -0.4836           -1.839           0.7474           -5.965
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -15.959          -0.6107          -0.2294            6.475
            1.487           0.2429          -0.1034           -8.402
          -13.508          -0.1912          -0.1587           -2.791
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.844           9.0525          0.16112           -5.611
           -3.864          -7.6989         -0.55411            7.424
           -4.136           0.8768         -0.04848           -8.324
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.981         0.082506          -2.6845           0.8791
            9.515        -0.007853           2.2363           1.1759
           -7.734         0.013622           0.0116           0.4768
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.793         0.016634           -1.562           -3.592
           -7.605         0.162167           -1.882           -1.019
            9.891        -0.004472           -1.098           -1.335
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.4820           -3.760           -1.778           -2.988
          -0.8693           -2.309           -1.895           -3.031
          -0.7004           -1.170           -1.116           -1.773
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.105          0.08834           -2.873           0.4414
           -3.355          0.26869           -2.742           0.1911
           -2.098          0.17892           -3.506           0.2561
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.659          0.17901          0.22782          0.31562
           -2.081          0.11257         -3.49420         -0.03257
           -2.098          0.02155          0.06171         -0.04085
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         0.600465          0.24350         -0.60829            6.951
         0.850424          0.16277          0.07823            5.039
         0.005256          0.09849         -0.25741            1.495
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.03534           1.8757           2.1615           2.0647
          0.11102           0.1046           0.8411           0.5123
          0.04696           0.4386           0.9397           1.0736
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           5.2075         -0.66309           -9.835            1.637
          -5.0299          0.02877           -9.604            1.559
           0.4098          0.30704           -9.795            1.545
 rnd_95776.volume rnd_95787.volume
            1.499          -3.9104
          -16.424           0.9659
           -4.203          -1.2262
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.132 4.119 17.44  9.70 12.98 2.072 3.993 10.06 11.42  8.885 4.939
[2,] 7.218 4.119 17.48 10.93 14.28 2.080 4.115 10.51 11.72 11.226 5.544
[3,] 7.426 4.125 18.23 12.15 14.95 2.163 4.399 10.59 11.87 11.398 5.623
      [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,]  8.059 4.645 7.895 8.061 7.795 8.162 6.711 12.86 10.14 16.29 5.914
[2,]  9.198 4.697 8.461 8.830 7.918 9.442 9.187 13.25 10.78 16.30 6.068
[3,] 10.052 4.880 8.845 9.270 7.954 9.969 9.805 13.84 11.30 16.39 6.167
     [,23] [,24] [,25] [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 18.79 10.79 2.771 10.16  9.684 6.529  8.593 2.587  9.619 7.059 3.387
[2,] 25.77 11.60 2.826 11.78 11.547 6.882 10.232 2.615 10.655 7.111 3.475
[3,] 25.88 12.50 2.920 13.53 12.091 7.152 11.403 2.648 11.947 7.291 3.611
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.722 8.256  7.986 7.573 6.195 5.472 2.156 5.015 2.185 6.250 6.528
[2,]  9.363 9.384  9.612 7.578 7.017 5.475 2.254 5.076 2.186 6.605 7.311
[3,] 10.450 9.954 10.095 7.578 7.153 5.477 2.284 5.117 2.188 6.786 7.651
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.806 3.163 6.378 6.897 6.823 3.653  8.229 5.883 3.077 6.345 5.986
[2,] 5.175 3.346 7.683 6.974 6.833 3.653  9.616 6.096 3.174 7.952 7.167
[3,] 5.339 3.377 7.972 7.285 7.252 3.668 10.284 6.393 3.236 9.378 7.990
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.854 4.574 5.897 2.204 6.467 2.887 4.991 4.822 5.508 6.590 3.163
[2,] 6.547 6.202 5.943 2.211 7.336 3.040 5.178 4.822 6.423 8.030 3.164
[3,] 7.544 7.801 5.944 2.211 7.901 3.197 5.544 4.831 6.531 8.297 3.164
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73]  [,74] [,75]  [,76] [,77]
[1,] 5.949 4.759  8.431 2.769 8.460 7.791 8.084  9.171 8.654  8.405 7.415
[2,] 6.971 4.760  9.433 2.770 8.580 8.818 8.193 10.020 8.858  9.812 9.225
[3,] 7.093 4.820 10.041 2.806 8.826 8.917 8.227 10.106 9.228 10.099 9.995
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.833 6.909 4.948 7.995 3.517 3.319 2.760 5.233 4.698 11.09 10.45
[2,] 1.833 8.718 5.123 9.049 3.560 3.552 2.768 6.759 4.704 11.13 10.49
[3,] 1.834 9.445 5.173 9.724 3.564 3.734 2.769 6.845 4.706 11.15 11.46
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.927 3.960 3.909 4.176 5.118 3.503 0.9917 11.22 19.12 10.84
[2,] 3.930 4.806 4.653 4.692 5.243 3.512 1.0525 14.54 24.75 11.46
[3,] 3.933 4.815 4.664 4.701 5.367 3.512 1.1407 16.91 25.76 12.67
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]  [,9]
[1,]   9.057  5.23  22.15  12.32  16.48  2.631   5.071  12.78  14.5
[2,] 173.504 10.91 185.03 786.51 931.60 28.512 155.072 474.30 408.0
[3,] 272.635 34.08 808.67 829.40 692.99 93.069 243.106 204.11 300.0
       [,10]   [,11]  [,12]   [,13]  [,14]  [,15]   [,16]  [,17]   [,18]
[1,]   11.28   6.271  10.23   5.898  10.03  10.24   9.898  10.36   8.522
[2,] 1072.48 393.788 693.07 109.309 475.68 563.28 217.787 742.00 980.522
[3,]  308.92 146.357 633.70 206.885 402.84 441.13 117.792 500.20 535.557
      [,19]  [,20]  [,21]  [,22]   [,23] [,24]   [,25]  [,26] [,27]
[1,]  16.33  12.88  20.69   7.51   23.86  13.7   3.519   12.9  12.3
[2,] 501.08 572.95  82.83 212.06 2755.44 664.2  86.482  931.8 983.1
[3,] 622.39 529.46 269.59 172.59  384.44 729.7 115.120 1038.8 560.1
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]  [,36]
[1,]   8.291  10.91  3.286  12.21   8.964   4.301  11.08  10.48  10.14
[2,] 340.355 868.11 59.229 716.51 134.569 121.916 532.10 697.08 836.07
[3,] 304.179 786.75 65.077 844.69 251.688 153.162 725.57 519.23 482.44
      [,37]   [,38]  [,39]   [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  9.617   7.867  6.949   2.738   6.368  2.774   7.936   8.289   6.103
[2,] 40.515 515.228 29.835 102.985 122.626 10.688 334.034 514.518 299.611
[3,] 12.904 216.389 19.916  57.288 101.352 15.706 243.791 352.901 205.740
       [,46]   [,47]   [,48]   [,49]  [,50]  [,51]  [,52]   [,53]   [,54]
[1,]   4.016   8.099   8.758   8.664  4.639  10.45   7.47   3.907   8.057
[2,] 170.720 669.676 161.919  57.988  5.017 777.55 249.82 121.830 749.141
[3,]  71.036 332.115 329.089 379.505 52.576 569.85 301.18  98.479 777.135
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.602   7.433   5.808   7.488  2.799   8.212   3.666   6.338  6.123
[2,] 615.973 458.116 654.640 114.923 27.662 541.429 149.028 215.722  7.219
[3,] 552.092 585.926 739.640  18.032  2.240 458.565 154.471 309.300 46.588
       [,64]   [,65] [,66]   [,67]   [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   6.994   8.368 4.017   7.554   6.044  10.71  3.516  10.74   9.893
[2,] 516.498 717.127 6.347 568.143  13.183 661.40  7.714 223.57 645.689
[3,] 184.697 326.663 7.496 204.248 118.510 537.69 70.242 323.12 207.394
      [,73]  [,74]  [,75]  [,76]   [,77] [,78]   [,79]   [,80]  [,81]
[1,]  10.27  11.65  10.99  10.67   9.416 2.328   8.773   6.283  10.15
[2,] 208.30 630.87 295.62 791.36 857.817 2.805 831.006 207.764 662.31
[3,] 117.78 205.22 404.32 373.89 601.407 6.931 568.081 111.986 556.37
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.465   4.215  3.504   6.646  5.965  14.09  13.27  4.987   5.029
[2,] 86.968 197.744 33.848 668.479 39.981 149.73 136.19 23.026 425.671
[3,] 25.515 180.118  9.091 168.877 21.426  94.40 722.20 24.555  46.367
       [,91]   [,92] [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.964   5.302   6.5  4.448  1.259   14.25   24.28  13.77
[2,] 394.407 334.430 177.6 40.419 55.102 1443.69 2456.27 580.86
[3,]  51.683  45.257 179.5  4.678 68.755 1350.10 1117.77 845.87
[1] "--- VAR model 2017-10-05 06:01:00  completed"
[1] "Completed training sample:  2017-10-05 06:01:00 - 2017-10-05 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 06:31:00 - 2017-10-05 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3020         -1.2066         2.6839          3.760
          1.0237         -0.4266         0.9844          4.398
          0.5407          0.4041         0.5169         -2.383
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.796          3.309            7.527            4.783
          1.644          3.008            6.218            2.310
          4.040          2.321            5.231            2.178
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.076            2.318           0.9057           -14.54
            2.069            3.167           1.6216           -10.72
            2.526            1.623           1.4458           -14.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.642          0.04517           -3.225          -1.8089
           -2.383          1.44167           -1.973          -1.0225
           -2.869         -1.27413           -1.317          -0.8814
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.844          -0.3355          -0.7894          -2.4857
           -2.533          -7.4344          -6.6849          -0.7325
           -1.709          -1.2525          -3.2467          -2.6412
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.1284          -1.1761          -8.9160           -3.654
          -0.2414          -0.1492           2.1585           -2.643
          -0.2315          -0.1721           0.7106            1.909
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9771            2.580            7.106            4.185
          -0.6871           -4.473           -2.276            4.026
          -0.3430            1.837           -0.963            2.997
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.482          -0.8572           -4.948            18.93
            3.325          -0.7703            6.085            18.89
           -3.998          -0.6254           -1.791            16.85
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4577         -15.2024          -6.1319            3.761
           1.2270           5.7054           0.2433           -7.138
           0.5274          -0.9853           3.4144            4.595
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.7152           0.1172           2.2908           1.3680
           3.0455          -3.2486           1.3061           0.1293
           0.9935          14.3598           0.4628          -0.2738
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.005           0.2271           3.1847          -0.6801
            4.635          -0.1636           0.9952          -1.6119
            3.756          -0.0501           0.6252          -2.2738
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.2965         0.008992           -2.897          -4.5242
          -0.9824         0.027029           -2.013           2.6665
          -0.4554         0.050155           -2.684           0.6219
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.518          -0.7891           -4.708           11.531
            3.642          -1.1039            4.724           12.088
            3.596           0.1476           -5.655            9.572
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2494          -10.991           -7.280           13.506
           0.1492            1.853           -3.283           -9.026
          -0.1282           -1.190            3.533            1.445
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           29.470           0.4785         -0.08802            8.720
          -11.911           0.1245          0.07135           17.218
           -1.022           0.4372         -0.01041           -9.588
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.679           -4.603         -0.15498          -6.1389
           -3.550           13.970          0.01742           0.1042
           -4.713           -2.858          0.05259          12.8477
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.046         -0.02069           -5.935         -0.16959
           -4.354         -0.05616           -3.799         -0.07133
           14.745          0.05503            7.247         -0.06705
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.962         -0.14261            2.809            6.097
           -6.669          0.16266            2.991            2.306
           -1.916          0.02288            1.769            2.136
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.049            5.641           10.658            5.884
            3.743            2.215            9.155            3.125
            2.860            2.424            5.868            2.044
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.813          -0.2217           -1.882            2.954
            7.018           0.2625            3.137            2.184
            3.791           0.3257            1.328            1.103
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.593           0.2672          -1.4466        -0.118515
            3.501           0.4259          -0.8512        -0.007251
            3.466           0.2226           1.1624        -0.012053
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           13.594         -0.28275           1.6494           1.6087
           -3.675         -0.08407           1.2432          -0.7998
            7.478          0.11575           0.4321           4.4766
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.01569         -2.21603         -1.56507          -1.2170
         -0.11770          0.16265          0.09665           0.2694
         -0.02216          0.02533          0.50620           0.3401
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -4.78565          -0.2484           -9.256           1.2225
         10.79158          -0.2418           -9.069           0.9687
         -0.01385           0.1645           -8.749           0.8969
 rnd_95776.volume rnd_95787.volume
           17.497           -4.033
          -16.168           -2.777
            5.198            1.895
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]   [,8]  [,9]  [,10] [,11]
[1,] 7.117 4.217 18.60  9.465 12.93 2.273 4.061  9.808 10.78  8.823 4.920
[2,] 7.213 4.219 18.64 10.818 14.19 2.297 4.181 10.200 11.07 10.684 5.427
[3,] 7.430 4.223 19.35 12.175 14.96 2.384 4.498 10.353 11.18 10.834 5.495
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.681 4.579 7.709 7.918 7.779 8.049 6.558 13.69 10.27 16.28 6.156
[2,] 8.680 4.658 8.247 8.643 7.918 9.423 8.881 14.02 10.84 16.29 6.306
[3,] 9.418 4.838 8.579 8.964 7.958 9.790 9.552 14.63 11.37 16.38 6.403
     [,23] [,24] [,25] [,26] [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 19.01 10.79 2.877 10.13  9.71 6.622  8.562 2.661  9.718 7.547 3.400
[2,] 26.16 11.53 2.919 11.87 11.56 6.949 10.040 2.695 10.666 7.709 3.513
[3,] 26.28 12.76 3.013 13.71 12.12 7.190 11.220 2.723 11.822 8.092 3.629
      [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.789  8.405  7.832 7.945 6.247 5.714 2.217 5.217 2.219 6.104 6.856
[2,]  9.494  9.486  9.571 7.997 7.180 5.714 2.311 5.344 2.220 6.495 7.630
[3,] 10.660 10.077 10.074 8.028 7.371 5.715 2.342 5.423 2.223 6.672 8.019
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.963 3.398 6.431 7.041 7.101 3.576  8.492 6.282 3.307 6.577 6.160
[2,] 5.345 3.409 7.868 7.153 7.115 3.660  9.938 6.566 3.318 8.296 7.579
[3,] 5.491 3.411 8.170 7.491 7.589 3.701 10.743 6.876 3.319 9.636 8.357
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.853 4.517 6.091 2.211 6.601 2.970 5.219 5.032 5.605 6.654  3.16
[2,] 6.680 6.533 6.130 2.218 7.447 3.147 5.401 5.034 6.596 8.319  3.16
[3,] 7.741 8.294 6.131 2.218 8.179 3.312 5.736 5.035 6.707 8.567  3.16
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73]  [,74] [,75]  [,76] [,77]
[1,] 6.072 5.031  8.080 2.802 8.284 7.746 8.395  9.231 8.785  8.234 7.365
[2,] 7.066 5.031  9.034 2.802 8.452 8.685 8.549  9.977 9.024  9.732 9.232
[3,] 7.197 5.083 10.097 2.839 8.680 8.790 8.607 10.082 9.473 10.008 9.918
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.925 6.863 5.027 7.870 3.592 3.411 2.880 5.150 4.757 11.23 10.50
[2,] 1.926 8.529 5.209 8.858 3.642 3.666 2.891 6.735 4.765 11.26 10.53
[3,] 1.927 9.246 5.267 9.562 3.644 3.848 2.891 6.875 4.767 11.29 11.35
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.938 4.030 3.966 4.233 5.302 3.560 1.029  9.74 19.35 11.09
[2,] 3.940 4.822 4.661 4.684 5.443 3.573 1.089 12.15 25.30 11.74
[3,] 3.945 4.829 4.671 4.693 5.628 3.574 1.179 13.53 26.41 13.06
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   9.037  5.355  23.62  12.02  16.42  2.886   5.157  12.45  13.69
[2,] 160.772 13.949 171.45 716.32 799.47 45.322 135.867 383.49 343.83
[3,] 243.810 28.089 709.10 764.02 645.79 87.299 227.078 242.28 219.49
     [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]   [,18]
[1,]  11.2   6.248   9.754   5.814   9.789  10.05   9.878  10.22   8.328
[2,] 824.2 313.302 552.874 117.074 400.965 474.04 201.667 670.19 819.005
[3,] 245.6 117.652 499.886 179.174 323.300 325.25 109.952 363.31 480.976
      [,19]  [,20]  [,21]   [,22]   [,23]  [,24]   [,25]  [,26]  [,27]
[1,]  17.38  13.04  20.67   7.817   24.14  13.71   3.653  12.87  12.33
[2,] 416.32 473.77  90.70 187.188 2458.53 554.85  68.076 844.83 857.71
[3,] 570.80 469.30 239.70 151.725  341.35 746.20 102.085 938.04 497.06
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   8.408  10.87  3.379  12.34   9.584   4.317  11.16  10.67   9.945
[2,] 288.217 717.23 58.166 601.18 215.244 121.256 491.30 601.36 752.394
[3,] 252.895 685.09 54.075 697.49 336.272 124.673 662.89 465.30 429.990
      [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.09   7.933  7.255  2.815   6.625  2.818   7.751   8.706   6.302
[2,] 124.52 484.170 11.193 89.144 158.257  8.532 303.469 457.946 271.499
[3,]  96.73 228.162 12.603 52.477 126.598 15.774 208.676 337.410 172.017
      [,46]   [,47]   [,48]   [,49]   [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  4.315   8.167   8.941   9.017   4.541  10.78   7.977  4.199   8.352
[2,] 37.611 620.027 172.558  61.337 106.286 705.95 261.487 36.179 691.446
[3,] 15.620 300.750 304.281 360.968  75.734 558.38 278.999 13.797 670.626
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62] [,63]
[1,]   7.823   7.433   5.736  7.734  2.807   8.382   3.772   6.627  6.39
[2,] 603.893 440.243 645.435 94.472 25.197 471.395 142.069 190.359 20.01
[3,] 481.546 535.105 698.847 16.053  2.392 462.867 141.162 264.316 13.06
       [,64]  [,65] [,66]  [,67]  [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   7.118   8.45 4.012   7.71  6.388  10.26  3.558  10.52   9.836
[2,] 475.594 682.93 3.503 494.23  5.794 552.65  7.708 229.29 537.175
[3,] 166.027 280.18 3.820 187.62 99.260 616.96 62.275 270.39 185.779
      [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.66  11.72  11.16  10.46   9.353  2.445   8.715   6.383   9.993
[2,] 221.27 517.86 281.91 709.55 761.209  2.952 692.629 186.955 556.063
[3,] 136.68 198.47 394.62 319.44 496.087 11.058 488.321 106.820 492.753
      [,82]   [,83]  [,84]   [,85] [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.561   4.332  3.657   6.539  6.04  14.26  13.34  5.001   5.117
[2,] 82.586 183.727 33.659 593.745 38.84 112.75 103.80 18.966 362.191
[3,] 19.129 159.778  4.584 188.689 20.75 118.47 579.08 27.655  36.744
       [,91]   [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   5.036   5.375   6.733  4.521  1.306  12.37   24.57  14.08
[2,] 334.986 274.436 168.509 42.158 48.805 993.55 2230.40 529.63
[3,]  41.862  39.348 195.642 13.634 61.813 814.60 1035.78 780.33
[1] "--- VAR model 2017-10-05 06:31:00  completed"
[1] "Completed training sample:  2017-10-05 06:31:00 - 2017-10-05 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 07:01:00 - 2017-10-05 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8033         -0.4260         7.2249          16.97
          1.6990         -0.2076        -0.1952          13.42
          1.6935          0.6606         1.3948          10.64
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          8.851         0.8292            7.514           0.6643
         14.091         2.0657            5.569          -0.6846
         13.163         1.2537            5.608           0.8562
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           5.2931           4.8989           2.7451           -15.25
          -0.9955           0.1509           0.8121           -11.34
           3.6082           0.2530          -0.2665           -15.69
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.745           -5.375           -4.784          -1.4077
           -2.786           -3.128           -3.905          -0.6398
           -3.729           -1.504           -2.682          -0.8347
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.699           -7.729          -11.438           -6.469
           -9.781          -11.159           -9.471           -4.656
           -7.401          -10.599          -11.222           -5.841
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.8766          -1.4440            7.254            5.916
           0.4078          -0.6307            8.505            7.191
           0.2477          -0.2382            2.878            5.455
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5717            5.819           13.985            3.022
          -1.3784            4.772            6.495            1.208
          -0.9612            5.983            8.705            1.264
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           16.380           0.8695            10.45            21.27
            9.828           0.2768            12.43            17.98
            6.312           0.5832             6.18            14.32
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.7789            7.704            3.058            7.644
           2.0961           14.360           10.508            7.249
           2.2977            7.091            9.361           11.575
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.154           -4.678            3.769          -0.1846
            9.717           -4.701            2.037          -0.7087
            7.203           -2.298            2.435          -0.6749
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            8.674          0.03027            1.732           -2.668
            8.925         -0.10634            1.725           -4.412
            6.100         -0.25451            3.130           -4.190
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.663         0.085380          -14.127          -1.2465
           -3.463         0.072707           -6.332           2.2535
           -3.700         0.006362           -8.113           0.6287
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.0903         -0.33556          -15.852            14.71
           1.3185          0.33911           -4.334            18.77
          -0.1518         -0.01452           -6.290            15.21
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.04856           -3.537            2.403           0.3385
          0.11300          -11.365          -11.284          -1.9898
          0.03543           -6.322           -3.683          -8.1368
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.779          -1.1839         -0.29024          -4.0274
            2.960           0.8367          0.04758          -1.7066
          -12.475           0.2850         -0.03055          -0.2237
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.805           -5.904        -0.002976          -10.016
           -2.705           -2.361         0.035272           -1.595
           -1.554            1.575         0.025213           -2.055
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.646         -0.21245            6.919            2.909
           -5.102          0.05207           -5.678            2.364
           -2.510         -0.08652            0.418            1.163
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           19.986          0.21085            2.560            1.822
           -8.029         -0.08430            1.795            1.508
           -2.976         -0.03267            1.020            1.232
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.539            4.428           13.272           11.057
            5.002            1.809           11.167            3.673
            3.735            3.290            8.582            1.910
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.008          0.54991          -2.7619            3.422
            7.565          0.86631           4.5353            3.067
            3.814          0.03569          -0.7722            2.463
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.590            1.074            1.107          0.05986
            5.637            1.373           -2.884         -0.04464
            1.610            1.002           -1.133         -0.04173
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.9284          0.12808           10.325           0.3171
          -3.3113         -0.07492            7.486           0.8866
          -0.7300          0.39955            4.477           3.1715
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2480          -1.3730          -1.8014          -1.9663
          -0.1163          -0.4443          -0.6155          -1.1510
          -0.0251          -0.2558          -0.6946          -0.6427
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -6.0032         0.347236           -10.78          -0.2577
          -2.6336        -0.284572           -10.78          -1.1049
           0.6629         0.008813           -10.55          -2.1208
 rnd_95776.volume rnd_95787.volume
          -14.670            6.431
          -22.569            8.372
           -4.881            6.017
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.261 4.392 19.76  8.995 12.64 2.438 4.122 8.909 10.57  8.708 4.786
[2,] 7.346 4.392 19.79 10.177 14.03 2.455 4.253 9.348 10.71 10.231 5.272
[3,] 7.526 4.398 20.49 11.816 14.69 2.541 4.585 9.488 10.87 10.424 5.320
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.625 4.448 7.792 8.019 7.888 7.855 6.604 13.61 10.29 15.93 6.113
[2,] 8.613 4.518 8.326 8.700 8.020 9.129 8.824 13.92 10.81 15.93 6.237
[3,] 9.387 4.719 8.674 8.994 8.067 9.535 9.476 14.41 11.25 16.08 6.328
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 18.85 10.68 2.924  9.892  9.221 6.676  7.882 2.625  9.243 7.699 3.278
[2,] 25.76 11.39 2.972 11.573 11.363 6.960  9.569 2.651 10.042 7.949 3.330
[3,] 25.90 12.61 3.071 13.255 11.890 7.174 10.971 2.670 11.590 8.397 3.434
      [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.570  8.258 7.539 8.042 6.386 5.888 2.198 5.004 2.245 5.748 6.646
[2,]  9.222  9.441 9.274 8.239 7.163 5.899 2.287 5.123 2.245 6.125 7.499
[3,] 10.411 10.024 9.813 8.339 7.365 5.916 2.313 5.174 2.248 6.261 7.955
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 5.051 3.306 6.548 7.293 7.209 3.758  8.407 6.674 3.283 6.707 5.931
[2,] 5.370 3.316 7.973 7.400 7.227 3.758 10.060 7.023 3.292 8.317 7.749
[3,] 5.516 3.316 8.285 7.694 7.726 3.764 10.866 7.298 3.294 9.891 8.511
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.905 4.433 6.119 2.177 6.767 3.083 5.264 5.020 5.708 7.137  3.24
[2,] 6.831 6.760 6.166 2.188 7.503 3.240 5.504 5.023 6.661 8.699  3.24
[3,] 7.926 8.496 6.166 2.188 8.559 3.412 5.797 5.024 6.797 8.971  3.24
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 6.216 5.229  8.367 2.803 8.066 7.403 8.490  9.48 8.624  8.089 7.498
[2,] 7.265 5.231  9.662 2.803 8.259 8.242 8.715 10.23 9.006  9.740 9.344
[3,] 7.431 5.319 10.493 2.819 8.429 8.326 8.804 10.37 9.600 10.005 9.983
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.004 6.967 4.931 7.955 3.624 3.457 2.965 5.449 4.851 11.69 10.43
[2,] 2.004 8.384 5.125 8.917 3.683 3.701 2.975 6.867 4.855 11.84 10.48
[3,] 2.010 9.141 5.218 9.561 3.684 3.888 2.975 6.964 4.857 12.03 11.06
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.853 3.932 3.865 4.179 5.268 3.611 1.063 2.821 19.43 10.95
[2,] 3.858 4.666 4.472 4.181 5.422 3.628 1.125 3.040 25.62 11.67
[3,] 3.862 4.677 4.487 4.605 5.628 3.632 1.219 3.164 26.69 12.84
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   9.221  5.577  25.09  11.42  16.05  3.096   5.234  11.31  13.43
[2,] 156.563  6.721 167.08 670.12 856.21 39.913 147.404 398.92 240.82
[3,] 230.461 33.275 748.33 845.02 615.40 92.316 241.355 227.95 257.82
      [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]  11.06   6.077   9.682   5.648   9.894  10.18  10.02   9.975   8.386
[2,] 755.98 311.376 563.794 111.923 413.020 474.76 204.39 654.820 823.816
[3,] 281.13  99.949 525.371 191.890 342.767 321.44 122.39 387.212 486.217
      [,19]  [,20]  [,21]   [,22]   [,23]  [,24]   [,25]  [,26]  [,27]
[1,]  17.29  13.07  20.22   7.763   23.93  13.57   3.713  12.56  11.71
[2,] 407.10 464.32  25.99 173.835 2472.55 557.12  74.702 845.66 934.82
[3,] 527.65 437.22 311.65 150.556  368.54 762.19 109.148 909.44 492.79
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   8.477  10.01  3.333  11.74   9.776   4.163  10.88  10.49   9.574
[2,] 277.069 763.75 52.506 552.64 278.739  82.029 479.43 643.87 760.102
[3,] 244.948 755.51 44.396 814.41 380.843 118.290 680.07 474.51 451.451
      [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.21   8.109  7.476  2.792   6.355  2.850   7.299   8.439   6.413
[2,] 252.07 456.694 52.450 88.847 154.550  5.283 297.860 488.998 256.659
[3,] 181.35 241.531 61.993 48.402 102.245 16.947 182.698 373.841 177.720
      [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  4.198   8.314   9.261   9.155  4.772  10.68   8.475  4.169   8.517
[2,] 35.981 640.304 176.434  71.078  6.175 777.87 308.110 33.692 692.190
[3,]  7.674 317.259 296.904 384.829 28.141 578.14 279.394 17.048 753.582
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.532   7.499   5.629   7.770  2.765   8.593   3.915   6.684  6.375
[2,] 701.796 483.231 718.357 107.731 30.407 456.196 140.192 226.116 24.652
[3,] 495.568 565.839 724.340   7.001  4.031 579.778 150.563 256.231 14.560
       [,64]   [,65] [,66]   [,67]  [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   7.249   9.063 4.115   7.893   6.64  10.62  3.559  10.24   9.401
[2,] 483.083 700.033 4.595 529.216  23.16 680.22  4.993 250.13 509.730
[3,] 191.167 308.580 3.774 220.231 135.20 575.84 41.456 236.86 166.309
      [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80] [,81]
[1,]  10.78  12.04  10.95  10.27   9.522  2.545   8.847   6.261  10.1
[2,] 277.29 543.05 365.20 763.69 784.816  3.162 656.457 197.133 566.9
[3,] 176.43 233.19 467.99 321.61 494.502 22.268 512.774 138.006 485.9
      [,82]  [,83]  [,84]   [,85] [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.602   4.39  3.765   6.919  6.16  14.84  13.25  4.893   4.993
[2,] 92.840 185.84 33.509 588.344 29.61 262.14 140.54 27.795 353.489
[3,] 13.339 167.89  6.882 162.772 20.53 303.74 496.79 25.951  46.693
       [,91]   [,92]   [,93]  [,94] [,95]   [,96]   [,97] [,98]
[1,]   4.908   5.307   6.689  4.585  1.35   3.582   24.68  13.9
[2,] 316.519  18.786 180.800 49.801 51.82 159.425 2348.90 568.5
[3,]  52.356 271.533 212.500 23.238 66.05 123.628 1055.11 754.6
[1] "--- VAR model 2017-10-05 07:01:00  completed"
[1] "Completed training sample:  2017-10-05 07:01:00 - 2017-10-05 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 07:31:00 - 2017-10-05 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.09804          0.4308         3.7697         16.807
         0.68576          0.2032         0.4538         16.081
         0.53800          0.4928         0.8033          8.449
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          8.367         -1.518           0.2013           -1.171
         11.643         -2.940           1.1874           -2.477
         14.650         -2.105           1.4279           -2.431
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.9317           -3.637          -3.9528           -25.49
          -1.4439           -1.766          -0.1079           -23.21
          -1.9987           -2.132          -0.8705           -24.22
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2153          -11.647          -12.728          -0.9704
           0.6927           -4.892           -7.330          -0.3973
           0.9128           -6.371           -6.317          -0.2427
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.840           -5.735           1.3464           -1.521
          -10.872          -10.720          -0.4304            2.842
           -8.698           -9.988          -2.6843            2.283
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           2.6866         -0.69153            9.951            8.817
           1.6745         -0.37611           13.902            8.436
           0.7902         -0.07338            8.089            7.904
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.06629           14.233           17.874            1.860
          0.45471            4.963            8.082            1.241
          0.79003           10.778            7.523            1.234
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            19.28          1.11131             7.89            22.76
            14.89          0.01592            16.25            24.56
             6.24         -0.00457             8.21            24.99
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.004           0.1554            9.847           10.646
            1.533          15.8359           13.331            1.592
            1.823           8.8035           15.013           15.596
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.514            4.263            3.017         -0.28371
           -5.362            1.224            1.952          0.41285
           -3.763           -8.342            1.697          0.09198
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.844         -0.14183            2.981          -0.9494
            3.000         -0.08895            2.923          -1.6357
            4.705         -0.06960            2.774          -0.7886
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.242         -0.04687          -0.5379           1.3998
            2.542         -0.05699          -0.8518           1.1175
            2.118         -0.06429          -1.0360           0.5263
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.340        -0.157293          -0.5872            7.319
            3.828         0.037457          -2.5501            7.677
            2.491        -0.004187           2.1927            6.728
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.0404          11.7695          12.4935            3.369
          -0.5665          -5.0940          -0.5848           10.274
           0.3508           0.3634          -1.8396           -4.526
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -16.500           0.1704         0.093439          -0.3603
           13.519          -0.0941         0.055489          -4.7776
           -1.011           0.1744        -0.001354           9.8373
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.361          -0.2146          -0.3660           17.901
           -5.014         -10.2660          -0.4589           -2.645
           -4.732           7.2976          -0.2674           -5.984
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          22.0750                0           -1.038          -0.6660
           0.5393                0            4.912           0.2521
          -9.9508                0           -5.787           0.4030
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -12.52         -0.14864          -2.6594         -3.75856
            20.15         -0.01737          -0.2165          0.58935
            -1.01          0.02076          -2.0970         -0.09473
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8040           -7.898            3.334           -3.478
          -0.5360           -4.053            3.420           -3.213
          -0.7007           -1.108            5.544           -2.147
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.524          -0.2721          -10.267            3.311
           -2.711           0.3818           -3.664            3.352
           -1.423           0.2711           -3.142            3.327
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.558          -0.2605           4.1457         -0.04904
           -3.235          -0.1345           0.3620         -0.09517
           -2.843          -0.1594          -0.6972          0.04484
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.9863           1.6028            3.950           -2.115
           1.9331           1.9754            2.985           -2.660
          -3.6520           0.5958            2.038           -1.271
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.28807          -0.6405          -0.9673          -1.2645
         -0.32370          -0.1768          -0.3817          -0.4790
         -0.08729          -0.1170          -0.2298          -0.6438
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.07517          0.73406           -11.60           0.5712
         -8.01756          0.02658           -12.16           1.6140
          4.96859         -0.23554           -12.29          -0.1703
 rnd_95776.volume rnd_95787.volume
         -11.3597            9.626
           7.0899            6.760
           0.3804            7.050
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.232 4.539 20.08  8.501 13.23 2.703 4.046 8.922 9.832  8.275 4.566
[2,] 7.323 4.539 20.10 10.019 14.58 2.704 4.160 8.983 9.834 10.201 4.994
[3,] 7.522 4.549 20.70 11.739 15.44 2.873 4.477 9.013 9.847 10.239 5.008
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.988 4.406 7.479 7.959 7.521 7.691 6.453 13.38 10.17 15.08 6.030
[2,] 8.563 4.440 8.218 8.631 7.601 8.697 8.330 13.71 10.69 15.08 6.082
[3,] 9.312 4.639 8.594 9.042 7.617 9.087 8.847 14.14 11.10 15.22 6.136
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 17.81 10.47 2.956  9.336  8.869 6.720  7.531 2.650  8.853 7.525 3.344
[2,] 25.49 11.19 3.001 11.115 11.238 6.921  9.504 2.663  9.836 7.871 3.450
[3,] 25.56 12.43 3.095 12.994 11.819 7.101 10.863 2.677 11.444 8.276 3.562
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.366 7.862 7.368 8.564 6.489 5.924 2.173 5.135 2.208 5.425 6.565
[2,]  9.090 9.118 9.015 8.982 7.265 5.945 2.261 5.244 2.209 5.981 7.600
[3,] 10.442 9.881 9.689 9.276 7.431 5.969 2.286 5.332 2.213 6.075 8.130
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 5.295 3.253 6.491 7.417 7.295 3.758  7.956 6.784 3.119 6.747 5.798
[2,] 5.416 3.265 7.822 7.518 7.319 3.758  9.862 7.154 3.222 8.218 7.709
[3,] 5.598 3.266 8.155 7.784 7.853 3.759 10.704 7.450 3.306 9.762 8.547
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.969 4.004 6.104 2.144 7.420 3.176 5.388 5.166 5.680 7.285 3.216
[2,] 6.890 6.919 6.151 2.147 7.512 3.338 5.535 5.167 6.699 8.748 3.216
[3,] 7.909 8.351 6.151 2.149 8.660 3.539 5.975 5.170 6.803 8.983 3.216
     [,67] [,68] [,69] [,70] [,71] [,72] [,73]  [,74] [,75] [,76]  [,77]
[1,] 7.198 5.124 10.45 2.914 7.994 7.593 8.437  9.435 8.337 7.885  7.548
[2,] 8.026 5.133 11.45 2.916 8.200 8.321 8.654 10.188 8.714 9.637  9.487
[3,] 8.161 5.223 12.16 2.927 8.296 8.416 8.768 10.314 9.148 9.879 10.036
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.024 6.821 4.758 8.045 3.683 3.534 3.028 5.768 5.123 11.61 10.46
[2,] 2.024 8.467 5.015 8.989 3.736 3.781 3.041 6.992 5.136 11.80 10.59
[3,] 2.028 9.292 5.121 9.786 3.738 3.990 3.042 7.066 5.139 12.01 10.96
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.651 3.768 3.748 3.956 5.243 3.532 1.072 2.491 19.72 10.79
[2,] 3.651 4.300 4.275 3.957 5.370 3.567 1.131 2.626 26.64 11.52
[3,] 3.660 4.300 4.279 4.258 5.584 3.571 1.215 2.674 27.73 12.63
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]  [,4]  [,5]    [,6]    [,7]   [,8]  [,9]  [,10]
[1,]   9.183  5.764  25.5  10.8  16.8   3.432   5.138  11.33 12.49  10.51
[2,] 164.229  7.409 132.7 755.7 874.3  10.136 137.845 148.98 25.29 850.29
[3,] 244.989 42.580 705.7 872.0 722.0 138.375 235.903 104.87 73.83 126.87
       [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18] [,19]
[1,]   5.798   8.874   5.595   9.498  10.11   9.55   9.766   8.194  17.0
[2,] 288.277 705.395  78.368 485.539 476.12 157.31 578.981 750.999 423.7
[3,]  54.511 521.715 191.457 358.272 384.23  70.33 375.376 424.898 492.6
      [,20]  [,21]   [,22]   [,23]  [,24]   [,25]  [,26]  [,27]   [,28]
[1,]  12.91  19.15   7.657   22.61  13.29   3.754  11.86  11.26   8.533
[2,] 471.56  15.69 113.556 2599.31 563.78  73.561 859.89 983.89 236.002
[3,] 426.74 294.34 115.895  286.94 771.03 107.691 959.46 521.84 226.810
       [,29]  [,30]  [,31]   [,32]   [,33]  [,34]   [,35]   [,36]  [,37]
[1,]   9.564  3.365  11.24   9.556   4.246  10.62   9.984   9.357  10.87
[2,] 826.256 37.264 610.91 328.893 120.930 506.54 658.183 740.436 386.19
[3,] 750.096 39.042 833.87 364.479 126.837 732.74 542.877 506.285 330.10
      [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]  [,46]
[1,]   8.24  7.523  2.759   6.52  2.804   6.889   8.336   6.724  4.131
[2,] 465.61 71.500 89.131 151.72 10.079 358.965 545.806 161.982 39.333
[3,] 223.19 76.343 48.333 137.46 18.895 151.765 411.881 202.253 12.642
       [,47]   [,48]   [,49]  [,50] [,51]   [,52]   [,53]   [,54]   [,55]
[1,]   8.243   9.418   9.263  4.772  10.1   8.615   3.961   8.567   7.362
[2,] 622.105 175.018  84.401  6.018 830.8 323.843 115.192 668.938 724.245
[3,] 328.806 287.711 406.020 13.707 593.2 296.050 105.770 751.162 526.113
      [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   7.58   5.085   7.752  2.722   9.422   4.033   6.842  6.559   7.212
[2,] 490.56 804.363 107.383 16.721 167.168 146.401 180.897 17.496 506.289
[3,] 553.69 666.508  14.870 13.548 614.315 167.511 320.596 25.806 169.557
       [,65] [,66]   [,67]   [,68]  [,69]  [,70]  [,71]   [,72]  [,73]
[1,]   9.251 4.084   9.141   6.507  13.27  3.701  10.15   9.642  10.71
[2,] 690.379 4.842 506.019  43.351 668.96 12.547 260.53 485.288 275.21
[3,] 291.231 3.239 210.924 137.494 581.99 36.983 179.79 179.950 200.50
      [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]  [,81]  [,82]
[1,]  11.98  10.59  10.01   9.585  2.571   8.662   6.041  10.22  4.677
[2,] 548.12 361.81 789.90 819.264  2.296 714.953 225.979 571.68 89.533
[3,] 228.91 396.86 309.94 466.892 18.178 545.690 147.795 551.19 18.038
       [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]   [,91]
[1,]   4.488  3.845   7.324  6.505  14.74  13.29  4.636   4.785   4.759
[2,] 191.617 39.961 563.346 54.043 302.92 231.58  8.603 295.177 293.020
[3,] 181.456  8.530 146.075 24.566 319.16 401.35 35.834  11.886  28.448
       [,92]   [,93]  [,94]  [,95]   [,96]   [,97] [,98]
[1,]   5.024   6.658  4.485  1.362   3.163   25.04  13.7
[2,]  11.352 165.098 71.372 51.167 118.396 2553.83 573.5
[3,] 224.038 218.452 23.951 63.345  72.338 1098.75 741.1
[1] "--- VAR model 2017-10-05 07:31:00  completed"
[1] "Completed training sample:  2017-10-05 07:31:00 - 2017-10-05 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 08:01:00 - 2017-10-05 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.75981          0.9039         0.1291         6.0384
        -0.01509          0.7889        -1.7016        -7.6043
        -0.08346          0.5169        -0.5698         0.2625
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.032          1.534          0.61533           0.5334
          1.761          1.587         -0.08643          -0.2152
         -6.070          1.019         -0.35161           0.2024
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.1949           1.4687          -0.3264           -19.01
           0.4273           0.4597           0.6333           -17.35
           0.0673          -0.1259           0.1590           -17.11
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8347          -1.4978           -2.306          -1.7898
           1.3588          -0.4416           -1.734          -0.8792
          -0.5501          -0.4681           -1.723          -0.8458
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.768           0.5547           24.125            8.908
           -2.818          -3.7536            7.749            8.170
           -2.233          -0.7900            5.373            4.508
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.01523          0.27014            6.472           -5.408
         -0.02740          0.94343            0.441            2.761
          0.36401          0.09336           -3.198           -1.236
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5521         -10.5596           -2.301           0.1439
           0.8209           3.8321           -2.178           0.1222
           0.6286          -0.1289            2.590           0.7093
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           6.6262          0.01296            5.835            25.24
          -6.7338         -0.45589           -3.313            23.96
           0.7732         -0.28899           -1.482            25.12
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7997           6.1492            0.429          -6.9947
           1.3304           5.2306            8.207           4.4812
          -0.8288          -0.8239           -0.301           0.8246
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.270            1.383           2.1850        -0.943969
           -5.062           -3.903          -0.4398         0.002296
           -4.138           -3.968           0.4075        -0.442310
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.757         0.278383           -3.800          -18.056
           -3.366         0.143493           -1.198           -9.988
           -1.168         0.008909            2.283           -8.748
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5826         -0.01213           -2.963          -1.0510
           1.6779          0.01485          -11.783           1.3733
           0.8970          0.00080           -5.287           0.3501
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.276          0.24124            -5.18            14.75
            2.094         -0.17964             1.03            13.64
            1.653          0.07431            -5.47            13.22
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5489          -3.1497           3.1570            7.233
           0.4734          -1.6788          -3.6940           -2.748
          -0.1992          -0.4795           0.2001           -1.179
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.100          -0.1058          -0.1590          -3.1869
            4.241          -0.6230           0.0697          -1.3086
           -4.404          -0.2863           0.1247           0.1031
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.868           -4.890        -0.252198           -2.264
           -3.868           -3.960        -0.063827           -3.785
           -4.391            3.462        -0.008741           -1.948
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.641           1.2887           -4.091          -0.6194
           -3.590           0.7916           -0.850          -0.5297
           -4.735           0.8334           -2.413          -0.3129
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.396         -0.02086           1.0589          -0.2331
           -1.687         -0.16658           0.5511           0.7709
           -3.125          0.03072           0.2937           0.3840
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.47439           0.2071            17.38           1.8316
          0.35446           0.3352            13.20           0.6229
          0.01002           0.2247            12.05           1.3463
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.073         -0.10788           10.932           -3.859
            2.144          0.36591            2.101           -3.214
            1.713         -0.09594            1.264           -2.337
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.882           1.2003           1.8114         0.028761
            4.868          -0.3937          -1.1069        -0.046577
            1.852           0.1730           0.2514         0.004646
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.933            1.106         -0.48619           -8.314
           -1.822            0.777         -0.06819           -9.649
           -3.771            0.814         -0.16276           -6.785
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7874           1.3674           1.3265          0.87086
          -0.1998          -0.3787          -0.4243         -0.06271
           0.1650          -0.2227          -0.3934         -0.13685
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.181          0.01201           -12.58        0.5073082
           -3.018         -0.81781           -11.80        0.0006889
            2.654          0.41076           -12.17       -0.3325611
 rnd_95776.volume rnd_95787.volume
            5.695          -5.5935
           -5.863           4.9051
          -13.682          -0.8918
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 7.043 4.599 20.61  8.259 12.64 2.839 3.925 8.824 9.840  8.023 4.286
[2,] 7.067 4.599 20.63  9.776 13.85 2.841 4.058 8.862 9.843 10.014 4.901
[3,] 7.212 4.613 21.10 11.205 14.62 3.025 4.338 8.902 9.858 10.071 4.909
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.821 4.291 6.871 7.539 6.137 7.479 6.555 13.81 10.06 14.19 5.877
[2,] 8.588 4.315 7.669 8.128 6.212 8.360 8.249 14.34 10.69 14.19 5.911
[3,] 9.350 4.486 7.923 8.701 6.233 8.540 8.586 14.91 11.29 14.38 5.986
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 17.57 10.35 2.998  9.009  8.729 6.332  7.356 2.675  8.406 7.775 3.440
[2,] 25.68 11.03 3.038 10.759 11.121 6.408  9.335 2.693  9.468 8.172 3.543
[3,] 25.70 12.28 3.091 12.875 11.624 6.586 10.645 2.707 11.057 8.652 3.657
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.037 7.989 7.669 8.306 6.674 5.959 2.134 5.023 2.124 5.519 6.581
[2,]  8.984 9.133 9.097 8.817 7.279 5.998 2.227 5.112 2.126 6.080 7.683
[3,] 10.252 9.917 9.677 9.135 7.435 6.030 2.250 5.204 2.128 6.165 8.209
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 5.312 3.192 6.462 7.234 7.420 3.753  7.815 6.754 3.070 6.526 5.899
[2,] 5.411 3.204 7.776 7.331 7.442 3.754  9.795 7.140 3.182 8.154 7.776
[3,] 5.625 3.207 8.125 7.616 8.001 3.755 10.596 7.391 3.268 9.681 8.651
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.069 4.121 6.186 2.115 7.434 3.151 5.500 5.181 6.132 8.838 3.408
[2,] 7.051 7.145 6.229 2.118 7.501 3.298 5.605 5.182 7.024 9.340 3.414
[3,] 8.076 8.540 6.232 2.118 8.708 3.506 6.100 5.184 7.093 9.550 3.426
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.234 5.306 11.94 2.887 7.527 7.140 8.511 8.797 8.432 7.431 7.183
[2,] 8.501 5.345 12.94 2.889 7.637 7.992 8.727 9.639 8.862 9.126 8.817
[3,] 8.594 5.444 13.33 2.900 7.704 8.028 8.805 9.711 9.308 9.311 9.492
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.100 7.050 4.737 8.131 3.698 3.696 3.107 6.072 5.246 11.38 10.82
[2,] 2.100 8.218 5.057 8.978 3.758 3.904 3.120 7.027 5.262 11.58 10.95
[3,] 2.101 9.080 5.236 9.605 3.760 4.094 3.121 7.116 5.270 11.79 11.41
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.663 3.689 3.648 3.742 5.258 3.657 1.151 2.581 20.16 10.87
[2,] 3.664 4.140 4.117 3.951 5.456 3.713 1.189 2.709 26.91 11.52
[3,] 3.678 4.143 4.118 3.958 5.663 3.713 1.307 2.755 27.99 12.78
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]  [,8]  [,9]
[1,]   8.944  5.840  26.18  10.49  16.06   3.605   4.984 11.21 12.50
[2,]  67.175  9.523  92.37 603.82 653.91  12.332 119.100 94.52 26.89
[3,] 166.272 40.741 511.50 631.92 539.60 120.082 177.009 97.81 64.68
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]  10.19   5.443   8.661   5.449   8.725   9.574   7.793   9.497
[2,] 691.69 274.294 602.295  52.786 393.255 350.430 111.151 431.153
[3,] 123.86  31.581 426.844 141.796 229.816 358.577  59.208 201.488
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]  [,26]
[1,]   8.324  17.54  12.77  18.02   7.463   22.31  13.14  3.807  11.44
[2,] 577.977 446.37 417.40  18.84  73.348 2161.10 441.12 56.608 678.84
[3,] 274.793 467.83 420.85 266.67 109.115  130.17 623.44 65.771 816.29
      [,27]   [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]  11.09   8.041   9.34  3.397  10.67   9.872   4.368  10.21  10.14
[2,] 795.17 113.493 663.47 35.825 502.85 290.595  97.897 463.37 510.78
[3,] 390.56 175.836 590.34 31.421 659.33 328.111 104.837 569.97 446.09
       [,36]  [,37]   [,38]  [,39] [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.739  10.55   8.475  7.567  2.71   6.379  2.698   7.009   8.357
[2,] 564.652 341.52 335.286 79.015 73.28 109.528  8.454 294.400 457.531
[3,] 380.895 275.75 174.864 71.508 37.48 112.822 12.519 117.986 333.731
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]
[1,]   6.745  4.054   8.205   9.186   9.422  4.765   9.924   8.576  3.899
[2,] 119.139 31.835 499.303 137.780  66.857 11.506 681.608 267.305 96.421
[3,] 177.246 17.504 272.012 238.105 339.237 11.041 466.443 220.690 85.982
       [,54]  [,55]   [,56]   [,57]  [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   8.287   7.49   7.707   5.233  7.855  2.685   9.44   4.001   6.985
[2,] 564.268 584.75 414.338 673.650 84.859 13.107 115.65 112.719 124.704
[3,] 602.337 437.76 454.469 539.811 22.350  6.053 510.57 137.169 277.762
      [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]
[1,]  6.580   7.787  11.22  4.327  10.46   6.738  15.17  3.666   9.558
[2,]  9.041 395.285 348.71 24.921 243.86  73.756 574.40 14.599 149.426
[3,] 19.639 114.750 229.94 33.472 146.39 119.854 370.28 28.632 116.903
       [,72]  [,73]  [,74]  [,75]   [,76]   [,77] [,78]   [,79]   [,80]
[1,]   9.067  10.81  11.17  10.71   9.436   9.121 2.666   8.952   6.016
[2,] 414.457 222.62 454.74 314.76 611.476 590.218 3.520 487.423 204.387
[3,]  88.173 134.87 136.00 328.68 213.043 405.874 8.120 445.653 156.548
      [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]
[1,]  10.33  4.696   4.693  3.946   7.711  6.662  14.45  13.74  4.651
[2,] 439.22 77.588 145.202 32.550 408.225 47.490 249.13 199.37 11.769
[3,] 394.23 13.956 142.259  8.947 129.329 33.329 255.30 368.18 36.657
       [,90]   [,91]   [,92]   [,93]  [,94]  [,95]  [,96]  [,97] [,98]
[1,]   4.685   4.633   4.752   6.677  4.644  1.462  3.278   25.6  13.8
[2,] 216.704 220.141 146.437 167.920 73.910 34.336 94.927 2057.3 440.1
[3,]  21.061  13.537  25.533 175.332 10.152 62.690 58.119  891.2 639.6
[1] "--- VAR model 2017-10-05 08:01:00  completed"
[1] "Completed training sample:  2017-10-05 08:01:00 - 2017-10-05 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 08:31:00 - 2017-10-05 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9901          0.6121         -4.635         -15.05
          1.1500          0.5466         -3.137         -14.99
          0.5317          0.1208         -1.707         -10.04
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -22.73        -0.2699          0.05938         0.004989
         -13.61         1.7184         -0.80770        -1.027072
         -16.73         1.5754         -0.43792        -2.072852
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5898           -7.323           0.7143           -16.71
          -0.1903            2.023          -0.4010           -16.70
           0.4585           -1.730          -0.2723           -16.98
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.773           0.3491           -2.012          -0.5390
            7.285          -2.0006           -5.930          -0.1725
            9.251           0.5332           -1.646          -0.4493
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.9101           6.9841           14.282           13.797
          -0.3512          -4.3171           11.437           14.286
          -2.2293          -0.3853            8.197            8.443
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.135         -0.39217          -20.385           -3.661
           -2.676         -0.28640           -9.529           -9.618
           -1.328         -0.08877           -6.653           -4.251
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1338           -8.527          -20.100            4.654
          -0.7850           -9.226           -6.051            4.244
          -0.5482           -4.125           -8.738            4.262
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.247          -0.4519          -13.279            4.369
          -12.747          -0.2789          -17.986            3.478
           -7.916          -0.2156           -6.726            4.484
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -3.1246          -13.486           -18.13           -10.06
          -0.9418          -16.032           -10.95           -11.84
          -2.0051           -8.327           -12.77           -13.57
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.768           3.3641           3.4187         -0.55238
           -6.091          -0.7073           1.9415         -0.01756
           -5.141          -3.4070           0.6575         -0.22654
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.6936                0           -2.096           -6.230
          -1.1238                0           -3.834           -7.556
          -0.2911                0           -3.630          -10.433
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.657           0.4865          -10.149         -4.33114
            2.898           0.2570           -1.154          2.15213
            2.346           0.1558           -3.006          0.01274
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.0828         -0.36083           -6.188           12.820
           1.4138          0.16373            7.200           12.990
           0.9918         -0.05834           -6.633            9.984
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.128          -10.827          0.03565            1.381
            2.051           10.110         -3.49974           -7.447
           -1.258           -5.229          3.80002            7.347
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.047         -0.32260         -0.07245          -0.2359
            1.079          0.08391         -0.02340          -4.5633
           -4.129          0.08369          0.06747          -1.9426
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.687           1.8360          -0.2403            2.437
           -4.536          -3.1737           0.2335            1.548
           -3.280          -0.6225           0.1474           -3.379
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.6929            1.819           1.4816           0.6331
          -0.1167            1.121           2.6535           0.6181
          -2.6257            0.537          -0.5125           0.1914
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.287           0.4232           1.3757           0.1778
            1.852          -0.2305           1.6941           1.0298
            1.025           0.1483           0.6175           0.7862
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.6530            1.878            15.29            6.199
          -2.4316            1.520            13.54            2.585
          -0.2646            1.250            11.18            2.324
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.706          -0.2161           10.206           0.8262
            4.240           0.4999            5.129           0.7963
            3.089          -0.1891            2.684           1.0524
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.513           1.2278           0.9778         0.004087
            8.148          -0.1371          -1.9105         0.093699
            2.000           0.2089           2.2499        -0.027930
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.827           1.0611           1.0334           -8.130
           -1.030           0.7592           0.6329           -4.797
           -2.247           0.5297           0.4362           -4.306
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.52250          0.90082           0.7418           0.1848
          0.27593         -0.22978           0.2652           1.1165
         -0.02598         -0.06779           0.1400          -0.2649
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.5048         -0.20665           -10.73           0.7488
          -3.4901         -0.06762           -10.26          -0.6034
           0.5612          0.17464           -10.09           0.3100
 rnd_95776.volume rnd_95787.volume
           48.315           -3.681
          -30.960          -11.879
            6.592           -3.816
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.937 4.548 21.00  7.697 13.59 3.100 3.917 8.747 9.650 7.668 4.069
[2,] 6.952 4.548 21.01  9.308 14.70 3.101 4.049 8.783 9.659 9.804 4.693
[3,] 7.082 4.559 21.52 10.779 15.49 3.313 4.342 8.814 9.664 9.888 4.704
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.767 4.361 6.699 7.391 5.804 7.148 5.819 13.44  9.913 14.22 5.544
[2,] 8.642 4.386 7.582 7.878 5.881 8.023 7.611 13.92 10.636 14.22 5.566
[3,] 9.448 4.580 7.787 8.633 5.922 8.455 8.161 14.49 11.187 14.31 5.609
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 17.32  9.543 2.893  8.158  8.203 6.419  7.058 2.764  8.093 7.881
[2,] 25.87 10.314 2.901 10.234 10.300 6.510  9.042 2.782  9.159 8.313
[3,] 25.88 12.086 2.911 12.873 11.102 6.664 10.369 2.796 10.764 8.768
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.457  8.409  8.249 7.719 8.180 7.009 5.979 2.084 5.118 2.063 5.419
[2,] 3.542  9.238  9.298 9.274 8.751 7.518 6.029 2.168 5.294 2.064 6.128
[3,] 3.642 10.436 10.133 9.848 9.105 7.631 6.057 2.186 5.387 2.067 6.222
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.532 5.318 3.180 6.143 7.315 7.466 3.891  7.916 6.864 3.045 6.718
[2,] 7.631 5.430 3.191 7.634 7.426 7.488 3.895  9.772 7.253 3.155 8.338
[3,] 8.188 5.654 3.196 8.009 7.686 8.056 3.897 10.615 7.560 3.237 9.676
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 5.893 6.026 4.174 6.152 2.091 7.527 3.211 5.739 5.312 6.255 8.558
[2,] 7.739 7.011 7.090 6.181 2.094 7.612 3.356 5.825 5.312 7.155 9.579
[3,] 8.533 8.060 8.393 6.181 2.096 8.836 3.558 6.344 5.318 7.221 9.725
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.470 8.311 5.238 12.43 2.989 7.527 6.863 8.336 8.614 8.392 7.439
[2,] 3.487 8.775 5.271 13.36 2.993 7.659 7.699 8.500 9.248 8.859 8.872
[3,] 3.519 8.868 5.379 13.85 2.998 7.721 7.723 8.574 9.317 9.329 8.984
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.626 2.126 7.134 4.671 7.900 3.635 3.766 3.158 6.421 5.563 11.39
[2,] 8.690 2.126 8.564 5.014 8.730 3.661 3.966 3.168 7.170 5.571 11.60
[3,] 9.230 2.126 9.180 5.191 9.446 3.665 4.142 3.169 7.278 5.594 11.82
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 10.78 3.865 3.568 3.778 3.739 5.265 3.688 1.205 2.673 20.30 10.24
[2,] 10.99 3.879 3.997 4.093 3.741 5.467 3.748 1.231 2.802 26.92 11.03
[3,] 11.40 3.930 4.003 4.102 3.982 5.726 3.748 1.389 2.846 28.08 12.70
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]  [,8]  [,9]
[1,]   8.809  5.775  26.67   9.773  17.26   3.937   4.974 11.11 12.25
[2,]  51.445  6.818  65.13 588.628 630.19   9.397 115.464 89.67 48.42
[3,] 151.905 36.331 528.04 611.367 547.86 131.061 176.201 84.34 36.31
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]  [,18]
[1,]   9.737   5.167   8.593   5.537   8.507   9.386   7.37   9.076   7.39
[2,] 686.959 263.085 604.610  53.365 399.428 306.774 107.06 409.917 551.58
[3,] 145.526  36.331 429.304 148.251 199.772 397.129  78.46 300.068 331.36
      [,19]  [,20]  [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  17.07  12.59  18.05  7.041   21.99  12.12  3.673  10.36  10.42
[2,] 407.97 433.58  14.54 55.012 2160.43 440.20 25.611 694.90 700.52
[3,] 452.53 389.80 186.83 78.043  115.32 708.50 26.362 878.09 465.84
       [,28]   [,29] [,30]  [,31]  [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   8.151   8.962  3.51  10.28  10.01  4.389  10.68  10.47   9.802
[2,] 122.390 635.672 35.85 482.44 297.75 87.016 430.13 482.49 578.009
[3,] 160.027 570.694 31.36 635.96 313.74 95.550 545.90 453.20 372.817
      [,37]   [,38]  [,39]  [,40]   [,41] [,42]   [,43]   [,44]   [,45]
[1,]  10.39   8.901  7.592  2.646   6.499  2.62   6.882   8.294   6.752
[2,] 349.86 305.701 87.562 67.292 152.446  6.22 321.692 443.787 123.935
[3,] 282.87 147.508 65.270 31.390 112.392 13.03 121.312 334.017 177.170
      [,46] [,47]   [,48]   [,49]  [,50]  [,51]   [,52]  [,53]  [,54]
[1,]  4.039   7.8   9.288   9.481  4.941  10.05   8.717  3.867   8.53
[2,] 28.745 509.8 144.298  64.741 20.182 644.24 263.308 93.173 555.48
[3,] 22.093 272.5 223.019 334.318 14.604 466.49 240.083 81.412 552.19
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.483   7.652   5.301  7.812  2.655   9.558   4.078   7.287  6.745
[2,] 564.266 402.942 644.416 67.763 12.737 127.998 109.416 112.595  6.539
[3,] 404.257 447.254 505.144 10.428  9.494 504.630 133.166 282.582 28.930
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]   [,72]
[1,]   7.942  10.87  4.406  10.55   6.651  15.78  3.795   9.559   8.715
[2,] 390.832 484.06 38.559 316.77  66.433 552.19 17.268 159.048 392.475
[3,] 109.626 189.04 53.215 144.24 120.928 408.40 20.982 110.624  69.322
      [,73]  [,74]  [,75]   [,76]   [,77] [,78]   [,79]   [,80]  [,81]
[1,]  10.59  10.94  10.66   9.446   8.414 2.699   9.059   5.931  10.03
[2,] 187.13 378.60 319.40 543.791 632.351 3.578 532.783 205.050 418.05
[3,] 126.61 127.42 328.92 159.249 349.903 5.171 372.037 151.195 405.72
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]
[1,]  4.616   4.782  4.010   8.153  7.064  14.47  13.68  4.908   4.531
[2,] 49.562 139.959 27.765 358.972 34.373 248.30 242.61 37.949 202.655
[3,] 19.601 134.407  9.527 140.765 56.791 254.91 342.60 70.611  24.421
       [,91]   [,92]   [,93]  [,94] [,95]  [,96]   [,97] [,98]
[1,]   4.797   4.748   6.686  4.683  1.53  3.394   25.78  13.0
[2,] 177.145  13.461 165.493 75.127 28.31 94.709 1989.21 462.1
[3,]  32.088 153.400 191.691  5.835 72.45 55.543  897.03 707.1
[1] "--- VAR model 2017-10-05 08:31:00  completed"
[1] "Completed training sample:  2017-10-05 08:31:00 - 2017-10-05 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 09:01:00 - 2017-10-05 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.4257          0.8253         -5.063         -7.032
          0.9567          0.5074         -6.706        -11.955
          0.3201          0.4239         -2.710        -12.448
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.470          1.381           0.6234         -0.48659
         -7.554          1.800           0.8659          1.42099
        -10.963          1.076           0.3190          0.02513
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.20645           -4.204          -1.7717           -14.45
          1.63056            1.503          -0.9237           -13.83
         -0.09739            1.379           0.1529           -13.43
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.059           6.4211            5.083          -0.4687
            1.502          -0.1724           -2.680          -0.1194
            1.547           1.8799           -1.134          -1.3910
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.2319            8.243            11.87            3.534
           1.6970           -1.804            11.07            8.531
          -0.7984            0.507             9.31            5.371
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.9458         -0.25407           -44.12           -9.916
          -0.5872         -0.38487           -10.93          -14.562
          -1.0734         -0.04486           -11.73           -1.941
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.32178          -13.555          -12.101            3.495
         -0.06739          -16.922          -12.512            2.610
         -0.01416           -3.363           -9.238            2.301
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.242           -1.461            -7.32          -2.2341
          -11.724           -0.686           -10.20           0.8982
          -12.926           -0.626           -11.34          -3.3145
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.6327           -3.955            1.219           -2.430
           0.8492           -7.574           -5.001           -4.387
           0.4218           -8.704           -8.442           -7.676
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.730            7.795          -0.2827           1.2675
           -3.148           -4.740           0.1415           0.9070
           -2.797           -2.308           0.1281          -0.1789
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.5095         0.101103          -1.8483          -15.489
           2.3167         0.153785          -0.6677           -6.722
          -0.1324         0.004831          -1.8718           -8.171
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.718           0.6122           -6.229           4.6311
            3.414          -0.0254           -9.508          -4.1071
            2.300           0.1569           -3.066           0.1497
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.2953       -0.0792781           1.1830            8.182
           3.5333       -0.0217810         -12.0218            7.393
           0.1957       -0.0003294           0.0563           10.834
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1370           0.9503          -0.8720           -8.747
          -1.6739          -8.2657          -0.4177            1.633
           0.2059          -3.6136          -8.3064           -7.006
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -12.1704          0.83278         -0.28991        -13.63200
          -0.8175         -0.01806         -0.05351         -9.61632
          -0.6544          0.34704          0.03662         -0.05338
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.636           -6.998       -0.0004305            3.022
           -1.768           -6.062        0.0675300           -7.366
           -1.702           -2.543        0.0530849           -5.613
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.963          -0.5326            3.926          -0.2083
           -7.826          -0.2332            2.465          -0.6528
           -4.893          -0.1061           -2.625          -0.5513
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.682           1.1445          -0.2347         1.452553
            2.491           0.1728          -0.8341         0.009489
           -5.956           0.6147           0.2637        -0.294879
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.498          -1.4008           13.282          2.26886
           -1.771          -1.2648           11.425          0.03113
           -1.892          -0.7069            9.453          0.48072
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.335          0.06596          -0.2744        -0.295193
            2.084         -0.03789           1.2975         0.004637
            1.074         -0.09903           0.1659        -0.665270
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.175          0.75803          -0.2153          0.13518
            1.737         -0.09863           0.5892         -0.12099
            3.840         -0.04007          -2.5859         -0.05486
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.019           1.5251            5.341           -9.408
            3.120           0.9269            4.298           -5.948
           -1.158           0.6419            2.529           -3.931
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1282           0.9026          0.58778           1.4122
           0.6378           0.3397         -0.11338           0.8156
          -0.1557           0.3094          0.07584           0.3543
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.976          -0.6424           -9.631          0.48962
           -4.099           0.2663           -9.342         -0.03304
           -2.140           0.2099           -9.522          0.12004
 rnd_95776.volume rnd_95787.volume
          -41.634          -10.456
            4.737          -14.351
          -25.520           -1.997
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.852 4.661 21.68  7.033 13.24 3.309 3.827 8.669 9.852 7.570 4.071
[2,] 6.873 4.664 21.68  8.333 14.08 3.310 3.922 8.713 9.855 9.882 4.559
[3,] 6.997 4.683 22.17 10.187 14.77 3.545 4.261 8.743 9.882 9.926 4.588
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.805 4.772 6.599 7.436 5.868 7.002 5.691 13.30  9.617 15.52 5.975
[2,] 8.339 4.816 7.446 7.898 5.927 7.841 7.350 13.71 10.276 15.52 5.998
[3,] 9.153 4.930 7.667 8.536 5.966 8.301 7.890 14.34 10.813 15.52 6.026
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 19.00  9.394 2.682  7.903  7.363 6.356  6.721 2.760  7.718 7.855
[2,] 25.76 10.345 2.682 10.637 10.060 6.422  8.475 2.790  8.808 8.318
[3,] 25.84 11.947 2.684 12.749 10.767 6.552 10.178 2.808 10.428 8.746
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.661  8.540 8.025 7.623 7.938 7.083 6.053 2.069 5.334 1.886 5.593
[2,] 3.666  9.297 9.080 9.219 8.603 7.587 6.118 2.155 5.564 1.887 5.993
[3,] 3.710 10.366 9.955 9.756 8.986 7.673 6.159 2.174 5.651 1.897 6.158
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.509 5.325 3.057 6.114  7.25 7.556 3.848  7.857 7.238 3.005 6.844
[2,] 7.625 5.442 3.086 7.641  7.41 7.588 3.851  9.659 7.591 3.115 8.615
[3,] 8.101 5.656 3.088 8.008  7.67 8.219 3.853 10.480 7.967 3.192 9.769
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.074 5.995 4.215 6.122 2.181 7.700 3.144 5.840 5.180 6.313 9.223
[2,] 7.802 7.091 7.336 6.149 2.194 7.771 3.302 5.914 5.180 7.231 9.747
[3,] 8.587 8.201 8.565 6.149 2.197 8.943 3.517 6.433 5.186 7.276 9.872
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.526 8.720 5.207 13.08 3.041 7.557 7.639 8.731 8.828 8.725 7.797
[2,] 3.544 9.164 5.242 14.16 3.058 7.665 8.326 9.061 9.405 9.345 8.994
[3,] 3.592 9.327 5.370 14.44 3.058 7.713 8.363 9.194 9.477 9.928 9.090
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.039 2.187 7.354 4.819 7.949 3.737 3.972 3.163 6.782 5.955 11.05
[2,] 8.896 2.188 8.901 5.186 8.507 3.753 4.148 3.172 7.275 6.012 11.29
[3,] 9.330 2.190 9.452 5.365 9.438 3.755 4.315 3.173 7.394 6.042 11.51
     [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 10.65 3.358 3.716 4.154 4.071 5.295 3.698 1.279 2.803 20.42  9.991
[2,] 10.77 3.927 4.188 4.155 4.071 5.436 3.748 1.292 2.938 26.73 10.928
[3,] 11.06 4.099 4.194 4.205 4.124 5.684 3.748 1.491 2.949 27.92 12.504
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]   [,7]  [,8]  [,9]
[1,]   8.701  5.919  27.53   8.931  16.82   4.202   4.86 11.01 12.51
[2,]  54.796 15.639  44.06 451.793 482.87   7.822  86.74 89.29 23.25
[3,] 132.358 43.363 467.77 592.542 452.45 128.313 168.33 73.04 75.30
       [,10]  [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]   [,18]
[1,]   9.612   5.17   8.641   6.059   8.379   9.442  7.451   8.891   7.226
[2,] 642.290 207.39 487.374  66.165 348.874 269.275 84.942 356.824 470.243
[3,]  94.326  52.51 381.580 106.681 184.752 327.408 69.109 275.711 290.331
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]  [,26]  [,27]
[1,]  16.89  12.21 19.71  7.587   24.13  11.93  3.405  10.04   9.35
[2,] 339.57 365.93 16.15 53.617 1757.92 438.00  2.792 719.70 693.03
[3,] 423.65 340.55 25.79 59.284  211.76 604.14 12.385 710.55 388.03
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]  [,36]
[1,]   8.071   8.534  3.505   9.801   9.975  4.648  10.84  10.19   9.68
[2,]  93.270 522.060 41.345 429.080 276.730 21.220 371.59 429.50 524.20
[3,] 131.078 569.819 32.235 564.362 273.119 57.526 463.52 412.67 322.66
      [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.08   8.994  7.687  2.627   6.774  2.395   7.102   8.266   6.762
[2,] 335.37 274.962 89.726 60.905 160.147  6.943 217.626 401.422 113.642
[3,] 262.55 116.291 72.278 29.053  99.744 19.599 143.575 276.650 155.899
      [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]   [,54]
[1,]  3.881   7.763   9.207   9.594  4.887   9.977   9.191  3.816   8.691
[2,] 43.125 463.435 155.034  70.698 14.234 568.033 231.513 83.192 528.889
[3,] 12.279 242.273 200.289 319.538 12.587 411.117 244.736 70.162 465.876
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.713   7.613   5.352  7.773  2.769   9.777   3.992   7.415  6.577
[2,] 495.035 382.779 606.994 59.062 24.029 106.597 102.281  94.928  7.408
[3,] 362.743 416.689 446.909  6.561 12.892 447.590 122.391 255.940 25.136
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]  [,72]
[1,]   8.017  11.71  4.477  11.07   6.612  16.61  3.862   9.597   9.70
[2,] 356.411 318.88 36.527 285.01  61.976 549.08 32.623 129.483 334.93
[3,]  82.419 158.74 58.892 176.05 117.609 287.80  3.670  87.248  79.66
      [,73]  [,74]  [,75]   [,76]   [,77] [,78]   [,79]  [,80]  [,81]
[1,]  11.09  11.21  11.08   9.901   8.938 2.777   9.339   6.12  10.09
[2,] 245.06 328.21 338.47 453.313 550.004 7.917 506.899 193.71 306.34
[3,] 158.07 117.58 339.14 133.296 284.534 9.397 321.649 138.90 413.27
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.746   5.044  4.017   8.611  7.562  14.03  13.53   4.265   4.719
[2,] 35.334 120.839 23.593 266.441 84.002 238.30 162.53 205.790 195.188
[3,] 12.698 120.263  9.362 133.698 60.441 223.67 254.68 118.943  23.267
      [,91]  [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]  5.275  5.170   6.724  4.696  1.624  3.559   25.93  12.69
[2,]  8.481  5.219 124.659 61.502 18.449 89.000 1743.66 447.66
[3,] 65.460 66.332 167.799  6.312 75.160 26.387  816.53 614.48
[1] "--- VAR model 2017-10-05 09:01:00  completed"
[1] "Completed training sample:  2017-10-05 09:01:00 - 2017-10-05 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 09:31:00 - 2017-10-05 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9766          1.1048         0.3261         -2.573
          1.8034          0.8104         5.2495         -2.215
          0.5304          0.6165         1.3880          6.176
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        10.2249          0.473            2.193            1.435
        -0.2903          1.538            2.085            3.508
         1.1668          1.120            2.017            2.155
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5538           5.2578           2.0094           -9.001
           1.0996           0.4174          -0.9500          -14.009
           1.8068           3.3329           0.5361          -12.301
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.3205            5.898           4.6614           1.2175
          -0.6187            2.674           2.8784           0.6393
           0.1678            1.444          -0.7376           0.7656
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.173            8.731            19.14            5.809
            4.076            2.085            17.97           10.401
            2.001            2.321            16.10            7.563
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -1.08882           0.6589           28.256           -5.489
          0.20371           0.6680           -2.461           10.638
         -0.01899           0.1671            2.677           -3.140
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.22885           -6.797           0.9493           -1.846
         -0.01586           11.426           1.1038           -2.816
          0.07223           -2.368           5.5622           -2.418
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.635           0.6135          -4.5758         -0.13936
           -2.871           0.7969           0.2394          0.08946
            6.185           0.4636           1.8935         -0.49914
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.26664           2.2306          8.40198           7.9072
         -0.04967           0.7929         -1.42662          -1.0738
         -0.00398          -1.4393          0.02362           0.7778
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.812            2.600           3.1905         -0.09095
            2.523            1.098           0.6626         -0.19964
            2.567            2.229           1.9782         -0.08827
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.984         -0.35196           2.3199           -5.593
            2.706          0.01478           2.9177           -6.504
            1.565         -0.03288          -0.3452           -5.081
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.531          -0.1461          -2.5147          -0.5830
            7.917          -0.2225           1.5038           1.3936
            6.809          -0.0631          -0.6117           0.5464
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.4705         -0.07500           3.1322            5.068
           0.6077          0.37182           3.1305            7.226
           1.6519         -0.04077           0.6627            5.571
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.6051          17.0804           16.016            9.773
           0.7079           3.4838            2.094           11.345
          -0.1151           0.4172            2.349            2.297
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.059          -0.1782         -0.19863            2.400
           14.498           0.8799          0.05216            6.132
            1.841          -0.1917          0.01258           11.478
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.280          -0.5795          0.20928         -0.04657
           -4.742           4.1500          0.02518          2.31827
           -4.944           5.8496          0.01325          4.87886
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.5706         -0.24303           1.5876           1.1945
          -1.1985         -0.20136           0.1208           1.0985
           4.4697         -0.06363           2.2708           0.8126
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           6.4410            4.322         0.637837           0.2840
          -0.8147            3.560         1.119834           0.5499
           1.2783            3.151         0.004134           0.4395
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.233          -0.7730            9.391            7.135
            3.493           0.0224            7.523            3.174
            2.501           0.3141            6.865            2.541
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.848         -0.43396            8.841          -11.041
            3.074         -0.12856            6.706           -8.865
            2.103         -0.01122            3.610           -7.375
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.644          -0.5804            5.047          0.07747
            4.203           0.4299            1.283         -0.01975
            3.277          -0.1682            1.023         -0.08603
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.986            5.118          -0.1777          -2.7861
            2.458            4.624           0.3079          -0.2828
            1.438            1.751           0.3177           1.4009
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.8337          -1.6732          1.16762          1.29689
          -0.9704           0.6685         -0.22296         -0.01492
           0.3982           0.1633         -0.01743          0.19993
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.046          -0.5786           -7.558           0.7104
            2.432          -0.1601           -2.590           0.9989
            4.281           0.2614           -4.157           0.3321
 rnd_95776.volume rnd_95787.volume
          19.3208           -7.729
          -0.5937           11.008
           8.7353           -4.058
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.778 4.684 21.69 7.141 13.40 3.513 3.695 8.666 9.968 7.624 4.191
[2,] 6.804 4.693 21.69 8.359 14.06 3.513 3.822 8.723 9.969 9.839 4.650
[3,] 6.920 4.718 22.19 9.906 14.69 3.763 4.116 8.734 9.985 9.876 4.699
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.750 4.908 6.846 7.514 5.774 7.510 6.377 12.22  9.611 16.12 6.011
[2,] 8.142 4.936 7.486 7.892 5.837 8.068 7.859 12.77 10.118 16.13 6.034
[3,] 8.939 5.061 7.677 8.477 5.881 8.236 8.052 13.39 10.662 16.13 6.061
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 19.18  9.237 2.893  7.778  7.198 6.330 6.776 2.936  7.526 7.796 3.627
[2,] 25.46 10.182 2.894 10.491  9.961 6.409 8.395 2.969  8.623 8.216 3.636
[3,] 25.56 11.663 2.895 12.339 10.569 6.548 9.942 2.990 10.146 8.658 3.679
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.386 8.071 7.816 7.905 7.408 6.214 2.153 5.389 1.887 5.654 6.478
[2,]  9.289 9.068 9.113 8.659 8.008 6.305 2.156 5.644 1.889 6.070 7.479
[3,] 10.359 9.821 9.672 9.076 8.057 6.391 2.159 5.700 1.897 6.221 7.987
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 5.187 2.963 6.336 7.285 7.564 3.884  7.976 7.448 3.086 7.033 6.174
[2,] 5.300 2.979 7.951 7.422 7.600 3.884  9.873 7.759 3.205 8.788 7.930
[3,] 5.563 2.980 8.233 7.677 8.201 3.892 10.725 8.204 3.288 9.955 8.711
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.209 4.294 6.087 2.178 7.855 3.071 6.111 5.182 6.432  9.078 3.519
[2,] 7.208 7.509 6.115 2.204 7.945 3.201 6.177 5.182 7.450 10.111 3.543
[3,] 8.295 8.794 6.115 2.209 9.083 3.430 6.577 5.192 7.503 10.181 3.598
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.562 5.227 13.14 3.225 7.485 7.747 8.765 8.759  8.680 7.889 7.571
[2,] 9.268 5.278 14.13 3.273 7.640 8.239 9.134 9.193  9.491 8.937 9.092
[3,] 9.446 5.429 14.66 3.279 7.669 8.283 9.269 9.265 10.140 9.021 9.319
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.318 7.783 4.966 8.185 3.856 4.116 3.210 7.012 6.161 10.72 10.86
[2,] 2.321 9.183 5.444 8.692 3.872 4.266 3.218 7.448 6.235 10.95 10.99
[3,] 2.321 9.641 5.680 9.363 3.881 4.437 3.220 7.583 6.280 11.20 11.35
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.244 3.776 4.569 4.489 5.356 3.693 1.418 2.876 21.07  9.825
[2,] 4.060 4.535 4.569 4.490 5.494 3.730 1.426 3.012 27.61 10.859
[3,] 4.380 4.543 4.605 4.554 5.750 3.730 1.651 3.025 28.74 12.285
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   8.607  5.948  27.55   9.068  17.02   4.461   4.692  11.00 12.66
[2,]  60.628 30.167  32.68 442.465 431.47   3.539  99.800 101.91 19.23
[3,] 128.753 48.905 476.35 541.486 436.42 137.539 155.642  45.49 57.91
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   9.681   5.322   8.571   6.232   8.693   9.541  7.332   9.537
[2,] 633.434 205.142 463.846  53.858 308.493 245.868 87.876 300.149
[3,]  87.738  69.410 375.678 113.814 173.678 315.376 73.117 169.082
       [,18]  [,19] [,20] [,21]  [,22]   [,23]  [,24] [,25]   [,26]
[1,]   8.098  15.51  12.2 20.47  7.633   24.35  11.73 3.674   9.876
[2,] 467.705 378.35 322.2 64.28 54.284 1705.57 436.41 7.526 717.078
[3,] 178.841 411.25 342.7 19.93 57.763  236.16 579.34 9.227 661.497
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]
[1,]   9.141   8.038   8.605  3.728   9.556   9.899  4.605  10.65  10.25
[2,] 701.154 102.327 504.666 45.434 428.666 264.218 27.050 406.91 421.10
[3,] 359.936 137.064 542.510 35.742 544.674 278.331 57.273 467.03 383.99
       [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   9.926  10.04   9.407   7.891  2.734   6.843  2.396   7.18   8.226
[2,] 477.275 359.97 309.945 109.239 12.980 170.834  8.287 224.98 380.811
[3,] 329.876 277.04  90.673 106.386 11.781  81.990 18.054 138.81 285.398
       [,45]  [,46]   [,47]  [,48]   [,49]  [,50]  [,51]   [,52]  [,53]
[1,]   6.586  3.763   8.045   9.25   9.604  4.932  10.13   9.458  3.919
[2,] 110.991 30.891 489.259 144.97  75.824  7.283 592.53 221.664 88.120
[3,] 172.412  9.666 217.737 200.11 313.890 24.999 426.77 271.430 74.504
       [,54]  [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]  [,62]
[1,]   8.931   7.84   7.884   5.453  7.730  2.765   9.975   3.899   7.76
[2,] 536.700 506.74 372.960 627.364 59.682 34.516 121.771  91.962  92.14
[3,] 476.273 367.38 418.028 466.147  6.221 15.120 448.192 125.603 230.09
     [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]
[1,]  6.58   8.168  11.53  4.468  10.87   6.637  16.69  4.095   9.505
[2,] 11.33 382.824 453.37 42.126 361.41  75.008 529.28 57.006 155.994
[3,] 32.80  90.578 121.51 64.044 186.31 129.412 396.90 20.601  68.877
       [,72]  [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   9.837  11.13  11.12  11.02  10.02   9.614  2.943   9.883   6.306
[2,] 285.706 262.02 284.35 391.13 427.69 512.790 12.542 496.457 227.309
[3,]  87.472 160.68 118.09 363.50 125.60 208.292  3.866 299.171 164.973
      [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]  [,89]
[1,]  10.39  4.897   5.227  4.077   8.905  7.823  13.61  13.79   4.12
[2,] 297.85 35.630 114.400 22.707 255.652 97.755 229.48 168.76 248.55
[3,] 354.56 27.025 124.110 11.684 145.278 77.083 239.55 291.06 167.30
       [,90]  [,91]  [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   4.795  5.801  5.701   6.802  4.690  1.801  3.652   26.76  12.48
[2,] 255.813  6.235  6.846 124.375 53.229 15.216 91.058 1817.01 471.10
[3,]  27.374 58.797 77.782 173.110  7.959 84.796 28.612  812.71 584.97
[1] "--- VAR model 2017-10-05 09:31:00  completed"
[1] "Completed training sample:  2017-10-05 09:31:00 - 2017-10-05 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 10:01:00 - 2017-10-05 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.303          0.4015          1.963       -0.01999
           2.869         -0.1648          2.994       -1.90827
           1.501         -0.6663          1.131        4.85762
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         8.4205        -0.8204            2.537           -1.673
         1.7277         1.2540            2.611           -0.470
        -0.4746         0.6219            2.254           -1.559
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
        -0.157708          -8.3489           1.9564           -19.89
        -0.302529           0.2764           1.0430           -22.48
        -0.005195          -0.7160           0.8224           -21.55
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.945           2.0857           0.7561           1.8147
            3.158          -0.7484          -3.9354           1.4819
            3.962           0.9124          -2.1220           0.9557
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           4.5022           3.3445           13.663            7.508
           1.9840           2.0252           12.272            4.397
          -0.1004          -0.5266            9.497            7.121
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.0723            3.788           19.743          -0.3817
          -0.4061            3.231            2.565           6.2205
          -0.4186            1.584            2.052          -0.8189
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.03121        -3.261874           -2.224         -0.83477
          0.49942         7.391292            2.987         -0.41083
         -0.02398        -0.008333            4.014         -0.04636
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.680           0.9491            2.928           -16.07
           -2.086           0.5607           -1.789           -15.13
            4.901           0.3221            2.752           -15.21
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.13769            6.302           5.9665            4.138
          0.09597           -1.709           0.8961            3.663
          0.03379            0.803          -1.7499           -1.001
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.520            3.823          0.03514         -0.21493
           -5.230            4.979         -1.62617         -0.12003
           -4.553            4.745         -0.47284         -0.03539
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.003          0.28758            3.459          -4.4419
           -3.603         -0.08459            2.003          -1.1871
           -3.691         -0.15581            1.147          -0.9891
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.243        -0.034741           1.5879           -2.185
            2.724        -0.004618           0.1866            3.421
            3.397        -0.022921           0.5773            1.420
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.5462          0.07097           -4.191            15.46
           0.8957          0.28336           12.042            17.14
          -0.4707         -0.04582           -2.176            15.52
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6102           -4.411           0.9462           15.702
           1.6709            5.087          -2.4383           -4.306
           0.1477            5.669           8.4538            5.433
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           21.003           2.0047        0.0054314            4.198
            1.704           0.9417        0.0007349           15.926
           -3.303           0.9315        0.0002327            1.422
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.789            5.081          0.59278            1.106
           -2.282            4.292          0.28698            3.104
           -3.803            5.260          0.07697            9.878
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.672           0.9545           2.3299         -0.31770
            4.629           0.9292          -0.5212         -0.04500
            6.243           0.5246           2.0454         -0.08075
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.848          -0.3796           2.9845            2.804
           -2.156           0.9822           0.9985            1.680
            4.457           2.1865           2.2300            1.245
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.043            4.794            19.85           14.687
            5.340            3.205            17.81            7.580
            3.092            1.763            15.81            7.202
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           14.773          0.04903           10.605           0.7224
            9.988          0.07828           12.138           0.3524
            7.052          0.03626            7.704           0.1561
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.954           0.6070           0.8208          0.51359
           12.723          -0.5649          -0.9972         -0.06853
            8.774           0.4925           2.6750         -0.16520
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.08193          -0.2532           2.0391          -13.873
         -0.53284           0.7603           1.2514          -11.799
         -1.18907          -0.7985           0.6662           -7.812
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.9284           -1.378          -1.7248          -1.7612
          -0.7420           -1.280          -0.6409          -0.6100
          -0.8498           -0.474          -0.3301          -0.4068
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.002          -0.5244           -11.49           0.2983
            3.358           0.3052           -10.95          -0.1917
            6.430           0.2256           -10.97          -0.3219
 rnd_95776.volume rnd_95787.volume
           39.763          -1.2875
           -3.240           6.7263
            9.377          -0.9817
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.855 4.857 22.17 7.141 13.56 3.648 3.741 8.742 9.881 7.569 4.226
[2,] 6.900 4.867 22.17 8.259 14.27 3.648 3.882 8.792 9.883 9.705 4.687
[3,] 7.053 4.902 22.64 9.714 14.92 3.892 4.190 8.805 9.907 9.756 4.742
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.515 5.028 6.908 7.529 5.602 7.192 6.319 11.85  9.427 16.78 6.776
[2,] 7.878 5.064 7.407 7.852 5.679 8.098 7.383 12.46  9.780 16.80 6.846
[3,] 8.675 5.209 7.560 8.337 5.733 8.255 7.818 13.03 10.330 16.80 6.919
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.41  9.335 3.077  7.863  7.152 6.466 6.828 3.108 7.519 7.879 3.605
[2,] 25.32 10.304 3.093 10.599  9.978 6.511 8.399 3.157 8.569 8.366 3.612
[3,] 25.48 11.564 3.097 12.252 10.567 6.661 9.866 3.169 9.957 8.775 3.657
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.369 7.838 7.954 7.769 7.223 6.279 2.115 5.611 1.854 5.750 6.472
[2,]  9.308 9.025 9.150 8.529 7.625 6.413 2.117 5.971 1.855 6.116 7.414
[3,] 10.279 9.776 9.749 8.948 7.672 6.532 2.121 6.052 1.861 6.268 7.968
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.050 2.897 6.222 7.421 7.580 4.072  8.286 7.718 3.087  7.214 6.350
[2,] 5.166 2.916 7.904 7.576 7.621 4.073  9.857 8.011 3.214  9.002 8.182
[3,] 5.420 2.920 8.172 7.877 8.314 4.085 10.999 8.656 3.307 10.116 8.801
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.183 4.364 6.211 2.224 8.050 3.114 6.195 5.158 6.463  9.598 3.631
[2,] 7.392 7.641 6.257 2.244 8.161 3.240 6.268 5.159 7.501 10.249 3.661
[3,] 8.451 8.943 6.261 2.246 9.572 3.463 6.662 5.172 7.547 10.329 3.725
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.786 5.149 13.21 3.316 7.361 8.155 8.797 9.260  8.787 7.649 7.699
[2,] 9.220 5.200 14.22 3.366 7.530 8.284 9.270 9.378  9.759 8.659 9.140
[3,] 9.389 5.362 14.68 3.376 7.563 8.333 9.447 9.467 10.528 8.776 9.338
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.362 7.934 5.010 8.197 3.947 4.196 3.223 7.480 6.339 10.52 11.23
[2,] 2.365 9.141 5.514 8.763 3.962 4.355 3.230 7.772 6.396 10.78 11.39
[3,] 2.366 9.556 5.789 9.234 3.974 4.501 3.231 7.919 6.434 11.07 11.91
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.043 3.623 4.736 4.635 5.368 3.748 1.486 2.984 21.17  9.815
[2,] 4.076 4.630 4.738 4.638 5.503 3.792 1.499 3.146 28.12 10.888
[3,] 4.554 4.641 4.794 4.728 5.777 3.793 1.756 3.168 29.26 12.156
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]   [,7]  [,8]  [,9]
[1,]   8.705  6.168  28.15   9.068  17.23   4.633   4.75 11.10 12.55
[2,]  82.684 32.769  24.85 437.370 468.60   3.853 109.54 99.01 22.42
[3,] 154.545 62.218 484.27 539.164 456.47 143.050 166.17 51.36 73.97
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   9.612   5.366   8.273   6.385   8.772   9.561  7.114   9.133
[2,] 640.272 213.829 466.994  63.034 282.004 235.070 97.982 392.495
[3,] 106.312  76.187 382.934 128.838 159.454 295.414 82.937 168.985
       [,18]  [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]   [,26]
[1,]   8.024  15.05  11.97 21.31   8.604   24.64  11.85  3.907   9.984
[2,] 402.509 404.19 274.45 83.29 103.273 1715.20 459.99 32.706 749.273
[3,] 271.351 401.72 350.84 29.23 105.693  299.45 553.33 17.550 648.144
       [,27]   [,28]  [,29]  [,30]   [,31] [,32]  [,33]  [,34]   [,35]
[1,]   9.082   8.211   8.67  3.947   9.548  10.0  4.578  10.63   9.953
[2,] 733.438  80.822 515.58 58.630 433.458 296.6 24.832 429.59 471.664
[3,] 366.906 148.133 545.73 29.297 534.660 279.3 60.070 459.83 396.364
     [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]  10.1   9.865   9.172   7.974  2.685   7.126  2.355   7.302   8.218
[2,] 476.9 371.072 257.590 137.252 11.635 215.146  3.861 219.753 381.500
[3,] 354.9 285.341  89.699 131.039 14.117 104.450 15.730 144.526 307.607
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52] [,53]
[1,]   6.413  3.679   7.901   9.424   9.626  5.171  10.52   9.801  3.92
[2,] 114.653 34.540 513.972 160.722  82.777  9.249 562.92 226.553 94.34
[3,] 172.808 17.322 218.671 227.584 350.501 33.975 514.61 345.685 82.16
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   9.161   8.063   7.851   5.542  7.887  2.824  10.22   3.954   7.867
[2,] 567.713 543.954 427.141 661.173 79.602 31.798 141.30  94.552 100.156
[3,] 486.552 341.993 431.906 490.010 23.970 10.294 527.38 128.908 238.099
      [,63]   [,64]  [,65] [,66]  [,67]   [,68]  [,69]  [,70]   [,71]
[1,]  6.550   8.207  12.19  4.61  11.16   6.538  16.78  4.211   9.348
[2,]  9.983 401.463 378.89 50.10 294.99  77.060 555.36 60.823 167.081
[3,] 40.247  87.569 136.11 72.12 187.19 138.063 382.77 27.326  74.719
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.36  11.17  11.76  11.16   9.713   9.777  3.000  10.08   6.362
[2,] 153.36 308.23 156.52 447.75 427.854 519.286 11.503 478.58 242.706
[3,]  95.90 192.08 136.82 416.50 150.858 202.102  7.473 293.85 186.111
      [,81]  [,82]   [,83]  [,84]   [,85] [,86]  [,87]  [,88]   [,89]
[1,]  10.41  5.013   5.329  4.093   9.499  8.05  13.36  14.26   3.864
[2,] 326.81 36.321 122.944 22.394 222.593 89.94 246.91 199.13 286.013
[3,] 306.98 33.074 119.877  9.315 159.925 74.07 266.03 367.33 214.039
       [,90]  [,91]  [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.601  6.014  5.886   6.817  4.759  1.887   3.789   26.89  12.46
[2,] 303.977 14.552 18.029 127.534 60.869 20.786 105.281 1950.07 497.07
[3,]  32.983 77.577 96.910 185.609  8.952 96.451  39.610  855.72 569.84
[1] "--- VAR model 2017-10-05 10:01:00  completed"
[1] "Completed training sample:  2017-10-05 10:01:00 - 2017-10-05 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 10:31:00 - 2017-10-05 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.351          1.7345          4.445          8.988
           1.594          1.4858          6.643          7.831
           1.009          0.8714          2.357          9.248
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.260         0.9187          -0.1257            2.829
          7.144         2.2246           0.6769            2.638
          6.680         0.9760           1.1378            2.174
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.1324           8.1881          -0.7907           -10.81
           1.0323           0.6898           0.9948           -10.33
          -0.3057           2.4168           0.5965           -10.47
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7472           0.2531          0.99721          0.04906
           0.2403           2.3353          2.30791          0.05747
          -1.0371           0.4378         -0.04565         -0.04174
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.1537          -0.5017            0.391           -1.085
          -0.8565          -1.4270           -2.938           -1.977
           0.1721          -0.4007           -1.881           -1.254
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.1582         -0.02776            37.65            5.276
          -0.5926          0.27306            10.41           12.209
          -0.6791          0.41011            11.11            1.784
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.03407            8.809           10.142          -0.9310
         -0.08978           13.119            8.827          -0.2216
          0.14815            2.770            8.586          -1.0608
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.308         -0.15183           10.093            3.098
            7.798         -0.13671            8.429            5.411
            8.760          0.07662            8.176            8.506
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.04086            4.759            5.874            4.186
          0.60714            7.267            5.411            4.588
          0.28455            5.902            6.535            5.777
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.255          -6.3237            7.723           0.2943
            4.695          -0.5640            6.818           0.1704
            2.880          -0.2878            7.136           0.1439
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           12.701          -0.8349           -2.577           -1.598
            8.635          -0.3650            1.968           -2.346
            5.764           0.3017            1.538            1.228
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.0914         -0.08576            4.785           0.6088
          -0.1132         -0.04397           -2.620          -3.7885
           1.0808         -0.04518           -1.767          -0.8011
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.206         -0.24491           -4.700            3.824
            9.463          0.13993           -5.616            2.664
            4.784         -0.02839            6.318            1.885
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.0967           7.2277           11.688            5.868
          -2.0061         -10.4481           -2.808            3.228
           0.5658           0.9858           -3.742           -8.234
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.191          -0.2688       -0.0390121          -0.9316
           11.841          -0.7291       -0.0009179          -2.9368
           -3.061          -0.5882       -0.0009657           5.9256
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.761           -3.967          0.34650          -7.5309
           -7.964           -1.852          0.21700          -0.6142
           -7.651            3.680          0.07676          -2.3423
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.5646           1.9441            2.321           0.3645
          -0.5057           1.6459           -5.666           0.9781
          -2.1720           0.9417           -1.527           0.4813
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.5704           0.4353            2.289           1.7412
          -5.5886           0.5956            1.538           0.8224
          -0.5204           0.9665            1.626           0.7789
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.2148           1.6728          -3.3208           1.8779
           1.3280           0.6840          -0.9059           0.5997
           0.8862           0.3081          -0.4532           0.7227
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -0.84508          -0.1623            3.063            2.336
          0.07649          -0.4385            2.521            1.905
          0.07869          -0.4772            1.348            1.512
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.0851          0.02685           3.2085          0.02114
          -0.4116          0.27564          -0.8725          0.02108
          -0.3563         -0.08191          -0.5576         -0.12914
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.3715            2.535            6.449          -11.577
           1.0312            1.805            5.852           -5.925
           1.1734            1.741            4.413           -5.188
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.3724           4.3492          0.33224           0.2246
           3.9293          -0.2338         -0.01772           1.1826
          -0.7705           0.5344          0.01565           0.2777
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.8881           0.8503           -11.04            105.9
          -0.7941          -0.4926           -11.44            104.8
           1.0688          -0.3531           -11.31            103.7
 rnd_95776.volume rnd_95787.volume
           -38.44            6.655
            12.37           12.481
           -15.62            1.712
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.876 4.920 22.62 7.219 13.61 3.799 3.745 8.832 10.01 7.649 4.318
[2,] 6.920 4.935 22.62 8.279 14.26 3.800 3.873 8.872 10.02 9.821 4.838
[3,] 7.106 4.985 23.15 9.694 14.75 4.056 4.189 8.888 10.03 9.876 4.892
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.504 5.076 6.935 7.675 5.545 7.172 6.459 11.79  9.252 16.86 6.801
[2,] 7.848 5.108 7.464 8.144 5.625 8.006 7.630 12.35  9.645 16.87 6.859
[3,] 8.621 5.274 7.628 8.453 5.697 8.154 7.854 12.91 10.269 16.87 6.914
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.70  9.45 3.177  7.896  7.099 6.611 6.830 3.192 7.480 7.977 3.652
[2,] 25.85 10.39 3.189 10.581  9.935 6.642 8.315 3.253 8.483 8.443 3.657
[3,] 26.01 11.64 3.191 12.250 10.578 6.777 9.793 3.266 9.828 8.930 3.696
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.432 7.841 7.880 7.830 7.051 6.318 2.111 6.067 1.873 5.854 6.459
[2,]  9.364 8.997 9.102 8.640 7.551 6.480 2.115 6.582 1.873 6.169 7.361
[3,] 10.415 9.732 9.731 9.047 7.621 6.642 2.118 6.841 1.880 6.311 7.905
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.099 2.832 6.195 7.576 7.789 4.133  8.297 7.895 3.121  7.307 6.393
[2,] 5.236 2.852 7.879 7.712 7.811 4.135 10.125 8.167 3.227  9.052 8.182
[3,] 5.477 2.861 8.145 8.029 8.532 4.148 11.311 8.793 3.347 10.205 8.919
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.240 4.405 6.210 2.233 8.259 3.185 6.187 5.272 6.921  9.638 3.590
[2,] 7.465 7.693 6.254 2.253 8.394 3.329 6.258 5.275 7.495 10.278 3.631
[3,] 8.527 9.027 6.262 2.255 9.771 3.585 6.654 5.298 7.580 10.361 3.691
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 9.077 5.318 13.28 3.472 7.329 8.202 8.889 9.446  8.825 7.331 7.772
[2,] 9.533 5.363 14.44 3.549 7.513 8.344 9.500 9.588  9.938 8.648 9.075
[3,] 9.660 5.549 14.83 3.597 7.561 8.395 9.762 9.660 10.758 8.758 9.259
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.475 7.980 5.030 8.373 4.023 4.249 3.218 7.476 6.326 10.57 11.46
[2,] 2.483 9.064 5.522 8.854 4.033 4.415 3.225 7.770 6.378 10.81 11.67
[3,] 2.487 9.601 5.839 9.273 4.043 4.571 3.226 7.907 6.433 11.11 12.26
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.976 3.652 4.864 4.850 5.356 3.769 1.516 6.149 21.27  9.977
[2,] 4.091 4.877 4.869 4.854 5.495 3.813 1.526 8.053 28.60 10.988
[3,] 4.673 4.888 4.926 4.933 5.841 3.815 1.795 9.568 29.66 12.270
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]  [,8]  [,9]
[1,]   8.731  6.248  28.73   9.167  17.28   4.824   4.756 11.22 12.71
[2,]  85.544 41.174  37.37 440.496 460.65   8.211 107.432 91.90 37.44
[3,] 175.382 76.877 531.35 548.008 413.03 154.375 173.300 57.87 52.45
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.713   5.483   8.259   6.446   8.807   9.746   7.042   9.107
[2,] 669.362 237.035 477.221  62.363 299.960 296.063 102.732 386.666
[3,] 114.052  78.954 387.790 142.604 171.027 246.164  98.480 168.437
       [,18]  [,19]  [,20] [,21]  [,22]   [,23] [,24]  [,25]  [,26]
[1,]   8.202  14.97  11.75 21.41  8.636   25.02  12.0  4.034  10.03
[2,] 441.442 402.66 296.16 73.71 97.242 1818.52 469.8 30.141 765.48
[3,] 202.578 408.16 383.15 16.89 94.171  313.34 569.1 13.705 670.74
       [,27]   [,28]   [,29]  [,30]   [,31]  [,32]  [,33]  [,34]   [,35]
[1,]   9.014   8.395   8.672  4.053   9.498  10.13  4.638  10.71   9.956
[2,] 755.247  70.159 515.517 68.034 434.849 300.65 21.727 442.53 479.471
[3,] 394.966 146.382 562.123 32.780 539.383 316.26 57.812 495.64 403.356
      [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]  10.01   9.942   8.953   8.022  2.681   7.704  2.379   7.434   8.202
[2,] 495.06 397.051 293.816 156.631 14.947 277.366  4.127 211.401 383.670
[3,] 373.94 291.819 112.132 158.733 11.671 202.567 17.211 144.710 313.152
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]  [,52]  [,53]
[1,]   6.475  3.596   7.866   9.621   9.891  5.248  10.54  10.03  3.963
[2,] 129.472 36.870 529.033 156.915  63.537 14.801 630.59 227.51 89.232
[3,] 174.826 25.422 224.808 242.662 373.100 36.041 547.86 353.99 96.852
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   9.279   8.118   7.924   5.593  7.886  2.836  10.49   4.044   7.856
[2,] 580.504 554.864 445.234 685.399 81.101 32.262 163.65 105.341 102.791
[3,] 512.107 386.042 447.984 513.152 33.365  9.781 543.39 144.553 245.761
      [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]
[1,]  6.695   8.789  12.24  4.559  11.53   6.754  16.87  4.409   9.307
[2,] 20.155 312.521 388.05 59.020 316.69  74.781 614.91 79.977 179.439
[3,] 54.395 123.388 142.61 72.392 169.69 155.272 368.63 63.857  92.758
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.41  11.29  11.99  11.21   9.309   9.869  3.143  10.13   6.388
[2,] 167.03 364.10 179.05 496.52 498.561 509.114 20.992 467.19 247.472
[3,] 100.54 244.48 128.17 447.86 150.417 199.774 15.724 343.97 206.352
      [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]
[1,]  10.63  5.109   5.396  4.087   9.493  8.032  13.43  14.55   3.779
[2,] 313.03 30.719 130.560 22.707 230.158 89.239 244.20 238.32 304.994
[3,] 299.37 31.192 128.405  9.366 159.473 90.822 280.49 411.62 245.534
       [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   4.637  6.176  6.158   6.802  4.786   1.925   7.808   27.01  12.67
[2,] 351.266 24.702 22.266 133.222 62.939  19.105 565.084 2078.24 500.37
[3,]  35.335 81.380 96.144 215.284 13.563 102.823 561.419  852.35 593.32
[1] "--- VAR model 2017-10-05 10:31:00  completed"
[1] "Completed training sample:  2017-10-05 10:31:00 - 2017-10-05 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 11:01:00 - 2017-10-05 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.0775        -0.13443          2.191          3.105
          0.3388         0.03970         12.697          3.739
          0.0301         0.03143          2.930         -2.217
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
    -11.8068438        -0.1201            2.694          -0.4839
     -0.0005967         1.4533            2.480           0.4047
      5.2502323         0.7063            2.092          -0.9994
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4104         -5.46652          -0.2479           -19.40
          -0.2578          0.96429           1.0478           -16.96
          -0.3259         -0.05647           0.4974           -17.94
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.206          2.02696         -0.04803          -2.3064
            1.756         -1.26201         -2.22883          -1.3636
            1.910          0.06999         -1.23608          -0.7688
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.574           0.5458            6.630            6.067
           -0.150          -1.3148            1.615            6.396
           -1.704          -1.4931            9.095            7.468
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
        -0.121963          -0.9785            1.658          -0.9432
         0.003226          -0.7364            3.863           0.7195
         0.375033          -0.4293            5.114           1.3557
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.16757            2.106           5.7078           2.6092
         -0.05008           -2.058          -0.5221           0.4228
         -0.10945            1.600           0.9654          -0.2316
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.358         -0.01357            1.172            7.780
            3.643          0.25670            4.792            9.400
           -1.697         -0.03336           -1.565            7.952
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2341          -2.8708         -12.9552           -5.071
          -1.2118           4.2292           0.4096           -1.318
          -0.7351           0.6865           3.7290            2.890
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.895           2.0002            2.642           0.2709
            2.073          -0.9324            3.516           0.1265
            1.564          -0.6853            5.938           0.0261
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.432          0.09286          1.28492           -2.740
           -1.626          0.09389         -2.06014           -3.350
           -1.076         -0.17977          0.08497           -4.889
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.8215           0.8034           -4.883          -2.2371
           0.8353           0.5556           -2.609           0.8198
           0.6755           0.1754           -2.450          -0.1387
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.499          -0.8633          0.06781            2.558
            5.178          -0.4601          0.32480            3.921
            4.233          -0.1365         -1.88602            5.510
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.40286           2.5681          3.14261          -7.1881
          0.06811           0.6473          0.12134           2.4218
         -0.70946          -2.7461         -0.03177           0.7509
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.7710          -0.7864          0.56451         -2.69004
           1.5617           0.2982          0.18297         -2.04473
           0.3444          -0.6290          0.02607         -0.07179
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.006           -4.640          0.89616           4.9986
           -3.999            3.191         -0.13370          -0.6737
           -3.816           -2.383         -0.06962           0.8725
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.348          -0.3334            4.321            1.786
           -2.655          -0.3959            3.534            1.779
            2.652          -0.2093            0.758            1.061
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.969           0.3285          -1.9710           0.7798
            4.446           1.0821           0.4642           0.5076
           -1.062           0.7755          -0.6858           0.5123
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.957            2.326           0.4391           4.0082
            3.100            1.698           1.0444           0.6214
            2.022            1.210           1.4860           1.2446
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.342           0.2922            1.662          -0.9898
            1.968          -0.2038            3.202          -0.6836
            1.051          -0.2224            1.257          -0.5106
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.871         -0.33214           0.4512         -0.09701
            1.919          0.50717           0.4250          0.40290
            1.511         -0.05654          -0.5514          0.23918
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.58633          0.11411            2.250            4.319
          0.01588         -0.22268            2.104            4.394
          0.41993         -0.01488            2.234            1.866
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.7997          1.97202         -0.19648         -0.70458
           1.6686         -0.77399          0.08479          0.27846
          -0.7493          0.08223          0.00345         -0.04462
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.9241          0.40501           -11.62            120.8
           0.4856          0.03714           -11.61            121.5
          -2.2198         -0.04625           -11.55            121.7
 rnd_95776.volume rnd_95787.volume
           1.1324           0.9810
         -12.3604           0.7132
          -0.2777           1.2579
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.029 4.949 23.14 7.147 13.67 3.834 3.755 8.925 10.05 7.710 4.397
[2,] 7.078 4.957 23.14 8.213 14.37 3.835 3.871 8.968 10.05 9.957 4.888
[3,] 7.276 5.011 23.67 9.603 15.03 4.106 4.183 8.989 10.07 9.995 4.947
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.530 5.191 7.013 7.697 5.577 7.255 6.446 11.76  9.387 17.04 6.840
[2,] 7.863 5.218 7.492 8.145 5.657 8.161 7.703 12.34  9.809 17.06 6.909
[3,] 8.661 5.371 7.654 8.449 5.726 8.307 7.960 12.98 10.447 17.06 6.959
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.72  9.343 3.318  7.902  7.214 6.687 6.833 3.234 7.420 8.054 3.586
[2,] 26.06 10.306 3.325 10.510  9.969 6.713 8.234 3.292 8.493 8.540 3.594
[3,] 26.23 11.652 3.329 12.310 10.633 6.881 9.681 3.303 9.816 9.006 3.626
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.476 8.116 7.898 7.779 7.035 6.475 2.180 6.082 1.942 5.807 6.400
[2,]  9.356 9.096 9.206 8.580 7.531 6.633 2.187 6.611 1.942 6.112 7.241
[3,] 10.344 9.814 9.742 8.949 7.597 6.776 2.192 6.847 1.951 6.238 7.774
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.164 2.836 6.070 7.756 7.818 4.234  8.454 7.991 3.206  7.436 6.445
[2,] 5.316 2.866 7.720 7.873 7.859 4.241 10.273 8.285 3.319  9.164 8.266
[3,] 5.565 2.890 7.957 8.160 8.606 4.268 11.424 8.922 3.432 10.243 8.962
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.005 4.337 6.323 2.218 8.382 3.182 6.247 5.318 7.137  9.883 3.602
[2,] 7.236 7.636 6.400 2.238 8.499 3.323 6.296 5.323 7.741 10.617 3.645
[3,] 8.293 8.941 6.406 2.240 9.880 3.567 6.738 5.361 7.812 10.698 3.697
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.913 5.445 13.34 3.464 7.403 8.229 8.530 9.387  8.918 7.812 7.764
[2,] 9.609 5.502 14.63 3.544 7.594 8.377 9.305 9.519 10.009 8.879 9.168
[3,] 9.755 5.683 15.08 3.597 7.642 8.448 9.566 9.609 10.848 8.977 9.351
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.493 7.994 4.998 8.436 4.033 4.262 3.214 7.490 6.264 10.61 11.55
[2,] 2.505 9.191 5.518 8.955 4.046 4.429 3.218 7.778 6.316 10.92 11.74
[3,] 2.511 9.685 5.889 9.416 4.052 4.613 3.222 7.924 6.374 11.21 12.35
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.870 3.591 4.903 4.916 5.369 3.867 1.520 6.607 21.22  9.914
[2,] 4.071 4.901 4.909 4.920 5.489 3.915 1.530 8.522 28.41 10.990
[3,] 4.671 4.911 4.969 5.000 5.863 3.922 1.796 9.914 29.37 12.413
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   8.926  6.284  29.39   9.076  17.36   4.869   4.768  11.33 12.77
[2,] 100.077 34.736  44.43 487.922 532.90  12.001 113.615 107.09 16.37
[3,] 203.397 88.411 598.01 600.197 533.17 177.026 191.058  74.74 64.45
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.79   5.583   8.292   6.592   8.905   9.774   7.082   9.212
[2,] 759.84 257.514 528.076  64.636 317.993 321.495 114.289 450.792
[3,] 104.86  91.959 438.000 153.205 188.785 270.852 106.988 186.893
       [,18]  [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]  [,26]
[1,]   8.186  14.93  11.92 21.64   8.685   25.04  11.86  4.213  10.03
[2,] 508.455 451.29 343.10 90.28 117.675 2054.70 524.72 27.406 835.57
[3,] 241.987 486.38 433.80 35.46 100.967  365.02 655.55 17.641 772.93
      [,27]   [,28]   [,29]  [,30]   [,31]  [,32]  [,33]  [,34]  [,35]
[1,]   9.16   8.491   8.677  4.106   9.422  10.23  4.554  10.76  10.31
[2,] 829.64  71.267 554.128 74.804 498.476 342.55 28.089 477.88 495.08
[3,] 446.07 182.443 613.847 32.294 593.432 344.73 58.754 532.07 444.41
      [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]  10.03   9.878   8.933   8.222  2.769   7.723  2.467   7.374   8.127
[2,] 570.45 436.501 324.310 174.026 20.583 312.561  2.014 229.910 408.323
[3,] 384.38 306.726 120.749 166.662 17.504 214.887 22.369 150.833 341.245
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]  [,52]   [,53]
[1,]   6.558  3.601   7.708   9.849   9.928  5.376  10.74  10.15   4.071
[2,] 152.034 50.413 575.241 163.117  97.329 30.464 703.82 263.68 103.291
[3,] 198.410 44.608 232.568 258.846 423.026 57.969 602.67 399.22 105.441
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]  [,60]  [,61]   [,62]
[1,]   9.443   8.184   7.625   5.507   8.029  2.817  10.64   4.04   7.933
[2,] 645.899 624.046 487.027 757.853 119.626 35.965 170.08 115.48  94.383
[3,] 551.867 417.815 488.503 560.978  34.225 12.425 607.47 156.61 289.351
      [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]
[1,]  6.753   9.063  12.55  4.574  11.32   6.914  16.94  4.399   9.401
[2,] 28.793 361.628 467.77 67.335 433.27  95.643 723.60 90.268 203.930
[3,] 76.526 126.500 158.90 74.527 202.71 171.335 439.48 74.579 103.299
      [,72]  [,73]  [,74]  [,75]  [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.45  10.83  11.92  11.32   9.92   9.859  3.165  10.15   6.347
[2,] 189.23 448.43 191.30 547.87 508.89 587.853 29.730 546.82 281.955
[3,] 131.98 267.73 157.73 504.52 159.93 222.723 21.472 368.45 248.117
      [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]  10.71  5.121   5.412  4.082   9.511   7.954  13.47  14.67   3.645
[2,] 362.33 38.466 145.620 20.137 253.086  97.499 312.94 252.34 348.056
[3,] 351.25 28.101 155.587 19.143 182.754 104.104 304.34 461.30 276.213
       [,90]  [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.559  6.226   6.242   6.818  4.911   1.93   8.389   26.94  12.59
[2,] 402.209 31.033  26.196 138.058 74.010  20.97 649.169 2278.24 571.89
[3,]  39.060 92.370 107.531 248.403 27.734 113.56 610.870  897.24 696.08
[1] "--- VAR model 2017-10-05 11:01:00  completed"
[1] "Completed training sample:  2017-10-05 11:01:00 - 2017-10-05 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 11:31:00 - 2017-10-05 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.872          0.3871         2.2732         15.447
           4.909          0.1156         1.0230          8.448
           2.513          0.1018         0.6513          2.610
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.222          2.253           0.8265           1.4755
         12.064          1.714           0.5683           0.8909
         12.290          1.596           0.6696           0.6829
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.5786           0.7909            3.956           -8.040
           1.6693           1.2106            1.731           -6.540
           0.8825           0.8831            1.277           -5.296
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.922            3.204           3.5600           -1.780
            2.734            1.494           0.2819           -1.771
            2.114            1.625           0.1741           -1.585
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.229          -6.3618           0.8255            8.519
            1.004           1.4779           4.3910            2.774
           -0.422          -0.4306           3.1219            3.608
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.59672          -0.2512           11.024            3.574
         -0.27766          -0.3361            9.165            4.766
         -0.04459          -0.9334            5.011            3.375
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.32040            5.258           16.353            2.757
          0.06918            4.936            2.518            3.010
         -0.12297            3.458            5.074            1.993
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           17.823           1.0112           11.175            3.672
            8.383           0.5909           12.737            5.562
            1.989           0.4605            2.193            5.132
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2188            3.501            5.016            6.939
           0.7894           15.174           10.270            5.210
           0.4163            4.565            9.400           11.250
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.42504           4.7820          -0.1929         -0.28319
         -1.73792          -0.9865          -1.8068         -0.20221
         -0.05228           1.4835          -4.1227         -0.02843
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.6525          -0.3326          -0.3517           -9.254
          -1.2570           0.3985           1.6243           -5.605
          -0.8321           0.4165           1.5028           -3.833
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          1.52765          -0.5725           -1.709           2.8183
         -0.06603          -0.4609           -4.644           1.3842
          0.78656          -0.2627           -3.082           0.7248
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.339           0.7732            1.645            4.215
            1.914           0.5365            6.073            6.670
            4.104           0.2171           -2.410            7.590
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4734            6.339           5.4947           -4.749
           0.5268            3.231           0.9689            4.180
           0.2282            2.536           3.4167            2.522
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.123           0.3115          0.11766            6.981
            4.593          -0.1446          0.04852           -8.671
            1.450           0.2729          0.01859            3.236
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.782           1.6116           1.7534            2.441
           -3.342           0.8133           0.9604            4.146
           -3.403          -1.1847           0.1923           -1.332
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.369          0.05678            9.896            1.659
            5.636          0.15846            4.165            1.911
            1.503          0.08787            4.768            1.623
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           17.141           0.6396            3.254            3.375
            3.529           0.2689            2.458            2.584
            5.050          -0.1057            1.570            1.619
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.469            3.173         -0.04641            8.376
           -1.495            1.905         -1.10048            5.382
           -1.742            1.411          0.93227            4.670
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.5905         -0.39039            3.698            1.965
           1.5342         -0.04157            5.864            1.610
           0.9996         -0.03324            4.740            1.413
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.605          -0.5252            1.897         -0.04768
           -1.404           0.8058            1.284          0.17054
            1.221          -0.6132            1.642          0.05568
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.7299           1.1144            2.801            3.099
           0.2851           0.1392            2.194            4.157
          -0.2578           0.1523            1.165            3.547
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.94512           0.9904          -0.2082        -0.149615
          0.29458          -0.2838           0.4886         0.141325
          0.01262           0.1532           0.1210         0.004845
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.4996         -0.53231           -11.79            122.2
           2.2727          0.41760           -11.11            122.5
          -1.4440          0.08684           -11.30            123.0
 rnd_95776.volume rnd_95787.volume
            11.88            1.832
             4.28            6.971
            -1.89            2.478
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.059 5.061 23.23 7.004 13.65 3.860 3.757 8.966 10.02 7.634 4.407
[2,] 7.101 5.069 23.23 8.150 14.33 3.861 3.876 8.994 10.02 9.852 4.915
[3,] 7.331 5.118 23.81 9.492 14.99 4.122 4.189 9.028 10.04 9.888 4.969
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.473 5.202 7.092 7.278 5.131 7.456 6.288 11.89  9.360 16.99 6.850
[2,] 7.766 5.226 7.561 7.710 5.258 8.145 7.504 12.54  9.816 17.01 6.911
[3,] 8.546 5.363 7.711 8.032 5.329 8.316 7.784 13.16 10.433 17.01 6.959
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.71  9.333 3.340  7.866  7.184 6.807 6.768 3.278 7.476 7.974 3.615
[2,] 25.91 10.358 3.346 10.491  9.873 6.840 8.238 3.346 8.532 8.449 3.620
[3,] 26.09 11.674 3.347 12.273 10.571 7.023 9.638 3.356 9.812 8.943 3.656
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.508 7.880 7.882 7.904 7.070 6.431 2.218 6.091 1.956 5.740 6.291
[2,]  9.300 9.001 9.177 8.693 7.611 6.655 2.228 6.601 1.957 6.042 7.251
[3,] 10.282 9.702 9.648 9.047 7.667 6.773 2.230 6.849 1.964 6.179 7.751
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.096 2.769 5.978 7.870 7.910 4.210  8.378 8.130 3.247  7.650 6.502
[2,] 5.334 2.800 7.419 7.987 7.962 4.224 10.180 8.448 3.375  9.372 8.346
[3,] 5.525 2.816 7.748 8.314 8.776 4.267 10.922 9.103 3.461 10.358 9.032
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.086 4.409 6.285 2.216 8.440 3.185 6.299 5.499 7.112  9.436 3.528
[2,] 7.306 7.695 6.353 2.237 8.547 3.323 6.335 5.504 7.698 10.643 3.575
[3,] 8.381 9.004 6.356 2.240 9.944 3.556 6.795 5.525 7.770 10.718 3.628
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 9.248 5.459 13.34 3.432 7.481 8.254 8.342 9.154  8.964 7.886 7.735
[2,] 9.729 5.515 14.51 3.521 7.646 8.393 9.201 9.625 10.015 8.763 9.136
[3,] 9.875 5.665 14.99 3.574 7.699 8.481 9.457 9.726 10.869 8.894 9.362
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.498 7.948 4.917 8.344 4.074 4.306 3.233 7.525 6.369 10.72 11.63
[2,] 2.512 9.182 5.471 8.811 4.088 4.454 3.234 7.845 6.418 11.01 11.81
[3,] 2.521 9.593 5.843 9.259 4.090 4.631 3.234 7.993 6.477 11.27 12.40
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.827 3.561 4.902 4.920 5.508 3.910 1.539  7.133 21.26  9.919
[2,] 4.054 4.906 4.909 4.926 5.615 3.957 1.548  8.942 28.01 11.068
[3,] 4.680 4.916 4.965 5.000 5.967 3.967 1.809 10.176 28.82 12.430
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   8.963  6.427  29.49   8.894  17.34   4.902   4.771  11.39 12.72
[2,] 101.074 37.576  53.71 545.753 571.50  10.502 124.894  93.75 11.76
[3,] 238.929 92.600 682.08 637.270 577.30 189.162 208.142 101.52 80.43
       [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.694   5.596   8.22   6.606   9.006   9.241   6.516   9.468
[2,] 815.537 285.001 561.87  65.139 343.341 333.501 150.582 429.373
[3,] 110.078  96.135 467.13 158.111 198.169 294.697 113.518 220.253
       [,18] [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]   [,26]
[1,]   7.984  15.1  11.89 21.58   8.699   25.03  11.85  4.242   9.989
[2,] 536.319 521.4 387.25 98.44 120.172 2201.82 588.31 25.143 909.064
[3,] 271.005 523.0 463.25 38.71 107.491  403.56 705.21 14.881 834.067
       [,27]   [,28]   [,29]  [,30]   [,31]  [,32] [,33] [,34]  [,35]
[1,]   9.123   8.644   8.595  4.162   9.493  10.13  4.59  10.8  10.01
[2,] 886.883  87.249 615.069 87.681 538.517 365.57 26.10 491.8 569.69
[3,] 494.906 208.664 655.096 35.201 634.757 384.07 67.26 574.5 474.15
      [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]  10.01  10.04   8.978   8.167  2.817   7.735  2.484   7.289   7.989
[2,] 615.42 473.96 369.243 223.946 27.566 333.246  5.891 247.230 472.246
[3,] 390.25 328.13 121.241 165.160 12.347 239.248 21.737 169.302 358.465
       [,45]  [,46]   [,47]   [,48]  [,49]  [,50]  [,51]  [,52]   [,53]
[1,]   6.471  3.517   7.591   9.994  10.04  5.346  10.64  10.32   4.123
[2,] 206.369 54.174 575.578 178.206 119.06 45.051 757.34 300.94 120.579
[3,] 188.650 38.925 292.390 302.406 483.50 79.911 518.19 443.98 100.695
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   9.714   8.256   7.729   5.599   7.981  2.814  10.72   4.045   7.998
[2,] 709.033 685.253 529.317 825.942 121.225 40.384 177.13 124.125  88.959
[3,] 577.788 452.122 537.785 612.231  24.509 15.062 665.47 165.671 321.719
      [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  6.982   9.031  11.98  4.479  11.74   6.932  16.94   4.358   9.499
[2,] 33.148 386.054 644.90 75.706 395.66 102.873 749.92 103.206 207.263
[3,] 62.785 137.924 165.67 81.367 222.14 169.871 491.58  80.254 118.288
      [,72]  [,73]  [,74]  [,75]  [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.48  10.59  11.62  11.38  10.01   9.823  3.172  10.09   6.243
[2,] 198.97 508.30 389.78 584.99 500.44 636.760 34.918 602.02 314.364
[3,] 159.73 286.61 182.60 553.01 199.48 267.747 27.967 364.07 268.497
     [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]  [,89]
[1,]  10.6  5.173   5.468  4.106   9.555   8.087  13.61  14.76   3.59
[2,] 370.7 44.746 148.978 10.549 290.680 104.348 330.27 273.37 380.53
[3,] 372.8 17.380 166.032  6.551 200.782 114.131 315.90 494.53 306.24
       [,90]  [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97] [,98]
[1,]   4.522  6.225   6.248   6.994  4.965   1.955   9.058   26.99  12.6
[2,] 441.925 33.415  30.522 143.053 80.005  22.000 706.194 2388.50 643.1
[3,]  41.426 97.232 112.560 264.434 35.796 122.518 636.204  887.80 740.9
[1] "--- VAR model 2017-10-05 11:31:00  completed"
[1] "Completed training sample:  2017-10-05 11:31:00 - 2017-10-05 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 12:01:00 - 2017-10-05 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3604        -0.07629          1.477         16.168
         -0.1679         0.38810         -3.311          5.596
         -0.1595         0.13254         -0.408         -2.781
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.102         1.0843           -1.079        -0.002546
         12.767         1.0020           -1.477         0.043979
          8.049         0.6002           -1.304        -0.125032
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.15806          -3.6361            2.665           -15.30
          0.06644           0.6235            1.922           -16.82
          0.38679           0.3479            1.755           -17.26
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.102           2.8352           0.4875           -3.238
            2.530          -2.0474          -3.0405           -2.063
            2.816          -0.5234          -1.5422           -2.140
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.498           -2.225          -10.406           -5.551
           -2.805           -4.341           -7.413           -5.110
           -3.199           -2.860           -9.351           -8.372
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.06061          -0.6242          -7.8659            1.008
          0.43508          -0.6269           6.1815           -1.501
          0.49255          -0.5699           0.2214            2.947
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.21577            1.111           12.951            2.340
          0.09986           -1.443           -2.905            2.845
         -0.10752            2.462            1.105            1.933
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           20.301           1.2567            10.29          -2.1883
            4.564           0.7381            10.42          -2.0439
           -2.730           0.6025            -2.57          -0.9654
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5530            4.444          -0.1406           -2.571
          -0.4973           12.662          11.7874            5.277
          -0.2217            1.544           6.3201            9.751
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.9706            2.096           -2.160           0.4781
          -0.2993           -7.042           -1.235           0.1250
          -0.7351            2.089           -1.330           0.2582
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.6856          -0.5262           0.8964          -11.001
          -0.4776          -0.3329          -1.1272           -6.887
          -0.3363          -0.3828           1.9010           -8.740
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.5458         -0.12831           -7.699           4.9285
          -2.4641         -0.12149           -6.543          -1.5822
          -2.2608         -0.05924           -6.747           0.6532
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          1.21072           0.8079            2.769            8.624
         -1.88124           0.6107           -7.224            7.981
         -0.07693           0.2680           -3.366            8.199
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2413            9.616            6.082            3.447
          -0.9779           -4.947            1.500            6.242
           0.1997           -2.161           -3.892           -4.459
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.926          0.27988       -0.0053820          0.09294
            5.381         -0.04458       -0.0046530          2.36202
            1.966         -0.04479       -0.0008199          4.72792
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.1997           -3.425          -0.3609          -3.6996
          -1.6502            1.172          -0.2332          -1.7578
          -0.9413            1.796          -0.1024           0.7579
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.9711          -0.8139          -0.8201           -2.145
          -3.1179          -0.7356          -2.5984           -2.854
          -0.1743          -0.4059          -1.0883           -1.682
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.246          -0.1494          -0.8500           0.6538
           -4.087          -0.7644           0.9526           0.4114
           -2.566          -0.2011          -1.3753           0.2708
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.841         -0.00494            1.775         -0.26586
           -2.346         -0.12012            1.520          0.01469
           -1.897          0.08063            1.297          0.44219
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.5992          -0.4546           3.1240           1.0335
           3.4062          -0.2117           0.4348           0.7855
          -0.4988          -0.1467           0.2251           0.7171
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.4525           0.1482           0.6694          0.01421
           0.5745          -0.3810           0.7757         -0.02386
           1.0343           0.6631          -1.7580         -0.04189
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -1.23212         -0.56361          -1.3080           -1.929
          0.03524          0.05604          -1.9608           -4.145
         -0.26964          0.18103          -0.7598           -3.202
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.13478          -0.8004         -0.48027          -0.3618
         -0.67406          -0.3268          0.01706          -0.2475
         -0.07718          -0.1877         -0.03499          -0.1117
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.793         -0.15110           -9.419            119.8
            1.510          0.25476           -9.902            117.2
            1.482          0.05534           -9.730            117.8
 rnd_95776.volume rnd_95787.volume
          -25.872          -1.2734
            5.196           0.3512
          -11.716           2.4293
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.763 5.049 23.15 6.961 13.65 3.852 3.674 8.930 9.835 7.556 4.461
[2,] 6.792 5.063 23.15 7.879 14.37 3.852 3.800 8.964 9.837 9.831 4.948
[3,] 7.229 5.103 23.68 9.412 14.97 4.102 4.082 9.002 9.857 9.858 5.005
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.416 5.255 7.028 6.905 4.590 7.532 6.409 11.84  9.409 16.83 6.952
[2,] 7.635 5.278 7.445 7.167 4.695 8.176 7.764 12.43  9.831 16.85 7.013
[3,] 8.435 5.408 7.591 7.706 4.811 8.344 7.947 13.11 10.533 16.86 7.058
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.55  9.251 3.325  7.735  6.948 6.677 6.738 3.305 7.395 7.901 3.633
[2,] 25.39 10.322 3.331 10.431  9.805 6.707 8.060 3.378 8.354 8.400 3.638
[3,] 25.53 11.604 3.333 12.076 10.601 6.934 9.544 3.387 9.681 8.896 3.680
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.509 8.092 7.769 7.816 6.906 6.497 2.184 6.081 1.901 5.729 6.378
[2,]  9.350 9.066 9.025 8.625 7.409 6.733 2.194 6.600 1.903 6.144 7.428
[3,] 10.347 9.671 9.523 8.966 7.461 6.892 2.201 6.837 1.911 6.245 7.986
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.124 2.754 6.104 7.909 8.020 4.177  8.128 8.204 3.200  7.664 6.502
[2,] 5.353 2.786 7.604 8.028 8.066 4.189 10.024 8.542 3.333  9.290 8.174
[3,] 5.525 2.798 7.945 8.338 8.824 4.240 10.816 9.192 3.428 10.341 8.862
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.011 4.395 6.150 2.192 8.426 3.117 6.322 5.469 6.668  9.945 3.498
[2,] 7.219 7.682 6.226 2.211 8.546 3.257 6.356 5.471 7.678 10.692 3.542
[3,] 8.253 8.902 6.230 2.215 9.970 3.500 6.786 5.506 7.718 10.793 3.606
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 9.252 5.409 13.34 3.361 7.448 8.204 8.291 9.512  8.968 8.015 7.304
[2,] 9.691 5.466 14.50 3.455 7.600 8.332 9.205 9.582 10.152 8.751 8.618
[3,] 9.877 5.603 15.03 3.512 7.656 8.421 9.438 9.685 11.171 8.880 8.715
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.503 8.005 4.886 8.327 4.058 4.343 3.111 7.418 6.325 10.76 11.44
[2,] 2.518 9.375 5.486 8.719 4.069 4.473 3.111 7.729 6.387 11.04 11.60
[3,] 2.527 9.751 5.848 9.116 4.071 4.648 3.111 7.881 6.428 11.36 12.19
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.686 3.418 4.881 4.893 5.458 3.835 1.553  7.806 20.83  9.685
[2,] 3.980 4.845 4.885 4.898 5.565 3.883 1.565  9.551 27.69 10.969
[3,] 4.628 4.857 4.948 4.974 5.908 3.891 1.830 10.687 28.50 12.314
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   8.588  6.412  29.40   8.84  17.33   4.891   4.666  11.34 12.49
[2,]  84.785 50.002  46.71 497.01 604.44   7.908 130.698 104.98 28.43
[3,] 333.447 86.554 669.11 693.32 566.42 189.882 200.673 111.00 86.26
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.594   5.665   8.147   6.673   8.925   8.768   5.829   9.564
[2,] 846.831 288.166 557.361  66.437 330.852 258.466 133.253 428.392
[3,]  98.816 101.779 482.856 158.860 199.633 381.211 141.245 224.881
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]   [,26]
[1,]   8.138  15.03  11.95  21.37   8.827   24.83  11.75  4.222   9.822
[2,] 590.009 511.67 383.80 110.83 125.054 2181.48 616.58 26.689 942.418
[3,] 228.408 559.15 509.01  82.77 106.672  361.02 713.99 16.928 819.255
       [,27]   [,28]   [,29]  [,30]  [,31]  [,32]  [,33] [,34]  [,35]
[1,]   8.822   8.478   8.556  4.197   9.39  10.03  4.614  10.8  10.28
[2,] 931.631  85.322 595.750 94.375 523.30 383.98 25.885 521.9 550.35
[3,] 542.698 237.350 688.105 32.954 658.75 394.73 74.518 596.7 453.72
       [,36]   [,37]  [,38]  [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.865   9.925   8.77   8.25  2.774   7.722  2.414   7.275   8.099
[2,] 618.617 491.104 361.46 237.98 27.997 345.646 11.624 298.985 512.790
[3,] 409.337 330.331 117.98 198.63 22.355 240.149 23.807 150.601 394.905
       [,45]  [,46]   [,47]  [,48]  [,49]  [,50]  [,51]  [,52]   [,53]
[1,]   6.506  3.497   7.752  10.04  10.18  5.304  10.32  10.42   4.064
[2,] 208.677 56.816 610.559 185.83 116.99 44.328 789.91 320.20 125.259
[3,] 184.494 34.835 309.894 303.40 481.65 87.901 547.19 457.52 108.304
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59] [,60]   [,61]   [,62]
[1,]   9.732   8.257   7.633   5.581   7.809  2.783  10.7   3.958   8.027
[2,] 707.141 667.090 538.333 848.297 130.724 39.632 191.7 127.422  88.535
[3,] 611.646 460.857 538.553 605.828  31.529 16.203 691.4 172.363 320.312
      [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  6.945   8.467  12.63  4.442  11.75   6.869  16.94   4.268   9.458
[2,] 19.242 512.650 528.90 75.012 388.27 106.377 765.24 107.575 204.209
[3,] 82.879 105.205 198.03 91.249 257.55 165.624 529.83  84.806 123.884
      [,72]  [,73]  [,74]  [,75]  [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.42  10.53  12.08  11.39  10.18   9.275  3.179  10.17   6.204
[2,] 196.15 538.50 156.48 640.78 472.88 615.910 37.126 657.08 336.132
[3,] 164.71 280.47 190.27 627.54 203.11 174.800 27.842 361.04 272.641
      [,81]  [,82]   [,83] [,84]   [,85]   [,86]  [,87]  [,88]  [,89]
[1,]  10.57  5.153   5.515 3.950   9.419   8.032  13.66  14.53   3.41
[2,] 348.31 40.461 144.197 6.518 292.793 119.168 332.17 261.08 395.53
[3,] 358.44 17.355 170.256 4.894 207.181  98.420 362.55 501.21 318.10
      [,90]   [,91]   [,92]   [,93] [,94]   [,95]   [,96]   [,97] [,98]
[1,]   4.34   6.198   6.214   6.931  4.87   1.972   9.913   26.45  12.3
[2,] 462.35  27.113  27.781 145.929 82.41  26.241 740.958 2457.36 693.5
[3,]  47.18 106.290 116.977 267.125 33.47 127.767 645.810  909.75 753.5
[1] "--- VAR model 2017-10-05 12:01:00  completed"
[1] "Completed training sample:  2017-10-05 12:01:00 - 2017-10-05 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 12:31:00 - 2017-10-05 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8850         -1.1990         0.3497        -11.273
          2.8669         -0.4812        -3.3554         -1.669
          0.3398         -0.2299        -0.6784         -4.523
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.528         0.7815            1.324          -0.9051
        -12.706         0.5697            1.843          -0.6377
         -7.725         0.4924            1.387           0.2956
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.0590           2.5516          0.60654           -16.71
           0.1711          -1.1104         -0.49972           -16.79
          -0.1504          -0.3406          0.07828           -17.40
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1812          -1.3088           -3.542           -1.966
          -0.4805          -0.7871           -1.536           -1.673
           0.8966          -1.6291           -2.822           -1.086
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.455           -6.081           -3.543           -1.435
           -4.778           -5.260           -4.719           -2.466
           -3.773           -3.718           -5.349           -2.762
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.7731          -0.2794          -22.572           1.6287
           0.3244          -0.5882           -3.819          -9.5152
           0.5375          -0.1008           -3.413          -0.3677
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.91634           2.8691           -7.403            2.278
          0.05293          -9.6256           -1.977            1.409
          0.55983          -0.5557           -6.236            1.251
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -13.1502          -0.2832           -9.326           -4.697
          -0.9063          -0.3565           -5.669           -2.965
          -4.6181          -0.2177           -2.000           -2.128
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.5222           -8.480           -6.386           -6.765
           0.5929          -10.963          -10.094           -7.263
           0.2148           -1.786           -4.309           -7.267
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.28395           -2.435           0.8122           0.3335
         -0.16748           -2.619           1.6050          -0.2722
         -0.01891           -3.469           2.5153           0.2876
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4258           0.1650           -4.387           -15.05
          -0.3582           0.2327           -2.891           -19.08
          -0.2510          -0.1462           -3.152           -17.13
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.342         -0.07898           -8.778          0.79423
            2.681         -0.14363           -9.567          0.04304
            4.256         -0.06221          -13.531          0.11300
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.7296          -0.6393           -13.68            8.174
          -3.2082          -0.8828            -5.32            8.672
          -0.7528          -0.4279            -5.03            8.006
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.3417           -2.759            3.374            3.376
          -1.3215           -9.205           -7.728           -4.211
          -0.9712           -2.962           -3.425           -5.305
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.978          -0.5498        -0.022750            4.132
            4.437           0.0892        -0.011510           -3.497
           -7.649          -0.1439        -0.002011            1.385
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -1.93087            1.880           0.1944           -2.661
         -1.03087           -1.831           0.7545            4.475
         -0.06055            1.832           0.6199           -2.206
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          4.10790         -0.18254          3.76623          -0.1577
          2.70396         -0.06815         -0.01673           1.0488
          0.06932         -0.04451          3.76691           0.7507
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           7.3805           0.9903           0.5320           0.5772
           0.8383           0.9728           0.2967           0.5075
           4.5834           0.8330           0.1055           0.5253
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.2381           0.3528           12.156           2.9920
           1.2361           1.0578           11.905           0.2452
           0.9115           0.7130            9.802           2.1101
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.399          0.07607            0.314           -4.168
            3.971          0.20518            2.585           -3.346
            4.140          0.02881            1.046           -2.657
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.902           0.3315           0.4298          0.02008
            4.262          -0.4056          -2.7170         -0.10976
            3.070          -0.1299          -0.1689         -0.03767
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.5161          -1.5925            4.827            5.653
          -1.0607          -1.2330            3.325            7.246
          -0.1097          -0.5386            1.856            5.046
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1787          -3.0483          0.28156           0.4609
          -2.0782           1.0670         -0.22759          -0.5894
           0.9026          -0.5218         -0.04596          -0.0801
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.8120          0.73147           -9.290            120.3
          -1.5924         -0.27427           -9.330            119.1
           0.7893         -0.09954           -9.438            120.5
 rnd_95776.volume rnd_95787.volume
           -16.07            2.571
           -10.55          -10.794
           -14.41            1.090
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.634 4.956 22.96 6.865 12.59 3.851 3.615 8.845 9.730 7.491 4.502
[2,] 6.666 4.965 22.97 7.818 13.22 3.851 3.727 8.879 9.735 9.796 4.965
[3,] 7.103 5.011 23.51 9.314 13.78 4.098 3.998 8.917 9.755 9.819 5.027
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.329 5.330 6.966 6.425 5.043 7.483 6.299 11.84  9.231 16.89 6.948
[2,] 7.520 5.348 7.328 6.739 5.193 8.139 7.668 12.34  9.656 16.90 7.001
[3,] 8.307 5.475 7.472 7.271 5.270 8.305 7.849 13.01 10.348 16.91 7.047
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.43  9.343 3.323  7.841  6.931 6.757 6.689 3.339 7.276 7.894 3.592
[2,] 25.40 10.469 3.332 10.535  9.762 6.779 8.070 3.404 8.225 8.375 3.598
[3,] 25.55 11.827 3.334 12.263 10.586 7.016 9.510 3.417 9.528 8.910 3.636
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.504 8.084 7.694 7.683 6.798 6.499 2.143 6.068 1.855 5.835 6.471
[2,]  9.352 9.053 8.922 8.482 7.317 6.747 2.151 6.595 1.855 6.167 7.621
[3,] 10.360 9.692 9.443 8.862 7.376 6.906 2.156 6.822 1.860 6.281 8.158
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 5.013 2.736 5.954 7.786 8.094 4.163  8.006 8.233 3.199  7.790 6.455
[2,] 5.216 2.767 7.685 7.892 8.128 4.176  9.851 8.567 3.319  9.476 8.089
[3,] 5.381 2.785 8.052 8.171 8.838 4.227 10.823 9.221 3.435 10.438 8.726
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 5.990 4.355 6.060 2.179 8.527 3.081 6.338 5.442 7.014  9.003 3.418
[2,] 7.190 7.710 6.115 2.200 8.694 3.209 6.369 5.444 7.613 10.511 3.464
[3,] 8.269 8.878 6.120 2.201 9.907 3.432 6.744 5.473 7.687 10.561 3.537
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 9.166 5.445 13.00 3.354 7.339 8.184 8.380 9.589  8.917 7.869 7.792
[2,] 9.640 5.496 14.17 3.454 7.509 8.314 9.294 9.654 10.109 8.658 9.254
[3,] 9.782 5.613 14.72 3.515 7.564 8.394 9.508 9.746 11.198 8.797 9.411
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.480 7.983 4.836 8.297 4.122 4.352 3.068 7.337 6.339 10.79 11.39
[2,] 2.497 9.252 5.461 8.762 4.134 4.471 3.068 7.676 6.409 11.08 11.53
[3,] 2.504 9.641 5.859 9.221 4.135 4.663 3.068 7.846 6.445 11.37 12.13
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 2.579 3.331 4.876 4.884 5.451 3.844 1.576  8.346 20.80  9.75
[2,] 3.907 4.844 4.880 4.888 5.563 3.893 1.592 10.044 27.74 11.11
[3,] 4.584 4.857 4.943 4.967 5.932 3.900 1.862 11.158 28.60 12.56
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   8.424  6.293  29.16   8.718  15.99   4.890   4.591  11.23 12.36
[2,]  91.454 42.035  69.92 521.661 563.25   6.731 126.785 108.53 46.98
[3,] 342.303 95.185 702.85 706.165 541.36 195.387 201.842 115.42 87.07
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.513   5.716   8.037   6.768   8.846   8.159   6.403   9.502
[2,] 880.407 292.024 566.519  62.675 317.426 283.625 173.380 446.574
[3,]  94.834 110.543 492.142 163.652 203.582 380.989 124.816 230.805
       [,18]  [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]   [,26]
[1,]   7.998  15.04  11.72 21.45   8.823   24.67  11.86  4.219   9.957
[2,] 610.082 485.58 395.31 77.29 120.184 2282.33 658.77 35.625 981.301
[3,] 233.491 572.91 519.26 69.30 112.148  383.19 767.58 13.603 875.571
       [,27]  [,28]   [,29] [,30]   [,31]  [,32]  [,33] [,34]  [,35]
[1,]   8.802   8.58   8.494  4.24   9.239  10.02  4.561  10.8  10.26
[2,] 958.763  77.38 629.656 92.38 535.070 390.29 30.829 542.6 568.49
[3,] 571.299 252.27 701.724 42.05 670.897 424.42 72.995 621.7 482.84
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.771   9.756   8.632   8.253  2.721   7.705  2.355   7.409   8.217
[2,] 630.057 501.430 377.540 252.740 25.673 360.510  4.249 278.533 561.443
[3,] 431.375 357.834 130.114 205.788 22.093 243.404 19.571 166.538 406.047
       [,45]  [,46]  [,47]   [,48]  [,49]  [,50]  [,51]  [,52]   [,53]
[1,]   6.365  3.474   7.56   9.887  10.28  5.287  10.17  10.45   4.062
[2,] 201.419 57.609 677.76 179.625 104.41 44.969 800.63 330.44 123.174
[3,] 184.515 43.450 335.04 295.364 483.90 91.542 625.11 475.82 123.581
       [,54]   [,55]   [,56]  [,57]   [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   9.892   8.197   7.607   5.53   7.696  2.767  10.83   3.912   8.049
[2,] 752.430 679.910 554.599 887.37 114.453 42.000 237.16 125.347  87.045
[3,] 610.774 456.723 569.695 613.98  32.840 11.641 662.54 169.650 309.497
      [,63]   [,64]  [,65] [,66]  [,67]   [,68]  [,69]   [,70]  [,71]
[1,]  6.911   8.906  11.43  4.34  11.64   6.915  16.51   4.259   9.32
[2,] 22.005 413.189 756.61 78.32 416.16 104.382 787.00 115.006 221.31
[3,] 78.719 147.687 143.84 99.92 232.36 159.233 553.53  91.076 127.64
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.39  10.64  12.18  11.32   9.993   9.894  3.149  10.14   6.141
[2,] 204.46 560.58 156.23 664.24 503.773 696.333 40.608 652.39 353.755
[3,] 160.82 279.76 187.21 671.93 216.939 238.935 26.507 378.40 296.016
      [,81]  [,82]   [,83] [,84]   [,85]  [,86] [,87]  [,88]   [,89]
[1,]  10.54  5.235   5.526 3.895   9.317   8.05  13.7  14.46   3.274
[2,] 393.10 42.629 142.981 3.860 314.644 131.83 355.1 256.20 409.305
[3,] 400.87 12.686 184.638 3.701 226.720  94.44 356.1 524.40 334.379
       [,90]   [,91]   [,92]   [,93]  [,94]   [,95] [,96]   [,97]  [,98]
[1,]   4.229   6.192   6.202   6.922  4.882   2.002  10.6   26.41  12.38
[2,] 490.576  27.747  30.228 154.978 85.424  30.633 779.4 2560.56 743.16
[3,]  48.767 110.317 122.608 287.529 34.403 134.836 677.8  973.41 816.65
[1] "--- VAR model 2017-10-05 12:31:00  completed"
[1] "Completed training sample:  2017-10-05 12:31:00 - 2017-10-05 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 13:01:00 - 2017-10-05 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.4322        -0.31781        -0.8764         -2.601
          0.7298         0.24800         1.1031         -4.781
          0.2755        -0.01197        -0.1491          1.712
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.6739         1.4686            1.510          0.20638
        -6.2731         1.4681            1.191          0.09706
        -7.6992         0.9504            1.254          0.15306
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          1.56923          1.73067        -0.372861           -11.70
         -0.08352         -0.47177         0.992834           -10.56
         -0.28791          0.06803         0.001786           -12.15
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6372          -1.1852           -2.117          -1.6912
           0.8791          -0.2095           -1.614          -0.9814
           1.4479          -0.9849           -1.130          -0.9375
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.015           -3.895           -23.16           -24.57
           -2.659           -4.520           -21.33           -20.06
           -1.159           -2.546           -19.30           -18.49
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.09082          -0.1397           5.6084           -0.862
         -0.13895          -0.3214          -0.8575            1.311
         -0.17448          -0.4103          -0.4860           -1.389
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.3174          -4.3502          -7.1458           1.0690
           0.5258           2.5123           1.1643           0.9319
           0.1664          -0.7782           0.3251           0.5845
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.757           0.7148          -2.8696           -5.872
           -4.491           0.2643          -5.3871           -7.747
            1.844           0.1946           0.9082           -6.269
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.02296           -2.171           0.4395          -0.8413
         -0.08619           -6.003          -4.1331          -2.9575
          0.07086           -1.823          -4.9168          -5.3766
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.009758           0.4389           -3.037          -0.1723
        -0.122404          -9.0233           -4.045          -0.4139
         0.375333          -3.0114           -2.145          -0.2657
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.428          -0.1490          -6.5081           -16.22
            1.674          -0.3557          -0.8659           -16.76
            1.171          -0.2522          -1.6574           -12.88
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -7.770          -0.6107           -14.47           0.1353
           -6.616          -0.4641           -17.95          -1.5184
           -6.897          -0.2090           -17.43          -0.2856
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.652          -1.1900          -12.984            6.267
            1.155          -0.7968           -9.117            5.292
            1.823          -0.4263           -7.612            5.586
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.693           -5.861           0.0939            2.913
           -1.873          -10.878          -7.2781           -5.347
           -1.532           -6.108          -5.2965           -6.749
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.2569          -0.4469          0.45712          -0.2531
           0.7919           0.2683          0.13623          -0.7884
          -7.8692          -0.2396          0.07087          -2.3916
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.110          -5.5094           0.6870          -3.1104
           -2.042           0.5733           0.3822          -1.6912
           -1.524           0.5922           0.1692          -0.2027
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.8527          0.06853           5.5745         0.005096
          -2.1901          0.01175          -0.8152         0.518730
           0.9353          0.01474          -0.9561        -0.524030
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           10.474          -0.2638            2.781           0.4473
           -1.321          -0.2991            1.095           0.6244
           -1.797          -0.1107            2.101           0.1491
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.257            2.341            2.745            3.968
            3.134            2.202            2.765            2.350
            3.590            1.530            2.283            1.848
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.639         -0.42441            5.629           -2.334
            2.763         -0.09814            4.042           -1.956
            2.317         -0.33567            2.838           -1.589
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.1914           0.3580          -0.1537          0.18217
           3.0142          -0.2204          -2.6467          0.05709
           1.8258           0.2100          -2.3701         -0.07148
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.2453          0.04058            4.679          -2.2954
          -1.2531          0.02325            4.240          -1.7889
          -0.4473          0.31318            3.768           0.2013
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.9127         -0.61772          0.23725          0.05568
          -0.7483         -0.02451          0.17434          0.06767
           0.2213          0.44438          0.06742          0.01290
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -6.38171          -0.8163           -9.220            119.3
          0.02468           0.2632           -9.584            118.7
         -0.18030           0.1539           -9.424            118.8
 rnd_95776.volume rnd_95787.volume
           -30.02          -0.1778
           -20.68           0.3235
           -30.20          -0.8941
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.762 4.950 21.65 6.873 12.06 3.862 3.512 8.737 9.712 7.307 4.517
[2,] 6.812 4.957 21.65 7.799 12.71 3.862 3.614 8.763 9.716 9.649 5.010
[3,] 6.966 4.990 22.21 9.277 13.31 4.111 3.901 8.796 9.732 9.681 5.057
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.310 5.291 6.923 6.346 5.111 7.589 6.603 11.89  9.295 16.86 6.792
[2,] 7.474 5.304 7.159 6.583 5.270 8.233 8.004 12.45  9.762 16.86 6.850
[3,] 8.261 5.423 7.318 7.074 5.362 8.395 8.178 13.13 10.510 16.87 6.909
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 19.21  9.299 3.339  7.619  6.878 6.713 6.674 3.374 7.231 7.790 3.591
[2,] 25.20 10.468 3.348 10.369  9.684 6.738 7.923 3.435 8.202 8.247 3.595
[3,] 25.34 11.862 3.351 12.127 10.563 6.980 9.380 3.451 9.491 8.806 3.626
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.353 8.095 7.579 7.604 6.857 6.403 2.118 6.009 1.819 5.874 6.392
[2,]  9.213 9.066 8.680 8.401 7.364 6.662 2.123 6.546 1.820 6.229 7.534
[3,] 10.156 9.723 9.207 8.806 7.421 6.816 2.127 6.765 1.823 6.343 8.067
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.900 2.689 5.924 7.790 8.047 4.168  7.924 8.116 3.234  7.736 6.455
[2,] 5.198 2.715 7.750 7.905 8.082 4.190  9.884 8.411 3.345  9.355 8.084
[3,] 5.340 2.741 8.123 8.158 8.766 4.245 10.864 9.030 3.458 10.366 8.747
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.035 4.353 6.025 2.135 8.551 3.037 6.154 5.325 6.932  9.067 3.378
[2,] 7.248 7.748 6.076 2.160 8.739 3.155 6.287 5.327 7.552 10.562 3.427
[3,] 8.315 8.849 6.084 2.162 9.903 3.375 6.689 5.357 7.648 10.636 3.503
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 9.113 5.476 12.72 3.302 7.241 8.040 8.362 9.437  8.791 7.212 7.804
[2,] 9.612 5.526 13.95 3.397 7.407 8.169 9.312 9.533 10.052 8.573 9.149
[3,] 9.755 5.638 14.47 3.464 7.459 8.221 9.513 9.599 11.107 8.684 9.322
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.493 7.906 4.760 8.342 4.097 4.342 3.013 7.375 6.305 10.90 11.46
[2,] 2.512 9.010 5.388 8.827 4.105 4.460 3.013 7.716 6.373 11.20 11.61
[3,] 2.517 9.550 5.809 9.254 4.106 4.661 3.013 7.872 6.402 11.52 12.22
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.404 3.221 4.851 4.871 5.442 3.813 1.554  8.508 20.66  9.641
[2,] 3.847 4.834 4.856 4.875 5.535 3.855 1.568 10.180 27.60 11.034
[3,] 4.551 4.849 4.925 4.957 5.872 3.859 1.840 11.253 28.57 12.509
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]  [,9]
[1,]   8.586  6.285  27.49   8.727  15.32   4.904   4.459  11.09 12.33
[2,] 117.892 37.988  43.79 525.924 573.25   7.359 121.656  97.07 42.29
[3,] 207.867 81.794 707.41 716.648 562.16 200.832 209.717 108.86 79.20
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   9.279   5.736   8.013   6.719   8.791   8.058   6.49   9.636
[2,] 898.804 309.030 571.455  54.097 260.089 250.179 183.25 455.418
[3,] 112.003  97.943 501.787 161.287 216.766 369.389 140.99 234.120
       [,18] [,19] [,20] [,21]   [,22]   [,23]  [,24] [,25]    [,26]
[1,]   8.385  15.1  11.8 21.41   8.625   24.39  11.81  4.24    9.675
[2,] 645.376 526.5 425.6 67.88 126.511 2325.98 685.88 35.13 1003.112
[3,] 239.406 596.4 555.4 78.15 128.430  389.04 795.79 17.92  897.240
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32] [,33]  [,34]  [,35]
[1,]   8.734   8.524   8.475  4.284   9.183   9.892  4.56  10.61  10.28
[2,] 972.427  83.280 609.045 92.431 552.007 386.361 25.70 554.27 582.50
[3,] 601.560 259.775 716.253 46.243 681.460 440.440 67.53 609.68 501.00
       [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]
[1,]   9.624   9.655   8.708   8.131  2.689   7.63  2.310   7.459   8.117
[2,] 603.769 509.647 382.926 262.301 20.933 370.52  4.704 295.968 568.860
[3,] 438.034 376.733 131.774 205.955 19.420 243.47 15.176 170.597 411.538
       [,45]  [,46]   [,47]   [,48]  [,49]  [,50]  [,51]  [,52]   [,53]
[1,]   6.222  3.415   7.523   9.892  10.22  5.293  10.06  10.31   4.107
[2,] 247.472 53.855 712.659 191.882 108.18 61.434 842.89 315.40 121.998
[3,] 174.505 52.936 347.196 287.768 484.18 96.933 643.18 468.63 125.237
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   9.824   8.197   7.664   5.527   7.65  2.711  10.86   3.857   7.815
[2,] 750.285 694.081 572.490 914.249 112.92 46.555 257.18 121.874 183.209
[3,] 637.058 476.632 581.502 609.759  45.34 15.285 664.48 171.017 326.097
      [,63]   [,64]  [,65]   [,66]  [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  6.761   8.803  11.51   4.289  11.57   6.954  16.15   4.194   9.195
[2,] 23.622 427.549 772.83  82.675 436.04 105.477 818.96 113.716 222.456
[3,] 80.568 172.024 178.15 103.664 237.76 160.010 549.31  96.306 126.103
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]  [,79]   [,80]
[1,]  10.21  10.62  11.98  11.16   9.158   9.909  3.165  10.04   6.045
[2,] 206.98 584.46 192.90 695.48 661.352 681.293 44.191 616.37 360.130
[3,] 131.22 277.92 160.18 673.95 197.703 255.047 22.964 451.77 309.829
      [,81]  [,82]   [,83] [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]  10.59  5.203   5.513 3.826   9.365   8.006  13.84  14.55   3.052
[2,] 411.37 35.979 145.819 3.085 323.714 133.243 371.30 264.21 428.451
[3,] 396.82 15.216 192.972 4.284 222.734  86.397 384.96 544.18 346.782
       [,90]  [,91]   [,92]   [,93]  [,94]   [,95] [,96]   [,97]  [,98]
[1,]   4.091   6.16   6.185   6.911  4.842   1.973  10.8   26.24  12.24
[2,] 514.030  30.37  28.520 143.749 80.501  30.279 797.4 2610.75 765.67
[3,]  55.020 117.56 128.029 279.933 25.104 137.165 684.2 1051.86 840.48
[1] "--- VAR model 2017-10-05 13:01:00  completed"
[1] "Completed training sample:  2017-10-05 13:01:00 - 2017-10-05 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 13:31:00 - 2017-10-05 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3514         -0.8441        -1.8857         -4.681
         -1.1022         -0.8865        -1.1091        -13.956
         -0.2737         -0.0855         0.2482         -6.944
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.208         1.8889           1.1839          -0.8697
         -7.841         0.6632           0.8272          -0.8164
        -14.037         0.4822           0.6253          -1.2460
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.4839          -5.0619          -0.7073           -19.29
          -2.1105          -0.4293           0.6607           -15.20
          -1.1311          -1.0286          -1.4683           -16.73
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3108           -3.813           -4.084           -5.056
           0.2218           -4.535           -4.771           -4.783
          -0.9540           -1.613           -3.700           -4.240
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.720           -5.955           -7.397           0.2605
           -2.835           -4.144           -7.008          -1.0252
           -3.109           -4.278           -8.381          -0.5870
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.4964           0.3191          -25.566          -10.693
           0.7834          -0.1457           -9.721           -8.816
           0.3216          -0.1005           -7.722           -2.919
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.26945          -15.125          -19.039            3.842
         -0.06215           -9.290           -8.623            4.031
         -0.12377           -3.339           -6.289            2.428
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.581           0.3658           -3.399           -9.784
          -13.385           0.2161          -14.232           -9.766
           -6.751           0.1023           -7.566           -9.151
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.5180           -6.792           -7.118           -8.540
           0.6821          -10.233           -4.885           -3.525
           0.3633           -9.351          -11.418           -9.538
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7255           3.3532           -2.137          0.45814
          -0.6336          -0.9368           -1.508         -0.02548
          -1.1371           0.7416           -1.150          0.14684
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.2174          0.01894           -3.690           -18.91
          -0.8506          0.09546           -4.942           -15.66
          -0.5972          0.22576           -3.138           -17.24
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.5301           1.1923           -11.33          -1.0471
          -0.8920           0.2408           -14.02           1.7747
          -0.1595          -0.1655           -12.24           0.2889
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.508          -1.7529           -9.072            9.996
            0.346          -1.1726           -3.019            9.910
           -0.651          -0.7006          -10.453           10.999
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.1047           -7.149           -3.903          -3.7714
          -0.9986           -2.425           -4.759          -4.8975
          -1.6526           -3.765           -1.555          -0.5108
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.326           0.9092        -0.149907           0.9245
           -3.686           0.6652        -0.054638          -5.8432
           -4.781           0.7999        -0.009113          -4.0024
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.731          -0.8019         -0.05885           -4.259
           -2.045          -2.3307         -0.63497            1.333
           -2.123          -2.4689         -0.60576           -3.128
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -5.5362           0.5552           3.9248            1.852
           0.1304           0.6669          -0.6898            2.270
          -2.4360           0.2828           0.8460            1.259
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.149           0.3361           -1.086          0.27657
           -4.315           0.6894           -0.142         -0.06712
            1.778           0.4468           -1.186         -0.37399
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.675          0.03256           -3.924          -3.2696
           -2.170         -0.62498           -3.092          -0.4963
           -1.518         -0.44132           -2.691          -1.5005
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.553          0.01269           2.1621           -2.157
           -1.497         -0.06256          -2.1176           -1.786
           -1.276         -0.12289          -0.7401           -1.435
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.370           0.1950          -1.1430          0.03072
           -1.669          -0.2706          -2.1770          0.17553
           -1.445           0.1060          -0.6621          0.11050
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.4029          -1.9394          0.33351            7.286
           0.2406          -1.2216          1.17516            6.994
          -0.2350          -0.9606          0.08174            9.034
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8473          -1.2407          0.12682          -0.4258
          -0.6888          -0.3082         -0.24190          -0.3479
          -0.1723          -0.3090         -0.05984          -0.1423
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.928          0.28293           -8.566            110.9
           -1.693         -0.03985           -8.285            110.0
           -2.226         -0.02127           -8.342            109.0
 rnd_95776.volume rnd_95787.volume
           0.9044          -11.336
         -21.7802           -9.498
         -15.9493           -3.006
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.514 4.890 20.11 6.729 12.21 3.830 3.375 8.586 9.669 7.224 4.624
[2,] 6.554 4.905 20.11 7.642 12.83 3.831 3.467 8.615 9.678 9.606 5.112
[3,] 6.908 4.953 20.31 9.092 13.37 4.091 3.744 8.649 9.695 9.630 5.187
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.179 5.256 7.177 6.451 5.318 7.753 7.079 12.21  9.315 16.64 6.512
[2,] 7.210 5.265 7.484 6.760 5.596 8.696 8.321 12.73  9.785 16.64 6.570
[3,] 7.976 5.357 7.724 7.234 5.785 9.011 8.635 13.35 10.399 16.65 6.602
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 18.88  9.074 3.353  7.282  6.996 6.721 6.623 3.366 7.021 7.792 3.540
[2,] 25.41 10.410 3.358 10.226  9.622 6.742 7.815 3.427 8.055 8.263 3.544
[3,] 25.57 12.077 3.362 12.348 10.591 6.977 9.234 3.444 9.333 8.829 3.560
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.407 8.317 7.720 7.460 6.794 6.344 2.075 5.959 1.814 5.884 6.398
[2,]  9.217 9.218 8.747 8.264 7.286 6.607 2.078 6.544 1.814 6.330 7.370
[3,] 10.105 9.828 9.204 8.698 7.346 6.765 2.083 6.769 1.816 6.493 7.912
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.786 2.454 5.739 7.786 7.963 4.197  7.789 8.154 3.219  7.593 6.281
[2,] 5.019 2.545 7.595 7.893 8.000 4.231  9.437 8.436 3.301  9.070 7.846
[3,] 5.179 2.561 7.893 8.156 8.667 4.297 10.597 9.082 3.396 10.003 8.407
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.027 4.321 5.871 2.083 8.291 2.972 6.118 5.318 6.834  9.032 3.276
[2,] 7.166 7.632 5.924 2.108 8.475 3.081 6.256 5.324 7.500 10.523 3.331
[3,] 8.113 8.632 5.932 2.111 9.819 3.304 6.675 5.339 7.598 10.610 3.410
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,]  9.175 5.422 12.62 3.269 7.092 8.014 8.379 9.341  8.621 7.128 7.720
[2,]  9.824 5.466 13.76 3.366 7.285 8.115 9.275 9.447  9.931 8.487 9.060
[3,] 10.018 5.596 14.26 3.441 7.328 8.175 9.488 9.496 10.994 8.603 9.248
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.457 7.747 4.730 8.420 4.115 4.342 2.931 7.233 6.272 10.65 11.38
[2,] 2.471 8.686 5.356 8.958 4.123 4.465 2.931 7.552 6.352 10.99 11.51
[3,] 2.478 9.400 5.790 9.395 4.123 4.631 2.931 7.736 6.392 11.30 12.11
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.375 3.180 4.834 4.863 5.331 3.816 1.532  8.71 19.00  9.336
[2,] 3.841 4.817 4.837 4.865 5.439 3.846 1.547 10.32 25.78 10.890
[3,] 4.529 4.837 4.898 4.936 5.777 3.852 1.821 11.40 27.34 12.617
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]  [,8]  [,9]
[1,]   8.272   6.209  25.54   8.544  15.51   4.864   4.286  10.9 12.28
[2,] 107.844  58.444  25.75 538.957 583.29  10.314 117.879 106.3 63.33
[3,] 324.473 101.455 419.43 732.597 562.49 213.487 210.462 114.7 85.53
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.173   5.872   7.847   6.674   9.114   8.191   6.753   9.845
[2,] 941.757 324.280 552.495  46.452 315.640 300.518 259.120 585.826
[3,] 102.055 130.307 507.231 147.188 284.520 383.115 218.269 351.525
       [,18]  [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]    [,26]
[1,]   8.989  15.51  11.83 21.13   8.269   23.98  11.52  4.258    9.247
[2,] 650.502 532.84 445.95 50.27 130.157 2530.34 758.93 27.273 1067.819
[3,] 343.476 599.66 523.65 62.13  96.653  416.17 910.71 25.391 1029.332
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]
[1,]   8.883   8.535   8.411  4.274   8.916   9.895  4.495  10.68  10.56
[2,] 982.687  78.314 617.095 96.059 587.219 408.986 25.377 561.87 591.05
[3,] 658.329 267.535 731.375 50.573 701.260 462.625 50.658 616.07 507.27
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.803   9.474   8.627   8.056  2.635   7.567  2.303   7.472   8.124
[2,] 611.958 528.690 391.687 274.208 17.055 402.272  3.132 347.280 544.216
[3,] 425.702 403.617 139.703 216.709 21.694 257.664 13.002 214.798 428.165
       [,45]   [,46]   [,47]   [,48]  [,49]  [,50]   [,51]  [,52]   [,53]
[1,]   6.078   3.116   7.288   9.887  10.11   5.33   9.891  10.35   4.087
[2,] 224.709 100.722 739.848 192.737 113.46  79.49 792.572 322.07 108.675
[3,] 190.134  42.796 319.580 305.487 496.12 111.63 716.815 500.34 119.106
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]  [,60]   [,61]   [,62]
[1,]   9.642   7.976   7.654   5.487   7.456  2.645  10.53   3.774   7.768
[2,] 737.812 699.493 576.463 935.744 117.699 47.738 261.55 120.700 194.581
[3,] 627.287 448.925 565.775 599.839  45.757 17.250 737.57 177.601 346.304
      [,63]   [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  6.753   8.678  11.47   4.16  11.65   6.885  16.02   4.151   9.006
[2,] 38.844 459.713 803.13  90.22 522.09 103.776 816.68 119.336 247.978
[3,] 60.362 181.071 202.18 108.35 292.38 177.814 557.18 106.002 118.453
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]  10.18  10.64  11.86  10.95   9.052   9.803  3.121   9.837   6.007
[2,] 190.21 591.84 209.45 733.32 685.237 705.400 38.265 584.385 373.671
[3,] 146.90 297.15 144.29 701.42 209.544 275.993 27.451 534.486 327.178
      [,81]  [,82]   [,83] [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]  10.69  5.225   5.514 3.722   9.185   7.964  13.52  14.45   3.015
[2,] 454.88 38.679 154.611 4.126 322.720 149.795 402.12 260.74 448.988
[3,] 421.42 10.359 182.785 3.883 249.514 105.901 397.18 558.13 356.915
       [,90]   [,91]   [,92]  [,93]  [,94]   [,95]  [,96]   [,97]  [,98]
[1,]   4.039   6.139   6.175   6.77  4.846   1.946  11.06   24.13  11.86
[2,] 538.008  23.900  22.020 160.09 70.996  32.110 823.87 2591.09 833.75
[3,]  66.321 115.243 124.327 289.67 33.418 142.847 719.25 1354.71 947.82
[1] "--- VAR model 2017-10-05 13:31:00  completed"
[1] "Completed training sample:  2017-10-05 13:31:00 - 2017-10-05 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 14:01:00 - 2017-10-05 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.658          2.3649         -1.552        -10.566
           6.279          0.5621          5.338         -7.237
           2.442          0.2620         -2.015         -2.346
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -15.079              0            1.673          -0.9415
        -13.542              0            1.367          -1.8900
         -9.161              0            1.188          -1.0586
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5061         -3.46117           0.7026           -14.95
          -1.4350         -0.01894           1.0469           -14.80
          -0.5285         -1.92439          -0.2182           -16.41
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1985           -6.750           -6.204            1.101
           0.1168           -4.582           -4.498            1.560
          -0.6058           -2.966           -3.226            1.656
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.879           -2.227          0.08394           -2.991
           -4.970           -4.023         -2.72616           -3.131
           -3.994           -3.847         -3.67902           -3.899
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         0.067533          -0.5114            6.317          -12.207
        -0.141100          -0.3920           -6.968            1.996
        -0.007609          -0.1535           -2.047           -3.207
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.01378          -13.813           -4.791           1.3653
          0.09535            1.497           -6.497           1.3469
         -0.20148           -3.456            1.432           0.5984
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.651           0.6473          -15.155           -2.035
           -7.564           0.4891           -4.645           -2.201
           -1.279           0.2285           -5.830           -1.485
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9490          -14.811          -15.257          -13.832
          -0.4272           -7.291          -11.322          -11.545
          -0.2155           -8.666           -7.338           -6.887
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.013         -0.09817           1.1887           0.1082
            1.364         -2.17111           3.1056           0.4364
            2.000         -1.91945           0.8312           0.6642
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8466         0.147134           -6.509           -15.38
          -0.5026         0.096038           -7.195           -13.42
          -0.3667         0.009163           -5.931           -14.67
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1243         -0.68257          -10.230         -0.08595
           0.7674         -0.25112          -11.938          1.67390
          -0.3346          0.08753           -9.866          0.75285
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -3.65037           -1.623           -6.706            4.551
         -0.04237           -3.165           -3.766            3.656
         -1.18242           -2.465           -7.563            3.218
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.7617           -8.447           -6.002         -3.43780
          -0.3278           -1.377           -3.787         -5.13498
          -1.1102           -3.915           -2.268         -0.09663
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.855           2.0078         -0.15524           -7.156
           -5.095           0.9358         -0.02664           -4.283
           -4.091           1.7231         -0.02226           -4.824
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0599           -1.557         -0.15435            2.439
          -0.6877           -4.876         -0.08861           -2.927
          -0.5418           -1.600         -0.01672           -3.253
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.9412           1.3102            1.929          -0.5078
           0.2694           1.2228            2.137          -0.5887
          -2.5115           0.5916           -1.302          -0.6531
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.411          -0.8789          0.42780           0.4945
            4.579          -0.4361          0.64357           0.4340
            1.643          -0.2607          0.07927           0.3782
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           12.468            6.706          -0.9274            9.017
            8.414            4.739          -1.0088            3.433
            6.799            4.205          -0.8133            4.412
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.441           0.5473            8.780         -0.11340
            4.610           0.5468            7.460         -0.06890
            3.049           0.3297            4.527         -0.05938
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.797           0.2213          -2.1121          0.06510
            4.922           0.1201          -2.0257         -0.06682
            2.444          -0.3298          -0.9477         -0.12026
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.0964            2.778           12.275            4.691
           0.4846            1.942            9.258            5.567
           0.4251            1.039            6.672            4.980
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.4308          -1.6570          -0.5998          -0.3356
          -1.1259          -0.3653          -0.4272          -0.3997
          -0.1477          -0.4788          -0.1939          -0.1473
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.160        -0.147165           -6.218            122.4
           -4.266        -0.004760           -5.993            124.2
           -2.231        -0.005775           -6.092            122.9
 rnd_95776.volume rnd_95787.volume
           0.7871          -15.106
         -18.3277            4.347
         -14.9218           -4.795
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.425 4.882 19.64 6.723 12.23 3.774 3.258 8.404 9.601 7.146 4.613
[2,] 6.478 4.902 19.64 7.662 12.86 3.775 3.332 8.415 9.606 9.469 5.091
[3,] 6.845 4.963 19.75 9.191 13.33 4.035 3.570 8.482 9.635 9.502 5.168
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.062 5.232 7.057 6.363 5.292 7.705 7.126 11.45  9.421 16.71 6.485
[2,] 6.978 5.239 7.344 6.768 5.572 8.589 8.254 11.93  9.952 16.73 6.543
[3,] 7.687 5.328 7.580 7.067 5.750 8.937 8.571 12.55 10.554 16.73 6.579
     [,23]  [,24] [,25] [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 18.54  9.154 3.342  7.31  6.923 6.615 6.666 3.383 6.779 7.599 3.506
[2,] 25.26 10.477 3.349 10.19  9.593 6.635 7.893 3.426 7.980 8.005 3.513
[3,] 25.46 12.216 3.355 12.34 10.649 6.876 9.359 3.443 9.344 8.541 3.534
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.394 8.327 7.817 7.311 6.630 6.171 2.043 5.825 1.770 5.774 6.245
[2,]  9.222 9.257 8.746 8.198 7.082 6.507 2.047 6.420 1.770 6.258 7.091
[3,] 10.174 9.802 9.169 8.579 7.148 6.677 2.053 6.654 1.773 6.424 7.626
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.787 2.478 5.654 7.656 8.000 3.956  7.712 8.186 3.148 7.557 6.238
[2,] 5.024 2.576 7.510 7.727 8.027 4.038  9.405 8.493 3.235 8.987 7.787
[3,] 5.183 2.596 7.754 7.942 8.645 4.182 10.503 9.164 3.336 9.878 8.341
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 6.028 4.278 5.812 1.987 8.148 2.910 5.932 5.238 6.709  8.924 3.253
[2,] 7.174 7.502 5.858 2.016 8.323 3.008 6.067 5.247 7.450 10.246 3.309
[3,] 8.107 8.456 5.864 2.018 9.658 3.236 6.516 5.263 7.577 10.337 3.387
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 9.044 5.070 12.69 3.200 7.020 7.972 8.208 9.232  8.339 7.088 7.646
[2,] 9.521 5.132 13.78 3.285 7.211 8.090 9.174 9.374  9.619 8.419 8.869
[3,] 9.675 5.259 14.26 3.370 7.252 8.144 9.465 9.462 10.732 8.536 9.059
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.439 7.624 4.625 8.203 4.111 4.308 2.828 7.192 6.250 10.39 11.35
[2,] 2.454 8.506 5.255 8.721 4.121 4.419 2.829 7.500 6.335 10.77 11.45
[3,] 2.462 9.225 5.717 9.172 4.122 4.585 2.829 7.695 6.391 11.19 12.01
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.363 3.162 4.802 4.840 5.181 3.643 1.538  9.096 19.12  9.384
[2,] 3.825 4.794 4.805 4.843 5.321 3.665 1.553 10.834 25.39 10.980
[3,] 4.525 4.814 4.869 4.918 5.629 3.670 1.821 12.000 26.89 12.859
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.158   6.199  24.94   8.537  15.53   4.793   4.137  10.67  12.19
[2,] 127.117  68.991  54.75 563.455 607.94  13.776 107.422  68.28  47.19
[3,] 339.051 119.172 312.23 778.085 541.98 218.362 196.256 162.96 115.09
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]   [,18]
[1,]   9.075   5.858   7.698   6.644   8.962   8.08   6.72   9.784   9.048
[2,] 952.310 329.967 529.551  43.545 311.423 353.71 267.39 581.934 638.464
[3,] 121.645 136.813 494.400 147.981 287.522 311.96 218.15 378.549 354.206
      [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]    [,27]
[1,]  14.54  11.96  21.22   8.235   23.54  11.62  4.244    9.283    8.792
[2,] 513.39 491.79 121.40 132.950 2630.68 781.32 31.995 1087.369 1017.817
[3,] 597.12 538.44  35.90 105.814  489.01 962.86 30.451 1067.926  708.623
      [,28]   [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   8.40   8.465  4.296   8.608   9.649  4.452  10.66  10.57   9.927
[2,]  78.47 647.773 82.214 645.482 385.953 33.816 585.51 620.09 601.132
[3,] 276.89 770.981 52.409 745.062 456.723 59.967 658.75 493.76 422.059
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]  [,44]   [,45]
[1,]   9.284   8.419   7.836  2.594   7.397  2.248   7.332   7.93   6.079
[2,] 568.392 381.525 316.440 20.319 413.615  4.185 370.224 514.94 233.949
[3,] 387.605 148.658 229.622 24.353 268.291 14.583 222.380 430.09 195.084
       [,46]  [,47]   [,48]  [,49]   [,50]   [,51] [,52]   [,53]   [,54]
[1,]   3.146   7.18   9.723  10.16   5.023   9.793  10.4   3.998   9.596
[2,] 108.121 757.58 159.567 100.73 124.552 825.216 346.6 113.789 745.491
[3,]  49.649 296.22 281.855 492.14 166.915 716.876 527.9 125.377 628.775
       [,55]   [,56]   [,57]  [,58]  [,59]  [,60]   [,61]   [,62]  [,63]
[1,]   7.921   7.655   5.432   7.38  2.523  10.35   3.695   7.533  6.651
[2,] 714.524 596.253 944.656 112.69 52.029 260.63 116.629 194.957 47.195
[3,] 458.321 578.665 598.200  40.76 13.730 751.06 182.853 364.705 62.981
       [,64]  [,65]  [,66]  [,67]   [,68]  [,69]   [,70]   [,71]  [,72]
[1,]   8.519  11.33   4.13  11.48   6.438  16.11   4.064   8.914  10.12
[2,] 496.526 771.61  93.62 456.29 121.847 823.74 113.737 252.423 210.85
[3,] 211.989 211.01 110.29 263.40 175.836 564.81 115.469 118.423 143.09
      [,73]  [,74]  [,75] [,76]   [,77]  [,78]   [,79]   [,80]  [,81]
[1,]  10.42  11.72  10.59   9.0   9.709  3.097   9.681   5.873  10.42
[2,] 628.02 249.25 734.78 696.5 688.847 41.581 578.221 382.434 453.90
[3,] 357.16 197.65 729.77 216.3 282.969 30.854 547.629 345.151 435.63
      [,82]  [,83]  [,84]   [,85]   [,86] [,87]  [,88] [,89]   [,90]
[1,]  5.220   5.47  3.591   9.132   7.936  13.2  14.41   3.0   4.015
[2,] 45.812 151.34 11.057 326.381 159.079 432.1 240.70 461.1 552.420
[3,]  7.972 187.24  3.590 263.793 129.994 464.1 551.55 370.4  66.746
       [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   6.098   6.146   6.579  4.626   1.953  11.55   24.28   11.92
[2,]  27.228  24.997 185.758 61.577  32.625 902.10 2560.92  873.95
[3,] 120.394 131.098 281.685 30.884 145.865 790.92 1359.16 1025.87
[1] "--- VAR model 2017-10-05 14:01:00  completed"
[1] "Completed training sample:  2017-10-05 14:01:00 - 2017-10-05 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 14:31:00 - 2017-10-05 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.0139         0.53843        -0.2996          1.041
         -1.4070        -0.04402        -0.4186         -7.958
         -0.7975         0.07412         0.0424         -2.601
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -11.7571         0.1963        -0.002323          -0.3942
         0.2236         1.9230        -0.321850          -1.1138
        -9.1406         1.1126        -0.279391          -0.3110
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1727         -0.30804           0.5780           -8.570
          -0.3493         -0.01738           0.3726           -9.705
          -0.1465         -1.05693           0.1518          -10.393
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6954          -1.0588           0.1259           -3.833
           0.3966           0.1344           0.3686           -3.637
           0.1336           1.2258           0.8444           -3.401
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.2792          -0.4101            6.342            7.764
          -0.8950          -0.1030            6.623            5.862
          -0.4125          -0.7950            4.261            6.518
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.26624          -1.4826           -9.722           -6.150
         -0.13443          -0.9371           -4.084           -2.334
         -0.08108          -0.9920           -4.184           -1.862
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04045           -8.362           -9.433           0.5318
          0.17119           -3.239           -3.932           1.7625
          0.15444           -1.750           -2.098           0.9561
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.1592        -0.018209            3.493          -0.5084
          -7.3627        -0.003005           -8.009          -0.8611
          -2.5518        -0.001976           -4.210          -2.0565
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.28078           0.1204          -9.3947         -14.1520
         -0.03504          -5.3342           0.5528          -0.1788
         -0.02521          -5.9437          -7.0080          -5.5489
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.103            6.429         -0.08085        -0.057439
           -2.175           -1.800          0.55039         0.131122
           -2.288            1.513          0.40059         0.002818
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0          0.06580          -4.0564           -2.455
                0         -0.06357          -3.3844           -7.189
                0         -0.13860          -0.7686           -5.628
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.771           0.6908           -2.041          1.05682
            2.649           0.6542           -1.093         -0.22985
            2.385           0.5007           -3.833          0.03913
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.4006           0.4737           -0.167            6.489
           0.6428           0.7028           -4.731            5.647
           0.3351           0.3686            4.615            5.680
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4745           6.6925           4.0074           -1.240
          -0.4236          -2.5245           0.2943            4.069
           0.2463          -0.3627          -2.6858           -2.193
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.727          0.09057          0.35822            4.756
            3.284         -0.52899          0.13042           -3.120
            1.199          0.13042          0.06632            4.490
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2611           2.9541         -0.51325           -0.740
          -0.8756          -0.4236         -0.10013            3.786
          -0.6444          -0.2032          0.07869           -1.488
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          0.23802           0.3790           3.0265           0.7583
          2.39840           0.2844           0.7816           0.8207
          0.04434           0.1505           3.3117           0.5572
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.9477            1.627           -1.926          -1.7986
          -0.1655            1.504           -1.923          -1.2876
           2.9094            1.332           -1.320          -0.6636
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.017           -4.857            4.924          -3.6300
           -3.524           -3.619            4.537          -1.4252
           -2.917           -2.460            3.867          -0.8576
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -5.4743          -0.3695           -6.120          -0.9314
          -1.9565          -0.1650           -4.475          -0.7059
          -0.9935          -0.2557           -2.708          -0.5669
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.519          0.21582           0.2952         -0.03740
           -3.281          0.04862           0.3154         -0.05753
           -1.632         -0.30903          -0.7020          0.03070
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.36805          -0.0263            6.035            2.060
          0.62241           0.2390            6.414            2.198
          0.01834           0.0382            4.343            1.084
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.4236          -2.8170         -0.04837          -0.2321
          -1.7665           0.5612         -0.66384          -0.8473
           0.3373          -1.0185         -0.18536          -0.2539
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          1.64348          0.28088           -6.477            108.5
          0.58627         -0.07493           -6.626            108.0
         -0.08687         -0.03003           -6.589            109.2
 rnd_95776.volume rnd_95787.volume
         -11.8990           -5.761
           7.3830           -3.084
          -0.8884           -2.110
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.522 4.838 18.83 6.722 12.05 3.647 3.177 8.152 9.392 7.031 4.545
[2,] 6.596 4.866 18.83 7.668 12.78 3.652 3.245 8.167 9.395 9.317 5.055
[3,] 6.747 4.920 18.94 9.263 13.25 3.918 3.432 8.235 9.442 9.343 5.132
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.935 5.172 6.835 6.278 5.468 7.720 7.200 10.95  9.330 16.83 6.225
[2,] 6.752 5.178 7.121 6.669 5.721 8.538 8.325 11.55  9.892 16.85 6.283
[3,] 7.438 5.250 7.321 6.936 5.919 8.899 8.619 12.17 10.450 16.85 6.314
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 18.39  9.003 3.303  7.179  6.755 6.449 6.664 3.398 6.522 7.390 3.523
[2,] 25.31 10.382 3.311 10.007  9.506 6.473 7.910 3.444 7.863 7.815 3.527
[3,] 25.55 12.136 3.316 12.176 10.651 6.733 9.440 3.464 9.391 8.393 3.545
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.088 8.044 7.572 7.186 6.472 6.087 1.976 5.665 1.743 5.710 6.118
[2,] 8.907 9.126 8.409 8.060 6.868 6.425 1.979 6.131 1.744 6.161 7.006
[3,] 9.785 9.680 8.810 8.371 6.933 6.592 1.986 6.304 1.745 6.344 7.460
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.765 2.452 5.377 7.354 7.892 3.928 7.398 7.946 3.076 7.330 6.049
[2,] 5.113 2.537 7.377 7.398 7.910 4.006 8.983 8.212 3.163 8.690 7.477
[3,] 5.262 2.562 7.632 7.598 8.488 4.156 9.904 8.896 3.256 9.606 7.937
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64]  [,65] [,66]
[1,] 5.938 4.147 5.620 1.934 7.920 2.793 5.788 5.024 6.557  9.321 3.194
[2,] 6.969 7.245 5.685 1.963 8.109 2.873 5.908 5.036 7.258 10.089 3.253
[3,] 7.839 8.119 5.690 1.964 9.293 3.084 6.332 5.069 7.399 10.207 3.330
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.832 4.793 12.34 3.183 6.998 7.853 8.084 9.238  8.211 6.904 7.474
[2,] 9.341 4.853 13.58 3.273 7.186 7.983 8.931 9.370  9.521 8.240 8.760
[3,] 9.524 4.994 13.92 3.362 7.237 8.049 9.190 9.468 10.528 8.369 8.954
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.369 7.549 4.479 8.176 4.031 4.276 2.684 7.231 6.226 10.18 11.41
[2,] 2.389 8.441 5.127 8.728 4.039 4.385 2.686 7.495 6.316 10.62 11.50
[3,] 2.396 9.160 5.588 9.178 4.039 4.557 2.687 7.687 6.367 10.96 12.09
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.377 3.140 4.773 4.817 5.000 3.573 1.513  9.476 18.60  9.193
[2,] 3.824 4.771 4.777 4.821 5.131 3.592 1.525 11.142 24.33 10.850
[3,] 4.520 4.789 4.843 4.894 5.410 3.599 1.792 12.313 25.94 12.714
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]  [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.282   6.143  23.91   8.536  15.3   4.631   4.035  10.35  11.93
[2,] 158.186  83.294  45.45 591.776 683.3  30.408 105.642  80.67  41.68
[3,] 227.881 116.822 325.92 833.552 559.8 227.733 179.116 169.71 150.47
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]   8.928   5.772   7.537   6.568   8.68   7.972   6.944   9.803
[2,] 980.608 354.782 516.194  39.011 320.42 360.949 270.090 585.188
[3,] 112.628 142.262 500.727 139.289 272.81 305.350 243.071 402.691
       [,18] [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]    [,26]
[1,]   9.143  13.9  11.85  21.37   7.905   23.35   11.43  4.195    9.116
[2,] 670.550 591.7 527.29 157.67 137.472 2790.50  829.27 35.939 1118.212
[3,] 357.804 616.9 540.61  17.82  99.863  556.36 1008.02 29.898 1112.585
        [,27]  [,28]   [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]
[1,]    8.577   8.19   8.462  4.315   8.282   9.384  4.474  10.27  10.21
[2,] 1072.800  89.23 683.405 90.016 704.492 407.860 27.658 598.23 691.40
[3,]  770.552 297.00 826.371 59.234 823.703 491.272 56.449 649.94 517.93
       [,36]   [,37]   [,38]   [,39] [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   9.616   9.125   8.218   7.729  2.51   7.194  2.214   7.25   7.769
[2,] 586.382 585.560 368.731 330.053 17.59 375.966  5.452 371.36 547.512
[3,] 421.896 362.415 152.905 236.517 25.40 235.411 12.297 243.01 411.334
       [,45]   [,46]   [,47]   [,48]  [,49]   [,50]   [,51]  [,52]   [,53]
[1,]   6.051   3.114   6.828   9.338  10.02   4.988   9.394  10.09   3.906
[2,] 297.447 104.521 810.101 130.381  86.91 126.218 817.234 332.52 117.949
[3,] 199.520  56.298 314.116 277.698 493.66 177.382 669.255 548.75 124.159
       [,54]   [,55]  [,56]   [,57]   [,58]  [,59]  [,60]   [,61]  [,62]
[1,]   9.308   7.681   7.54   5.266   7.137  2.455  10.06   3.547   7.35
[2,] 748.571 704.819 585.21 952.808 137.834 53.921 279.70 107.666 190.09
[3,] 656.983 427.464 575.76 587.954  37.399 14.132 728.12 180.084 365.73
     [,63]   [,64]  [,65]   [,66]  [,67]   [,68]  [,69]   [,70]   [,71]
[1,]  6.38   8.327  11.84   4.056  11.22   6.086  15.67   4.042   8.886
[2,] 56.35 498.946 619.36  98.836 487.88 122.243 909.66 121.928 262.434
[3,] 92.59 230.719 249.27 114.484 298.22 188.810 487.49 123.800 136.732
       [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   9.972  10.26  11.73  10.43   8.767   9.491  3.008   9.586   5.687
[2,] 230.550 609.11 251.65 773.04 721.599 732.943 50.060 605.794 400.236
[3,] 165.123 347.48 218.59 720.72 234.467 296.813 28.796 570.749 356.468
      [,81]  [,82]  [,83]  [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]  10.38  5.119   5.43  3.408   9.182   7.906  12.92  14.49   3.018
[2,] 489.83 40.287 156.08 16.852 316.867 170.689 485.04 221.76 480.410
[3,] 455.77  7.764 198.88 10.859 273.766 128.589 438.21 599.59 386.566
       [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   3.988   6.061   6.117   6.349  4.537   1.921  12.03   23.62   11.67
[2,] 576.135  31.239  30.252 185.098 60.172  30.189 939.92 2516.33  924.40
[3,]  66.135 128.013 134.821 275.229 34.276 151.094 840.83 1440.27 1062.85
[1] "--- VAR model 2017-10-05 14:31:00  completed"
[1] "Completed training sample:  2017-10-05 14:31:00 - 2017-10-05 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 15:01:00 - 2017-10-05 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.764          1.1831        -1.2981         -2.138
           2.232          0.2701         0.1258         -8.653
           1.113          0.2102        -0.1401         -2.759
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.925      -0.197958          -0.2776           0.2882
         -4.044       0.008781          -0.2971          -0.1253
         -8.551      -0.076078          -0.2554          -0.3363
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.07466          -2.1224          0.13604           -6.174
          0.31098           0.5792          0.19065           -5.809
         -0.09054          -0.2800         -0.05529           -5.075
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.08525          -0.6732           -2.302          -0.1707
         -0.03821          -1.0635           -2.220           0.4978
         -0.26194          -0.3599           -1.230           0.4051
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.593           -4.215            2.300          -0.2403
           -1.360           -1.361            3.503           0.9135
           -2.231           -1.664            4.353           2.2010
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.07274         -0.09975           -3.919         -10.5492
         -0.46770          0.14360           -6.208          -0.5935
         -0.00250         -0.10803           -5.003          -2.8926
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.03666         -12.5008          -8.0903          -0.0216
         -0.13864          -0.6032          -6.4676           0.5167
         -0.10250          -3.0182          -0.2792           0.3820
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.186          -0.5255           -2.382           -5.127
           -8.917          -0.3294           -7.204           -4.676
           -2.147          -0.1936           -4.738           -4.929
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.49376           -8.155           -5.089           -3.111
          0.03676           -4.559           -3.046           -5.843
         -0.14696           -7.859           -7.513           -5.976
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7384           0.3221           0.7914           0.2751
          -0.8527          -0.2629           1.5271           0.2130
          -0.8826          -1.7242           1.2144          -0.1106
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.88539           0.1598           -6.223           -8.776
          0.18116           0.1476           -4.416          -10.191
          0.01559           0.3833           -3.523          -10.073
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.845          0.51711           -5.737           1.0098
            2.154          0.05001           -4.770          -0.3450
            1.898          0.34549           -6.309          -0.1413
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.3962           -1.319          -0.4264            2.107
           1.2546           -1.323          -4.3902            3.981
           0.9594           -1.039          -1.3056            3.695
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3299            1.523          0.02385          -0.9923
          -0.6836           -2.725         -0.63123           1.5802
          -0.3232           -1.740         -2.39001          -2.2301
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -4.5869         -0.01441         -0.05855         -6.37925
           0.4686         -0.09356         -0.03858         -2.97923
          -0.4511         -0.11177         -0.00852          0.04046
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5547          -3.1936           0.7012            1.996
           0.2254          -2.5511           0.6895           -3.937
          -0.2750          -0.4549           0.4000           -2.561
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.8779          0.49141          -1.6422         -0.25947
          -1.4976         -0.04945           0.8041          0.07974
          -0.8736          0.09664          -1.6299          0.22425
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.550          -0.5924           0.4876            2.015
            2.055          -0.0573           0.6197            2.460
           -2.677          -0.3561           0.7333            1.193
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.794            2.512            2.238            4.696
            2.841            2.234            1.938            2.832
            1.901            1.613            1.618            2.716
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.023                0            5.565          -1.1784
            2.989                0            5.083          -1.0924
            1.929                0            3.334          -0.8038
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.025        0.0005488          -0.7390        -0.020116
            2.575       -0.1349077           0.1942        -0.052687
            2.306       -0.1319119          -0.9751        -0.003128
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3402           1.3726           1.8389           0.4794
          -0.4452           1.1329           0.5583           1.1331
          -0.1093           0.5947           0.7417           1.3415
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5504         -0.99399          0.37613          0.23826
          -0.5816          0.61133         -0.14600         -0.12090
           0.4320         -0.06935         -0.01333         -0.01025
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.7588          0.01805           -4.686            108.1
          -2.3720          0.15657           -3.879            109.7
          -0.9213          0.01263           -4.417            105.8
 rnd_95776.volume rnd_95787.volume
          -13.382         -11.8564
           -3.845           0.2368
           -8.206          -3.7013
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.015 4.692 17.65 6.621 11.81 3.579 2.969 7.862 8.963 6.830 4.519
[2,] 6.094 4.734 17.65 7.565 12.51 3.583 2.995 7.872 8.984 8.925 5.013
[3,] 6.516 4.801 17.76 9.102 12.96 3.838 3.107 7.939 9.003 8.944 5.101
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.148 5.106 6.737 6.058 5.454 7.682 7.097 10.87 8.923 16.64 6.139
[2,] 6.433 5.111 6.965 6.392 5.718 8.434 8.226 11.45 9.422 16.70 6.204
[3,] 7.066 5.168 7.080 6.615 5.891 8.809 8.489 12.10 9.831 16.70 6.236
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.86  8.687 3.264  7.069  6.558 6.338 6.545 3.387 6.454 7.080 3.481
[2,] 24.66 10.178 3.270  9.923  9.211 6.364 7.785 3.434 7.718 7.536 3.482
[3,] 24.94 11.923 3.274 12.041 10.422 6.633 9.349 3.451 9.154 7.991 3.493
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.911 7.908 7.357 6.877 6.537 6.026 1.963 5.498 1.685 5.578 6.018
[2,] 8.729 8.945 8.203 7.488 6.846 6.373 1.965 5.845 1.685 6.030 6.892
[3,] 9.654 9.453 8.596 7.683 6.894 6.535 1.972 5.943 1.686 6.216 7.350
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.608 2.455 5.084 6.965 7.777 3.927 7.074 7.614 3.041 6.991 5.981
[2,] 4.897 2.531 7.077 7.026 7.791 3.996 8.594 7.848 3.138 8.290 7.222
[3,] 5.067 2.553 7.337 7.244 8.340 4.088 9.397 8.563 3.239 9.099 7.657
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.823 3.941 5.402 1.882 7.398 2.640 5.641 4.849 6.159 8.431 3.057
[2,] 6.723 7.025 5.475 1.911 7.563 2.722 5.746 4.864 6.859 9.487 3.126
[3,] 7.479 7.796 5.476 1.914 8.839 2.937 6.165 4.906 7.004 9.564 3.215
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 8.641 4.592 11.98 3.115 6.808 7.289 7.948 8.937  8.146 6.928 7.289
[2,] 9.217 4.627 12.99 3.212 6.966 7.417 8.689 9.102  9.416 8.064 8.515
[3,] 9.411 4.720 13.32 3.285 7.048 7.804 8.906 9.227 10.351 8.244 8.742
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 2.255 7.352 4.531 7.955 3.948 4.166 2.548 7.116 6.139  9.639 11.25
[2,] 2.275 8.137 5.157 8.411 3.954 4.290 2.552 7.339 6.242  9.930 11.32
[3,] 2.280 8.902 5.589 9.078 3.954 4.461 2.552 7.517 6.301 10.106 11.97
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.326 3.088 4.716 4.782 4.845 3.454 1.499  9.88 17.95  8.876
[2,] 3.745 4.725 4.720 4.785 4.944 3.462 1.507 11.57 23.46 10.655
[3,] 4.460 4.742 4.791 4.861 5.217 3.471 1.747 12.71 25.10 12.531
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]  [,5]    [,6]   [,7]    [,8]  [,9]
[1,]   7.638   5.958  22.41   8.407  15.0   4.545   3.77   9.984 11.38
[2,] 155.542 100.845  29.63 582.546 657.2  25.523  63.49  63.716 97.65
[3,] 367.328 127.078 314.97 805.838 537.7 218.985 131.33 163.754 91.89
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   8.673   5.738   7.806   6.484   8.555   7.693   6.926   9.755
[2,] 914.530 345.561 301.869  35.047 281.512 324.844 273.115 554.142
[3,]  93.553 150.016 465.137 122.885 202.608 271.086 225.997 404.698
       [,18] [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]
[1,]   9.013  13.8  11.33  21.13   7.796   22.69  11.03  4.145    8.977
[2,] 662.008 576.9 481.57 223.47 142.216 2705.54 844.32 32.132 1108.336
[3,] 333.629 619.8 446.97  19.05 102.084  599.23 988.58 25.692 1085.833
        [,27]   [,28]   [,29]  [,30]   [,31]  [,32] [,33]  [,34]  [,35]
[1,]    8.328   8.049   8.311  4.302   8.195   8.99  4.42  10.05  10.04
[2,] 1029.517  90.727 670.919 89.912 673.853 410.90 12.37 587.51 665.51
[3,]  776.384 297.561 823.968 54.219 783.579 423.11 45.11 656.58 486.74
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   9.342   8.732   8.301   7.652  2.492   6.982 2.139   7.083   7.642
[2,] 577.813 471.995 324.008 330.048 14.034 315.800 2.094 364.630 534.790
[3,] 408.710 273.735 129.442 230.694 28.077 170.855 9.992 240.832 406.684
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   5.851  3.118   6.456   8.845   9.875   4.987   8.982   9.669
[2,] 263.850 98.079 783.703 147.054  75.768 118.046 776.981 302.536
[3,] 207.308 53.460 307.798 280.855 473.768 136.857 605.008 545.441
       [,53]   [,54]   [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]
[1,]   3.862   8.878   7.596   7.394   5.004   6.86  2.39   9.394   3.352
[2,] 122.957 709.048 644.318 535.071 925.667 141.45 52.46 250.190 106.198
[3,] 128.256 597.412 405.057 521.672 538.167  19.49 18.33 728.247 175.313
       [,62]   [,63]   [,64]  [,65]   [,66]  [,67]   [,68]  [,69]   [,70]
[1,]   7.164   6.157   7.821  10.71   3.881  10.97   5.831  15.21   3.955
[2,] 173.400  61.680 480.611 692.21 104.413 510.37  90.337 798.47 124.877
[3,] 356.036 101.880 225.995 193.25 119.520 303.00 148.195 471.28 109.266
       [,71]   [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   8.646   9.256  10.09  11.35  10.34   8.797   9.256  2.863   9.336
[2,] 234.670 218.766 558.82 274.88 751.78 657.027 700.593 47.887 555.053
[3,] 171.006 386.137 311.46 241.57 684.45 272.895 315.509 24.395 574.882
       [,80] [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   5.754  10.1  5.014   5.291  3.235   9.036   7.796  12.24  14.29
[2,] 391.823 435.0 32.849 162.712 25.071 286.101 179.513 379.90 186.22
[3,] 343.078 543.6  8.914 194.630  2.658 259.029 136.586 299.33 620.20
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]
[1,]   2.953   3.922   5.989   6.072   6.152  4.386   1.904  12.55   22.79
[2,] 467.211 569.320  31.795  27.765 156.913 38.577  24.724 957.15 2403.93
[3,] 385.473  63.929 130.249 136.326 265.145 40.076 140.671 840.74 1420.98
       [,98]
[1,]   11.27
[2,]  938.27
[3,] 1049.84
[1] "--- VAR model 2017-10-05 15:01:00  completed"
[1] "Completed training sample:  2017-10-05 15:01:00 - 2017-10-05 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 15:31:00 - 2017-10-05 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.23280         0.21354        -1.1608         -3.653
         0.09606         0.50708        -0.3268         -6.281
        -0.29703         0.09824        -0.1617         -4.931
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.884       -0.03605                0           1.1934
         -4.895        0.53665                0           0.5315
         -7.891        0.29536                0           0.1849
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1742          -0.1805          -1.7521          -1.6933
          -0.1124           0.9817          -0.7841          -0.9292
          -0.4051           0.3538          -0.8412          -0.6870
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.33503          -0.9696          -0.6169           -4.468
          0.59874           0.1010          -0.3908           -3.811
          0.08736          -0.1808          -0.6175           -2.738
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.618           -4.299           -6.100           -3.467
           -2.337           -3.662           -5.087           -4.847
           -1.413           -2.345           -3.638           -3.082
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.0101          -0.1173          -13.494           -7.618
          -0.2919          -0.2624           -7.133           -4.593
          -0.4282          -0.3374           -5.672           -2.514
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2707           -8.434           -6.485           0.9893
          -0.1869           -5.401           -6.552           1.9897
          -0.1969           -2.921           -3.096           1.2582
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.981          0.37099           -3.062           -2.056
           -6.284          0.18807           -5.397           -1.926
           -4.718          0.07745           -5.942           -1.451
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.10736           -4.228           -7.108           -7.186
          0.07400           -4.606           -4.344           -4.304
          0.07668           -6.430           -6.232           -4.366
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.002846           -0.324            1.916         -0.11036
        -0.888057           -2.431            1.466         -0.14481
         0.324479           -1.429            1.562         -0.01881
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4160        0.1082614           -4.153           -4.543
          -0.4266        0.0007897           -3.623           -8.306
          -0.1020        0.0039115           -2.255           -7.817
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.3609          -0.2557           -9.213          -0.3390
          -0.3973          -0.2224           -4.704           0.9748
          -0.3421          -0.2268           -7.466           0.4429
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.1762          -1.4781           -1.863          -0.3592
           0.4804          -1.4860           -6.213           0.3975
           0.4747          -0.9884           -3.206           0.5428
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2741           -2.780           -2.725           -0.391
          -0.6901           -2.550           -1.190           -1.204
          -1.0226           -4.809           -3.350           -1.763
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.159           0.2006         0.016601          -3.2165
           -2.593          -0.2178         0.003290           0.9731
           -1.210          -0.1648         0.001126          -2.5035
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8907          -3.6871         -0.23871          -0.8377
          -0.5132           0.8334         -0.11143          -3.1089
          -0.4208          -0.5812         -0.03759          -0.1203
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.0805         -0.02304           -2.321        -0.061087
          -3.1893         -0.23641           -1.037        -0.007787
           0.5395         -0.03010           -1.836        -0.012124
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -4.27340         -0.42819          0.22618         -0.07044
         -0.09874          0.01894         -0.07787         -0.25789
         -3.50088         -0.06323          0.71379         -0.44902
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.09405          -1.3916            6.381           3.6752
         -0.17383          -0.8343            5.536           0.3998
         -0.08218          -0.5897            4.552           1.3968
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.172          0.09262          -4.3114           0.1530
            1.334          0.07645           2.8755           0.2137
            1.358          0.10108           0.6635           0.1531
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.516           0.5086          -0.9330        -0.116835
            1.390           0.7276          -0.5665        -0.008951
            1.071           0.2556          -1.1576        -0.035147
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.4020           0.4748         -0.22381            5.373
          -0.2316           0.2521         -0.38876            5.573
          -0.1441           0.2211          0.04743            6.330
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.7436          -0.4525         -0.17721          -0.3646
          -0.1232          -0.1971         -0.22326          -0.3133
          -0.2586          -0.4082         -0.08083          -0.1254
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -3.18659         0.014898           -4.141            99.53
          0.05723        -0.095222           -4.537            99.55
         -0.18285        -0.001021           -4.241            98.61
 rnd_95776.volume rnd_95787.volume
          -10.512           -8.536
          -14.253           -4.076
           -7.107           -2.587
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.818 4.499 16.97 6.510 10.65 3.354 2.878 7.193 8.520 6.506 4.348
[2,] 5.900 4.533 16.97 7.469 11.43 3.355 2.892 7.207 8.544 8.272 4.844
[3,] 6.287 4.602 17.10 9.010 11.92 3.563 2.962 7.268 8.577 8.276 4.942
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.684 4.912 6.462 5.569 5.459 7.498 6.946 11.64 8.642 16.50 5.860
[2,] 5.975 4.921 6.663 5.880 5.739 8.260 8.087 12.14 9.157 16.57 5.950
[3,] 6.573 4.962 6.765 6.085 5.945 8.642 8.344 12.80 9.532 16.57 5.969
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.52  8.442 3.184  6.934  6.348 6.184 6.388 3.319 6.385 6.725 3.430
[2,] 24.06  9.991 3.187  9.746  8.999 6.223 7.613 3.366 7.542 7.123 3.431
[3,] 24.35 11.703 3.191 11.740 10.198 6.487 9.215 3.387 9.024 7.480 3.441
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.842 7.731 7.114 6.455 6.427 5.931 1.952 5.364 1.643 5.501 5.898
[2,] 8.517 8.737 7.980 6.880 6.724 6.275 1.954 5.720 1.643 5.971 6.658
[3,] 9.391 9.215 8.309 7.050 6.773 6.430 1.967 5.805 1.644 6.169 7.104
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.443 2.403 4.939 6.637 7.573 3.877 7.147 7.457 2.931 6.787 5.748
[2,] 4.710 2.478 6.962 6.687 7.586 3.945 8.182 7.692 3.031 8.058 7.043
[3,] 4.867 2.495 7.221 6.848 8.082 4.049 8.982 8.377 3.110 8.675 7.317
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.611 3.817 5.276 1.796 7.141 2.503 5.387 4.649 5.756 7.535 2.971
[2,] 6.415 6.751 5.338 1.831 7.308 2.585 5.485 4.653 6.472 8.885 3.046
[3,] 7.114 7.570 5.344 1.835 8.602 2.763 5.851 4.698 6.612 8.972 3.139
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.855 4.589 10.10 2.996 6.488 7.043 7.914 8.873  8.055 6.845 7.034
[2,] 8.490 4.627 11.15 3.089 6.676 7.162 8.669 9.013  9.315 7.981 8.326
[3,] 8.711 4.715 11.60 3.160 6.755 7.525 8.887 9.132 10.264 8.158 8.556
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.200 7.089 4.397 7.636 3.886 4.075 2.441 6.713 5.881 9.571 10.18
[2,] 2.220 7.831 4.899 8.132 3.904 4.210 2.449 7.043 5.968 9.808 10.32
[3,] 2.227 8.725 5.237 8.876 3.914 4.356 2.449 7.200 6.029 9.985 10.72
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.230 2.945 4.592 4.690 4.699 3.374 1.481 10.31 16.91  8.655
[2,] 3.538 4.633 4.596 4.694 4.796 3.385 1.489 11.94 22.01 10.454
[3,] 4.275 4.649 4.668 4.763 5.065 3.398 1.733 13.06 23.73 12.290
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.388   5.713  21.55   8.266  13.52   4.259   3.654   9.134  10.82
[2,] 155.310  88.837  54.39 581.737 658.73  13.238  45.299  71.921 101.73
[3,] 345.052 125.663 331.68 800.604 541.01 190.642 102.058 149.823 119.90
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   8.261   5.521   7.218   6.237   8.206   7.072   6.932   9.521
[2,] 811.710 339.188 292.349  48.000 258.337 299.771 281.625 550.512
[3,]  38.935 155.595 435.423 100.935 185.966 249.025 246.312 403.912
      [,18]  [,19]  [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]
[1,]   8.82  14.78  10.97  20.96   7.441   22.24  10.72  4.043    8.805
[2,] 658.21 552.78 481.22 228.61 164.414 2621.15 848.78 24.381 1088.001
[3,] 326.55 643.15 420.36  16.57  75.336  594.07 968.31 23.069 1039.951
        [,27]   [,28]   [,29]  [,30]   [,31]  [,32]  [,33]   [,34]   [,35]
[1,]    8.061   7.852   8.112  4.215   8.108   8.54  4.356   9.959   9.817
[2,] 1013.215 110.847 657.959 88.756 637.701 373.02 10.338 527.748 646.609
[3,]  762.202 291.214 824.710 60.605 787.011 362.85 41.684 628.554 465.087
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]  [,44]
[1,]   9.033   8.197   8.161   7.531  2.479   6.812 2.087   6.985   7.49
[2,] 574.393 378.287 314.516 325.754 14.331 315.411 2.515 369.165 490.70
[3,] 367.999 244.130 128.090 223.077 34.928 157.178 9.573 246.235 393.30
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   5.642  3.051   6.272   8.429   9.617   4.924   9.075   9.469
[2,] 248.089 95.931 779.354 129.003  69.799 115.797 632.887 300.287
[3,] 194.692 47.007 304.709 234.547 443.144 144.864 588.530 526.991
       [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]
[1,]   3.722   8.618   7.299   7.125   4.847   6.70  2.281   9.068   3.178
[2,] 122.762 690.092 646.709 494.265 884.485 129.40 56.574 246.831 102.587
[3,] 110.599 510.590 314.944 488.300 544.143  39.24 19.430 720.656 155.184
       [,62]   [,63]  [,64]   [,65]   [,66]   [,67]   [,68]  [,69]   [,70]
[1,]   6.841   5.904   7.31   9.568   3.773   9.974   5.828  12.83   3.804
[2,] 163.819  31.938 470.12 747.958 106.798 511.785  93.049 748.91 120.017
[3,] 323.587 103.000 214.60 198.531 120.066 310.308 144.772 506.97 105.870
       [,71]   [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   8.239   8.944  10.05  11.27  10.23   8.692   8.932  2.794   9.001
[2,] 249.990 206.287 562.42 251.68 743.32 651.969 707.789 47.246 528.754
[3,] 163.758 367.034 310.81 233.78 684.84 269.121 312.910 28.807 611.276
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   5.583   9.697  4.935   5.174  3.100   8.525   7.468  12.15  12.93
[2,] 343.358 444.219 58.643 168.518 32.027 338.289 161.374 340.53 268.42
[3,] 294.237 565.067 45.883 177.708  3.408 237.324 136.077 297.32 457.90
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]
[1,]   2.832   3.739   5.831   5.956   5.967  4.285   1.881  13.09   21.47
[2,] 436.297 568.117  31.048  28.013 152.330 42.703  24.657 958.27 2237.22
[3,] 381.179  62.323 129.371 129.209 259.042 48.630 140.644 840.23 1408.77
       [,98]
[1,]   10.99
[2,]  931.39
[3,] 1026.59
[1] "--- VAR model 2017-10-05 15:31:00  completed"
[1] "Completed training sample:  2017-10-05 15:31:00 - 2017-10-05 23:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 16:01:00 - 2017-10-06 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6133        -0.19525       -0.19045        -6.3334
         -0.6127        -0.17801        0.50977        -2.2561
         -0.3305        -0.05948       -0.08996        -0.5559
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.523         0.4891          -0.4093          -0.2828
         -5.013         0.6496          -0.3551          -0.1260
         -4.198         0.3635          -0.2255           0.1350
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.2446           1.4014           1.0379           -4.636
           0.1351          -0.6065           0.9861           -5.651
           0.1708          -0.1025           0.5654           -5.224
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.08353           -1.441          -0.7031           -2.608
          0.18860           -1.709          -0.9180           -3.013
          0.26458           -1.476          -1.5003           -1.730
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.976           -5.683            3.426          -2.3434
           -3.997           -3.392            7.870          -3.0487
           -3.988           -3.630            7.096          -0.4903
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.08932         -0.16239          -1.0393          -1.2071
         -0.10457          0.36904          -2.4650          -0.6145
          0.07215          0.05115          -0.8563          -1.6777
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.10899          -0.9912         -4.86155          -0.6017
         -0.09522          -1.0346         -0.01765          -0.2891
         -0.01120          -1.5575         -0.94564          -0.2109
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.000           0.4572          -5.4724           -1.569
           -1.804           0.2948          -3.0977           -1.083
           -0.620           0.1604          -0.7314           -1.210
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.35154           -2.122           -5.473           -4.193
         -0.26225           -5.558           -4.884           -3.212
         -0.02591           -1.975           -2.851           -3.073
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.1638          -0.7499           1.2300           0.3628
           0.2098           0.3571           0.7825           0.4682
          -0.1373          -1.6304           1.1416           0.4761
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.41666         -0.08457           -1.826           -4.313
          0.16402          0.11150           -2.748           -6.071
          0.03838         -0.00168           -2.602           -5.293
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.454          0.48625           -1.230          0.60977
            1.722          0.49085           -3.432          0.14150
            2.069          0.06568           -4.427          0.03269
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4069         -0.01637           -3.141            3.898
          -0.5963          0.04550           -1.660            4.101
          -0.1315         -0.46638            1.953            4.019
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.39987          -0.1658           0.9855          -0.0983
         -0.06056          -2.5910          -1.4819          -0.1416
          0.21540          -0.1513          -0.1147          -1.1937
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1474          0.03049        -0.022883         -2.10820
           0.6930          0.15782        -0.004390         -0.09263
          -1.4892          0.21427        -0.001273          0.44972
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9934           0.3371          -0.2983           2.1176
          -0.6493          -0.5391           0.1718          -1.4734
          -0.8549           0.1216           0.1748          -0.4496
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3401          0.33172          -3.7474           0.1617
          -1.1430          0.20706           0.1805           0.1784
          -0.2093          0.05106          -1.4100           0.1450
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -5.0272           0.1990          1.06098          -1.4569
           0.8611           0.1471         -0.06829          -0.3757
          -1.5021          -0.1999          0.79840           0.2944
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.26772           1.7208           -1.820          -0.9583
          0.04653           0.3201            1.683          -1.5362
          0.06848           0.2088            0.799          -0.2240
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.2138           0.5076           -4.856            2.377
          -0.5342           0.3656           -1.065            2.006
           0.5458           0.1939           -1.382            1.338
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.959           0.2888         -0.03049         0.098346
           -1.543           0.4232         -0.63348         0.009154
           -1.583           0.9532         -0.64906        -0.001507
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.46539          -0.3083            1.814            7.833
         -0.49213          -0.2676            1.334            7.426
          0.01482          -0.1599            1.186            7.292
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4587         -0.85568          0.08083           0.1198
          -0.6580          0.24631         -0.09111          -0.1016
           0.2538         -0.03611         -0.04829          -0.0410
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4853          0.13220           -3.223            120.0
          -1.3618         -0.10021           -2.890            120.8
          -0.2187          0.02696           -2.976            119.7
 rnd_95776.volume rnd_95787.volume
           -7.926          -0.9620
            4.554          -0.8125
           -4.303          -1.3801
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.727 4.364 16.27 6.224 10.11 3.233 2.832 6.897 8.072 6.162 4.263
[2,] 5.808 4.398 16.27 7.123 10.97 3.234 2.844 6.908 8.091 7.934 4.760
[3,] 5.954 4.456 16.46 8.542 11.44 3.420 2.911 6.962 8.119 7.946 4.849
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.448 4.814 6.000 5.483 5.306 7.219 6.695 11.33 8.502 15.55 5.715
[2,] 5.790 4.823 6.341 5.718 5.547 7.905 7.842 11.80 8.941 15.61 5.793
[3,] 6.226 4.865 6.504 6.009 5.705 8.380 8.081 12.52 9.340 15.61 5.815
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.49  8.108 3.102  6.705 6.155 6.052 6.115 3.261 6.141 6.212 3.313
[2,] 23.27  9.467 3.105  9.250 8.800 6.085 7.215 3.305 7.156 6.439 3.313
[3,] 23.59 11.262 3.112 11.312 9.826 6.370 8.737 3.328 8.617 6.547 3.319
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.594 7.238 6.391 6.295 6.169 5.860 1.942 5.101 1.607 5.087 5.756
[2,] 8.204 8.207 7.517 6.660 6.477 6.198 1.943 5.413 1.607 5.537 6.387
[3,] 9.111 8.609 7.981 6.764 6.524 6.344 1.954 5.497 1.608 5.767 6.783
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.340 2.366 4.713 6.472 7.380 3.845 7.039 7.193 2.885 6.562 5.254
[2,] 4.592 2.443 6.789 6.506 7.389 3.910 8.027 7.399 2.991 7.746 6.511
[3,] 4.721 2.462 7.003 6.651 7.774 4.015 8.875 8.028 3.073 8.351 6.834
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.997 3.566 5.022 1.736 6.952 2.412 5.116 4.448 5.162 6.687 2.707
[2,] 6.040 6.192 5.074 1.768 7.124 2.483 5.212 4.450 6.132 8.232 2.754
[3,] 6.530 6.922 5.080 1.770 8.278 2.618 5.508 4.488 6.207 8.335 2.825
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.686 4.290 7.632 2.920 6.344 6.510 7.637 8.233 7.745 6.576 6.658
[2,] 7.507 4.296 9.036 3.002 6.511 6.632 8.302 8.614 8.729 7.684 8.038
[3,] 7.788 4.359 9.757 3.074 6.583 6.928 8.541 8.719 9.557 7.872 8.248
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.092 6.393 4.301 7.052 3.751 3.925 2.341 6.489 5.525 9.482  9.729
[2,] 2.115 7.363 4.765 7.471 3.765 4.078 2.352 6.792 5.605 9.685  9.835
[3,] 2.128 8.339 5.069 8.321 3.785 4.220 2.352 6.911 5.655 9.863 10.325
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.089 2.804 4.376 4.520 4.392 3.168 1.435 10.65 15.91  8.317
[2,] 3.316 4.508 4.386 4.525 4.470 3.170 1.445 12.27 21.14  9.840
[3,] 4.095 4.525 4.439 4.586 4.705 3.181 1.666 13.43 22.71 11.745
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.272   5.542  20.66   7.903  12.84   4.105   3.596   8.758  10.25
[2,] 172.280  96.877  75.01 617.407 758.41  15.564  46.400  68.751  98.50
[3,] 234.083 128.484 439.69 839.788 578.30 198.372 110.658 155.026 120.50
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   7.825   5.413   6.918   6.113   7.619   6.963   6.738   9.167
[2,] 890.367 377.237 349.491  52.997 365.443 288.813 287.678 573.747
[3,]  79.525 164.863 407.871 114.123 258.241 329.427 237.684 495.821
       [,18]  [,19] [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]
[1,]   8.502  14.39  10.8  19.74   7.257   20.94   10.3  3.939    8.514
[2,] 727.642 582.72 492.6 257.60 168.873 2926.11  870.8 24.841 1135.207
[3,] 347.667 745.10 481.5  36.27  91.033  690.25 1086.8 36.498 1160.136
        [,27]   [,28]   [,29] [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]    7.816   7.686   7.766  4.14   7.798   7.888  4.207   9.643   9.191
[2,] 1120.680 111.708 682.073 95.96 654.599 302.208 11.115 552.996 689.479
[3,]  778.732 335.993 877.822 69.50 855.301 211.377 35.938 706.392 463.097
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   8.116   7.994   7.834   7.441  2.466   6.477 2.041   6.459   7.309
[2,] 705.096 387.618 351.425 359.723 13.766 322.704 2.296 389.653 493.166
[3,] 477.913 209.907 139.510 241.557 36.798 170.643 8.021 287.428 407.246
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   5.511   3.005   5.985   8.218   9.372   4.882   8.939   9.135
[2,] 267.339 108.677 870.704 118.754  64.883 127.251 687.240 308.968
[3,] 195.638  53.882 305.913 246.082 430.307 162.107 674.750 555.091
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   3.664   8.333   6.672   6.345   4.529   6.377  2.204   8.827
[2,] 140.508 733.230 685.117 604.607 901.827 128.715 59.359 278.077
[3,] 125.287 556.256 369.801 442.070 551.526  44.762 17.298 750.980
       [,61]   [,62]   [,63]   [,64]   [,65]   [,66]  [,67]   [,68]
[1,]   3.063   6.496   5.648   6.555   8.491   3.437   8.49   5.447
[2,] 104.864 178.196  24.392 589.656 855.484  90.002 608.35  41.307
[3,] 148.010 316.970 103.595 171.977 233.020 112.619 368.90 132.015
       [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]   [,76]
[1,]   9.692   3.708   8.056   8.266   9.698  10.46   9.836   8.351
[2,] 861.709 124.227 261.383 225.856 580.301 451.06 717.151 708.041
[3,] 656.132 117.619 172.339 356.854 357.480 241.10 693.430 305.244
       [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]  [,84]  [,85]
[1,]   8.455  2.656   8.118   5.462   8.954  4.763   4.984  2.973   8.24
[2,] 802.209 55.722 650.689 365.302 439.559 57.116 197.499 38.900 357.31
[3,] 330.177 41.245 697.483 308.012 652.776 70.116 193.514  6.811 227.88
       [,86]  [,87]  [,88]   [,89]  [,90]   [,91]  [,92]   [,93]  [,94]
[1,]   7.016  12.04  12.35   2.653   3.56   5.556   5.74   5.577  4.023
[2,] 167.540 351.97 257.17 458.846 628.89  54.784  35.05 148.311 21.048
[3,] 134.257 331.96 560.01 428.022  71.15 121.529 132.79 261.692 47.748
       [,95]   [,96]   [,97]   [,98]
[1,]   1.822   13.53   20.21   10.56
[2,]  30.960 1084.55 2480.28  937.09
[3,] 147.756  972.49 1476.48 1142.40
[1] "--- VAR model 2017-10-05 16:01:00  completed"
[1] "Completed training sample:  2017-10-05 16:01:00 - 2017-10-06 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 16:31:00 - 2017-10-06 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.05792        0.030031        -1.4626       -1.20130
         0.11002       -0.123708         0.0417       -4.09025
         0.07295       -0.009327        -0.1767        0.07208
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         3.8982         0.5608           0.3369          0.08122
        -0.4871         0.3011           0.4709         -0.26485
        -3.5442         0.3621           0.2357         -0.37144
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6018         -2.16772          0.79733          -1.1036
           0.3306          0.24736          0.09128          -0.9698
           0.3269          0.01916          0.21535          -2.0484
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2423          2.08521           1.5301           -1.995
           0.1478         -0.01122          -0.4371           -2.289
           0.2189          1.02619           0.2941           -2.002
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.4678           -1.905           -3.018           -2.567
          -0.2258           -1.143           -2.586           -2.763
          -1.0274           -1.345           -2.215           -2.410
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          1.22794           1.6625           -1.687          -2.6831
         -0.13909           1.2578           -1.264           0.3169
         -0.05233           0.5512           -2.009          -1.1126
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -4.1765          -6.6271           1.1731
                0           0.1872          -0.7112           0.9805
                0          -0.7866          -0.4130           0.7078
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -2.18265           0.6396            1.552          -1.0908
         -3.76722           0.3908           -5.516          -0.4682
          0.02074           0.1895           -0.300          -0.4567
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.24661            4.798            3.092          -2.0065
          0.14136           -4.637           -0.074           0.8849
         -0.07271           -1.915           -3.558          -3.7258
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5025          -2.3215           1.7538                0
           0.4742          -0.6861           1.0244                0
           0.1856          -1.3148           0.9457                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9012                0           -1.627           -3.856
           0.3571                0            0.271           -4.105
           0.1389                0           -1.051           -2.247
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9086          -0.6058           -5.680         -0.41797
          -1.1457          -0.2896           -2.508          0.04609
          -1.2678          -0.1800           -3.726          0.04502
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6452           0.2689           -3.089          -0.9871
          -1.0521          -1.0985           -1.643          -0.3088
          -0.1572          -0.5668           -3.830          -0.2270
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4217          -0.1666           0.8314          -0.4247
           0.2437          -2.2086          -1.8295          -0.8205
          -0.4426          -3.0445          -1.3449          -0.9185
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.399           0.7570                0          -2.0880
            1.274           0.2000                0          -2.5018
           -1.992           0.1476                0           0.6883
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.06779          -0.5478        -0.008392           2.9093
         -0.60269          -2.2774         0.106486          -0.7356
         -0.14647          -0.1375         0.061430          -1.5604
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          2.56591         -0.06155            2.474           0.3262
         -0.04544         -0.06938            1.237           0.7515
         -1.24579          0.02523           -1.118           0.6272
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.4611           0.2513          0.15807                0
           2.7781          -0.1136         -0.00825                0
          -0.2125          -0.2372         -0.33428                0
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4321         -1.22356          -0.2100         0.772652
           0.2159         -0.03168          -0.6734        -0.350049
           0.2937         -0.12771           0.1711        -0.005165
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6479          0.09011          -2.6271          -0.4484
          -0.6031          0.07500           0.6538          -0.3640
          -0.1450          0.01977          -0.3959          -0.2468
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.3685           0.3650           0.6291                0
           0.2519          -0.2906          -0.9726                0
          -0.8739           0.2045          -0.1580                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.6272         -0.12515          -0.2275          0.08903
          -0.2779         -0.04285          -0.2204          0.58810
          -0.1158         -0.06598           0.0308          1.12602
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.909940          0.66749           0.1074          0.08653
         0.395094         -0.01041           0.1424          0.15654
         0.009396          0.23104           0.1169          0.10845
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2735         -0.12394           -1.797            107.6
          -1.9270          0.08117           -2.254            106.0
          -1.1825         -0.00772           -1.840            106.3
 rnd_95776.volume rnd_95787.volume
           -1.146          -2.0183
          -11.750          -0.3481
           -5.206          -0.9640
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.550 4.217 15.53 5.766 8.361 2.958 2.731 6.658 7.794 5.918 4.183
[2,] 5.596 4.237 15.54 6.691 8.941 2.958 2.744 6.669 7.828 7.607 4.653
[3,] 5.709 4.276 15.70 8.119 9.339 3.099 2.794 6.728 7.867 7.618 4.735
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.386 4.546 5.907 5.237 5.300 7.064 6.645 11.78 8.221 14.64 5.611
[2,] 5.703 4.556 6.245 5.521 5.536 7.723 7.797 12.31 8.622 14.73 5.703
[3,] 6.129 4.598 6.420 5.863 5.704 8.170 8.037 13.03 9.119 14.73 5.729
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.72  7.938 3.034  6.510 5.984 5.850 5.684 3.169 5.447 6.000 3.242
[2,] 22.41  9.139 3.038  8.655 8.562 5.863 6.891 3.215 6.538 6.219 3.245
[3,] 22.72 10.802 3.048 10.696 9.523 6.152 8.333 3.239 8.049 6.320 3.250
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.071 6.917 6.073 6.184 6.201 5.727 1.919 4.866 1.590 4.951 5.680
[2,] 7.693 7.843 7.134 6.508 6.547 6.032 1.920 5.163 1.590 5.368 6.273
[3,] 8.742 8.248 7.555 6.590 6.597 6.180 1.930 5.246 1.591 5.728 6.663
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.213 2.309 4.529 6.209 7.186 3.578 6.607 6.856 2.745 5.994 5.017
[2,] 4.430 2.391 6.541 6.238 7.195 3.669 7.914 7.052 2.846 7.320 6.391
[3,] 4.545 2.407 6.741 6.391 7.536 3.819 8.629 7.681 2.938 8.018 6.857
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.796 3.320 4.849 1.643 6.852 2.294 4.784 4.211 4.961 6.406 2.492
[2,] 5.743 5.943 4.918 1.674 7.080 2.367 4.875 4.216 5.905 7.878 2.511
[3,] 6.316 6.772 4.925 1.674 7.941 2.506 5.213 4.241 6.011 7.979 2.535
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.597 4.286 6.783 2.754 5.758 6.582 7.192 7.668 7.337 6.135 6.078
[2,] 7.039 4.293 8.327 2.841 5.820 6.669 7.666 8.270 8.071 7.477 7.643
[3,] 7.243 4.355 9.122 2.919 5.864 6.726 7.870 8.343 8.669 7.609 7.840
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.995 5.786 4.199 6.721 3.681 3.796 2.242 5.927 4.909 9.337  9.971
[2,] 2.019 6.832 4.601 7.213 3.705 3.931 2.251 6.395 5.000 9.526 10.041
[3,] 2.032 8.043 4.848 8.151 3.722 4.100 2.252 6.485 5.026 9.711 10.580
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 1.883 2.554 4.090 4.222 4.188 3.016 1.394 10.99 15.32  8.133
[2,] 2.989 4.281 4.113 4.237 4.297 3.020 1.409 12.56 20.15  9.453
[3,] 3.779 4.289 4.154 4.289 4.542 3.030 1.600 13.71 21.65 11.291
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   7.048   5.354  19.72   7.322  10.62   3.756  3.467   8.454   9.898
[2,] 127.824  73.502 111.30 604.944 564.21  10.064 48.406  68.200 130.079
[3,] 201.540 103.196 389.75 819.145 480.82 164.266 93.623 158.923 139.337
       [,10]   [,11]  [,12]   [,13]   [,14]  [,15]   [,16]  [,17]   [,18]
[1,]   7.515   5.311   6.84   5.773   7.501   6.65   6.731   8.97   8.438
[2,] 851.616 363.158 334.18  52.805 361.264 311.07 284.568 556.24 726.656
[3,]  70.698 156.843 399.78 110.474 264.984 351.72 244.944 475.28 347.492
      [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]    [,26]    [,27]
[1,]  14.95  10.44  18.59   7.125   19.96   10.08  3.853    8.267    7.598
[2,] 636.76 462.89 290.14 182.101 2846.08  806.76 27.978 1016.181 1091.052
[3,] 761.40 528.96  15.17  98.022  669.50 1025.92 42.400 1119.544  742.601
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   7.428   7.218  4.024   6.917   7.619  4.116   8.979   8.783   7.712
[2,]  71.020 694.132 96.862 644.086 291.144 25.069 539.883 658.713 666.704
[3,] 331.961 834.847 69.560 836.660 201.365 31.826 739.828 454.740 443.399
       [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]   [,45]
[1,]   7.853   7.875   7.272  2.437   6.179 2.019   6.287   7.212   5.349
[2,] 361.211 373.822 337.431 11.800 307.294 2.207 369.303 474.525 244.394
[3,] 184.485 145.615 239.742 34.284 165.890 8.773 356.501 399.843 180.782
       [,46]   [,47]   [,48]   [,49]   [,50]  [,51]   [,52]   [,53]
[1,]   2.932   5.751   7.885   9.125   4.543   8.39   8.706   3.485
[2,] 110.929 840.823 106.980  64.846 144.501 775.96 294.574 133.970
[3,]  49.884 290.652 247.432 399.527 188.731 612.90 542.234 130.511
       [,54]  [,55]  [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   7.612   6.37   6.09   4.216   6.157  2.086   8.701   2.913   6.075
[2,] 748.463 705.29 562.83 878.066 146.828 56.812 317.669 104.028 167.063
[3,] 583.084 442.80 468.21 578.343  45.482  1.975 640.736 146.306 329.037
      [,63] [,64]   [,65]  [,66]   [,67]   [,68]   [,69]   [,70]   [,71]
[1,]  5.348   6.3   8.134  3.165   7.108   5.443   8.613   3.497   7.311
[2,] 36.812 570.6 816.854 54.716 760.525  43.272 860.615 124.866 151.092
[3,] 82.089 200.5 225.970 61.665 304.162 130.634 663.670 118.895 128.108
       [,72]   [,73]   [,74]   [,75]  [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   8.358   9.133   9.737   9.316   7.79   7.718  2.533   7.347   5.331
[2,] 191.292 472.602 551.642 599.124 761.66 825.622 55.262 647.188 335.388
[3,] 155.133 316.911 197.435 564.118 251.11 310.579 40.656 756.247 272.323
       [,81]  [,82]  [,83]  [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]   8.534  4.674   4.82  2.848   7.527   6.234  11.86  12.66   2.391
[2,] 466.686 75.629 182.18 35.221 427.540 168.910 335.83 211.12 413.630
[3,] 676.315 63.145 207.18  8.814 192.455  92.118 337.00 594.12 411.949
       [,90]   [,91]   [,92]   [,93] [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   3.243   5.193   5.361   5.319  3.83   1.77   13.95   19.45   10.33
[2,] 612.022  78.320  65.214 171.391 26.40  36.40 1083.86 2332.72  858.33
[3,]  49.189 103.836 117.805 262.037 45.15 135.02  980.70 1407.97 1100.06
[1] "--- VAR model 2017-10-05 16:31:00  completed"
[1] "Completed training sample:  2017-10-05 16:31:00 - 2017-10-06 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 17:01:00 - 2017-10-06 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.09597        0.126840        -0.4630         -2.740
        -0.16709        0.007897        -0.5165         -2.158
        -0.11691        0.016995        -0.2251         -1.354
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.7182         0.4779          0.06102           0.7448
        -1.8260         0.3641          0.01116           1.0903
        -2.1770         0.1348         -0.16507           0.5920
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.3534           1.9944           0.7381          -0.7236
           0.1377           0.1790           0.2178          -1.6848
           0.2379           0.8799           0.1665          -2.0575
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6939            0.985           1.2054           -1.706
           0.7769            2.085           1.9821           -1.429
           0.5173            1.223           0.6491           -1.128
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.0487           1.1255          -0.8930          -0.2964
          -0.2360          -0.2398          -0.2790           0.6266
           0.3742           0.4134          -0.2931           0.4414
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.7837         -0.07367           -4.596          -1.7435
          -0.5201         -0.19873           -2.012          -1.2610
          -0.2557         -0.04538           -1.925          -0.8105
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.17023          -2.0756           -3.138           1.2851
         -0.04148          -1.8021           -1.574           0.3953
         -0.09855          -0.9677           -1.015           0.4989
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.388         -0.04862          -0.1338          -0.4777
           -1.929         -0.06977          -2.5489          -0.3916
           -1.418         -0.03110          -1.4955          -0.1716
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.04089            1.378           0.4019          -1.6846
          0.08138           -3.283          -1.2140           0.3101
          0.03729           -1.654          -2.1757          -2.3449
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.62587          -2.0906                0           0.3142
         -0.03645          -0.5895                0           0.0136
         -0.22178          -1.0742                0           0.0279
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3257         0.005663          -0.1334          0.09822
           0.2033         0.025382           0.6543         -0.32016
           0.1070         0.121105          -0.5156         -0.07189
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.87108           0.4636          3.04291           0.3276
         -0.02325          -0.1410         -0.03246           0.6030
         -0.28736           0.1296          0.10805           0.2943
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6106           0.3398            3.281            1.038
           1.5236           1.2002            0.731            1.652
           0.8225           0.3004            2.224            1.759
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.7597           5.2339           1.8236          -1.1143
           0.7120           0.7719           1.7331           3.5668
           0.4799           1.4911           0.9854           0.7691
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.401          0.08311         0.034734           -2.697
            2.011          0.37121         0.004050           -2.745
            2.234          0.11221        -0.002867            2.977
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0572          -0.6239          -0.3047          -0.5819
          -0.6908          -1.7474          -0.3490          -1.2602
          -1.2590          -0.2344          -0.1667          -2.0557
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3979         -0.17159          -1.6901         -0.33084
          -1.5160         -0.06030          -0.7792         -0.17976
          -1.7596          0.03325          -1.4705         -0.05646
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -3.5270           0.1970           0.2677         -0.05905
          -0.4888           0.4746           0.3234         -0.06934
          -1.4750           0.3919           0.2465         -0.04529
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.43318          0.59255          -0.4304          -0.5933
          0.07838         -0.02925          -0.2554           0.2621
          0.06978          0.16166          -0.2082          -0.1164
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.3842                0           0.2032         0.021064
           0.1909                0          -0.4180         0.008592
          -0.1146                0           0.2245         0.006641
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.68169           0.1145          0.11482         0.163393
         -0.68916           0.4091          1.17419        -0.008477
          0.08934           0.5095         -0.07657         0.050256
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.24305           0.2947         -0.06131            2.752
         -0.16786           0.1237         -0.05696            3.212
         -0.05622           0.1391          0.04122            2.008
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
       -0.0142576                0                0                0
        0.0015468                0                0                0
       -0.0001431                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4888                0           -1.490            124.1
          -1.8482                0           -1.347            124.0
          -1.1524                0           -1.270            124.1
 rnd_95776.volume rnd_95787.volume
           1.9327          -1.9260
           6.3280          -1.4105
           0.3447          -0.7478
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.399 4.041 14.30 5.223 7.140 2.571 2.595 6.144 7.194 5.599 4.016
[2,] 5.435 4.057 14.34 6.306 8.031 2.577 2.611 6.147 7.213 7.001 4.518
[3,] 5.550 4.094 14.49 7.472 8.486 2.747 2.655 6.228 7.227 7.012 4.582
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.768 4.037 5.741 5.036 5.070 6.932 6.410 11.60 8.040 12.77 5.033
[2,] 5.651 4.045 6.070 5.331 5.353 7.528 7.643 12.07 8.434 12.83 5.133
[3,] 6.023 4.130 6.226 5.672 5.582 8.017 7.880 12.76 8.920 12.87 5.165
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.02  7.708 2.917  6.243 5.728 5.795 5.317 3.049 4.910 5.810 3.166
[2,] 21.62  8.690 2.920  7.941 8.004 5.812 6.685 3.081 5.966 6.064 3.167
[3,] 21.81 10.367 2.923 10.324 9.130 6.091 7.871 3.096 7.540 6.178 3.168
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.653 6.592 5.897 6.055 5.953 5.547 1.881 4.660 1.556 4.732 4.528
[2,] 7.223 7.519 6.952 6.309 6.281 5.822 1.883 4.901 1.556 5.108 5.927
[3,] 8.390 7.940 7.354 6.354 6.303 5.946 1.890 4.992 1.556 5.467 6.241
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.014 2.235 4.416 5.854 6.963 3.544 6.401 6.478 2.630 5.653 4.671
[2,] 4.252 2.304 5.923 5.865 6.965 3.635 7.728 6.693 2.733 7.005 6.065
[3,] 4.390 2.321 6.376 6.001 7.228 3.722 8.395 7.208 2.817 7.782 6.530
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.683 3.102 4.734 1.468 6.430 2.181 4.478 4.177 4.683 5.854 2.265
[2,] 5.239 5.453 4.810 1.478 6.688 2.224 4.565 4.181 5.511 7.415 2.283
[3,] 5.905 6.339 4.822 1.483 7.534 2.299 4.978 4.206 5.643 7.528 2.293
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.263 4.265 5.548 2.676 5.492 5.644 6.925 7.182 7.071 5.684 5.144
[2,] 6.656 4.270 7.225 2.756 5.555 5.659 7.273 7.929 7.749 7.223 6.787
[3,] 6.855 4.316 7.948 2.835 5.607 5.764 7.412 8.006 8.296 7.345 7.162
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.884 5.066 3.909 6.047 3.516 3.498 2.144 5.833 4.423 9.157  9.678
[2,] 1.898 6.129 4.222 6.645 3.544 3.665 2.156 6.180 4.443 9.295  9.743
[3,] 1.908 7.453 4.398 7.745 3.562 3.819 2.157 6.264 4.467 9.437 10.202
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 1.719 2.161 3.648 3.786 3.943 2.945 1.316 11.38 15.13  7.972
[2,] 2.646 3.761 3.663 3.798 4.016 2.950 1.341 13.01 19.58  9.105
[3,] 3.333 3.777 3.703 3.827 4.324 2.956 1.506 14.21 20.77 10.946
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   6.856   5.131  18.16   6.633   9.067   3.265  3.295   7.802  9.136
[2,] 118.035  68.012 191.59 672.332 699.608  32.216 55.092  38.851 99.662
[3,] 214.475 104.857 396.56 762.652 521.269 181.328 91.329 190.222 84.184
       [,10] [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   7.109   5.1   6.055   5.126   7.29   6.395   6.438   8.803   8.14
[2,] 799.750 393.6 577.165  47.895 375.37 332.596 326.865 558.683 791.89
[3,]  75.999 145.4 396.139 158.678 263.74 368.768 301.177 524.302 365.06
      [,19]  [,20]  [,21]   [,22]  [,23]    [,24]  [,25]    [,26]    [,27]
[1,]  14.73  10.21  16.22   6.391   17.8    9.788  3.704    7.927    7.274
[2,] 639.23 485.09 226.44 192.547 3131.4  763.711 22.383  933.707 1063.674
[3,] 785.99 552.37 204.18 109.352  549.8 1075.397 27.841 1255.178  835.778
       [,28]   [,29]  [,30]   [,31]   [,32] [,33]   [,34]   [,35]   [,36]
[1,]   7.359   6.752  3.872   6.235   7.378  4.02   8.448   8.371   7.488
[2,]  82.911 770.797 84.432 644.819 330.161 19.01 534.972 688.170 700.455
[3,] 346.920 790.722 58.627 877.261 225.076 16.15 812.354 485.308 456.470
       [,37]  [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]   [,45]
[1,]   7.688   7.56   7.044  2.389   5.917 1.975   6.008   5.749   5.098
[2,] 337.268 380.83 336.818 15.602 288.811 2.286 366.328 727.843 266.910
[3,] 144.434 101.34 229.873 31.835 180.325 7.671 370.365 371.784 207.450
       [,46]   [,47]   [,48]   [,49] [,50]   [,51]   [,52]  [,53]   [,54]
[1,]   2.838   5.607   7.434   8.842   4.5   8.129   8.227   3.34   7.178
[2,] 106.728 751.070  68.988  28.062 154.0 823.658 320.001 141.63 787.031
[3,]  51.818 448.871 242.086 367.696 152.7 624.025 509.161 129.93 645.192
       [,55]   [,56]  [,57]   [,58]  [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   5.931   5.946   3.94   6.011  1.864   8.165   2.77   5.686  5.304
[2,] 736.187 447.019 853.24 162.245 32.594 350.058  82.60 169.402 34.999
[3,] 460.132 518.166 614.77  65.656 23.095 659.906 111.25 377.492 87.936
       [,64]   [,65]  [,66]   [,67]   [,68]   [,69]   [,70]   [,71]
[1,]   5.947   7.434  2.876   6.684   5.416   7.045   3.398   6.974
[2,] 552.889 865.826 54.631 775.282  38.689 880.477 125.563 158.055
[3,] 230.378 247.268 40.220 312.106 119.485 630.267 126.798 145.741
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   7.167   8.794   9.121   8.979   7.218   6.532  2.392   6.433
[2,]  79.228 422.743 639.137 603.455 848.079 842.440 44.158 656.233
[3,] 207.922 271.456 211.209 563.446 253.038 434.768 37.249 806.920
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]
[1,]   4.964   7.679  4.465   4.442  2.722   7.408  5.616  11.63  12.29
[2,] 303.411 524.103 84.713 207.737 44.085 388.480 81.200 303.19 214.04
[3,] 234.525 756.961 67.882 204.540  6.281 194.102 88.092 311.19 575.33
       [,89]   [,90]   [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   2.183   2.744   4.633  4.808   5.007  3.739   1.671   14.45   19.21
[2,] 382.834 585.773  63.191 57.087 144.579 34.305  49.797 1198.64 2363.16
[3,] 385.510  65.953 102.658 90.002 305.219 35.194 130.330 1090.62 1318.01
       [,98]
[1,]   10.12
[2,]  836.88
[3,] 1155.92
[1] "--- VAR model 2017-10-05 17:01:00  completed"
[1] "Completed training sample:  2017-10-05 17:01:00 - 2017-10-06 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 17:31:00 - 2017-10-06 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6086               0        -0.3983         4.1261
         -0.6082               0        -0.5689        -1.4726
         -0.3836               0        -0.2455        -0.7227
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         3.5534        0.76788          0.09766        -0.092237
         2.7641        0.07255          0.19254         0.003111
        -0.3711        0.08987          0.22058        -0.013532
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.15087         -0.41948          -0.6809           -2.913
         -0.03411         -0.03872           0.1370           -1.993
         -0.21124          0.02999           0.1000           -2.068
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.20533          -0.6367          -1.2625           -1.342
         -0.20054          -1.0950          -1.3053           -1.449
         -0.06112          -0.3462          -0.7376           -1.256
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.912           -3.036           -5.654           -2.996
           -2.273           -2.174           -4.935           -2.601
           -2.164           -2.480           -4.528           -2.934
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.08676          0.73826           -3.082          -0.8626
         -0.43839          0.10296            0.317          -0.3630
         -0.44709         -0.02168           -1.227           0.1189
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.30332          -1.8986          -0.8791           0.3196
          0.06078          -0.6391          -1.4582           1.6952
          0.22441           0.2618          -0.1966           1.0785
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           3.7789         -0.14881           4.4394       -0.2189286
          -1.5258         -0.09433          -0.7228       -0.0005451
          -0.5777         -0.03958          -1.1295       -0.0229686
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.5407           4.3979           3.3914          3.26237
           0.3496           0.8578           2.6901          3.25243
          -0.1678          -0.4261          -0.6271         -0.04759
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1225           0.3427           0.8863                0
           0.5381           0.4844           0.2384                0
          -0.1910          -0.6674           0.1497                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.45323                0          -0.3602          -1.1969
          0.10834                0           1.6028          -1.7405
          0.08462                0           1.2356           0.9399
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.8926         -0.22765           -1.937           0.2368
          -0.5017         -0.20878           -1.630           0.2956
          -0.6607         -0.08637           -1.694           0.1356
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.5023          -0.3119          -0.3878           0.4272
          -0.4141          -0.3387          -1.5294           0.3739
          -0.3994          -0.3207          -1.2054           0.2385
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2238           0.4067          0.17630          -2.0894
          -0.1498          -0.3551         -0.07281           0.6817
          -0.2149          -1.6558         -0.94864          -0.2817
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.6193         -0.03562          0.03696          -1.6867
          -0.2597          0.37989          0.14711          -2.7357
           0.1377         -0.07915          0.10796           0.4428
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1539           0.5625           0.1768           2.7674
          -0.2133          -1.4161           0.2622          -0.2873
          -0.3374          -0.7873           0.1790          -1.5968
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.1710         0.050692           1.7321                0
           0.1530        -0.092671           1.2467                0
          -0.4999        -0.006764          -0.7133                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.9929         -0.03895          -0.9302          -0.4656
           2.5654         -0.07945          -0.3438          -0.5143
          -0.4884         -0.03863          -0.3467          -0.2761
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2843          -0.9214          -0.4289          -1.3759
           0.3768          -0.9545          -0.2487          -0.9245
           0.1496          -0.5599          -0.1795          -0.5346
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.2367                0          -2.5079           0.7051
          -0.7555                0          -1.2787           0.4863
          -0.6424                0          -0.8155           0.3893
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.0304          -0.2650        -0.267932                0
          -1.2596          -0.1571        -0.001954                0
          -0.9151           0.2020        -0.482395                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5061          0.10875          -0.2435          -1.1454
           0.2481          0.02936          -0.3734          -1.2011
          -0.4645          0.01169          -0.4663          -0.5082
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.34837          0.09238          0.17330                0
          0.04365         -0.01542          0.20927                0
          0.05799          0.00816          0.07545                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5562        -0.022553           -1.493            113.7
          -0.7899         0.001846           -1.379            114.8
          -1.2009        -0.001344           -1.318            116.3
 rnd_95776.volume rnd_95787.volume
          -0.9109          -1.1885
          -3.6877          -0.5300
          -2.6368           0.1786
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.149 3.869 13.96 4.795 6.398 2.293 2.487 5.547 6.515 5.171 3.681
[2,] 5.178 3.879 13.99 5.865 7.619 2.294 2.499 5.550 6.515 6.508 4.209
[3,] 5.289 3.908 14.12 7.098 8.112 2.388 2.545 5.609 6.519 6.532 4.246
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.443 3.786 5.458 4.748 4.953 6.523 5.782 11.39 7.899 11.47 4.786
[2,] 5.507 3.803 5.880 5.060 5.264 7.100 7.135 11.80 8.415 11.62 4.878
[3,] 5.839 3.889 6.075 5.433 5.492 7.686 7.353 12.44 8.975 11.64 4.914
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.60  7.490 2.726  6.020 5.478 5.605 4.904 2.857 4.744 5.634 2.936
[2,] 20.53  8.419 2.730  7.502 7.539 5.623 6.224 2.882 5.758 5.902 2.981
[3,] 20.83 10.075 2.730 10.072 8.715 5.882 7.365 2.894 7.333 6.010 3.009
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.173 6.074 5.270 5.742 5.275 5.198 1.826 4.452 1.523 4.458 3.738
[2,] 6.786 6.984 6.508 5.939 5.593 5.382 1.829 4.657 1.523 4.826 5.279
[3,] 7.887 7.464 6.882 5.983 5.608 5.453 1.835 4.748 1.523 5.125 5.517
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.972 2.101 4.099 5.587 6.753 3.434 6.131 6.072 2.348 5.254 4.391
[2,] 4.207 2.166 5.397 5.604 6.754 3.509 7.376 6.326 2.450 6.520 5.788
[3,] 4.334 2.186 5.849 5.725 7.018 3.587 8.013 6.750 2.517 7.174 6.240
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.448 2.820 4.537 1.331 6.054 1.996 4.151 4.062 4.293 5.365 2.103
[2,] 4.920 4.943 4.622 1.333 6.300 2.020 4.263 4.066 5.088 6.912 2.114
[3,] 5.569 5.863 4.628 1.335 7.036 2.024 4.618 4.083 5.251 7.009 2.118
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.000 4.122 5.355 2.270 4.871 5.291 6.568 6.684 6.651 5.408 4.527
[2,] 6.351 4.122 7.010 2.276 5.030 5.299 6.838 7.677 7.087 7.064 6.247
[3,] 6.536 4.145 7.719 2.283 5.067 5.390 6.998 7.780 7.440 7.150 6.669
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.671 4.162 3.479 5.528 3.334 3.254 2.030 4.834 3.956 9.122 9.131
[2,] 1.683 5.426 3.688 6.201 3.358 3.453 2.040 5.433 3.967 9.256 9.187
[3,] 1.711 7.030 3.784 7.329 3.393 3.613 2.041 5.473 3.984 9.402 9.536
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 1.519 1.762 2.856 3.116 3.727 2.861 1.125 11.54 13.98  7.736
[2,] 2.244 3.139 2.898 3.141 3.770 2.871 1.149 13.16 18.18  8.669
[3,] 2.724 3.144 2.959 3.155 4.034 2.876 1.302 14.34 19.21 10.640
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   6.539  4.913  17.73   6.089   8.125   2.912  3.158   7.044  8.272
[2,] 111.198 54.798 203.00 682.241 835.520  15.629 49.116  38.181 21.695
[3,] 216.846 96.785 378.49 807.209 562.115 133.754 96.743 164.426 44.779
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]   6.567   4.674   5.642   4.808   6.93   6.029   6.289   8.283
[2,] 798.081 412.363 656.916  72.375 442.14 353.683 360.000 566.321
[3,] 111.461 111.628 392.129 163.879 308.20 399.656 316.758 594.637
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]    [,24]  [,25]    [,26]
[1,]   7.343  14.47  10.03  14.56   6.078   16.01    9.511  3.462    7.645
[2,] 844.166 620.28 585.84 377.24 190.404 3271.95  776.660 29.283  903.870
[3,] 358.697 795.56 630.10 149.78 119.589  709.60 1117.401 10.125 1357.193
        [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    6.956   7.117   6.227  3.628   6.024   7.154   3.728   7.839
[2,] 1046.129  90.786 773.848 76.705 659.206 354.959 104.629 568.975
[3,]  882.955 348.863 795.417 53.277 917.099 229.271  82.135 811.673
       [,35]   [,36]   [,37]   [,38] [,39]  [,40]   [,41] [,42]   [,43]
[1,]   7.713   6.692   7.291   6.698   6.6  2.319   5.654 1.934   5.661
[2,] 696.147 770.999 307.048 375.729 282.3 20.822 276.104 3.045 373.194
[3,] 531.623 452.011 145.465  82.927 177.4 28.275 186.699 8.834 348.480
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]   [,51]  [,52]
[1,]   4.747   5.044   2.668   5.205   7.095   8.575   4.36   7.785   7.71
[2,] 752.812 279.664 106.015 708.940  87.131  26.640 146.59 828.167 358.16
[3,] 323.270 210.474  59.214 455.741 236.657 385.634 150.34 632.544 475.77
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]
[1,]   2.982   6.672   5.576   5.648   3.581   5.761  1.691   7.687  2.534
[2,] 140.993 779.502 761.453 424.745 819.681 177.842 14.457 352.375 62.981
[3,] 116.883 604.448 471.194 526.989 637.042  46.692 15.267 632.640 27.399
       [,62]  [,63]   [,64]   [,65]  [,66]   [,67]  [,68] [,69]  [,70]
[1,]   5.271  5.159   5.452   6.813  2.671   6.349  5.234   6.8  2.883
[2,] 195.751 36.118 551.556 879.972 42.831 790.899  6.484 913.5 31.763
[3,] 358.648 74.948 262.158 235.219 25.927 311.555 89.053 652.6 37.449
       [,71]   [,72]  [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   6.185   6.719   8.34   8.488   8.446   6.868   5.748  2.122   5.286
[2,] 253.191  58.535 384.55 762.399 494.311 917.630 869.366 39.997 702.929
[3,] 124.436 199.264 300.05 255.021 457.488 224.024 471.864 62.544 902.676
       [,80]  [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87] [,88]
[1,]   4.417   7.02  4.234   4.132  2.577   6.138  5.024  11.58  11.6
[2,] 247.684 567.55 81.789 233.287 42.182 501.116 59.379 317.20 205.3
[3,] 170.854 788.98 97.968 214.762  8.971 132.402 74.367 333.03 515.7
       [,89]   [,90]   [,91]  [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   1.929   2.238   3.627  3.957   4.733  3.633   1.429   14.66   17.75
[2,] 333.483 524.662  99.986 79.554 113.711 47.373  47.395 1278.43 2347.12
[3,] 311.859  33.935 120.725 60.574 289.816 34.548 123.592 1147.68 1254.78
        [,98]
[1,]    9.824
[2,]  789.817
[3,] 1245.989
[1] "--- VAR model 2017-10-05 17:31:00  completed"
[1] "Completed training sample:  2017-10-05 17:31:00 - 2017-10-06 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 18:01:00 - 2017-10-06 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2107       -0.170016        0.06386        -0.2427
         -0.3598       -0.081324        0.17315        -1.8732
         -0.1660        0.007609        0.06262        -0.5495
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         2.0935        0.31150           0.3162                0
         0.7112        0.10428           0.4325                0
        -1.6684        0.09315           0.4929                0
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.11926          -0.1331           0.4194          -0.7039
          0.04417           0.6546           0.2744          -0.8169
          0.09243          -0.4156           0.1091          -0.6968
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2591           0.3476          -1.2423           -1.646
           0.4287           0.5370          -0.4234           -1.205
           0.3803           0.9409          -0.3260           -1.514
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.2327          -0.8454            1.143          -0.9059
          -0.3454          -1.1035            3.490          -0.9896
          -0.2354          -0.7680            2.739          -1.2606
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.4673          0.02081          -3.1265          -0.1797
          -0.2599          0.29856          -1.0311          -1.2254
          -0.4404          0.04438          -0.7288          -0.7688
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
      -0.04132372          -0.8277          -3.4342           0.9011
       0.00103564          -1.3018           0.1621           0.5087
       0.00003941          -0.4112          -1.2959           0.3808
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.7360          0.09736          1.78215           0.8288
          -1.4440         -0.03779         -3.13301           0.3881
          -0.6935         -0.01099          0.04252           0.2588
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.3729           3.7223            1.261            1.059
          -0.1251          -1.9001            1.209            2.451
          -0.1863          -0.1506           -1.996           -1.429
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3577           0.1008          0.38509          0.20675
          -0.3539           0.4725          0.09281          0.01347
          -0.0713           1.4921          0.05426          0.01174
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -0.7481           0.5082
                0                0           0.9919          -0.9508
                0                0           0.4644           0.8481
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.03541          0.07505          -0.5544           0.8277
         -0.41642         -0.13979          -0.2928           0.6566
         -0.20511         -0.07649          -0.6337           0.2336
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.496          -0.8464          -1.4493          0.92240
            1.966          -0.1117          -0.8611         -0.23943
            1.009          -0.1160           1.6307         -0.09076
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.12073          -2.1923         -0.08058            3.540
         -0.37446          -2.2292         -1.16194           -1.242
          0.04257           0.3077         -0.49772           -1.383
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.2561         -0.18664         0.094773            4.153
           0.3524          0.11500         0.009084            1.801
          -1.3959         -0.04217        -0.001328           -0.619
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.18171           0.9095        -0.057864          -1.0034
         -0.06845           1.5615        -0.053755           1.8512
         -0.23857           0.8638        -0.005523           0.7269
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.9587                0          -0.4760        -0.008222
           1.1291                0          -0.1851         0.203536
           1.0055                0           1.3683         0.137590
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.3797        -0.007689         -0.30514          -0.1598
          -1.0376        -0.007474         -0.44063          -0.4004
           1.3658         0.098430         -0.07043          -0.1691
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.2798          -0.1801          -0.6541          -1.6500
          -0.3852          -0.6630          -0.5485          -0.5490
          -0.1342          -0.6649          -0.4201          -0.7031
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -3.25795                0          -2.1225          0.23444
         -0.01005                0          -1.5984          0.07004
         -0.69453                0          -0.4543          0.04644
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.3801          0.91115           0.5849                0
          -2.7428          0.68000          -0.2893                0
          -0.3064          0.03349          -0.5020                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.78046        -0.191045          -0.2007          -0.8282
          0.04829        -0.077799          -0.7268          -0.6041
          1.20336         0.005188          -0.4230           0.1576
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.07194                0           -1.140            110.4
          1.96350                0           -1.002            111.6
          1.08968                0           -1.048            110.7
 rnd_95776.volume rnd_95787.volume
          -6.1974           0.5035
           2.0665          -1.7209
          -0.3754          -0.3832
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.772 3.596 12.72 4.453 5.754 2.040 2.313 5.038 6.233 4.816 3.497
[2,] 4.782 3.610 12.78 5.521 6.766 2.041 2.317 5.040 6.236 6.055 3.959
[3,] 4.856 3.630 12.98 6.732 7.232 2.139 2.368 5.126 6.242 6.076 4.008
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.223 3.435 5.270 4.518 4.788 6.299 5.415 11.32 7.590 10.09 3.981
[2,] 5.356 3.435 5.746 4.866 5.105 6.692 6.929 11.73 8.131 10.27 4.025
[3,] 5.650 3.470 5.960 5.227 5.352 7.235 7.120 12.27 8.670 10.35 4.026
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.36 7.076 2.401 5.503 5.347 5.351 4.566 2.608 4.191 5.215 2.839
[2,] 19.83 7.611 2.402 6.529 7.030 5.380 5.858 2.622 5.272 5.383 2.883
[3,] 20.11 9.897 2.402 9.700 8.366 5.614 6.906 2.650 6.834 5.449 2.910
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.710 5.569 4.881 5.638 4.503 5.017 1.768 3.980 1.485 4.223 4.239
[2,] 6.486 6.542 6.132 5.803 5.085 5.161 1.772 4.107 1.485 4.633 5.560
[3,] 7.482 6.944 6.595 5.831 5.112 5.209 1.774 4.179 1.486 4.908 5.878
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.933 2.002 3.894 5.153 6.549 3.084 5.657 5.812 2.197 4.924 4.145
[2,] 4.156 2.076 5.220 5.154 6.549 3.146 6.969 6.071 2.292 6.162 5.352
[3,] 4.260 2.101 5.755 5.224 6.751 3.222 7.583 6.404 2.361 6.808 5.819
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.263 2.611 4.271 1.212 5.290 1.887 3.902 3.921 4.102 5.044 1.789
[2,] 4.695 4.695 4.320 1.218 5.503 1.913 3.995 3.924 4.861 6.528 1.795
[3,] 5.363 5.539 4.320 1.218 6.207 1.919 4.337 3.931 5.015 6.614 1.795
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.667 4.092 5.066 1.995 4.655 4.821 6.283 6.010 5.983 5.234 3.786
[2,] 5.950 4.092 6.699 1.995 4.662 4.824 6.472 7.186 6.165 6.863 5.855
[3,] 6.065 4.113 7.365 1.995 4.718 4.918 6.594 7.218 6.350 6.915 6.291
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.570 3.832 3.122 4.943 2.959 3.063 1.877 3.840 3.577 8.877 8.481
[2,] 1.586 5.244 3.259 5.662 3.021 3.232 1.884 4.757 3.603 8.969 8.499
[3,] 1.605 6.758 3.317 6.965 3.110 3.426 1.884 4.841 3.621 9.082 8.707
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 1.320 1.438 2.396 2.599 3.588 2.711 1.046 11.85 13.39  7.394
[2,] 1.814 2.657 2.411 2.610 3.618 2.715 1.084 13.48 16.99  7.998
[3,] 2.242 2.663 2.427 2.610 3.887 2.720 1.194 14.62 18.07 10.523
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]   [,6]   [,7]    [,8]   [,9]
[1,]   6.06  4.566  16.15   5.655   7.306   2.59  2.937   6.398  7.915
[2,]  64.23 64.804 257.25 667.734 728.327  15.64 27.276  24.371 42.650
[3,] 173.12 77.684 459.74 787.965 522.283 130.56 99.627 191.606 53.055
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.115   4.441   5.363  4.362   6.692   5.737   6.081   7.999
[2,] 751.029 379.899 673.948  8.526 468.328 369.510 362.006 461.930
[3,] 101.926 126.885 367.870 99.889 323.728 390.533 328.774 562.868
       [,18]  [,19]   [,20]  [,21]   [,22]   [,23]    [,24]  [,25]
[1,]   6.877  14.38   9.638  12.82   5.056   13.15    8.985  3.049
[2,] 884.413 624.66 596.417 391.95 120.730 3459.23  573.548 12.543
[3,] 334.945 741.58 615.717 251.35  23.870  689.60 1294.280  2.447
        [,26]  [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]    6.988   6.79   6.795   5.798  3.311   5.322   6.623   3.605
[2,]  718.923 933.67 113.030 750.557 55.893 654.199 272.824 102.694
[3,] 1467.559 927.53 328.240 748.481 78.778 889.469 173.036  81.605
       [,34]   [,35]   [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   7.251   7.072   6.198   7.16   5.718   6.371  2.245   5.054  1.886
[2,] 629.097 702.037 759.227 281.03 483.513 247.403 23.634 206.848  1.806
[3,] 763.163 476.747 496.902 116.67 106.196 144.711 20.621 158.017 11.904
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   5.362   5.383   4.995   2.542   4.945   6.543   8.316   3.916
[2,] 389.769 736.065 274.887 112.714 711.072  26.414   6.789 127.829
[3,] 331.327 390.384 190.915  65.176 495.522 173.658 335.164 141.716
       [,51]   [,52]  [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   7.184   7.381   2.79   6.252   5.263   5.413   3.316   5.424  1.540
[2,] 832.670 358.847 133.69 758.023 692.593 402.645 798.215 132.497 23.804
[3,] 611.255 417.118 116.00 592.310 467.328 530.059 601.067   6.420  3.682
       [,60]  [,61]   [,62]  [,63]   [,64]   [,65]  [,66]   [,67]  [,68]
[1,]   6.717  2.396   4.955  4.979   5.209   6.405  2.272   5.926  5.196
[2,] 310.572 64.020 174.969 32.683 533.716 847.682 29.202 755.004  5.347
[3,] 587.407 32.559 345.307 47.885 252.270 217.226  3.634 240.517 85.287
       [,69] [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   6.434 2.534   5.911   6.122   7.979   7.632   7.598   6.647   4.808
[2,] 896.491 3.719  51.808  33.196 317.145 805.853 303.917 907.997 913.709
[3,] 626.121 3.645 148.158 195.953 258.116 139.599 311.787 173.623 470.821
      [,78]   [,79]   [,80]   [,81]   [,82]  [,83]  [,84]   [,85]  [,86]
[1,]  1.993   4.866   3.965   6.277   3.758   3.89  2.383   4.876  4.543
[2,] 46.066 732.423 190.837 564.967 124.584 211.01 34.944 574.443 88.515
[3,] 50.724 872.038 126.561 829.790 151.204 232.37  5.215 184.324 73.468
      [,87]  [,88]   [,89]   [,90]  [,91]  [,92]   [,93]  [,94]   [,95]
[1,]  11.27  10.77   1.676   1.827  3.042  3.301   4.556  3.442   1.328
[2,] 262.34 116.06 254.410 456.951 54.884 47.034  96.323 31.050  57.969
[3,] 292.06 386.73 269.751  36.350 58.336  7.251 290.446 34.732 102.384
       [,96] [,97]    [,98]
[1,]   15.05    17    9.389
[2,] 1313.56  2139  623.615
[3,] 1161.99  1261 1399.028
[1] "--- VAR model 2017-10-05 18:01:00  completed"
[1] "Completed training sample:  2017-10-05 18:01:00 - 2017-10-06 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 18:31:00 - 2017-10-06 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.08292         0.03776        -1.0947         -1.721
        -0.21586         0.02751        -0.7096         -3.190
        -0.03073         0.00504        -0.3412         -1.015
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         3.5232        0.06107           0.7027          0.23016
        -0.6108        0.27961           0.2553          0.22530
        -2.2497        0.18396           0.3701          0.03356
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.3883          -0.2179           0.9287            1.103
           0.3567          -0.0983           0.7427            0.802
           0.1347           0.7532           0.7403            1.235
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2226           1.7588           0.6753          -1.7477
           0.2184          -0.1283          -0.2885          -0.8967
           0.1425           0.1853          -0.1949          -1.3149
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.9166          -3.8669           -5.374           -2.831
          -0.5485          -0.9412           -3.853           -2.094
          -0.6884          -1.0980           -3.503           -1.890
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -1.3524           0.7532           -3.743          -2.3500
          -1.4095           0.4765           -3.143          -0.7118
          -0.7858           0.1542           -2.807          -1.7218
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.006441          -3.2981           -4.590            0.862
         0.064743          -0.9941           -1.641            1.029
        -0.001859          -1.6151           -1.064            0.718
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.677          0.14167            1.511           0.2379
           -2.655          0.14089           -4.358           0.4593
           -1.122          0.06141           -1.298           0.1460
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.7840            2.923           3.1995            2.212
          -0.3693           -2.494          -0.1825            1.238
          -0.3269           -1.236          -2.7691           -2.501
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.10532          -0.1125                0                0
         -0.17895          -0.1589                0                0
          0.04787           0.3470                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -2.0269           0.8845
                0                0           2.2211          -1.2551
                0                0          -0.2156           2.4595
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4764         -0.02243          0.09455         -0.30460
          -0.6201         -0.28803         -0.60732         -0.12128
          -0.4288         -0.04385         -0.50424         -0.04526
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.1191          -0.6334         -0.68528           0.4102
           0.4137          -0.2222          0.07312           0.6984
           0.6341          -0.2573         -0.03409           0.1043
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         0.075083          -0.7029          -0.6773          -0.4929
        -0.067134          -0.6036          -0.3219          -0.3464
         0.008374           0.1077          -0.1359          -0.3032
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.0398           0.2774         0.097361           0.2170
          -1.2139          -0.1592         0.006938           1.4722
          -0.2242           0.1696         0.114798          -0.9366
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5017          0.05123         -0.05676           1.7924
           0.6683          0.75058          0.01818          -0.2379
           0.5881         -0.20132          0.15495           1.1495
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.6093                0           0.4312         -0.05519
          -0.8413                0           0.3911         -0.03717
           1.6193                0           0.1301         -0.15277
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.8859         -0.31978          -0.3261         -0.03090
           2.1012          0.02014          -0.2883         -0.45116
          -0.5769          0.06286          -0.3161         -0.06974
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.10120          -1.6228          0.21133          -2.0538
          0.44344          -0.2026         -0.01166          -0.1052
          0.07136          -0.5298          0.01828          -0.4141
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.8559                0        -0.575942          0.06651
          -0.8021                0        -2.289100         -0.05151
          -0.3082                0        -0.009941         -0.17823
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.6426         -0.00441         -0.52951        0.0374027
          -1.8551          0.02286         -0.17580        0.0038760
          -0.4618         -0.25107         -0.05583        0.0001249
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.9059         0.034254          0.06171           -1.355
           0.1675         0.027189          0.12921           -1.508
           0.1078         0.005291          0.10255           -1.232
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2157        -0.048872          -0.3036            113.3
           0.1081         0.002713          -0.4638            109.4
           0.3021        -0.003374          -0.2435            109.5
 rnd_95776.volume rnd_95787.volume
          -2.5503          -2.7343
          -0.1695          -0.7662
          -3.0792          -1.5498
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.499 3.388 11.75 4.140 5.526 1.748 2.173 4.625 5.702 4.470 3.265
[2,] 4.503 3.405 11.80 5.139 6.436 1.752 2.179 4.626 5.709 5.601 3.651
[3,] 4.529 3.413 11.94 6.362 6.887 1.819 2.225 4.696 5.731 5.613 3.709
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.042 3.191 4.996 4.219 4.724 6.051 5.195 10.42 6.578 9.424 3.665
[2,] 5.093 3.191 5.436 4.464 5.024 6.428 6.590 11.53 7.629 9.635 3.733
[3,] 5.389 3.206 5.596 4.769 5.269 6.938 6.774 12.00 8.075 9.693 3.742
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.574 6.438 2.211 5.105 5.082 5.000 4.262 2.463 3.976 4.694 2.703
[2,] 18.688 7.062 2.212 6.168 6.519 5.047 5.445 2.470 5.049 4.860 2.744
[3,] 19.020 9.419 2.212 9.399 7.968 5.283 6.527 2.493 6.474 4.923 2.771
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.372 5.294 4.635 4.705 4.218 4.596 1.622 3.266 1.382 3.859 4.072
[2,] 6.124 6.133 5.710 4.717 4.728 4.627 1.627 3.312 1.382 4.282 5.266
[3,] 6.883 6.503 6.135 4.717 4.752 4.627 1.629 3.329 1.382 4.596 5.580
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.630 1.933 3.626 4.656 6.161 2.892 5.052 5.442 2.080 5.088 4.163
[2,] 3.800 1.989 4.679 4.662 6.165 2.951 6.070 5.739 2.140 6.014 5.040
[3,] 3.897 2.015 5.114 4.729 6.321 3.013 6.545 6.061 2.198 6.523 5.394
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.819 2.422 3.951 1.133 4.671 1.868 3.611 3.599 3.872 4.748 1.590
[2,] 4.351 4.611 4.005 1.138 4.853 1.928 3.694 3.599 4.496 5.950 1.594
[3,] 5.019 5.168 4.006 1.138 5.717 2.013 4.015 3.604 4.614 6.029 1.594
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.194 3.645 4.691 1.729 4.338 4.571 5.768 5.703 5.221 4.936 3.262
[2,] 5.375 3.651 6.300 1.787 4.342 4.572 5.830 6.770 5.239 6.774 5.621
[3,] 5.487 3.653 6.888 1.825 4.369 4.623 5.850 6.793 5.264 6.815 5.997
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.363 3.341 2.879 3.950 2.745 2.842 1.778 3.371 3.380 8.504 7.711
[2,] 1.368 4.879 2.983 4.747 2.831 2.978 1.787 4.553 3.405 8.588 7.712
[3,] 1.372 6.329 3.011 6.357 2.943 3.150 1.787 4.640 3.414 8.720 7.857
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.168 1.131 1.977 2.068 3.361 2.575 0.9398 10.63 12.41 6.705
[2,] 1.536 2.030 1.979 2.075 3.397 2.579 0.9801 11.52 15.38 7.444
[3,] 1.792 2.036 1.990 2.077 3.583 2.586 1.0483 12.23 16.25 9.949
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]  [,6]   [,7]    [,8]   [,9]
[1,]  5.713  4.302  14.91   5.257   7.017  2.22  2.759   5.873  7.241
[2,] 36.971 65.876 231.17 599.115 648.940 21.08 32.650  25.715 55.289
[3,] 95.631 47.637 350.79 737.694 482.040 96.19 88.750 158.165 98.204
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.676   4.146   5.132  4.052   6.344   5.357   5.999   7.684
[2,] 663.978 321.173 609.503  4.657 421.617 287.303 336.429 426.523
[3,]  72.827 128.798 346.545 61.312 261.307 329.936 312.808 513.934
       [,18]  [,19]   [,20]  [,21]   [,22]   [,23]    [,24]  [,25]
[1,]   6.596  13.23   8.353  11.97   4.653   12.16    8.176  2.807
[2,] 797.762 970.09 760.119 395.32 139.747 3157.13  571.013 12.954
[3,] 308.276 655.46 520.821 208.07  50.777  697.05 1225.847  3.870
        [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]
[1,]    6.482   6.453   6.349   5.412  3.127   5.048   5.961  3.433
[2,]  681.050 803.130 135.563 666.638 37.621 612.217 248.076 93.007
[3,] 1395.182 901.418 307.151 708.069 65.894 797.159 154.571 75.058
       [,34]   [,35]   [,36]  [,37]   [,38]   [,39] [,40]   [,41] [,42]
[1,]   6.822   6.722   5.886  5.975   5.356   5.836  2.06   4.147 1.755
[2,] 578.280 609.021 655.967 65.873 420.427 105.213 23.95 107.806 7.457
[3,] 618.342 425.556 441.112  4.765  93.626   4.768 17.96  66.836 2.764
       [,43]   [,44]  [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.901   5.171   4.61  2.455   4.604   5.912   7.824   3.672   6.415
[2,] 364.868 656.925 221.06 92.430 581.885  45.509  41.240 116.337 661.936
[3,] 328.843 362.745 170.03 62.974 405.805 156.424 274.949 118.882 481.778
      [,52]  [,53]   [,54]   [,55]  [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   6.91  2.641   6.461   5.286   4.85   3.076   5.017  1.438   5.931
[2,] 358.64 98.745 630.622 558.923 410.08 771.844 129.172 21.725 259.050
[3,] 383.34 98.853 497.203 377.836 492.03 458.986  17.992  1.920 594.673
       [,61]   [,62]  [,63]   [,64]   [,65]  [,66]   [,67]  [,68]   [,69]
[1,]   2.372   4.586  4.571   4.917   6.029  2.019   5.326  4.629   5.957
[2,]  93.867 153.263  4.657 449.480 705.434 22.410 661.094 39.740 827.350
[3,] 114.470 309.386 34.483 203.727 191.451  4.585 217.928 26.901 547.739
      [,70]  [,71]   [,72]   [,73]   [,74]  [,75]   [,76]   [,77]  [,78]
[1,]  2.195  5.508   5.805   7.325   7.242   6.63   6.268   4.143  1.731
[2,] 88.799 38.521  10.329 166.152 717.823  85.35 912.778 900.569 23.822
[3,] 73.244 95.239 135.313  96.986 108.755 100.74 146.408 410.911 21.193
       [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86] [,87]
[1,]   4.242   3.655   5.015   3.485   3.608  2.258   4.281  4.291  10.8
[2,] 699.516 153.631 517.901 136.592 175.495 36.285 602.021 81.506 235.4
[3,] 793.041  81.106 831.838 158.062 201.639  2.135 175.303 48.155 297.3
       [,88]   [,89]   [,90]  [,91]  [,92]   [,93] [,94]  [,95]  [,96]
[1,]   9.792   1.483   1.436  2.511  2.626   4.268  3.27  1.193  13.49
[2,]  24.698 196.279 331.635 14.646 34.454  97.535 28.24 54.727 873.64
[3,] 295.636 181.454  31.604 42.012 15.025 224.392 35.08 73.127 810.66
       [,97]    [,98]
[1,]   15.76    8.514
[2,] 1786.72  636.072
[3,] 1031.71 1298.634
[1] "--- VAR model 2017-10-05 18:31:00  completed"
[1] "Completed training sample:  2017-10-05 18:31:00 - 2017-10-06 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 19:01:00 - 2017-10-06 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1048               0        0.08680         2.2006
          0.1422               0       -0.07107        -0.4351
          0.0859               0       -0.19861        -1.2951
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         1.0851              0           0.5871           0.4635
         1.3332              0           0.4236           0.5871
        -0.3043              0           0.1488           0.2263
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1300         0.946405           2.4544           1.0532
           0.7415         0.009334           0.6592          -0.3963
           0.6136         1.721837           0.5081           0.7606
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2234            3.680           2.4094          -1.3424
           0.3577            1.208           0.7379          -0.9604
           0.1481            1.539           0.3228          -0.2025
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.2272          -0.4247           -2.760           -2.595
           1.1276           0.3502           -2.379           -1.707
           0.1195           0.1243           -1.667           -1.012
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.2118          0.22467           -4.587          0.59041
          -0.4642          0.11223           -0.161         -1.84519
          -0.6284          0.06665           -1.006          0.06734
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -0.4152          -0.1786            1.660
                0          -1.6838          -1.2031            1.332
                0           0.2725          -0.9084            1.013
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           2.1882          0.25079           1.9677          -0.2193
          -0.4409          0.22170          -0.3437          -0.5592
          -1.3593          0.08622          -0.8862          -0.1928
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.07895          0.28837           1.3059           2.6773
          0.21849          0.01759           1.7048           1.0193
          0.02101         -0.25371          -0.3482           0.1494
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.11484          0.47351                0                0
          0.01487         -0.03202                0                0
          0.03998          0.20543                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           0.5682          -2.3216
                0                0           0.9233           1.4243
                0                0           1.3973          -0.7024
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4190         -0.08903           0.2829          0.05558
          -0.2288         -0.08574          -1.3596         -0.22675
          -0.1158         -0.20997           1.0055         -0.14047
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.4195         -0.28479          2.76745           0.9909
           0.8154         -0.08597          0.04362           1.4253
           0.8681         -0.29928         -1.25142           1.6624
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.27365           0.9903         -0.56790           0.4376
          0.14157           1.0521          1.49267           1.6950
          0.06464          -0.3036         -0.04403           0.5815
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.4036          0.09969         0.160512         -0.68690
          -0.4143          0.20534         0.017747          0.46573
           1.6194          0.02177        -0.001553          0.02355
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.03031          0.03734        -0.071086           1.2826
         -0.08437         -0.05370         0.062056          -0.9003
         -0.02164          0.05735        -0.002436           0.3484
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3229          0.04562         -0.08566           0.1619
          -0.3871          0.04425          0.56061           0.2600
           0.2124         -0.02744         -0.42164           0.2690
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6549          0.00000         -0.05708         -0.20138
           1.1619         -0.01016          0.14407          0.18096
          -0.7001          0.06554          0.23198          0.06636
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2773          1.47758        -0.103604           2.2917
           0.2572         -0.03887        -0.112348          -0.3141
           0.2840          0.46498        -0.003144           0.5386
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.5861                0          -0.7018         -0.01875
           0.6431                0           2.3506         -0.10231
           0.1186                0          -0.4330         -0.04724
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -1.13992           0.3851         -0.23516         0.054426
          1.73947           0.4101          0.84300         0.004217
          0.03402           0.9582          0.05125        -0.002753
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.5678                0          -0.3670          -1.0762
           0.5713                0          -0.3099          -0.9412
          -0.1311                0          -0.1397          -0.7398
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3607                0         -0.26478            129.4
           0.2181                0         -0.03321            129.7
           0.1635                0         -0.08688            125.2
 rnd_95776.volume rnd_95787.volume
           0.7089           0.5621
          -0.9771          -1.9211
          -1.4750           0.2835
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.077 3.269 10.29 3.940 5.141 1.566 2.046 4.273 5.351 4.182 3.070
[2,] 4.077 3.296 10.33 4.943 6.006 1.573 2.052 4.282 5.352 5.136 3.441
[3,] 4.096 3.304 10.41 6.120 6.410 1.619 2.094 4.346 5.370 5.150 3.497
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.722 2.963 4.633 3.886 4.547 5.816 5.016 10.31 6.220 8.469 3.407
[2,] 4.700 2.963 5.072 4.104 4.864 6.073 6.232 11.34 7.244 8.654 3.452
[3,] 4.936 2.981 5.218 4.414 5.121 6.611 6.372 11.82 7.652 8.793 3.469
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.952 6.194 1.948 4.711 4.785 4.579 4.001 2.330 3.678 4.162 2.597
[2,] 17.036 6.766 1.948 5.817 6.228 4.633 5.182 2.336 4.703 4.238 2.617
[3,] 17.306 8.752 1.948 8.636 7.516 4.832 6.200 2.375 6.102 4.242 2.656
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.055 5.130 4.483 4.262 3.899 4.128 1.509 3.046 1.207 3.604 3.797
[2,] 5.791 5.967 5.290 4.266 4.469 4.166 1.510 3.077 1.210 4.072 4.896
[3,] 6.501 6.314 5.763 4.266 4.494 4.166 1.512 3.103 1.212 4.365 5.185
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.404 1.782 3.286 4.162 5.844 2.697 4.579 5.029 1.928 4.528 3.941
[2,] 3.547 1.821 4.387 4.168 5.846 2.740 5.607 5.220 1.998 5.540 4.746
[3,] 3.626 1.837 4.741 4.274 5.949 2.797 6.003 5.533 2.032 5.840 5.061
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.566 2.327 3.601 1.077 4.329 1.620 3.327 3.422 3.471 4.304 1.442
[2,] 4.051 4.342 3.631 1.083 4.484 1.634 3.402 3.427 4.009 5.323 1.443
[3,] 4.847 4.886 3.632 1.083 5.195 1.635 3.681 3.427 4.121 5.375 1.445
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.452 3.319 4.491 1.621 3.952 4.218 5.436 5.379 4.704 4.502 2.870
[2,] 4.927 3.321 5.856 1.708 3.954 4.219 5.488 6.334 4.742 6.383 5.226
[3,] 5.020 3.327 6.322 1.729 3.965 4.245 5.532 6.358 4.768 6.424 5.560
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.204 3.071 2.621 3.443 2.682 2.744 1.640 3.371 3.264 7.928 7.413
[2,] 1.204 4.395 2.676 4.053 2.788 2.867 1.645 4.191 3.296 7.979 7.413
[3,] 1.207 5.944 2.678 5.764 2.884 3.014 1.647 4.231 3.307 8.089 7.585
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.083 1.012 1.756 1.835 3.059 2.266 0.9063 10.69 13.00 6.375
[2,] 1.399 1.815 1.756 1.837 3.096 2.266 0.9486 11.58 14.08 7.034
[3,] 1.624 1.823 1.765 1.837 3.265 2.267 1.0152 12.33 15.01 9.141
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]   [,6]   [,7]    [,8]   [,9]
[1,]  5.177  4.152  13.06   5.003   6.529  1.989  2.599   5.426  6.795
[2,] 15.844 83.879 194.66 602.749 626.762 30.456 31.416  58.469 21.521
[3,] 78.918 47.687 257.94 728.390 452.295 77.169 84.526 149.144 88.650
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   5.311   3.898   4.726  3.763   5.883   4.934   5.774   7.386   6.37
[2,] 601.985 314.033 579.444  2.969 416.621 266.762 348.508 352.714 746.55
[3,]  75.639 125.608 304.330 66.795 247.725 328.136 323.723 527.587 268.55
      [,19]   [,20]  [,21]   [,22]   [,23]    [,24] [,25]    [,26]   [,27]
[1,]  13.09   7.898  10.75   4.327   11.37    7.865 2.474    5.983   6.076
[2,] 954.58 749.889 358.96 111.334 2926.08  549.897 4.359  688.809 804.902
[3,] 671.95 497.213 314.66  70.283  615.92 1120.712 2.133 1288.566 849.457
       [,28]  [,29]  [,30]  [,31]   [,32]  [,33]  [,34]   [,35]   [,36]
[1,]   5.814   5.08  2.959   4.67   5.285  3.298   6.42   6.515   5.693
[2,] 143.212 664.98 34.313 591.92 161.946 64.511 570.47 615.172 567.126
[3,] 276.899 687.17 86.259 784.92  39.065 91.082 596.44 416.519 461.296
      [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  5.412   4.951   5.241  1.916  3.868  1.533   4.576   4.822   4.323
[2,] 37.135 441.180 113.273 14.123 88.272 17.370 382.753 623.880 201.514
[3,]  7.248  94.458  10.415 12.970 80.785 13.185 317.335 344.855 151.765
      [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]   [,53]  [,54]
[1,]  2.263   4.173   5.285   7.422   3.424   5.815   6.386   2.448   5.75
[2,] 75.395 586.872  46.883  23.137  98.046 653.345 282.669 106.054 644.18
[3,] 49.413 362.536 190.557 223.512 113.118 432.766 370.463  74.802 373.47
       [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   5.004   4.528   2.954  4.573  1.367   5.498  2.057   4.225  4.346
[2,] 534.064 388.255 740.202 93.523 24.056 235.970 43.545 143.903 37.466
[3,] 354.559 537.188 452.245 22.039  2.366 529.364 14.383 283.380  7.683
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]   [,70]  [,71]  [,72]
[1,]   4.408   5.466  1.831   5.653  4.215   5.703   2.059  5.019  5.356
[2,] 404.794 632.321 13.359 426.122 23.674 758.675 108.496 23.817 19.008
[3,] 192.609 150.448 12.961 194.930 39.116 481.145  54.451 58.969 95.422
       [,73]  [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   6.903   6.83   5.973   5.717   3.644  1.529   3.899   3.329   4.372
[2,] 152.273 675.37 121.323 913.437 881.733  5.404 634.971 109.216 431.547
[3,] 141.248 111.56 100.032 146.951 383.369 17.798 807.863  17.210 827.397
       [,82]   [,83]  [,84]   [,85]  [,86]  [,87]   [,88]   [,89]   [,90]
[1,]   3.406   3.484  2.082   4.281  4.145  10.07   9.413   1.375   1.285
[2,] 153.265 167.502 25.703 502.570 92.835 181.38  19.255 178.915 304.020
[3,] 149.017 187.716 16.827 117.119 54.385 269.07 323.951 166.290  34.447
      [,91]  [,92]   [,93]  [,94]  [,95]  [,96]  [,97]    [,98]
[1,]  2.230  2.330   3.884  2.878  1.151  13.57   16.5    8.095
[2,]  2.129 15.497  96.676  2.584 56.534 897.29 1093.7  600.276
[3,] 35.183  4.985 209.553 11.559 73.034 856.25 1049.9 1178.715
[1] "--- VAR model 2017-10-05 19:01:00  completed"
[1] "Completed training sample:  2017-10-05 19:01:00 - 2017-10-06 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 19:31:00 - 2017-10-06 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       0.0196738               0       -0.05282         1.7703
       0.0009817               0       -0.42848        -3.5157
       0.0014265               0       -0.13164        -0.8252
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.2267              0           0.4259        -0.009354
         1.0594              0           0.2288         0.166873
        -1.9249              0           0.2795        -0.008386
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6415           1.0857          1.04145          -0.4574
          -0.2139          -0.8226          0.18254           0.4020
           0.2996           0.8216         -0.09643          -0.4105
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.14240           0.5981           1.0092          1.08317
         -0.16196           0.9341          -0.0626          0.06648
         -0.05939          -0.2985          -0.1346          0.14398
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.0397          -2.2847           -3.010           -1.530
          -0.9577           0.3771           -2.504           -2.721
          -0.6702          -0.4573           -1.971           -1.468
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.2750           1.0000          -2.7639         -4.41650
          -0.1738           0.6433          -0.5828         -0.24142
          -0.2977           0.3428          -0.5559         -0.01618
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0          -4.8698          -1.4687           0.4549
                0          -0.3302          -2.7768           0.6691
                0          -0.4246           0.2315           0.5920
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           1.9463       0.00079712            1.948         -0.31360
          -4.0536       0.00003064           -1.718         -0.21374
          -0.3695       0.00012685           -2.380          0.02421
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2774           1.0632           -0.602           -2.403
           0.3545           0.6536            1.114            1.776
          -0.6034          -2.9353           -2.040           -1.267
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.09117           0.7920          0.86982                0
         -0.05991           0.5226          0.07186                0
          0.05902           0.4108          0.34351                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0          -0.9671           0.5614
                0                0          -0.1174          -1.8189
                0                0           0.4212           0.5712
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
        -0.025231           0.2055         -1.05507         -0.06303
         0.004571           0.3335         -0.08155          0.24321
        -0.126267           0.0472         -1.33038          0.07982
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         0.002334           0.4017         -0.85654            1.067
        -0.344516          -0.2875          0.03432            1.292
        -0.107189           0.0414          0.28266            1.134
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.47320          -3.2321         -2.31432          -0.2937
          0.07121           0.2892         -0.35020          -2.0712
         -0.09153          -0.2066          0.05932           0.3407
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.2888          0.45136        -0.118569           0.5095
          -2.1600         -0.07849         0.001909           1.4658
          -0.4318          0.22221        -0.041269          -2.1870
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.17054         -0.07494         0.094793          -0.3623
         -0.06463         -0.04421        -0.033140           0.5557
          0.17977         -0.19398        -0.006918           0.3089
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          2.09393                0           3.5928          0.01676
          0.11080                0          -0.1659         -0.05593
         -0.03987                0           0.3540          0.04819
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.9020         -0.05631         0.106237        0.0585189
           0.6206          0.40026        -0.028428       -0.0002836
           0.2813          0.01328         0.005677        0.0049138
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.15203          1.22654          0.06538          0.97255
          0.02103          0.59584          0.08550          0.11141
          0.02177          0.01975         -0.02828          0.03272
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.2221                0          -2.1256         -0.03371
           0.4041                0           1.0542         -0.10062
           0.1585                0           0.1086         -0.02010
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.0711            2.730         -0.87758          0.05520
           0.6322            1.899         -0.41579          0.04468
           1.1121            1.969          0.09492          0.06336
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.2550                0         -0.32919          -1.0158
          -0.3063                0         -0.10825          -1.0034
           0.3655                0         -0.06173          -0.7768
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3677                0          -0.4353            109.2
           0.3378                0          -0.2163            109.3
           0.5291                0          -0.1644            108.0
 rnd_95776.volume rnd_95787.volume
           1.0539         -4.69398
          -0.8304         -0.06576
          -1.1935         -0.13580
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.651 2.991 9.651 3.702 4.766 1.433 1.914 3.931 4.921 3.991 2.948
[2,] 3.656 3.029 9.701 4.763 5.526 1.438 1.918 3.935 4.922 4.858 3.238
[3,] 3.665 3.038 9.751 5.806 5.877 1.490 1.958 3.948 4.924 4.866 3.287
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.556 2.769 4.172 3.615 4.433 5.537 4.782 10.07 6.032 7.608 3.331
[2,] 4.437 2.769 4.437 3.831 4.735 5.821 5.912 10.88 7.016 7.610 3.380
[3,] 4.766 2.780 4.547 4.051 4.985 6.077 6.135 11.34 7.243 7.784 3.399
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.344 5.598 1.800 4.293 4.588 4.152 3.775 2.174 3.422 3.871 2.383
[2,] 14.953 6.100 1.800 5.293 5.871 4.191 4.939 2.175 4.421 3.921 2.394
[3,] 14.967 7.478 1.802 7.462 6.841 4.399 5.888 2.203 5.722 3.935 2.459
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.602 4.758 4.236 3.655 3.561 3.800 1.308 2.872 1.106 3.476 3.473
[2,] 5.357 5.466 4.914 3.659 4.049 3.817 1.309 2.912 1.106 3.898 4.661
[3,] 6.212 5.816 5.396 3.660 4.084 3.817 1.314 2.932 1.107 4.147 4.986
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.185 1.734 3.263 3.631 5.474 2.563 4.057 4.704 1.740 4.193 3.723
[2,] 3.283 1.739 4.300 3.631 5.474 2.611 5.015 4.901 1.820 5.048 4.413
[3,] 3.368 1.749 4.806 3.659 5.529 2.665 5.362 5.136 1.845 5.341 4.693
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.409 2.097 3.384 1.008 4.053 1.703 3.165 2.979 3.230 4.102 1.368
[2,] 3.858 4.065 3.404 1.010 4.197 1.771 3.245 2.987 3.718 4.991 1.373
[3,] 4.643 4.519 3.404 1.011 4.788 1.843 3.511 2.992 3.815 5.037 1.373
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.034 3.056 4.364 1.543 3.540 3.839 5.175 5.109 4.276 4.192 2.754
[2,] 4.516 3.058 5.620 1.609 3.547 3.839 5.224 5.878 4.330 5.973 5.025
[3,] 4.573 3.059 6.018 1.626 3.558 3.853 5.277 5.920 4.351 6.010 5.262
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.107 2.771 2.440 3.119 2.562 2.513 1.373 2.844 2.997 7.411 6.988
[2,] 1.108 3.948 2.490 3.712 2.655 2.635 1.375 3.861 3.040 7.457 6.989
[3,] 1.108 5.482 2.491 5.490 2.742 2.781 1.377 3.961 3.051 7.555 7.171
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.9926 0.9151 1.595 1.688 2.763 2.004 0.8834 11.17 12.40 5.644
[2,] 1.2742 1.6871 1.597 1.690 2.791 2.006 0.9322 12.29 13.54 6.203
[3,] 1.4818 1.7000 1.604 1.690 2.965 2.007 1.0107 13.27 14.39 7.660
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]  [,6]  [,7]   [,8]   [,9]
[1,]  4.636  3.798  12.25   4.701   6.052  1.82  2.43  4.992  6.250
[2,] 35.598 93.742 192.31 582.536 543.751 22.81 25.44 35.252  5.711
[3,] 51.584 45.434 191.15 645.196 388.867 76.14 76.05 61.744 30.989
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.068   3.743   4.516  3.516   5.298   4.591   5.629   7.031
[2,] 538.246 260.404 515.693  5.845 293.536 246.161 323.364 349.485
[3,]  55.823 110.355 338.487 47.083 193.115 256.103 303.439 338.970
       [,18]  [,19]   [,20]   [,21]  [,22]  [,23]   [,24]  [,25]    [,26]
[1,]   6.072  12.78   7.659   9.661   4.23   10.6   7.108  2.286    5.452
[2,] 675.576 801.90 696.602  37.387 110.74 2411.8 471.111  2.617  601.622
[3,] 319.280 623.05 349.690 318.004  69.98  129.4 840.627 12.934 1022.479
       [,27]   [,28]   [,29] [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.826   5.272   4.794  2.76   4.346   4.915   3.026   5.844   6.041
[2,] 712.068 110.510 619.070 16.39 543.942 121.542  43.310 532.904 523.247
[3,] 682.401 259.990 622.801 67.26 706.132  65.322 109.624 611.307 386.299
       [,36]  [,37]   [,38]  [,39]  [,40]  [,41] [,42]   [,43]  [,44]
[1,]   5.379  4.642   4.522  4.825  1.661  3.647 1.404   4.414   4.41
[2,] 484.337 34.328 374.508 70.773  9.603 93.286 5.986 342.786 604.22
[3,] 433.406 12.095 104.646  5.351 22.393 66.647 5.957 275.308 344.01
       [,45]  [,46]   [,47]  [,48]  [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   4.045  2.202   4.143  4.611   6.95   3.254   5.152   5.973   2.21
[2,] 154.162 23.157 544.229  8.853  19.85  97.394 573.120 267.703 103.68
[3,] 146.737 37.519 417.483 87.293 151.38 103.589 368.710 298.306  59.02
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   5.324   4.727   4.329   2.663  4.298  1.281   5.146  2.163   4.019
[2,] 546.437 460.725 351.025 676.909 70.259 12.335 212.452 94.216 139.164
[3,] 339.055 310.142 502.228 383.584  5.353  3.064 447.614 99.483 260.389
      [,63]   [,64]  [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]
[1,]  3.782   4.102   5.21  1.737   5.122  3.880   5.542  1.959  4.495
[2,] 43.462 358.054 552.60 22.955 394.466 25.770 688.126 88.717 45.894
[3,] 33.532 165.780 131.85  4.390 140.904  6.138 418.509 45.601 52.170
      [,72]   [,73]   [,74]  [,75]   [,76]   [,77] [,78]   [,79]  [,80]
[1,]  4.875   6.571   6.488   5.43   5.323   3.497 1.406   3.518  3.098
[2,]  5.274 139.196 564.978 132.16 827.016 816.953 5.425 546.640 96.095
[3,] 62.780 144.138 136.564  83.53 129.374 303.641 6.443 739.203 15.736
       [,81]   [,82]   [,83]  [,84]   [,85]  [,86]   [,87]   [,88]  [,89]
[1,]   3.961   3.253   3.191  1.744   3.612  3.806   9.411   8.874   1.26
[2,] 391.204 135.195 154.045 14.799 507.454 98.915 161.457  18.542 155.28
[3,] 786.165 133.155 173.118 12.005 171.746 50.669 235.257 312.738 147.03
       [,90]  [,91]  [,92]   [,93]  [,94]  [,95]  [,96]   [,97]   [,98]
[1,]   1.162  2.026  2.143   3.508  2.544  1.122  14.19   15.75   7.167
[2,] 275.495 12.212 13.963  77.485 19.978 57.868 997.90 1053.45 500.207
[3,]  40.613 29.522  9.116 194.656  6.925 75.935 969.79  950.95 873.751
[1] "--- VAR model 2017-10-05 19:31:00  completed"
[1] "Completed training sample:  2017-10-05 19:31:00 - 2017-10-06 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 20:01:00 - 2017-10-06 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.099831               0        -0.9819        -1.3022
       -0.056354               0        -0.7628        -1.3331
       -0.003119               0        -0.3867        -0.7227
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.1845              0           0.2142          0.06459
        -0.8349              0           0.7653         -0.26225
        -0.8832              0           0.7696         -0.16960
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.3223         -0.72689           1.4953          0.25927
          -0.1701          0.06466           1.0073          0.90045
           0.2817         -0.37348           0.6143         -0.01877
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.001013           0.5284          -0.1122          0.35425
         0.058359           0.3799          -0.3996         -0.28825
         0.018395           0.7811           0.7182          0.09113
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.4711          -0.2318          -0.9305           0.3346
           0.6979           0.4095          -0.6103          -0.3457
           0.2960           0.1806          -0.6488           0.1793
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.3078                0          -2.5764           0.8793
          -0.3947                0           0.2242          -1.2184
           0.5486                0          -0.5857          -0.2255
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
                0         -0.89806          -2.7088          0.56961
                0         -1.16361          -0.5064          0.08328
                0         -0.05851          -0.5142          0.17509
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -2.3433        0.1637991          -0.3794         -0.53771
          -0.8621        0.1209751          -2.0448         -0.45762
          -1.3672        0.0001893          -0.6105         -0.07516
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.04496          -1.4875          -0.4169           0.1339
         -0.39714          -2.3916          -0.5444          -0.7855
          0.03845           0.2163          -0.8553          -1.7854
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.002256          1.00178                0          0.23793
         0.060817         -0.05371                0          0.06661
        -0.065307          0.92304                0          0.21411
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0         -0.06972           2.2586           0.9207
                0          0.06900           0.6200           2.2506
                0          0.00145           0.2389           0.3467
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.06362                0            2.601         -0.19094
         -0.05561                0            1.458         -0.02528
         -0.05361                0            1.053          0.15949
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.04796          0.06762           0.6240           0.5320
          1.34482          0.35692           1.8107           0.6532
          0.51673          0.37786           0.7393           0.5613
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.11589           0.4462           1.0615           1.3042
          0.04573           0.6892           0.4293           1.0461
          0.11071           1.1420           0.8583           0.5269
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1971          0.07897          0.05468          2.33441
           1.2238          0.19603         -0.05671         -0.07457
           0.4402          0.01947         -0.03791          1.06579
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3346         -0.01951         -0.02836          -0.7405
           0.2615          1.45185         -0.01908           1.1519
           0.6077          0.13800          0.05681           0.2573
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          1.20040         0.122865           1.1006         0.069524
          0.09887        -0.024361          -0.2817         0.052794
          1.17089         0.003002           1.1080         0.006406
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.7353          0.13441         -0.07074        -0.120562
           0.1739          0.16423          0.04937        -0.005356
           0.5482         -0.02079          0.00735        -0.009974
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1341           0.5935         0.871946          0.16630
          -0.1811          -0.3683         0.364524          0.03484
          -0.1375          -0.2445        -0.002393         -0.12534
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          0.79289                0         -1.58607          0.41915
          0.62976                0          0.78010         -0.07935
          0.02773                0         -0.09682         -0.11425
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.1150           0.1541          0.44408                0
           0.6335          -0.4266         -0.01161                0
           0.7892           0.3537          0.24516                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3114           0.2946         -0.29858          -1.4207
           0.4024           0.2074          0.05775          -1.3816
           0.9744           0.1083          0.08550          -0.7675
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5620                0          0.08461            117.2
           1.3415                0         -0.03553            119.3
           0.1798                0         -0.14060            120.0
 rnd_95776.volume rnd_95787.volume
            1.424           0.1193
            2.133          -1.0445
            2.741          -0.2024
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.490 2.748 9.302 3.476 4.631 1.334 1.830 3.679 4.775 3.743 2.743
[2,] 3.493 2.794 9.372 4.444 5.246 1.336 1.833 3.688 4.775 4.460 3.046
[3,] 3.499 2.811 9.438 5.366 5.555 1.396 1.866 3.702 4.781 4.468 3.096
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.195 2.512 3.965 3.393 3.708 4.914 4.498  9.81 5.491 6.962 3.000
[2,] 4.112 2.514 4.246 3.586 3.964 5.211 5.377 10.66 6.424 6.963 3.052
[3,] 4.403 2.516 4.339 3.800 4.264 5.502 5.615 11.13 6.612 7.029 3.098
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.803 5.293 1.714 3.915 4.228 3.959 3.420 2.008 3.164 3.818 2.262
[2,] 13.695 5.744 1.714 4.835 5.515 4.001 4.563 2.008 4.091 3.877 2.268
[3,] 13.726 6.917 1.716 6.763 6.484 4.182 5.358 2.029 5.281 3.926 2.339
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.250 4.577 4.057 3.440 3.356 3.352 1.203 2.622 0.9567 3.171 3.123
[2,] 4.844 5.126 4.665 3.442 3.766 3.378 1.204 2.668 0.9852 3.533 4.161
[3,] 5.802 5.426 5.028 3.442 3.805 3.378 1.206 2.696 0.9941 3.725 4.465
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.943 1.626 2.962 3.252 5.099 2.352 3.801 4.400 1.686 3.952 3.450
[2,] 3.034 1.634 3.913 3.254 5.099 2.396 4.437 4.554 1.737 4.823 4.248
[3,] 3.144 1.649 4.361 3.294 5.192 2.452 4.867 4.788 1.765 5.058 4.465
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.143 1.939 3.228 0.9155 3.850 1.660 3.028 2.799 3.288 3.880 1.296
[2,] 3.560 3.799 3.245 0.9169 3.968 1.719 3.105 2.800 3.513 4.746 1.301
[3,] 4.378 4.359 3.245 0.9170 4.502 1.779 3.316 2.800 3.580 4.778 1.302
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.768 2.775 4.146 1.436 3.286 3.571 4.765 4.810 4.085 3.865 2.607
[2,] 4.233 2.783 5.334 1.526 3.295 3.571 4.807 5.473 4.135 5.545 4.785
[3,] 4.261 2.786 5.599 1.550 3.305 3.583 4.884 5.514 4.157 5.580 4.995
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.018 2.607 2.169 2.760 2.445 2.316 1.211 2.676 2.750 6.884 6.709
[2,] 1.019 3.710 2.212 3.406 2.537 2.441 1.214 3.685 2.793 6.962 6.710
[3,] 1.019 5.002 2.236 5.180 2.613 2.558 1.215 3.797 2.823 7.052 6.907
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.9238 0.842 1.496 1.606 2.586 1.776 0.8074 11.22 11.63 5.358
[2,] 1.1738 1.587 1.505 1.609 2.623 1.779 0.8418 12.40 12.68 5.825
[3,] 1.3949 1.599 1.508 1.610 2.782 1.779 0.9069 13.40 13.35 7.059
Root mean square errors of predictions:  
       [,1]  [,2]   [,3]    [,4]    [,5]   [,6]   [,7]   [,8]   [,9]
[1,]  4.432  3.49  11.81   4.414   5.881  1.694  2.324  4.671  6.064
[2,] 25.874 97.97 221.82 538.306 478.934 14.222 19.142 51.951  8.753
[3,] 40.009 61.02 216.55 584.551 355.351 78.658 68.088 61.319 44.474
       [,10]   [,11]   [,12] [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   4.753   3.483   4.057  3.19   5.035   4.308   4.708   6.24   5.712
[2,] 471.588 257.573 503.251 19.04 295.291 226.063 272.666 336.87 572.652
[3,]  53.145 107.532 305.867 19.27 173.051 244.288 305.542 343.60 314.184
      [,19]   [,20]  [,21]  [,22]    [,23]   [,24]  [,25]   [,26]   [,27]
[1,]  12.46   6.973   8.84   3.81    9.908   6.721  2.176   4.971   5.369
[2,] 811.96 648.005  23.64 108.48 2187.892 433.488  2.892 551.670 688.403
[3,] 622.95 304.462 187.20 103.93  181.239 749.436 18.451 919.182 662.969
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.027   4.343  2.549   4.018   4.848   2.872   5.396   5.812
[2,] 112.591 587.233  8.210 504.032 130.767  32.180 451.859 448.587
[3,] 236.597 545.866 56.167 649.334 121.012 111.160 621.053 346.009
       [,36]  [,37]   [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]
[1,]   5.151  4.369   4.261  4.256  1.528  3.329  1.215   4.026   3.966
[2,] 447.770 21.395 332.094 82.181  9.449 96.460 45.726 303.150 534.467
[3,] 364.728  3.756 106.208  3.662 13.777 74.352 25.853 229.455 314.870
       [,45]  [,46]   [,47] [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.738  2.065   3.761  4.13   6.475   2.986   4.826   5.587  2.141
[2,] 143.031 30.485 496.996 21.87   8.493  88.803 445.057 228.095 81.309
[3,] 160.435 43.972 374.565 99.89 190.506 102.067 388.848 287.866 61.116
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   5.018   4.381   3.992   2.462  4.099  1.162   4.889  2.108   3.845
[2,] 537.360 481.633 324.784 635.127 64.309 10.201 186.233 86.800 134.076
[3,] 296.618 267.795 495.527 415.575  3.744  2.379 413.404 88.912 226.112
      [,63]   [,64]   [,65]  [,66]   [,67]  [,68]   [,69]   [,70]  [,71]
[1,]  3.555   4.176   4.927  1.645   4.785  3.524   5.264   1.823  4.173
[2,] 13.405 240.379 531.363 24.080 374.931 40.864 652.433 100.484 47.197
[3,]  5.696 133.784 107.988  4.785  94.852 22.012 331.305  53.173 49.717
      [,72]   [,73]   [,74]   [,75]   [,76]   [,77] [,78]   [,79]  [,80]
[1,]  4.534   6.051   6.107   5.187   4.908   3.311 1.293   3.311  2.755
[2,]  3.996 124.262 507.625 124.685 772.878 780.052 4.872 513.141 83.897
[3,] 57.464 167.775 130.805  84.301 121.176 278.403 7.206 652.238 63.737
       [,81]   [,82]   [,83]  [,84]   [,85]  [,86]   [,87]   [,88]   [,89]
[1,]   3.505   3.105   2.941  1.538   3.398  3.493   8.742   8.519   1.173
[2,] 388.046 131.433 149.777 16.772 492.385 94.013 201.246  24.647 140.777
[3,] 758.613 121.757 148.605  9.445 178.649 80.083 218.175 318.160 146.487
       [,90] [,91] [,92]   [,93]  [,94]  [,95]   [,96]  [,97]   [,98]
[1,]   1.069  1.90  2.04   3.284  2.255  1.025   14.25  14.76   6.804
[2,] 261.587 31.54 18.78  85.602 18.299 46.351 1029.36 982.88 443.990
[3,]  37.367 17.31 12.49 179.823  8.497 65.602  986.97 812.41 775.208
[1] "--- VAR model 2017-10-05 20:01:00  completed"
[1] "Completed training sample:  2017-10-05 20:01:00 - 2017-10-06 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 20:31:00 - 2017-10-06 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.238855       -0.047737        0.49851         3.6471
       -0.011557       -0.011345        0.13845        -0.8989
        0.006374       -0.006282        0.09202        -0.2959
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.155              0           0.6248         -0.68090
          2.721              0           1.1351         -0.06236
         -1.393              0           0.5606          0.40429
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.09009           3.1892           2.7059           0.9825
          0.03103          -0.8296           1.3864          -0.9830
          0.86009           0.6754           0.6808          -0.6768
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.007227          1.12153           0.2531           -1.666
         0.009587          0.60745           0.2668           -2.383
         0.093098          0.08087          -0.1658           -1.573
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.768           -2.860            1.755           2.0661
           -1.502           -2.124            1.014           0.2662
           -2.036           -1.229            2.026           0.8813
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.2534          0.10213          -0.5745          -0.9118
          -0.8073          0.10994           0.4447          -0.8660
          -0.6413          0.07714          -1.9081          -0.7020
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.066315         -0.87482          -0.7817            1.089
         0.002273         -0.01819          -0.5703            1.382
        -0.002074         -0.27224          -0.4492            1.204
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           4.1244         -0.09845           5.2751          -1.3084
          -1.0779         -0.08748          -0.9646          -1.2732
          -0.3032         -0.02327          -0.6856          -0.1248
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.20142           4.2466            1.572           2.7562
         -0.18511          -0.3379            2.396           2.0824
         -0.07593          -1.0570           -1.225          -0.2374
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         0.352580           4.1918       0.10335777                0
         0.001546          -0.1325       0.01819833                0
        -0.261494           1.9201       0.00001907                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           0.5803           3.7301
                0                0           1.6600          -0.8772
                0                0           1.6128           1.0075
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3804         -0.07998           2.3610         -0.06352
           0.3787          0.21513           2.5411          0.03174
           0.1886          0.02497          -0.0897          0.12603
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6645           0.5563            1.565           0.5286
           0.5547           0.6730            1.497           0.5806
           0.3096           0.4818            1.298           0.2872
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.06225           0.1264          -0.6352          -1.0559
          0.19795           1.7263           1.0488           0.7378
          0.19565           1.1884           0.8259           0.9506
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.1968         -0.16843                0           3.7541
          -0.8613         -0.03079                0           0.9939
           1.2117         -0.05061                0          -0.3115
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3120          -0.3702         0.003274           1.0573
          -0.3372           2.1338        -0.013546           1.3963
          -0.2492          -0.7470        -0.024744           0.9613
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3136         0.020705           2.7342           0.4346
           0.7597        -0.004512           0.1071           0.3112
           1.5758         0.000153           1.6852           0.1125
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.0711        -0.129851          -0.3597         -0.31558
           0.9513         0.264081          -0.2977         -0.13102
           1.0927        -0.001704          -0.1062         -0.04218
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.5400          -2.4810           0.7543          -2.4195
          -0.5638          -1.5209           0.4236          -0.8268
          -0.4451          -0.7962           0.2313          -0.8354
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         0.009552                0          -1.8236          0.29455
        -1.105569                0          -1.8419         -0.05179
        -0.275571                0          -0.6343          0.15114
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.5890            1.775          -0.3898         0.050289
           0.3141            2.152           0.4765        -0.001866
          -1.2264            1.336           0.4780         0.113280
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.240          0.04022           1.2547            3.687
            1.279          0.02605           0.9303            3.469
            1.177          0.01108           0.4027            2.528
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4455          0.05456          -0.9065            100.7
           2.2428         -0.07713          -0.7297            102.7
           0.1105         -0.06395          -0.7769            100.7
 rnd_95776.volume rnd_95787.volume
            4.613           -1.010
            5.724           -1.212
            3.092           -1.034
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.298 2.453 8.882 3.244 4.337 1.268 1.727 3.532 4.546 3.577 2.533
[2,] 3.303 2.522 8.955 4.210 4.930 1.269 1.731 3.543 4.548 4.288 2.872
[3,] 3.311 2.542 9.008 5.158 5.177 1.329 1.757 3.571 4.555 4.295 2.927
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.057 2.329 3.750 3.286 3.651 4.654 4.403  9.294 5.320 6.587 2.867
[2,] 3.915 2.329 4.118 3.505 3.839 4.872 5.237 10.068 6.163 6.609 2.951
[3,] 4.125 2.329 4.237 3.722 4.139 5.265 5.470 10.483 6.388 6.625 2.997
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.706 4.953 1.561 3.683 4.031 3.562 3.186 1.860 3.005 3.540 2.128
[2,] 12.894 5.384 1.562 4.622 5.416 3.623 4.304 1.861 3.868 3.627 2.137
[3,] 12.940 6.494 1.563 6.348 6.245 3.743 5.128 1.885 5.124 3.676 2.203
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.953 4.381 3.748 3.318 3.147 3.009 1.125 2.400 0.9263 2.828 2.779
[2,] 4.512 4.889 4.234 3.318 3.515 3.056 1.125 2.431 0.9265 3.211 3.607
[3,] 5.518 5.112 4.545 3.321 3.540 3.056 1.129 2.459 0.9282 3.388 3.857
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.839 1.422 2.718 3.049 4.857 2.272 3.691 4.055 1.525 3.429 3.182
[2,] 2.916 1.423 3.693 3.050 4.858 2.322 4.177 4.184 1.584 4.183 3.996
[3,] 3.052 1.430 4.017 3.093 4.967 2.377 4.540 4.391 1.604 4.420 4.176
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.954 1.804 2.931 0.8935 3.581 1.455 2.823 2.607 2.860 3.623 1.207
[2,] 3.372 3.425 2.973 0.8941 3.729 1.469 2.861 2.607 3.289 4.441 1.217
[3,] 4.073 4.018 2.974 0.8941 4.111 1.476 3.131 2.607 3.378 4.468 1.219
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.584 2.514 4.035 1.350 3.093 3.334 4.390 4.420 3.712 3.554 2.376
[2,] 4.024 2.522 5.046 1.430 3.098 3.334 4.439 5.028 3.783 5.040 4.271
[3,] 4.087 2.542 5.372 1.451 3.119 3.350 4.522 5.075 3.802 5.077 4.459
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9299 2.387 2.011 2.556 2.240 2.116 1.038 2.454 2.468 6.290 6.374
[2,] 0.9323 3.345 2.044 3.246 2.319 2.244 1.039 3.469 2.511 6.369 6.376
[3,] 0.9348 4.483 2.087 4.799 2.394 2.318 1.039 3.579 2.554 6.450 6.566
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.8574 0.7611 1.367 1.402 2.433 1.527 0.7362 11.33 10.52 5.034
[2,] 1.0905 1.4099 1.385 1.416 2.497 1.533 0.7718 12.64 11.50 5.532
[3,] 1.2898 1.4167 1.388 1.416 2.619 1.535 0.8309 13.73 12.19 6.629
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]    [,5]   [,6]   [,7]   [,8]   [,9]
[1,]  4.188   3.115  11.28   4.119   5.507  1.610  2.193  4.485  5.772
[2,] 36.455 119.762 234.64 551.015 481.544  8.246 24.420 56.848 27.922
[3,] 49.209  66.346 200.64 612.024 324.343 81.533 61.650 92.871 54.895
       [,10]   [,11]   [,12] [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   4.542   3.216   3.882 2.957   4.761   4.173   4.636   5.91   5.591
[2,] 485.521 278.043 502.328 4.168 349.804 250.420 243.939 295.88 582.279
[3,]  53.181 116.723 266.615 5.143 204.669 257.129 317.866 409.88 324.212
     [,19]   [,20]   [,21]   [,22]    [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  11.8   6.755   8.364   3.641    9.785   6.29  1.983   4.677   5.119
[2,] 795.2 638.841 112.135 143.620 2123.089 433.20 11.098 573.500 742.923
[3,] 599.9 345.816  93.183 107.380  222.532 745.82 10.151 893.727 638.284
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]  [,34]   [,35]  [,36]
[1,]   4.523   4.046  2.362   3.816   4.496   2.703   5.02   5.563   4.76
[2,] 136.166 594.237 14.643 500.041 162.137  39.861 446.79 445.651 404.33
[3,] 193.277 572.405 61.253 690.361 122.079 109.753 652.16 306.678 339.38
      [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  4.213   3.997   3.822  1.428  3.047  1.176   3.592   3.529   3.605
[2,]  3.943 321.330 108.857  6.313 80.205  4.092 312.129 472.147 136.601
[3,] 27.781  86.774   3.058 18.631 75.951 11.475 222.095 280.703 185.104
      [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]   [,54]
[1,]  1.806   3.451   3.871   6.168   2.885   4.687   5.149  1.936   4.354
[2,] 11.404 513.542  21.459  11.051  98.702 401.871 211.582 88.095 492.084
[3,] 29.166 324.346 105.518 212.743 104.582 365.161 273.839 52.248 293.073
      [,55]   [,56]   [,57]   [,58] [,59]   [,60]  [,61]   [,62] [,63]
[1,]   4.04   3.751   2.291   3.722 1.135   4.547  1.847   3.584 3.310
[2,] 496.37 334.061 597.843 101.431 6.940 213.746 42.089  95.913 3.141
[3,] 249.68 468.931 431.492  18.771 1.360 355.501 28.915 261.273 7.706
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]  [,72]
[1,]   3.632   4.601  1.533   4.551  3.192   5.124  1.715  3.928  4.233
[2,] 333.593 527.499 31.410 375.850 40.769 622.268 96.826 33.692  7.581
[3,] 158.131 100.518 12.703 146.699 65.581 378.752 50.297 74.731 67.667
       [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]  [,80]   [,81]
[1,]   5.575   5.612   4.714   4.513   3.017  1.181   3.031  2.554   3.245
[2,] 134.566 492.264 149.859 733.836 728.884 13.749 481.422 74.947 411.091
[3,] 177.866 142.394  76.921 125.356 263.402 14.034 612.837 86.765 725.758
       [,82]   [,83]  [,84]   [,85]  [,86]   [,87]   [,88]   [,89]
[1,]   2.844   2.687  1.318   3.116  3.134   7.987   8.094   1.089
[2,] 123.565 153.522 10.766 503.547 94.641 205.812  34.198 138.397
[3,] 121.856 118.834  1.112 181.292 96.067 208.589 322.462 141.436
        [,90]  [,91]  [,92]  [,93] [,94]   [,95]   [,96]  [,97]   [,98]
[1,]   0.9665  1.736  1.781   3.09  1.94  0.9349   14.39  13.36   6.392
[2,] 243.7101 45.599 40.229 114.84 26.93 47.5207 1149.49 950.49 471.422
[3,]  28.6771 17.741  5.166 162.26 16.22 63.2053 1102.56 830.06 749.867
[1] "--- VAR model 2017-10-05 20:31:00  completed"
[1] "Completed training sample:  2017-10-05 20:31:00 - 2017-10-06 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 21:01:00 - 2017-10-06 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.35601          0.1329       -0.13446          2.643
         0.05426          0.1450       -0.22586          3.235
         0.04807          0.1415       -0.09882         -6.161
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.847              0           1.5922          0.09892
         -2.131              0           1.1827          0.90885
          2.120              0           0.9557          0.50320
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1938           2.3558            2.454          -0.6551
           1.0631           0.3069            1.268          -2.2104
           0.6495           0.7174            1.199          -0.3156
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.4339           1.0233           0.8226           -2.114
           0.5886           0.5776           1.3055           -1.979
           0.3255           0.6239           0.1264           -1.607
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.637          -0.5125            1.603          -0.5851
           -1.581          -2.1840            1.966           2.2262
           -1.466          -1.0763            2.897           1.7616
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.8540          -0.3590         -15.7627           0.8231
          -0.8321          -0.2713          -0.9883          -5.8661
          -0.9187          -0.1592          -2.1682           0.9744
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1605           2.5529            3.271            1.615
           0.1235          -6.7438           -5.227            2.423
          -0.1031           0.6588           -3.114            2.735
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.7916          0.40139            4.815          -3.3170
           3.1471         -0.06522            3.308          -1.1444
          -6.3631         -0.01312           -5.327          -0.3881
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.17266           -1.093          -0.5421          -0.4171
          0.80473            1.181          -1.2292           0.6261
         -0.05327           -1.087           1.0334          -0.2194
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.13258         -1.07858          0.33120                0
         -0.24969          0.84694          0.10145                0
          0.09652         -0.06352          0.01892                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.07617        -0.020158         -1.51331           0.1566
          0.01316         0.005531          0.08238          -0.6847
          0.01694         0.112947         -0.02718          -0.9167
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.04751         -0.22092          -0.8542         -0.12504
          0.06509          0.15870          -0.7677         -0.03108
          0.08970         -0.08345          -0.1169          0.32381
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2657          0.38354           0.8729         -0.15991
           0.8199         -0.07355          -0.3078         -0.04015
           0.4183         -0.14783          -0.6800         -0.05275
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2431          -1.7985          -2.4590          -1.7376
           0.3174           0.8538           0.3631          -0.8764
          -0.1279          -0.6468          -0.2267           0.1015
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.0632         -0.15214          0.04766           0.3557
          -2.2608          0.06947          0.03280          -1.7738
           0.1714         -0.01751          0.02278          -1.2986
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3451           0.7918         0.080963           0.2118
          -0.3724           0.1272        -0.020146           0.6458
          -0.2595          -0.8522        -0.002385          -0.9503
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.0313         0.096609          -0.7051         0.077548
           0.6729        -0.071992           0.9747        -0.156456
          -0.2223        -0.002478           0.2059         0.008812
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -3.1172           0.3143          -0.2712         -0.33999
           0.5710          -0.0285          -0.2385          0.01693
           0.5342           0.1798          -0.1322         -0.02635
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.0785          -3.0268           0.1443           -3.144
          -1.1836          -1.3698           0.1804           -1.786
          -0.8273          -0.7684           0.2131           -1.086
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.4792                0           -2.593        -0.712267
          -1.8595                0           -2.031         0.368450
          -0.4420                0           -1.117         0.006294
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -5.37779           1.0781          -1.0484         0.072233
          0.05316           0.7407           0.1347        -0.051126
         -2.23022           0.5674           0.0622        -0.006883
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.9899        -0.001147          0.25952            7.470
           0.4148         0.091960         -0.10782            7.011
           0.3573         0.060005          0.02576            4.751
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.00000         0.173618                0                0
          0.07687         0.078238                0                0
          0.02701        -0.008287                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          1.07251          -0.3015          -0.3231            116.5
          0.06247          -0.1042          -0.4589            115.1
         -0.78966           0.6002          -0.3686            115.0
 rnd_95776.volume rnd_95787.volume
           2.5033           -0.736
          -0.9211           -6.268
          -1.7652            1.046
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.061 2.238 8.276 2.951 4.082 1.126 1.634 3.425 4.084 3.260 2.372
[2,] 3.067 2.294 8.299 3.941 4.676 1.126 1.652 3.431 4.115 3.896 2.662
[3,] 3.077 2.324 8.318 4.844 4.943 1.176 1.668 3.477 4.139 3.911 2.736
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.988 2.277 3.468 3.145 3.597 4.403 3.974  9.148 4.696 6.351 2.774
[2,] 3.729 2.278 3.913 3.430 3.697 4.584 4.987  9.774 5.300 6.488 2.872
[3,] 3.936 2.286 4.050 3.638 4.019 4.893 5.084 10.195 5.447 6.549 2.920
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.687 4.505 1.415 3.468 3.842 3.358 2.929 1.729 2.936 3.344 2.028
[2,] 12.568 5.000 1.416 4.394 5.139 3.395 4.109 1.730 3.732 3.480 2.033
[3,] 12.806 5.987 1.417 5.958 5.873 3.498 4.882 1.751 4.936 3.485 2.095
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.632 4.081 3.598 3.210 2.835 2.565 0.9883 2.176 0.8384 2.661 2.423
[2,] 4.152 4.591 4.068 3.211 3.140 2.593 0.9895 2.209 0.8385 2.914 3.114
[3,] 5.136 4.810 4.330 3.215 3.159 2.596 0.9952 2.261 0.8385 3.026 3.432
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.520 1.377 2.726 2.598 4.569 2.178 3.455 3.811 1.404 3.217 2.972
[2,] 2.578 1.377 3.261 2.598 4.570 2.227 3.959 3.929 1.450 3.972 3.707
[3,] 2.638 1.388 3.497 2.630 4.664 2.259 4.154 4.125 1.463 4.232 3.890
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.685 1.602 2.730 0.8689 3.270 1.485 2.619 2.431 2.619 3.284 1.175
[2,] 3.060 3.112 2.770 0.8699 3.344 1.537 2.666 2.431 3.053 3.991 1.185
[3,] 3.721 3.661 2.774 0.8703 3.753 1.593 2.950 2.432 3.177 4.057 1.189
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.235 2.125 2.920 1.252 2.970 3.136 3.821 3.965 3.426 3.259 2.172
[2,] 3.626 2.152 3.967 1.334 2.972 3.137 3.867 4.713 3.467 4.733 3.899
[3,] 3.693 2.178 4.384 1.354 2.984 3.159 3.962 4.772 3.480 4.759 4.077
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7913 2.168 1.799 2.214 2.172 1.974 0.9089 2.292 2.258 5.461 6.119
[2,] 0.7975 2.956 1.820 2.718 2.250 2.116 0.9129 3.185 2.292 5.478 6.121
[3,] 0.8080 4.092 1.849 4.354 2.337 2.189 0.9131 3.245 2.343 5.518 6.340
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.7779 0.659 1.204 1.242 2.282 1.294 0.7127 11.85 10.28 4.660
[2,] 0.9641 1.287 1.221 1.261 2.324 1.294 0.7462 13.18 10.92 5.146
[3,] 1.1321 1.289 1.227 1.264 2.507 1.295 0.7978 14.37 11.30 6.140
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]    [,5]   [,6]   [,7]   [,8]    [,9]
[1,]  3.887   2.841  10.51   3.747   5.184  1.430  2.074   4.35   5.187
[2,] 42.632 113.302 138.22 584.506 510.226  1.339 55.264  42.67 111.762
[3,] 55.991  83.206 124.74 630.121 358.790 76.005 51.227 126.07 100.874
      [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   4.14   3.012   3.794  2.892   4.403   3.993   4.568   5.591   5.047
[2,] 477.38 270.422 498.989 12.622 405.760 306.624 190.276 285.906 674.050
[3,]  76.80 141.291 282.379 42.394 233.115 271.038 353.079 382.625 221.426
      [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]   [,26]
[1,]  11.62   5.963   8.065   3.522    9.761   5.721  1.797   4.404
[2,] 769.88 549.900 297.011 166.900 2224.496 484.820 13.997 603.576
[3,] 649.05 280.760 198.663 117.218  550.436 737.113  7.830 900.093
       [,27]   [,28]  [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.879   4.264   3.72  2.196   3.728   4.246   2.575   4.612   5.182
[2,] 763.412 111.057 644.79 15.310 515.435 215.724  33.207 450.234 470.593
[3,] 636.037 189.146 589.58 59.786 722.659  44.203 112.842 676.208 321.305
       [,36]  [,37]  [,38]  [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   4.569  4.077   3.60  3.257  1.255   2.764 1.065   3.379   3.077
[2,] 424.604 19.175 302.08 85.715 10.547  84.141 3.873 265.881 437.419
[3,] 332.234 31.855  76.71 28.585 23.925 108.300 1.334 182.608 322.733
     [,45]  [,46]   [,47]  [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.2  1.749   3.462  3.299   5.801   2.765   4.387   4.839  1.783
[2,] 121.4  1.725 400.196  5.522  24.224 104.089 432.434 214.107 80.890
[3,] 125.1 39.427 282.700 91.239 208.517  84.583 281.660 281.255 44.067
       [,54]   [,55]  [,56]   [,57]   [,58] [,59]   [,60]  [,61]   [,62]
[1,]   4.085   3.774   3.41   2.034   3.466 1.103   4.153  1.886   3.326
[2,] 521.033 495.746 328.45 596.909 105.767 9.305 156.713 88.240 111.531
[3,] 326.944 263.285 473.67 431.532  30.738 6.435 381.128 94.015 282.598
      [,63]   [,64]  [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]
[1,]  3.087   3.325   4.17  1.492   4.108  2.699   3.708   1.59  3.771
[2,]  3.481 351.166 507.18 33.553 366.267 75.225 600.719 102.61 28.129
[3,] 16.805 196.761 163.94 22.551 157.101 75.618 417.553  52.16 60.385
      [,72]   [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]  [,80]
[1,]  3.982   4.852   5.035   4.35   4.139   2.758  1.005   2.753  2.284
[2,] 14.139 132.368 569.808 119.78 767.846 724.506 22.339 449.644 61.703
[3,] 84.040 193.315 167.658  66.61 111.395 266.125 28.997 632.974 73.098
       [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]  [,88]
[1,]   2.811   2.758   2.507  1.154   2.911   2.867   6.935   7.77
[2,] 352.611 131.613 170.731 19.180 494.673  88.138  95.491  36.30
[3,] 761.178 140.688 125.570  4.114 138.923 108.504 148.467 369.51
        [,89]    [,90]  [,91]  [,92]   [,93] [,94]   [,95]   [,96]  [,97]
[1,]   0.9878   0.8368  1.529  1.577   2.897 1.643  0.9051   15.05  13.05
[2,] 127.4113 247.4303 45.209 48.979  99.324 5.686 49.4640 1290.93 823.83
[3,] 132.7881  13.2310 26.349 21.208 210.301 7.039 63.1282 1279.32 646.68
       [,98]
[1,]   5.918
[2,] 488.409
[3,] 749.480
[1] "--- VAR model 2017-10-05 21:01:00  completed"
[1] "Completed training sample:  2017-10-05 21:01:00 - 2017-10-06 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 21:31:00 - 2017-10-06 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.5887          0.2641        -0.7538          7.245
          0.2168          0.3775         1.4976         -4.345
         -0.0478         -0.0104         0.3650        -10.554
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          6.536              0         -0.13385           0.0604
          3.061              0         -0.21209           0.6265
         -3.934              0         -0.05141           0.1832
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.2558           1.3696           3.0503           -3.756
           0.8588          -0.1058           0.7168           -8.241
           0.3396           1.1736           0.8535           -5.452
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5989           5.4681           3.0811          -1.5059
          -0.3278           0.5127          -0.1926          -0.9916
          -0.0562           0.6970          -0.3185          -0.7035
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.322           -6.666          0.89051            2.019
           -1.555            1.225         -0.68937           -1.872
           -3.696           -1.626          0.02128            1.387
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.523          -0.3239          -27.743           -2.933
           -2.508          -0.1273           -6.346          -10.798
           -1.916          -0.1253           -4.736           -2.164
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.146995           -4.115           -2.173           0.1888
        -0.004484          -11.036          -10.532           0.7683
         0.081271           -1.900           -5.380           0.9496
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.137                0           11.628           -2.414
           -3.989                0           -2.767           -2.391
          -10.667                0          -10.767           -1.250
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.307        11.199452            7.981            7.069
            1.475         0.006735            4.506            7.803
           -1.141        -4.876743           -4.247           -2.734
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.05468          -0.5089           0.3605          -0.3974
          0.10756           1.3902           0.1788          -0.3116
          0.05259           0.1900           0.1252          -0.1880
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        0.0568447          0.03429          -0.9664           4.0908
       -0.1287097          0.01697           3.6477          -0.7797
       -0.0002258          0.13650           0.7444           3.1133
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.8788          0.01605        -2.646094           0.1609
           0.4993          0.13939         1.527417           0.1725
           0.6233          0.01621         0.009454           0.2280
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
        -0.358128          -0.1026          -1.3710          -0.4095
         0.063118          -0.4539          -0.8269          -0.2448
         0.004894           0.3655          -0.2877          -0.2997
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.36316           7.0002            7.951           1.5347
         -0.01768          -1.2777           -1.342           3.9208
         -0.03193          -0.4819            0.159          -0.8924
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.022          0.47313          0.08875            5.413
            8.053          0.19983          0.09714           -3.290
           -2.022          0.05795          0.12433            5.138
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4563            1.268         -0.06099            1.369
          -0.4082            1.360          0.01600            2.660
          -0.3453            1.410         -0.02016           -1.421
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.158         -0.14066            2.658           0.5253
            3.415          0.10591            1.371           0.3127
           -1.068         -0.04289            2.970           0.1279
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.944           0.8723           0.3490          0.20691
            1.410           0.2703           0.1889         -0.26778
            2.422           0.1114           0.2196          0.06385
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.530          2.44904        0.0286147           1.1686
           -1.267          0.53406        0.0036580           0.7550
           -1.080          0.08713        0.0001721           0.4242
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.4779         -0.21718           0.1624          0.26108
           0.7184         -0.04273           0.8360         -0.05402
          -0.2781         -0.03898           0.1140         -0.12104
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.5418           1.3959           2.8057        -0.033003
          -1.0903           0.1825          -0.1148        -0.003392
           0.8009           1.0745          -0.3428        -0.001007
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.2205           0.5226           0.6319         -0.60823
           0.3192           0.6744           0.5073          0.59180
           1.9663           0.4240           0.1522          0.05982
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7907          -0.7755          -0.4432          -0.4051
          -0.5850          -0.3074          -0.3125          -0.2448
          -0.2727          -0.2540          -0.2483          -0.1709
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.6994          0.23920           -1.177            71.63
           1.8721         -0.04203           -1.146            71.44
           0.4671          0.22480           -1.445            71.84
 rnd_95776.volume rnd_95787.volume
           -1.267           -4.615
           -2.233          -10.478
            1.224           -1.822
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.912 2.104 7.046 2.710 3.489 1.050 1.604 3.543 4.068 3.255 2.041
[2,] 2.927 2.140 7.057 3.684 4.236 1.051 1.624 3.546 4.068 3.896 2.319
[3,] 2.929 2.162 7.156 4.580 4.636 1.077 1.644 3.572 4.090 3.902 2.344
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.967 2.241 3.065 2.950 3.520 3.707 3.257 8.680 3.999 6.165 2.829
[2,] 3.791 2.242 3.642 3.289 3.581 4.000 4.246 9.072 4.824 6.359 2.983
[3,] 3.946 2.249 3.707 3.503 3.821 4.330 4.373 9.333 5.020 6.421 3.015
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.075 4.441 1.263 3.556 3.493 3.063 2.717 1.611 2.888 3.210 1.881
[2,] 11.436 4.871 1.263 4.352 4.764 3.099 3.978 1.612 3.525 3.285 1.894
[3,] 11.640 5.808 1.263 5.696 5.477 3.198 4.731 1.627 4.726 3.331 1.991
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.421 3.225 3.143 3.186 2.638 2.385 0.9272 2.007 0.7778 2.603 2.256
[2,] 3.843 4.000 3.742 3.196 2.933 2.423 0.9304 2.015 0.7782 2.768 2.954
[3,] 4.917 4.333 4.031 3.208 2.951 2.432 0.9423 2.053 0.7783 2.881 3.304
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.371 1.345 2.841 2.355 4.076 2.043 3.183 3.435 1.339 3.069 2.836
[2,] 2.397 1.345 3.127 2.355 4.089 2.096 3.906 3.609 1.384 3.812 3.427
[3,] 2.447 1.351 3.291 2.370 4.174 2.111 4.011 3.685 1.393 4.006 3.695
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.605 1.511 2.557 0.9113 2.977 1.343 2.425 2.146 2.450 2.938 1.144
[2,] 2.934 2.930 2.594 0.9127 3.039 1.363 2.462 2.150 2.863 3.580 1.169
[3,] 3.666 3.383 2.600 0.9127 3.366 1.372 2.703 2.150 2.950 3.661 1.178
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.823 1.910 2.669 1.172 2.856 2.951 3.693 3.924 3.310 3.073 2.011
[2,] 3.340 1.935 3.837 1.231 2.858 2.960 3.730 4.553 3.337 4.397 3.809
[3,] 3.424 1.951 4.206 1.254 2.869 2.974 3.824 4.611 3.337 4.421 3.917
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7188 2.021 1.750 2.102 2.030 1.865 0.8583 2.211 2.092 5.124 5.616
[2,] 0.7326 2.704 1.765 2.617 2.109 1.987 0.8629 3.021 2.111 5.136 5.630
[3,] 0.7439 3.786 1.766 4.110 2.194 2.049 0.8633 3.076 2.153 5.169 5.810
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.7092 0.588 1.089 1.092 2.163 1.136 0.6948 12.23 10.05 4.654
[2,] 0.8525 1.162 1.119 1.131 2.209 1.142 0.7184 13.60 10.56 5.108
[3,] 1.0534 1.164 1.126 1.139 2.379 1.142 0.7617 14.81 10.83 6.052
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]   [,5]   [,6]   [,7]   [,8]   [,9]
[1,]  3.697  2.672   8.948   3.441   4.43  1.333  2.037  4.499  5.166
[2,] 60.554 80.172  79.257 511.561 492.72 11.340 51.956 34.067  5.955
[3,] 23.370 63.446 243.735 557.992 386.05 48.366 52.245 87.737 87.210
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]  [,16]   [,17]   [,18]
[1,]   4.134   2.592   3.767  2.845   3.892   3.746   4.47   4.707   4.136
[2,] 438.641 225.890 483.786 18.679 403.145 298.339 134.90 308.419 558.458
[3,]  44.898  69.933 224.920 33.781 142.391 247.064 273.57 339.737 214.563
      [,19]   [,20]   [,21]   [,22]    [,23]  [,24] [,25]   [,26]   [,27]
[1,]  11.02   5.078   7.829   3.592    8.985   5.64 1.604   4.515   4.436
[2,] 541.31 553.161 319.666 193.898 1842.153 409.97 6.528 514.509 664.198
[3,] 449.48 284.582 182.056  90.251  444.705 648.63 1.319 753.244 554.067
       [,28]  [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]   [,36]
[1,]   3.889   3.45  2.045   3.667   4.077   2.389   4.344   4.095   3.991
[2,]  97.276 595.81 12.568 414.595 142.527  45.626 359.037 485.135 416.482
[3,] 161.980 524.93 45.378 645.352 113.287 125.814 628.822 341.692 307.271
      [,37]  [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  4.045   3.35  3.028  1.177  2.549 0.9876   3.306   2.865   3.011
[2,] 53.560 262.75 88.163 15.838 35.057 5.5224 193.000 390.821  72.552
[3,] 55.967  66.93 43.771 30.696 80.614 2.8161 163.632 303.755 100.354
      [,46]   [,47]  [,48]   [,49]  [,50]   [,51]   [,52]  [,53]   [,54]
[1,]  1.707   3.608  2.990   5.176  2.594   4.042   4.362  1.701   3.897
[2,]  4.674 267.708  7.708  67.622 96.514 464.101 226.954 71.259 463.711
[3,] 25.677 210.106 54.890 171.154 50.727 186.412 152.605 33.040 252.337
       [,55]   [,56]   [,57]  [,58]   [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   3.601   3.308   1.919  3.247  1.1572   3.781  1.706   3.079  2.726
[2,] 394.595 277.077 514.763 89.724 10.4121 125.062 47.033  86.700 23.836
[3,] 283.160 450.600 346.622 36.486  0.9775 296.552 32.999 229.020  2.272
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]  [,72]
[1,]   3.112   3.731  1.453   3.585  2.425   3.389  1.488  3.627  3.748
[2,] 303.548 419.274 48.902 365.767 64.174 565.294 77.367 22.537 46.508
[3,] 146.256 157.634 29.394 154.483 50.372 352.842 49.057 52.327 59.884
      [,73]   [,74]  [,75]   [,76]   [,77]   [,78]   [,79]  [,80]   [,81]
[1,]   4.69   4.983  4.204   3.903   2.554  0.9128   2.566  2.223   2.669
[2,] 106.25 473.453 86.825 644.724 663.137 29.0046 368.432 46.879 319.814
[3,] 172.75 149.149  5.273  94.803 187.033 26.4632 543.313  9.852 649.676
       [,82]   [,83] [,84]   [,85]  [,86]   [,87]   [,88]    [,89]
[1,]   2.578   2.368  1.09   2.808  2.656   6.507   7.131   0.9006
[2,] 116.973 140.350 18.11 422.003 58.702  72.598  82.439  97.0004
[3,] 124.431 102.770  5.44 119.264 86.736 118.881 294.495 126.8537
        [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]  [,97]  [,98]
[1,]   0.7466  1.383  1.387   2.747  1.442  0.8823   15.53  12.76   5.91
[2,] 205.4683 52.428 60.368  92.234 24.210 37.4380 1221.16 667.08 431.67
[3,]  13.3917 25.803 27.814 181.112  1.184 51.8835 1201.19 490.77 665.42
[1] "--- VAR model 2017-10-05 21:31:00  completed"
[1] "Completed training sample:  2017-10-05 21:31:00 - 2017-10-06 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 22:01:00 - 2017-10-06 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.3127               0        -3.7367         11.100
          0.7178               0         4.2061         -7.319
          0.7518               0        -0.3401          3.674
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         12.855        0.01793            2.675           -1.245
          7.836        0.25076            2.273            3.261
         -5.701        0.26640            2.309            1.421
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6556           2.9829           4.9913           -5.279
          -0.4925          -0.7148           0.5274          -14.918
           1.4594           2.7048           0.8060          -10.608
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          1.16519           9.6855          9.42297           0.6552
          0.25707           0.1044          3.05158          -0.3424
          0.03149           0.2245          0.01367          -0.1457
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.9396          -10.609            2.010            2.357
           5.8701            7.650            1.379           -5.880
          -7.7641            1.334            1.755            5.678
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.72975           0.9289            6.130          -4.2347
          0.04153           0.4544           -1.625           3.4209
          0.51790           0.2775            2.935          -0.2263
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.015523           -6.577          -3.8559           1.0658
         0.044200            4.166           1.6689           1.7147
         0.004407           -1.105           0.1136           0.9817
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           11.124          0.04739           16.765           0.9618
           -7.185         -0.02393           -5.076           0.6856
            4.754         -0.06944            2.282           0.5717
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.3416         13.54986           12.595            4.062
           1.5685          4.25306            8.246           15.930
          -0.1513          0.06987           -5.806           -4.070
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8414          -0.3561         -0.09702          -0.2091
           0.5940           3.3167          0.18435          -0.1543
           0.7269           1.2258         -0.12745          -0.2369
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         0.087853         -0.15184            1.127           11.888
         0.008373         -0.04499            5.382            0.226
        -0.092693          0.29948            3.522            8.235
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.3416         0.490780           -2.049           1.2256
          -0.1480        -0.095795            6.079           1.4792
           0.1742         0.005676            1.369           0.6637
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.5452         -0.27271           -2.790            2.056
          -0.6963         -0.16851           -3.265            1.521
          -0.4380         -0.03158            5.794            1.468
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.39012           5.0935           4.9073            1.175
         -0.05475          -2.6179          -0.8721            3.778
         -0.08906           0.1121          -1.6323           -2.204
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           4.4039          0.43498        0.0231814            3.368
           4.4523          0.47137        0.0279371            1.556
          -0.7022          0.03496       -0.0007307            4.014
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7503            1.570        -0.036756            1.189
          -0.5474            1.924        -0.005354            2.055
          -0.6556            1.021        -0.002283            2.175
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.3818         0.385293            3.090         -0.27830
           0.6823        -0.120916            2.015         -0.23150
           2.1735        -0.001933            2.373         -0.08812
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.957          -1.3077           1.3299          1.68461
            1.328           0.3564           0.1860          0.67885
            1.359           0.8177           0.5804          0.07354
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.3892           2.3972         -0.04448           5.2536
           0.0204           2.0936          0.16921           3.1938
          -0.1878           0.9666         -0.25061           0.7885
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.9150          0.07920            1.490          0.80477
           2.1655          0.08786            2.976          0.02569
           0.7661         -0.02256            1.982         -0.04834
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.484            2.241           1.9971           0.1681
            2.664            1.587          -0.7453           0.2066
            2.395            1.479          -0.7240           0.1369
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          7.82123           0.2588         -1.14533         -1.56497
         -0.01458          -0.1153          0.02785          0.33847
          2.38751           0.1256         -0.05571         -0.09987
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.64459          2.19987          0.07158           0.3087
          1.11641         -0.09845          0.04536           0.1990
         -0.03662          0.28624          0.14634           0.4069
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.286         -0.05005           -2.020            92.98
            2.003         -0.12447           -1.615            94.43
            1.488          0.73152           -1.963            92.11
 rnd_95776.volume rnd_95787.volume
          -10.019            3.278
            2.724            1.879
            6.785            2.311
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.176 1.859 6.392 2.671 2.839 0.9195 1.716 3.849 4.105 3.201 1.876
[2,] 3.204 1.877 6.438 3.552 3.926 0.9197 1.749 3.852 4.105 4.014 2.215
[3,] 3.223 1.883 6.497 4.485 4.447 0.9481 1.782 3.855 4.105 4.037 2.229
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.505 2.264 2.939 4.493 3.433 3.490 3.011 8.554 3.503 6.732 2.776
[2,] 4.175 2.272 3.524 4.900 3.546 4.132 4.106 8.896 4.487 6.832 2.916
[3,] 4.421 2.272 3.549 5.101 3.748 4.706 4.398 9.149 4.790 6.878 2.951
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.09 3.974 1.171 3.733 3.480 3.115 2.746 1.445 2.741 3.365 1.865
[2,] 12.18 5.131 1.176 4.468 4.689 3.165 4.028 1.457 3.260 3.420 1.890
[3,] 12.25 5.742 1.176 6.073 6.296 3.248 4.753 1.466 4.541 3.436 2.013
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.616 2.571 2.797 3.408 2.680 2.225 0.8958 1.870 0.7769 2.682 2.647
[2,] 3.845 3.663 3.833 3.419 2.966 2.270 0.9015 1.876 0.7770 2.855 3.226
[3,] 4.941 4.151 4.136 3.419 2.984 2.281 0.9106 1.925 0.7770 3.010 3.645
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.283 1.321 2.798 2.249 3.737 2.104 3.082 2.973 1.454 2.866 2.757
[2,] 2.304 1.321 3.090 2.249 3.750 2.105 3.708 3.056 1.455 3.568 3.230
[3,] 2.335 1.328 3.238 2.271 3.820 2.115 3.815 3.137 1.461 3.804 3.519
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.511 1.573 2.434 0.9797 2.823 1.383 2.234 1.971 2.261 2.818 1.078
[2,] 2.662 2.723 2.442 0.9815 2.919 1.419 2.275 1.971 2.683 3.411 1.144
[3,] 3.344 3.153 2.450 0.9831 3.125 1.457 2.478 1.974 2.760 3.509 1.147
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.654 1.896 2.174 1.182 3.042 2.606 3.352 3.703 3.197 3.099 2.332
[2,] 3.035 1.918 3.270 1.240 3.048 3.290 3.354 4.584 3.224 4.433 3.617
[3,] 3.118 1.928 3.609 1.256 3.058 3.322 3.383 4.599 3.224 4.471 3.916
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6891 2.178 1.809 2.424 2.024 1.821 0.8234 2.220 1.876 5.233 5.385
[2,] 0.6977 2.782 1.823 2.755 2.092 1.951 0.8302 3.065 1.884 5.248 5.398
[3,] 0.7082 3.843 1.823 4.023 2.196 2.007 0.8310 3.098 1.893 5.251 5.619
      [,89] [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.7174 0.635 0.9732 0.9710 2.165 0.9772 0.6708 12.55  9.574 5.052
[2,] 0.8201 1.060 0.9898 0.9866 2.188 0.9786 0.6950 13.91 10.094 5.898
[3,] 0.9520 1.061 0.9981 0.9904 2.316 0.9812 0.7346 15.04 10.365 5.951
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]   [,6]   [,7]   [,8]   [,9]
[1,]  4.033  2.361   8.116   3.391   3.605  1.168  2.179  4.888  5.212
[2,] 95.022 58.006 174.981 530.645 614.458  3.847 76.151 32.227 17.617
[3,] 79.983 34.372 197.878 620.312 473.017 52.250 78.044 38.346 11.019
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.064   2.382   4.451  2.876   3.732   5.706   4.359   4.431
[2,] 548.874 267.100 514.031 40.565 440.334 443.100 201.798 501.249
[3,]  96.770  55.677 329.203  8.439  95.881 321.200 274.521 510.345
       [,18]  [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]  [,26]
[1,]   3.823  10.86   4.448   8.549   3.526    9.003   5.046  1.487   4.74
[2,] 632.595 553.46 635.222 263.199 202.178 2242.570 735.546 23.678 556.51
[3,] 356.740 484.04 379.845 179.720 102.975  297.536 583.684  5.983 931.80
      [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.42   3.956   3.487  1.835   3.48   4.273   2.368   4.591   3.265
[2,] 711.79 126.774 667.609 40.937 400.14 139.160  70.045 296.566 590.998
[3,] 952.09 165.613 571.733 38.242 716.05  73.294 156.618 703.207 442.406
       [,36]  [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]
[1,]   3.551  4.328   3.403   2.825  1.138  2.375 0.9865   3.405   3.362
[2,] 593.787 59.632 288.193 102.304 22.959 33.487 2.8560 222.238 417.576
[3,] 352.001 15.249  72.791  49.678 29.128 97.879 2.5777 215.534 384.410
      [,45]  [,46]   [,47]  [,48]   [,49]  [,50]   [,51]   [,52]  [,53]
[1,]  2.899  1.678   3.553  2.856   4.745  2.672   3.914   3.775  1.846
[2,] 71.773  6.352 297.249  2.928  72.981 12.463 467.084 160.641 14.104
[3,] 85.034 29.736 219.039 70.731 164.214 47.974 203.082 159.676 28.209
       [,54] [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   3.639   3.5   3.188   1.998  3.091  1.244   3.585  1.756   2.837
[2,] 481.652 381.3 200.178 503.569 45.520 13.580 168.214 71.801  98.293
[3,] 299.145 316.4 458.475 360.240 43.576 12.638 252.661 75.273 222.098
      [,63]   [,64]   [,65]  [,66]  [,67]  [,68]  [,69] [,70]  [,71]
[1,]  2.502   2.871   3.578  1.368   3.37  2.408   2.76  1.50  3.863
[2,]  2.269 326.976 435.342 87.202 333.73 65.829 553.52 85.22 43.994
[3,] 27.640 147.364 186.698 17.211 161.92 44.658 345.70 45.58 56.448
       [,72]   [,73]   [,74]  [,75]   [,76]   [,77]   [,78]   [,79]  [,80]
[1,]   3.309   4.257   4.703  4.059   3.935   2.961  0.8751   2.765  2.298
[2,] 455.040  26.779 611.945 94.501 718.049 626.406 24.7414 392.091 51.134
[3,] 104.167 100.286  85.506 11.203 131.893 339.900 27.4455 600.707  2.612
       [,81]  [,82]   [,83]  [,84]   [,85]  [,86]  [,87]   [,88]    [,89]
[1,]   3.078   2.57   2.312  1.046   2.819  2.382  6.645   6.838   0.9109
[2,] 296.838 119.78 158.772 24.077 478.895 39.782 89.742  84.564  90.0540
[3,] 664.104 151.41 106.825  8.018 102.044 41.068 41.053 353.836 109.5204
        [,90]  [,91]  [,92]   [,93]  [,94]   [,95]   [,96]  [,97]   [,98]
[1,]   0.8064  1.236  1.233   2.749  1.241  0.8519   15.93  12.16   6.415
[2,] 192.3579 40.982 39.612  72.436 11.657 41.1251 1359.36 724.69 689.625
[3,]  11.5293 29.133 19.776 171.805 16.325 53.9689 1295.80 533.98 179.907
[1] "--- VAR model 2017-10-05 22:01:00  completed"
[1] "Completed training sample:  2017-10-05 22:01:00 - 2017-10-06 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 22:31:00 - 2017-10-06 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.7122        0.003219        -0.9229         -14.75
          0.6942       -0.046889         0.6320         -19.03
          0.8998       -0.556608         0.9381         -12.04
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          13.14         0.2618            1.912            1.578
         -14.83         0.4344            2.203            3.981
         -13.77         0.2400            2.259            3.293
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1113           10.207            4.119          -13.266
           5.1278            1.347            0.120          -12.662
           1.6674            4.356            3.363           -7.806
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.8246            7.752           11.948            2.824
          -1.7633            2.892            8.251            2.828
          -1.3151            2.349            2.613            2.384
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.001            7.219            4.063            3.208
           10.872            5.915            1.873           10.609
            8.398            6.970            1.143            4.453
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.7023          -1.1146          -32.649          -10.997
           0.2711          -0.4830           -2.125           -4.875
           0.8082          -0.1937           -3.466           -4.360
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.089668         -17.3112         -21.7262            1.702
         0.026252         -12.7377         -16.6915            2.761
         0.004081          -0.7507           0.7885            1.619
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -12.43        -0.001909           -1.943           0.4043
           -20.22         0.368741          -20.868           0.1709
           -10.94         0.317569          -15.207           0.4592
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.201           -2.904            11.33            2.635
           -4.317          -12.593           -12.79           -3.714
           -3.089          -18.614           -13.34          -13.303
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.0355           2.9836          -0.6654           1.2199
          -0.2631           0.8037          -0.4102           0.6325
           0.3127           3.4048          -0.3073           0.5213
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.7740         -0.25670           -5.672          -10.232
          -0.5241         -0.21816            2.716           -1.897
          -1.3990         -0.01923           -8.523           -1.614
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7954          -0.0570          -0.4128           0.8843
           0.1759           0.3906          -4.2016          -0.3266
           1.7691           0.8461           3.0849          -0.1543
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.45619         -0.71766           -9.816            3.808
          0.09905         -0.39038            2.898            2.195
          0.01222         -0.09207           -5.709            3.032
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.35092          -7.8044           -1.352           0.9539
         -0.12688          -0.1058           -7.533          -8.0217
          0.02975          -0.4619            2.636           2.0077
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.862          -0.3256          0.42845            1.181
           -2.551          -0.5565         -0.30879            3.253
           -5.839          -0.1689          0.08032           -5.472
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0233           0.9931         -0.02808           5.2110
          -1.0409           2.9516          0.09348           0.7137
          -0.7124          -0.7147          0.02394           3.5165
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.7322          0.14858           -1.022           1.0105
           0.5291          0.18349            3.632           0.6864
           3.3580          0.05972            1.851           0.2658
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -1.30136          -0.2678            1.431           6.5520
          3.94677           0.2592            1.984           0.4161
          0.06587           0.5469            1.976           1.8301
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7720         10.20036           1.5817           6.5025
          -1.3946          0.06138          -0.1078           0.8701
          -0.6534          1.78359           0.8108           2.5132
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          11.2106          0.36189            1.330         -0.19839
           4.3386          0.27263            6.315          0.01150
           0.2942         -0.06479            2.105         -0.02302
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.460           -1.442           0.4869          0.15525
           12.711           -1.648          -2.1777          0.10719
            1.021           -1.671           0.6307          0.02038
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.5691          0.96641          -0.2709           -3.014
           0.8342          0.65549           0.1092           -9.193
           1.0261          0.07122          -0.1652           -4.516
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7668           0.8341           2.5341          1.05867
          -0.3351           0.5166           0.9816         -0.06136
           0.1158          -0.1949          -0.1310         -0.01940
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.105           0.1653           -2.886            97.51
            2.773          -0.7832           -3.504            99.63
            0.175           0.1230           -2.699            98.26
 rnd_95776.volume rnd_95787.volume
            7.946        -21.97683
           -7.665         -6.74596
           -8.150          0.09026
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.314 1.672 6.659 2.938 2.932 0.8091 1.726 5.086 5.070 3.335 1.924
[2,] 3.322 1.686 6.681 4.010 4.130 0.8091 1.762 5.138 5.138 4.657 2.274
[3,] 3.326 1.697 6.681 4.862 4.831 0.8366 1.822 5.138 5.140 4.664 2.311
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.736 2.384 3.144 4.732 3.294 4.193 2.973 9.077 3.970 7.345 3.101
[2,] 4.933 2.388 3.975 5.083 3.473 4.597 4.397 9.223 4.254 7.361 3.176
[3,] 5.098 2.394 4.098 5.587 3.605 5.297 4.803 9.583 4.693 7.362 3.202
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.839 5.065 1.058 4.377 4.085 3.160 3.202 1.349 3.098 3.251 1.999
[2,] 12.121 5.965 1.064 4.945 5.052 3.203 4.802 1.351 3.422 3.274 2.017
[3,] 12.166 5.998 1.064 6.481 6.616 3.264 5.657 1.358 4.955 3.283 2.126
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.748 3.028 3.307 3.289 2.698 2.133 0.8536 1.937 0.7216 2.789 2.719
[2,] 4.224 3.935 4.070 3.308 2.981 2.171 0.9018 1.942 0.7219 2.974 3.343
[3,] 5.056 4.543 4.356 3.321 2.991 2.178 0.9144 1.978 0.7228 3.176 3.550
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.183 1.286 2.921 2.296 3.290 2.119 3.100 2.786 1.525 2.929 2.744
[2,] 2.184 1.323 3.154 2.296 3.301 2.120 3.586 2.886 1.526 3.362 3.135
[3,] 2.192 1.335 3.337 2.327 3.310 2.133 3.759 2.941 1.528 3.612 3.400
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.490 1.896 2.431 1.085 2.829 1.396 2.197 1.911 2.243 2.782 1.268
[2,] 2.661 2.603 2.443 1.087 2.969 1.421 2.258 1.912 2.670 3.343 1.335
[3,] 3.089 3.015 2.483 1.095 3.104 1.446 2.402 1.921 2.755 3.459 1.346
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.614 1.950 2.452 1.282 3.203 2.852 3.596 4.169 3.462 3.655 2.611
[2,] 2.965 1.973 3.017 1.284 3.216 3.588 3.606 4.921 3.493 4.806 3.962
[3,] 3.021 1.990 3.309 1.289 3.216 3.607 3.607 4.924 3.493 4.888 4.379
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6657 2.490 1.789 2.541 2.003 1.674 0.8300 2.382  1.75 5.784 5.133
[2,] 0.6782 3.052 1.801 2.782 2.073 1.789 0.8340 2.964  1.76 5.787 5.143
[3,] 0.6888 4.244 1.801 4.398 2.174 1.840 0.8362 2.969  1.77 5.787 5.431
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.8711 0.9322 0.9845 0.8764 2.296 1.001 0.6454 12.55  8.584 4.354
[2,] 0.9418 1.0686 0.9847 0.9309 2.297 1.002 0.6812 13.91 10.024 5.453
[3,] 0.9638 1.0846 1.0536 0.9482 2.385 1.002 0.7196 15.07 10.233 5.845
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]  4.208  2.123   8.456   3.731   3.723  1.0274   2.192   6.459   6.438
[2,] 55.072 51.365 128.156 645.863 688.275  0.8445  83.935 172.167 197.124
[3,] 40.471 46.135   7.648 650.729 593.171 50.3810 109.301  16.048  30.875
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.235   2.443   6.013  3.027   3.993   6.009   4.183   5.325
[2,] 769.145 287.070 327.034 35.343 575.443 439.254 260.412 445.903
[3,]  64.098  97.716 304.340 37.040 236.236 548.566 228.818 622.749
       [,18]  [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]
[1,]   3.775  11.53   5.041   9.327   3.938    9.955   6.431  1.344
[2,] 766.889 387.45 361.719 116.867 162.696 2187.973 745.703 24.679
[3,] 457.198 615.67 469.206  19.756  95.306  245.003 148.871  6.867
       [,26]    [,27]   [,28]   [,29]  [,30]   [,31]  [,32]   [,33]  [,34]
[1,]   5.558    5.187   4.012   4.066  1.713   3.934  4.129   2.539   4.76
[2,] 544.675  703.439 124.072 846.948 15.518 344.131 91.956  63.557 460.91
[3,] 991.571 1011.240 149.168 707.788 34.420 847.973 55.710 158.598 657.67
       [,35]   [,36]  [,37]   [,38]  [,39]  [,40] [,41]  [,42]   [,43]
[1,]   3.845   4.199  4.176   3.426  2.708  1.084  2.46 0.9163   3.541
[2,] 594.703 561.618 84.853 300.109 96.545 68.787 31.82 5.1692 244.484
[3,] 537.350 367.067 67.972  59.249 38.948 35.905 89.40 8.6238 263.486
       [,44]  [,45]  [,46]  [,47]  [,48]  [,49] [,50]   [,51]   [,52]
[1,]   3.452  2.773  1.633   3.71  2.915  4.177  2.69   3.937   3.537
[2,] 460.253 15.251 73.162 281.27  4.219 64.731 16.45 426.787 178.449
[3,] 283.241 42.840 41.912 258.29 90.325 57.872 56.02 266.441 134.238
      [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]
[1,]  1.937   3.719   3.484   3.162   2.407   3.088  1.378   3.593  1.773
[2,]  7.282 390.802 358.885 222.166 422.010  54.984 12.962 212.992 61.818
[3,] 19.701 312.614 311.529 371.325 360.214 106.056 31.820 214.407 63.427
       [,62]  [,63]   [,64]   [,65] [,66]   [,67]  [,68]   [,69]  [,70]
[1,]   2.789  2.427   2.849   3.533  1.61   3.319  2.476   3.114  1.627
[2,] 124.239 12.845 342.555 438.771 99.23 331.384 70.616 415.769 18.586
[3,] 193.538 42.328 161.193 210.295 40.01 136.872 62.042 322.175 26.758
      [,71]   [,72]  [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]
[1,]  4.068   3.621  4.567   5.294   4.396   4.641   3.316  0.8454   3.162
[2,] 66.214 515.498 62.467 618.649 110.445 738.686 705.092 30.5649 417.802
[3,] 10.672  86.831 14.329  45.722   4.726 211.310 441.594 28.5649 697.667
      [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]   [,88]
[1,]  2.271   3.227   2.544   2.125  1.054   3.024  2.223  7.345   6.518
[2,] 50.552 267.858 126.839 149.728 19.346 417.715 43.285 47.203  77.297
[3,]  4.294 806.183 154.938 101.232 14.367  38.872 45.795 11.759 413.104
      [,89]   [,90] [,91]  [,92]   [,93]  [,94]   [,95]   [,96]  [,97]
[1,]  1.106   1.184  1.25  1.113   2.915  1.271  0.8196   15.94   10.9
[2,] 84.687 123.647  5.16 74.313  16.219 11.656 51.5460 1416.65 1224.9
[3,] 48.521  43.934 88.66 42.683 152.442  2.826 54.8879 1376.02  487.9
       [,98]
[1,]   5.529
[2,] 776.943
[3,] 497.621
[1] "--- VAR model 2017-10-05 22:31:00  completed"
[1] "Completed training sample:  2017-10-05 22:31:00 - 2017-10-06 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 23:01:00 - 2017-10-06 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.42392         0.06371        -0.6508        -17.638
         0.08584         0.13896        -0.3986         -6.346
        -0.37797         0.12248         0.2399          5.639
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.505        0.04884            5.326           15.333
        -14.593        0.01186            5.324            9.211
         -3.194        0.28687            3.778            7.035
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           15.020           17.750            7.352          -13.170
           10.624           11.218            4.407           -9.639
            8.445            7.645            4.028           -9.739
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -3.60174            7.487            8.189            3.056
          0.06792            8.081            9.946            3.643
         -2.07331            4.415            7.943            2.617
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            14.65           25.763            18.06            7.337
            12.21            8.362            25.75           19.620
            15.83           12.053            21.60            9.802
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -6.5854           1.0433            9.194           1.8161
           0.3204           0.8249           -4.862          -1.6080
          -0.1894           0.5279           -2.088          -0.5811
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.10396           -6.520           -9.943            7.874
          0.18476            6.010            3.639            7.836
          0.06203           -4.867           -1.484            6.354
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -20.695          0.07917          -14.979          0.35233
           -5.446          0.27953           -9.800          0.51961
            6.653          0.50576            2.632          0.06893
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.1580          -10.105             3.07            5.277
          -3.9715           -9.806           -14.83          -12.757
          -0.4408           -1.377            -2.75           -6.342
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.23045            4.409          0.05644           0.4646
          0.30007            5.342         -0.19674           0.4386
         -0.06331            2.711         -0.04421           0.5162
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4495            1.270           1.1963          -1.9406
          -0.2592            1.195          -0.7566          -0.4645
          -0.2314            0.741          -7.7922          -6.0238
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.030            1.096          -3.0903            1.001
            1.751            1.744          -0.5707            6.292
            2.436            2.401           0.2750            1.302
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.0581           0.5055             1.44            1.352
          -0.3873           0.4194            -4.00            1.910
           0.3114           0.2050             1.65            1.286
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.363148            1.929           1.9736          -2.2689
         0.398558            1.182           0.5628           1.5154
         0.000338           -2.825          -2.0262           0.4097
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.1694         -0.02134          -0.5474           8.8211
           2.1006          0.44982           0.3964          -2.9462
           0.6539          0.08937          -0.2382           0.9523
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4099          1.28009           0.6803           -4.154
          -0.2968          0.59483          -0.1474            3.962
          -0.1398          0.07796          -0.2099           -1.427
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.606           0.1959            8.084           1.1911
            3.049           0.1402           -3.646           0.5292
           -1.173           1.6808            4.711           0.4581
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.134           0.3570          -0.1966         -0.57535
           -5.066          -0.5656          -0.2404         -0.58995
            4.864          -0.6550          -0.2810          0.04413
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2269         -0.38940          0.19150           -6.869
           0.3493         -0.03225         -0.09184            2.285
          -0.2294          0.15615          0.02784            1.390
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.695          0.21744            7.636         -0.44592
           -4.005          0.18390           -6.114         -0.23220
            1.607          0.06701            1.401         -0.03658
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.9685          -0.8898           0.3423         0.095732
          -2.3165          -1.3609           0.6007        -0.053688
          -1.0712          -0.5242          -0.8660        -0.008862
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.658          0.35509           0.8227           -3.833
            2.001         -0.07580          15.2348           -4.678
            2.486         -0.02639           3.7504           -3.933
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.39838          -0.9499          -4.7994            1.439
         -0.02975           1.0136           0.5154           -2.837
          1.06987          -0.6951           0.6796            1.001
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.030          0.29702           -5.274           11.099
            1.646          0.06466           -5.215            9.613
           -0.287         -0.16077           -5.099           10.232
 rnd_95776.volume rnd_95787.volume
           -5.503           -2.888
            1.615            3.230
            9.085           -2.529
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.639 1.711 7.073 3.596 3.426 0.7693 1.843 5.507 5.742 4.117 2.379
[2,] 3.640 1.714 7.074 4.516 5.015 0.7713 1.908 5.592 5.900 5.921 2.781
[3,] 3.644 1.714 7.078 5.484 5.548 0.8038 1.960 5.688 6.195 5.980 2.834
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.089 2.613 3.410 4.944 2.761 4.355 3.213 8.512 4.383 9.380 3.346
[2,] 5.336 2.638 4.234 5.262 2.949 4.681 4.718 8.645 4.758 9.385 3.402
[3,] 5.612 2.670 4.431 5.776 3.061 5.494 5.104 9.182 5.121 9.420 3.432
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.835 5.977 1.083 4.885 4.377 3.353 4.031 1.391 3.815 3.633 2.153
[2,] 12.661 6.655 1.089 5.689 5.681 3.423 5.371 1.392 4.190 3.642 2.169
[3,] 12.676 6.673 1.090 7.340 6.648 3.567 6.196 1.399 5.531 3.658 2.280
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.519 3.190 3.391 3.512 2.988 2.126 0.9167 2.026 0.7575 3.207 3.261
[2,] 5.194 4.770 4.507 3.523 3.412 2.177 0.9727 2.043 0.7755 3.325 3.840
[3,] 5.725 5.206 4.747 3.552 3.449 2.178 0.9774 2.057 0.8121 3.535 4.028
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.238 1.458 3.213 2.495 3.369 2.114 3.523 2.665 1.558 3.349 2.957
[2,] 2.305 1.503 3.571 2.508 3.417 2.117 3.973 2.752 1.614 3.846 3.312
[3,] 2.337 1.511 3.783 2.587 3.417 2.139 4.286 2.807 1.641 4.099 3.554
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.788 2.098 2.613 1.166 2.969 1.434 2.395 1.950 2.740 2.946 1.483
[2,] 3.041 2.619 2.613 1.166 3.206 1.463 2.451 1.952 3.145 3.665 1.575
[3,] 3.490 3.257 2.709 1.178 3.478 1.501 2.559 1.979 3.232 3.746 1.582
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.060 1.997 2.765 1.373 4.132 3.163 3.775 4.339 3.881 3.594 3.014
[2,] 3.458 2.035 3.420 1.378 4.155 3.882 3.777 5.461 3.924 4.910 4.042
[3,] 3.553 2.046 3.765 1.378 4.178 3.904 3.778 5.531 3.925 4.992 4.874
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7115 2.922 1.948 3.132 2.177 1.765 0.8945 2.732 1.872 6.002 5.461
[2,] 0.7281 3.618 1.954 3.762 2.228 1.873 0.8997 3.344 1.878 6.006 5.476
[3,] 0.7398 4.937 1.956 4.880 2.324 1.942 0.8999 3.357 1.878 6.006 5.948
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.487 1.560 1.554 1.444 2.395 1.029 0.6099 12.89  9.274 5.381
[2,] 1.488 1.896 1.817 1.460 2.432 1.030 0.6351 14.58 10.712 5.660
[3,] 1.488 1.899 1.826 1.683 2.512 1.032 0.6826 15.96 10.907 6.447
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]  4.621  2.173  8.982   4.566   4.351  0.9768   2.341   6.993   7.292
[2,] 15.823 24.430 18.371 645.798 865.722 13.2183 116.228 229.607 320.214
[3,] 42.034  6.421 60.016 735.737 561.247 53.5231 106.184 246.095 446.364
        [,10]   [,11]   [,12]  [,13]  [,14]   [,15]   [,16]  [,17]  [,18]
[1,]    5.228   3.021   6.463  3.318   4.33   6.278   3.506   5.53   4.08
[2,] 1006.113 340.505 379.513 85.051 593.24 425.826 244.579 405.61 816.65
[3,]  197.879 129.527 410.986 98.161 308.95 563.015 194.332 679.89 460.74
      [,19]   [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  10.81   5.565  11.91   4.249   11.22   7.59  1.375    6.203   5.558
[2,] 357.26 437.788  73.98 145.246 2144.10 691.82 26.450  689.186 856.425
[3,] 731.25 447.937 191.24 107.017  147.98 114.03  9.493 1096.505 816.318
       [,28]   [,29]  [,30]   [,31]  [,32]   [,33]   [,34]   [,35]   [,36]
[1,]   4.258   5.118  1.766   4.844  4.613   2.735   5.738   4.051   4.306
[2,] 162.434 839.054 14.741 410.063 62.184  61.613 605.490 838.399 701.994
[3,] 237.574 730.332 33.350 853.381 81.723 166.386 569.247 492.766 352.072
      [,37]   [,38]  [,39]  [,40]  [,41]   [,42]   [,43]   [,44]   [,45]
[1,]   4.46   3.795   2.70  1.164  2.573  0.9619   4.073   4.141   2.842
[2,]  66.21 389.565 110.27 76.931 62.629 39.3220 207.611 479.431 130.158
[3,] 106.22 119.060  14.88 22.650 55.985 56.9849 283.647 287.419  91.788
      [,46]  [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]   [,54]
[1,]  1.852   4.08   3.168   4.278  2.684   4.474   3.385   1.978   4.253
[2,] 86.496 368.50  60.764 135.102 28.893 434.166 161.478 100.150 446.832
[3,] 37.011 295.22 150.179   3.418 71.721 380.535 131.058  69.659 335.628
       [,55]  [,56]   [,57]   [,58]  [,59]  [,60]  [,61]   [,62]  [,63]
[1,]   3.755   3.54   2.665   3.318  1.481   3.77  1.821   3.041  2.477
[2,] 352.723 287.23 370.509   3.021  6.654 286.28 68.185 123.537 19.411
[3,] 305.029 404.79 457.896 168.692 38.972 318.88 80.001 173.885 76.285
       [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   3.479   3.741   1.883   3.885  2.536   3.511  1.744   5.247   4.017
[2,] 365.010 515.232 125.202 380.964 92.811 475.860 25.527 102.855 531.957
[3,] 176.457 184.288  34.850 192.769 49.234 372.363  4.315 103.300  98.612
      [,73]  [,74]   [,75]   [,76]   [,77]   [,78]  [,79]  [,80]   [,81]
[1,]  4.793   5.51   4.929   4.564   3.827  0.9035   3.71  2.473   3.977
[2,] 32.498 784.05 136.688 790.649 636.754 36.5819 504.49 35.690 492.978
[3,] 17.626 206.70  21.417 214.180 643.980 30.9416 794.26 22.064 734.840
       [,82]   [,83]  [,84]  [,85]  [,86]  [,87]   [,88]  [,89]   [,90]
[1,]   2.764   2.242  1.136   3.47  2.377  7.622   6.935  1.889   1.981
[2,] 112.332 147.983 22.990 455.89 35.127 53.323  93.238  9.298 254.608
[3,] 155.933 121.224  4.291  69.02  6.001  7.064 549.381 10.877  26.362
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   1.974   1.833   3.042  1.307  0.7744   16.37   11.78   6.833
[2,] 222.567  51.681  98.852  6.658 41.8999 1609.91 1267.33 414.782
[3,]  43.048 197.773 149.462 15.473 59.1635 1536.32  484.92 729.970
[1] "--- VAR model 2017-10-05 23:01:00  completed"
[1] "Completed training sample:  2017-10-05 23:01:00 - 2017-10-06 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-05 23:31:00 - 2017-10-06 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.0631         -0.6318         -3.945        -13.947
         -0.7196          0.4477         -1.893         -3.661
         -0.2898          0.2082         -3.565        -11.246
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.509         0.5062            3.555            4.483
        -13.805         0.1599            3.155            1.287
         -6.013         0.1548            2.698            1.278
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           10.057           9.6233          -4.1882           -7.753
            1.401           0.5439           1.6033           -5.974
            7.309           1.3008          -0.1011           -7.403
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.612          -8.9975           -3.471           -4.974
           -4.399           4.8425            3.463           -1.851
           -6.119           0.6914            1.505           -2.855
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.330           0.6564           19.525           22.300
           -3.221          -7.6161           12.910            8.220
            1.535           4.9586            1.702            2.098
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           3.3329          0.20706          -33.257           1.6452
           1.3675          0.11731          -11.421         -13.8359
           0.9647          0.08839           -2.554          -0.7843
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.12772           -3.186           -8.655           -4.853
          0.04755          -17.028           -9.438           -1.490
          0.11497           -5.489           -8.575           -1.579
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -15.013          0.02483          -11.314           0.9352
           -2.907          0.09774           -6.358           0.5655
          -12.507          0.24462           -9.532          -0.2878
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.5635           -6.603          -12.109          -18.976
          -3.7555           -8.674          -10.528          -10.793
          -0.3989           -5.565           -4.719           -5.051
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.09427          0.09655          -1.1270           0.5507
          0.68811          7.35372          -0.7663           0.7872
          0.52830          4.83057          -0.5210           0.3553
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5356        -0.001644          -11.293           -6.831
          -0.4617         0.530446           -3.134          -16.405
           0.1367         0.436090           -4.768           -7.755
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.238            1.630           -5.814            6.487
            4.775            2.690           -6.821            6.161
            5.195            1.494           -7.007           -1.248
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.06171          0.11094            7.052            4.711
          0.90814         -0.52285            6.727            4.635
         -0.09065         -0.03587            1.938            2.988
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2596            4.532            6.070            8.082
           2.4882            9.942            4.267            4.298
           0.6679            4.492            4.714            6.607
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.349            5.459          0.56061           15.345
            5.657            2.859         -0.08692            9.095
            4.029            1.861         -0.06657            3.691
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.283            3.719           1.0537           -5.328
           -2.002            5.757          -0.2702           10.042
           -1.390            3.122           1.0265            3.897
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.937           0.4271          -4.1959         -0.12350
            8.019          -0.7697           0.2876         -0.19646
            4.160          -0.1567           8.6529         -0.04177
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.194         -0.31239            2.843            6.155
           -5.262         -0.23728            2.522            1.176
            7.875         -0.01979            2.125            1.996
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.0675           6.9756           12.857           -2.447
           2.4162          -0.3445           12.918            5.360
           0.9704           1.5303            9.795            1.599
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -0.120          -0.4367           3.8845         -0.23357
            4.032          -0.4349           0.4087         -0.00441
            4.379          -0.1869           5.5565         -0.09160
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.9123            3.670            1.228          0.11859
           0.2419            4.014            2.079          0.04458
           3.0667            4.321            1.735          0.01847
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.796          -0.8236         -1.38799           -5.841
            1.759           0.5241         -0.75347           -5.002
            6.433           0.3924          0.07765           -3.601
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3219            6.723          10.5037           7.7602
          -2.4837           -1.700           0.3528          -0.1742
          -1.3287           -2.323          -2.5607          -3.2419
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.647          0.07792           -5.641           -9.083
            3.447          0.07770           -5.609           -8.825
            3.432          0.06651           -5.463          -10.129
 rnd_95776.volume rnd_95787.volume
           39.631           -3.272
            4.813          -17.719
            6.638           -4.561
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.049 1.967 7.877 3.944 4.213 0.8000 1.997 6.634 6.709 4.492 2.641
[2,] 4.064 1.982 7.909 4.899 5.518 0.8010 2.115 6.829 6.804 6.584 3.073
[3,] 4.088 1.986 7.937 5.549 6.051 0.8418 2.204 7.026 7.226 6.638 3.118
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.485 2.869 3.699 5.219 3.274 4.725 3.783 7.601 4.311 11.24 3.504
[2,] 5.706 2.902 4.481 5.497 3.390 5.136 5.155 7.780 4.719 11.25 3.561
[3,] 6.058 2.934 4.622 5.864 3.437 5.580 5.427 8.243 5.465 11.29 3.573
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.411 6.336 1.199 5.355 4.703 3.810 4.317 1.374 4.347 3.842 2.247
[2,] 14.298 6.444 1.206 6.110 5.779 3.854 5.517 1.375 5.029 3.857 2.264
[3,] 14.392 7.640 1.209 8.344 6.622 4.022 6.158 1.379 5.960 3.865 2.361
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 5.054 4.242 4.109 3.766 3.246 2.203 0.9245 2.243 0.8367 3.316 3.253
[2,] 5.748 5.055 4.942 3.773 3.518 2.253 0.9787 2.262 0.8471 3.448 3.849
[3,] 6.253 5.485 5.200 3.805 3.562 2.270 0.9845 2.265 0.9020 3.608 4.056
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.374 1.638 3.646 3.011 3.776 2.185 3.928 2.823 1.748 3.541 3.293
[2,] 2.442 1.700 3.940 3.029 3.824 2.193 4.266 2.940 1.817 4.160 3.683
[3,] 2.515 1.706 4.075 3.127 3.828 2.207 5.106 2.999 1.879 4.535 3.932
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.409 2.627 2.930 1.309 2.799 1.510 2.496 2.098 3.241 3.161 1.632
[2,] 3.724 3.075 2.931 1.313 3.558 1.533 2.553 2.099 3.637 3.898 1.751
[3,] 4.073 3.801 3.062 1.318 3.824 1.566 2.646 2.113 3.815 4.018 1.757
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.337 2.169 2.928 1.520 4.596 3.424 4.013 4.580 4.272 4.230 3.605
[2,] 3.736 2.197 3.681 1.524 4.602 4.189 4.063 5.801 4.694 5.286 4.408
[3,] 3.863 2.209 3.958 1.524 4.682 4.191 4.178 5.820 4.799 5.433 5.343
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7282 3.453 2.113 3.385 2.343 1.907 1.075 2.877 2.042 6.779 5.788
[2,] 0.7343 4.180 2.117 4.105 2.425 1.983 1.076 3.455 2.060 6.781 5.793
[3,] 0.7476 5.324 2.120 4.941 2.502 2.050 1.076 3.494 2.065 6.790 6.191
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.884 1.951 2.033 2.018 2.654 1.175 0.6037 12.61  9.265 5.420
[2,] 1.911 2.657 2.574 2.320 2.664 1.175 0.6355 14.32 12.018 5.743
[3,] 1.924 2.661 2.606 2.335 2.735 1.176 0.6785 15.70 12.271 6.975
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.141  2.498  10.0   5.009   5.35  1.016   2.535   8.424   8.519
[2,]  95.493 65.095 195.1 798.018 978.76 10.813 191.332 445.540 311.919
[3,] 122.908 37.096 182.8 716.095 682.35 71.149 170.715 453.243 667.733
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16] [,17]
[1,]    5.704   3.354   6.966   3.643   4.697   6.628   4.157   6.0
[2,] 1321.870 431.749 431.391 119.754 694.894 473.886 242.145 553.0
[3,]  232.521 144.128 558.706 117.854 310.450 560.739 155.459 599.2
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]    [,24]  [,25]  [,26]
[1,]   4.804   9.652   5.474  14.27   4.449   11.95    8.045  1.523    6.8
[2,] 961.818 455.664 527.161 119.88 174.492 2956.44  322.643 35.480  807.9
[3,] 466.269 748.462 756.968 260.51  81.309  450.65 1127.587 24.039 1560.6
       [,27]   [,28]   [,29]  [,30]  [,31]  [,32]   [,33]   [,34]   [,35]
[1,]   5.972   4.838   5.482  1.744   5.52  4.879   2.854   6.418   5.386
[2,] 922.414 159.332 943.407 15.412 694.58 92.644  74.530 752.108 755.136
[3,] 887.759 315.742 751.410 29.664 878.39 70.021 183.769 676.015 584.608
       [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]  [,43]  [,44]
[1,]   5.218   4.782   4.122   2.798  1.174  2.848  1.063   4.21   4.13
[2,] 754.253  65.184 372.765 128.926 88.223 80.570 36.355 260.03 565.03
[3,] 444.209 135.470 152.783  77.456 29.299 34.077 85.073 291.63 351.85
       [,45]  [,46]  [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]
[1,]   3.015   2.08   4.63   3.824   4.795  2.775   4.987   3.585   2.22
[2,] 156.709 124.97 409.74  89.912 165.674 51.421 457.073 225.361 136.07
[3,] 165.691  40.35 285.81 213.318  52.933 68.692 770.826 162.088 131.97
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]  [,61]  [,62]
[1,]   4.497   4.181   4.329   3.336   3.72  1.663   3.554  1.917   3.17
[2,] 599.368 452.929 411.752 439.131  25.29 27.567 603.190 73.596 146.47
[3,] 496.056 378.193 452.826 613.369 243.25 31.853 385.362 87.319 191.33
      [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]
[1,]  2.664   4.115   4.014   2.072   4.238  2.754   3.718  1.930   5.837
[2,] 13.997 453.313 626.350 174.886 461.276 95.820 612.797 33.064  63.244
[3,] 67.488 316.080 267.672  38.173 270.164 64.485 399.191  4.243 237.119
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   4.348   5.097   5.815   5.424   5.371   4.577  0.9246   4.384
[2,] 662.987 172.896 977.908 534.478 870.729 696.812 26.1245 647.087
[3,]  36.865 267.445 130.544 273.928 344.417 829.234 38.5327 905.529
      [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]
[1,]  2.684   4.299   2.975   2.422  1.365   3.654  2.593  8.608   7.35
[2,] 34.922 637.620 172.408 149.107 12.400 525.451 74.667 47.406  64.01
[3,] 29.533 755.528 168.862 143.064  6.881 143.255 39.522 95.921 599.75
      [,89]   [,90]   [,91]   [,92]  [,93]  [,94]   [,95]   [,96]   [,97]
[1,]  2.392   2.478   2.582   2.563   3.37  1.492  0.7666   16.01   11.76
[2,] 88.117 495.098 433.733 314.181  64.48  7.682 54.5579 1863.21 2102.71
[3,] 60.753  40.135 110.556  72.794 170.22 12.475 65.2794 1769.24  680.52
        [,98]
[1,]    6.882
[2,]  521.792
[3,] 1087.367
[1] "--- VAR model 2017-10-05 23:31:00  completed"
[1] "Completed training sample:  2017-10-05 23:31:00 - 2017-10-06 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 00:01:00 - 2017-10-06 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.266        0.933189       -1.49998          5.098
           1.119       -0.396267       -0.05891         -5.266
           0.813       -0.006809        1.06277          5.814
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -21.86         0.3727            3.254           0.6403
         -10.94         0.3543            1.785           0.6894
         -14.99         0.2317            1.860           1.2483
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.5146           4.4591          -2.1788           -16.36
          -1.1047          -0.1219          -0.3889           -17.42
           0.9365           1.7069          -0.4266           -17.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.010          -2.8525          -2.1210           -4.304
           -5.519           0.1192           1.2853           -3.998
           -5.428          -0.1572           0.1997           -2.317
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.2759          -0.6793           3.9619           11.901
          -0.9764          -2.1941           2.6134            6.024
          -0.2671          -1.2360           0.3154            6.844
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.5273         -0.53564           17.383           -1.843
          -0.4885         -0.02464           -1.582            6.066
          -0.7339         -0.15961           -1.851           -1.279
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            0.440           -6.348           -1.404           2.3469
            1.186           10.485            3.342           0.8430
            1.296           -1.605            1.683           0.8096
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.410            2.247           1.4243          -0.9692
           -4.514            2.007          -0.8100           0.9708
            4.831            1.205           0.3163          -0.2768
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.22450           -7.743         -14.5866           -8.783
          0.65653           -1.372          -0.5491           -4.663
         -0.09658           -6.173          -5.8072           -6.385
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -2.1018            2.058           0.8897           1.5570
          -0.8237            2.758           0.3708           0.4458
          -0.3322            4.571           0.3650           0.2580
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.554           0.2633          -4.8727          -15.401
           -8.376           0.4051           2.0082           -9.955
           -3.909           0.5242           0.5371           -5.852
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.275          0.09182           -7.809           3.3782
            3.872          1.14179          -11.893           2.0436
            1.129          1.20195           -7.210           0.2543
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.4359          -0.1866            1.782            6.837
           1.4123           0.6062           -1.010            6.938
           0.2887           0.1197           -5.763            3.381
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5672          -8.0277          -5.3678            8.304
           0.1492           3.9599          -0.2119           -7.144
           0.2937           0.2002          -1.1272            2.063
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           10.412          -1.4674          -0.1507          -0.1855
           -8.452           3.4784          -0.5146           9.7931
            1.859          -0.7417           0.3045          -8.2751
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.239            2.638            2.838            4.517
           -4.670            4.397            2.011            2.589
           -4.669           -3.892           -0.664            5.583
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.852         -0.37785           11.015          0.06380
            3.882         -0.08371            3.529         -0.01341
            6.411          0.02738            3.053         -0.31060
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           16.572          -0.1295            5.174            1.493
            4.297          -0.4762            4.966            2.500
            2.755           0.1462            1.966            2.375
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.863            3.956            5.293            4.990
           -4.788            1.335            5.004            2.531
           -4.262            2.109            3.932            2.444
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          0.09679           0.4512            4.914           0.5514
          6.36086           0.3976            4.345           0.2483
          1.20811           0.3012            2.973           0.1098
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.643            2.177         -0.80801         -0.05224
            3.028            1.993         -0.06142          0.21008
            3.512            2.093          0.05409          0.06645
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4902           1.1899          -0.1089           -8.065
           1.7186          -1.0023          -0.3554           -8.026
           2.8748          -0.2413           0.7216           -9.128
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2589          17.8173          13.3608           -2.177
           0.8591           0.4247           0.8223           12.597
           1.7635          -1.2072          -0.7438           -1.866
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.7289           0.1107           -8.137          -1.1899
           2.9738          -0.3467           -8.225          -0.5005
          -1.8028          -0.1735           -8.243          -1.5481
 rnd_95776.volume rnd_95787.volume
            5.102           -4.392
            7.379            5.494
            4.696           -2.809
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.258 2.186 8.304 5.267 5.468 1.002 2.273 7.193 7.325 4.913 2.894
[2,] 4.279 2.193 8.332 6.118 6.373 1.003 2.456 7.452 7.384 7.069 3.389
[3,] 4.315 2.194 8.386 6.624 6.735 1.022 2.539 7.629 7.714 7.111 3.431
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.524 2.990 4.034 5.497 4.206 5.286 4.333 6.556 4.806 11.65 3.644
[2,] 5.852 3.014 4.561 5.725 4.270 5.660 5.252 6.924 5.304 11.65 3.698
[3,] 6.159 3.034 4.689 5.996 4.328 5.903 5.576 7.356 5.860 11.67 3.704
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.06 6.614 1.233 5.634 4.919 3.942 5.135 1.542 5.233 3.949 2.342
[2,] 15.02 6.684 1.306 6.417 6.059 4.018 6.192 1.553 5.860 3.956 2.378
[3,] 15.08 7.815 1.310 8.716 6.857 4.196 6.809 1.568 6.688 3.976 2.489
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.696 4.903 4.582 4.185 3.695 2.385 1.078 2.539 1.107 3.604 3.142
[2,] 6.350 5.616 5.165 4.190 4.169 2.428 1.081 2.562 1.108 3.676 3.845
[3,] 6.787 5.969 5.393 4.203 4.291 2.450 1.083 2.642 1.155 3.749 3.990
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.565 1.806 3.938 3.473 4.087 2.416 4.663 3.099 1.835 3.924 3.654
[2,] 2.664 1.880 4.143 3.600 4.101 2.417 5.177 3.162 1.914 4.657 4.202
[3,] 2.712 1.916 4.277 3.710 4.121 2.425 5.675 3.284 1.943 4.808 4.637
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.892 3.093 3.289 1.440 3.475 1.583 2.841 2.409 3.745 3.418 1.959
[2,] 4.264 3.608 3.291 1.440 3.806 1.602 2.923 2.474 4.268 4.365 1.974
[3,] 4.779 4.584 3.408 1.441 4.151 1.615 3.005 2.508 4.546 4.536 1.991
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.923 2.304 3.108 1.689 5.146 3.732 4.244 5.043 4.546 4.465 3.891
[2,] 4.365 2.344 4.083 1.697 5.154 4.382 4.321 5.881 5.000 5.540 4.821
[3,] 4.515 2.358 4.456 1.698 5.308 4.392 4.449 5.895 5.141 5.650 5.680
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8482 4.274 2.217 4.053 2.505 1.970 1.130 3.095 2.325 7.098 5.757
[2,] 0.8601 4.779 2.225 4.637 2.561 2.045 1.130 3.769 2.336 7.098 5.783
[3,] 0.8687 5.770 2.238 5.280 2.625 2.139 1.136 3.885 2.342 7.109 6.220
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.601 2.520 2.521 2.384 3.009 1.410 0.5899 12.38 11.59 5.715
[2,] 2.797 3.236 2.913 2.431 3.057 1.411 0.6222 14.07 12.57 6.098
[3,] 2.798 3.614 3.190 3.098 3.135 1.412 0.6753 15.41 12.67 7.200
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.407  2.776  10.55   6.689   6.944  1.273   2.887   9.133   9.301
[2,] 125.160 51.175 203.00 922.461 970.079  8.759 275.127 578.025 278.160
[3,] 163.783 19.363 279.84 752.109 645.363 58.057 191.091 484.303 661.568
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    6.238   3.674   7.015   3.796   5.123   6.981   5.341   6.712
[2,] 1506.349 522.640 572.431 112.557 630.977 473.463 218.177 599.910
[3,]  230.586 159.567 568.787 103.569 322.509 528.895 208.814 496.479
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]    [,24]   [,25]
[1,]   5.502   8.325   6.103  14.79   4.628   12.77    8.398   1.566
[2,] 879.532 660.563 664.980  46.74 185.807 3305.17  286.284 127.508
[3,] 555.239 736.093 738.817 218.84  65.385  419.35 1200.285  30.693
        [,26]    [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]    7.155    6.246   5.006    6.52  1.958   6.645   5.015   2.974
[2,]  910.251 1048.451 230.723 1025.87 55.840 781.477  70.654 121.777
[3,] 1748.300  951.775 358.341  839.25 63.766 955.639 118.268 218.134
       [,34]   [,35]   [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   7.234   6.226   5.819  5.314   4.692   3.029  1.368   3.225  1.406
[2,] 831.417 811.621 706.180 62.746 572.447 133.627 26.342 100.912 14.713
[3,] 710.573 599.236 460.415 99.152 301.191  96.935 17.473 191.360 96.835
       [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]  [,50]   [,51]
[1,]   4.577   3.989   3.257   2.293   5.001   4.41   5.189  3.068   5.922
[2,] 215.209 657.116 214.098 154.730 381.439 280.82  99.895 12.175 666.327
[3,] 217.892 316.269 150.376 109.676 314.417 265.62 121.770 60.036 689.074
       [,52]  [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   3.935   2.33   4.983   4.64   4.942   3.927   4.177  1.828   4.412
[2,] 186.180 161.56 743.253 615.12 516.660 550.835  32.321 11.176 460.701
[3,] 263.430  99.10 353.881 581.20 639.245 837.743 262.750 12.156 490.439
     [,61]   [,62]   [,63]   [,64]  [,65]  [,66]   [,67]   [,68]   [,69]
[1,]  2.01   3.607   3.059   4.755   4.34  2.488   4.982   2.925   3.947
[2,] 73.74 203.972 167.414 606.604 804.59 70.388 567.217 127.891 784.557
[3,] 59.41 206.580 122.075 464.018 365.32 77.303 341.548  77.257 528.995
      [,70]   [,71]  [,72]  [,73]   [,74]   [,75]  [,76]   [,77]  [,78]
[1,]  2.144   6.535   4.74   5.39   6.404   5.772   5.67   4.942  1.077
[2,] 47.954  83.249 680.45 240.33 896.461 616.979 971.86 843.358 42.221
[3,] 21.990 376.579  86.38 314.14 122.508 354.519 329.21 890.103 36.093
       [,79]  [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86]   [,87]
[1,]   5.427  2.815   5.146   3.181   2.501  1.435   3.931  2.952   9.013
[2,] 633.722 57.874 667.589 158.437 162.550  1.986 637.069 67.674  13.705
[3,] 958.559 69.458 748.688 170.707 185.984 35.149 280.156 48.067 116.455
      [,88]   [,89] [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   7.31   3.302   3.2   3.201   3.027   3.822  1.791  0.7491   15.73
[2,] 165.12 305.218 601.5 432.478 141.320 159.331  4.775 58.6348 1977.12
[3,] 678.42  15.648 477.1 385.600 569.238 205.610 18.119 77.7793 1864.46
       [,97]    [,98]
[1,]   14.72    7.257
[2,] 1440.40  631.133
[3,]  472.87 1134.082
[1] "--- VAR model 2017-10-06 00:01:00  completed"
[1] "Completed training sample:  2017-10-06 00:01:00 - 2017-10-06 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 00:31:00 - 2017-10-06 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7122       -0.059558         -1.502         -6.913
         -1.4828       -0.023007         -3.139        -11.609
         -1.1387       -0.001429         -1.905         -8.826
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.144         0.1183            2.507            1.918
        -10.194         0.7137            4.414            4.027
        -12.843         0.8901            5.399            1.460
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.002            1.635          -0.0749           -5.691
            4.666            1.398           3.3726          -12.035
            5.375            2.967           0.2444          -11.573
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.034          -2.0762           0.0355           -2.000
           -3.327           0.8925           0.4341           -1.476
           -2.676           0.8335           0.5419           -1.972
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.205            2.481           10.683            8.624
            1.365            2.090            7.729            5.232
            1.072            2.760            6.399            3.833
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.11398           2.5883           -16.05           -7.331
         -0.12810           0.3723           -11.62           -6.054
         -0.02505           1.6876           -11.29           -1.315
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1328          -11.359           -9.718           10.648
           0.2336           -8.911           -8.566            5.075
           0.1313           -4.543           -5.914            2.575
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -12.232           0.6062           -9.655         -1.77760
           -9.946          -0.1249          -13.628          0.17416
          -10.213           0.0265          -11.592         -0.01908
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.312           -4.914           -3.685           -8.569
           -1.714           -6.638           -6.616           -5.645
           -1.513           -8.540           -8.879          -10.623
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.682           17.487            2.299           0.2823
            1.538            7.264            1.435           1.0584
            1.423            7.321            1.486           0.9914
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.502           0.1705           -2.718           -5.682
           -1.825           2.8234           -1.718           -5.232
           -2.164           0.9231           -1.294           -7.893
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.741          1.25994            2.002            6.845
            1.821          1.03309           -2.947           -1.973
            2.608          0.02692           -3.061            2.192
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.0507           0.5863           -6.004            6.112
           0.5365          -1.1741            9.909            2.698
           0.1827          -0.3288            1.060            3.234
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.915            4.496            5.211           8.7381
            1.924            1.404           -6.040           0.1012
            2.065            6.905            5.042          -1.6685
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           12.299           1.2127           0.3477          17.4774
            3.079           2.7692          -0.3819           6.8035
           -4.674           0.5258          -0.1007           0.4507
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.442            7.785            4.307            7.723
           -2.972            6.638            3.041           11.431
           -3.927            2.506            1.556            6.650
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.337           0.5611            4.390           0.9623
           11.186          -0.2508            8.739           0.5275
            7.222          -0.1760            8.954           0.2608
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.113         -0.12062            3.629           0.6997
            4.413          0.07096            2.408           0.6601
           10.838         -0.02787            2.183           0.4219
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.424           -4.072            6.497           -3.930
            4.674            1.726            7.931            0.244
            2.545            0.020            4.981           -1.082
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.100         -0.06581          -2.4741           -5.359
           -5.542         -0.21004          -2.7223           -5.154
            1.775         -0.04323           0.3623           -3.449
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.4387          -1.4008            2.064         0.198588
          -6.4261          -0.5429           -1.765        -0.009793
          -1.4282          -0.7166            1.565        -0.240623
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           14.328         -0.55364            1.971           -28.46
            9.315         -0.27301            1.300           -10.80
            6.671          0.04209           -1.050           -18.21
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.3949           -3.903          -2.5796          -0.5184
           0.5218            1.146           0.3459          -2.9878
          -0.1888            1.372           1.2248           2.2344
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            5.765          0.27974           -6.363           -2.120
            5.791          0.09664           -6.628           -1.822
            4.865         -0.54134           -6.812           -1.818
 rnd_95776.volume rnd_95787.volume
           13.368          -12.115
            8.519           -6.198
           -4.801           -2.156
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.633 2.408 8.959 6.181 6.206 0.9939 2.449 7.834 7.694 5.585 3.145
[2,] 4.639 2.414 8.994 7.005 7.512 0.9958 2.568 8.154 7.786 7.818 3.737
[3,] 4.669 2.414 9.079 7.423 7.781 1.0035 2.735 8.365 8.282 7.883 3.782
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.803 3.034 4.272 5.719 4.484 5.469 4.684 5.900 5.571 12.24 4.230
[2,] 6.026 3.056 4.889 5.990 4.520 5.785 5.638 6.435 6.081 12.25 4.308
[3,] 6.356 3.072 5.040 6.310 4.583 6.058 5.955 6.886 6.460 12.25 4.309
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.75 6.737 1.377 6.004 5.912 4.787 6.078 1.681 5.918 4.493 2.508
[2,] 15.66 6.781 1.388 6.806 7.138 5.145 6.992 1.706 6.384 4.514 2.552
[3,] 15.71 8.127 1.403 9.233 7.623 5.453 7.597 1.715 6.917 4.563 2.663
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.597 5.202 5.102 4.758 4.124 2.571 1.142 2.720 1.188 3.995 3.339
[2,] 7.275 6.438 5.731 4.759 4.739 2.616 1.190 2.755 1.219 4.044 4.171
[3,] 7.657 6.734 5.943 4.795 4.892 2.640 1.203 2.799 1.278 4.117 4.304
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.758 2.030 4.172 4.201 4.482 2.717 5.097 3.396 1.984 4.396 4.217
[2,] 2.869 2.142 4.423 4.337 4.483 2.734 5.776 3.446 2.103 5.246 4.652
[3,] 2.907 2.153 4.672 4.514 4.523 2.754 6.271 3.599 2.157 5.456 5.213
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.183 3.419 3.503 1.556 3.596 1.695 2.948 2.523 3.902 3.687 2.107
[2,] 4.595 3.863 3.506 1.556 4.334 1.711 3.016 2.602 4.478 4.691 2.126
[3,] 5.201 4.791 3.644 1.556 4.616 1.728 3.131 2.642 4.808 4.864 2.139
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.264 2.371 3.378 1.761 5.322 4.104 4.399 5.328 4.827 4.813 4.214
[2,] 4.791 2.409 4.334 1.767 5.441 4.600 4.483 6.105 5.310 5.936 5.075
[3,] 4.916 2.423 4.671 1.770 5.526 4.625 4.610 6.130 5.476 6.031 6.187
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8990 4.631 2.872 4.601 2.522 2.145 1.225 3.399 2.573 7.443 6.480
[2,] 0.9134 5.126 2.974 5.139 2.560 2.183 1.227 4.053 2.601 7.443 6.527
[3,] 0.9192 6.106 3.010 5.791 2.625 2.304 1.234 4.207 2.626 7.446 7.215
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.026 2.936 2.928 2.792 3.307 1.566 0.6274 12.04 12.85 5.985
[2,] 3.268 3.637 3.346 2.844 3.368 1.567 0.6532 13.77 14.39 6.309
[3,] 3.281 4.100 3.689 3.542 3.493 1.567 0.6980 15.12 14.61 7.798
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]     [,5]   [,6]    [,7]    [,8]   [,9]
[1,]   5.883  3.058  11.38   7.849    7.881  1.262   3.109   9.948   9.77
[2,]  67.855 46.995 220.23 918.090 1178.708 17.427 215.341 630.096 332.64
[3,] 148.734  2.716 345.72 683.774  564.925 34.421 262.104 519.511 786.57
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.092   3.994   7.369   3.853   5.425   7.262   5.694   6.945
[2,] 1523.233 561.910 451.737 102.631 661.769 495.586 158.132 524.744
[3,]  282.366 163.451 562.945  87.667 341.001 552.985 211.187 501.490
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]    [,24]  [,25]
[1,]   5.948   7.493   7.074  15.54   5.372   13.64    8.555  1.749
[2,] 873.746 715.467 678.779 105.04 227.233 3170.34  215.712 48.444
[3,] 534.200 682.193 607.572 123.06  29.187  357.38 1247.406 57.046
        [,26]    [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]    7.624    7.507   6.079   7.718  2.135   7.514   5.705   3.185
[2,]  892.647 1113.686 525.183 962.595 79.889 666.956 123.407 130.977
[3,] 1737.395  745.479 503.090 827.341 50.582 741.807 184.283 211.690
       [,34]    [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   8.377    6.606   6.479   6.042   5.236   3.265  1.451   3.453
[2,] 854.269 1056.256 726.812  31.299 650.283 133.443 92.296 123.189
[3,] 664.989  549.585 437.620 162.776 338.060 100.494 49.464 137.813
       [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   1.509   5.073   4.24   3.502   2.578   5.297   5.335   5.691  3.451
[2,]  75.740 174.299 695.93 220.991 190.684 408.850 299.387  28.931 82.754
[3,] 106.566 215.596 295.55 129.602  60.254 419.190 348.846 167.745 94.204
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58] [,59]
[1,]   6.472   4.312   2.519   5.582   5.355   5.312   4.342   4.448 1.976
[2,] 756.398 162.965 194.953 797.384 546.999 529.222 500.386  41.797 5.904
[3,] 679.897 289.034 132.893 417.181 654.984 678.516 789.149 276.751 4.435
       [,60]  [,61]   [,62]   [,63]   [,64]   [,65]  [,66]   [,67]  [,68]
[1,]   4.567  2.152   3.743   3.203   4.955   4.682  2.675   5.414   3.01
[2,] 673.571 66.028 177.438 177.274 611.800 807.573 79.968 608.405 120.01
[3,] 442.183 67.729 233.964 127.900 487.504 357.787 65.341 307.181  71.64
      [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   4.29  2.237   6.758   5.211   5.586   6.766   6.129   6.112   5.351
[2,] 756.16 40.435 315.301 579.052 240.867 829.890 616.260 967.610 787.806
[3,] 484.67 28.917 268.943 133.874 299.406 152.712 373.014 297.102 985.273
      [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]
[1,]  1.142   5.881   3.646   5.842   3.203   2.724  1.555   4.316   3.268
[2,] 45.060 611.792 215.957 637.672 121.769 113.136 21.873 615.022 104.916
[3,] 28.762 923.780 128.507 743.411 161.642 204.790 35.590 314.090 100.626
      [,87]   [,88]   [,89]   [,90]   [,91]   [,92] [,93]  [,94]   [,95]
[1,]  9.452   8.229   3.842   3.729   3.718   3.545   4.2  1.989  0.7967
[2,]  7.803 217.621 344.100 597.573 450.605 151.341 177.3 11.754 50.6197
[3,] 54.654 855.887  80.190 527.352 433.098 587.901 257.5  7.885 68.5530
       [,96]   [,97]    [,98]
[1,]   15.28   16.31    7.601
[2,] 1861.67 1806.16  555.171
[3,] 1742.51  701.38 1276.256
[1] "--- VAR model 2017-10-06 00:31:00  completed"
[1] "Completed training sample:  2017-10-06 00:31:00 - 2017-10-06 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 01:01:00 - 2017-10-06 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.88589        -0.36556         -1.495         -5.043
         0.01495        -0.03345         -2.973          3.216
        -0.07328         0.04620         -4.670        -14.886
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        0.06981         0.7772            3.207            3.276
       -9.04937         0.8244            3.962            4.139
       -4.75413         0.2183            3.763            2.404
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.436          -0.7753            2.867           -29.83
            8.275           4.7995            1.789           -26.97
            6.182           2.8698            1.712           -25.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.207           1.3773           6.5606           -7.609
           -4.112          -0.5046           1.3265           -8.107
           -4.795           0.7412           0.6991           -4.981
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.856          -13.617           -17.69          -10.513
           -4.393           -6.686           -10.60           -1.425
           -3.791           -4.491            -3.51           -4.018
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.02662          -0.3786          -36.559            5.442
          0.21929          -0.2116          -11.249          -16.379
         -0.02453          -0.1090           -4.189            2.589
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02348            7.626            3.607           1.0849
         -0.37937          -19.628           -5.776           0.4208
         -0.06369           -3.246          -10.544           0.2250
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.515          -0.2009           -7.681         -0.36220
            1.777           0.6994           -3.952          1.28012
          -14.623           0.5592          -11.479         -0.07843
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.4295            4.844         -0.02582          -7.8612
           0.6531           -5.377         -2.78465           0.8714
           0.4957           -2.461         -1.89696          -3.1524
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2577            1.407         -0.39232           0.8325
          -0.7674            3.028         -0.23093           0.5677
          -0.3243           -4.568         -0.02307          -0.1336
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6827          -0.5956          -1.9587           -7.118
           0.3111           0.5441          -0.6938           -6.113
          -1.8970           0.5090           0.5428           -4.927
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9796          -0.4309           -1.565           2.3545
          -1.5294           0.1317           -6.827          -1.3742
          -0.6507          -1.0973           -3.904          -0.1119
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.9840        -0.283284          -5.1638            3.696
          -0.5270        -0.176753          -0.8983            1.830
          -0.1651        -0.003568          -3.6933            3.382
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.36429           -5.651          -4.0577           -8.240
         -0.01915           -1.076          -4.4444           -3.871
         -0.01051           -2.225          -0.5362           -2.244
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.735           -1.559          -0.3467            9.777
           -4.642           -1.419           0.1040           -9.487
           -3.159           -0.431           0.1298           -3.937
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.607            5.814           0.2210            1.916
           -5.065           -4.305           0.6484            6.361
           -4.898           -1.779           0.9911           -4.316
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.273           0.3500          -2.9370           0.3034
            6.588           0.0640           5.3311          -0.1580
           -3.483           0.8537           0.5397          -0.2287
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.475         -0.18717            4.083           -2.469
            1.877         -0.41381            2.884            2.098
            5.798          0.08488           -0.373            1.875
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9459          -5.6790           -4.539           4.4914
           1.3369           4.0581           -5.749           0.4854
          -0.1219           0.7118           -2.589           2.3410
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         11.19054           0.5224           8.0544           -2.491
         -0.08523           0.2658           4.3147            1.599
          1.64763           0.1348           0.1025            0.108
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.6632            4.743          -1.4632          0.27741
           5.8718            4.267          -0.8023          0.29005
          -0.5148            3.649          -0.2675          0.04263
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.3033         -0.51125            2.390           -23.70
           1.0299         -0.01970            1.562           -14.13
           0.2579          0.06892            3.567           -17.74
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.5813            2.316            2.041           4.1796
           0.3517           -2.482           -1.884          -4.1224
           0.2442            1.024            0.486           0.5095
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.7633           0.1221           -6.089           -2.566
          -3.6258          -0.3275           -5.743           -3.900
          -0.9168           0.1811           -6.236           -4.218
 rnd_95776.volume rnd_95787.volume
           -4.610            3.426
            1.910          -15.697
           -3.404           -3.349
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.028 2.470 9.312 6.785 6.493 1.154 2.758 8.153 8.172 5.949 3.237
[2,] 5.044 2.479 9.350 7.537 7.850 1.158 2.918 8.459 8.299 8.230 3.864
[3,] 5.118 2.480 9.466 7.902 8.089 1.181 3.088 8.664 8.843 8.312 3.916
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.041 3.101 5.311 6.410 4.766 7.018 6.485 7.734 6.392 12.68 4.344
[2,] 6.217 3.117 5.621 6.739 4.801 7.448 7.436 8.327 7.007 12.68 4.408
[3,] 6.398 3.139 5.817 6.980 5.070 7.705 7.690 8.733 7.501 12.69 4.410
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.35 7.105 1.474 6.158 6.177 5.143 6.332 1.783 6.446 4.970 2.647
[2,] 16.53 7.169 1.487 6.986 7.549 5.614 7.189 1.811 7.022 4.972 2.709
[3,] 16.58 8.515 1.509 9.697 8.000 5.968 7.674 1.815 7.668 5.085 2.820
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.022 5.456 5.514 5.052 4.278 2.777 1.333 2.974 1.288 4.361 3.588
[2,] 7.633 6.707 6.113 5.054 4.890 2.819 1.347 2.978 1.288 4.447 4.501
[3,] 8.052 6.963 6.284 5.082 4.997 2.838 1.348 2.992 1.359 4.465 4.624
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.057 2.185 4.582 4.915 4.727 2.838 5.607 3.460 2.159 4.551 4.548
[2,] 3.164 2.280 4.832 5.030 4.732 2.863 6.597 3.493 2.243 5.458 4.918
[3,] 3.220 2.306 5.042 5.455 4.816 2.880 6.950 3.593 2.289 5.801 5.596
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.335 3.660 3.808 1.715 3.865 1.804 3.171 2.964 3.984 3.911 2.197
[2,] 4.739 4.116 3.813 1.716 4.627 1.823 3.243 2.970 4.759 5.248 2.273
[3,] 5.384 5.143 3.899 1.718 4.964 1.864 3.409 3.002 4.983 5.351 2.325
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.583 2.503 3.579 1.879 6.144 4.514 4.832 5.611 5.276 5.227 4.623
[2,] 5.039 2.511 4.628 1.880 6.183 5.190 4.994 6.603 5.761 6.454 5.430
[3,] 5.144 2.535 5.012 1.885 6.344 5.206 5.189 6.611 6.004 6.597 6.703
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9521 4.905 3.666 4.921 2.695 2.334 1.394 4.263 2.686 8.061 6.680
[2,] 0.9723 5.492 3.739 5.617 2.760 2.374 1.394 4.592 2.707 8.066 6.691
[3,] 0.9757 6.589 3.797 6.338 2.815 2.519 1.400 4.670 2.725 8.070 7.406
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.272 3.209 3.227 3.038 3.557 1.662 0.6598 11.74 13.85 6.192
[2,] 3.525 3.889 3.739 3.104 3.596 1.662 0.6972 13.42 15.51 6.498
[3,] 3.529 4.389 4.114 3.945 3.738 1.662 0.7468 14.75 15.65 8.250
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]     [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   6.385  3.137  11.82   8.616    8.245  1.466   3.503  10.35  10.38
[2,] 107.048 57.301 228.34 884.158 1188.298 25.418 256.726 607.02 388.51
[3,] 234.576  8.336 397.03 639.246  525.466 62.491 271.997 505.48 823.29
        [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.555   4.11   7.671   3.938   6.744   8.139   6.052   8.912
[2,] 1531.916 568.71 396.155  84.038 496.186 560.780 155.877 671.525
[3,]  313.396 170.44 406.792 101.375 402.729 490.188 439.007 531.818
       [,18]   [,19]   [,20] [,21]   [,22]   [,23]    [,24]  [,25]   [,26]
[1,]   8.236   9.821   8.117 16.10   5.516   14.41    9.022  1.872    7.82
[2,] 979.845 831.623 772.886 52.22 202.596 3238.87  257.247 53.107  888.85
[3,] 528.199 708.962 721.302 53.86  29.840  325.38 1237.966 68.065 1811.72
        [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    7.843   6.531   8.041  2.264   8.185   6.311   3.361   8.917
[2,] 1169.404 606.003 917.221 85.260 750.418  44.423 155.407 806.335
[3,]  713.202 545.648 723.102 32.391 829.922 286.547 210.707 690.587
        [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]   [,42]
[1,]    6.928   7.002   6.415   5.433   3.526  1.692  3.776   1.636
[2,] 1050.896 710.676  36.459 637.950 131.347 52.268 43.894   1.451
[3,]  503.884 392.315 142.879 277.706  87.570 15.292 76.804 116.789
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   5.538   4.557   3.882   2.774   5.819   6.241   6.003   3.604
[2,] 234.511 731.826 220.289 176.015 412.911 288.315  58.513 100.595
[3,] 106.801 286.012 160.118  93.654 388.611 568.531 241.688  85.643
      [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   7.12   4.394   2.741   5.779   5.776   5.504   4.648   4.836  2.178
[2,] 936.22 128.539 163.560 811.806 503.784 515.742 507.330  54.920  7.380
[3,] 589.71 226.471 123.008 529.358 719.313 688.747 830.541 219.121 26.049
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]  [,67]  [,68]
[1,]   4.908   2.291   4.026   3.764   5.059   4.967   2.79   5.82  3.178
[2,] 685.174  70.413 183.167  48.088 701.021 942.814 157.13 564.07 53.942
[3,] 484.433 104.680 283.555 118.079 398.774 281.204 131.64 279.38 93.268
       [,69]  [,70]   [,71]   [,72]   [,73]   [,74] [,75]    [,76]
[1,]   4.545  2.386   7.802   5.732   6.136   7.125   6.7    6.637
[2,] 790.501 22.172 186.405 689.641 339.320 938.002 623.1 1019.987
[3,] 518.217 34.211 382.468 110.392 379.724  85.749 455.9  368.413
        [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]
[1,]    5.871  1.209   6.229   4.655   6.249   3.422   2.964  1.770
[2,]  767.299 53.172 665.582 198.428 729.427 160.741 116.539  4.341
[3,] 1058.592 21.961 980.691 178.390 791.013 149.872 226.994 35.393
       [,85]  [,86] [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   5.414  3.411 10.24   8.482   4.155   4.075   4.097   3.858   4.517
[2,] 459.354 90.935 77.13 107.109 352.910 591.730 508.870 170.994 141.545
[3,] 229.473 84.540 72.12 855.200  45.339 548.010 462.107 655.711 274.477
     [,94]   [,95]   [,96]   [,97]    [,98]
[1,] 2.110  0.8378   14.91   17.59    7.863
[2,] 9.297 60.7406 1749.97 1877.28  530.915
[3,] 4.166 72.0778 1651.76  577.61 1369.129
[1] "--- VAR model 2017-10-06 01:01:00  completed"
[1] "Completed training sample:  2017-10-06 01:01:00 - 2017-10-06 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 01:31:00 - 2017-10-06 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.117        -0.50428         -1.684        -12.771
           2.392        -0.04449         -1.303          5.507
           1.489        -0.07884         -2.331        -10.666
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -5.4607          1.485            2.823          -0.7704
       -12.4835          1.502            3.076          -0.3430
         0.9931          1.290            2.692          -1.8829
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7559          -7.5676          -3.9063           -17.58
          -2.8703           1.6416           0.6564           -18.95
          -2.8075          -0.7021          -2.0902           -17.66
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.671           -1.314           1.1903           1.2960
           -5.169           -2.970          -2.2524          -1.8799
           -2.983           -1.258          -0.7745          -0.4697
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.015           -5.772           11.417            4.547
           -2.540           -2.848            2.086            2.548
           -2.080           -2.601            2.350            3.045
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.83325          -0.1245          -18.510            2.175
          0.48675           0.8283          -14.262          -11.054
         -0.06797          -0.0936            4.257            2.495
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.0487            13.18           0.8305            4.431
          -0.7863           -14.65          -1.2274            2.029
          -0.3121            -6.79         -11.8314            1.212
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -16.441            1.998          -16.034          -0.4747
            5.651            2.123            1.712          -2.2070
           -7.909            2.121           -1.665          -0.1071
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.8657           -7.500           0.1423            2.738
          -1.7107           -9.973         -12.1004          -11.676
           0.3396            4.879           0.4526           -4.094
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4105           6.6688            3.834           0.6177
          -0.4544           0.3539            2.754          -0.6982
           1.0678          -1.5022            1.642           0.1930
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.38834          0.07013           0.2395           -4.745
         -0.05571          1.13542           0.5996           -4.996
         -0.01775          0.21611          -1.9529           -6.385
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            0.740           1.4746            2.537          -7.4958
            2.022           0.9386           -1.410           3.7261
            1.100           1.0542           -0.732           0.5699
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4004           0.1927            1.351            4.454
          -1.0164           0.5733            5.269            4.162
          -0.1066           0.1414           -4.172            3.692
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2440           4.1898           -4.800           -8.875
          -0.3579           3.8460            1.562            1.297
           0.3078          -0.8199            4.390            3.685
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -6.9251           2.6489          0.09776            2.965
           0.2735           0.3431         -0.15560           -6.549
           2.8537           0.4196          0.14045            2.220
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.082           0.8303          -0.4022           14.891
           -3.924          -1.3449          -1.3289           -1.560
           -3.790          -1.3247           0.3078           -2.764
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          13.1204          -3.4435            0.773          0.44879
           0.2779           2.4978            7.547         -0.08206
          -3.3370          -0.1385           -3.152         -0.37722
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -12.355          -0.3771            3.931            1.930
            9.711          -0.0553            2.841            2.620
           -2.375           0.2082            1.485            1.975
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.0060            5.483           4.0807           10.658
          -0.6406            2.085           1.6398           -1.500
           1.4808            2.160           0.5486            3.774
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          7.20659           0.7270           5.1641          0.42367
          8.84390           0.2112           9.3801          0.06908
         -0.09838           0.2444           0.8405          0.51308
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.331          -0.4381           -1.975           0.2627
           10.845          -0.9290            1.055           0.1730
            2.361          -0.7256            1.091          -0.0162
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.184          0.09090           0.4603           -6.847
            5.515          0.34651           1.0957           12.973
            1.806         -0.01643           0.3655           -2.001
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5495           2.5647            1.739           1.6538
           1.3591           0.3984            0.801           0.4558
           0.7646           1.4777            1.073           1.2109
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.7073         -0.06169           -6.085          -0.2945
          -1.0457         -0.48610           -6.329          -1.4508
           0.4857         -0.07459           -6.099          -0.7068
 rnd_95776.volume rnd_95787.volume
            23.54            9.958
           -21.06          -14.869
            10.32           -5.128
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.322 2.641 10.15 7.173 6.870 1.229 2.995 8.416 8.642 6.128 3.359
[2,] 5.338 2.658 10.16 8.052 8.344 1.241 3.102 8.711 8.756 8.464 4.007
[3,] 5.414 2.658 10.27 8.401 8.687 1.262 3.316 8.919 9.244 8.540 4.061
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 6.251 3.294 5.571 6.768 4.915 7.147 6.736  9.063 6.795 13.27 4.561
[2,] 6.395 3.300 5.999 7.168 4.971 7.620 7.626  9.444 7.392 13.27 4.607
[3,] 6.605 3.326 6.207 7.419 5.249 7.911 7.866 10.063 7.975 13.28 4.615
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 13.34 7.785 1.576  6.308 6.417 5.473 6.619 1.923 6.774 5.440 2.828
[2,] 18.29 7.909 1.589  7.352 7.950 5.917 7.596 1.973 7.512 5.441 2.914
[3,] 18.31 9.314 1.603 10.084 8.341 6.177 8.208 1.979 8.350 5.622 2.966
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.403 6.029 5.674 5.401 4.525 3.012 1.447 3.253 1.353 4.643 3.960
[2,] 8.255 7.130 6.509 5.401 5.144 3.069 1.456 3.277 1.353 4.747 4.868
[3,] 8.690 7.425 6.863 5.422 5.231 3.093 1.460 3.314 1.418 4.785 5.018
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.242 2.322 4.785 5.404 5.167 2.944 6.026 3.681 2.286 4.865 4.823
[2,] 3.436 2.400 5.075 5.523 5.183 2.963 6.873 3.746 2.386 5.699 5.282
[3,] 3.506 2.436 5.324 5.807 5.283 2.982 7.191 3.910 2.430 6.216 5.956
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.539 3.932 4.120 1.755 4.056 1.932 3.296 2.898 4.121 4.193 2.311
[2,] 5.078 4.455 4.123 1.755 4.878 1.944 3.390 2.976 4.919 5.506 2.400
[3,] 5.887 5.654 4.177 1.756 5.382 1.989 3.649 3.032 5.230 5.670 2.454
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.549 2.747 4.053 1.917 6.353 4.671 5.215 5.792 6.037 5.829 5.108
[2,] 5.164 2.757 4.961 1.920 6.396 5.449 5.335 6.904 6.461 7.056 5.794
[3,] 5.250 2.779 5.326 1.924 6.569 5.468 5.517 6.912 6.636 7.206 7.107
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.041 5.103 4.096 5.171 2.850 2.429 1.530 4.520 2.920 8.474 7.512
[2,] 1.061 5.806 4.231 5.907 2.906 2.470 1.530 4.835 2.951 8.487 7.575
[3,] 1.062 6.913 4.282 6.696 2.980 2.604 1.533 4.935 2.970 8.488 8.607
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.449 3.345 3.416 3.556 3.732 1.829 0.6790 11.50 16.04 6.421
[2,] 3.712 4.036 3.964 3.846 3.782 1.830 0.7183 13.25 17.77 6.780
[3,] 3.717 4.502 4.286 4.110 3.963 1.830 0.7604 14.60 17.96 8.885
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]     [,5]  [,6]    [,7]   [,8]   [,9]
[1,]   6.758  3.354  12.88   9.108    8.724  1.56   3.803  10.69  10.97
[2,] 101.054 73.432 122.75 913.153 1181.926 43.67 201.918 561.70 351.41
[3,] 226.923 12.379 386.13 598.641  603.184 57.54 292.425 477.87 739.86
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.782   4.265   7.938   4.183   7.074   8.594   6.241   9.076
[2,] 1457.071 545.437 337.496  48.790 555.953 589.808 186.498 659.722
[3,]  283.821 165.133 412.309 104.144 397.374 477.022 420.265 529.897
       [,18]  [,19]   [,20] [,21]   [,22]   [,23]    [,24]  [,25]   [,26]
[1,]   8.554  11.51   8.629 16.85   5.792   16.93    9.886  2.001    8.01
[2,] 891.973 662.93 726.280 67.49 161.519 3123.69  347.692 51.419  942.71
[3,] 481.223 866.98 746.913 73.14  69.239  216.72 1228.071 53.086 1722.68
        [,27]  [,28]   [,29]   [,30]   [,31]   [,32]   [,33] [,34]   [,35]
[1,]    8.148   6.95   8.405   2.442   8.602   6.908   3.591   9.4   7.656
[2,] 1171.295 561.09 930.343 110.011 810.274  28.988 176.217 911.8 950.283
[3,]  630.693 442.44 776.063  37.161 909.828 353.350 137.744 677.9 516.737
       [,36]   [,37]   [,38]   [,39]  [,40]  [,41]   [,42]   [,43]   [,44]
[1,]   7.205   6.859   5.746   3.825  1.837   4.13   1.718   5.896   5.028
[2,] 796.052   6.285 610.288 146.279 42.069 100.40   6.396 246.391 706.678
[3,] 543.214 119.068 237.828  97.555 26.634 122.40 105.571 150.688 304.442
       [,45]   [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]
[1,]   4.117   2.949   6.076   6.862   6.562  3.739   7.651   4.675
[2,] 283.924 151.014 422.302 284.955 101.019 82.487 825.033 173.460
[3,] 174.644 105.304 401.408 447.837 255.240 84.424 527.790 279.162
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   2.903   6.178   6.124   5.764   4.994   5.231  2.228   5.151
[2,] 170.272 740.947 537.564 568.105 522.373  42.089  3.671 676.368
[3,] 115.005 619.334 687.229 743.344 869.196 167.260 19.299 567.737
       [,61]   [,62]  [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]
[1,]   2.453   4.185   3.68   5.233   5.324   2.934   5.776  3.488   5.147
[2,]  54.481 198.314 169.51 670.460 890.738 161.998 610.013 58.440 713.875
[3,] 104.924 336.861 144.92 443.205 338.226 128.153 236.308 87.282 484.084
      [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]    [,77]
[1,]  2.434   8.068   5.931   6.622   7.354   7.666   7.402    6.486
[2,] 27.420 183.422 700.147 281.548 938.096 574.356 992.372  682.708
[3,] 32.028 374.732 114.650 350.651  81.955 378.382 364.808 1027.342
      [,78]  [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]
[1,]  1.322   6.48   5.201   6.567   3.619   3.084  1.943   5.739   3.707
[2,] 51.252 691.63 264.454 712.667 140.900 112.276  4.318 428.695 107.431
[3,] 10.185 936.44 164.171 787.127 164.849 205.997 26.214 246.985  83.002
      [,87]    [,88]  [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]
[1,]  10.76    9.539   4.38   4.248   4.337   4.516   4.739  2.322  0.8622
[2,] 117.05  241.976 342.18 563.623 502.222 365.467 152.237 15.220 58.4980
[3,]  22.62 1020.212  48.73 498.154 406.924 361.988 295.942  7.089 62.2991
      [,96]   [,97]    [,98]
[1,]   14.6   20.37    8.154
[2,] 1642.8 1908.50  543.245
[3,] 1531.8  655.23 1433.237
[1] "--- VAR model 2017-10-06 01:31:00  completed"
[1] "Completed training sample:  2017-10-06 01:31:00 - 2017-10-06 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 02:01:00 - 2017-10-06 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2084        -0.28536         -2.376        -0.9762
         -0.2217        -0.10587         -1.288        -2.1051
         -0.0416        -0.09972         -0.163         1.5593
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          5.703         1.4929           1.5849            1.470
         -2.562         0.9596           0.9854            3.716
         -4.590         0.8161           1.2602            1.155
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.040           0.9750          -0.2612           -13.84
            2.390           0.4569           1.1039           -17.67
            1.924           2.5291           0.6627           -16.43
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.410          -0.1069          -0.6804           3.1138
           -5.745          -0.6630           1.1659           0.7381
           -5.078          -0.4787           0.2495           1.2654
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.6647          -3.0974           10.404           11.662
          -0.4295           1.0632            8.886            5.656
           1.7287           0.4332            7.955            8.926
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.4815          0.69719            4.328          -3.7083
           0.5258          0.24580           -1.074           0.9299
          -0.2082         -0.03436           -1.895          -1.7927
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.2117           -3.460          -3.6359          -0.3643
           0.9474            3.120          -0.4622          -0.7941
           0.1346           -2.194           1.6047          -0.2170
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.3783          -0.6110           8.3206          0.05524
          -1.9454          -0.4799          -1.7711         -3.15133
           1.4258          -0.4627          -0.3432          0.03646
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.7052           9.4027            4.157            5.088
           0.7831          -0.6396            1.368            8.275
          -0.4780          -1.4641           -4.257           -1.252
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.4888           0.2717          0.21982           0.9995
           0.2365          -1.6809          0.16902           1.5077
          -0.2034          -5.2712          0.04548           0.4639
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.002533          -0.2338            1.049           -6.952
        -0.042263          -0.4729            1.702           -4.353
        -0.471259          -0.2949            1.332           -3.244
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.596          -0.1074          -2.2562           3.6050
            2.956           1.4286          -2.4759           1.1371
            2.046           1.2590          -0.7203           0.8575
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.6110          -0.1154           0.5128           0.5840
          -0.7845           0.1941          -2.6798          -1.3337
          -0.2675           0.1524           3.8716          -0.9434
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.4805           15.629            7.766            -8.90
          -0.4329           -2.227            4.706            13.68
           0.1853           -2.462           -2.087            -1.18
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -8.8583          -2.3652          0.05797           -8.589
          14.0757          -0.7375          0.09773          -11.016
          -0.9251          -0.4808         -0.21803           13.428
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.907           -4.632         -0.14990            5.332
           -4.491           -6.286          0.05787           -4.729
           -4.443            6.592          0.03995           -5.463
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.878          -0.4344           0.1334         -0.05241
           -4.981           1.6135          -0.2996         -0.55279
           -6.303          -1.2787          -6.2663         -0.26250
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.320          -0.4044         -0.54429           0.2057
            3.141          -0.3604         -0.35890          -0.3808
           -4.445           0.3434         -0.04018          -0.2630
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.317           0.7743           5.7992          -2.5790
            3.565          -0.5242           0.4633           0.5695
            2.324          -0.2183           6.1938           0.3607
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -0.19592           0.6279           2.5795           0.2022
         -0.39794           0.0603          -2.5895           0.1901
          0.03189           0.1718           0.5376           0.3492
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           3.5021           -2.796           0.2229           0.1295
          -2.1917           -1.981           1.8851          -0.1802
           0.8564           -1.696          -0.6538          -0.3625
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.805          -1.1124          -1.7361           -1.897
            1.838           0.5929           1.1102            1.737
           -3.595           0.1191           0.6195           -3.243
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2499           4.0283           3.2774           2.5097
          -0.3707           0.1009           0.4124           0.2989
           0.5984          -0.4270          -0.4522          -0.4383
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.907          0.07754           -7.275          0.06929
           -4.838          0.11437           -7.586          0.78740
            3.052         -0.07608           -7.382         -0.96074
 rnd_95776.volume rnd_95787.volume
           -7.019           -2.763
            9.167            2.852
            2.924           -2.348
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.552 2.768 10.70 7.276 6.995 1.312 3.064 8.619 8.914 6.390 3.487
[2,] 5.563 2.782 10.70 8.213 8.542 1.322 3.172 8.885 9.015 8.794 4.113
[3,] 5.615 2.782 10.81 8.600 8.957 1.340 3.405 9.077 9.471 8.870 4.174
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.440 3.441 5.794 6.978 5.104 7.493 6.996 10.85 7.413 14.14 4.952
[2,] 6.564 3.441 6.248 7.369 5.173 7.985 8.005 11.44 8.037 14.15 5.013
[3,] 6.760 3.465 6.420 7.610 5.438 8.234 8.240 12.19 8.576 14.17 5.038
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.73 7.837 1.729  6.758 6.749 5.632 6.853 2.008 6.942 5.740 2.937
[2,] 19.93 8.399 1.738  7.991 8.628 6.051 7.951 2.039 7.806 5.740 2.998
[3,] 19.95 9.644 1.745 11.156 9.157 6.307 8.819 2.047 8.741 5.935 3.034
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.463 6.412 5.928 5.777 4.772 3.252 1.597 3.599 1.413 4.894 4.159
[2,] 8.299 7.571 6.863 5.777 5.448 3.292 1.606 3.623 1.413 4.997 5.223
[3,] 8.844 7.916 7.303 5.819 5.502 3.311 1.621 3.669 1.481 5.071 5.411
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.463 2.447 5.238 5.557 5.518 3.127 6.726  3.79 2.322 5.004 5.048
[2,] 3.647 2.534 5.608 5.675 5.568 3.134 7.056  3.84 2.454 5.982 5.575
[3,] 3.724 2.586 5.885 5.993 5.660 3.158 7.592  4.01 2.510 6.521 5.903
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.736 4.275 4.564 1.809 4.331 1.996 3.554 3.363 4.394 4.612 2.375
[2,] 5.295 4.922 4.573 1.810 5.127 2.010 3.639 3.366 5.202 6.113 2.460
[3,] 5.993 6.146 4.665 1.813 5.739 2.048 3.992 3.394 5.432 6.191 2.549
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.090 2.892 4.310 2.014 6.681 4.796 5.713 6.162 6.601 6.106 5.383
[2,] 5.599 2.903 5.358 2.024 6.712 5.713 5.837 7.425 6.965 7.310 6.226
[3,] 5.677 2.925 5.753 2.032 6.850 5.723 6.011 7.433 7.177 7.501 7.552
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.128 5.345 4.325 5.574 2.973 2.691 1.670 4.708 3.107 8.927 8.056
[2,] 1.146 6.198 4.468 6.363 3.024 2.701 1.670 5.005 3.137 8.948 8.093
[3,] 1.146 7.316 4.521 7.236 3.097 2.795 1.672 5.131 3.164 8.953 9.186
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.541 3.447 3.498 3.616 3.852 1.999 0.7227 11.23 14.52 7.116
[2,] 3.807 4.176 4.067 3.947 3.879 2.000 0.7617 12.94 18.99 7.448
[3,] 3.812 4.614 4.391 4.206 4.070 2.002 0.8071 14.29 19.73 9.984
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]    [,4]     [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   7.05  3.516  13.59   9.239    8.882  1.666   3.891  10.95  11.32
[2,]  74.57 58.282  51.96 820.367 1055.301 35.286 177.058 464.53 289.14
[3,] 164.17  3.011 332.68 548.743  579.914 47.239 266.042 399.73 624.91
        [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    8.114   4.428   8.178  4.370   7.357   8.861   6.481   9.514
[2,] 1300.361 469.320 273.578  5.645 503.686 510.042 180.806 594.385
[3,]  250.693 152.904 347.653 87.505 317.350 408.964 361.224 432.399
       [,18]  [,19]   [,20]  [,21]   [,22]   [,23]    [,24]  [,25]
[1,]   8.883  13.78   9.414  17.96   6.288   18.71    9.952  2.195
[2,] 837.499 780.00 668.431  89.02 168.365 2887.68  650.436 38.424
[3,] 420.556 903.19 643.545 181.97 107.064  195.13 1020.166 35.078
        [,26]   [,27]   [,28]   [,29] [,30]   [,31]   [,32]   [,33]
[1,]    8.581    8.57   7.152   8.703  2.55   8.816   7.289   3.729
[2,]  918.035 1157.03 475.951 867.858 76.42 768.351   7.063 130.286
[3,] 1675.418  659.90 383.250 820.966 38.36 846.215 324.476  99.857
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]
[1,]   9.476   8.142   7.528   7.336   6.059   4.129  2.029   4.57  1.794
[2,] 781.329 866.563 744.193  10.760 565.673 110.534 34.958  90.35  6.956
[3,] 657.906 497.340 537.512 150.035 166.250  77.357 47.680 124.74 95.720
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   6.214   5.281   4.397   3.108   6.651   7.056   7.007  3.971
[2,] 217.631 680.078 246.374 141.914 431.372 248.327 160.163 44.460
[3,] 186.354 304.381 162.134 110.460 383.823 414.351 218.853 85.032
       [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   8.541   4.813   2.949   6.354   6.41   6.014   5.428   5.795  2.298
[2,] 458.717 132.878 170.691 705.690 509.38 509.427 525.277  61.551  5.255
[3,] 603.364 249.010 113.835 558.749 417.80 604.198 791.964 199.036 22.359
     [,60]  [,61]   [,62] [,63]  [,64]   [,65]   [,66]   [,67]  [,68]
[1,]   5.5  2.535   4.513  4.27   5.58   5.857   3.016   6.463  3.673
[2,] 590.4 51.330 168.062 29.76 599.15 863.636 137.819 502.184 55.171
[3,] 555.3 84.766 353.378 93.91 336.46 209.891 143.863 201.746 75.590
       [,69]  [,70]   [,71]  [,72]   [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   5.473  2.557   8.484   6.09   7.255   7.825   8.382   7.753   6.836
[2,] 685.168 43.866 139.529 668.18 257.746 891.518 478.668 865.096 673.135
[3,] 451.115 39.113 294.583  75.70 309.126  73.667 372.544 361.824 920.028
      [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]  [,86]
[1,]  1.432   6.787   5.492   7.078   3.775   3.417  2.121   5.978  3.945
[2,] 43.875 675.571 241.901 660.672 119.409  49.965  4.889 365.426 93.353
[3,]  1.867 836.626 148.285 741.609 143.360 155.075 18.006 243.487 89.361
      [,87]  [,88]   [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]
[1,]  11.34  10.23   4.497   4.377   4.441   4.592   4.892  2.539  0.9178
[2,] 131.69 167.36 300.885 507.280 446.873 340.300  96.884  8.833 51.7983
[3,]  65.16 935.40  42.465 422.473 356.028 312.983 265.278 19.753 57.4266
       [,96]   [,97]    [,98]
[1,]   14.26   18.44    9.036
[2,] 1384.21 2632.17  473.322
[3,] 1305.06 1152.66 1430.929
[1] "--- VAR model 2017-10-06 02:01:00  completed"
[1] "Completed training sample:  2017-10-06 02:01:00 - 2017-10-06 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 02:31:00 - 2017-10-06 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.1436          0.3627         0.2068        -0.3062
          0.9521          0.1705        -2.0533         8.0748
          0.6007          0.1814        -2.3749        -6.0541
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.4631        0.27649            2.415           0.5242
        -1.0015       -0.05090            2.120          -0.8545
         5.2309       -0.07037            1.650           0.3770
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6976           4.1487           -1.343           -16.05
          -1.1256          -1.4486           -0.505           -17.79
          -1.1125          -0.2327           -0.202           -19.81
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.774           -1.257          -0.6165           0.2041
           -3.643            2.325           2.5228           2.8300
           -3.087           -0.387           0.7249           1.9618
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.907            4.589            8.770             9.71
            3.448            1.899            7.642            13.82
            6.765            2.494            6.499            12.50
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          1.12864         -0.23128          -12.552           -1.108
          0.03712         -0.07866           -3.650           -8.115
          0.09384         -0.03858            4.211            4.156
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.19804          12.4340           11.450          -1.4292
         -0.12248         -11.0145            0.321          -1.6238
          0.01397          -0.6288           -5.556          -0.6757
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.872           0.9501          -1.6877          -1.5405
            9.775           0.6240           9.2513          -2.5614
           -4.487           0.4903          -0.6253          -0.4208
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1547           1.4980           -3.702           -2.638
          -0.5880           0.7099           -3.217           -2.502
           1.4584           6.4272            4.402            4.211
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7483           1.4690          -0.2153           0.4439
          -1.1068          -0.1907          -0.7251           0.1150
          -1.5901           0.2579          -0.1166           0.3348
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.7873         -0.63896           2.0474            3.103
           0.5455          0.34120          -0.7299           -5.859
           0.4104         -0.05194          -0.3227           -8.916
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.857            1.073            3.800         -2.75512
            3.005            1.208            1.635          1.69095
            3.507            1.061           -2.553          0.07561
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.7191           0.9227           -2.581            3.624
          -0.6406          -0.6164            4.762            5.577
           0.3857          -0.2664            4.133            5.540
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.9177            2.926            1.997           2.2540
           0.5981           -1.558           -3.548           0.4216
           0.9067            2.614            3.161          -1.0542
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.278           0.6590         -0.05981           1.3542
            2.873           1.3282          0.37583           0.7075
           -3.400           0.3372         -0.28520           2.0724
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.511           0.3794          -0.5699           -1.541
           -1.702           0.8497           0.3634            2.042
           -1.888           1.9165           0.6754            0.747
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3861          0.32918          -2.6008          -0.6682
           0.1366          0.19521           3.6563          -0.4992
           1.0034          0.04129          -0.5279          -0.3203
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
        -3.255964          0.55288            1.814            3.434
         1.785282         -0.16012            3.653            1.117
         0.002903         -0.06078            2.042            1.996
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.718           3.3691          -0.2455            6.329
           -1.813           0.8725          -1.8434            2.568
            1.117           1.7536          -3.8969            1.401
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.859          0.61334            3.343            4.834
            4.172          0.09342            6.658            3.417
            1.308          0.27933            2.282            2.705
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.164            2.786           0.2674          -0.1356
            7.245            2.458          -0.9056           0.2333
            2.346            2.411           0.5146           0.2077
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.0154          0.53715           1.6882          -3.0920
           0.5478         -0.30382          -1.2427           9.3834
           0.6282          0.01434          -0.2819           0.9098
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6679        -0.936406          -0.9500         -0.63592
          -0.2282         1.604705           1.0329          1.11418
           0.3282         0.004512           0.1164          0.04318
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2172          0.09036           -7.715            2.270
           0.1578         -0.11817           -7.808            2.220
           1.2574          0.02057           -8.126            3.161
 rnd_95776.volume rnd_95787.volume
            9.105           6.4530
            5.181          -9.9307
            6.238           0.9125
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.722 2.960 10.90 7.602 7.213 1.394 3.304 8.929 9.335 6.628 3.725
[2,] 5.728 2.968 10.91 8.568 8.841 1.400 3.465 9.188 9.454 9.080 4.380
[3,] 5.793 2.969 11.03 8.990 9.326 1.419 3.615 9.365 9.844 9.149 4.437
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.663 3.604 6.042 7.162 5.607 7.783 7.181 11.12 7.654 14.52 5.146
[2,] 6.828 3.605 6.552 7.585 5.680 8.319 8.291 11.70 8.295 14.52 5.233
[3,] 7.010 3.625 6.738 7.861 5.925 8.598 8.542 12.44 8.862 14.53 5.245
     [,23] [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.51 8.052 1.846  6.859 6.960 5.889 7.003 2.046 7.113 6.079 3.013
[2,] 20.73 8.657 1.853  8.162 8.912 6.310 8.179 2.072 8.010 6.080 3.081
[3,] 20.74 9.970 1.857 11.463 9.418 6.552 9.044 2.083 9.038 6.237 3.125
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.736 6.654 6.071 6.012 4.879 3.395 1.696 3.733 1.461 5.046 4.346
[2,] 8.725 7.859 7.058 6.012 5.567 3.428 1.703 3.754 1.462 5.163 5.427
[3,] 9.320 8.264 7.575 6.048 5.613 3.442 1.715 3.797 1.537 5.249 5.604
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.692 2.507 5.415 5.710 5.806 3.361 7.224 3.910 2.396 5.326 5.460
[2,] 3.884 2.590 5.786 5.820 5.910 3.371 7.684 3.967 2.531 6.364 5.928
[3,] 3.969 2.653 6.076 6.112 6.031 3.394 8.031 4.169 2.598 6.977 6.319
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.917 4.666 4.811 1.899 4.925 2.135 3.756 3.541 4.579 4.774 2.526
[2,] 5.485 5.545 4.818 1.899 5.340 2.164 3.847 3.548 5.459 6.359 2.635
[3,] 6.262 6.612 4.928 1.902 5.967 2.310 4.172 3.568 5.667 6.444 2.708
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.619 3.204 4.594 2.131 6.867 5.040 6.038 6.433 7.112 6.443 5.551
[2,] 5.861 3.208 5.614 2.136 6.905 6.039 6.145 7.763 7.426 7.693 6.460
[3,] 5.911 3.220 6.081 2.142 7.034 6.052 6.343 7.773 7.739 7.875 7.853
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.208 5.497 4.526 6.048 3.114 2.843 1.802 4.792 3.407 9.335 8.681
[2,] 1.228 6.539 4.653 6.875 3.168 2.849 1.803 5.085 3.436 9.356 8.717
[3,] 1.228 7.701 4.720 7.782 3.244 2.957 1.803 5.265 3.446 9.360 9.996
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.645 3.506 3.554 3.721 4.020 2.099 0.7477 11.00 15.12  7.337
[2,] 3.904 4.289 4.148 4.067 4.039 2.102 0.7881 12.68 19.70  7.648
[3,] 3.910 4.719 4.461 4.316 4.205 2.103 0.8382 14.05 20.46 10.319
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]  [,6]    [,7]   [,8]   [,9]
[1,]   7.266  3.759  13.85   9.653   9.159  1.77   4.196  11.34  11.85
[2,]  50.666 42.266  62.72 769.440 995.126 26.70 202.949 421.60 290.61
[3,] 168.472 18.086 323.80 529.813 578.365 45.00 201.189 353.81 534.23
        [,10]   [,11]   [,12]  [,13]   [,14]   [,15]  [,16]   [,17]
[1,]    8.417   4.731   8.461  4.577   7.672   9.095   7.12   9.883
[2,] 1207.943 448.513 289.990 15.351 493.688 486.274 176.63 572.019
[3,]  218.862 137.337 308.881 73.518 306.239 401.973 327.93 423.345
       [,18]  [,19]  [,20]  [,21]   [,22]  [,23]  [,24]  [,25]   [,26]
[1,]   9.119  14.13   9.72  18.44   6.535   19.7  10.22  2.344    8.71
[2,] 806.579 703.54 622.31  26.32 184.410 2676.8 619.03 32.454  861.39
[3,] 400.605 825.11 607.21 117.49  70.277  131.4 962.79 21.798 1566.85
        [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]    8.838   7.478   8.893  2.599   9.032   7.720   3.826   9.824
[2,] 1083.663 441.280 822.568 63.629 716.909   9.451 125.163 785.100
[3,]  592.858 343.378 751.273 41.179 815.092 271.355 101.521 638.078
       [,35]  [,36]   [,37]   [,38]  [,39]  [,40]  [,41]  [,42]   [,43]
[1,]   8.449   7.71   7.634   6.195  4.312  2.154   4.74  1.856   6.408
[2,] 814.244 700.43  10.493 522.080 92.408 29.313  78.29  6.529 212.974
[3,] 497.475 535.55 129.076 139.331 59.837 39.481 110.07 92.643 184.098
       [,44]   [,45]   [,46]   [,47]  [,48]   [,49]  [,50]   [,51]   [,52]
[1,]   5.518   4.688   3.184   6.876   7.25   7.373  4.269   9.173   4.965
[2,] 632.971 234.516 126.206 397.086 219.33 215.423 50.047 509.671 131.099
[3,] 272.003 159.559 112.495 361.060 363.58 233.672 77.183 454.566 249.710
       [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60]   [,61]
[1,]   3.043   6.763   6.933   6.244   5.925   6.11  2.412   6.254   2.711
[2,] 158.397 678.186 449.345 473.085 583.284  50.26  1.924 402.080  69.166
[3,] 114.568 556.713 426.037 588.115 701.126 201.27 20.352 518.094 157.134
       [,62]  [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]
[1,]   4.769  4.497   5.814   6.062   3.208   7.135  4.069   5.833  2.706
[2,] 162.265 42.633 578.638 817.714 145.439 324.670 31.854 628.119 28.044
[3,] 314.357 74.005 296.375 202.766 121.696 150.012 53.384 455.232 31.831
      [,71]  [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]  [,79]
[1,]   8.72   6.40   7.668   8.168   9.031   8.181   7.049  1.534   6.98
[2,] 141.08 647.52 221.990 846.130 416.069 818.418 643.242 42.717 689.42
[3,] 260.85  78.48 306.339  74.366 424.367 327.288 869.362  4.934 791.75
       [,80]  [,81]   [,82]  [,83] [,84]   [,85]  [,86]  [,87]  [,88]
[1,]   5.747   7.68   3.955   3.61 2.288   6.085  4.326  11.85  11.02
[2,] 210.904 636.33 112.682  38.62 8.212 331.326 86.436 122.86 155.14
[3,] 154.162 709.64 136.170 153.72 1.809 266.045 51.216  52.04 952.50
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   4.629   4.453   4.513   4.725   5.105  2.666  0.9494   13.97
[2,] 271.860 480.756 416.302 319.557  76.164 21.365 48.5418 1224.49
[3,]  43.502 383.410 319.794 281.076 228.042 10.739 55.5711 1182.12
       [,97]    [,98]
[1,]   19.21    9.317
[2,] 2458.57  419.947
[3,] 1070.77 1348.610
[1] "--- VAR model 2017-10-06 02:31:00  completed"
[1] "Completed training sample:  2017-10-06 02:31:00 - 2017-10-06 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 03:01:00 - 2017-10-06 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3571        -0.18104        -0.4722         -9.618
         -0.2316        -0.06429        -1.9308         -3.428
         -0.3837        -0.03090        -1.6323         -9.917
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -20.510       -0.35476            3.139           1.3770
        -12.019        0.05652            3.095           5.2392
         -7.099        0.65484            3.574           0.8314
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.428           -5.086           0.2125           -17.02
            3.467            3.494           0.9366           -14.03
            1.585            2.832           0.8025           -13.14
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.000           1.7584           0.8184            1.623
           -3.699          -1.6058          -5.0780            1.125
           -5.118           0.3771          -3.2721            1.530
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -4.7200           -3.333           2.4703            2.888
          -0.6912           -1.761          -1.5701           -2.355
          -1.3752           -1.326          -0.5653           -1.143
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.4033           1.1810         -19.9403         -2.98020
           0.1560           0.2971          -1.4729         -7.02848
          -0.1436           0.1902          -0.3973          0.08255
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.61552          1.88304           -2.026            3.596
         -0.08331        -12.09431           -4.396            2.730
          0.10657          0.05241           -6.524            1.352
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.626           1.0788          -14.059          -0.6058
           -1.504           0.8501           -2.540           0.2155
           -7.754           1.0175           -5.887          -0.1261
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.186          -17.209          -20.932          -11.014
           -2.139           -6.816           -9.946          -14.695
           -1.205           -2.362           -3.310           -4.341
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.1289           8.4908           0.5846         -0.11064
          -1.4200           0.3108           2.1983         -0.28044
          -1.4668          -3.4575           1.1369         -0.02912
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0057          0.42764           -1.328          -11.259
           0.9082          0.61711           -4.396           -8.373
          -0.3532         -0.01897           -3.972          -10.609
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.06386           1.6698           -9.105          -2.8251
          2.02625           0.2835           -5.439           1.0748
          1.06786           0.1011           -6.486           0.0436
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.430           0.2324          -1.5572            9.152
            3.846          -0.6787          -3.0554            8.492
            1.346          -0.1928          -0.8944            7.662
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          2.10556          5.55789          -2.2732         -14.2724
         -0.09651         -0.01051           0.6889           5.6012
         -0.80293         -6.28768          -1.9221          -0.6697
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -10.4710         -1.65263         -0.15597            5.348
           4.1036          0.61071         -0.02584          -12.616
          -0.4303          0.02229          0.07930            6.280
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.030            3.557          0.17928            2.928
           -3.622           -5.841         -0.09880            2.527
           -3.950            2.566          0.06986           -6.528
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.9454         -0.99773          -0.2541          -1.4386
           4.0153          0.07694          -0.2619          -1.6647
          -6.4884          0.48165          -4.4719          -0.7744
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -5.7735          -0.0204          0.48354         0.003946
           0.7015          -0.2331         -1.57390         0.478201
           1.1994           0.1579         -0.08475        -0.809857
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.6012          -4.4354          -2.1070          -1.7115
           0.6894           1.1645          -1.4912          -0.6556
           2.0369          -0.7955          -0.8148           1.6113
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.547         -0.37885           5.4225           -2.192
           -5.103          0.16171          -0.1454           -1.876
            1.028         -0.04438          -0.5950           -1.130
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.208          -0.2284          -2.2851         -0.51734
            1.494          -0.7026           0.7140         -0.15746
           -2.246          -0.1753          -0.1491         -0.06375
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.0934          -0.6158           3.1467         -11.5687
           2.4275           0.1782           1.8801          -0.4848
          -0.3474          -0.1055           0.5819          -6.2842
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1924          -2.7938          -2.2348         -1.76200
           0.2238           0.3410           0.1237          0.34194
          -0.5295           0.2086           0.1580         -0.03745
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.267         -0.18156           -8.286           -1.571
           -3.755          0.11781           -8.275           -3.380
            1.647         -0.00338           -7.879           -3.869
 rnd_95776.volume rnd_95787.volume
            2.356          -0.1680
          -22.034         -10.7285
            2.091          -0.3339
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 5.810 3.116 11.80 7.919 7.595 1.472 3.400 9.389  9.786 6.826 3.812
[2,] 5.816 3.121 11.80 8.915 9.342 1.478 3.561 9.615  9.882 9.299 4.529
[3,] 5.876 3.122 11.88 9.373 9.850 1.506 3.704 9.782 10.274 9.372 4.575
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.274 3.671 6.157 7.057 6.261 8.057 7.383 11.37 7.857 15.10 5.235
[2,] 7.714 3.674 6.735 7.555 6.348 8.647 8.518 11.92 8.506 15.10 5.325
[3,] 8.192 3.697 6.931 7.994 6.521 9.021 8.782 12.67 9.071 15.12 5.332
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.41  8.492 1.926  7.037 7.143 6.122 7.246 2.112 6.844 6.334 3.105
[2,] 21.64  9.118 1.933  8.507 9.206 6.513 8.415 2.143 8.223 6.336 3.174
[3,] 21.65 10.354 1.935 11.739 9.749 6.737 9.419 2.151 9.344 6.464 3.223
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.966 6.847 6.240 6.184 5.247 3.844 1.869 3.863 1.721 5.264 4.510
[2,] 9.019 8.093 7.355 6.185 5.872 3.856 1.872 3.873 1.724 5.412 5.674
[3,] 9.640 8.531 8.054 6.216 5.929 3.881 1.887 3.920 1.725 5.504 5.837
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.825 2.666 5.574 5.945 6.194 3.502 7.571 4.115 2.528 5.568 5.629
[2,] 4.012 2.819 5.975 6.084 6.358 3.513 8.033 4.193 2.671 6.580 6.127
[3,] 4.128 2.835 6.280 6.404 6.520 3.532 8.405 4.417 2.734 7.273 6.632
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.008 4.831 4.988 1.953 5.034 2.196 3.852 3.702 4.690 4.912 2.616
[2,] 5.634 5.868 4.991 1.953 5.460 2.235 3.947 3.705 5.620 6.575 2.727
[3,] 6.611 6.950 5.082 1.956 6.191 2.378 4.313 3.729 5.823 6.662 2.803
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.936 3.418 4.857 2.193 7.047 5.312 6.434 6.697 7.452 6.694 5.744
[2,] 6.179 3.424 5.759 2.197 7.086 6.360 6.508 8.073 7.698 8.023 6.723
[3,] 6.223 3.433 6.299 2.202 7.197 6.369 6.708 8.085 8.062 8.222 8.157
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.347 5.669 4.635 6.237 3.179 3.004 1.922 4.992 3.868 9.637  9.271
[2,] 1.362 6.796 4.778 7.054 3.238 3.013 1.923 5.311 3.883 9.664  9.309
[3,] 1.362 7.983 4.838 7.961 3.306 3.130 1.924 5.500 3.887 9.669 10.737
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.715 3.568 3.642 3.840 4.177 2.368 0.7728 10.73 17.50  7.696
[2,] 3.980 4.376 4.272 4.211 4.203 2.386 0.8047 12.36 20.84  8.034
[3,] 3.988 4.802 4.576 4.441 4.420 2.388 0.8589 13.66 21.42 10.732
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]    [,5]  [,6]    [,7]   [,8]   [,9]
[1,]   7.378  3.956  14.98  10.06   9.644  1.87   4.318  11.92  12.43
[2,]  41.389 29.927  70.88 668.07 887.439 20.95 172.389 338.19 224.46
[3,] 137.279 15.186 221.46 472.14 509.728 47.10 166.378 294.01 458.62
        [,10]  [,11]   [,12]  [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]    8.668   4.84   9.237  4.662   7.818   8.961   7.951  10.23   9.375
[2,] 1030.131 398.92 418.661 23.343 445.427 440.247 170.370 512.01 692.893
[3,]  191.357 105.49 450.106 67.277 266.859 426.491 243.794 419.46 348.713
      [,19]   [,20]  [,21]   [,22]   [,23]  [,24]  [,25]    [,26]  [,27]
[1,]  14.44   9.978  19.18   6.648   20.84  10.78  2.446    8.936   9.07
[2,] 582.77 531.347  26.75 158.719 2302.38 541.72 27.634  779.679 947.53
[3,] 700.22 514.337 105.35  45.208   87.02 800.55 12.752 1319.809 523.23
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]  [,34]   [,35]   [,36]
[1,]   7.774   9.201  2.682   8.691   8.043   3.943  10.12   8.695   7.923
[2,] 362.322 698.171 59.227 743.509  29.691 107.449 690.02 703.935 635.280
[3,] 281.365 690.226 28.730 724.232 208.255  91.261 555.54 440.348 535.377
       [,37]   [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   7.852   6.662  4.881  2.374  4.905  2.185   6.685   5.728   4.857
[2,]  16.564 430.331 51.162 16.863 45.088 15.938 204.956 561.454 197.276
[3,] 102.906 134.074 70.784 38.752 99.618 11.746 163.759 223.769 158.914
       [,46]   [,47]  [,48]   [,49]  [,50]   [,51]   [,52]  [,53]   [,54]
[1,]   3.386   7.078   7.55   7.865  4.448   9.614   5.225   3.21   7.071
[2,] 149.536 350.956 211.01 234.587 44.930 438.091 131.305 140.85 571.812
[3,]  48.986 315.449 326.15 235.388 60.109 403.298 226.711  94.86 505.732
       [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.148   6.359   6.135   6.334  2.480   6.393   2.789   4.892  4.701
[2,] 394.813 421.097 543.344  30.311  1.987 344.666  68.195 140.573 26.631
[3,] 414.010 564.340 607.629 156.288 18.292 476.109 132.108 283.392 68.677
       [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   5.956   6.237   3.321   7.538  4.341   6.168  2.785   8.948   6.745
[2,] 505.180 713.034 125.684 279.580 31.911 504.683 22.259 121.438 570.562
[3,] 248.642 175.682 106.185 121.535 41.139 416.416 24.701 206.044  55.204
      [,73]   [,74]   [,75] [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   8.17   8.504   9.463   8.5   7.294  1.710   7.199   5.886   7.921
[2,] 159.57 735.689 315.004 721.6 569.867 32.729 611.362 189.155 537.376
[3,] 265.92  70.900 390.732 293.3 753.628  3.809 683.270 124.162 602.166
       [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]  [,90]
[1,]   4.037   3.814  2.440   6.339  4.912  12.24  11.77   4.718   4.53
[2,] 100.366  38.598 11.697 295.638 56.530 117.96 138.00 232.813 413.41
[3,] 109.036 138.141  8.876 233.327 28.975  49.28 872.95  40.483 322.70
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   4.625   4.876   5.304  3.008  0.9813   13.62   22.22    9.773
[2,] 364.300 282.179  76.902 46.694 36.6364 1000.87 1847.83  376.406
[3,] 267.548 230.059 223.201 17.601 49.0037  951.48  805.38 1160.854
[1] "--- VAR model 2017-10-06 03:01:00  completed"
[1] "Completed training sample:  2017-10-06 03:01:00 - 2017-10-06 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 03:31:00 - 2017-10-06 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.9174        -0.22013        1.33724        13.1798
          0.1760         0.19747       -0.20804         2.5304
         -0.3207         0.06106       -0.03374        -0.7362
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.467         0.5544          -1.1053            8.857
         10.326         0.6141          -0.7454            6.678
          2.953         0.7386          -0.9453            6.115
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.5234            9.460           0.5176           -15.97
           0.5918            5.756           1.7414           -14.58
           0.1875            4.942           0.8328           -18.97
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.541            2.590            3.631           1.2941
           -3.178            4.031            2.873           0.1590
           -6.252            2.852            2.421          -0.6941
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.263            8.249            11.35            10.59
            8.029            5.734            12.41            13.85
            6.237            5.861            10.97            13.56
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3812          -0.7707           -5.202           -4.211
          -0.0890          -0.2071            5.880            4.081
           0.1099          -0.1455            3.470            2.064
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.151487            3.250           12.601           0.2194
        -0.024069           -3.633           -1.836          -0.5377
         0.008701            4.445            1.473          -0.1534
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           17.014           0.1806           12.176          -0.9241
            5.829          -0.1592           10.793          -0.8143
           -1.721           0.3115           -1.784          -0.1383
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.838           -2.607          -13.074          -6.9463
            1.347           11.620           10.550           0.3461
            1.175            2.139            6.406          10.3632
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5950            5.279           0.1423          -0.8442
           1.4138           -1.172           1.0625          -1.0147
          -0.2046            6.484           0.2413          -0.4583
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0402           0.1641           -1.547           -8.039
          -0.3508           0.2626           -3.090          -10.245
          -0.6147          -0.0383            1.619           -7.775
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.390           0.7943          -0.2513           4.1691
            5.215           1.6065          -2.2887           0.2042
            4.858           1.2265          -4.1070           0.5464
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.118          -0.1284          15.4274            2.581
            1.263          -0.9177          -0.5902            4.584
            1.017          -0.3794           2.2889            4.610
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2288          10.6439           -4.163           -1.928
           0.9707           7.3897           14.770            9.906
          -0.2793          -0.1502           -1.341            5.362
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           11.785         -0.13288          -0.0300           -1.424
           -2.097         -0.17889           0.1206            1.610
           12.627         -0.08331          -0.0548            5.655
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.024          -1.8791          -0.6422            4.722
           -6.511           4.1558          -0.2776           -1.574
           -5.918           0.7576          -0.2567            3.964
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.1896          -0.4058            4.475           2.3573
          -0.9706           0.3443            1.452           1.4453
           2.2566          -0.1567            4.059           0.2771
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.6795          0.04622          -3.0063        -2.875445
           2.7817          0.11078          -0.2466        -1.627689
          -0.4517         -0.02903          -1.6352        -0.003244
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.226          -3.1891           -1.119            3.382
           -1.433          -1.1644           -3.098           -3.779
           -1.980           0.1445           -1.684           -2.008
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.018           0.4092          -11.767          0.38363
           -1.929          -0.2161            2.410         -0.08602
           -2.549           0.2710           -3.359          0.31882
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -16.946          -0.4886          -2.4719         -0.05691
            4.450          -0.7526           3.7797         -0.00517
           -5.004           0.6454          -0.4106          0.01396
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.473          0.10069          -1.7897           12.795
            4.036          0.07074          -0.1065            1.781
            1.333          0.09341           0.5378            6.852
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.1376          -1.7285          -1.7759          -1.4294
          -1.1208          -1.3497          -1.2768          -0.8361
          -0.5469          -0.9864          -0.9704          -0.7486
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.089         0.057658           -8.715           -2.287
            4.892         0.001861           -9.287           -2.564
            1.137         0.091407           -8.822           -2.471
 rnd_95776.volume rnd_95787.volume
           0.3745           0.7965
          10.9504          -2.2263
           8.7758           3.6382
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.103 3.439 12.13 8.396  7.883 1.587 3.466 9.523  9.98 6.988 3.931
[2,] 6.103 3.441 12.15 9.217  9.783 1.593 3.626 9.754 10.05 9.450 4.637
[3,] 6.177 3.446 12.22 9.734 10.275 1.621 3.769 9.926 10.48 9.526 4.683
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.893 3.753 6.301 7.158 6.278 8.166 7.590 11.62 8.098 15.45 5.408
[2,] 7.873 3.761 6.897 7.631 6.371 8.793 8.747 12.20 8.779 15.45 5.494
[3,] 8.468 3.785 7.091 8.151 6.549 9.143 9.008 12.95 9.342 15.47 5.502
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.10  9.043 2.026  7.389  7.383 6.304 7.529 2.213 7.154 6.513 3.230
[2,] 22.36  9.777 2.032  8.971  9.671 6.695 8.716 2.240 8.492 6.515 3.311
[3,] 22.36 10.904 2.033 12.050 10.173 6.920 9.834 2.250 9.737 6.665 3.376
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.122 7.259 6.522 6.451 5.416 4.048 1.978 4.104 1.846 5.453 4.658
[2,] 9.249 8.569 7.773 6.451 6.053 4.050 1.983 4.110 1.849 5.667 5.867
[3,] 9.862 9.023 8.557 6.495 6.105 4.073 1.996 4.145 1.850 5.774 6.061
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.128 2.720 5.847 6.128 6.650 3.728 7.882 4.362 2.666 5.859 5.950
[2,] 4.318 2.866 6.245 6.271 6.851 3.729 8.757 4.428 2.777 6.885 6.512
[3,] 4.479 2.881 6.487 6.629 7.062 3.791 9.000 4.691 2.827 7.784 7.170
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.391 5.038 5.195 2.003 5.348 2.264 4.122 3.995 4.885 5.061 2.715
[2,] 6.028 6.158 5.204 2.003 5.800 2.309 4.233 4.001 5.877 6.924 2.825
[3,] 6.953 7.271 5.282 2.004 6.600 2.460 4.632 4.022 6.090 7.032 2.909
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 5.976 3.663 5.077 2.235 7.273 5.499 6.611 6.851 7.649 6.946 5.986
[2,] 6.237 3.677 6.033 2.239 7.301 6.614 6.670 8.334 7.889 8.226 6.971
[3,] 6.392 3.711 6.709 2.244 7.407 6.619 6.883 8.352 8.269 8.499 8.495
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.460 5.847 4.716 6.489 3.290 3.140 2.142 5.555 4.136 10.07  9.671
[2,] 1.471 6.994 4.851 7.365 3.341 3.146 2.145 5.555 4.144 10.08  9.709
[3,] 1.471 8.176 4.907 8.218 3.407 3.260 2.145 5.938 4.145 10.08 11.071
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97]  [,98]
[1,] 3.797 3.622 3.688 3.939 4.337 2.678 0.7816  9.929 17.64  7.983
[2,] 4.048 4.458 4.342 4.335 4.372 2.698 0.8119 11.299 22.68  8.337
[3,] 4.055 4.865 4.622 4.521 4.586 2.698 0.8685 12.394 23.58 11.077
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   7.750  4.367  15.41  10.66  10.01  2.015   4.402  12.09  12.67
[2,]   6.104 15.294  77.38 532.95 811.98 20.700 148.969 295.53 168.04
[3,] 133.590 27.123 194.68 438.61 440.25 41.613 144.434 258.05 415.22
       [,10]   [,11]   [,12]  [,13]   [,14]  [,15]   [,16]  [,17]   [,18]
[1,]   8.874   4.992   8.753  4.766   8.001   9.09   7.973  10.37   9.639
[2,] 891.345 344.624 533.202 33.798 393.143 370.70 151.564 456.98 609.299
[3,] 168.854  91.776 436.765 59.575 230.823 401.51 212.577 351.35 301.382
      [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  14.76  10.28 19.62   6.868   21.71  11.48  2.573    9.383   9.375
[2,] 518.50 475.06 28.25 135.859 2018.74 521.18 20.647  712.969 875.391
[3,] 608.88 447.84 93.20  40.973   52.84 676.43  9.160 1127.380 442.383
       [,28]  [,29] [,30]   [,31]  [,32]   [,33]  [,34]   [,35]   [,36]
[1,]   8.005   9.56  2.81   9.085   8.27   4.101  10.31   9.218   8.282
[2,] 316.008 615.32 49.23 641.284  25.51 102.222 620.02 638.096 592.522
[3,] 245.476 638.30 29.06 667.492 197.37  92.503 479.67 396.192 501.623
       [,37]   [,38] [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.192   6.878  5.14  2.512  5.212  2.344   6.925   5.915   5.242
[2,]   8.915 378.761 18.34 19.531 30.777 13.575 216.295 499.995 177.536
[3,] 105.456 111.160 60.48 32.335 75.623  9.109 154.883 213.223 166.762
       [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]  [,54]
[1,]   3.454   7.425   7.781   8.445  4.735  10.01   5.539   3.385   7.44
[2,] 126.859 307.560 186.964 231.088  8.092 534.47 107.487 108.979 506.91
[3,]  40.556 246.158 301.211 239.820 96.200 291.78 216.956  74.261 508.87
       [,55]   [,56]   [,57]   [,58] [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   7.555   6.846   6.398   6.597 2.544   6.791   2.876   5.234  5.074
[2,] 371.117 377.887 496.177  42.171 2.947 314.500  62.926 135.418 28.815
[3,] 420.301 485.587 541.817 127.185 9.694 441.386 119.228 263.315 57.656
       [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.203   6.427   3.447   7.588  4.651   6.446  2.838   9.236   6.983
[2,] 458.006 662.167 109.625 250.468 45.160 456.779 19.197  89.532 515.064
[3,] 223.487 172.351  96.951 195.767 69.863 411.411 20.531 174.886  35.046
       [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   8.395   8.699   9.713   8.821   7.602  1.854   7.425   5.989
[2,] 125.012 665.182 270.813 617.391 500.472 25.117 537.747 159.025
[3,] 237.681  76.343 347.179 299.738 680.498  1.881 593.386 103.938
       [,81]  [,82]   [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]
[1,]   8.239  4.178   3.987  2.721   7.054  5.252 12.78  12.28   4.822
[2,] 488.394 81.628  28.418 15.084  12.135 37.803 79.26 120.75 196.538
[3,] 510.882 93.458 119.380  2.586 293.849 12.323 29.06 745.51  34.540
     [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   4.6   4.683   5.002   5.507  3.400  0.9925  12.61   22.39   10.14
[2,] 364.3 321.082 253.623  77.851 46.635 30.8242 755.61 1999.53  337.19
[3,] 273.0 222.108 180.028 194.012  2.965 43.1988 713.96  902.67 1021.91
[1] "--- VAR model 2017-10-06 03:31:00  completed"
[1] "Completed training sample:  2017-10-06 03:31:00 - 2017-10-06 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 04:01:00 - 2017-10-06 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.58345         0.20941         0.2334          4.131
         0.15260         0.08672        -1.2210         10.150
        -0.05908         0.01302        -1.7964         -5.229
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          8.153          1.491            2.605            1.454
          4.787          1.372            1.652            1.261
          8.481          2.013            2.003            1.249
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.9934           2.1408          0.96523           -21.51
          -0.1302          -0.5746         -0.04508           -21.14
          -0.5123           1.0319          0.47739           -23.42
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.402          -1.8444           -4.530            1.888
           -3.433          -1.1268           -2.056            2.132
           -5.378          -0.8346           -3.872            2.124
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.4709          -1.0408           10.404            12.73
          -2.0526           0.3263            9.389            10.10
          -2.2079          -0.9080            6.980            10.19
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -0.02244          -0.8357          -15.577            4.940
         -0.24065          -0.1608            4.424           -7.692
          0.15245          -0.1411            3.684            2.779
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         0.005042           12.557            6.117           1.0458
        -0.284756          -12.555            2.741           0.7144
         0.185435            2.635           -3.509           0.4835
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           10.519          0.27170           10.575          0.44900
            8.704         -0.01616            7.298         -0.11384
           -4.348          0.17323            1.582          0.09449
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.9784           10.217            4.640            6.442
           1.2192            4.099            7.756            9.290
           0.7191            7.488            6.356            4.750
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.430           -1.722          -0.5247          0.03996
           -2.008           -2.258           0.8955          0.63539
           -1.241           -4.971          -0.3496          0.37039
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.4622         0.005117           3.4731           -4.527
           0.5461        -0.160139          -0.7953           -3.096
           0.1715        -0.229233           2.2017           -8.120
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.229           0.3024           -6.851         -3.32580
            3.579          -0.3848           -2.117          4.34572
            3.764          -0.1869           -2.905          0.09364
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.393           0.5995           -0.731            5.725
           -3.811           1.0518           -6.947            5.727
            1.988           0.3917           -3.324            5.995
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.02885            1.434           -5.220         -11.2680
         -0.68002           -3.131            2.107           4.6982
         -0.92369           -7.582           -4.860          -0.9332
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.152           0.5088          0.28225          -0.3824
           -3.458          -0.6110         -0.20084         -12.5100
            2.274          -0.2304          0.05753           0.7481
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.249          -1.2180          -0.1381           -3.127
           -4.647          -6.7330          -0.6039           -1.217
           -4.596          -0.9355          -0.4038           -6.379
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.312           0.5835           1.6081          -1.4142
           -1.272          -0.9264           0.1603          -1.1780
           -6.587          -0.3270          -3.5970          -0.6134
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           5.3599          0.04726            2.437         -12.1140
          -4.5010          0.25214            1.508           2.2297
          -0.4258          0.01920           -3.478           0.8624
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          2.91024           -8.569           0.2451            5.542
          0.02749            3.008          -2.7877           -6.547
         -1.17025           -0.125          -1.4011            2.482
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.500           0.2406           -1.063          0.20376
           -7.853           0.2126            5.265          0.09145
            1.579           0.1729           -5.984          0.47603
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.249           -1.991          -1.2953        -0.006702
            4.758           -1.445           2.2134        -0.068557
           -6.037           -1.070          -0.8627        -0.018269
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3361          0.01142            1.888         -3.15160
          -2.3723          0.08399            2.139          5.59865
          -1.1951         -0.02512            2.565         -0.04374
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.0014            6.607           4.7798           3.9396
           0.4166           -6.174          -4.3971          -3.9523
           0.5085            1.139           0.2921           0.5935
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.569          0.02278           -9.497           1.2745
           -4.497         -0.14281           -9.450          -0.3271
           -1.924          0.06400          -10.038          -0.2295
 rnd_95776.volume rnd_95787.volume
           -16.05            9.992
           -12.85           -9.392
            15.02            1.637
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.323 3.636 12.32 8.579  8.095 1.755 3.545 9.600 10.20 7.131 4.074
[2,] 6.324 3.637 12.32 9.423 10.030 1.769 3.700 9.826 10.27 9.579 4.761
[3,] 6.397 3.642 12.41 9.891 10.534 1.789 3.857 9.999 10.69 9.653 4.807
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.679 3.893 6.495 7.227 6.363 8.414 7.726 11.79 8.325 15.75 5.491
[2,] 7.481 3.904 7.117 7.697 6.452 9.078 8.938 12.42 9.234 15.75 5.567
[3,] 7.839 3.939 7.300 8.244 6.639 9.445 9.204 13.18 9.777 15.76 5.575
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30] [,31] [,32] [,33]
[1,] 17.52  9.186 2.124  7.527  7.625 6.772  7.628 2.288 7.309 6.802 3.331
[2,] 22.96  9.948 2.127  9.168  9.907 7.166  8.847 2.311 8.763 6.811 3.400
[3,] 22.97 11.077 2.127 12.308 10.412 7.339 10.032 2.326 9.976 6.940 3.474
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.341 7.575 6.649 6.705 5.636 4.344 2.080 4.433 1.949 5.617 4.873
[2,]  9.545 8.898 8.062 6.705 6.309 4.344 2.084 4.446 1.954 5.885 6.099
[3,] 10.168 9.422 8.924 6.757 6.364 4.353 2.094 4.466 1.955 6.010 6.282
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.307 3.019 6.117 6.469 7.226 3.873 8.101 4.549 2.664 6.124 6.222
[2,] 4.501 3.050 6.599 6.639 7.520 3.873 9.052 4.619 2.800 7.224 6.873
[3,] 4.660 3.073 6.894 7.011 7.808 3.924 9.283 4.907 2.867 8.268 7.635
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.654 5.195 5.424 2.085 5.684 2.338 4.402 4.203 5.056 5.300 2.795
[2,] 6.297 6.456 5.431 2.086 6.222 2.398 4.532 4.214 6.158 7.282 2.910
[3,] 7.356 7.672 5.503 2.087 7.068 2.549 4.963 4.223 6.387 7.405 2.999
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.428 4.011 5.263 2.303 7.592 5.724 7.195 7.200 7.945 7.083 6.261
[2,] 6.645 4.022 6.231 2.308 7.608 6.967 7.270 8.785 8.148 8.392 7.211
[3,] 6.691 4.053 6.929 2.311 7.723 6.969 7.376 8.818 8.536 8.681 8.770
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.532 5.958 4.886 6.719 3.341 3.352 2.259 5.782 4.325 10.51  9.897
[2,] 1.540 7.106 5.017 7.610 3.394 3.355 2.262 5.782 4.337 10.53  9.934
[3,] 1.540 8.351 5.064 8.448 3.458 3.484 2.262 6.140 4.340 10.53 11.300
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97]  [,98]
[1,] 3.834 3.659 3.718 3.988 4.495 2.856 0.8160  9.422 19.63  8.224
[2,] 4.089 4.498 4.398 4.396 4.526 2.872 0.8530 10.667 23.48  8.556
[3,] 4.096 4.929 4.682 4.593 4.758 2.872 0.9125 11.693 24.30 11.440
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.03  4.618  15.64  10.89  10.28  2.228   4.502  12.19  12.95
[2,]  12.37 12.142  60.73 491.98 747.46 28.154 133.666 264.82 151.41
[3,] 122.28 24.296 181.35 379.58 406.37 33.640 137.717 233.89 375.17
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]  [,16]  [,17]   [,18]
[1,]   9.055   5.173   8.481  4.943   8.247   9.177   8.08  10.68   9.811
[2,] 807.138 311.023 425.452 36.630 367.445 334.535 134.84 430.08 567.003
[3,] 151.348  83.492 295.464 66.643 204.846 372.604 197.63 329.11 277.382
      [,19]  [,20] [,21]   [,22]   [,23]  [,24]  [,25]    [,26]   [,27]
[1,]  14.97  10.57 19.99   6.972   22.25  11.66  2.697    9.558   9.682
[2,] 493.17 504.17 39.54 116.213 1872.88 482.07 13.900  660.540 798.430
[3,] 558.94 405.65 84.17  37.467   47.96 615.04  6.749 1036.393 404.135
       [,28]   [,29]  [,30]   [,31]   [,32] [,33]  [,34]   [,35]   [,36]
[1,]   8.599   9.687  2.905   9.281   8.638  4.23  10.59   9.619   8.444
[2,] 296.011 565.608 41.082 610.152  43.247 85.67 585.71 589.275 575.290
[3,] 199.773 596.928 33.324 601.791 168.748 90.42 442.34 391.079 482.941
       [,37]   [,38]  [,39]  [,40] [,41]  [,42]   [,43]   [,44]   [,45]
[1,]   8.514   7.157  5.516  2.642  5.63  2.475   7.132   6.188   5.469
[2,]   7.097 357.764  4.347 15.732 42.90 16.611 221.683 463.004 165.336
[3,] 105.792 105.526 35.745 26.047 53.14 11.148 153.792 189.963 152.238
      [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]   [,54]
[1,]  3.834   7.767   8.214   9.175  4.918  10.29   5.776   3.383   7.777
[2,] 54.711 312.494 188.786 263.195  4.911 509.64 101.399 108.824 483.507
[3,] 47.032 251.870 284.349 265.036 79.908 260.07 209.185  77.809 507.591
       [,55]   [,56]   [,57]   [,58] [,59]   [,60]   [,61]  [,62]  [,63]
[1,]   7.901   7.179   6.597   6.888 2.648   7.217   2.969   5.59  5.338
[2,] 368.606 350.046 483.719  35.424 5.243 319.643  67.351 135.98 38.033
[3,] 419.530 479.789 523.084 112.220 8.142 423.259 109.144 255.41 34.690
      [,64]  [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.42   6.73   3.55   8.163  5.093   6.684  2.924   9.641   7.268
[2,] 443.56 630.16 101.88 212.762 37.480 420.983 20.103  61.610 501.251
[3,] 214.41 169.73  91.55  99.121 63.279 382.451 13.074 167.792  24.004
       [,73]   [,74]  [,75]   [,76]  [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   9.137   9.143  10.09   8.995   7.95  1.945   7.566   6.204   8.532
[2,] 130.924 635.110 228.16 568.051 451.59 19.255 488.856 143.758 451.123
[3,] 157.881  96.872 321.05 280.467 629.94  6.163 553.485  87.557 463.021
      [,82]   [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]   [,90]
[1,]  4.243   4.256  2.868   7.342  5.492 13.34  12.57   4.868   4.646
[2,] 74.909  18.714 15.949   6.985 40.827 89.96 107.60 179.602 330.172
[3,] 84.099 118.494  3.647 261.046 21.897 11.82 679.73  30.620 254.577
       [,91]   [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   4.722   5.064   5.708  3.627  1.036  11.96   24.93  10.44
[2,] 296.418 233.377  67.405 38.333 31.385 631.07 1624.80 297.92
[3,] 202.615 168.231 185.062  6.776 40.902 604.68  789.01 958.39
[1] "--- VAR model 2017-10-06 04:01:00  completed"
[1] "Completed training sample:  2017-10-06 04:01:00 - 2017-10-06 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 04:31:00 - 2017-10-06 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        0.010543         0.36162         0.1603         -1.834
       -0.140181         0.03519         0.4460          1.542
        0.001919         0.01843         0.1080         -1.103
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -3.8551          1.128            2.615            6.025
         0.8874          1.157            2.574            2.209
         1.4033          1.181            2.776            2.187
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.7104            6.114         -0.05903           -20.87
          -0.9725            2.924          0.86301           -16.58
          -0.5748            1.719         -0.40221           -19.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.116          -1.8142         -1.13512          0.03035
           -5.283          -0.7158         -1.38526         -0.32719
           -6.254           0.6715         -0.01783         -0.33880
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.5713          4.20220            5.161            8.419
          -0.5146          0.68678            9.490            7.860
          -0.6162         -0.01656            6.192            8.800
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         0.003032          0.64960           -2.816           3.0072
        -0.084822          0.14984            1.539           0.2231
         0.005878          0.06032            1.590          -0.9903
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1699           3.3593          -1.6033           2.0836
           0.0476          -0.9265           1.4323           1.0144
          -0.1652           0.6049           0.3587           0.6112
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          1.34017           1.6785         -0.03922           0.9183
          0.69281           1.4165         -0.32633          -1.2877
          0.03042           0.9131          0.93397           0.2747
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1704          -4.3002          -3.8956           5.4765
          -0.1451          -0.3883           0.9817          -2.8457
          -0.2532           1.4131           0.3306           0.8505
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.459          -0.1683           -1.377          0.10953
            2.315          -2.3363            1.011          0.16945
            1.564           9.2578            1.747          0.02969
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2238           0.3825           5.3005           -7.356
          -0.3369           0.3945           0.1357           -2.443
          -0.6193           0.2103          -0.8716           -7.158
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.428         -0.66383         -10.6406           1.5943
            3.769         -0.10182           0.1694          -0.8172
            3.856          0.04462          -1.3283           0.1105
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1694           1.0014            5.142            11.75
          -1.7421          -0.7050           -1.076            13.80
           3.2344          -0.2507            1.433            12.46
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.4741            2.125            1.830         13.77444
           0.8183            1.801            4.716          3.21800
           0.1093           -2.344           -1.854          0.01837
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          22.4818          2.10685        0.0465401          -9.8602
           0.4464          0.35116        0.0006763          20.0777
           2.8703         -0.09714       -0.0210768          -0.1512
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.792           -9.167          -0.1697           22.908
           -3.143           13.369           0.8102           -8.275
           -4.045           -1.090           0.6324           12.292
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           29.839           -1.784            9.995          -0.8711
           -6.663            4.324           -5.083          -0.9279
           11.524           -1.250            9.157          -0.7629
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.060          0.08262          -0.1275           6.4134
           19.036          0.06482           0.3875          -0.5446
           -6.064          0.08479           2.0482           0.3560
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.964           3.9954            7.708          -6.4652
            1.175          -0.6705            7.503           6.5571
            2.486           0.1647            5.887          -0.9423
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.219          -0.7370            7.108          -1.5428
            3.672          -0.4296           -5.234          -0.8831
            1.483          -0.2847            4.878          -1.1339
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.825          -0.9562          0.05068          0.20061
           -5.173          -0.9060          1.46625          0.06681
            5.274          -0.3027         -0.25210         -0.01833
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.5942          0.40786           0.7016            33.54
           2.5501         -0.14348          -1.0174            26.18
          -0.7812          0.04218          -0.5039            23.92
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.63175          -2.3374          -2.1659          -1.2561
         -0.23174           2.7351           1.7528           0.7481
         -0.05134          -0.3706          -0.1483          -0.1972
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.6051          -0.6679           -9.335           -3.289
           8.9386          -0.6536           -8.896           -1.641
           0.6325           0.4113           -8.635           -3.387
 rnd_95776.volume rnd_95787.volume
           -2.518           3.3811
           -7.473          -0.2739
            5.495          -0.1128
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]   [,8]  [,9] [,10] [,11]
[1,] 6.457 3.928 12.74  8.822  8.49 1.903 3.634  9.774 10.44 7.382 4.178
[2,] 6.457 3.928 12.75  9.675 10.41 1.927 3.773  9.970 10.49 9.872 4.883
[3,] 6.531 3.933 12.81 10.165 10.89 1.944 3.931 10.165 10.91 9.947 4.918
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.004 4.016 6.763 7.408 6.315 8.622 7.873 11.94  8.555 16.12 5.718
[2,] 7.788 4.030 7.374 7.896 6.408 9.316 9.145 12.58  9.520 16.12 5.789
[3,] 8.179 4.072 7.593 8.507 6.602 9.702 9.410 13.36 10.075 16.14 5.798
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 18.50  9.544 2.232  7.613  7.787 6.987  7.791 2.410  7.714 6.926
[2,] 23.95 10.379 2.234  9.419 10.329 7.329  9.008 2.453  9.038 6.935
[3,] 23.96 11.501 2.234 12.625 10.831 7.508 10.261 2.480 10.203 7.062
     [,33]  [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.478  8.649 7.854 6.757 6.923 5.900 4.654 2.180 4.624 2.024 5.772
[2,] 3.576  9.833 9.213 8.376 6.923 6.542 4.655 2.191 4.636 2.030 6.100
[3,] 3.623 10.421 9.733 9.226 6.984 6.603 4.660 2.207 4.658 2.033 6.232
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.014  4.48 3.148 6.319 6.749 7.596 4.083 8.515 4.907 2.747 6.554
[2,] 6.303  4.71 3.173 6.832 6.901 8.034 4.083 9.695 4.999 2.888 7.667
[3,] 6.523  4.86 3.200 7.134 7.222 8.472 4.129 9.948 5.314 2.959 8.882
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.352 5.918 5.321 5.737 2.117 5.884 2.536 4.625 4.465 5.265 5.508
[2,] 7.062 6.551 6.616 5.745 2.117 6.426 2.623 4.776 4.469 6.397 7.535
[3,] 7.943 7.559 7.868 5.792 2.117 7.345 2.770 5.299 4.486 6.630 7.668
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.864 6.598 4.238 5.482 2.396 7.755 5.786 7.473 7.546 8.139 7.370
[2,] 2.980 6.786 4.247 6.471 2.400 7.764 7.123 7.919 9.124 8.336 8.716
[3,] 3.070 6.833 4.270 7.247 2.401 7.904 7.126 7.984 9.151 8.741 9.076
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.471 1.618 6.148 4.967 7.024 3.430 3.605 2.444 5.733 4.474 10.85
[2,] 7.468 1.627 7.426 5.100 7.948 3.484 3.614 2.449 6.102 4.491 10.89
[3,] 9.098 1.635 8.722 5.145 8.759 3.538 3.732 2.449 6.461 4.492 10.89
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 10.33 3.905 3.693 3.770 4.093 4.715 3.095 0.8431  8.77 20.48  8.434
[2,] 10.39 4.134 4.569 4.485 4.597 4.745 3.129 0.8854  9.99 24.57  8.780
[3,] 11.83 4.141 4.958 4.728 4.654 5.009 3.129 0.9391 10.85 25.39 11.760
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]  [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.199  4.988  16.17  11.2  10.78  2.416   4.615  12.41  13.26
[2,]   6.670  4.239  54.86 462.5 700.47 35.507 118.066 229.28 119.58
[3,] 114.755 23.485 144.38 363.4 374.38 29.588 128.565 231.04 348.99
       [,10]   [,11]   [,12] [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   9.374   5.305   8.894  5.10   8.588   9.407   8.019  10.95   9.997
[2,] 763.147 294.342 396.645 39.43 342.073 318.214 126.982 410.85 541.837
[3,] 142.002  68.487 291.016 67.55 210.959 368.806 184.932 315.32 258.260
      [,19]  [,20] [,21]   [,22]  [,23]  [,24]  [,25]   [,26]   [,27]
[1,]  15.16  10.86 20.47   7.261   23.5  12.12  2.834   9.667   9.888
[2,] 460.22 486.14 33.94 105.637 1771.1 474.92 10.078 645.893 790.123
[3,] 525.89 384.06 79.63  36.803   48.9 576.97  4.528 978.711 379.480
       [,28]   [,29] [,30]   [,31]   [,32]  [,33]  [,34]   [,35]  [,36]
[1,]   8.872   9.893  3.06   9.796   8.795  4.416  10.98   9.973   8.58
[2,] 257.928 526.543 53.18 548.289  41.348 97.324 544.65 560.673 576.37
[3,] 189.601 572.021 43.16 551.255 155.612 67.734 401.84 365.743 450.47
       [,37]   [,38] [,39]  [,40]  [,41] [,42]  [,43]   [,44]   [,45]
[1,]   8.791   7.492  5.91  2.768  5.872  2.57   7.33   6.367   5.689
[2,]   8.701 329.021 12.09 26.590 38.358 18.54 229.56 444.722 169.362
[3,] 107.844 104.098 24.48 30.640 52.974 13.46 148.60 195.836 139.359
      [,46]   [,47]  [,48]   [,49]  [,50]  [,51]   [,52]   [,53]   [,54]
[1,]  3.997   8.024   8.57   9.646  5.184  10.81   6.231   3.488   8.322
[2,] 46.208 302.486 167.96 304.549  4.363 539.85 111.059 103.878 463.305
[3,] 48.539 239.138 247.87 313.193 72.071 259.54 209.920  75.322 522.124
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.065   7.515   6.757  7.286 2.688   7.472   3.221   5.873  5.669
[2,] 359.512 327.153 457.750 34.207 4.663 300.850  77.923 138.778 22.252
[3,] 423.239 439.042 495.745 85.957 2.160 414.158 103.488 267.295 46.109
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.685   6.994  3.636   8.379  5.382   6.961  3.043   9.847   7.347
[2,] 423.086 598.617 96.221 184.531 32.209 400.345 16.078  45.196 483.779
[3,] 202.943 165.596 85.940  93.872 51.819 379.878  6.755 172.567  25.189
       [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]  [,81]
[1,]   9.489   9.583  10.34   9.358   8.217  2.055   7.806   6.307   8.92
[2,] 305.095 597.023 210.10 541.780 434.200 20.025 485.054 135.012 433.03
[3,] 119.183  82.502 306.24 295.116 605.010 18.952 532.591  78.983 428.61
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.355   4.578  3.103   7.279  5.681  13.78  13.12   4.958   4.689
[2,] 71.446  30.747 19.349 243.572 45.112 103.09 126.51 158.140 313.278
[3,] 71.605 108.367  2.826 247.261 14.818  24.47 660.55  29.123 224.089
       [,91]   [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   4.787   5.198   5.987  3.931  1.071  11.14   26.01  10.71
[2,] 282.981 243.646  62.044 53.111 31.480 557.20 1580.24 284.08
[3,] 174.278  84.801 186.835  4.799 36.463 494.28  746.69 911.02
[1] "--- VAR model 2017-10-06 04:31:00  completed"
[1] "Completed training sample:  2017-10-06 04:31:00 - 2017-10-06 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 05:01:00 - 2017-10-06 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.64854         0.22255         0.1489         12.053
         0.18752         0.19688        -1.2215          1.568
        -0.00608         0.03305        -1.0077         -5.143
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.079         0.9118            2.745           0.8549
         11.034         0.3193            3.135          -1.3312
          3.324         0.1621            2.209          -0.9010
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.586          -1.1122          -2.1041           -17.77
           -5.382           0.1772          -0.5635           -16.08
           -3.057          -1.1832          -0.9461           -21.50
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.475           -3.789           -3.883           0.4712
            1.574           -1.494           -3.420           1.3901
           -1.650           -2.704           -2.176           1.4313
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -2.89406           3.0238            8.493            6.584
         -0.07275          -1.8474            5.441            3.830
         -1.09320          -0.5045            5.711            4.877
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.1785          0.35290          -18.102           -6.015
           0.4668          0.26377            3.674           -2.868
          -0.1135          0.04957            2.783            1.553
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.17375            4.156           14.456           1.5120
          0.01984          -10.448           -4.649           0.8601
         -0.11054            3.100           -3.121           0.5088
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           13.973          0.20094            6.898          -1.7090
            6.138          0.31521           10.739           0.4312
           -6.379          0.01874           -4.483          -0.3267
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.3689           -3.536          -13.160         -4.31262
           0.9522           11.343            8.737          0.02796
           0.8416            2.147            6.912         11.71839
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.1875           3.5355        0.0528398           0.4194
           1.5584          -0.4108        0.0001645           0.4325
           0.1023           1.0168       -0.4667817           0.2360
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.3887         -0.12198            3.491           -5.886
          -1.3388         -0.21005           -2.263           -5.336
          -0.7378         -0.04327            1.231          -10.904
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.680          0.07056            1.861           2.0177
            3.601          0.51582           -1.972          -0.5948
            2.602          0.31510           -1.791           0.6054
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.419           1.1991          -7.5521            11.74
           -6.749           1.0168           5.3286            11.02
            2.045           0.5768          -0.5992            11.87
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          1.42801         -0.09052            1.688            3.356
         -0.02485         -4.78961           -5.463           -1.497
          0.84540          4.95129            2.900           -2.280
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.926          -0.5504         -0.01078          -1.0312
            2.429          -0.9886          0.06073           5.7793
           -5.980          -0.4646         -0.12097          -0.1271
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.247          -1.0879          0.70601          -1.5977
           -4.391           2.6474         -0.09336          -0.7572
           -4.412           0.8437          0.12906           2.0910
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.844          -0.2440          -0.3178          -2.6547
           -0.505          -0.6127           0.3268          -1.1365
            2.493          -0.2694           0.8165           0.1078
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.0244           0.7493          0.89052         -0.08868
          -0.8415           0.1941         -0.22297          0.52322
          -0.3318          -0.2459          0.05582         -0.14428
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.05153          -2.8101            1.671          -0.6716
         -2.04248           1.6283            3.407           1.1323
          0.09427          -0.2102            2.696           0.6206
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.650          -0.9206          2.10575           -2.901
           -2.710          -0.6170         -0.03994           -2.448
            1.986          -0.4380          0.48356           -2.048
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.8844           1.0427          -1.1288          0.09524
           3.0436           1.1165          -0.6904         -0.20011
          -0.8762          -0.1588           0.1892         -0.06712
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.579          0.62167          -1.0731            18.27
            2.204         -0.16111           3.8325            16.55
            0.421          0.04423           0.1695            15.03
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        -0.354593          0.08599          0.03854         0.151408
         0.070362         -0.31893         -0.43355        -0.360896
        -0.004082          0.17842          0.14399        -0.008386
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5963           1.2246          -10.031            4.224
           0.9096          -0.1673           -9.904            4.953
           0.9149          -0.2373          -10.350            3.815
 rnd_95776.volume rnd_95787.volume
            5.570          -0.7985
            1.676          -8.5560
           -6.983           4.3394
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 6.591 4.061 13.14  9.009  8.695 2.040 3.689  9.96 10.69  7.663 4.231
[2,] 6.591 4.061 13.15  9.924 10.554 2.058 3.809 10.15 10.74 10.155 4.957
[3,] 6.666 4.071 13.22 10.415 11.045 2.081 3.981 10.33 11.16 10.226 4.990
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.496 4.322 6.942 7.556 6.348 8.785 8.006 12.16  8.718 16.34 5.781
[2,] 8.481 4.322 7.601 8.021 6.442 9.479 9.250 12.84  9.701 16.35 5.849
[3,] 9.279 4.453 7.819 8.694 6.635 9.860 9.507 13.62 10.286 16.36 5.856
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 19.08  9.67 2.282  7.754  7.931 7.096  7.960 2.562  7.878 7.131 3.586
[2,] 24.48 10.58 2.285  9.631 10.486 7.445  9.187 2.610  9.162 7.140 3.673
[3,] 24.49 11.71 2.286 12.890 10.989 7.626 10.418 2.642 10.313 7.263 3.720
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.867 8.117 6.834 7.192 6.150 5.016 2.282 4.835 2.128 5.872 5.165
[2,] 10.002 9.427 8.603 7.193 6.803 5.018 2.297 4.842 2.133 6.227 6.460
[3,] 10.559 9.974 9.417 7.256 6.864 5.031 2.306 4.853 2.138 6.360 6.706
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.583 3.228 6.426 7.002 8.090 4.193  8.777 5.137 2.902 6.818 6.557
[2,] 4.845 3.251 6.964 7.178 8.594 4.193  9.926 5.228 3.004 7.859 7.280
[3,] 5.002 3.284 7.229 7.544 9.035 4.245 10.194 5.587 3.059 9.113 8.084
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.053 5.399 6.081 2.158 6.135 2.601 4.896 4.706 5.456 5.923 2.953
[2,] 6.744 6.819 6.096 2.158 6.662 2.691 5.033 4.707 6.507 7.840 3.081
[3,] 7.720 8.062 6.130 2.158 7.654 2.854 5.586 4.719 6.726 7.966 3.169
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.000 4.487 5.761 2.469 7.872 5.843 8.190 7.704 8.316 7.589 6.588
[2,] 7.191 4.497 6.797 2.473 7.885 7.251 8.262 9.319 8.491 8.916 7.637
[3,] 7.242 4.523 7.509 2.474 8.014 7.254 8.315 9.344 8.864 9.309 9.358
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.738 6.348 5.059 7.246 3.553 3.706 2.648 5.891 4.650 11.19 10.51
[2,] 1.749 7.719 5.194 8.263 3.592 3.715 2.652 6.270 4.662 11.24 10.60
[3,] 1.767 9.025 5.246 9.029 3.629 3.839 2.653 6.626 4.662 11.25 12.30
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 3.952 3.724 3.812 4.150 4.938 3.409 0.8687 7.859 20.84  8.593
[2,] 4.184 4.638 4.545 4.653 4.971 3.484 0.9101 8.894 25.05  8.975
[3,] 4.191 5.017 4.778 4.710 5.248 3.492 0.9686 9.702 25.97 12.034
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]  [,6]    [,7]   [,8]   [,9]
[1,]   8.37  5.157  16.69  11.44  11.04  2.59   4.684  12.65  13.57
[2,]  10.57  5.110  56.93 465.23 668.54 31.04 106.245 217.81 125.87
[3,] 111.26 31.594 147.90 353.40 364.07 33.94 129.386 215.89 338.83
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]  [,17]  [,18]
[1,]   9.731   5.373   9.519   5.488   8.815   9.594   8.06  11.16  10.17
[2,] 744.684 288.679 443.404   5.714 346.135 301.056 123.21 397.93 517.99
[3,] 134.611  63.967 420.860 120.168 205.123 374.898 177.47 303.61 245.55
      [,19]  [,20] [,21]  [,22]   [,23]  [,24]  [,25]   [,26]  [,27]
[1,]  15.44  11.07 20.76  7.341   24.23  12.28  2.898   9.847  10.07
[2,] 462.78 475.75 32.03 99.487 1715.00 478.96 13.759 638.491 766.68
[3,] 507.86 382.27 67.96 32.321   80.89 561.63  6.177 957.415 367.51
       [,28]  [,29]  [,30] [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   9.011  10.11  3.253  10.0   9.055  4.553  11.26  10.31   8.678
[2,] 251.553 512.68 56.213 522.8  39.905 89.268 517.27 535.80 584.127
[3,] 185.165 549.06 45.331 529.2 149.211 65.554 378.27 364.40 428.122
       [,37]  [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   9.133   7.81  6.369  2.898  6.139  2.703   7.457   6.559   5.82
[2,]  10.882 325.14 17.749 29.565 30.360 16.232 231.491 433.686 175.63
[3,] 107.020 102.29 39.885 22.534 36.614 16.553 144.651 201.280 139.11
      [,46]  [,47]   [,48]  [,49]  [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  4.099   8.16   8.892  10.27  5.324  11.15   6.523  3.685   8.658
[2,] 42.774 300.20 176.376 324.18  4.831 518.08 109.126 86.691 436.848
[3,] 52.520 216.76 259.583 311.53 73.907 259.72 220.239 64.541 515.589
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.327   7.686   6.855  7.722 2.740   7.791   3.303   6.217  5.975
[2,] 353.470 332.350 465.541 48.898 2.656 290.172  77.013 130.358 14.143
[3,] 392.989 420.115 480.755 71.324 2.158 421.152 106.090 270.829 37.820
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   6.928   7.522  3.749   8.889  5.698   7.316  3.135   9.997   7.419
[2,] 396.317 574.103 98.484 183.981 33.345 403.218 16.657  49.717 479.873
[3,] 190.647 157.880 82.911  96.301 54.684 356.708  6.840 160.756  27.701
     [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.4   9.783  10.56   9.637   8.365  2.207   8.061   6.424   9.202
[2,] 122.2 586.066 192.06 523.013 431.790 21.521 490.805 131.706 443.783
[3,] 104.5  76.959 284.17 299.402 604.476 28.596 522.762  82.201 406.810
      [,82]   [,83]  [,84]   [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.512   4.706  3.363   7.481  5.905  14.21  13.35   5.019   4.728
[2,] 59.127  29.476 16.244 239.908 36.252 116.50 158.66 153.393 309.119
[3,] 58.188 108.421  8.813 239.426  7.644  56.98 696.46  28.413 213.788
       [,91]  [,92]   [,93]  [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   4.841   5.27   6.271  4.329  1.103   9.98   26.46  10.91
[2,] 276.555 235.17  64.131 80.338 30.338 465.52 1553.99 289.46
[3,] 164.997  81.60 187.898 26.032 37.046 433.10  764.69 896.11
[1] "--- VAR model 2017-10-06 05:01:00  completed"
[1] "Completed training sample:  2017-10-06 05:01:00 - 2017-10-06 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 05:31:00 - 2017-10-06 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.04382        -0.36534         -1.973         -4.932
         0.01917        -0.22388         -2.460         -4.199
         0.07579         0.01122         -2.268         -8.723
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.189         0.6725            2.498           2.6418
         -2.261         0.4777            2.380           3.6138
         -2.611         0.4196            2.375          -0.6032
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.3182           -4.318           -2.118          -16.176
           1.7052            2.848            1.179          -13.600
           0.4135            1.610            0.467           -9.427
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.2129          -2.1785            1.077           -4.268
           0.7748          -1.8643           -3.861           -3.039
          -4.2603           0.8565           -1.065           -2.813
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.1247          -1.0401            2.198            7.069
          -1.9137          -0.9056            3.159            5.212
          -1.7435          -1.8156            1.042            3.606
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          0.10156         -0.31797          -12.144           3.2745
          0.06407         -0.24568           -7.263         -11.0493
         -0.06833         -0.09924           -6.804          -0.1263
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02339           -8.210           -9.009           1.4319
         -0.08896          -10.142           -2.010           0.8912
          0.01304           -2.902           -8.470           0.5327
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.634            1.258           -2.629           1.9349
           -7.199            1.015           -7.812           0.6065
           -5.485            1.003           -2.711           0.3341
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.34959            3.416            5.748          11.1450
          0.09855           -5.265           -2.334           0.9871
         -0.64767           -4.253           -6.103          -6.4161
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.1944           9.0063           0.4084          0.05052
           3.4735          -3.4747           1.7611          0.04558
           2.0108           0.3187           1.6905          0.09164
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.211         -0.09157          -0.7752           -4.530
            2.808         -0.08865           1.6522           -4.142
            1.017         -0.04516           0.5174           -2.062
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.332           0.3808           -2.858           0.8142
            3.945           0.2226           -4.835          -0.1150
            2.555           0.5427           -1.183           0.4288
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -0.745          -0.4403           -5.638            4.267
           -3.240          -0.6395           -2.250            4.634
            5.123          -0.3369           -2.157            5.398
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3151            1.624           -2.356           -6.070
          -1.0735           -8.184           -2.884            2.634
          -0.3034           -1.004           -2.173           -4.271
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -1.01346          0.68744         0.009073          -12.195
          0.04024          0.40643        -0.027587           -2.658
         -3.47959          0.06843        -0.083291            1.217
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.165         -8.23921           0.5752          16.0218
           -5.444          0.05124           0.5054          -5.9602
           -4.449         -0.86232           0.4632           0.1744
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          16.7665            1.038         10.50688           1.7649
          -7.2908            2.206         -5.61398           1.4390
          -0.1797           -1.173         -0.05335           0.7781
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.391          0.46506           3.3754           2.7950
           11.450          0.12399           0.4631           1.6189
           -5.960          0.06001           1.3546           0.2152
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -3.6929          1.84106           -1.047          -2.8118
          -0.8373          0.64099           -2.581           0.6567
          -0.1711          0.07542           -1.132           0.2540
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.0218         -0.29365           0.4948          -1.4667
           0.2107          0.02217          -3.3970          -1.1451
           0.9697         -0.11607           1.2025          -0.8465
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.6704            1.388          -1.8755         0.275227
           0.5055            2.290           0.7022        -0.039495
           0.5798            1.007          -0.9413        -0.005306
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.320         -0.63881           3.2603            7.956
            5.642          0.05074           1.1837            9.150
           -1.536         -0.01341           0.3091            7.216
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.279           0.6068            1.385           1.1720
            1.695           1.2778            1.108           0.7477
            0.385           1.4968            1.417           0.8310
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.0214          -1.2265           -9.112           0.7123
          -0.8508           0.5398           -9.168           0.5008
           0.8263           0.1060           -9.305           0.5233
 rnd_95776.volume rnd_95787.volume
          -18.657           -3.143
           -3.649          -12.063
           -3.152           -0.706
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 6.665 4.296 13.20  9.172  9.012 2.183 3.771 10.14 10.95  7.792 4.415
[2,] 6.665 4.298 13.21 10.165 10.776 2.197 3.900 10.33 11.01 10.335 5.139
[3,] 6.733 4.304 13.28 10.654 11.238 2.225 4.089 10.54 11.46 10.397 5.164
     [,12] [,13] [,14] [,15] [,16]  [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.673 4.537 6.933 7.644 6.442  8.935 8.056 12.36  8.941 16.47 5.942
[2,] 8.727 4.537 7.861 8.099 6.542  9.616 9.331 12.96  9.962 16.48 5.988
[3,] 9.545 4.702 7.979 8.769 6.752 10.054 9.616 13.79 10.533 16.49 5.997
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 19.46  9.804 2.458  7.777  8.043 7.280  8.023 2.638  7.959 7.278
[2,] 24.78 10.752 2.459  9.677 10.691 7.600  9.263 2.691  9.335 7.290
[3,] 24.79 11.875 2.459 12.874 11.161 7.798 10.561 2.727 10.613 7.411
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.663  9.031  8.286 6.830 7.363 6.347 5.352 2.322 5.115 2.165 5.933
[2,] 3.750 10.169  9.591 8.751 7.366 7.004 5.353 2.334 5.124 2.169 6.292
[3,] 3.796 10.765 10.172 9.620 7.427 7.064 5.373 2.344 5.137 2.177 6.420
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.382 4.684 3.298 6.763 7.237 8.418 4.258  8.965 5.426 2.942 7.074
[2,] 7.277 4.963 3.322 7.389 7.434 9.039 4.258 10.202 5.548 3.039 8.175
[3,] 7.749 5.122 3.356 7.661 7.782 9.584 4.308 10.440 5.901 3.103 9.463
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.797 6.185 5.605 6.365 2.156 6.438 2.711 5.094 4.933 5.558 6.057
[2,] 7.588 6.997 7.119 6.386 2.157 7.006 2.814 5.264 4.937 6.717 8.038
[3,] 8.398 7.953 8.368 6.426 2.157 8.089 2.987 5.875 4.943 6.969 8.179
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.030 7.209 4.801 5.990 2.574 8.053 5.953 8.186 7.908 8.428 7.691
[2,] 3.154 7.414 4.808 7.006 2.578 8.063 7.365 8.687 9.491 8.594 8.964
[3,] 3.242 7.457 4.849 7.745 2.578 8.181 7.367 8.755 9.511 8.942 9.359
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.439 1.830 6.454 5.155 7.561 3.649 3.857 2.809 6.007 4.931 11.77
[2,] 7.684 1.839 7.840 5.284 8.558 3.683 3.863 2.818 6.431 4.956 11.80
[3,] 9.504 1.869 9.118 5.341 9.160 3.723 3.990 2.818 6.815 4.956 11.80
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 10.86 3.986 3.752 3.880 4.192 5.114 3.621 0.9047 6.976 21.54  8.708
[2,] 10.98 4.235 4.672 4.620 4.687 5.146 3.722 0.9417 8.052 25.80  9.085
[3,] 12.72 4.243 5.070 4.851 4.747 5.437 3.734 1.0066 8.811 26.85 12.179
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]  8.464  5.456  16.76  11.65  11.44  2.772   4.788  12.88  13.91
[2,]  7.755 14.285  48.12 449.86 606.38 25.402 102.495 204.78 111.76
[3,] 97.578 22.111 142.50 327.48 327.21 36.571 125.884 210.13 328.67
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]  [,17]  [,18]
[1,]   9.895   5.606   9.744   5.761   8.804   9.707   8.18  11.35  10.23
[2,] 696.751 269.953 426.620   7.053 380.169 274.819 117.35 364.75 483.27
[3,] 116.763  51.981 397.013 126.993 140.849 345.127 171.44 301.55 238.58
      [,19]  [,20] [,21]  [,22]   [,23]  [,24] [,25]   [,26]  [,27]
[1,]  15.69  11.35 20.92  7.545   24.71  12.45 3.121   9.875  10.21
[2,] 401.63 450.84 51.17 76.114 1574.64 453.09 6.706 591.008 722.86
[3,] 482.49 351.19 55.80 34.471   70.00 517.31 2.478 871.419 329.17
       [,28]  [,29] [,30]  [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   9.245  10.19  3.35  10.11   9.242  4.652  11.47  10.52   8.674
[2,] 223.989 475.12 54.40 500.64  42.546 82.199 479.63 495.73 561.460
[3,] 179.325 520.79 45.33 518.12 137.545 61.006 362.76 347.93 410.137
     [,37]  [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  9.35   8.06  6.796  2.949  6.496  2.749   7.535   8.104   5.948
[2,] 22.86 303.77 11.391 24.192 30.191 13.349 214.785 358.713 168.449
[3,] 98.31  94.84 48.721 21.847 38.696 19.391 131.287 273.418 130.161
      [,46]   [,47]  [,48]  [,49]  [,50]  [,51]  [,52]  [,53]   [,54]
[1,]  4.187   8.588   9.19  10.69  5.407  11.38   6.89  3.736   8.983
[2,] 41.087 305.457 174.31 337.96  4.261 499.73 118.88 77.928 420.423
[3,] 49.548 207.695 236.52 327.02 67.124 227.71 206.36 64.760 489.313
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]   [,61]   [,62]  [,63]
[1,]   8.631   7.853   7.117  8.083 2.738   8.175   3.443   6.469  6.265
[2,] 346.251 335.974 450.426 52.770 5.946 283.648  77.314 136.236 19.482
[3,] 369.457 387.978 451.389 73.435 2.165 415.009 102.848 267.785 25.221
       [,64]   [,65]  [,66]   [,67]  [,68]   [,69]  [,70]  [,71]   [,72]
[1,]   7.057   7.691  3.847   9.154  6.097   7.606  3.269  10.23   7.559
[2,] 387.198 542.330 89.976 177.572 26.534 373.006 15.541  41.50 445.000
[3,] 190.684 155.611 77.019  82.772 64.896 338.765  3.578 142.12  20.962
     [,73]  [,74] [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.4  10.04  10.7   9.766   8.177  2.323   8.196   6.546   9.602
[2,] 298.3 538.57 172.7 472.676 430.321 19.448 456.712 119.380 411.364
[3,] 112.6  64.46 253.7 276.117 573.976 33.865 477.885  79.605 335.319
      [,82]   [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]   [,90]
[1,]  4.634   4.898  3.568   7.628  6.262 14.95  13.79   5.061   4.764
[2,] 51.229  22.556 22.604 235.705 51.287 84.89 168.42 146.878 285.843
[3,] 56.491 102.453  4.816 231.698  6.457 27.66 659.39  27.833 201.945
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   4.927   5.324   6.494  4.599  1.149   8.859   27.35  11.06
[2,] 257.527 215.213  59.529 88.104 26.831 412.710 1457.61 265.98
[3,] 151.557  77.199 180.213 31.734 36.511 367.194  762.53 832.45
[1] "--- VAR model 2017-10-06 05:31:00  completed"
[1] "Completed training sample:  2017-10-06 05:31:00 - 2017-10-06 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 06:01:00 - 2017-10-06 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2976         0.42603        -0.5520         -3.083
          0.9181         0.24954        -0.3153          2.586
          0.5023        -0.08536        -0.2678          3.027
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        15.4069       -0.06387            3.296            5.101
        -1.4058        0.67536            3.496            5.500
        -0.8465        0.24747            3.126            3.469
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.038            1.464          -0.1268           -7.500
            2.074            2.580           1.4326           -3.365
            2.409            1.456           0.7441           -2.028
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.299           0.3451            3.941           -1.526
           -3.494           1.6660            0.566           -2.330
           -2.528           0.6072            1.025           -1.600
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.965           -6.960           5.2683           4.4890
           -4.898           -2.400           0.8047          -1.5783
           -2.596           -2.419           1.1114           0.2812
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         0.188260          0.38136            1.199           2.0881
         0.009146          0.11087            1.001          -0.1878
        -0.038813          0.08326           -2.193          -1.8249
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
       -0.1005207         -3.67143          -10.712          -0.5412
        0.0368092          0.90615            1.638          -0.9502
        0.0006577         -0.07058            0.872          -0.5775
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.720           0.7645           18.562          0.19395
           -5.066           0.3054           -5.494          0.08854
            1.661           0.4818            1.616          0.03400
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2633         19.68740            5.248          -12.811
          -0.0441         -1.31259           10.700           15.124
          -0.4639         -0.06417           -5.124           -2.554
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.343          7.45414           1.0617         0.063274
            3.956         -0.06591           1.6062        -0.139800
            2.522          0.99572           0.1246        -0.008683
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.0496         -0.22962          -5.6430          -12.217
          -0.1315         -0.10678          -0.8018          -13.426
          -0.1889         -0.02397           2.9103           -8.175
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.2599           0.3436           -8.139         1.515220
           2.4425           0.7136           -6.765         1.509772
           0.7989           0.2495           -8.199        -0.001365
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.9638          -0.8999          -0.2817            5.474
          -0.5808          -0.1181          -3.4888            5.121
           3.2960          -0.1780          -0.8191            4.518
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1433           11.111            1.281           -5.534
           0.3677           -5.752            1.473            8.335
           0.3011           -3.301           -3.039           -3.345
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.3563           0.3596        -0.093492           -2.586
           3.1694           0.9796        -0.102165           -1.420
          -0.1551           1.1049        -0.009816            5.947
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.743           -2.327           1.0098          15.0470
           -1.756            1.902           0.4201          -0.4582
           -2.600            2.044           0.3980           2.4207
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           21.355           1.1900           6.8556          -0.2725
           -1.002           2.5158           0.7093          -0.1702
            1.330          -0.2656           3.5407          -0.1224
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.006           0.3621          -0.1755            3.237
           17.276           0.4474           2.1701           -0.109
           -0.662           0.1497           1.2555            1.241
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.060           4.9073          -0.1803            9.038
            2.607          -0.4709           0.4837            1.764
            2.292           1.1319          -1.1194            1.106
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           7.6884         -0.26257            4.374           -1.226
           7.8345         -0.55525            8.854           -1.225
          -0.2754         -0.08637            2.073           -1.409
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.178           0.6071        -0.109262         -0.13873
            6.646           0.6380        -0.008283          0.01113
            4.132           0.1641        -0.002614          0.02589
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.38367          0.49780          -0.6634            16.91
          9.16784         -0.02674          -2.4431            11.69
          0.09385          0.04101           2.1991            12.58
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.0697           0.5707           0.6398          0.09011
           0.4246           1.4921           0.9384          0.47139
           0.4829           0.1602           0.2978          0.24992
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5718           0.5547           -9.701            1.574
           1.0368          -0.2575           -9.782            1.535
           2.6073          -0.2796          -10.141            1.417
 rnd_95776.volume rnd_95787.volume
          -17.104           1.0101
           -6.631           0.7626
            2.098          -1.7768
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9]  [,10] [,11]
[1,] 6.660 4.421 13.13  9.286  9.36 2.288 3.816 10.11 11.00  7.798 4.463
[2,] 6.660 4.423 13.13 10.344 10.95 2.300 3.953 10.32 11.03 10.722 5.128
[3,] 6.711 4.429 13.23 10.836 11.36 2.322 4.132 10.54 11.42 10.792 5.159
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.651 4.684 7.033 6.820 6.548 8.861 7.952 12.45  9.178 16.54 6.032
[2,] 8.710 4.684 7.814 7.180 6.650 9.548 9.229 13.01 10.137 16.55 6.081
[3,] 9.563 4.859 7.971 7.984 6.859 9.968 9.492 13.85 10.716 16.56 6.086
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 19.65  9.781 2.523  7.734  7.983 7.414  8.074 2.699  7.866 7.264
[2,] 24.65 10.711 2.523  9.869 10.667 7.714  9.264 2.748  9.256 7.277
[3,] 24.66 11.885 2.524 12.946 11.113 7.939 10.672 2.780 10.575 7.391
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.848  9.118  8.538 6.869 8.017 6.699 5.599 2.404 5.403 2.173 5.810
[2,] 3.863 10.413  9.673 8.809 8.039 7.297 5.599 2.416 5.408 2.177 6.212
[3,] 3.897 10.911 10.224 9.762 8.179 7.368 5.637 2.426 5.428 2.184 6.323
     [,44] [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.502 4.722 3.296 6.538 7.417 8.710 4.317  9.126 5.655 3.095 7.268
[2,] 7.345 5.026 3.318 7.863 7.641 9.373 4.317 10.220 5.788 3.095 8.473
[3,] 7.912 5.189 3.352 8.167 7.973 9.970 4.360 10.553 6.137 3.134 9.683
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 6.950 6.229 5.783 6.528 2.160 6.602 2.733 5.273 5.229 5.762 6.328
[2,] 7.879 7.154 7.418 6.558 2.161 7.188 2.831 5.446 5.238 7.009 8.253
[3,] 8.556 8.163 8.704 6.592 2.161 8.358 3.005 6.162 5.240 7.296 8.409
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.078 7.481 5.084 6.067 2.594 8.085 5.990 8.331 8.022 8.453 7.709
[2,] 3.207 7.722 5.090 7.196 2.597 8.093 7.359 8.906 9.638 8.599 9.023
[3,] 3.291 7.777 5.125 7.949 2.597 8.206 7.361 8.980 9.657 8.972 9.414
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.480 1.934 6.378 5.251 7.763 3.704 4.082 2.964 6.314 5.053 11.78
[2,] 7.778 1.940 7.849 5.389 8.775 3.738 4.087 2.972 6.709 5.071 11.79
[3,] 9.655 1.967 9.154 5.440 9.312 3.777 4.089 2.972 7.053 5.072 11.80
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 11.07 4.068 3.793 3.967 4.282 5.367 3.831 0.9337 5.903 21.79  8.480
[2,] 11.20 4.313 4.752 4.736 4.802 5.419 3.964 0.9668 6.943 26.33  8.891
[3,] 12.93 4.328 5.157 4.955 4.863 5.754 3.997 1.0397 7.817 27.66 12.224
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]  8.457  5.614  16.67  11.79  11.89  2.905   4.845  12.84  13.96
[2,]  6.677 15.386  50.23 448.29 558.90 23.771 101.741 203.21  80.19
[3,] 80.923 22.127 154.41 317.41 298.61 31.418 118.399 212.58 293.83
       [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17] [,18]
[1,]   9.902   5.667   9.715   5.948   8.931   8.66   8.314  11.25  10.1
[2,] 723.567 248.384 409.241   7.102 334.859 220.73 114.510 349.82 460.6
[3,] 121.287  56.235 388.322 127.139 154.674 343.51 165.246 281.52 218.3
      [,19]  [,20] [,21]  [,22]   [,23]  [,24] [,25]   [,26]  [,27]
[1,]  15.81  11.65 21.00  7.659   24.95  12.42 3.203   9.821  10.14
[2,] 369.54 423.27 69.18 76.027 1463.54 429.49 5.903 602.832 695.60
[3,] 469.46 341.81 47.45 24.702   75.46 506.44 5.034 823.756 306.72
       [,28]  [,29]  [,30]   [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   9.415  10.25  3.427   9.988   9.225  4.886  11.58  10.84   8.722
[2,] 209.365 446.61 51.089 479.825  43.278 34.076 494.41 447.00 542.268
[3,] 184.724 520.88 40.894 502.791 127.205 50.359 320.68 325.76 413.672
      [,37]   [,38]  [,39]  [,40] [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.18   8.507  7.110  3.053  6.86  2.759   7.378   8.256   5.996
[2,]  60.13 284.590  5.602 23.666 25.05 12.976 216.245 336.023 169.445
[3,] 148.13 100.417 64.539 22.057 45.62 17.254 115.644 289.201 126.913
      [,46]   [,47]   [,48]  [,49]  [,50]  [,51]   [,52]  [,53]  [,54]
[1,]  4.185   8.302   9.419  11.06  5.482  11.59   7.181  3.930   9.23
[2,] 38.297 429.614 180.682 340.67  4.768 452.37 121.741  3.463 428.10
[3,] 46.919 217.049 224.045 334.12 59.883 258.84 200.479 48.358 461.08
       [,55]  [,56]   [,57] [,58] [,59]   [,60]  [,61]   [,62] [,63]
[1,]   8.825   7.91   7.343  8.29 2.743   8.384  3.471   6.696  6.64
[2,] 364.970 345.86 456.775 61.10 6.683 279.549 72.583 133.730 29.51
[3,] 328.131 386.54 447.711 66.77 5.793 419.367 98.907 283.581 17.23
       [,64]   [,65]  [,66]  [,67]  [,68]   [,69]  [,70]  [,71]   [,72]
[1,]   7.316   8.035  3.909   9.50  6.456   7.704  3.294  10.27   7.606
[2,] 392.444 520.923 88.463 188.16 25.346 380.619 11.986  36.25 420.402
[3,] 199.300 159.013 72.683  91.58 59.111 331.945  2.649 134.02  18.515
      [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  10.58  10.19  10.73   9.79   8.229  2.456   8.099   6.669   9.858
[2,] 309.68 525.32 155.13 460.99 422.983 15.110 449.853 118.890 402.186
[3,] 113.21  60.55 251.86 264.23 562.405 32.101 463.135  73.771 306.548
      [,82]  [,83]  [,84]   [,85]  [,86] [,87]  [,88]   [,89]   [,90]
[1,]  4.704  5.183  3.763   8.018  6.417 14.96  14.05   5.166   4.817
[2,] 49.393 20.645 22.521 222.978 42.720 60.14 173.33 140.907 281.505
[3,] 53.443 12.824  3.534 214.041  5.548 43.05 634.61  35.699 197.033
       [,91]   [,92]   [,93]   [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   5.038   5.437   6.815   4.865  1.186   7.496   27.67  10.77
[2,] 254.348 213.821  74.321 100.124 24.670 359.283 1454.50 262.76
[3,] 143.486  75.248 190.102  50.181 37.621 353.215  831.50 824.85
[1] "--- VAR model 2017-10-06 06:01:00  completed"
[1] "Completed training sample:  2017-10-06 06:01:00 - 2017-10-06 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 06:31:00 - 2017-10-06 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3934         -0.1393         -1.573        -6.5285
         -0.6214          0.6424         -3.888         0.3695
         -0.2520         -0.1949         -2.529       -14.3628
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -13.805         0.7205            1.289           0.7358
        -10.680         1.5593            1.258           3.0982
         -4.094         0.8632            1.314           0.4820
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.1386           -7.193          -0.9980           -29.23
           0.7942           -2.039           0.7663           -26.61
           1.4710           -1.431           0.1189           -26.23
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.03447           -4.196           -4.040           -2.021
         -3.27491           -4.631           -7.808           -1.804
          1.96966           -2.804           -6.219           -1.529
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.048          -12.321           -5.421          -1.9817
          -10.120           -8.547           -4.718          -0.7322
           -9.118           -8.664           -5.646          -2.8254
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.8743           0.4072       -32.435934          -10.066
           0.1678           0.1997        -5.011118          -10.241
          -1.3670           0.1039         0.002611            1.891
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.09389           5.1173           -2.514            2.798
         -0.04786         -19.5765           -5.891            2.139
         -0.03412          -0.1406          -11.654            1.445
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -4.8981          -0.6243           -8.976           11.994
           0.6585          -0.8720           -1.472           11.352
         -12.3802          -0.6366           -5.834            7.945
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.8035          -5.3169         -11.1077          -10.646
          -0.7560          -6.7640          -6.7446           -8.333
          -0.8641           0.3114          -0.6615           -3.993
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9753          -8.0126           0.4320          -0.8275
          -0.8560          -6.0358           1.2072          -0.7895
           0.0335           0.5957           0.9472          -0.9038
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.357          -0.4065           -4.703           -10.71
           -1.665          -0.4337           -3.284           -10.20
           -1.349          -0.1796           -2.797           -10.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1481          -0.5898           -3.249           -2.879
           1.0091          -0.3655           -8.167            3.107
           1.0345          -0.2309           -6.562            1.686
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.061         -1.06636           -4.257            4.274
           -3.340         -0.28824            3.368            6.976
            8.363          0.09114           -3.176            4.664
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1250           0.8771            3.067           6.6353
           0.3436          -3.0169           -1.442           5.2215
           0.1907           0.5529            1.813          -0.9753
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.287          -0.5121         0.022321          -18.581
            3.511          -1.2175         0.024226            9.429
           -2.889          -0.6236        -0.001802            2.052
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.190         -10.0483          0.04436            5.853
           -6.797           5.7600          0.13838           -6.279
           -7.462           0.2959          0.02060            5.391
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.417           1.2326            2.352           1.3721
           -7.570           0.9372           -6.317           0.9901
            5.406          -0.7499            2.439           0.6265
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.224          0.04144           0.5156          -7.3814
            3.538         -0.10029          -2.0534           0.6600
           -7.324          0.05587          -2.2924          -0.3902
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          3.11515           -7.013            2.466           -1.590
         -0.77935           -1.721            2.887           -7.722
          0.09603           -1.754            3.336           -1.073
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.597           0.5505          -11.579          -1.0426
           -6.415           1.0458            2.246          -0.2797
           -2.457           1.1441           -6.801          -0.3285
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -10.149           -2.350       -0.0920574          -0.3546
           -5.671           -1.817       -0.0528600          -1.0237
           -6.758           -1.297       -0.0005067          -0.7104
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.425           1.9085            6.170            1.002
            2.411           0.2883            4.701            4.531
           -3.971           0.2067            3.038            2.220
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.9697            5.561            5.795          5.12008
           1.9742           -2.595           -0.854         -0.08004
           0.8875            1.412            1.218          1.17860
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.826           3.1551           -10.97         -0.05876
            3.082          -1.6328           -11.25         -0.57761
            1.080          -0.2608           -10.86         -1.16201
 rnd_95776.volume rnd_95787.volume
            4.060           1.7471
           -8.752         -18.6665
            3.944           0.6744
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]   [,8]  [,9]  [,10] [,11]
[1,] 6.670 4.595 13.20  9.142  9.436 2.464 3.849  9.593 10.69  7.909 4.446
[2,] 6.674 4.605 13.22 10.147 10.845 2.488 3.997  9.751 10.70 10.508 5.096
[3,] 6.727 4.613 13.33 10.666 11.230 2.526 4.164 10.052 11.13 10.589 5.120
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 7.390 4.736 6.975 6.678 6.732 8.737 7.930 12.50  9.23 16.22 6.014
[2,] 8.332 4.737 7.457 7.087 6.884 9.366 9.133 12.99 10.05 16.22 6.066
[3,] 9.170 4.899 7.696 7.658 7.091 9.765 9.390 13.78 10.60 16.22 6.071
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 19.73  9.754 2.641  7.483  7.683 7.379  7.887 2.733  8.180 7.796
[2,] 25.09 10.695 2.643  9.773 10.520 7.721  9.058 2.777  9.434 7.938
[3,] 25.10 11.867 2.644 13.033 10.905 8.007 10.442 2.807 10.668 8.357
     [,33]  [,34]  [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.761  9.028  8.211 6.932 8.672 7.412 5.756 2.443 5.716 2.209 5.787
[2,] 3.770 10.239  9.605 8.950 8.867 8.036 5.759 2.456 5.747 2.213 6.083
[3,] 3.815 10.731 10.196 9.886 9.165 8.069 5.826 2.466 5.773 2.222 6.251
     [,44] [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53] [,54]
[1,] 6.301 4.775 3.274 6.312 7.574  8.884 4.392  9.343 5.885 3.120 7.520
[2,] 7.178 5.081 3.293 7.776 7.811  9.663 4.393 10.434 6.062 3.120 8.838
[3,] 7.693 5.237 3.325 8.057 8.189 10.397 4.425 10.762 6.441 3.166 9.980
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 7.067 6.341 5.929 6.605 2.125 6.918 2.802 5.540 5.367 6.118 6.729
[2,] 8.144 7.411 7.682 6.640 2.126 7.540 2.912 5.754 5.379 7.445 8.755
[3,] 8.808 8.544 9.026 6.684 2.128 8.786 3.100 6.528 5.380 7.790 8.979
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.111 8.132 5.431 6.449 2.657 8.273 6.224 8.300 8.258 8.460 7.721
[2,] 3.232 8.564 5.440 7.829 2.658 8.307 7.390 8.897 9.675 8.603 8.980
[3,] 3.311 8.675 5.547 8.711 2.661 8.425 7.395 9.028 9.691 8.946 9.349
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 6.843 2.071 6.527 5.373 7.840 3.783 4.174 2.931 7.135 5.230 12.45
[2,] 8.172 2.082 8.056 5.532 8.877 3.825 4.180 3.057 7.202 5.255 12.62
[3,] 9.600 2.112 9.146 5.600 9.465 3.869 4.184 3.079 7.467 5.255 12.65
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 10.92 4.109 3.987 4.064 4.390 5.502 3.904 0.9537 3.316 22.18  8.417
[2,] 11.07 4.366 4.871 4.805 4.881 5.558 4.049 0.9910 3.444 26.56  8.943
[3,] 12.72 4.382 5.247 5.002 4.941 5.894 4.078 1.0578 3.688 27.84 12.569
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]  8.469  5.834  16.77  11.61  11.98  3.128   4.888  12.18  13.58
[2,] 23.815 29.436  63.04 405.09 491.86 31.801  99.284 160.99  44.91
[3,] 77.807 25.024 156.48 302.53 268.18 40.558 107.327 224.87 280.09
      [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]  [,18]
[1,]  10.04   5.646   9.384   6.014   8.857   8.48   8.548  11.09  10.07
[2,] 636.52 229.137 354.092   8.597 242.790 218.32 132.829 310.64 416.83
[3,] 121.08  45.956 352.511 115.185 175.364 267.13 156.550 254.34 200.92
      [,19]  [,20] [,21]  [,22]   [,23]  [,24] [,25]   [,26]   [,27]
[1,]  15.87  11.72 20.59  7.636   25.05  12.39 3.354   9.502   9.756
[2,] 324.59 365.76 34.80 73.821 1426.36 403.59 9.953 578.348 661.260
[3,] 424.55 310.32 23.30 22.731   64.40 473.37 6.453 793.338 264.327
      [,28]  [,29] [,30]  [,31]   [,32]  [,33]  [,34]  [,35]   [,36]
[1,]   9.37  10.02  3.47  10.39   9.899  4.776  11.46  10.43   8.802
[2,] 209.42 409.87 45.42 432.44 137.989 24.625 444.44 458.50 520.974
[3,] 195.08 478.00 37.92 458.20 240.602 53.605 295.79 315.03 386.372
      [,37]   [,38]  [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  11.01   9.412  7.309  3.102  7.259  2.806   7.348   8.001   6.063
[2,] 170.56 285.666 18.400 23.305 55.229 12.496 172.581 316.380 159.789
[3,] 213.46  67.781 81.303 20.601 50.085 18.394 132.793 254.618 117.147
      [,46]   [,47]   [,48]  [,49]  [,50]  [,51]   [,52]  [,53]   [,54]
[1,]  4.157   8.015   9.618  11.28  5.577  11.86   7.473  3.962   9.549
[2,] 33.184 417.812 175.918 349.86  6.406 427.45 133.812  4.005 427.279
[3,] 42.175 194.224 226.233 353.03 49.404 242.57 200.482 49.284 426.475
       [,55]   [,56]   [,57]  [,58] [,59]   [,60]  [,61]   [,62]  [,63]
[1,]   8.974   8.052   7.529  8.387 2.698   8.785  3.559   7.034  6.815
[2,] 372.364 352.865 449.427 63.138 6.399 276.039 72.913 143.372 33.509
[3,] 308.897 391.262 436.094 70.822 9.294 414.997 97.847 283.622 12.175
       [,64]   [,65] [,66]  [,67]  [,68]  [,69]  [,70]  [,71]   [,72]
[1,]   7.768   8.544  3.95  10.33  6.897   8.19  3.374  10.51   7.904
[2,] 390.452 515.390 80.59 247.07 29.712 408.36  8.160  68.99 366.589
[3,] 210.810 183.572 66.29 127.74 99.983 351.56 11.413 129.37  24.555
      [,73]  [,74]  [,75]   [,76]   [,77] [,78]   [,79]   [,80]   [,81]
[1,]  10.54  10.49  10.74   9.805   8.689  2.63   8.288   6.823   9.956
[2,] 294.86 463.96 144.12 421.929 411.095 19.47 434.464 121.174 383.133
[3,] 141.13  51.59 226.02 239.240 463.576 32.67 398.582  80.005 302.158
      [,82] [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]  4.804  5.30  3.721   9.06  6.642  15.81  13.87   5.217   5.063
[2,] 52.430 21.63 80.028  90.22 46.746 190.09 169.18 135.830 257.517
[3,] 53.262 16.66 33.706 181.74  9.137  81.12 576.33  34.687 179.488
       [,91]   [,92]   [,93]  [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   5.161   5.574   6.986  4.958  1.211   4.211   28.16  10.69
[2,] 235.787 196.368  72.856 98.592 24.784  85.711 1344.44 278.21
[3,] 128.044  70.985 180.480 45.409 34.060 121.473  770.16 812.53
[1] "--- VAR model 2017-10-06 06:31:00  completed"
[1] "Completed training sample:  2017-10-06 06:31:00 - 2017-10-06 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 07:01:00 - 2017-10-06 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.1028        -0.31186         -7.617         -22.98
          0.4493         0.46846         -5.332         -16.70
          0.1868        -0.09239         -3.069         -15.98
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -19.53       -0.70690           0.6140          -3.7701
         -23.09        0.21397           0.8144          -4.3040
         -21.96        0.03528           1.4930          -0.5349
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.172            2.628          -1.2932           -23.89
           -4.726           -3.196          -1.4225           -23.99
           -3.249           -2.136          -0.9266           -23.59
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.2306           -8.406          -10.991           -7.446
          -0.4561           -5.943           -7.192           -5.230
          -4.5505           -6.262           -8.655           -5.708
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -13.576           -12.01          -12.371           -3.482
          -11.039           -11.32           -9.367           -1.345
           -9.964            -9.28           -9.551           -2.046
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.079           0.8123           -31.13          -11.813
           -4.136           0.2843           -16.89           -9.429
           -1.650           0.1207           -15.14           -7.913
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.06654          -22.183           -32.34          -1.8474
          0.01171          -13.581           -13.72          -1.3381
          0.02579           -7.172           -12.36          -0.8815
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.74           0.1576           -16.20            17.50
           -24.95           0.4726           -24.56            18.25
           -14.43          -0.1929           -14.23            15.44
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.157           -15.49           -8.888           -12.82
           -1.791           -20.02          -14.970           -14.09
           -1.344           -15.61          -20.437           -19.97
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.549         -7.57840            3.812          -0.5729
           -3.455         -4.01586            3.472          -0.8106
           -2.786         -0.04265            2.463          -0.3502
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.12431          -0.6723           -2.914           -11.83
         -0.02648          -0.4219           -4.828           -13.57
         -0.05137          -0.1867           -4.321           -13.46
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.6327          -0.7510           -8.436            3.227
           0.1479           0.3039           -8.895            1.635
           0.6291          -0.8118           -9.733            1.250
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.584          -0.3585           -1.464            23.35
           -1.362           0.8016            3.975            22.83
            5.324           0.6646           -2.995            21.70
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2546            2.980           4.4231          16.2682
           0.2179            1.203           0.7046           0.2749
           0.7373            2.283           4.4838           1.0416
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         26.92020        -0.341987        -0.199632           19.679
         -0.14076         0.007357        -0.213138           21.669
         -0.02072        -0.486555         0.001934           -1.927
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.458            10.48          -0.6793           -3.798
           -6.388            14.93          -0.2636           10.186
           -6.795             0.77          -0.1917           11.598
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.841          -1.1535           -3.651           1.4329
            8.828          -0.3335            1.071           0.9482
           10.650           0.8876            5.929           0.7932
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.965          0.15147           -4.992           -9.605
           -3.604         -0.35064           -5.385           -2.269
            6.998          0.07776           -4.816           -2.597
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9766           -2.900            9.928           -2.099
          -1.1624           -1.794            8.782           -4.992
           0.2352           -1.771            6.856           -1.095
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.353         -0.04968           -1.617          0.99919
           -4.344         -0.69225           -2.310         -0.01962
           -1.883         -0.32478           -4.488          0.54317
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.015          -0.8302         0.479256          -2.8805
           -2.532          -0.4935         0.055788          -1.3674
           -2.457          -0.4820         0.005058          -0.6293
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.903         -0.09463            3.639            11.68
           -9.347         -0.25325            2.530            12.50
           -7.397         -0.07484            1.337            10.31
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1786          -2.4182       -1.6110890          -1.5376
          -0.8015          -1.6304        0.0001337           0.1970
          -0.4896          -0.9105       -0.3558914          -0.2026
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           5.9229         -0.12965           -11.24            2.055
          10.3133          0.07235           -11.07            1.496
           0.8342         -0.02506           -10.92            1.207
 rnd_95776.volume rnd_95787.volume
           10.174           -13.25
           -6.444           -14.37
           -5.583            -6.97
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.579 4.641 13.61  9.256  9.566 2.612 3.778 9.477 10.45 8.310 4.399
[2,] 6.597 4.653 13.64 10.170 10.887 2.637 3.902 9.580 10.46 9.771 4.992
[3,] 6.681 4.663 13.86 10.703 11.307 2.677 4.052 9.846 10.83 9.841 5.017
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 7.317 4.863 6.963 6.697 6.479 8.772 7.827 12.45  9.262 15.88 5.954
[2,] 8.275 4.864 7.441 7.064 6.559 9.414 9.000 12.98 10.007 15.89 6.000
[3,] 9.087 5.026 7.616 7.500 6.883 9.841 9.295 13.68 10.499 15.91 6.006
     [,23]  [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32]
[1,] 19.81  9.565 2.640  7.473  7.693 7.254  8.072 2.783  8.375 7.832
[2,] 25.51 10.784 2.641  9.614 10.502 7.586  9.085 2.837  9.664 8.057
[3,] 25.54 11.897 2.641 12.908 11.041 7.835 10.329 2.872 10.607 8.703
     [,33]  [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 3.701  9.012  8.213  7.102 8.902 7.782 6.035 2.454 5.889 2.210 5.644
[2,] 3.719 10.343  9.548  9.076 9.197 8.289 6.067 2.470 5.935 2.213 6.079
[3,] 3.777 10.840 10.145 10.033 9.521 8.380 6.221 2.487 5.970 2.223 6.215
     [,44] [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54]
[1,] 6.094 4.771 2.993 6.098 7.715  9.011 4.398  9.529 6.135 2.938  7.710
[2,] 7.073 5.137 2.995 7.400 7.889  9.816 4.399 10.403 6.345 3.057  9.253
[3,] 7.600 5.250 3.119 7.753 8.232 10.781 4.432 10.795 6.759 3.098 10.228
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 7.268 6.245 6.304 6.791 2.107 7.114 2.891 5.600 5.456 6.130 6.879
[2,] 8.393 7.507 8.203 6.813 2.108 7.907 3.008 5.834 5.479 7.421 8.916
[3,] 9.010 8.808 9.385 6.853 2.110 9.228 3.220 6.632 5.484 7.813 9.162
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 3.074 8.202 5.443 6.528 2.669 8.118 6.316 8.801 8.298 8.494 7.626
[2,] 3.199 8.649 5.456 7.822 2.671 8.221 7.431 9.026 9.579 8.683 8.865
[3,] 3.282 8.750 5.577 8.538 2.672 8.363 7.451 9.127 9.651 9.069 9.306
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 7.200 2.205 6.381 5.317 7.740 3.783 4.237 2.997 7.844 5.287 12.33
[2,] 8.225 2.208 7.824 5.485 8.620 3.836 4.240 3.180 8.010 5.308 12.60
[3,] 9.482 2.247 8.700 5.559 9.393 3.890 4.245 3.209 8.199 5.308 12.64
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 10.87 4.359 4.064 4.141 4.331 5.623 4.042 0.9772 2.834 22.91  8.554
[2,] 11.01 4.367 4.940 4.935 4.856 5.707 4.180 1.0124 2.866 27.48  9.270
[3,] 12.58 4.392 5.007 4.940 4.860 6.030 4.206 1.0833 2.973 28.63 12.818
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.354  5.894  17.28  11.75  12.15  3.317   4.797  12.03  13.27
[2,]  52.241 34.981 105.14 440.89 543.66 37.854 101.952 146.91  47.40
[3,] 110.615 31.279 253.77 348.91 319.71 48.159 114.421 238.06 292.81
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]  10.55   5.586   9.291   6.176   8.842   8.504   8.227  11.14   9.938
[2,] 537.71 246.952 404.437   6.548 274.416 235.160 107.136 357.70 464.946
[3,] 122.78  52.092 392.630 132.856 169.988 263.507 218.410 299.81 242.823
      [,19]  [,20] [,21] [,22]   [,23]  [,24] [,25]  [,26]   [,27]   [,28]
[1,]  15.81  11.76 20.17  7.56   25.15  12.15 3.352   9.49   9.769   9.212
[2,] 381.36 396.50 43.06 78.15 1681.62 521.05 6.447 632.72 747.783 232.275
[3,] 452.86 332.44 93.51 29.22  133.06 525.70 6.415 900.99 356.861 204.822
      [,29]  [,30]  [,31]   [,32] [,33]  [,34]  [,35]   [,36] [,37]
[1,]  10.25  3.535  10.63   9.945  4.70  11.44  10.43   9.019  11.3
[2,] 436.13 57.271 504.44 198.047 38.30 530.91 509.39 591.097 242.1
[3,] 514.13 46.946 457.49 344.295 69.09 339.59 358.88 447.379 257.8
       [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]   [,45] [,46]
[1,]   9.882   7.664  3.116  7.478  2.807   7.167   7.739   6.058  3.80
[2,] 298.822  64.845 30.134 77.339 12.952 236.456 375.582 199.277 12.50
[3,] 128.887 144.367 30.012 68.096 21.291 135.340 291.059 113.343 91.17
       [,47]   [,48]  [,49]  [,50] [,51]  [,52]  [,53]   [,54]   [,55]
[1,]   7.744   9.796  11.44  5.585  12.1   7.79  3.731   9.791   9.229
[2,] 438.494 172.507 407.20 10.546 436.7 169.75 88.387 535.061 439.045
[3,] 242.244 246.068 466.60 56.574 301.7 243.56 52.737 456.067 343.044
       [,56]   [,57]  [,58]  [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   7.931   8.005  8.623  2.676   9.033   3.672   7.111  6.928   7.784
[2,] 435.803 548.958 58.391  4.348 361.257  86.811 171.140 52.930 437.528
[3,] 481.900 477.143 77.153 11.642 497.586 120.256 329.935 24.771 255.786
       [,65]  [,66]  [,67]   [,68]  [,69] [,70]  [,71]   [,72]  [,73]
[1,]   8.735  3.904  10.42   6.912   8.29 3.390  10.31   8.021  11.18
[2,] 593.346 92.700 287.12  39.682 450.71 9.110 136.04 409.436 209.74
[3,] 220.935 76.944 138.66 120.993 358.08 9.199 160.28  57.597 141.70
      [,74]  [,75]   [,76]   [,77] [,78]   [,79]   [,80]   [,81]  [,82]
[1,]  10.54  10.79   9.684   9.143  2.80   8.102   6.752   9.829  4.804
[2,] 500.56 188.59 472.947 415.836 11.86 473.643 140.800 396.844 66.922
[3,] 123.75 274.15 295.972 493.633 43.58 398.048  94.611 390.577 67.381
     [,83]   [,84]   [,85]  [,86]  [,87]  [,88]  [,89]   [,90]   [,91]
[1,]  5.38   3.806   9.961  6.714  15.66  13.81  5.535   5.161   5.258
[2,] 17.64 111.417 169.761 48.972 273.17 178.09 28.026 293.761 280.837
[3,] 21.72  44.453 182.966  5.919 103.55 638.10 49.439  85.414  24.572
      [,92]   [,93]   [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   5.50   7.141   5.132  1.241  3.598   29.09  10.86
[2,] 229.69 101.880 111.392 27.702 45.032 1587.30 373.78
[3,]  22.08 203.703  49.102 40.321 82.730  840.45 926.01
[1] "--- VAR model 2017-10-06 07:01:00  completed"
[1] "Completed training sample:  2017-10-06 07:01:00 - 2017-10-06 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 07:31:00 - 2017-10-06 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.0564        0.083557         -9.090         -15.39
         -1.5363        0.133026         -7.459         -20.11
         -0.7539       -0.004603         -4.268         -14.77
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -27.13        0.08158            2.337            3.909
         -24.47        0.48159            1.592            4.806
         -25.63        0.03917            1.820            1.786
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.36759            1.825           1.1497           -21.73
          0.25590            1.188          -0.9020           -20.74
         -0.06306            2.416           0.4504           -20.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.985           -5.694           -6.699           -4.007
            1.180           -2.634           -4.896           -3.631
            3.356           -2.040           -4.480           -3.507
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.661           -9.830           -8.038           -2.721
           -8.799           -9.484           -7.474           -1.292
           -7.276           -8.253           -7.616           -1.208
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.339       -0.0337514           -29.18          -16.692
           -6.830        0.0092511           -15.39          -10.289
           -4.186       -0.0002053           -16.29           -6.163
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.27947          -20.450           -15.71           -1.272
         -0.08692          -14.216           -19.46           -1.257
         -0.19075           -7.222           -12.38           -1.007
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -15.14          -0.1597           -12.14            12.86
           -19.57           0.1300           -15.47            14.40
           -17.59          -0.6515           -17.40            12.54
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.133           -13.89           -19.86           -21.11
           -2.006           -12.59           -10.99           -15.23
           -2.449           -16.65           -14.39           -13.75
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.518           -20.86            2.866           0.6296
           -7.970           -14.59            2.708           0.8386
           -6.152           -15.65            2.187           0.6114
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.3596          -0.2026           -2.547           -12.18
          -1.1938          -0.4041           -6.142           -13.82
          -0.6725          -0.1827           -4.069           -17.94
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.8550          -0.8896           -10.78           0.4559
           0.4400          -0.5913            -8.74          -0.4903
           0.5155          -0.6443           -11.50           0.6438
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -8.263          -0.3658           -2.835            11.98
            9.865          -0.1091          -13.294            13.11
           -5.133          -0.4139           -4.329            10.53
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8171           -7.471          -10.241          -13.299
           0.2243           -7.142           -1.726           -2.648
           0.2122           -9.873          -10.216           -4.520
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -19.9925          -0.2686          0.03241           -3.584
          -9.2152          -0.5449          0.23835          -18.090
          -0.7133          -1.0164          0.15910           -6.539
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.506          -0.5597           -4.204          -20.403
           -4.548         -10.5418           -3.132           -9.995
           -4.129          -3.5847           -1.834          -15.523
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -21.79           -3.473           -23.41            4.757
           -11.26           -2.333           -15.49            3.439
           -15.70           -1.170           -19.21            2.316
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -29.10           1.4130           -13.19          -12.680
           -22.09           1.0123           -16.79           -3.777
           -14.29           0.4548           -13.31           -4.486
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.472          -12.271           0.7489           -1.899
            3.153           -5.529           2.1044          -11.887
            2.683           -7.454           1.9315           -5.294
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -8.502          -0.1217           -4.184           -2.162
          -13.617          -0.2411            0.424           -1.187
           -5.628          -0.1861           -9.900           -1.256
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.366          -0.2084           0.1810           -3.527
           -2.432          -0.3018          -0.1814           -3.260
           -9.796          -0.5972          -0.1280           -2.163
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -20.75           1.2367           -6.340           -5.887
           -20.90          -0.8632           -3.780           -6.623
           -15.83           1.9148           -3.115           -5.348
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.588           3.9464            3.697           -1.153
            1.882           1.8589            1.419            2.890
            1.578           0.5933            1.081            1.070
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.892         -1.05204           -13.44          -0.3765
           -9.317          0.02368           -12.92           0.4979
           -6.092          0.15419           -13.66           0.2316
 rnd_95776.volume rnd_95787.volume
           -26.52          -20.873
            -6.19          -13.659
            -7.80           -6.154
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.513 4.696 13.62  9.062  9.948 2.915 3.657 8.901 9.681 8.236 4.386
[2,] 6.535 4.707 13.66 10.069 11.316 2.918 3.749 8.924 9.686 9.235 4.884
[3,] 6.611 4.711 13.96 10.613 11.761 2.991 3.864 9.062 9.793 9.289 4.898
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.895 4.824 6.911 6.852 6.448 8.594 7.565 12.53  9.109 15.35 6.076
[2,] 8.067 4.824 7.509 7.321 6.599 9.226 8.753 13.06  9.786 15.35 6.109
[3,] 8.776 5.009 7.705 7.551 6.861 9.701 9.080 13.69 10.320 15.48 6.115
     [,23] [,24] [,25]  [,26]  [,27] [,28]  [,29] [,30]  [,31] [,32] [,33]
[1,] 18.82  9.35 2.682  7.214  7.708 7.207  8.184 2.823  8.550 7.814 3.576
[2,] 25.63 10.83 2.682  9.355 10.392 7.587  9.051 2.875  9.771 8.030 3.684
[3,] 25.66 11.92 2.683 12.781 11.068 7.841 10.259 2.903 10.575 8.768 3.748
      [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  9.185  8.384  7.250 8.978 7.641 6.137 2.473 5.865 2.213 5.721 4.913
[2,] 10.366  9.731  8.985 9.383 8.532 6.181 2.493 5.925 2.216 6.188 6.376
[3,] 10.856 10.305 10.005 9.810 8.715 6.340 2.511 5.976 2.230 6.320 6.631
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.819 2.933 5.937 7.761  9.132 4.419  9.712 6.416 2.990  7.965 7.363
[2,] 5.093 2.934 7.000 7.942 10.036 4.420 10.648 6.561 2.991  9.552 8.449
[3,] 5.250 3.048 7.370 8.238 11.094 4.453 11.036 7.067 3.022 10.474 9.133
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.183 6.357 6.770 2.108 7.641 2.994 5.717 5.551 6.117 7.339 3.156
[2,] 7.633 8.461 6.795 2.108 8.366 3.101 5.930 5.634 7.501 9.397 3.277
[3,] 8.985 9.539 6.838 2.108 9.795 3.357 6.669 5.677 7.929 9.702 3.350
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.245 5.456 6.953 2.841 8.157 7.287 8.912 8.240 8.307 8.037 7.000
[2,] 9.017 5.478 8.055 2.861 8.242 7.978 9.122 9.588 8.415 8.636 8.078
[3,] 9.252 5.606 8.917 2.885 8.507 7.995 9.192 9.684 8.619 9.038 9.173
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.302 6.369 5.590 7.856 3.668 4.223 3.027 7.436 5.653 12.26 10.91
[2,] 2.310 7.930 5.874 8.725 3.710 4.225 3.210 7.659 5.659 12.62 11.05
[3,] 2.345 8.482 5.994 9.163 3.753 4.229 3.255 8.125 5.660 12.69 12.75
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 4.384 4.197 4.097 3.817 6.006 4.124 1.011 2.545 23.57  8.481
[2,] 4.385 4.931 4.754 4.679 6.140 4.269 1.039 2.701 27.99  9.241
[3,] 4.430 4.933 4.756 4.791 6.473 4.288 1.118 2.727 29.05 12.986
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   8.271  5.963  17.29  11.51  12.63  3.701   4.643  11.30  12.29
[2,]  80.054 49.376 165.55 651.50 800.86 19.006 122.813  96.39  49.56
[3,] 148.309 27.853 428.50 498.23 475.48 97.719 138.766 233.53 214.53
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]  10.46   5.569   8.756   6.125   8.775   8.701   8.187  10.91   9.606
[2,] 620.29 319.084 621.472  11.128 436.204 383.094 208.914 498.01 653.765
[3,] 147.99  55.189 513.156 200.359 256.578 274.138 278.526 445.24 358.498
      [,19]  [,20]  [,21]  [,22]  [,23]  [,24] [,25]    [,26]    [,27]
[1,]  15.91  11.57  19.49  7.715   23.9  11.87 3.406    9.161    9.788
[2,] 544.84 531.03  68.13 93.839 2582.6 811.77 3.348  884.198 1034.598
[3,] 612.75 486.29 287.88 41.329  164.8 738.58 9.977 1292.746  565.576
       [,28]  [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   9.152  10.39  3.585  10.86   9.923   4.541  11.66  10.65   9.206
[2,] 352.177 573.61 80.911 702.14 274.177 131.202 713.23 733.27 787.867
[3,] 293.801 717.05 59.326 600.35 522.720 103.011 478.94 503.65 653.515
     [,37]   [,38]   [,39] [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  11.4   9.703   7.793  3.14   7.448  2.811   7.265   6.238   6.119
[2,] 404.9 563.430 109.564 46.73 124.898 15.655 350.224 603.466 244.583
[3,] 425.0 264.060 209.593 45.30 115.921 37.838 190.412 270.054 189.198
       [,46]   [,47]   [,48] [,49]  [,50]  [,51]   [,52]  [,53]  [,54]
[1,]   3.724   7.539   9.856  11.6  5.611  12.33   8.148  3.797  10.11
[2,]  15.559 550.470 250.250 618.0 16.376 648.08 203.438 11.155 782.64
[3,] 122.573 342.282 324.821 701.9 80.494 431.03 389.871 64.469 638.00
      [,55]   [,56]   [,57]   [,58] [,59]   [,60]   [,61]  [,62]   [,63]
[1,]   9.35   7.852   8.073   8.597 2.677   9.703   3.802   7.26   7.049
[2,] 615.15 664.331 828.762  87.111 3.251 505.827 119.840 233.75 143.511
[3,] 514.70 703.744 654.011 113.398 2.709 756.356 191.003 452.88 103.449
       [,64]   [,65]   [,66]  [,67]   [,68]   [,69]  [,70]  [,71]   [,72]
[1,]   7.768   9.319   4.008  10.47   6.928   8.829  3.608  10.36   9.253
[2,] 644.520 871.296 130.700 542.03  73.127 603.774 49.268 175.24 482.120
[3,] 381.367 358.342 103.746 307.55 177.176 567.694 55.724 312.94  77.277
      [,73]  [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]  11.32  10.46  10.55  10.21   8.889  2.924   8.088   7.099   9.976
[2,] 288.85 727.74 199.29 469.39 598.589 27.131 701.328 268.087 563.347
[3,] 168.98 201.80 276.86 395.81 645.070 60.490 446.888 176.833 415.777
      [,82]  [,83]   [,84]   [,85]  [,86]  [,87]  [,88]  [,89]  [,90]
[1,]  4.658  5.362   3.844   9.442  7.179  15.57  13.85  5.567   5.33
[2,] 82.494 17.908 158.483 272.484 39.228 445.08 262.87 13.256 384.17
[3,] 84.992 27.845  80.809 402.828 10.160 189.88 943.35 93.104  20.92
       [,91]   [,92]   [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   5.203   4.847   7.627   5.237  1.283   3.231   29.93   10.77
[2,] 357.812 401.655 189.152 164.065 35.798 134.397 2240.03  544.85
[3,]  23.155 153.175 304.190  59.915 61.378  55.528 1157.85 1354.40
[1] "--- VAR model 2017-10-06 07:31:00  completed"
[1] "Completed training sample:  2017-10-06 07:31:00 - 2017-10-06 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 08:01:00 - 2017-10-06 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.476       -0.112983        -12.930         -22.37
          -2.443       -0.103602        -10.297         -23.57
          -1.305       -0.001963         -6.625         -22.11
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -36.19         0.6544         0.002474           -4.351
         -33.30         2.9679        -0.231949           -3.778
         -34.34         1.2326        -0.049257           -1.410
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8801           -2.271         -1.22578           -34.78
          -1.3683           -4.100         -0.09994           -34.28
          -0.2955           -2.124         -0.31386           -35.66
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.693           -15.31           -17.98           -6.801
           -6.049           -10.36           -13.19           -6.219
           -4.465           -10.23           -12.49           -6.601
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -25.73           -19.26           -8.342           -14.02
           -23.16           -20.29          -11.536           -16.61
           -21.86           -18.60          -13.036           -16.85
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -13.234          -0.9190           -46.23           -26.68
          -12.471          -0.1976           -30.49           -15.29
           -9.562          -0.3333           -26.14           -11.80
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04350           -19.05           -19.56            1.791
         -0.04501           -21.41           -25.21            1.526
         -0.24536           -12.87           -18.08            1.168
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -27.77          -1.0836           -25.90            16.62
           -21.60          -0.8555           -21.96            14.47
           -24.45          -0.1755           -23.18            13.89
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.088           -25.47           -20.49           -20.47
           -3.037           -22.83           -23.98           -23.83
           -2.790           -23.07           -20.41           -20.40
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.1034           -17.80            8.256          -0.0140
           0.8332           -18.70            8.127          -0.2463
          -0.3577           -16.14            6.178          -0.2843
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.3432           -1.300           -7.784           -12.65
           1.4112           -1.043           -6.792           -15.91
           0.5707           -1.118           -7.314           -15.79
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.804          -0.4213           -13.78           2.0302
           -1.464          -0.3387           -11.06           1.4374
           -2.192          -0.6345           -13.06          -0.0017
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -5.32099          -1.5996            1.404            8.078
          0.09483          -0.2829           -5.115            5.620
          0.90499           0.1457           -5.233            6.290
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.36969           -8.818          -11.484           -1.871
         -0.10939           -1.245           -4.435           -6.772
         -0.05493           -6.497           -6.915           -2.439
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1407           -3.815            3.408          -13.041
         -11.0738           -3.217            1.938           -8.137
          -3.2893           -2.254            1.446          -15.311
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.719          -1.1916           -6.397           -6.426
           -5.308           0.5899           -5.410           -7.034
           -5.298          -5.1683           -5.467           -5.524
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.135           0.4593           -9.731          0.06377
           -6.297          -0.4350           -8.305         -0.93039
           -4.313          -0.8284           -6.759         -0.65120
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.425            1.672           -3.472            1.625
          -10.255            1.750           -4.486           -1.834
           -8.651            1.311           -4.122           -2.341
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -3.6507          -13.755           -3.235          -10.761
          -1.5356           -8.786           -2.535           -2.038
          -0.7774           -9.109           -2.370           -4.618
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -9.277          0.39194           -6.363           -2.873
           -7.502         -0.08625           -9.890           -1.713
           -5.883         -0.01453           -2.797           -1.305
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.061          -1.2910         -0.08691           -3.343
           -6.390          -1.0474         -0.07499           -2.471
           -4.854          -0.5367         -0.13885           -2.682
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -18.09         -0.13092           -5.691           -23.50
           -16.00          0.06812           -4.185           -29.18
           -14.79         -0.41972           -4.087           -24.75
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4991          -2.2987          -0.4580           0.6002
           0.6772           0.2989           0.6332          -1.2152
          -0.4482           0.4237           0.4970           0.3299
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.602         -0.29118           -10.38           0.6436
           -4.763          0.29903           -10.02          -0.2825
           -7.600         -0.06312           -10.42          -0.1620
 rnd_95776.volume rnd_95787.volume
          -11.570           -22.01
          -13.255           -17.76
           -9.165           -11.57
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.596 4.673 13.82  8.534  9.116 3.207 3.464 8.606 9.463 8.239 4.335
[2,] 6.638 4.684 13.94  9.532 10.417 3.207 3.543 8.607 9.480 9.208 4.772
[3,] 6.735 4.688 14.38 10.115 10.843 3.379 3.670 8.762 9.529 9.256 4.781
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.754 4.933 6.808 6.698 6.094 8.398 7.569 12.31  8.938 15.73 6.115
[2,] 8.015 4.934 7.576 7.115 6.226 9.071 8.731 12.85  9.641 15.78 6.150
[3,] 8.692 5.112 7.827 7.578 6.440 9.586 9.046 13.45 10.099 16.07 6.154
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30]  [,31] [,32] [,33]
[1,] 19.01  9.323 2.705  7.113  7.599 7.167 7.875 2.853  8.337 8.043 3.614
[2,] 26.02 10.901 2.705  9.399 10.353 7.508 8.727 2.906  9.518 8.319 3.706
[3,] 26.17 12.175 2.705 12.925 11.003 7.770 9.968 2.923 10.253 9.133 3.769
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.688 8.494 7.015 8.735 7.346 6.361 2.448 6.101 2.034 5.571 4.857
[2,]  9.931 9.486 8.673 9.228 8.032 6.430 2.469 6.170 2.070 6.217 6.188
[3,] 10.445 9.961 9.702 9.636 8.258 6.631 2.493 6.196 2.086 6.407 6.532
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.835 2.871 5.967 7.618  9.332 4.391  9.916 6.702 3.089  8.116 7.338
[2,] 5.212 2.872 7.020 7.808 10.307 4.392 10.775 6.885 3.090  9.858 8.357
[3,] 5.301 2.973 7.398 8.062 11.462 4.433 11.133 7.395 3.135 10.722 9.034
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.109 6.312 6.830 2.456  7.452 2.765 6.196 5.298 6.294 7.846 3.152
[2,] 7.916 8.525 6.917 2.494  8.841 2.776 6.356 5.431 7.489 9.409 3.283
[3,] 9.048 9.389 6.988 2.541 10.414 2.848 7.098 5.476 7.845 9.687 3.372
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.147 5.434 7.127 2.924 7.980 7.413 8.589 8.053 8.337 7.938 6.954
[2,] 8.807 5.450 8.118 2.951 8.083 8.039 9.170 9.427 8.459 8.497 7.957
[3,] 9.033 5.576 8.800 2.993 8.283 8.060 9.248 9.488 8.680 8.980 9.006
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.344 6.089 5.662 7.882 3.644 4.333 3.046 7.003 5.756 12.23 11.00
[2,] 2.351 7.734 5.979 8.724 3.696 4.335 3.207 7.352 5.756 12.64 11.13
[3,] 2.401 8.262 6.109 9.111 3.742 4.342 3.240 7.802 5.756 12.71 12.83
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 4.351 4.175 4.192 4.008 5.634 4.163 1.079 2.649 23.89  8.422
[2,] 4.368 4.716 4.659 4.763 5.987 4.315 1.102 2.812 28.50  9.263
[3,] 4.396 4.717 4.675 4.856 6.405 4.335 1.222 2.862 29.61 13.315
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.376  5.933  17.55  10.84   11.58   4.072   4.399  10.93  12.02
[2,] 151.906 66.725 373.28 866.53 1028.55  13.645 151.877  27.86 114.60
[3,] 232.626 39.294 719.35 690.71  613.89 217.047 195.225 335.52 197.80
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]  10.46   5.505   8.576   6.265   8.645   8.505   7.738  10.66   9.611
[2,] 839.24 407.161 880.608   5.307 678.348 489.949 260.304 699.54 888.398
[3,] 192.01  59.493 686.704 273.388 400.630 532.047 336.636 632.64 483.120
      [,19]  [,20]  [,21]   [,22]   [,23]   [,24] [,25]    [,26]    [,27]
[1,]  15.63  11.35  19.98   7.766   24.14   11.84 3.435    9.032    9.649
[2,] 754.62 737.73 236.75 132.734 3625.62 1152.85 2.755 1253.868 1434.931
[3,] 807.81 613.18 619.46  46.165  573.96 1106.33 2.742 1810.258  759.866
       [,28] [,29]   [,30]  [,31]  [,32]   [,33]  [,34]  [,35]    [,36]
[1,]   9.102  10.0   3.623  10.59  10.21   4.589  11.03  10.79    8.907
[2,] 456.121 767.3 112.591 936.98 434.24 167.342 981.78 861.97 1040.870
[3,] 408.415 982.9  63.935 777.72 769.18 140.491 660.59 620.35  887.172
      [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  11.09   9.328   8.077  3.108   7.747  2.583   7.075   6.168   6.139
[2,] 607.42 662.681 192.325 66.002 188.822 77.846 563.087 782.350 397.449
[3,] 566.12 391.999 330.723 69.797 115.006 53.109 316.145 426.912 197.480
       [,46]   [,47]   [,48]   [,49]   [,50]  [,51]   [,52]   [,53]
[1,]   3.645   7.578   9.674   11.85   5.576  12.59   8.511   3.923
[2,]  14.905 754.399 349.612  893.30  15.543 860.27 321.225   6.637
[3,] 156.883 476.805 409.917 1023.05 123.797 571.82 550.709 108.207
       [,54]   [,55]    [,56]    [,57]   [,58]  [,59]    [,60]   [,61]
[1,]   10.31   9.318    7.758    8.015   8.673  3.118    9.463   3.511
[2,] 1141.94 815.932 1027.292 1169.329 223.611 88.651  970.656  49.307
[3,]  860.37 700.667  894.083  803.004 202.455 99.521 1123.141 130.030
       [,62]   [,63]   [,64]    [,65]   [,66]  [,67]  [,68]  [,69]   [,70]
[1,]   7.868   6.728   7.993    9.963   4.002  10.35   6.90   9.05   3.713
[2,] 289.580 243.613 827.922 1059.945 187.847 682.78  85.39 793.03  81.591
[3,] 644.565 142.402 476.950  470.051 156.978 409.71 240.33 693.08 102.037
      [,71]   [,72]  [,73]   [,74]  [,75]  [,76]  [,77]  [,78]   [,79]
[1,]  10.13   9.414  10.91   10.23  10.59  10.08   8.83  2.977   7.732
[2,] 263.26 634.643 656.00 1000.05 292.09 618.75 789.27 35.685 972.938
[3,] 369.21 116.919 243.88  218.08 397.65 592.50 860.88 99.861 593.096
       [,80]  [,81]   [,82]  [,83]   [,84]   [,85]  [,86]  [,87]   [,88]
[1,]   7.189  10.01   4.628  5.502   3.868   8.893  7.309  15.53   13.97
[2,] 392.357 763.28 125.963 24.847 204.986 457.131 16.329 651.45  347.27
[3,] 255.784 535.68 119.271 50.121  93.833 532.446  7.608 272.10 1303.14
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]  [,95]   [,96]
[1,]   5.525   5.302   5.323   5.089   7.154   5.287   1.37   3.364
[2,]  79.928 447.493 415.239 525.170 413.418 231.385  46.17 192.274
[3,] 100.606  22.363  79.302 193.084 464.298  85.088 107.88 109.107
       [,97]   [,98]
[1,]   30.34   10.69
[2,] 3169.41  787.03
[3,] 1643.57 1951.75
[1] "--- VAR model 2017-10-06 08:01:00  completed"
[1] "Completed training sample:  2017-10-06 08:01:00 - 2017-10-06 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 08:31:00 - 2017-10-06 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.1298        -0.19067         -13.34         -18.94
         -1.6600        -0.02756         -17.29         -10.76
         -0.9321        -0.03841         -11.51         -25.67
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -29.43         0.5385            1.074          -1.9185
         -25.15         2.9191            1.364          -1.6648
         -21.09         0.7967            1.771           0.2164
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.4929           0.6464          -3.7405           -21.10
          -1.0106          -1.5218           0.5326           -16.02
          -0.2743          -0.7414          -0.2860           -16.89
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.217          -10.768           -8.713           -4.071
           -5.815           -7.204           -8.038           -5.079
           -2.493           -5.931           -6.558           -3.283
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.505           -9.652           -6.298           1.3434
           -8.764          -11.087           -5.556           0.6402
           -9.520          -10.199           -5.388          -0.2549
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.094           -1.189           -59.82           -25.29
          -12.920           -0.271           -17.71           -15.07
          -11.902            0.257           -24.62           -11.44
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1520           -5.872           -15.15           -4.116
          -1.8145          -29.793           -18.70           -3.319
          -0.4937           -7.203           -21.78           -2.877
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -23.63          -1.2672           -19.18           -6.282
           -11.33          -1.0102           -15.67           -8.187
           -24.61          -0.4439           -17.23           -6.973
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.965           -15.32           -14.86           -13.05
           -3.134           -16.90           -17.06           -14.45
           -2.655           -12.78           -11.58           -14.51
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.248           -9.407            8.427          -0.5862
           -5.542          -11.060           10.952          -0.4439
           -6.320          -13.723            9.394          -0.3548
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.36697          -0.3081           -3.590           -14.51
          0.16112          -0.2438           -4.308           -15.34
          0.02562          -0.1341           -4.570           -13.78
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.608          -0.5325          -13.914          -0.3739
            2.876           0.3377           -7.609          -2.2403
            2.172          -0.3831           -9.644          -0.8186
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.187          -1.1149            1.059            14.75
            3.002          -1.1120           -8.282            16.95
            2.754          -0.5392           -3.649            13.89
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4829           -6.140          -12.053          -10.356
           0.7601           -4.364           -2.811           -5.235
           0.3443           -9.483          -11.619           -5.970
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.413           -3.413            2.026           -15.75
           -9.731           -2.254            1.979           -15.57
           -1.994           -2.748            1.396           -12.84
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.887           -8.723           -6.186           -3.121
           -4.992           -6.987           -6.992           -9.884
           -6.010           -5.787           -5.796          -10.271
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.575          -0.3542           -12.14          -0.3721
          -11.989           0.1137           -13.20          -0.5260
          -10.226          -0.9843           -13.10          -0.3595
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.970           1.0823           -7.058          -12.337
           -5.477           0.5729           -8.295           -4.857
          -11.512           0.3459           -7.764           -4.758
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.802           -9.567           -3.334           -8.687
           -1.404           -5.815           -2.580          -13.222
           -1.198           -8.053           -1.472           -7.054
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -11.406           0.5533           -6.819          -1.9806
          -11.091           0.8345           -7.384          -1.3646
           -5.816           0.4715           -9.959          -0.9177
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.652         -0.66190           0.8606           0.1822
           -7.513         -0.49806           0.5365          -1.2883
           -9.637         -0.07553           0.2686          -1.5340
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.907          -0.4162          -2.2144           -23.87
           -9.496          -0.2761          -0.6031           -19.85
          -11.868          -0.2495          -2.9948           -20.51
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.620         -3.67554            2.101          2.59122
           -3.877          1.93333            2.957         -0.23400
            1.116          0.07356           -1.730          0.08112
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.765         -0.68178           -11.69           1.3976
           -5.829         -0.25889           -10.94           1.1747
           -5.367          0.09652           -10.85           0.9939
 rnd_95776.volume rnd_95787.volume
          -20.293           -9.765
          -16.542          -30.044
           -8.007           -7.202
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.445 4.701 12.60 7.976  8.912 3.505 3.266 8.527 9.575 8.272 4.266
[2,] 6.544 4.719 12.71 8.896  9.954 3.517 3.320 8.528 9.602 9.276 4.723
[3,] 6.693 4.724 12.88 9.422 10.315 3.838 3.430 8.621 9.628 9.332 4.727
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.556 5.163 6.152 6.550 5.832 8.256 7.584 12.71 8.796 14.97 5.770
[2,] 7.721 5.165 6.741 6.856 6.014 8.536 8.592 13.18 9.288 15.36 5.792
[3,] 8.366 5.327 7.076 7.245 6.230 9.035 8.770 13.83 9.711 15.60 5.796
     [,23]  [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 18.23  9.214 2.659  6.894  6.979 6.600 7.331 2.894 8.114 7.929 3.467
[2,] 25.20 10.937 2.713  9.127  9.716 6.750 8.249 2.942 9.189 8.173 3.517
[3,] 25.87 11.997 2.762 12.305 10.399 6.982 9.382 2.958 9.857 9.111 3.567
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.551 8.341 6.989 8.466 7.434 6.649 2.400 6.336 2.025 5.564 4.804
[2,]  9.731 9.134 8.562 9.032 7.984 6.767 2.416 6.415 2.033 6.200 6.052
[3,] 10.077 9.606 9.583 9.438 8.201 7.025 2.441 6.430 2.058 6.333 6.394
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53]  [,54] [,55]
[1,] 4.733 2.816 5.862 7.391  9.394 4.282  9.74 6.749 3.086  8.319 7.467
[2,] 5.127 2.817 6.947 7.535 10.428 4.284 10.53 6.939 3.088 10.273 8.435
[3,] 5.215 2.918 7.329 7.735 11.795 4.303 10.84 7.485 3.147 10.874 9.104
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.083 6.247 6.848 2.499  7.430 2.721 6.349 5.218 6.416 7.983 3.388
[2,] 8.137 8.890 6.900 2.555  8.572 2.733 6.471 5.323 7.540 9.377 3.496
[3,] 9.329 9.703 6.983 2.629 10.514 2.814 7.172 5.359 7.822 9.614 3.554
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.221 5.398 7.222 3.069 8.015 8.123 9.000 7.755 8.388 7.872 7.028
[2,] 8.813 5.412 8.017 3.083 8.169 8.671 9.242 9.288 8.531 8.390 7.984
[3,] 9.120 5.546 8.594 3.131 8.397 8.704 9.291 9.376 8.735 8.782 8.843
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.412 6.268 5.923 7.970 3.718 4.366 3.043 6.774 6.125 12.16 10.29
[2,] 2.420 7.800 6.399 8.688 3.772 4.368 3.215 7.113 6.127 12.59 10.45
[3,] 2.470 8.170 6.633 8.999 3.827 4.388 3.245 7.501 6.127 12.68 11.68
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.474 4.076 4.267 4.669 5.711 4.206 1.228 2.843 24.01  8.276
[2,] 3.952 4.591 4.494 4.671 6.037 4.336 1.236 3.030 28.41  9.150
[3,] 4.463 4.595 4.571 4.761 6.449 4.357 1.436 3.105 29.44 12.463
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]   [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.184  5.969  16.0  10.13   11.32   4.451   4.148  10.83  12.16
[2,] 265.338 95.971 381.7 917.80 1032.67  67.438 138.426  25.86 165.02
[3,] 327.129 51.701 494.7 722.59  629.77 357.992 200.388 295.26 165.46
     [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]  10.5   5.417   8.325   6.556   7.812   8.317   7.406  10.48   9.631
[2,] 977.8 472.317 949.942  35.408 642.044 471.806 341.566 504.84 940.179
[3,] 239.0  47.495 750.478 303.918 501.294 545.460 378.796 689.86 409.610
      [,19]  [,20]  [,21]   [,22]   [,23]  [,24]   [,25]    [,26]    [,27]
[1,]  16.14  11.17  19.01   7.327   23.15   11.7   3.376    8.754    8.862
[2,] 812.48 694.62 804.20 116.831 4051.76 1372.4 124.994 1392.980 1574.494
[3,] 974.00 659.94 629.46  51.272 1367.15 1148.5 121.206 1922.247  862.944
       [,28]    [,29]   [,30]  [,31]  [,32]   [,33]   [,34]  [,35]
[1,]   8.381    9.309   3.675   10.3  10.07   4.403   10.86  10.59
[2,] 328.942  881.199 123.255 1004.5 461.01 137.894 1081.67 866.86
[3,] 416.296 1041.005  71.429  830.8 938.15 138.561  610.03 692.96
        [,36]  [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43] [,44]
[1,]    8.875  10.75   9.44   8.443  3.048   8.045  2.571   7.065   6.1
[2,] 1152.008 732.60 678.01 292.631 63.550 235.011 43.846 637.250 857.2
[3,] 1002.458 638.11 436.86 439.599 80.983  99.659 74.833 300.874 481.2
      [,45]   [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   6.01   3.576   7.443   9.385   11.93  5.438  12.37   8.571   3.919
[2,] 458.78  16.005 868.600 341.885 1054.80 26.919 933.56 375.791  22.947
[3,] 222.81 177.253 543.877 407.211 1283.30 95.643 601.89 653.124 141.172
       [,54]   [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]
[1,]   10.56   9.482    7.725    7.933   8.695   3.173    9.435   3.455
[2,] 1403.99 913.998 1258.545 1473.295 198.203 124.559  995.636  59.958
[3,]  830.32 797.373 1062.766  905.240 249.041 144.018 1417.938 156.371
       [,62]   [,63]   [,64]   [,65]   [,66]  [,67]   [,68]  [,69]   [,70]
[1,]   8.063   6.626   8.147   10.14   4.302  10.44   6.855   9.17   3.897
[2,] 291.044 245.823 922.753 1145.95 200.995 739.56  89.456 810.65  68.468
[3,] 720.440 144.259 484.782  493.46 149.733 546.87 282.641 721.04 127.982
      [,71]  [,72]  [,73]    [,74]  [,75]   [,76]   [,77]   [,78]    [,79]
[1,]  10.18  10.32  11.43    9.847  10.65   9.996   8.925   3.062    7.959
[2,] 367.66 706.30 489.06 1190.666 363.33 676.063 882.211  47.763 1081.401
[3,] 452.55 177.59 221.67  298.781 436.26 604.414 885.542 115.169  565.898
       [,80]  [,81]   [,82]  [,83]   [,84]   [,85]  [,86]  [,87]   [,88]
[1,]   7.522  10.12   4.721  5.544   3.864   8.601  7.777  15.44   13.06
[2,] 564.076 805.50 148.339 27.351 242.030 505.596 41.109 756.86  422.20
[3,] 406.409 546.38 151.366 97.495 101.353 554.627  8.443 352.56 1216.38
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]  [,96]
[1,]   4.411   5.175   5.418   5.929   7.252   5.341   1.559   3.61
[2,] 438.953 492.201 328.580  28.035 456.255 245.010  33.121 244.16
[3,] 482.969  42.646 194.753 214.911 528.317  99.871 170.100 158.10
       [,97]   [,98]
[1,]   30.48   10.51
[2,] 3539.78  909.35
[3,] 1797.64 1970.62
[1] "--- VAR model 2017-10-06 08:31:00  completed"
[1] "Completed training sample:  2017-10-06 08:31:00 - 2017-10-06 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 09:01:00 - 2017-10-06 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.800         -0.6908        -10.187        -10.340
          -3.063         -0.4175        -14.064        -16.411
          -2.228         -0.1986         -9.602         -4.825
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -14.27        -1.9461          -1.2156            1.327
         -11.40         1.4664          -1.1028            1.023
         -17.25        -0.1109          -0.9021            1.238
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
        -0.269955           3.4350          0.61427           -12.89
         0.125981           1.1888         -0.04673           -12.47
         0.001396           0.9738          0.01500           -10.68
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.0033          -0.3599          -0.3158           0.2848
           0.8745           1.2999          -1.2858           0.8082
           2.8368          -1.2979          -2.5777          -0.3742
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.144           -7.047            3.053            9.389
           -5.053           -2.170            6.117            8.692
           -3.000           -3.945            3.702            8.868
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.261         -0.17314           -5.949           -3.949
           -9.781         -0.09306          -21.470           -9.709
           -4.619         -0.03194          -20.742           -8.185
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.9509          -20.610          -20.687          -0.8177
          -0.2106           -2.547          -11.586          -1.0262
          -0.5582          -10.514           -7.786          -0.7184
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.355          -0.8441           -10.08          -1.3770
          -18.759          -0.3904           -15.90           0.1652
           -5.833          -0.6596           -11.92           0.1205
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.368           -10.36          -15.984          -14.295
           -2.501           -10.52           -5.541           -9.800
           -2.468           -13.34          -14.119           -9.063
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.944          -11.624            5.129         -0.05269
           -6.203           -9.799            5.280         -0.38493
           -5.660           -6.304            4.323         -0.29012
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.6036         -0.26836           -3.261           -7.517
          -0.6047         -0.14723           -5.145          -11.186
          -0.2150         -0.05786           -2.573          -11.623
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.989           0.6625           -9.490            1.408
            3.969           0.6384           -2.703            2.129
            3.881           0.3597           -6.498            1.380
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.2446          0.63067          -6.3540            14.61
          -3.4403          1.42352          -0.2644            13.42
          -1.9727          0.03485          -3.2041            12.75
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.79497         -10.2340           -1.952           9.5522
          0.27882           0.4695           -6.784          -8.8949
          0.00796          -3.6602           -3.046          -0.2696
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.0253           -3.104            1.695          2.41296
          -0.8701           -4.081            1.791          0.04009
          -7.0789           -2.898            1.708         -7.56010
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.430           0.3055           -1.993           -1.444
           -4.432           1.8274           -2.977           -1.374
           -4.557          -1.1607           -2.678           -1.491
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.610            2.049           -4.720          -0.2558
           -2.648            1.398           -5.167          -0.5707
           -3.180            0.791           -4.326          -0.3442
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -12.719           2.1434           -8.802           -3.124
           -3.828           1.2485          -10.274           -4.763
           -5.374           0.8368           -5.607           -5.462
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.225           -8.940           0.2121           -8.199
            2.383           -7.141           1.0544           -5.102
            1.052           -6.332           0.9373           -5.962
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.199           0.3846           -1.536           12.135
           -3.571          -0.2697           -4.769            7.498
           -5.110          -0.1566           -3.677            3.559
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.278           1.5666           0.6376           -2.829
           -1.274           0.9982           0.9014           -1.770
           -3.298           0.5881           0.4613           -1.353
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -10.987           0.3567         -0.30828          -11.203
           -8.633          -0.9570         -0.01884           -9.587
           -7.260          -0.3754         -0.11177           -7.538
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -7.4874           3.1231          -0.3092          -1.2372
           1.9862          -1.1058          -1.4129           0.1337
          -0.1716          -0.1746          -0.6026          -0.0739
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.9486         -0.01244           -9.378           0.9763
           0.2499          0.08036           -9.337           1.2150
          -3.8231          0.15171           -9.414           1.1072
 rnd_95776.volume rnd_95787.volume
           11.446          -17.808
          -12.358           -4.819
           -2.188          -11.607
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.447 4.791 12.49 8.007  9.384 3.797 3.137 8.500 9.507 8.204 4.349
[2,] 6.567 4.807 12.65 8.709 10.179 3.821 3.169 8.500 9.533 9.266 4.819
[3,] 6.751 4.815 12.82 9.150 10.570 4.183 3.269 8.625 9.558 9.323 4.825
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.372 5.197 6.328 5.970 5.714 7.123 6.633 11.71 8.577 14.09 5.891
[2,] 7.541 5.201 6.962 6.260 5.877 7.789 7.604 12.33 9.083 14.41 5.910
[3,] 8.152 5.374 7.095 6.687 6.073 8.251 7.807 12.79 9.491 14.68 5.913
     [,23] [,24] [,25]  [,26]  [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.13  8.86 2.771  6.653  6.929 6.359 7.523 2.898 8.340 7.651 3.413
[2,] 22.57 10.46 2.826  8.806  9.611 6.439 8.365 2.944 9.289 7.928 3.485
[3,] 23.81 11.41 2.867 11.331 10.223 6.665 9.453 2.974 9.815 8.791 3.535
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.581 8.232 6.959 8.263 7.406 7.084 2.381 6.480 2.012 5.408 4.607
[2,] 9.434 8.990 8.592 8.796 7.842 7.296 2.395 6.608 2.021 5.990 5.879
[3,] 9.646 9.438 9.500 9.180 8.129 7.588 2.419 6.624 2.051 6.134 6.232
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.834 2.822 5.760 7.161  9.523 4.304  9.577 6.772 3.141  8.419 7.382
[2,] 5.127 2.829 6.794 7.271 10.605 4.305 10.384 6.964 3.150 10.280 8.394
[3,] 5.281 2.856 7.220 7.445 12.087 4.325 10.623 7.519 3.207 10.880 9.048
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.084 5.851 6.740 2.473  7.712 2.661 6.486 5.095 6.613 7.991 3.544
[2,] 8.248 8.740 6.804 2.543  8.702 2.668 6.623 5.184 7.622 9.323 3.601
[3,] 9.301 9.451 6.866 2.622 10.664 2.746 7.282 5.234 7.824 9.600 3.654
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.229 5.349 7.372 3.134 7.794 8.430 9.119 7.924 8.641 7.670 7.015
[2,] 8.684 5.366 8.052 3.156 7.931 8.885 9.418 9.312 8.907 8.050 7.996
[3,] 8.958 5.495 8.528 3.205 8.186 8.923 9.458 9.439 9.140 8.391 8.709
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.450 6.493 5.668 8.049 3.560 4.339 3.063 6.668 6.397 12.08 10.12
[2,] 2.456 7.752 6.282 8.647 3.691 4.343 3.218 6.998 6.400 12.58 10.28
[3,] 2.508 8.030 6.542 8.902 3.743 4.362 3.241 7.342 6.400 12.68 11.33
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.233 4.042 4.398 4.521 5.552 4.248 1.273 2.904 21.99  8.184
[2,] 3.899 4.626 4.407 4.522 5.858 4.371 1.277 3.119 26.28  8.969
[3,] 4.405 4.633 4.485 4.643 6.209 4.400 1.523 3.204 28.28 11.778
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.186  6.083  15.86  10.17  11.92   4.822   3.983  10.79  12.07
[2,] 303.794 97.412 485.48 831.61 957.48 103.920 109.590  12.39 172.93
[3,] 379.824 66.539 514.47 681.30 691.03 412.999 194.819 353.91 168.70
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   10.42   5.522   8.092   6.599   8.035   7.581   7.256   9.045
[2,] 1045.43 504.237 978.857  50.561 704.670 456.962 334.168 764.965
[3,]  250.54  57.432 751.471 329.034 332.644 570.521 371.330 660.919
       [,18]  [,19]  [,20] [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]   8.422  14.87  10.89  17.9   7.481   21.76   11.25   3.519    8.448
[2,] 902.778 938.49 725.82 731.6 113.818 3567.55 1347.60 134.845 1400.315
[3,] 429.503 820.86 668.18 674.5  48.715 1840.71 1110.95 116.791 1730.586
        [,27]   [,28]    [,29]  [,30]  [,31]   [,32]   [,33] [,34]  [,35]
[1,]    8.798   8.075    9.553   3.68  10.59   9.716   4.334  10.9  10.45
[2,] 1616.509 246.304  888.025 125.20 993.05 504.546 170.931 951.7 876.69
[3,]  846.149 417.259 1068.750 102.73 769.46 921.457 143.037 487.4 697.14
        [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]  [,44]
[1,]    8.837  10.49   9.404   8.996  3.023   8.228  2.555   6.867   5.85
[2,] 1223.197 732.41 626.237 423.998 64.637 314.594 45.291 625.191 886.51
[3,]  984.025 637.67 519.556 505.583 82.054 112.540 84.696 320.775 501.84
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51] [,52]   [,53]
[1,]   6.138  3.583   7.315   9.093   12.09  5.466  12.16   8.6   3.988
[2,] 414.552 48.843 874.342 305.380 1132.58 26.885 974.54 393.6  58.485
[3,] 307.941 95.673 593.194 388.722 1407.72 98.985 544.20 688.6 146.875
       [,54]   [,55]    [,56]   [,57]   [,58]  [,59]    [,60]   [,61]
[1,]   10.69   9.374    7.726    7.43   8.559   3.14    9.793   3.379
[2,] 1431.48 969.719 1351.689 1575.83 225.439 143.67  978.298  48.872
[3,]  865.21 819.876 1043.216  872.66 223.417 155.74 1496.213 157.734
       [,62]  [,63]   [,64]   [,65]   [,66]  [,67]   [,68]   [,69]   [,70]
[1,]   8.237   6.47   8.397   10.15   4.501  10.45   6.792   9.362   3.979
[2,] 325.210 231.28 920.101 1165.47 154.490 673.37 105.938 785.902  91.786
[3,] 734.860 175.31 428.943  555.99 149.930 533.86 286.784 681.885 135.539
       [,71]  [,72]  [,73]   [,74]  [,75]  [,76]   [,77]   [,78]    [,79]
[1,]   9.897  10.71  11.58   10.06  10.97   9.74   8.908   3.111    8.246
[2,] 355.489 680.99 571.71 1187.34 524.74 593.00 931.193  41.919 1027.499
[3,] 492.548 198.58 212.44  374.69 498.13 574.73 837.690 123.233  509.100
       [,80]  [,81]  [,82]  [,83]  [,84]   [,85]  [,86]  [,87]   [,88]
[1,]   7.198  10.22   4.52   5.51   3.89   8.467  8.123  15.35   12.85
[2,] 657.321 767.19 237.26  44.47 239.07 515.501 47.918 850.83  441.93
[3,] 443.527 513.18 151.03 100.55  94.05 539.514 20.432 376.62 1157.46
       [,89]   [,90]   [,91]   [,92]  [,93]   [,94]   [,95]   [,96]
[1,]   4.106   5.133   5.585   5.741   7.05   5.394   1.616   3.687
[2,] 528.869 545.895  67.290  23.095 453.59 250.539  24.765 276.399
[3,] 497.717  62.629 202.252 255.575 499.82 121.207 201.302 177.879
       [,97]   [,98]
[1,]   27.92   10.39
[2,] 3493.30  890.66
[3,] 2538.94 1852.98
[1] "--- VAR model 2017-10-06 09:01:00  completed"
[1] "Completed training sample:  2017-10-06 09:01:00 - 2017-10-06 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 09:31:00 - 2017-10-06 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6133          0.2735         -7.478         -14.73
         -0.7758          0.2331        -12.983         -13.47
         -0.5313          0.1282         -7.036         -17.43
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -25.16          3.453           2.0251            3.999
         -21.46          1.193           1.5374            4.875
         -24.25          1.557           0.4034            3.205
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6808            8.804           6.0305            -9.01
           1.7427            3.830          -0.6197           -16.65
          -0.4370            3.507           0.4976           -13.19
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.9444           1.5337          -0.9101          -1.4213
           0.7024          -0.7597           0.4510          -1.1608
          -0.4181          -3.5932          -3.4868          -0.6256
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.490           -7.527          -16.922          -17.262
           -1.780           -6.805          -12.687           -5.682
           -6.126           -3.439           -8.901           -7.821
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.972          -0.3995           -46.73          -18.827
          -11.332          -0.0790           -28.66          -15.961
          -10.119          -0.1407           -21.00           -7.885
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7772           -10.46           -17.49            1.520
          -1.3511           -24.64           -16.00            2.163
          -0.8664           -10.20           -19.18            1.505
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -12.78          0.09456           -10.90            3.305
           -13.76          0.05035           -13.81            3.002
           -16.28          0.20566           -16.27            2.690
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.485           -8.337           -11.13           -12.29
           -2.103          -13.756           -10.93           -13.54
           -2.398          -15.364           -11.89           -15.06
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.548           -15.34            4.638          0.06902
           -4.966           -15.07            3.713          0.08101
           -5.029           -14.45            2.671          0.49299
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8749          -0.4129           -3.301           -5.867
          -0.3578          -0.3021           -2.942          -16.077
          -0.1593          -0.1614           -3.365           -8.885
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.2531          -0.0854          -10.604         -3.18567
          -2.4324           0.1459           -4.904         -0.07958
          -0.9799           0.1276          -12.459          0.11783
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.091          -0.4790           -3.661            14.44
           -1.372           0.3977           -5.274            14.85
            3.373           0.1014           -2.664            14.67
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.566           -6.053          -10.991          -11.065
            2.116           -5.250           -5.432           -7.055
            1.685           -7.356           -6.655           -5.245
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.983           -3.514          1.31177           -14.33
           -9.281           -1.995          0.46164            -9.27
           -4.936           -3.290         -0.00497           -11.72
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.530         -2.29333           -2.873            6.379
           -3.085         -0.04133           -4.019           -3.537
           -5.324         -3.47782           -4.997           -3.163
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.149           1.6241          -0.9978          0.12411
           -4.122           0.9792          -3.8145          0.02156
           -4.706           0.5831          -6.7197         -0.03266
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.6606            5.018           -9.060           -5.417
          -0.2888            3.975           -8.023           -5.602
          -5.4740            3.003           -6.451           -3.397
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.9823           -5.525          -1.1222           -6.329
          -0.8409           -5.701          -1.0075           -7.149
          -0.1471           -5.162          -0.6224           -6.214
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.731        -0.528799           -4.243         -0.06899
           -5.483        -0.052578           -4.133          0.12328
           -5.191        -0.004289           -5.543          0.06010
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.540          -0.1193         0.985251          -0.9714
           -3.161          -0.1846        -0.002030          -1.8097
           -3.880          -0.2357        -0.003801          -1.9734
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -12.60           0.3768           -3.857           -8.077
           -12.41           0.1538           -2.451           -8.392
           -11.90          -0.3760           -2.466           -7.337
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           11.637            1.932            3.720            3.773
            1.393            2.092            3.386            1.858
            1.526            1.970            1.992            1.238
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.899           0.3342          -11.290           0.9157
           -6.021           0.1281           -7.946           1.2798
           -6.351          -0.1451           -9.571           0.8030
 rnd_95776.volume rnd_95787.volume
           -9.848          -12.349
           -9.946          -23.215
          -10.044           -8.342
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.333 4.799 12.21 8.018  9.463 4.004 3.140 8.723 9.675 8.283 4.419
[2,] 6.487 4.808 12.24 8.656 10.093 4.027 3.175 8.724 9.689 9.479 4.885
[3,] 6.680 4.814 12.39 9.103 10.443 4.384 3.253 8.825 9.714 9.526 4.893
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.476 5.497 6.045 5.957 5.787 7.238 6.910 11.89 8.898 14.09 5.791
[2,] 7.535 5.508 6.636 6.238 5.988 7.816 7.840 12.32 9.375 14.34 5.808
[3,] 8.151 5.644 6.702 6.663 6.153 8.300 8.063 12.66 9.675 14.61 5.809
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.90  8.875 2.835  6.615 6.841 6.213 7.466 2.946 8.304 7.456 3.430
[2,] 22.03 10.262 2.887  8.797 9.448 6.282 8.251 2.983 9.214 7.866 3.487
[3,] 23.33 11.324 2.926 11.165 9.966 6.558 9.284 3.010 9.630 8.630 3.543
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.542 8.626 7.127 8.065 7.411 7.364 2.358 6.585 1.996 5.346 4.506
[2,] 9.316 9.277 8.517 8.684 7.716 7.688 2.369 6.722 2.006 5.984 5.784
[3,] 9.538 9.677 9.278 9.120 7.893 8.003 2.385 6.742 2.037 6.105 6.135
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.791 2.848 5.716 7.203  9.495 4.442  9.798 6.881 3.187  8.409 7.412
[2,] 5.112 2.855 6.779 7.306 10.671 4.442 10.484 7.074 3.207 10.256 8.407
[3,] 5.278 2.884 7.174 7.515 12.291 4.446 10.753 7.648 3.283 10.816 9.023
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.156 5.677 6.683 2.568  7.881 2.638 6.546 5.115 6.745 8.014 3.681
[2,] 8.242 8.744 6.747 2.635  8.746 2.651 6.650 5.207 7.744 9.276 3.737
[3,] 9.254 9.573 6.801 2.719 10.770 2.739 7.291 5.254 7.870 9.489 3.790
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.268 5.240 7.275 3.290 7.772 8.600 9.197 7.994 8.434 7.341 7.094
[2,] 8.592 5.255 8.009 3.344 7.930 8.854 9.661 9.167 8.822 7.615 7.841
[3,] 8.913 5.391 8.516 3.450 8.193 8.872 9.740 9.281 9.169 7.979 8.394
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.468 6.431 5.818 8.015 3.614 4.376 3.107 6.912 6.436 11.85  9.768
[2,] 2.476 7.584 6.572 8.610 3.730 4.381 3.246 7.380 6.445 12.36  9.970
[3,] 2.536 7.759 6.867 8.846 3.777 4.404 3.261 7.671 6.446 12.48 10.833
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.101 3.951 4.580 4.712 5.593 4.240 1.392 2.933 21.19  8.000
[2,] 3.885 5.007 4.605 4.723 5.834 4.357 1.396 3.156 25.43  8.837
[3,] 4.631 5.021 4.693 4.865 6.202 4.389 1.688 3.251 27.35 11.674
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   8.042  6.093  15.5  10.18  12.02   5.084   3.987  11.08  12.29
[2,] 340.853 74.402 232.2 791.54 851.48 105.071 114.678  27.79 126.55
[3,] 386.518 54.887 465.4 683.77 650.89 420.011 171.953 323.89 170.32
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   10.52   5.611   8.224   6.981   7.677   7.565   7.349   9.191
[2,] 1118.30 505.484 934.257  85.280 664.088 448.735 373.158 715.603
[3,]  228.85  65.216 754.271 298.177 226.349 568.131 343.724 677.620
       [,18]  [,19] [,20]  [,21]   [,22]   [,23]   [,24] [,25]    [,26]
[1,]   8.775  15.09  11.3  17.89   7.354   21.47   11.27   3.6    8.401
[2,] 898.221 782.01 716.8 655.84 106.261 3426.96 1249.54 132.7 1406.510
[3,] 456.680 714.43 579.9 675.33  25.825 1859.48 1161.78 115.3 1667.810
        [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    8.687   7.889    9.48   3.741  10.54   9.468   4.356  10.85  10.95
[2,] 1581.036 225.044  852.30 113.338 968.41 608.373 152.450 901.70 828.18
[3,]  768.836 456.587 1032.59  97.520 679.11 860.934 151.623 496.81 668.04
       [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]    9.05  10.24   9.411   9.352  2.994   8.362  2.535   6.788   5.722
[2,] 1131.29 781.11 520.868 535.044 56.293 327.198 47.769 652.293 879.674
[3,]  892.70 675.50 403.707 540.055 67.403 126.509 86.133 294.300 496.448
       [,45]   [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   6.084   3.617   7.259   9.146   12.06  5.641  12.44   8.738   4.047
[2,] 432.117  45.401 883.994 296.942 1181.63  4.717 904.90 397.820  86.154
[3,] 318.537 100.295 569.764 427.049 1479.38 42.592 579.61 705.527 170.901
       [,54]   [,55]    [,56]    [,57]   [,58]   [,59]   [,60]  [,61]
[1,]   10.68   9.412    7.817    7.209   8.486   3.261   10.01   3.35
[2,] 1424.28 962.412 1329.518 1613.342 224.940 143.280  919.67  65.02
[3,]  833.50 795.130 1020.680  944.916 207.549 162.161 1524.78 166.81
       [,62]   [,63]   [,64]   [,65]   [,66] [,67]   [,68]   [,69]   [,70]
[1,]   8.312   6.496   8.565   10.18   4.674  10.5   6.653   9.238   4.178
[2,] 284.301 236.316 922.962 1133.00 157.496 566.8  96.243 812.986 145.775
[3,] 725.068 170.029 339.295  485.75 152.270 575.0 292.031 702.035 205.718
      [,71]  [,72]  [,73]   [,74]  [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   9.87  10.92  11.68   10.15  10.71   9.322   9.009   3.134   8.166
[2,] 382.26 510.99 717.92 1088.48 628.26 490.712 810.275  46.028 975.293
[3,] 499.34 135.89 299.22  351.58 605.61 578.236 726.441 133.448 397.414
       [,80]  [,81]   [,82]   [,83]   [,84]   [,85]  [,86]  [,87]  [,88]
[1,]   7.388  10.18   4.589   5.557   3.946   8.777  8.173  15.04   12.4
[2,] 741.057 763.05 224.167  51.351 227.582 627.342 85.702 853.03  485.5
[3,] 483.796 491.78 143.667 110.029  76.526 507.691 28.018 425.16 1028.0
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   3.938   5.017   5.816   5.983   7.102   5.384   1.768   3.725
[2,] 567.592 746.422 116.376  80.091 402.781 244.315  25.325 282.698
[3,] 611.624  89.208 219.721 283.246 510.087 128.068 230.002 188.589
      [,97]   [,98]
[1,]   26.9   10.16
[2,] 3409.8  910.72
[3,] 2445.9 1850.31
[1] "--- VAR model 2017-10-06 09:31:00  completed"
[1] "Completed training sample:  2017-10-06 09:31:00 - 2017-10-06 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 10:01:00 - 2017-10-06 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.133          0.9209         -9.420         0.9654
           2.699          0.4680         -2.607        -0.4275
           2.134          0.1673         -3.603        -2.9984
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.628       -0.01841            3.599          2.58203
         -6.360       -2.15070            2.213          1.72409
         -4.477       -0.39598            1.637          0.02295
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.07921          -1.8122          2.06177           -15.24
          0.80478           2.5410          0.01089           -15.72
         -0.30207           0.8316          0.28310           -15.03
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5447          -0.4204          0.09849           -5.214
           0.3893          -2.4686         -2.06991           -4.935
           0.5744          -2.2683         -1.28154           -3.650
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.414           -8.424          -0.1066            2.102
           -7.650           -7.365          -0.3525            2.160
           -6.902           -5.233          -0.8310            1.310
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -12.303          -0.3015            12.18           0.1402
           -5.447          -0.2815           -15.42          -6.0851
           -6.223          -0.3866           -13.99          -7.5305
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.7629            5.032           11.059            1.727
           0.2735            3.003           -1.263            1.876
          -0.5305           -7.988           -2.106            1.326
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.300          -0.7117           -6.141           -6.960
            2.047          -0.6528           -0.613           -6.235
           -0.855           0.2001           -1.532           -5.499
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.3039           -13.41           -6.395           -1.184
          -1.8393            -3.06           -3.432           -7.515
          -0.5192            -1.47           -1.988           -3.913
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.328          -12.953          -0.9231           0.1278
           -6.690           -6.527          -0.3334          -0.5063
           -5.297           -3.378          -0.3089          -0.2801
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -5.3376           0.4497           0.6426           -5.963
          -2.0792           0.5790          -2.0746           -6.286
          -0.7823           0.3404          -1.5771           -8.176
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.751         -0.01957          -6.7697           -3.775
            3.905         -0.07165          -0.7422            2.002
            2.684         -0.06206          -2.4684            1.448
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          16.4759           1.3536           -2.117            12.19
          -0.5168          -0.6199            6.471            13.21
           4.1017           0.1787           -4.586            14.99
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3163           0.3018           0.4565            5.788
          -0.3662           7.3292          -1.9464           -1.271
           0.2236          -0.8958           3.7341            7.399
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          0.76333          -0.4358          0.02983          15.0025
          0.38990           1.0452         -0.19425           2.0839
         -0.06231           1.5848          0.16217          -0.6164
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.834           5.1243           -4.327           -8.942
           -2.003           0.5149           -2.812           -1.943
           -1.602           0.9010           -2.216           -1.585
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.245            2.072          -7.9422          0.01226
            1.223            1.945          -4.1443         -0.64675
           -1.128            1.617          -0.5742         -0.37599
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -4.1825           0.9659          -1.7664           0.5168
          -7.0701           1.3818           1.1665           0.2188
           0.1571           1.3251          -0.3182          -1.7241
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           7.9291           2.7960            4.426           -3.905
           2.3086          -0.7716            3.434           -4.187
           0.1144           1.3028            2.296           -2.662
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.768           1.0895           -7.593            6.374
           -0.866           0.3623           -2.444            4.213
           -1.590           0.1717           -2.758            2.788
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.643          1.33115            1.393          -1.4788
           -4.190          0.33389            2.361          -1.6417
           -1.317         -0.02186            1.341          -0.8925
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.837           0.4375           1.4468           0.4767
           -6.551           0.3475           0.3656          -4.8525
           -2.458           0.9328           1.9044          -1.6583
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2016          -3.0089         -0.05587          0.73382
          -1.4651           0.9576         -0.94862          0.01592
           0.4229          -0.4257         -0.63335          0.12368
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.3116          1.34443           -11.94           3.1975
          -0.4487         -0.49567           -11.11           0.8224
          -1.7629         -0.08849           -11.64           1.3119
 rnd_95776.volume rnd_95787.volume
            45.02           -5.483
           -23.41            1.211
            15.25           -8.757
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.235 4.867 12.23 8.070  9.801 4.185 3.175 8.842 9.685 8.200 4.402
[2,] 6.431 4.877 12.29 8.782 10.328 4.199 3.214 8.845 9.690 9.494 4.878
[3,] 6.659 4.886 12.41 9.223 10.642 4.508 3.271 8.955 9.723 9.531 4.886
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.452 5.579 6.039 6.084 5.748 7.435 7.053 13.24 9.025 14.01 5.888
[2,] 7.496 5.589 6.692 6.360 5.973 7.916 7.809 13.64 9.403 14.37 5.922
[3,] 8.106 5.717 6.799 6.701 6.149 8.317 8.039 14.22 9.767 14.75 5.930
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.07  8.691 2.890  6.641 6.732 6.196 7.444 3.079 8.341 7.429 3.412
[2,] 21.98  9.989 2.946  8.789 9.261 6.269 8.331 3.127 9.256 7.833 3.463
[3,] 23.36 11.135 2.982 11.073 9.816 6.596 9.283 3.181 9.639 8.572 3.485
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.842 8.608 7.318 8.079 7.261 7.330 2.328 6.695 1.973 5.365 5.443
[2,] 9.579 9.134 8.693 8.827 7.557 7.659 2.341 6.863 1.984 5.997 6.387
[3,] 9.865 9.516 9.359 9.337 7.742 8.003 2.352 6.889 2.018 6.109 6.998
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.809 2.753 5.782 7.373  9.763 4.447  9.577 6.987 3.136  8.493 7.541
[2,] 5.145 2.764 6.932 7.496 10.913 4.448 10.308 7.167 3.173 10.374 8.530
[3,] 5.329 2.787 7.222 7.690 12.442 4.449 10.612 7.787 3.234 10.937 9.120
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.158 5.639 6.545 2.583  7.858 2.893 6.552 5.116 6.885 7.936 3.719
[2,] 8.230 8.713 6.610 2.651  8.745 2.998 6.632 5.231 7.867 9.204 3.784
[3,] 9.291 9.544 6.676 2.731 10.753 3.315 7.249 5.275 8.000 9.410 3.856
     [,67] [,68] [,69] [,70] [,71] [,72]  [,73] [,74] [,75] [,76] [,77]
[1,] 8.377 5.320 7.205 3.370 7.746 8.571  9.331 7.954 8.197 7.426 7.316
[2,] 8.531 5.345 7.994 3.442 7.956 8.766  9.989 8.930 8.720 7.675 7.928
[3,] 8.903 5.520 8.508 3.601 8.243 8.785 10.092 9.077 9.053 8.056 8.313
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.487 6.718 5.882 8.099 3.606 4.495 3.193 6.946 6.508 11.67  9.584
[2,] 2.493 7.658 6.753 8.709 3.740 4.498 3.303 7.489 6.516 12.23  9.786
[3,] 2.560 7.867 7.112 8.940 3.789 4.521 3.318 7.755 6.516 12.34 10.555
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.139 3.930 4.719 4.807 5.587 4.296 1.413 2.946 20.89  7.903
[2,] 3.891 5.155 4.728 4.820 5.778 4.400 1.413 3.169 25.17  8.739
[3,] 4.641 5.181 4.845 4.955 6.138 4.434 1.736 3.269 27.12 11.499
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.917  6.18  15.53  10.25  12.45   5.315   4.032  11.23  12.30
[2,] 374.408 76.31 292.97 821.48 772.28  81.921 118.349  51.82  70.17
[3,] 409.357 67.72 409.96 668.24 608.91 389.012 144.430 332.70 190.47
       [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   10.41   5.59   8.193   7.085   7.668   7.726   7.299   9.441
[2,] 1134.75 498.15 904.729  80.281 683.712 439.730 384.933 644.230
[3,]  200.92  66.88 731.511 284.218 285.000 500.465 346.449 604.992
       [,18]  [,19]  [,20] [,21]   [,22]   [,23]   [,24]  [,25]    [,26]
[1,]   8.957  16.81  11.46  17.8   7.476   21.68   11.04   3.67    8.433
[2,] 794.594 772.94 625.42 757.1 151.118 3283.30 1167.45 134.39 1365.091
[3,] 453.090 955.23 626.41 790.9  73.453 1876.43 1167.06 110.15 1597.260
        [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    8.548   7.868   9.453   3.91  10.59   9.434   4.333  11.23  10.93
[2,] 1508.344 225.464 887.029 129.63 951.55 588.768 140.265 873.87 724.04
[3,]  771.049 486.637 971.011 137.94 637.90 825.964  92.320 559.43 633.51
        [,36]  [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]    9.292  10.26   9.22   9.308  2.956   8.502  2.505   6.812   6.912
[2,] 1112.705 843.62 496.58 526.200 59.305 358.230 49.413 635.526 792.092
[3,]  822.213 721.80 399.08 551.019 52.119 141.132 88.121 275.969 678.528
       [,45]  [,46]   [,47]   [,48]  [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   6.107  3.495   7.342   9.363   12.4  5.646  12.16   8.872   3.983
[2,] 433.564 58.466 907.006 320.127 1155.9 29.666 904.09 378.880 113.475
[3,] 329.435 85.652 480.702 407.564 1417.2 22.713 598.16 722.291 148.448
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]    [,60]   [,61]
[1,]   10.78   9.576    7.82    7.16   8.311   3.28    9.979   3.673
[2,] 1412.64 945.698 1294.80 1575.10 219.976 141.17  910.167 186.888
[3,]  821.85 765.203 1022.57  923.48 222.146 155.53 1483.723 335.672
      [,62]   [,63]   [,64]   [,65]   [,66]  [,67]   [,68]   [,69]   [,70]
[1,]   8.32   6.497   8.743   10.08   4.723  10.64   6.755   9.149   4.279
[2,] 242.87 258.391 902.635 1105.34 165.174 383.72 122.979 821.236 165.925
[3,] 693.98 162.510 344.515  464.84 176.362 603.23 326.901 690.466 251.081
       [,71]  [,72]  [,73] [,74]  [,75]   [,76]  [,77]   [,78]  [,79]
[1,]   9.837  10.88  11.85  10.1  10.41   9.429   9.29   3.158   8.53
[2,] 430.153 435.78 845.44 962.4 705.05 460.630 724.14  39.242 871.68
[3,] 511.736 136.17 341.49 386.6 577.45 580.026 593.00 138.962 427.57
       [,80]  [,81]   [,82]   [,83]   [,84]   [,85]  [,86]  [,87]  [,88]
[1,]   7.469  10.28   4.579   5.708   4.055   8.821  8.265  14.82  12.17
[2,] 786.784 759.46 235.019  42.732 200.303 663.671 73.344 862.41 469.35
[3,] 529.024 479.04 143.715 107.126  74.834 477.433  6.747 390.21 938.15
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   3.985   4.991   5.992   6.104   7.095   5.455   1.794   3.741
[2,] 545.446 790.974  69.868  86.720 349.680 225.900   6.318 276.571
[3,] 599.832 122.550 250.537 271.691 491.193 129.409 239.345 190.849
       [,97]   [,98]
[1,]   26.53   10.04
[2,] 3329.88  884.66
[3,] 2394.49 1772.34
[1] "--- VAR model 2017-10-06 10:01:00  completed"
[1] "Completed training sample:  2017-10-06 10:01:00 - 2017-10-06 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 10:31:00 - 2017-10-06 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.305        -0.06890          2.445        -13.232
           1.742         0.03970          2.219          1.828
           1.482         0.05459         -3.741          1.081
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.359         1.9281           2.2448           2.0563
         -5.807         0.3898           0.8703           0.3956
         -1.393         0.6958           0.9044           0.5020
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         0.736182           0.6305          0.49257           -18.27
         0.115302           1.6586          0.13985           -17.32
         0.004245           0.3862          0.04135           -16.39
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8464           -3.087           -1.395           -2.728
          -0.5885           -3.504           -2.199           -2.016
           0.4397           -1.105           -2.764           -1.914
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.545           -3.164            4.253            9.601
           -3.213           -4.248            2.534            7.506
           -3.379           -1.404            1.733            6.657
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -7.0057           0.8327           11.643            6.045
           3.2924           1.1106           -3.494            1.713
          -0.7675           0.5509            7.206            1.258
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.18054           0.3311          -18.436            1.592
          0.43823           8.0602            6.555            3.190
         -0.09503          -0.7261            2.921            1.760
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.566           0.1670           -6.662            3.633
           -7.006          -0.1175           -9.942            5.410
            3.884          -0.5733            2.153            4.631
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
        -1.694801          -8.8644           -7.563           -2.367
         0.542010          -6.7564           -4.308           -1.207
        -0.007734          -0.7551           -4.238           -5.034
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7273            9.416            2.664           0.2626
          -0.2375            3.619            2.816           0.2928
          -0.1113            1.276            2.420           0.3262
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.85068          0.62290           0.3629           -5.954
         -0.19568          0.06034          -1.2049           -4.804
          0.04632         -0.01891          -0.5373           -4.484
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.320           0.4536          -4.0852           1.1041
            4.601           0.5812          -0.8825          -0.1943
            3.445           0.2888          -0.9491          -0.5407
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.890          -0.2093            1.864           12.097
           -8.292          -1.1468           -1.576            9.707
            5.357          -1.3028           -1.804            9.776
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.17164           -5.289           -5.358            5.211
          0.32351            3.775            2.152           -3.852
          0.07745           -3.318            2.087            2.498
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           23.304           4.7314           0.1042            3.735
           -6.745           2.9503           0.0420           22.497
            1.880           0.9762          -0.3710           -3.415
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.186            1.396          -1.1305           2.1847
           -2.569            9.685          -0.7667           0.4953
           -2.320           -1.349          -1.8508           8.3334
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.6127          0.53866            4.929         0.008110
           0.8908          0.12482            1.242        -0.195391
           5.2953          0.01003            3.530         0.006183
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.768          0.29671            5.303           3.1243
            2.725          0.37447            1.652           0.5593
            2.945         -0.03282            2.129          -2.2051
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.6639           -0.950           11.030          -1.4571
          -0.9509           -2.809            8.049           0.2243
          -0.3212            1.344            6.404          -0.1609
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -6.3971           0.7865          -6.3008            5.396
          -0.6611           0.1729          -3.7750            3.726
          -1.3098           0.2044          -0.9224            2.647
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.871           -1.828          0.67484          -0.7764
           -4.816           -1.466          0.38504           0.9810
           -1.483           -1.058         -0.04725           0.4216
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.9797          0.08082          -2.2907         -0.02602
           1.8784         -0.22763           2.1965          2.97094
           0.7061          0.11292          -0.1318          3.30794
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           6.7651           2.5123           0.8456            2.136
           2.0166           0.6682           1.5489            1.565
           0.5923           1.3842           0.8293            0.814
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.079           0.6200           -10.18            1.572
            8.766          -0.6441           -11.24            2.296
           -0.957          -0.1420           -10.69            1.337
 rnd_95776.volume rnd_95787.volume
            2.868            4.951
           -9.162            4.708
            6.487           -0.226
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.293 4.815 12.26 8.113  9.779 4.263 3.240 8.751 9.592 8.145 4.252
[2,] 6.481 4.825 12.31 8.858 10.421 4.274 3.283 8.759 9.596 9.430 4.747
[3,] 6.704 4.831 12.43 9.381 10.692 4.571 3.328 8.882 9.658 9.470 4.757
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.412 5.692 5.749 5.918 5.367 7.157 6.918 13.24 9.084 14.39 6.027
[2,] 7.374 5.698 6.243 6.127 5.619 7.677 7.555 13.60 9.457 14.79 6.049
[3,] 7.975 5.820 6.316 6.406 5.814 8.006 7.898 14.24 9.753 15.12 6.058
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.16  8.773 2.910  6.797 6.620 6.227 7.693 3.183 8.459 7.420 3.451
[2,] 21.92  9.941 2.963  8.930 9.268 6.285 8.471 3.242 9.335 7.825 3.505
[3,] 23.38 11.120 2.998 11.122 9.830 6.650 9.392 3.295 9.692 8.716 3.538
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.927 8.351 7.427 8.063 7.350 7.452 2.313 7.029 1.980 5.359 5.387
[2,]  9.751 9.026 8.626 8.840 7.734 7.797 2.336 7.261 1.994 5.928 6.265
[3,] 10.001 9.391 9.247 9.386 7.893 8.167 2.351 7.284 2.023 6.033 6.844
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.807 2.736 5.798 7.466  9.994 4.460  9.535 7.123 3.235  8.536 7.530
[2,] 5.141 2.747 6.994 7.582 11.062 4.460 10.333 7.294 3.274 10.440 8.464
[3,] 5.316 2.775 7.277 7.773 12.554 4.461 10.661 7.962 3.327 11.010 9.059
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.081 6.298 6.682 2.570  7.931 2.928 6.630 5.152 7.017 8.009 3.675
[2,] 8.315 8.908 6.729 2.644  8.827 3.026 6.691 5.269 8.043 9.343 3.725
[3,] 9.425 9.673 6.834 2.720 11.053 3.356 7.356 5.311 8.159 9.502 3.806
     [,67] [,68] [,69] [,70] [,71] [,72]  [,73] [,74] [,75] [,76] [,77]
[1,] 8.394 5.531 7.200 3.369 7.773 8.510  9.268 8.068 8.091 7.346 7.318
[2,] 8.684 5.532 7.984 3.446 7.962 8.687 10.031 8.768 8.844 7.695 7.940
[3,] 8.980 5.911 8.512 3.604 8.256 8.706 10.184 9.001 9.190 8.030 8.304
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.560 6.653 5.831 8.033 3.580 4.595 3.189 7.032 6.475 11.56  9.875
[2,] 2.566 7.572 6.725 8.612 3.727 4.596 3.302 7.574 6.488 12.15 10.078
[3,] 2.644 7.777 7.091 8.824 3.784 4.614 3.318 7.858 6.489 12.26 10.825
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 3.021 3.818 4.749 4.801 5.689 4.363 1.430 2.969 20.98  7.964
[2,] 3.813 5.152 4.759 4.816 5.916 4.468 1.430 3.192 25.31  8.886
[3,] 4.607 5.176 4.874 4.957 6.357 4.495 1.757 3.297 27.22 11.486
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]  [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.991  6.114  15.57  10.3  12.42   5.413   4.115  11.11  12.18
[2,] 347.140 69.980 261.19 794.3 804.95  67.240 117.525  82.84  63.44
[3,] 382.741 53.552 382.92 690.6 534.84 362.131 121.877 330.07 242.94
       [,10]   [,11]   [,12]   [,13] [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   10.34   5.399   8.142   7.228   7.3   7.515   6.815   9.088   8.785
[2,] 1062.31 472.058 813.822  58.650 544.1 354.520 371.846 621.142 678.810
[3,]  194.56  66.591 678.974 264.658 213.8 417.833 333.457 507.346 514.701
      [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]  16.81  11.54  18.27   7.653   21.79   11.14   3.695    8.631
[2,] 696.05 588.01 761.74 117.412 3046.21 1044.83 125.115 1294.369
[3,] 941.23 532.99 706.34  71.349 1821.74 1113.82 100.928 1481.664
        [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]  [,34] [,35]
[1,]    8.406   7.907   9.769   4.042  10.74   9.423   4.382  11.34  10.6
[2,] 1449.783 191.569 792.646 137.250 882.63 555.030 137.432 877.20 765.2
[3,]  732.122 485.676 906.251 131.001 582.01 858.237 107.642 496.28 579.5
       [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.431  10.24   9.333   9.462  2.938   8.926  2.514   6.806   6.841
[2,] 980.649 809.87 537.974 513.344 72.383 406.896 53.061 566.290 714.829
[3,] 744.772 705.11 351.785 542.564 59.548 129.816 76.744 250.173 615.740
       [,45]  [,46]   [,47]  [,48]   [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   6.104  3.474   7.362   9.48   12.69  5.663  12.11   9.045   4.108
[2,] 407.574 56.068 874.238 295.59 1059.67  5.604 889.74 350.546 111.729
[3,] 302.108 87.662 449.274 383.00 1326.94 27.248 586.65 713.298 133.023
       [,54]   [,55]    [,56]    [,57]   [,58]   [,59]   [,60]   [,61]
[1,]   10.84   9.562    7.722    7.997   8.485   3.264   10.07   3.717
[2,] 1343.21 863.711 1267.456 1407.856 178.409 138.020  866.40 170.778
[3,]  781.70 722.052  991.560  842.930 266.570 143.490 1486.54 324.458
       [,62]   [,63]  [,64]   [,65]   [,66]  [,67]   [,68]   [,69]   [,70]
[1,]   8.419   6.543   8.91   10.17   4.666  10.66   7.023   9.143   4.279
[2,] 201.777 246.854 878.54 1075.00 135.993 497.26  29.084 771.109 161.932
[3,] 683.321 149.236 306.36  387.52 175.228 511.39 465.256 659.460 235.748
       [,71]  [,72]  [,73]  [,74]  [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   9.871  10.81  11.77  10.24  10.27   9.328   9.293   3.251   8.448
[2,] 385.851 389.22 857.37 767.60 798.05 511.705 688.590  38.338 808.251
[3,] 487.712 128.53 393.44 454.51 558.80 512.946 543.680 142.904 396.443
       [,80] [,81]   [,82]  [,83]   [,84]   [,85]  [,86]  [,87]  [,88]
[1,]   7.405  10.2   4.546  5.835   4.049   8.929  8.223  14.68  12.54
[2,] 748.692 693.9 231.895 22.084 191.679 629.199 91.990 838.29 450.21
[3,] 502.648 429.9 145.884 90.881  71.373 467.710 26.796 361.59 883.10
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]  [,96]   [,97]
[1,]   3.836   4.848   6.031   6.097   7.225   5.54   1.816   3.77   26.64
[2,] 520.013 773.165  66.263  82.295 362.286 215.45   7.371 261.83 3162.87
[3,] 577.910 109.918 235.132 263.049 520.155 110.70 227.863 184.55 2238.45
       [,98]
[1,]   10.11
[2,]  881.14
[3,] 1626.46
[1] "--- VAR model 2017-10-06 10:31:00  completed"
[1] "Completed training sample:  2017-10-06 10:31:00 - 2017-10-06 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 11:01:00 - 2017-10-06 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.4482          0.2106          5.113     -0.0008156
         -1.0837         -0.0287         -5.515     -7.5408347
         -0.7546          0.1107         -2.049     -5.6779903
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.180         1.7825           0.7971            2.624
         -1.306        -0.2686           0.7815            4.542
         -5.616         0.5232           0.6168            2.445
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.8598            7.606           1.8787           -9.174
           0.8183            2.905           0.3100           -9.739
           0.1088            3.646           0.2729           -5.954
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.0336            3.261          1.19949           2.2982
          -1.7529           -2.713         -0.91852          -1.9691
           0.9696           -1.126         -0.07196          -0.4271
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8557          -10.799           0.3768            4.188
          -3.4195           -2.283           2.9250            3.398
          -3.7171           -3.691           2.3619            4.452
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            4.335           0.0957          -24.542           -4.365
          -12.653          -0.3048            1.901           -1.726
           -1.144           0.1264          -14.256           -4.621
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.60719           -9.992           -4.181           1.4432
         -0.76453           -7.956           -5.597           0.7026
          0.04296            1.424           -4.994           0.6394
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.777          0.42409            7.380          -0.6494
           -6.006         -0.05515           -2.395           3.5633
           -5.345          0.18875           -6.512           2.0613
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3665            2.368           -2.967           -2.979
           0.3390           -0.477            6.491            2.019
          -0.2922           -5.698           -5.875           -1.036
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.183           -4.459            2.592           1.0957
            2.759           -4.108            2.316           0.6504
            2.236           -0.113            1.945           0.8931
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.12076         -0.34180          -3.2826           -4.793
         -0.10818          0.02144          -0.9461           -8.977
         -0.01173         -0.04116           0.9789           -5.382
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0776         -0.14494           -5.802          -0.4642
           0.4188         -0.01034           -5.771           1.4602
           0.6899         -0.01384           -5.641           0.3638
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.2082          0.34522          -7.4876            7.483
           2.2759          0.14956          -0.4576            4.341
          -0.3924          0.01022          -4.3611            4.807
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4286          -10.899           -7.816           -5.359
           0.4923           -5.212           -7.945           -9.166
           1.0566           -3.798           -1.774           -3.779
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.407           2.1036           0.2487          -0.8407
           -8.154          -0.6116           0.2604           8.0789
           -6.439          -0.4069           0.3022          -8.3225
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.708           -1.696          0.04919           0.4404
           -3.766            2.764         -0.97124          -1.4592
           -3.577           -4.164          1.36124           1.6131
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.586           0.3728           0.4987          -0.5848
           -2.857           0.2303          -2.9600          -1.0921
            1.470           0.3399           1.6081          -0.1946
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.3788           2.0644            2.262          -1.7441
          -2.3152           1.2445            2.464          -3.1572
          -0.7631           0.4342            1.963          -0.2142
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4267          -3.1014           -5.596           -5.856
           0.3775          -3.0194           -4.115           -8.591
           0.1582          -0.8107           -2.985           -5.671
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.304          0.79618           -8.806           0.9539
           -5.619         -0.05843           -3.965           0.6200
           -2.090         -0.08762           -5.840           0.4458
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.794           0.1764         -0.66662           0.3304
           -3.038          -0.5368         -0.30041          -0.5482
           -4.386          -0.3030          0.07615          -0.5076
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.571           0.9588            7.289            6.690
           -1.173          -0.3688            5.456            8.343
           -1.185          -0.2844            5.720            5.017
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.07908          -1.7041          -1.3271          -0.1218
         -1.59784          -0.2029          -0.7711          -0.6399
         -0.20350          -0.5800          -0.4317          -0.1977
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.593           0.5145           -11.17            116.4
            1.892          -0.1705           -11.12            115.8
           -2.983          -0.0498           -11.09            116.3
 rnd_95776.volume rnd_95787.volume
            1.769           -8.480
          -11.038           -8.337
           -3.572            5.128
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.284 4.814 11.78 8.127  9.843 4.284 3.227 8.604 9.486 8.097 4.290
[2,] 6.506 4.831 11.79 8.791 10.602 4.294 3.273 8.618 9.487 9.446 4.762
[3,] 6.757 4.833 11.92 9.393 10.904 4.583 3.315 8.753 9.547 9.485 4.771
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.316 5.851 5.548 5.911 4.513 7.155 6.836 13.66 9.160 13.98 5.946
[2,] 7.176 5.858 5.721 6.203 4.706 7.491 7.479 14.04 9.557 14.18 5.965
[3,] 7.714 5.965 6.087 6.356 4.918 7.685 7.714 14.69 9.890 14.50 5.975
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.05  8.580 2.928  6.650 6.706 6.282 7.504 3.262 8.496 7.555 3.504
[2,] 22.01  9.764 2.985  8.721 9.271 6.328 8.203 3.308 9.429 7.870 3.578
[3,] 23.19 10.975 3.024 10.935 9.813 6.751 9.117 3.357 9.778 8.827 3.632
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.964 7.459 7.541 8.139 7.321 7.487 2.261 7.168 1.902 5.364 5.354
[2,] 9.786 9.072 8.740 8.878 7.721 7.861 2.289 7.383 1.917 5.929 6.232
[3,] 9.997 9.452 9.369 9.432 7.889 8.181 2.309 7.405 1.939 6.054 6.860
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.844 2.756 5.788 7.548 10.08 4.450  9.323 7.093 3.194  8.528 7.732
[2,] 5.198 2.763 6.981 7.660 11.12 4.451 10.279 7.262 3.240 10.521 8.621
[3,] 5.341 2.775 7.276 7.886 12.66 4.453 10.696 7.909 3.288 11.022 9.300
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 6.091 6.486 6.600 2.548  7.939 2.924 6.660 5.127 7.046 8.049 3.633
[2,] 8.301 8.747 6.631 2.625  8.821 3.013 6.704 5.241 8.077 9.386 3.678
[3,] 9.499 9.548 6.716 2.708 11.034 3.332 7.330 5.295 8.188 9.533 3.768
     [,67] [,68] [,69] [,70] [,71] [,72]  [,73] [,74] [,75] [,76] [,77]
[1,] 8.552 5.562 7.290 3.403 8.122 8.479  9.231 7.983 8.277 7.458 7.300
[2,] 8.838 5.562 8.078 3.483 8.445 8.678 10.069 8.633 9.016 7.642 7.893
[3,] 9.121 5.926 8.645 3.639 8.788 8.707 10.198 8.820 9.381 8.055 8.154
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.576 6.730 5.867 8.100 3.610 4.681 3.252 6.965 6.406 11.65  9.995
[2,] 2.585 7.506 6.738 8.689 3.769 4.681 3.362 7.591 6.420 12.33 10.129
[3,] 2.654 7.729 7.110 8.886 3.823 4.691 3.378 7.865 6.425 12.43 11.032
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.945 3.680 4.708 4.729 5.634 4.332 1.440 5.784 22.94  7.961
[2,] 3.736 5.145 4.720 4.748 5.857 4.415 1.441 7.481 27.52  9.026
[3,] 4.616 5.173 4.832 4.872 6.247 4.437 1.767 9.037 28.45 11.845
Root mean square errors of predictions:  
       [,1]   [,2]   [,3]   [,4]  [,5]   [,6]    [,7]   [,8]   [,9]
[1,]   7.98  6.113  14.95  10.32  12.5   5.44   4.097  10.93  12.05
[2,] 349.80 84.100 137.02 696.42 818.6  61.50 113.793 104.38  21.80
[3,] 379.09 29.748 353.98 688.07 529.7 332.68 109.725 317.77 221.76
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   10.28   5.447   8.021   7.43   7.045   7.506   5.731   9.085   8.68
[2,] 1011.10 429.533 707.811  61.68 290.211 390.812 276.864 461.248 630.98
[3,]  178.90  61.520 588.704 234.02 432.175 288.270 296.902 356.914 392.64
      [,19]  [,20]  [,21]  [,22]   [,23]   [,24]   [,25]    [,26]    [,27]
[1,]  17.35  11.63  17.76  7.551   21.65   10.89   3.718    8.445    8.515
[2,] 667.20 566.72 485.68 98.084 2892.61  968.88 120.421 1172.522 1330.524
[3,] 904.44 528.92 627.14 71.829 1518.68 1041.62 100.719 1371.264  668.897
       [,28]   [,29]   [,30]  [,31]   [,32]  [,33]  [,34]    [,35]   [,36]
[1,]   7.977   9.528   4.142  10.79   9.593   4.45  11.38    9.471   9.576
[2,] 159.204 688.684 115.143 850.03 458.442 150.50 815.78 1073.466 918.304
[3,] 489.072 827.158 118.282 538.57 830.962 129.40 424.83  551.283 701.490
      [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.34   9.296   9.507  2.871   9.102  2.415   6.812   6.798   6.151
[2,] 736.97 509.871 498.020 75.390 368.224 51.231 524.789 662.863 391.802
[3,] 662.02 337.312 470.892 61.690 118.994 60.030 255.022 595.969 255.252
      [,46]   [,47]   [,48]  [,49]  [,50]  [,51]   [,52]   [,53]   [,54]
[1,]  3.499   7.349   9.585   12.8  5.651  11.84   9.007   4.056   10.83
[2,] 40.965 811.343 271.881  979.4 14.291 900.19 323.803 112.669 1280.41
[3,] 54.771 426.098 389.706 1257.1 33.764 614.19 651.098 115.967  682.86
       [,55]    [,56]    [,57]   [,58]   [,59]   [,60]   [,61]   [,62]
[1,]   9.818    7.735    8.236   8.381   3.235   10.08   3.713   8.457
[2,] 792.585 1172.210 1219.813 132.205 131.700  799.06 150.692 159.720
[3,] 725.141  959.759  795.578 222.556 137.924 1378.00 295.988 616.001
       [,63]   [,64]   [,65]   [,66]  [,67]   [,68]   [,69]   [,70]  [,71]
[1,]   6.511   8.948   10.22   4.614  10.86   7.062   9.258   4.322  10.31
[2,] 226.088 820.835 1003.32 119.155 463.19  16.284 723.241 153.489 481.19
[3,] 156.964 278.571  346.64 170.020 468.76 424.766 640.219 218.999 505.10
      [,72]  [,73]  [,74]  [,75]  [,76]   [,77]   [,78]   [,79]   [,80]
[1,]  10.77  11.72  10.14  10.51   9.47   9.269   3.272   8.546   7.451
[2,] 383.71 835.99 683.45 742.90 347.20 624.011  44.337 690.571 688.619
[3,] 149.13 336.20 374.76 539.16 528.76 425.558 125.054 383.860 471.559
      [,81]   [,82]  [,83]  [,84]   [,85]  [,86] [,87]  [,88]  [,89]
[1,]  10.29   4.584  5.945   4.13   8.845  8.134  14.8  12.69   3.74
[2,] 653.55 225.071  6.950 176.77 627.086 89.011 834.7 341.91 477.83
[3,] 386.56 132.980 62.186  68.82 427.738 55.287 339.7 908.56 563.47
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   4.673   5.979   6.006   7.154   5.501   1.829    7.345   29.13
[2,] 747.524  69.971  88.103 332.873 176.826   6.172  985.890 3158.61
[3,] 111.612 214.625 226.410 451.799  92.237 212.645 1053.901 1498.26
       [,98]
[1,]   10.11
[2,]  884.15
[3,] 1594.23
[1] "--- VAR model 2017-10-06 11:01:00  completed"
[1] "Completed training sample:  2017-10-06 11:01:00 - 2017-10-06 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 11:31:00 - 2017-10-06 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.461       -0.061949         -7.043         -8.301
          -1.918        0.001582         -1.672         -8.390
          -1.319       -0.065871         -3.654         -5.087
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.578         1.4545           1.2717         -0.51458
         -6.987         1.0733           0.3980          0.06818
         -9.993         0.6815           0.2194          0.34901
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.5162          1.79286          -1.2690          -10.310
          -0.6851          0.04222           0.2783           -8.609
           0.1032          0.26835          -0.2218           -7.635
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.4538          -0.7195          -0.5688           -2.199
           0.9574          -4.7358          -4.9381           -2.392
           0.6801          -2.2961          -1.4845           -1.909
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.131           -6.363           -6.056           -3.255
           -4.841           -4.398           -5.116           -6.447
           -5.157           -5.445           -4.059           -5.918
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.458          -1.0318          -27.470         -15.0631
           -6.303          -1.5529           -1.888           0.8364
           -4.039          -0.8019          -12.381          -6.4244
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9152          -15.709           -8.277            3.556
          -0.5870           -8.058          -13.504            1.450
          -0.3064           -2.255           -3.041            1.566
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            4.102            1.046            6.770           -4.487
          -11.479            0.973           -4.488           -4.179
           -7.066            0.377           -8.756           -3.849
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.823            3.303           -5.082           -6.211
           -1.822           -3.341            4.298            2.318
           -1.481           -6.818           -3.803           -1.634
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.806           -1.336            2.205           0.2333
            5.015           -3.876            1.752           0.1529
            3.258           -4.308            1.825           0.2028
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -1.38622         -0.42110          -4.9379           -8.382
         -0.42625          0.05317          -2.1239          -11.294
          0.02766         -0.18865           0.6244           -8.717
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.915          -0.5920           -8.664           -1.096
           -1.355          -0.3768           -9.274            3.043
           -1.655          -0.2457           -8.707            1.464
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.860          -0.6855          -0.4336           4.6230
           -8.239          -0.3239          -1.5474           2.9799
            5.331          -0.2939          -5.2856           0.6692
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1106          -11.438          -10.530            2.905
           0.3793            1.797           -2.538           -7.455
           0.3703           -4.374           -2.156            1.165
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            6.491          -0.6030           0.5939           -1.450
          -10.356          -1.6154           0.5079            6.981
           -1.297          -0.7591           0.2495          -10.760
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.852           -2.709           0.1811            4.442
           -1.816            4.913          -0.2605           -3.749
           -1.745           -3.685          -1.0905            3.547
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.511           0.8619           2.1161          0.20355
           -1.876           0.6732          -0.5582          1.90370
            2.055           0.3922           1.3695          0.08489
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.8988           0.5692           -4.965           -7.401
           5.2065           0.4369           -3.985           -2.395
           1.4775           0.6297           -2.554           -2.110
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.565           -2.455           -2.926           -4.930
            1.140           -2.419           -1.643           -3.497
            0.430           -2.759           -1.576           -3.757
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.673           0.6867           -3.350            3.267
           -2.816           0.6027           -4.222            2.363
           -2.333           0.3395           -2.566            1.555
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.468          -0.6415         -0.37253          -0.1499
           -2.964           0.2374          0.07513          -0.1009
           -2.183          -0.3081         -0.17318          -0.4299
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.297        -0.029107           11.336          -4.4115
           -1.089         0.047942            6.075          -3.6039
           -1.952        -0.001669            5.571           0.2804
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.5308          -1.0043          -1.3123          -0.7209
          -0.9865          -0.6046          -0.5861          -0.5753
          -0.4047          -0.5026          -0.5470          -0.2840
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.158         -0.26504           -9.703            114.4
            1.056          0.32382          -10.131            114.4
           -3.602          0.06197           -9.755            114.5
 rnd_95776.volume rnd_95787.volume
            9.259          -12.326
          -14.410           -4.502
           -2.541           -4.456
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.354 4.746 11.76 8.167  9.858 4.285 3.268 8.476 9.378 8.081 4.315
[2,] 6.621 4.755 11.93 8.776 10.616 4.295 3.311 8.489 9.379 9.412 4.790
[3,] 6.862 4.757 12.04 9.293 10.891 4.586 3.346 8.626 9.431 9.449 4.797
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.285 5.874 5.570 5.802 4.560 7.196 7.013 13.59 9.197 14.03 5.945
[2,] 7.109 5.878 5.726 5.963 4.686 7.546 7.739 13.97 9.550 14.25 5.961
[3,] 7.664 5.986 6.083 6.270 4.836 7.775 7.898 14.62 9.893 14.49 5.971
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.39  8.467 2.930  6.701 6.968 6.248 7.546 3.269 8.341 7.654 3.703
[2,] 22.22  9.500 2.994  8.684 9.131 6.299 8.193 3.315 9.284 8.003 3.725
[3,] 23.43 10.750 3.035 10.882 9.681 6.733 8.930 3.357 9.564 8.914 3.865
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.924 8.403 7.502 8.145 7.300 7.578 2.265 7.097 1.867 5.415 5.448
[2,] 9.836 8.958 8.769 8.928 7.691 7.965 2.293 7.322 1.881 5.853 6.336
[3,] 9.997 9.404 9.394 9.538 7.833 8.273 2.315 7.346 1.915 5.956 6.914
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.659 2.784 5.784 7.446 10.04 4.454  9.167 7.228 3.227  8.555 7.669
[2,] 5.018 2.792 7.150 7.558 11.06 4.458 10.135 7.427 3.271 10.436 8.457
[3,] 5.130 2.806 7.490 7.757 12.56 4.458 10.543 8.062 3.317 10.918 9.131
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.960 6.520 6.687 2.523  7.775 2.919 6.575 4.984 7.049 8.177 3.590
[2,] 8.216 8.644 6.722 2.600  8.629 3.004 6.610 5.094 8.042 9.453 3.642
[3,] 9.338 9.404 6.780 2.687 10.845 3.317 7.276 5.196 8.142 9.556 3.728
     [,67] [,68] [,69] [,70] [,71] [,72]  [,73] [,74] [,75] [,76] [,77]
[1,] 8.602 5.577 7.367 3.416 7.801 8.485  9.463 8.264 8.285 7.363 7.062
[2,] 8.817 5.577 8.085 3.495 8.033 8.700 10.229 8.918 9.038 7.633 7.979
[3,] 9.142 5.901 8.681 3.643 8.335 8.731 10.366 9.145 9.378 7.937 8.207
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.568 6.743 5.980 8.236 3.559 4.631 3.227 6.905 6.327 11.54  9.998
[2,] 2.578 7.529 6.823 8.763 3.730 4.631 3.334 7.499 6.343 12.32 10.144
[3,] 2.655 7.813 7.225 9.026 3.782 4.642 3.348 7.779 6.352 12.46 11.216
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.881 3.629 4.008 4.759 5.553 4.286 1.429 6.342 22.51  7.960
[2,] 3.633 5.053 4.742 4.776 5.767 4.366 1.430 7.971 26.72  8.913
[3,] 4.856 5.090 4.780 4.895 6.154 4.392 1.754 9.384 27.59 11.820
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   8.069  6.026  14.93  10.37  12.52   5.441   4.15  10.76  11.91
[2,] 375.502 60.990 408.22 648.38 795.17  59.438 107.13  93.95  24.30
[3,] 364.330 29.868 330.54 617.45 490.91 324.996  97.76 309.31 200.72
      [,10]   [,11]  [,12]   [,13]   [,14]   [,15]  [,16]   [,17]   [,18]
[1,]  10.26   5.479   7.98   7.459   7.073   7.367   5.79   9.138   8.906
[2,] 974.48 419.967 670.88  42.930 268.123 278.010 218.37 458.374 660.705
[3,] 169.93  52.739 578.41 228.223 414.325 391.632 241.02 378.329 318.234
      [,19]  [,20]  [,21]  [,22]   [,23]   [,24]   [,25]   [,26]    [,27]
[1,]  17.26  11.68  17.82  7.549   22.09   10.75   3.721    8.51    8.849
[2,] 656.33 520.02 497.12 88.617 2790.96  870.00 123.629 1115.16 1191.480
[3,] 871.22 520.99 532.82 69.863 1505.04 1015.73 100.954 1324.19  649.423
       [,28]   [,29]   [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   7.934   9.582   4.151  10.59   9.719   4.703  11.33  10.67   9.526
[2,] 161.755 644.524 111.158 822.96 472.353  81.266 835.10 626.83 916.920
[3,] 480.558 717.627 107.222 464.33 792.437 208.444 361.80 578.01 680.177
      [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.34   9.27   9.623  2.876   9.012  2.371   6.876   6.918   5.916
[2,] 738.31 488.79 494.903 72.050 363.988 46.192 448.482 653.291 376.233
[3,] 677.63 300.74 451.907 64.491 119.653 71.726 223.227 558.914 215.480
      [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]   [,54]
[1,]  3.536   7.345   9.455   12.75  5.656  11.64   9.179   4.098   10.86
[2,] 43.042 848.709 261.321  935.66 36.307 872.69 344.347 107.652 1206.97
[3,] 55.348 450.458 352.772 1204.01  8.810 586.81 633.317 111.677  647.23
       [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]   [,62]
[1,]   9.739    7.569    8.279   8.492   3.204    9.872   3.707   8.349
[2,] 719.628 1141.842 1145.985 137.859 126.992  756.138 142.978 137.659
[3,] 695.333  896.182  747.799 179.342 137.112 1326.208 284.102 614.053
       [,63]   [,64]  [,65]   [,66]  [,67]   [,68]   [,69]   [,70]   [,71]
[1,]   6.329   8.951  10.38   4.559  10.92   7.082   9.355   4.337   9.906
[2,] 212.224 781.753 957.70 122.797 390.85   8.076 672.917 149.433 387.215
[3,] 207.565 256.853 282.01 161.320 487.51 389.545 638.217 207.809 449.200
      [,72]  [,73]  [,74]  [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]  10.78  12.02  10.49  10.52   9.349   8.967   3.26   8.563   7.594
[2,] 387.47 784.19 677.08 728.86 406.316 750.110  47.77 675.956 663.397
[3,] 149.39 339.29 408.22 505.40 439.538 387.659 127.74 422.211 479.661
      [,81]   [,82]  [,83]   [,84]   [,85]  [,86]  [,87] [,88]   [,89]
[1,]  10.46   4.519  5.880   4.098   8.768  8.035  14.66  12.7   3.659
[2,] 604.63 225.463  5.204 169.103 590.721 89.858 868.77 346.1 446.914
[3,] 436.65 125.958 66.447  61.125 417.429 68.376 382.67 966.0 650.607
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   4.609   5.089   6.044   7.051   5.443   1.815    8.054   28.58
[2,] 709.860 511.766  79.968 314.556 167.542   6.997  974.988 2905.99
[3,] 124.009 122.304 216.424 433.989  97.238 205.068  999.967 1392.57
       [,98]
[1,]   10.11
[2,]  809.70
[3,] 1567.62
[1] "--- VAR model 2017-10-06 11:31:00  completed"
[1] "Completed training sample:  2017-10-06 11:31:00 - 2017-10-06 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 12:01:00 - 2017-10-06 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3762        -0.34166        -1.9699         -9.700
         -0.0929        -0.12206        -2.1318         -2.781
         -0.2050        -0.09943        -0.5632         -7.030
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.438         0.4781           0.8101           1.0819
        -10.420         1.1097           1.0604           1.2942
         -7.721         0.4358          -0.1341          -0.6431
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.84477          -4.1384         -0.27148           -16.54
         -0.13613           0.1929          0.56753           -15.71
          0.08257           0.4591          0.07429           -13.71
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.04734           -1.170           -1.517           -1.578
          1.67028           -5.088           -6.422           -1.962
          0.05390           -2.570           -2.187           -1.837
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.184           -7.926          -3.3672            3.919
           -5.588           -3.460          -1.6846            1.475
           -5.541           -6.008          -0.8219            3.950
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.147          -0.9551          -27.066           -8.470
           -9.115          -0.1750           -7.803           -5.875
           -4.002           0.5736          -12.564           -4.636
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2846           -9.395          -13.122          -0.4951
          -0.9363           -9.500           -6.032          -1.3315
          -0.3973           -3.151           -6.702          -0.5137
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.439           0.2473            1.661           -1.813
           -7.982           0.4770           -7.804           -5.253
           -8.742           0.2711           -6.285           -3.999
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          2.32520            2.075            1.720           3.5293
          0.88226           -8.393           -1.568           0.5311
          0.02159           -6.742           -7.171          -7.2439
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.7085           -6.450          -0.6771           0.2764
          -1.0767           -3.448          -0.7239           0.2298
           0.4689           -3.261          -0.4756           0.8707
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.87494          0.05171          -1.7955          -10.779
         -0.45567         -0.58695           0.2143          -11.911
         -0.02578         -0.21520          -0.3883           -9.485
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.3292         -0.13170          -15.819         1.001847
          -0.1055         -0.20039           -6.535         0.059716
          -0.7921         -0.07867           -8.697        -0.009001
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.6524          -0.9685           -6.543            3.005
           6.0298          -0.1878           -4.705            1.882
           0.1125           0.6124           -3.475            2.017
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.961            8.846            3.500           -8.207
            1.256          -10.830           -4.372            4.427
            1.363           -9.565           -6.101           -8.063
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.946           0.9506         -0.03795           -1.189
            4.895           0.3291         -0.06514          -12.105
           -6.181           0.4317         -0.19393            4.643
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.60364          -1.0829           0.1242           2.4927
          0.22316          -2.7600          -1.1868           0.8211
         -0.03044           0.8969          -2.1101          -1.7321
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           5.1759          0.12653           2.4735         -1.59475
           0.0636          0.02119           2.5594          5.16218
          -2.1583          0.02800           0.1367         -0.05897
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.3845          -0.5268          0.25315           0.6631
           4.3562          -0.7630         -0.01386           1.5805
           0.9008          -0.4927         -1.09776           2.0269
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.0746          -2.3918           -3.639          -1.0928
           0.5724          -0.4164           -2.391           0.5106
           0.1744          -1.2279           -1.792           0.1941
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.7607          -0.5705         -0.23218          -0.7852
          -0.8971          -0.5689          1.60381          -0.5771
           0.3630          -0.4438          0.02112          -0.3852
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -0.521           0.1900           0.2525          0.36771
            1.830          -0.2433          -0.1320          0.26642
           -0.163           0.2286          -0.8847          0.05592
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.201           1.7034            5.811          -3.0719
           -4.002          -0.5442            2.139           5.3722
           -3.174          -0.8496            1.804           0.1934
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6384           2.3667          0.78815           0.1614
           2.1352          -0.2667         -0.03069           0.6728
          -0.2550           0.4036          0.70418           0.1981
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.824           0.8816           -8.499            115.2
           -4.259          -0.5333           -8.509            115.2
            0.164          -0.1122           -8.609            115.2
 rnd_95776.volume rnd_95787.volume
          -12.413           -5.217
          -14.041           -8.241
           -4.798           -3.125
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.248 4.666 11.93 8.185  9.565 4.244 3.252 8.580 9.335 8.060 4.278
[2,] 6.550 4.680 12.05 8.790 10.279 4.255 3.291 8.590 9.336 9.437 4.772
[3,] 6.776 4.682 12.14 9.298 10.528 4.561 3.313 8.704 9.376 9.470 4.783
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.336 5.866 5.390 6.077 5.036 7.236 7.151 13.63  9.375 14.16 6.041
[2,] 7.171 5.870 5.574 6.310 5.228 7.586 7.960 14.01  9.736 14.29 6.053
[3,] 7.741 5.964 5.874 6.486 5.423 7.807 8.186 14.66 10.067 14.66 6.062
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.46  8.458 2.914  6.780 6.963 6.071 7.733 3.297 8.454 7.582 3.597
[2,] 22.14  9.443 2.984  8.691 9.103 6.104 8.332 3.347 9.380 7.869 3.678
[3,] 23.47 10.908 3.032 10.918 9.613 6.587 9.087 3.382 9.688 8.796 3.751
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.806 8.229 7.505 8.050 7.342 7.489 2.278 7.013 1.811 5.446 5.426
[2,] 9.729 8.705 8.630 8.822 7.661 7.895 2.307 7.222 1.832 5.864 6.289
[3,] 9.880 9.108 9.214 9.412 7.803 8.228 2.325 7.252 1.862 5.951 6.879
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.645 2.767 5.731 7.263  9.819 4.504  9.103 7.249 3.235  8.039 7.662
[2,] 5.027 2.777 6.994 7.347 10.788 4.509 10.092 7.468 3.276  9.831 8.353
[3,] 5.148 2.787 7.333 7.543 12.257 4.510 10.493 8.098 3.329 10.303 9.007
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.875 6.625 6.389 2.452  7.707 2.856 6.481 4.955 7.086 8.219 3.555
[2,] 7.934 8.574 6.424 2.534  8.444 2.931 6.513 5.085 8.037 9.438 3.604
[3,] 8.845 9.261 6.488 2.633 10.491 3.249 7.122 5.169 8.132 9.557 3.689
     [,67] [,68] [,69] [,70] [,71] [,72]  [,73] [,74] [,75] [,76] [,77]
[1,] 8.657 5.466 7.411 3.428 7.654 8.416  9.361 8.042 8.196 7.357 6.908
[2,] 8.864 5.466 8.090 3.502 7.927 8.626 10.178 8.695 9.051 7.734 7.868
[3,] 9.262 5.823 8.673 3.651 8.227 8.656 10.327 8.929 9.357 8.159 8.136
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.571 6.698 5.959 8.288 3.540 4.512 3.513 7.020 6.309 11.37 10.01
[2,] 2.583 7.470 6.787 8.778 3.742 4.514 3.566 7.368 6.327 12.03 10.12
[3,] 2.652 7.806 7.187 9.042 3.797 4.536 3.610 7.608 6.332 12.33 11.25
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.843 3.549 3.973 4.744 5.535 4.223 1.460 6.873 22.43  7.740
[2,] 3.576 5.028 4.732 4.760 5.741 4.308 1.460 8.340 26.47  8.669
[3,] 4.838 5.069 4.771 4.880 6.102 4.328 1.792 9.661 27.19 11.572
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   7.934  5.926  15.15  10.39  12.15   5.389   4.13  10.89  11.85
[2,] 401.348 72.348 338.83 653.37 768.08  62.846 102.76  88.07  33.24
[3,] 353.799 28.939 305.52 618.73 463.78 334.794  77.78 285.84 177.66
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   10.24   5.433   8.046   7.449   6.844   7.717   6.395   9.188
[2,] 1001.12 431.268 685.074  45.032 290.156 346.416 285.994 464.531
[3,]  160.48  65.888 594.701 214.609 377.595 306.384 294.630 376.598
      [,18]  [,19]  [,20]  [,21]  [,22]   [,23]   [,24] [,25]    [,26]
[1,]   9.08  17.31  11.91  17.98  7.671   22.17   10.74   3.7    8.609
[2,] 713.32 658.62 535.89 383.83 78.290 2777.25  856.70 131.3 1109.210
[3,] 389.58 880.07 521.85 675.69 67.421 1589.75 1114.07 109.0 1347.974
        [,27]   [,28]  [,29]   [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    8.841   7.709   9.82   4.187  10.73   9.628   4.568  11.18  10.45
[2,] 1196.126 129.875 632.72 117.718 829.08 429.977 156.058 843.61 579.36
[3,]  630.337 505.159 739.96  98.459 494.84 801.809 150.983 351.34 546.68
      [,36]  [,37]   [,38]  [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   9.53  10.22   9.324   9.51  2.893   8.906  2.30   6.915   6.891
[2,] 869.21 735.97 445.885 509.81 74.555 351.272 56.83 443.632 648.375
[3,] 658.69 669.15 302.482 472.42 59.188 136.110 67.92 206.318 568.884
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   5.899  3.513   7.277   9.222   12.47  5.719  11.56   9.205   4.107
[2,] 391.888 49.606 817.950 226.333  911.23 44.737 888.65 366.156 106.184
[3,] 226.194 46.385 449.575 348.907 1187.13 19.947 586.73 638.936 120.553
       [,54]  [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]
[1,]   10.21   9.73    7.461    8.413   8.113   3.113    9.787   3.626
[2,] 1154.41 678.52 1087.513 1110.056 136.833 130.829  703.876 135.218
[3,]  628.80 687.57  797.951  714.266 185.259 146.062 1269.833 285.683
      [,62]   [,63]   [,64]  [,65]   [,66]  [,67]   [,68]   [,69]   [,70]
[1,]   8.23   6.292   8.998  10.44   4.514  10.99   6.941   9.411   4.353
[2,] 130.44 233.435 773.599 946.62 121.474 389.31   5.592 661.760 146.082
[3,] 588.28 189.642 253.353 305.96 160.518 547.73 409.559 637.776 210.760
       [,71]  [,72]  [,73]  [,74]  [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   9.719  10.69  11.89  10.21  10.41   9.343   8.772   3.264   8.505
[2,] 420.820 385.83 815.05 674.32 783.65 486.654 768.114  52.275 674.754
[3,] 448.837 148.15 356.86 414.60 484.44 529.852 422.778 122.472 461.871
       [,80]  [,81]   [,82]  [,83]   [,84]   [,85]  [,86]  [,87]   [,88]
[1,]   7.567  10.52   4.495  5.729   4.461   8.914  8.011  14.43   12.71
[2,] 662.604 589.60 247.412 27.594 124.726 456.564 97.543 804.23  307.98
[3,] 482.072 443.21 131.936 91.099 114.849 386.585 56.037 552.53 1003.05
      [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   3.61   4.506   5.045   6.024   7.028   5.363   1.854   8.728
[2,] 442.64 726.637 524.355  80.834 311.275 173.677   6.226 963.726
[3,] 664.77 130.508 124.414 219.444 421.555  83.155 211.795 994.472
       [,97]    [,98]
[1,]   28.48    9.828
[2,] 2868.34  796.364
[3,] 1267.04 1563.850
[1] "--- VAR model 2017-10-06 12:01:00  completed"
[1] "Completed training sample:  2017-10-06 12:01:00 - 2017-10-06 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 12:31:00 - 2017-10-06 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.07356         0.49061         -3.570         -4.015
         0.68649         0.08382         -4.228        -14.932
         0.72403         0.18640         -2.893         -7.073
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.655        -0.3137           0.6291            1.582
         -9.831        -0.4791           0.1752            1.881
        -13.668        -0.1983           0.6362            1.356
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.5520            4.499           2.8877           -13.62
           1.0135            1.419           0.5483           -14.72
          -0.1085            1.523           0.5768           -13.06
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.630           -2.652           -5.533           -3.613
           -1.034           -6.530           -2.944           -1.699
           -1.348           -4.805           -2.582           -2.801
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.326          -15.427           -3.142          -2.5242
           -8.888          -10.724           -1.379          -0.2045
           -8.141           -6.624           -2.634           0.2186
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.736           3.7294          -12.251           -8.246
           -5.862           0.6976           -7.212           -5.552
           -4.982           0.9059          -12.309           -5.881
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.4971          -18.950           -9.074           2.7247
          -0.2376           -4.882          -13.275          -0.9337
          -0.2652           -4.136           -5.262           0.7949
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.226         0.045750          -10.154           -7.358
          -13.314         0.006911           -9.873           -6.118
           -8.647        -0.228259          -11.160           -5.929
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.792          -10.827           -3.546           0.3589
           -1.955           -9.067           -8.855          -9.1607
           -1.676          -11.663          -11.222          -5.8455
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.929           -6.740           -3.896        -0.224051
           -5.321           -5.335           -3.476         0.008728
           -3.329           -7.205           -3.033        -0.512563
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.478368          -0.2338          -0.1951          -11.435
        -0.069988          -0.3059          -1.0361           -9.036
        -0.006638          -0.3266          -2.3436           -9.147
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1682         0.009247           -6.373           3.1541
          -1.4539         0.031882           -7.812          -0.5063
           0.2849         0.034210           -6.831           0.7682
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.418          -0.6930         -0.01629            8.589
           -2.376           0.5837         -4.66382            7.680
            0.780           0.8279         -1.21896            9.372
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.85903           -4.289           -5.403           -9.927
         -0.55686           -3.354           -2.488           -3.439
          0.02558           -5.568           -5.940           -4.560
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.551         -0.07445         -0.16363           -6.088
           -4.936          0.37859         -0.04314           -8.192
           -2.274         -1.52674         -0.04980           -5.655
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.263           -5.295           -2.051           -6.175
           -3.461           -5.516           -1.679           -6.061
           -3.932           -4.782           -1.864           -6.455
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.952          -0.3810           -2.455            2.445
           -4.439          -0.5820           -3.966            2.830
           -5.917          -0.4439           -5.136            1.124
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.1748          -0.4316          0.02669          0.07866
          -4.7199          -0.5699         -0.24029         -0.30047
          -5.3074          -1.0298          0.29321         -3.15086
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.125           -1.670           -4.487           -4.452
           -1.050           -2.292           -3.229           -6.665
           -0.248           -1.765           -2.808           -5.486
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -10.880         -0.08647           -5.244          -0.2660
           -3.104         -0.12861           -4.779          -0.2785
           -4.308         -0.03179           -4.308          -0.1688
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.984          -0.9720          2.36586           1.1516
           -4.991          -0.9649         -0.46694           1.0128
           -3.134          -0.9680          0.01492           0.7397
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.321          -0.8374           0.7875          -0.4446
           -6.782          -0.3388          -0.2913           1.2256
           -7.348           0.6398           1.0208          -3.5579
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5118          -0.5661          -1.0924         -0.22413
          -0.8085          -0.5052           0.1821         -0.25711
          -0.2290           0.0722          -0.2953         -0.09897
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.041          0.61973           -8.504            119.9
           -4.540         -0.28029          -10.391            119.3
           -4.246          0.06724           -9.174            119.8
 rnd_95776.volume rnd_95787.volume
         -15.4757          -15.165
           0.9203           -5.358
         -10.7665           -3.542
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.244 4.512 11.82 8.312  9.466 4.194 3.210 8.463 9.211 7.913 4.248
[2,] 6.505 4.531 11.92 8.987 10.237 4.207 3.259 8.479 9.216 9.260 4.735
[3,] 6.738 4.532 12.00 9.586 10.537 4.523 3.280 8.570 9.255 9.292 4.750
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 6.202 5.888 5.185 6.175 5.528 7.080 7.117 13.61 9.230 14.53 6.161
[2,] 6.956 5.894 5.456 6.428 5.911 7.458 8.009 13.97 9.587 14.57 6.184
[3,] 7.526 5.987 5.759 6.593 6.048 7.618 8.212 14.58 9.890 14.85 6.195
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.86  8.409 2.921  6.833 6.880 5.953 7.709 3.264 8.458 7.588 3.574
[2,] 22.32  9.552 2.982  8.701 8.834 5.999 8.237 3.298 9.484 7.878 3.668
[3,] 23.65 11.052 3.033 11.075 9.429 6.473 9.001 3.322 9.828 8.803 3.747
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.768 8.167 7.420 7.972 7.379 7.426 2.265 7.022 1.762 5.454 5.348
[2,] 9.622 8.580 8.495 8.758 7.665 7.837 2.281 7.220 1.786 5.812 6.189
[3,] 9.815 8.909 9.129 9.319 7.841 8.157 2.292 7.248 1.808 5.882 6.699
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53]  [,54] [,55]
[1,] 4.618 2.699 5.628 7.151  9.716 4.490  8.865 7.292 3.271  8.498 7.516
[2,] 4.944 2.713 6.928 7.243 10.603 4.493  9.772 7.517 3.307 10.096 8.077
[3,] 5.057 2.719 7.271 7.449 11.977 4.497 10.148 8.121 3.368 10.570 8.753
     [,56] [,57] [,58] [,59]  [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.691 6.732 6.199 2.419  7.615 2.715 6.283 4.855 7.039 8.181 3.525
[2,] 8.158 8.654 6.239 2.502  8.358 2.773 6.324 5.016 8.037 9.361 3.572
[3,] 8.987 9.303 6.326 2.608 10.341 3.049 6.903 5.084 8.169 9.524 3.654
     [,67] [,68] [,69] [,70] [,71] [,72]  [,73] [,74] [,75] [,76] [,77]
[1,] 8.581 5.551 7.400 3.370 7.879 8.395  9.009 7.875 8.414 7.345 6.846
[2,] 8.736 5.551 8.105 3.444 8.358 8.592  9.873 8.602 9.234 7.611 7.711
[3,] 9.161 5.866 8.689 3.602 8.616 8.629 10.093 8.864 9.523 8.154 7.937
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.547 6.617 5.941 8.235 3.483 4.427 3.448 6.836 6.302 11.64  9.823
[2,] 2.562 7.292 6.762 8.743 3.714 4.427 3.502 7.181 6.324 12.39  9.900
[3,] 2.621 7.605 7.172 8.978 3.778 4.445 3.555 7.469 6.337 12.66 11.023
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.782 3.481 3.936 4.720 5.404 4.128 1.469 7.360 22.14  7.932
[2,] 3.505 5.017 4.729 4.737 5.626 4.195 1.469 8.657 26.09  9.000
[3,] 4.815 5.064 4.766 4.861 5.986 4.212 1.805 9.933 26.83 11.931
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]   [,4]   [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   7.928  5.73  15.01  10.55  12.02   5.326   4.076  10.75  11.70
[2,] 379.717 86.75 311.72 710.05 810.01  67.136 117.373 106.18  59.63
[3,] 364.939 22.50 299.40 693.45 518.29 345.535  76.060 259.61 178.46
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]   [,18]
[1,]  10.05   5.395   7.876   7.476   6.584   7.842   7.02   8.991   9.037
[2,] 999.45 434.354 654.262  57.819 352.946 371.196 434.87 486.968 763.508
[3,] 158.94  80.048 597.469 218.241 382.976 303.973 266.08 322.680 376.542
      [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]    [,26]    [,27]
[1,]  17.28  11.72  18.46   7.823   21.41   10.68   3.71    8.677    8.736
[2,] 656.25 539.15 215.50 111.858 3039.46  941.33 124.71 1119.258 1151.509
[3,] 868.34 504.77 600.86  77.150 1624.72 1155.16 114.26 1423.596  684.703
      [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]   [,36]
[1,]   7.56   9.789  4.145  10.74   9.636   4.538  11.13  10.37   9.422
[2,] 154.10 602.970 96.818 891.57 440.035 171.315 823.92 546.67 859.478
[3,] 504.91 753.884 84.235 535.13 816.064 159.455 402.45 498.79 694.594
      [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]   [,45]
[1,]  10.12   9.371   9.429  2.877   8.917  2.237   6.926   6.791   5.864
[2,] 753.48 430.892 520.965 56.043 349.293 61.306 416.855 647.444 366.949
[3,] 661.72 343.118 469.540 46.225 131.302 57.323 189.266 532.565 220.486
      [,46]   [,47]   [,48]   [,49]  [,50]  [,51]  [,52]   [,53]   [,54]
[1,]  3.427   7.146   9.081   12.34  5.701  11.26   9.26   4.153   10.79
[2,] 56.723 839.688 238.621  882.48 35.430 854.12 379.03 102.375 1132.94
[3,] 40.230 458.205 361.982 1157.28 39.670 568.77 638.85 132.289  650.38
       [,55]    [,56]    [,57]   [,58]   [,59]   [,60]   [,61]   [,62]
[1,]   9.544    7.227    8.549   7.872   3.072    9.67   3.448   7.979
[2,] 614.330 1214.420 1129.766 146.328 132.541  715.86 116.748 148.811
[3,] 701.270  783.218  709.544 217.256 152.978 1265.29 263.289 574.887
       [,63]   [,64]  [,65]   [,66] [,67]   [,68]   [,69]  [,70] [,71]
[1,]   6.166   8.939  10.39   4.476  10.9   7.049   9.396   4.28  10.0
[2,] 262.004 805.924 945.71 120.176 340.5   5.561 687.117 147.20 580.1
[3,] 172.044 303.982 364.67 159.513 572.8 393.766 650.892 219.10 434.5
      [,72]  [,73] [,74]  [,75]   [,76]   [,77]   [,78]   [,79]   [,80]
[1,]  10.66  11.44  10.0  10.69   9.327   8.693   3.234   8.402   7.545
[2,] 379.81 839.26 719.4 790.09 414.307 737.290  57.664 636.803 671.013
[3,] 167.02 435.52 444.0 484.18 608.190 390.906 115.144 448.813 496.422
      [,81]   [,82]  [,83]   [,84]   [,85]   [,86]  [,87]   [,88]   [,89]
[1,]  10.46   4.422  5.621   4.378   8.681   8.003  14.78   12.47   3.533
[2,] 610.26 268.356  7.897 127.289 456.922 110.447 881.41  256.32 442.999
[3,] 424.12 143.830 83.651 127.222 426.443  81.996 548.10 1006.98 685.803
      [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   4.42   4.998   5.993   6.862   5.242   1.866    9.346   28.11
[2,] 750.84 544.631  83.525 325.507 154.575   3.196  946.962 2867.53
[3,] 141.74 123.821 227.469 424.441  79.049 217.920 1012.281 1303.11
       [,98]
[1,]   10.07
[2,]  883.59
[3,] 1627.49
[1] "--- VAR model 2017-10-06 12:31:00  completed"
[1] "Completed training sample:  2017-10-06 12:31:00 - 2017-10-06 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 13:01:00 - 2017-10-06 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7577        -0.11614         -4.901         -7.937
         -0.8113        -0.02501         -8.579        -18.323
         -0.6940         0.05058         -7.975         -9.616
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -12.13         0.5195           1.2519          -0.3575
         -10.28         2.1707           0.2685           0.1772
         -13.80         0.6222           0.7089           0.5350
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.88127           2.2209          -0.6109           -16.96
         -0.31258          -1.2181          -0.4288           -14.00
         -0.06018          -0.2861          -0.1428           -16.82
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1512           -6.949           -4.832           -3.889
           1.0406           -6.626           -4.176           -1.548
          -0.8008           -4.904           -4.167           -2.755
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.369           -9.304           -3.649           1.3977
           -8.887           -7.592           -2.467           0.5318
           -8.312           -8.352           -2.811          -1.4654
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.741           -2.143          -29.599          -13.824
            3.998           -1.750          -14.621           -9.388
           -4.284           -1.427           -5.272           -3.801
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.0246          -23.834          -15.430           3.1835
          -1.1434          -12.617          -18.961           0.9263
          -0.3694           -5.874           -9.354           1.3632
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.206          -0.2258           -7.055         -1.14352
          -15.749          -0.7796           -9.003          0.06049
          -14.292          -0.2898          -15.113         -0.28095
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.382           -7.250          -10.395          -11.838
           -2.240           -9.342           -7.131           -5.850
           -1.907          -13.208          -10.313           -5.962
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.102         -3.66677           -3.770           0.3885
           -1.978         -0.02953           -3.019           0.5223
           -1.782         -2.38021           -2.284           0.1009
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.93027           0.6515           -2.977           -11.89
          0.22255           0.8757           -3.183           -11.74
         -0.09028           0.1631           -2.120           -12.18
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1408          0.15860           -8.125           0.9559
           1.6443         -0.04747           -8.415           1.5123
           1.4163          0.09688           -7.885           0.2461
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.73520          -0.1920           -1.450            4.777
         -0.95008          -0.1884           -3.728            3.988
          0.04817          -0.3477           -2.835            5.003
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.3977           -2.544           -5.382           -8.256
           1.5285           -1.946           -3.256           -3.291
           0.5734           -5.129           -4.391           -3.022
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.324          -0.5093          -0.6711          -12.471
           -5.859          -0.5019          -0.5844           -5.542
           -3.319          -2.6074          -0.4841           -8.531
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.5620           -5.731          -3.1484           -4.333
          -0.2044           -1.435          -0.7535           -7.496
          -0.8279           -3.952          -1.7136           -1.817
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.294          0.09687           -1.215          -1.1157
           -7.124         -0.16596           -3.416           0.2375
           -2.603         -0.14669           -3.966          -0.3342
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.207          -1.0667           1.4041          -2.3629
           -5.717          -0.4863          -0.1287           0.1648
           -6.290          -0.6024          -0.9232          -1.0548
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         0.739791           -3.930           1.1067           -6.100
         0.003354            1.393          -0.1440           -6.026
         0.006546           -2.037           0.4142           -5.333
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.048         0.470241           -5.712           1.1830
           -4.009         0.065037           -4.063           0.9737
           -2.409        -0.008062           -3.928           0.6234
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.662          -1.5805          -0.2352          -0.3279
           -3.921          -1.1583          -0.2097           0.4724
           -3.327          -0.9163          -0.5575          -0.2774
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.479         -0.22598           -2.533           -1.148
           -2.271          0.02079           -3.629           -2.840
           -5.202          0.01639           -3.004           -3.705
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.5398          1.60222          -0.1761         -0.42478
           1.1765         -0.76837          -0.3913          0.15943
          -0.6242          0.05949           0.2586         -0.06741
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.113          0.30868           -7.101            123.3
           -1.487         -0.24062           -8.384            123.3
           -3.421         -0.05534           -7.610            122.7
 rnd_95776.volume rnd_95787.volume
          -11.033          -23.171
           -6.445          -10.576
           -7.313           -5.679
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.297 4.460 11.46 8.224  9.43 4.154 3.196 8.271 8.986 7.764 4.222
[2,] 6.520 4.477 11.54 8.796 10.22 4.166 3.254 8.286 8.988 9.023 4.670
[3,] 6.760 4.477 11.64 9.382 10.43 4.488 3.272 8.391 9.022 9.049 4.686
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.888 5.848 4.888 5.891 5.589 7.004 7.041 13.59 9.212 14.95 6.288
[2,] 6.528 5.858 5.127 6.106 5.940 7.382 7.920 13.95 9.556 14.99 6.316
[3,] 6.931 5.961 5.385 6.265 6.064 7.541 8.121 14.50 9.827 15.16 6.324
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.30  8.494 2.931  6.752 6.782 6.035 7.729 3.195 8.389 7.459 3.538
[2,] 22.14  9.542 2.993  8.709 8.864 6.084 8.244 3.224 9.412 7.757 3.639
[3,] 23.54 10.990 3.038 10.942 9.344 6.547 9.095 3.247 9.748 8.682 3.719
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.843 8.307 7.479 7.889 7.150 7.326 2.218 6.892 1.726 5.386 5.152
[2,]  9.843 8.688 8.501 8.751 7.359 7.841 2.229 7.108 1.752 5.770 6.043
[3,] 10.015 8.999 9.137 9.315 7.482 8.102 2.250 7.146 1.770 5.847 6.532
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53]  [,54] [,55]
[1,] 4.575 2.656 5.551 7.012  9.415 4.555 8.786 7.237 3.289  8.181 7.385
[2,] 4.877 2.667 6.824 7.063 10.255 4.556 9.641 7.460 3.322  9.987 7.931
[3,] 4.982 2.670 7.178 7.220 11.638 4.571 9.986 8.082 3.376 10.494 8.612
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.625 6.820 5.929 2.380 7.396 2.685 6.177 4.616 6.985 7.991 3.454
[2,] 7.944 8.586 5.957 2.462 8.182 2.744 6.214 4.787 7.988 9.155 3.506
[3,] 8.862 9.164 6.020 2.566 9.994 3.005 6.774 4.828 8.113 9.295 3.583
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.386 5.511 7.246 3.332 7.597 8.442 8.750 7.867 8.426 7.296 6.831
[2,] 8.513 5.511 7.905 3.400 7.870 8.636 9.719 8.628 9.254 7.654 7.756
[3,] 8.897 5.813 8.456 3.555 8.126 8.778 9.944 8.856 9.548 8.003 7.960
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.512 6.498 5.932 8.162 3.354 4.394 3.194 6.916 6.261 11.18  9.588
[2,] 2.524 7.152 6.755 8.666 3.615 4.394 3.226 7.296 6.287 11.74  9.632
[3,] 2.571 7.463 7.149 8.889 3.684 4.415 3.244 7.501 6.303 12.12 10.506
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.677 3.306 3.868 4.692 5.270 3.930 1.479  7.714 22.33  7.846
[2,] 3.416 4.957 4.705 4.712 5.440 3.968 1.479  8.793 26.21  8.937
[3,] 4.779 5.012 4.744 4.842 5.803 3.978 1.813 10.046 26.86 11.699
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]    [,7]  [,8]   [,9]
[1,]   7.996  5.663  14.55  10.44  11.97   5.275   4.059  10.5  11.41
[2,] 347.628 80.856 281.00 640.78 809.55  66.378 124.752 104.1  40.48
[3,] 366.489  7.825 317.46 670.04 428.01 342.447  71.787 271.1 159.69
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   9.859   5.361   7.476   7.426   6.207   7.481   7.098   8.894
[2,] 943.874 409.929 578.909  67.810 317.972 330.110 412.870 479.235
[3,] 143.043  80.208 478.730 226.879 338.296 288.155 250.695 316.705
       [,18]  [,19] [,20]  [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]   8.941  17.26  11.7  18.99   7.985   21.96   10.79   3.722    8.574
[2,] 744.735 646.00 522.0 208.43 121.299 2839.36  893.09 123.983 1129.695
[3,] 369.514 806.46 470.3 465.32  65.493 1639.36 1119.83 107.768 1360.155
        [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    8.612   7.664   9.815  4.057  10.65   9.472   4.492  11.23  10.55
[2,] 1172.092 157.176 589.176 88.425 876.52 437.044 175.369 887.90 522.75
[3,]  607.140 496.946 788.757 79.870 521.56 800.875 157.096 379.50 481.67
       [,36]  [,37]  [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   9.497  10.02   9.08   9.303  2.817   8.752  2.191   6.84   6.542
[2,] 830.012 777.79 357.68 573.746 44.908 357.603 62.105 424.77 648.571
[3,] 687.780 655.61 277.28 418.823 62.484 149.731 51.956 194.02 509.152
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]  [,52]   [,53]
[1,]   5.809  3.373   7.049   8.904   11.96  5.784  11.16   9.19   4.176
[2,] 347.198 50.278 815.188 173.807  834.77 21.395 815.14 372.03  96.632
[3,] 209.377 26.644 456.846 307.955 1130.25 74.379 534.38 638.15 122.618
       [,54]   [,55]    [,56]    [,57]   [,58]   [,59]    [,60]  [,61]
[1,]   10.39   9.378    7.143    8.661   7.528   3.023    9.391   3.41
[2,] 1176.31 593.610 1151.849 1070.901 118.703 128.897  719.043 115.62
[3,]  661.97 689.455  806.797  658.024 179.491 149.044 1178.236 251.69
       [,62]   [,63]  [,64]  [,65]   [,66]  [,67]   [,68]   [,69]   [,70]
[1,]   7.844   5.862   8.87  10.15   4.386  10.65   6.998   9.202   4.231
[2,] 138.959 260.339 795.92 917.57 123.564 301.09   8.143 649.021 138.947
[3,] 554.048 129.217 291.68 330.18 151.234 531.32 380.086 616.498 212.793
       [,71]  [,72]  [,73]  [,74] [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   9.647  10.72  11.11   9.99  10.7   9.265   8.674   3.189   8.252
[2,] 421.779 374.21 868.84 727.22 785.4 475.182 754.492  51.492 613.726
[3,] 415.773 322.53 432.14 410.19 482.9 479.893 367.490 100.031 437.523
       [,80]  [,81]   [,82]  [,83]  [,84]   [,85]  [,86] [,87]  [,88]
[1,]   7.533  10.36   4.259  5.579  4.056   8.782   7.95  14.2  12.18
[2,] 663.282 598.18 276.857  7.030 92.814 477.282 118.44 734.0 188.11
[3,] 480.967 406.59 145.722 89.486 70.040 357.389  93.48 615.9 861.36
     [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   3.4   4.198   4.912   5.958   6.692   4.991   1.877   9.796   28.36
[2,] 435.6 758.456 550.303  89.315 277.066 111.889   2.059 866.595 2818.09
[3,] 686.3 152.001 123.853 228.675 415.145  59.402 215.510 997.937 1210.30
        [,98]
[1,]    9.964
[2,]  878.781
[3,] 1550.395
[1] "--- VAR model 2017-10-06 13:01:00  completed"
[1] "Completed training sample:  2017-10-06 13:01:00 - 2017-10-06 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 13:31:00 - 2017-10-06 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.9328        -0.04291         -14.47         -21.86
         -0.8890        -0.17975         -13.31         -14.65
         -0.6654        -0.20246         -12.77         -17.44
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -16.55         0.4381          0.32217           0.8494
         -22.69         0.4806          0.58019           0.5447
         -17.86         0.2542         -0.07693           0.3781
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.02577           1.0828          -0.8027           -8.555
         -0.19929           0.7792          -0.1591           -6.235
         -0.07876           0.6072          -0.1614           -7.776
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2348           -2.863           -5.189           -1.966
          -0.1432           -4.032           -5.681           -1.560
          -1.1083           -3.982           -5.411           -1.238
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.093           -2.063           -2.249            3.357
           -5.113           -4.438           -3.676            2.259
           -5.748           -4.853           -3.341            4.094
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -12.359           -2.331           -39.80           -18.21
           -6.627           -1.806           -32.23           -15.74
           -6.472           -1.429           -22.06           -12.63
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6127           -15.35           -22.68           -6.254
          -0.2205           -17.10           -14.92           -7.271
          -0.1761           -14.30           -17.37           -4.665
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.52          -0.8219           -11.02           -19.24
           -18.21          -0.8901           -17.65           -18.02
           -16.89          -0.9332           -14.31           -16.82
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.207           -13.70           -17.57           -18.66
           -2.305           -17.24           -15.78           -12.19
           -2.589           -16.28           -17.45           -15.84
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.2411           -3.662            4.046         -0.20069
          -0.3694           -8.816            3.081         -0.16013
          -1.4334           -7.933            2.993         -0.04235
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.99122          -0.1553          -11.167           -29.22
          0.25883          -0.2226           -8.004           -25.98
         -0.06897          -0.3441           -5.588           -23.48
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.073         0.007885           -15.44            1.352
            2.367        -0.145676           -18.66            1.733
            1.709        -0.012627           -17.15            0.852
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -2.76996           0.1378           -6.957            2.403
          2.36817          -0.2302           -6.209            3.019
         -0.06531          -0.2568           -7.719            3.358
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3158           -1.507           -1.353          -10.879
          -0.2143          -10.596           -6.934           -2.435
          -0.2082           -8.347           -7.916          -10.217
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.053           -2.113          -0.2697          -14.898
           -1.972           -2.890          -0.3085          -15.123
           -8.664           -1.938          -0.3151           -5.768
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -0.186           -6.193           -1.033           -8.304
           -1.487           -7.468           -2.059           -7.603
           -1.417           -3.673           -3.281           -9.419
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.255           0.4425           -4.689          -0.8678
           -7.205           0.2614           -5.322          -0.4112
           -8.357           0.2634           -7.357          -0.3125
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.066           1.8425           -1.081           -1.890
           -7.528           1.2113           -1.023           -2.541
           -7.334           0.5249           -0.736           -2.270
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.8718           -7.538            4.018           -1.518
          -1.9717           -4.886            1.897           -2.218
          -0.7158           -3.549            1.778           -1.032
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.572         -0.15847           -3.837           1.5906
           -4.658          0.06033           -2.348           1.0290
           -2.587          0.07349           -2.402           0.7016
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.287          -1.2102           -1.246          -0.8362
           -1.937          -0.5120           -1.192          -1.0361
           -2.112          -0.5005           -1.270          -1.1456
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.810          1.01621           1.9787          -10.163
           -7.622          0.04286           0.4549           -8.065
           -8.038         -0.46901           0.1963          -10.931
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5603           0.9219           1.2364           0.3274
           1.1391           0.4757          -0.2493           0.5107
           0.1629           0.1159           0.5585           0.1479
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.734         -0.33536           -8.973            108.4
           -5.915          0.09099           -8.970            106.4
           -3.252         -0.01233           -8.953            105.7
 rnd_95776.volume rnd_95787.volume
           -16.64           -12.48
           -16.19           -17.75
           -20.40           -14.22
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.219 4.333 11.47 8.160  9.315 4.113 3.102 7.976 8.709 7.634 4.043
[2,] 6.431 4.344 11.60 8.747 10.029 4.125 3.147 7.990 8.716 8.845 4.520
[3,] 6.689 4.344 11.75 9.302 10.447 4.445 3.154 8.059 8.747 8.886 4.550
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.776 5.724 4.973 6.295 5.489 6.825 7.050 13.90 9.197 14.91 6.353
[2,] 6.426 5.733 5.141 6.405 5.811 7.196 7.975 14.28 9.532 14.96 6.433
[3,] 6.940 5.816 5.476 6.581 5.929 7.358 8.135 14.74 9.773 15.16 6.443
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.33  8.534 3.049  6.683 6.870 6.058 7.722 3.145 8.400 7.405 3.510
[2,] 22.23  9.613 3.071  8.684 9.073 6.139 8.207 3.175 9.536 7.728 3.620
[3,] 23.58 11.052 3.073 11.012 9.565 6.683 9.073 3.197 9.942 8.719 3.703
      [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  8.764 8.148 7.547 7.624 7.043 7.250 2.200 6.750 1.720 5.471 5.038
[2,]  9.810 8.539 8.360 8.462 7.235 7.778 2.210 6.976 1.745 5.884 5.973
[3,] 10.015 8.943 8.997 9.065 7.380 7.986 2.232 7.009 1.761 5.986 6.398
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53]  [,54] [,55]
[1,] 4.531 2.617 5.384 6.926  9.223 4.621 8.742 7.262 3.301  7.750 7.409
[2,] 4.834 2.628 6.770 6.963  9.963 4.621 9.579 7.473 3.328  9.576 7.853
[3,] 4.943 2.630 7.220 7.125 11.266 4.639 9.933 8.060 3.386 10.198 8.463
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.538 6.834 5.763 2.361 7.362 2.586 6.027 4.457 6.916 7.962 3.400
[2,] 7.662 8.498 5.778 2.445 8.099 2.630 6.066 4.633 7.817 9.040 3.448
[3,] 8.601 9.023 5.831 2.551 9.816 2.874 6.590 4.722 7.961 9.155 3.525
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.308 5.328 7.154 3.278 7.729 8.354 8.532 7.705 8.484 7.368 6.828
[2,] 8.414 5.328 7.860 3.343 8.200 8.551 9.517 8.506 9.378 7.721 7.716
[3,] 8.834 5.610 8.421 3.498 8.494 8.700 9.726 8.736 9.684 8.074 7.924
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.467 6.488 5.856 7.990 3.286 4.353 3.121 6.827 6.105 10.84  9.305
[2,] 2.481 7.261 6.710 8.567 3.535 4.353 3.146 7.212 6.146 11.56  9.355
[3,] 2.522 7.549 7.111 8.786 3.607 4.382 3.163 7.416 6.162 11.87 10.119
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.630 3.140 3.770 4.654 5.248 3.748 1.474  8.067 21.86  7.893
[2,] 3.314 4.908 4.658 4.677 5.391 3.771 1.474  9.151 25.78  8.985
[3,] 4.758 4.977 4.699 4.815 5.745 3.783 1.806 10.394 26.50 11.778
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]   [,4]   [,5]    [,6]   [,7]   [,8]   [,9]
[1,]   7.897  5.502  14.57  10.36  11.83   5.223   3.94  10.13  11.06
[2,] 354.311 67.104 364.74 681.46 804.01  67.420 114.20 103.28  76.79
[3,] 398.399  4.397 409.18 685.00 633.21 358.698  45.50 228.83 157.85
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   9.694   5.134   7.334   7.269   6.315   7.994   6.97   8.667
[2,] 966.828 437.466 609.591  66.921 281.982 255.449 413.37 493.325
[3,] 183.188 112.931 567.136 211.770 407.961 327.185 253.93 332.803
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]    [,26]
[1,]   8.952  17.65  11.68  18.93   8.068   22.01   10.84  3.872    8.487
[2,] 806.862 713.62 542.19 282.20 218.574 3012.95  957.89 78.903 1200.085
[3,] 347.610 786.10 466.89 529.11  78.133 1702.80 1180.29 24.610 1465.455
        [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]  [,34]  [,35]
[1,]    8.724   7.693   9.805  3.994  10.67   9.403   4.457  11.13  10.35
[2,] 1282.504 215.186 601.987 93.892 976.96 478.654 191.119 953.73 552.81
[3,]  655.604 571.158 837.348 81.586 608.49 873.940 169.605 436.51 575.53
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.583   9.682   8.944   9.207  2.793   8.572  2.184   6.947   6.398
[2,] 778.253 794.468 357.850 609.658 46.112 381.152 64.709 468.450 694.496
[3,] 719.720 703.514 315.613 391.724 68.182 145.615 50.713 239.188 496.008
       [,45]  [,46]   [,47]   [,48]   [,49]  [,50] [,51]   [,52]   [,53]
[1,]   5.754  3.324   6.837   8.795   11.71  5.868  11.1   9.222   4.192
[2,] 364.447 50.331 888.285 154.861  815.44 17.084 847.8 381.588  90.669
[3,] 223.017 26.135 542.938 326.670 1138.18 87.595 568.7 653.606 135.984
        [,54]   [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]
[1,]    9.841   9.409    7.033    8.678   7.319   2.998    9.348   3.284
[2,] 1217.280 563.582 1145.762 1092.977  89.462 137.785  730.742 103.362
[3,]  759.073 682.768  846.171  656.815 169.018 157.608 1200.208 251.081
       [,62]   [,63]   [,64]  [,65]   [,66]  [,67]   [,68]   [,69]   [,70]
[1,]   7.654   5.659   8.782  10.11   4.318  10.55   6.766   9.084   4.162
[2,] 147.694 274.319 788.783 926.53 124.500 288.44   8.027 704.630 142.076
[3,] 557.204 196.498 325.413 313.25 158.342 582.93 379.928 654.660 223.211
       [,71]  [,72]  [,73]   [,74]  [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   9.814  10.61  10.83   9.784  10.77   9.356   8.671  3.133   8.239
[2,] 593.127 395.08 912.38 779.822 865.01 499.378 777.740 57.324 705.603
[3,] 479.227 347.22 434.37 431.102 522.95 511.190 389.814 97.760 446.633
       [,80]  [,81]   [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]
[1,]   7.436  10.15   4.173   5.528  3.964   8.669   7.752  13.77  11.82
[2,] 709.258 669.31 282.069   4.363 84.815 502.998 154.154 869.58 210.32
[3,] 509.526 421.47 155.376 110.033 71.166 374.057  97.510 575.48 834.85
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   3.339   3.988   4.787   5.909   6.664  4.759   1.872   10.24
[2,] 436.609 816.275 592.158 100.528 267.250 90.280   1.489  935.03
[3,] 738.881 178.745 133.197 248.348 429.626 65.025 225.819 1066.48
       [,97]   [,98]
[1,]   27.76   10.02
[2,] 2955.79  929.29
[3,] 1332.32 1648.19
[1] "--- VAR model 2017-10-06 13:31:00  completed"
[1] "Completed training sample:  2017-10-06 13:31:00 - 2017-10-06 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 14:01:00 - 2017-10-06 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.15544          0.8438         -32.60         -42.72
        -0.11993          0.4174         -31.81         -47.49
        -0.06658          0.7755         -28.14         -42.09
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -41.39        -0.6013         0.173034           0.4727
         -39.09         0.3363         0.005734           0.4777
         -45.07        -0.1536        -0.151623           0.2369
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.03957           1.4318          0.10141          -10.854
         -0.34798           0.4963          0.15549           -9.760
         -0.13475           0.2800         -0.07617           -9.872
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5378           -4.513           -3.249          0.14800
          -0.0734           -2.890           -2.048         -0.70203
           0.1171           -3.053           -1.672         -0.06657
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.139           -4.874           -4.893            6.792
           -7.976           -4.436           -8.070            6.253
           -6.552           -5.604           -8.148            1.066
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -29.09           -2.458           -99.56           -48.07
           -28.76           -2.035           -70.62           -35.00
           -22.34           -1.752           -71.89           -35.61
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.028           -49.36           -52.63           -7.371
           -3.631           -42.99           -50.97           -7.334
           -2.653           -31.63           -40.79           -5.690
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -36.16           -1.832           -39.54           -17.94
           -48.51           -1.504           -43.92           -17.02
           -44.91           -1.283           -46.07           -16.10
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.741           -44.85           -35.79           -31.55
           -6.786           -41.52           -37.44           -40.76
           -7.503           -47.80           -42.43           -38.41
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.891           2.3297          -0.3032         -0.04937
            2.572           0.4587          -1.1482         -0.07169
            1.784           2.6566          -0.3371          0.08109
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          1.86396          0.57146           -12.78           -28.57
          0.57562          0.03227           -14.66           -27.10
          0.01783          0.23620           -16.05           -30.09
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.734           0.5922           -15.47            4.762
            4.248           0.4062           -18.46            6.653
            3.143           0.4588           -17.25            3.788
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.1231          -0.3694           0.4703            3.005
           1.4734          -0.2760          -4.0245            1.631
           0.5662           0.4009          -6.4711            1.444
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4198           -3.825           -7.381          -15.242
          -0.5283           -4.655           -7.043           -3.670
          -0.2647           -9.819           -8.590           -6.142
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -15.488         -0.07358          -0.2491            4.378
           -4.146          1.95943          -0.2374          -15.696
           -6.237         -1.00117          -0.1254           -5.960
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.14200           0.1329            2.296           -5.575
          0.13279          -6.9914            3.142            1.403
         -0.09967          -4.8378            1.822           -4.080
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.160          -1.0247           0.9469          -2.0513
            1.932          -0.6973           3.5599          -1.0136
           -1.835          -0.6236           3.5025          -0.8478
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.959          -0.3297         -0.01379         -0.05733
           -2.511          -1.0171          2.02670          1.81314
            2.777          -0.9496          1.58106          1.11090
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           3.9615            1.675            7.774           0.8603
           2.2820            3.130            4.884           1.4655
           0.9132            1.486            4.108           2.6821
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.650          -0.1896           3.2046          -1.9855
            1.549          -0.2014           0.9314          -1.2972
            1.950          -0.1350           1.3924          -0.8995
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.416          -1.1691         -0.04881          0.96298
            1.202           0.5396         -0.17941         -0.22549
            1.211           0.1290          0.26276          0.02031
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.722          -0.3843           11.263           -6.793
            5.176           0.3787            8.954            1.401
            5.109           0.2547            9.214           -4.507
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.4939          -1.8251          0.47165         -0.51018
          -0.7959           0.3125         -0.97136         -0.08322
          -0.1100          -0.5565         -0.04939         -0.12906
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5967          0.02481           -7.610            126.1
          -4.3935          0.16302           -7.472            125.3
          -2.7040          0.05279           -7.548            126.7
 rnd_95776.volume rnd_95787.volume
            -0.84           -47.95
           -11.18           -38.76
           -13.56           -32.71
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.224 4.259 11.65 7.839  9.232 4.049 2.993 7.810 8.456 7.460 4.050
[2,] 6.413 4.271 11.78 8.486  9.961 4.061 3.022 7.817 8.467 8.664 4.541
[3,] 6.677 4.271 11.97 9.057 10.408 4.392 3.024 7.859 8.501 8.705 4.577
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.803 5.626 4.967 6.693 5.613 6.905 7.158 13.90 9.153 14.53 6.313
[2,] 6.223 5.635 5.264 7.175 5.938 7.262 8.014 14.24 9.504 14.56 6.412
[3,] 6.665 5.718 5.670 7.583 6.035 7.364 8.217 14.63 9.719 14.66 6.438
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.17  8.395 2.772  6.532 6.476 5.903 7.647 3.165 8.267 7.282 3.379
[2,] 21.97  9.458 2.845  8.463 9.029 6.007 8.134 3.195 9.398 7.625 3.490
[3,] 23.51 11.037 2.893 10.837 9.526 6.611 8.946 3.221 9.902 8.688 3.540
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.579 8.025 7.423 7.068 6.838 7.144 2.150 6.571 1.720 5.554 5.066
[2,] 9.499 8.500 8.290 7.878 7.072 7.721 2.161 6.837 1.745 5.985 5.866
[3,] 9.796 8.934 8.912 8.572 7.208 7.921 2.179 6.865 1.762 6.127 6.231
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.497 2.650 5.374 6.806  9.075 4.687 8.679 7.458 3.290 6.989 7.192
[2,] 4.780 2.667 6.770 6.817  9.759 4.688 9.601 7.705 3.321 8.792 7.483
[3,] 4.881 2.672 7.135 6.983 11.010 4.697 9.951 8.281 3.374 9.515 8.178
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.505 6.796 5.771 2.314 7.253 2.391 5.900 4.212 6.808 7.791 3.290
[2,] 7.354 8.374 5.779 2.395 7.979 2.400 5.934 4.364 7.638 8.909 3.350
[3,] 8.181 8.860 5.883 2.507 9.599 2.505 6.398 4.427 7.766 9.043 3.419
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.095 5.022 7.045 3.239 7.386 8.346 8.508 7.622 8.580 7.425 6.879
[2,] 8.433 5.023 7.719 3.308 7.698 8.526 9.416 8.421 9.489 7.681 7.740
[3,] 8.647 5.337 8.245 3.469 7.971 8.655 9.654 8.701 9.783 8.058 7.910
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.418 6.367 5.747 7.937 3.210 4.376 2.935 6.886 6.104 10.42  9.622
[2,] 2.432 7.165 6.597 8.539 3.494 4.376 2.970 7.303 6.138 11.04  9.687
[3,] 2.477 7.432 7.036 8.731 3.574 4.408 2.999 7.731 6.151 11.34 10.809
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.573 3.001 3.673 4.591 5.193 3.565 1.490  8.435 21.95  7.707
[2,] 3.223 4.825 4.599 4.612 5.376 3.570 1.490  9.483 25.51  8.778
[3,] 4.696 4.901 4.637 4.749 5.700 3.571 1.822 10.796 26.21 11.660
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   7.904  5.408  14.79   9.954  11.72   5.142  3.801   9.918  10.74
[2,] 371.448 76.780 423.50 781.137 898.82  74.813 99.390  76.431 106.66
[3,] 446.499 10.487 501.59 761.154 725.72 402.217 26.952 195.424 181.52
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    9.473   5.143   7.369   7.144   6.307   8.499   7.128   8.768
[2,] 1059.243 493.949 540.032  76.790 418.778 621.869 465.946 540.274
[3,]  202.151 137.209 574.004 233.661 506.606 589.937 258.761 294.433
      [,18]  [,19]  [,20]  [,21]   [,22]  [,23]   [,24]   [,25]    [,26]
[1,]   9.09  17.66  11.62  18.45   8.017   21.8   10.66   3.519    8.295
[2,] 866.37 741.17 615.06 230.11 270.355 3293.4 1047.16 154.609 1293.471
[3,] 436.53 803.30 488.14 411.21 137.363 2015.4 1367.44 125.957 1626.943
        [,27]   [,28]  [,29]   [,30]  [,31]    [,32]  [,33]  [,34]  [,35]
[1,]    8.224   7.495   9.71   4.018   10.5    9.248   4.29  10.89  10.19
[2,] 1512.308 268.815 666.72 105.354 1074.4  543.285 210.47 980.24 673.66
[3,]  729.511 663.511 895.01  98.755  749.4 1001.122 142.78 575.52 661.05
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   9.426   8.975   8.684   9.072  2.731   8.344  2.184   7.053   6.433
[2,] 887.445 836.439 433.659 703.963 51.676 453.500 70.788 535.605 710.863
[3,] 786.164 812.182 334.578 424.910 68.125 150.513 59.033 315.607 505.099
      [,45]  [,46]   [,47]   [,48]   [,49]  [,50]  [,51]   [,52]   [,53]
[1,]   5.71  3.365   6.824   8.642   11.52  5.952  11.02   9.471   4.177
[2,] 389.31 71.716 989.582  92.622  862.36 12.042 986.65 465.300 110.097
[3,] 237.77 37.384 541.500 364.206 1225.23 70.220 629.12 729.374 143.105
        [,54]   [,55]   [,56]   [,57]   [,58]   [,59]   [,60]   [,61]
[1,]    8.874   9.133    6.99    8.63   7.328   2.938    9.21   3.036
[2,] 1282.098 496.090 1172.21 1175.93  73.428 148.365  799.57  51.470
[3,]  875.114 793.188  861.55  695.81 265.437 178.112 1282.44 172.805
       [,62]   [,63]   [,64]    [,65]   [,66]  [,67]   [,68]   [,69]
[1,]   7.492   5.349   8.646    9.893   4.178  10.28   6.378   8.946
[2,] 152.349 274.355 831.964 1038.986 150.862 567.89  17.421 758.422
[3,] 575.178 178.657 338.621  372.841 165.179 459.74 433.796 696.439
       [,70]   [,71] [,72] [,73]   [,74] [,75]   [,76]   [,77]  [,78]
[1,]   4.113   9.379  10.6  10.8   9.678  10.9   9.429   8.735   3.07
[2,] 161.106 521.442 419.1 970.2 861.027 973.9 471.981 852.734  64.66
[3,] 251.628 497.107 356.6 511.6 525.515 572.8 586.197 392.913 111.98
       [,79]   [,80]  [,81]   [,82]   [,83]   [,84]   [,85]   [,86]  [,87]
[1,]   8.085   7.297  10.08   4.077   5.557   3.727   8.744   7.751  13.23
[2,] 789.663 778.845 757.12 331.693   9.940 108.902 584.647 155.433 879.16
[3,] 474.614 588.115 437.23 180.535 127.239 100.715 609.996  96.708 619.03
       [,88]   [,89]  [,90]   [,91]  [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   12.22   3.268   3.81   4.664   5.83   6.594  4.528   1.891   10.71
[2,]  269.16 466.268 908.15 665.199 104.33 334.457 41.428   3.480 1041.48
[3,] 1152.71 821.077 206.90 143.458 272.06 455.116 25.641 252.326 1240.76
       [,97]    [,98]
[1,]   27.87    9.787
[2,] 3124.55 1009.816
[3,] 1445.25 1844.757
[1] "--- VAR model 2017-10-06 14:01:00  completed"
[1] "Completed training sample:  2017-10-06 14:01:00 - 2017-10-06 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 14:31:00 - 2017-10-06 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.61499        -0.39612         -40.62         -39.56
        -0.09061         0.02784         -42.58         -42.32
         0.14770        -0.27143         -42.69         -46.63
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -38.82         2.1313          0.73478         -0.04188
         -41.70         0.7024          0.07471         -0.26095
         -42.45         0.8774         -0.14570         -0.21939
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8749          -3.8266          -1.9802          -11.144
          -0.4762          -0.8376           0.3525          -12.273
          -0.3664          -0.8268          -0.3162           -6.897
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8510           -7.618            4.690           -3.095
          -0.9842           -9.001            9.091            2.036
          -0.6015           -6.858            5.981           -0.940
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.402           -2.618          -0.4925            11.96
           -8.539           -6.198          -0.1776            11.54
           -7.873           -4.762          -2.7496            10.14
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -46.36           -3.332           -95.13           -42.27
           -42.08           -2.227           -98.95           -49.98
           -45.09           -2.035           -86.24           -41.60
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.574           -42.82           -45.81           -9.528
           -4.817           -47.62           -47.33           -9.544
           -4.216           -44.31           -53.10           -8.647
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -40.41           -4.303           -42.57           -17.72
           -43.04           -4.329           -41.63           -16.19
           -46.36           -4.271           -43.02           -15.55
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.853           -47.13           -40.92           -44.11
           -8.930           -44.53           -42.49           -42.25
           -9.175           -45.23           -42.05           -41.36
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.443           -5.388            4.096           0.7717
            2.884           -4.045            3.427           0.7536
            2.656           -1.517            2.769           0.4827
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1616          0.47717           -24.70           -35.77
           0.5036          0.37565           -24.93           -35.72
           0.2122         -0.03483           -23.77           -37.56
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.177           0.2338           -22.39         -0.05619
            4.832           0.2173           -21.18          2.48740
            5.333           0.2337           -23.97          2.67547
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.536           -2.197           -8.032            9.314
            8.128           -1.918          -10.107            6.767
            1.339           -3.480          -12.615            5.694
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.520135          -10.879           -7.021           -1.103
        -0.008708           -7.757           -9.426           -9.201
        -0.018408          -13.300           -9.635           -7.593
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.401           0.4459           0.3046          -11.081
           -8.409          -1.0094           0.2084           -4.485
           -8.829          -1.4302           0.2182          -11.351
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.1437           -5.056          -1.2592          -11.846
          -0.2484           -2.537          -0.7218           -6.027
          -0.3505           -3.970          -1.9729           -4.300
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.140          -0.3429           -7.546         -0.18455
           -6.801          -0.4136           -7.025         -0.72252
           -4.477          -0.3071           -3.862         -0.01067
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.713          0.06723          -0.6195          -0.4312
           -9.558          0.47032           1.4037          -0.4525
           -5.635          0.11939           0.7948           0.6258
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7457           3.7439            7.206            2.375
           0.1834          -0.5217            6.503            2.856
           0.1471           0.2479            4.428            2.665
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.174         -0.07414           3.8262          -0.9131
            3.735         -0.14345           0.2465          -0.4767
            1.462          0.03000           2.4901          -0.3455
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.744          -0.6528           -2.544          -0.7961
            1.054           1.2454           -1.334          -0.3421
            2.258           0.1348           -1.535          -0.2257
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.691           0.1244           -1.487          -9.6447
           -1.726          -0.5822           -1.806           0.2995
           -3.144           0.1646           -1.564          -7.2777
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1475         -2.88558          -1.4498          -0.4848
          -2.5409         -0.03705           0.1682          -0.7371
           0.1449         -0.38424          -0.8140          -0.1939
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.998          0.26459           -6.395            121.5
           -4.018          0.09627           -6.326            118.4
           -4.401         -0.05438           -6.393            120.2
 rnd_95776.volume rnd_95787.volume
           -22.24           -40.40
           -39.73           -49.49
           -30.07           -41.56
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.918 4.156 11.70 7.817  9.130 3.956 2.928 7.620 8.434 7.079 4.022
[2,] 6.010 4.165 11.86 8.533  9.834 3.972 2.955 7.621 8.467 8.564 4.479
[3,] 6.274 4.165 12.15 9.025 10.218 4.279 2.958 7.644 8.500 8.586 4.515
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 5.426 5.559 5.059 6.957 5.134 6.779 7.098 13.95 9.276 14.22 6.306
[2,] 6.014 5.572 5.437 7.354 5.299 7.301 8.036 14.28 9.706 14.26 6.419
[3,] 6.360 5.659 5.532 7.802 5.518 7.444 8.250 14.63 9.979 14.42 6.459
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.73  8.601 2.630  6.871 6.610 5.719 7.705 3.048 8.053 7.097 3.279
[2,] 20.91  9.434 2.667  8.523 9.071 5.825 8.229 3.092 9.089 7.379 3.356
[3,] 22.34 10.935 2.742 10.714 9.561 6.351 9.060 3.119 9.654 8.404 3.388
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.485 7.936 7.283 6.832 6.650 7.120 2.130 6.523 1.691 5.540 5.211
[2,] 9.335 8.359 8.078 7.446 6.932 7.643 2.143 6.761 1.711 5.924 5.748
[3,] 9.714 8.805 8.624 8.115 7.014 7.824 2.158 6.804 1.722 6.144 6.088
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.441 2.662 5.332 6.715  9.152 4.558 8.388 7.361 3.279 6.927 7.204
[2,] 4.734 2.676 6.690 6.720  9.738 4.600 9.355 7.572 3.320 8.478 7.431
[3,] 4.843 2.683 6.945 6.892 10.877 4.629 9.694 8.067 3.368 9.141 7.978
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.433 6.685 5.725 2.285 7.170 2.302 5.711 4.087 6.491 7.397 3.198
[2,] 7.326 8.321 5.776 2.366 7.856 2.315 5.740 4.239 7.212 8.356 3.240
[3,] 8.012 8.741 5.828 2.480 9.413 2.425 6.137 4.308 7.350 8.485 3.307
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.708 4.733 6.673 3.190 7.052 8.065 8.442 7.315 8.691 7.489 6.781
[2,] 7.843 4.736 7.261 3.264 7.249 8.262 9.220 8.111 9.484 7.744 7.594
[3,] 8.116 4.939 7.790 3.409 7.386 8.392 9.405 8.254 9.823 8.142 7.777
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]  [,88]
[1,] 2.308 6.292 5.700 7.756 3.194 4.123 2.875 6.439 6.009  9.923  9.815
[2,] 2.317 7.124 6.542 8.435 3.483 4.123 2.905 6.756 6.046 10.562  9.893
[3,] 2.353 7.371 6.946 8.612 3.566 4.264 2.933 7.137 6.058 10.809 11.067
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.581 3.026 3.683 4.547 4.980 3.547 1.473  8.834 20.91  7.913
[2,] 3.265 4.775 4.595 4.562 5.065 3.548 1.473 10.047 24.82  8.681
[3,] 4.665 4.844 4.631 4.687 5.373 3.552 1.806 11.421 25.66 11.135
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.515  5.278  14.85   9.926   11.59   5.024   3.718   9.676  10.71
[2,] 307.221 78.602 571.26 999.743 1067.52 102.943 115.934  38.200 217.20
[3,] 526.223 14.299 766.21 859.416  810.91 464.995  37.043 175.134 218.03
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    8.989   5.108   6.891   7.058   6.425   8.835   6.519   8.609
[2,] 1408.418 575.656 757.897 112.620 581.768 695.996 384.078 791.915
[3,]  181.261 166.275 604.581 289.165 299.005 761.405 449.714 425.420
        [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]  [,25]    [,26]
[1,]    9.014  17.72  11.78  18.05   8.008   21.25   10.92   3.34    8.725
[2,] 1100.814 884.84 834.34 307.63 349.850 3662.35 1132.52 129.73 1473.800
[3,]  545.803 935.38 677.78 628.61 209.752 2304.72 1616.04 186.20 1897.182
        [,27]   [,28]    [,29]  [,30]   [,31]    [,32]   [,33]   [,34]
[1,]    8.393   7.262    9.785   3.87   10.23    9.012   4.164   10.77
[2,] 1815.492 323.195  843.702 152.45 1231.62  590.662 208.784 1137.52
[3,]  882.804 739.574 1107.889 121.01  950.89 1175.016 135.856  784.74
      [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]  10.08    9.248   8.675   8.444   9.042  2.704   8.283  2.147   7.035
[2,] 767.15 1021.407 865.306 572.173 811.995 68.847 519.104 76.179 612.572
[3,] 808.02  882.046 942.613 312.790 489.009 75.870 224.928 56.968 477.202
       [,44]  [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   6.618   5.64  3.381    6.77   8.527   11.62   5.788   10.65   9.348
[2,] 708.527 479.01 77.689 1180.95  73.076  971.84 180.244 1210.04 518.088
[3,] 586.571 298.20 58.114  545.18 447.476 1416.68 152.841  742.60 813.432
       [,53]    [,54]   [,55]    [,56]    [,57]  [,58]   [,59]    [,60]
[1,]   4.163    8.796   9.148    6.899    8.489   7.27   2.901    9.104
[2,] 152.409 1428.648 533.158 1436.355 1447.972 222.52 179.380  938.813
[3,] 166.087  998.734 848.019  947.626  782.072 227.79 217.231 1515.174
       [,61]   [,62]  [,63]   [,64]    [,65]   [,66]   [,67]  [,68]
[1,]   2.924   7.252   5.19   8.243    9.393   4.061   9.788   6.01
[2,]  69.687 167.437 328.44 918.796 1136.160 152.591 423.198  54.10
[3,] 211.573 634.792 225.01 413.777  430.633 192.792 609.745 409.25
       [,69]   [,70]   [,71]  [,72]   [,73]    [,74]   [,75]  [,76]
[1,]   8.474   4.051   8.955  10.24   10.72    9.289   11.04   9.51
[2,] 836.273 201.844 490.185 523.39 1082.97 1024.167 1109.17 575.90
[3,] 825.179 287.501 413.888 429.95  543.37  446.103  748.29 734.59
       [,77]  [,78]  [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   8.611   2.93   7.99   7.239   9.849   4.056   5.236   3.651   8.177
[2,] 998.779  60.56 976.18 938.023 968.939 405.837   6.994 121.721 597.788
[3,] 489.802 120.45 553.43 682.598 507.489 224.246 318.048 117.990 672.044
      [,86]  [,87]   [,88]   [,89]    [,90]   [,91]   [,92]   [,93]  [,94]
[1,]   7.63   12.6   12.46   3.278    3.842   4.677   5.774   6.323  4.504
[2,] 195.78 1057.5  361.18 584.367 1079.561 802.670 107.902 271.241 28.791
[3,] 113.02  670.3 1449.81 973.759  237.535 168.954 314.476 523.963 45.283
       [,95]   [,96]   [,97]   [,98]
[1,]   1.871   11.22   26.55   10.05
[2,]   1.580 1398.18 3908.53 1043.16
[3,] 305.324 1587.25 1903.28 2038.01
[1] "--- VAR model 2017-10-06 14:31:00  completed"
[1] "Completed training sample:  2017-10-06 14:31:00 - 2017-10-06 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 15:01:00 - 2017-10-06 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1172         -0.9500         -37.70         -31.15
         -2.1097         -0.8350         -36.67         -37.91
         -1.0383         -0.8395         -36.34         -35.23
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -36.72        -0.6663           0.3444          0.07596
         -36.53         1.1499           0.4240          0.12552
         -37.17        -0.1104           0.3736         -0.05141
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6382          -0.9186          -1.0327           -7.845
          -0.6422          -0.3939           0.1341           -6.705
          -0.5128          -0.4716          -0.3027           -7.241
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.3948          -0.3701           -2.811            4.071
           0.4031          -0.2232           -1.112            3.259
           0.2236           1.5311           -0.899            3.272
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.1257            2.789            4.464            13.70
          -1.6124           -0.370            3.696            15.02
          -0.7607           -1.179            1.833            13.48
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -35.33           -2.310           -80.06           -40.81
           -39.39           -1.531           -76.89           -33.16
           -35.86           -1.482           -79.51           -37.78
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.396           -36.91           -31.70           -8.469
           -3.293           -37.03           -42.74           -7.865
           -3.519           -35.57           -37.09           -7.847
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -32.95           -3.645           -40.37           -14.52
           -35.13           -3.250           -33.33           -14.83
           -38.15           -3.776           -39.30           -15.04
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.803           -40.75           -41.09           -35.74
           -8.874           -35.49           -38.85           -40.24
           -8.793           -36.71           -35.50           -35.21
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.3036          -1.5121           -1.881         -0.07598
          -1.5182           0.2525           -1.149         -0.05444
          -0.6217           1.0311           -1.061         -0.01099
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.58428          0.12853           -23.41           -30.74
          0.23423          0.19141           -24.01           -29.06
          0.09402         -0.01357           -22.63           -30.80
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.425          -0.7485           -18.14            1.433
            3.333          -0.4666           -19.96            4.549
            4.752          -0.3581           -18.70            2.040
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.630           -2.531           -7.441            8.769
           -7.249           -2.526          -10.963            8.989
            2.968           -1.516          -10.485            9.282
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.41949           -8.616           -6.879           -5.907
          0.14737           -7.821           -5.505           -6.440
         -0.07188          -11.163           -9.224           -7.670
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.382           0.3489           0.9794           -7.453
           -7.530          -0.2108           1.0232           -4.532
           -6.916          -0.5036           1.0464           -8.315
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9213           -1.981          -0.9967          -0.9439
          -0.6404           -2.065           0.9374          -2.0861
          -0.3771           -3.501          -0.1071          -1.2931
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.595           1.0544           -2.380           2.1372
           -2.531           0.8946           -1.210          -1.3190
           -2.167           0.6850           -3.304           0.7158
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.849           1.5905          -0.8884          -1.8615
           -1.994           1.2780          -0.6531          -0.1508
           -2.922           0.9324          -1.0301          -1.6043
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2325           -4.775           13.026            7.855
           0.5529           -2.016            9.532            5.957
           0.1900           -3.270            8.031            5.289
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.094           0.6285            6.849           1.7562
            3.321           0.6449            5.906           1.2447
            3.239           0.3514            4.258           0.8316
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.708            1.274          -1.4819         -0.04471
            4.662            1.378          -0.7484         -0.01017
            3.296            1.242          -2.1216         -0.01967
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.827           0.9390           1.2724           1.2941
           -1.410          -0.1872           1.4381           9.1644
           -1.405          -0.7757           0.8296           0.3777
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.207           7.0749            2.987           1.2931
            5.611           0.1754            0.982           1.4951
            0.154           1.4383            1.646           0.3197
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.311          0.15194           -5.090            116.1
           -1.249         -0.06805           -5.766            114.9
           -3.160         -0.03275           -5.359            114.0
 rnd_95776.volume rnd_95787.volume
            -31.1           -38.76
            -29.5           -33.66
            -25.5           -37.00
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.790 4.097 10.90 7.726  9.347 3.887 2.929 7.404 8.255 6.576 4.015
[2,] 5.844 4.107 11.04 8.481 10.011 3.904 2.956 7.408 8.286 8.268 4.462
[3,] 6.082 4.108 11.25 8.941 10.408 4.202 2.960 7.420 8.313 8.285 4.520
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.800 5.306 5.206 6.925 5.328 6.750 7.114 13.96  9.565 13.91 6.243
[2,] 5.334 5.308 5.670 7.349 5.460 7.231 8.096 14.22 10.027 13.94 6.386
[3,] 5.422 5.370 5.861 7.741 5.624 7.352 8.304 14.54 10.361 14.09 6.430
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.15  8.556 2.566  6.762 6.523 5.638 7.657 2.937 7.933 6.787 3.155
[2,] 22.00  9.408 2.602  8.261 8.850 5.745 8.264 2.981 8.899 7.053 3.216
[3,] 22.40 10.861 2.672 10.676 9.374 6.257 9.081 3.024 9.548 7.996 3.273
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.526 7.722 7.261 6.350 6.469 6.956 2.057 6.360 1.670 5.547 5.300
[2,] 9.262 8.225 8.066 6.743 6.768 7.405 2.067 6.579 1.685 5.899 5.782
[3,] 9.690 8.685 8.568 7.163 6.847 7.537 2.074 6.614 1.693 6.145 6.163
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.391 2.671 5.892 6.669  9.189 4.596 8.179 7.354 3.266 6.947 7.238
[2,] 4.719 2.686 6.573 6.675  9.795 4.666 9.286 7.581 3.306 8.281 7.505
[3,] 4.831 2.697 6.762 6.854 10.735 4.686 9.509 8.041 3.362 9.028 7.976
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.420 6.229 5.416 2.262 6.916 2.189 5.627 4.042 6.380 7.284 3.121
[2,] 7.196 7.955 5.477 2.342 7.414 2.192 5.649 4.188 7.175 8.269 3.165
[3,] 7.773 8.420 5.520 2.455 9.053 2.292 6.090 4.258 7.299 8.389 3.240
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 7.459 4.747 6.497 3.154 6.674 8.058 8.344 7.198  8.884 7.480 6.776
[2,] 7.586 4.751 7.121 3.226 6.793 8.291 9.042 8.002  9.732 7.586 7.731
[3,] 7.853 4.943 7.702 3.381 6.870 8.393 9.226 8.102 10.132 7.879 7.858
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]  [,88]
[1,] 2.209 6.277 5.672 7.675 3.095 4.076 2.750 5.966 5.990  9.833  9.887
[2,] 2.230 7.294 6.529 8.394 3.351 4.076 2.781 6.293 6.026 10.346 10.093
[3,] 2.258 7.503 6.927 8.547 3.465 4.204 2.801 6.691 6.032 10.576 11.224
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.513 3.049 3.584 4.513 4.750 3.387 1.450  9.152 20.59  7.653
[2,] 3.187 4.758 4.527 4.531 4.813 3.388 1.452 10.389 24.45  8.315
[3,] 4.573 4.830 4.556 4.629 5.201 3.393 1.779 11.682 24.98 11.061
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.352  5.203  13.84    9.81   11.87   4.936   3.719   9.403  10.48
[2,] 237.674 83.772 522.25 1047.31 1072.63 106.656 118.572  70.825 213.08
[3,] 503.753 25.530 655.41  846.78  851.91 465.019  48.526 126.080 199.84
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    8.351   5.098   6.095   6.738   6.611   8.794   6.766   8.572
[2,] 1499.239 583.100 696.137  45.442 672.346 736.049 357.544 776.000
[3,]  162.157 215.432 290.511 242.885 443.768 727.915 402.633 396.705
        [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    9.034  17.72  12.15  17.67   7.928   21.78   10.86   3.259
[2,] 1155.999 812.44 900.85 249.13 401.582 4124.95 1170.48 129.716
[3,]  553.531 905.35 780.27 612.29 225.864 1252.36 1623.91 181.947
        [,26]    [,27]  [,28]    [,29]  [,30]   [,31]    [,32]   [,33]
[1,]    8.587    8.283   7.16    9.723   3.73   10.07    8.619   4.006
[2,] 1420.137 1789.807 330.73  930.869 152.77 1206.55  574.170 185.645
[3,] 2023.274  924.339 741.17 1126.460 150.83 1035.37 1126.997 183.520
       [,34]   [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]
[1,]   10.83   9.806    9.221   8.063   8.214   8.833  2.612   8.077  2.12
[2,] 1083.01 848.027 1051.161 678.501 595.459 759.669 58.990 503.447 67.28
[3,]  851.91 834.624  864.036 723.977 310.871 420.562 52.456 204.198 50.35
       [,43]  [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   7.044   6.73   5.575  3.392   7.482   8.468   11.67   5.837   10.39
[2,] 600.257 691.72 517.540 83.738 871.564  85.416 1014.99 239.803 1315.86
[3,] 515.697 638.91 309.204 73.990 475.355 465.802 1314.74 129.319  612.95
       [,52]   [,53]    [,54]   [,55]    [,56]    [,57]   [,58]   [,59]
[1,]   9.338   4.147    8.821   9.191    6.883    7.909   6.878   2.872
[2,] 551.786 152.857 1348.894 594.053 1416.498 1480.779 243.753 181.615
[3,] 801.583 183.727 1076.216 808.247  878.924  825.930 205.560 220.311
        [,60]  [,61]   [,62]   [,63]   [,64]    [,65]   [,66]   [,67]
[1,]    8.782   2.78   7.146   5.133   8.102    9.249   3.963   9.472
[2,]  799.538  32.00 149.183 327.385 981.894 1171.344 157.893 413.306
[3,] 1554.835 200.58 680.238 230.711 402.098  424.121 206.992 607.671
       [,68]  [,69]   [,70]   [,71]  [,72]  [,73]    [,74]   [,75]   [,76]
[1,]   6.027   8.25   4.005   8.475  10.23   10.6    9.141   11.28   9.499
[2,]  64.007 872.29 203.006 377.942 584.62 1042.0 1045.769 1188.56 377.876
[3,] 407.366 878.00 303.074 307.980 390.24  548.6  379.855  844.45 636.441
        [,77]   [,78]    [,79]   [,80]    [,81]  [,82]   [,83]   [,84]
[1,]    8.605   2.805    7.971   7.202    9.746   3.93   5.175   3.492
[2,] 1113.422  91.868 1111.863 968.102 1017.639 384.56  13.142 123.418
[3,]  422.360 105.369  526.237 691.835  481.448 264.41 308.038 100.383
       [,85]   [,86]  [,87]   [,88]   [,89]    [,90]   [,91]  [,92]
[1,]   7.576   7.607  12.49   12.56   3.192    3.872   4.551   5.73
[2,] 598.922 195.877 962.45  607.56 586.412 1092.835 827.802 122.39
[3,] 680.189  81.482 657.14 1469.02 981.212  249.275 152.243 283.23
       [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   6.031  4.302   1.841   11.62   26.15    9.719
[2,] 232.936 12.156  25.350 1470.82 3941.65  972.239
[3,] 589.830 54.994 307.365 1598.96 1536.27 2182.724
[1] "--- VAR model 2017-10-06 15:01:00  completed"
[1] "Completed training sample:  2017-10-06 15:01:00 - 2017-10-06 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 15:31:00 - 2017-10-06 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.07482         0.26161         -35.71         -40.26
        -0.65056        -0.02004         -35.14         -35.79
        -0.83712         0.51859         -35.03         -36.58
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -36.37       -0.32673         -0.05942         -0.03587
         -36.07       -0.05772          0.21314         -0.39459
         -36.91       -0.12854         -0.27479         -0.01639
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.3029           0.3761          -1.0597           -9.707
          -0.4692          -0.2426          -0.1978           -6.566
          -0.2076          -0.5585          -0.3731           -8.236
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.8911           -1.116          -2.4775          2.43018
           0.6110           -2.147          -0.5585         -0.07132
           0.1048           -0.095          -0.7347          1.19139
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.139           0.6978           0.1609            7.026
           -3.653          -3.0561          -1.1235            8.292
           -2.553          -2.6404          -1.4991            7.963
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -38.69           -2.422           -70.48           -35.50
           -36.52           -1.944           -75.13           -37.84
           -34.92           -1.783           -72.71           -35.48
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.124           -35.22           -43.26           -6.272
           -3.308           -36.34           -35.15           -5.995
           -3.270           -36.72           -39.13           -6.124
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -37.91           -3.962           -32.99           -14.11
           -38.08           -3.800           -39.83           -14.13
           -35.58           -3.691           -34.96           -14.11
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.898           -38.38           -34.23           -35.36
           -8.334           -37.69           -33.26           -36.63
           -8.001           -37.50           -35.89           -37.54
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.0651            1.144           2.4613         -0.24172
           1.1958           -3.539           0.3974         -0.14570
           0.7705           -1.442           1.4296         -0.05937
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5243          0.19863           -19.62           -27.66
           0.2066          0.13095           -20.06           -26.74
           0.1069          0.07976           -19.97           -27.17
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.530           0.4998           -16.01            4.079
            3.589           0.5109           -17.68            2.648
            3.904           0.4403           -17.41            2.161
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.561           -2.902           -6.329            4.418
            4.302           -2.205           -8.669            3.131
            0.547           -1.597           -7.607            3.718
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.1027           -5.934           -5.667           -5.464
           1.0493           -6.550           -6.664           -5.858
           0.4373           -8.550           -8.623           -7.058
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.231           1.1883         -0.02485           -6.053
           -5.358          -0.7335         -0.06458           -9.166
           -7.012          -0.8570         -0.20669           -6.275
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3849           -3.243          -1.4133          -0.9729
          -0.7661           -5.374          -0.3175          -4.1923
          -0.4259           -3.696          -1.2310          -5.1311
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.627           0.2550           -2.870           1.2427
           -3.012           0.7046           -4.900           0.1402
           -4.585           0.7845           -4.249           0.3147
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.158           0.9791           0.9476         -0.90818
           -4.287           0.8795          -0.4593          0.24426
           -4.009           0.6583           0.5366         -0.02193
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.70614           2.4668            6.411            3.195
         -0.19301           0.8604            4.625            2.022
         -0.04976          -1.0821            4.136            2.539
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.762         0.075927            1.745          -0.5635
            2.909         0.009161            1.281          -0.3151
            2.142         0.013035            1.933          -0.2167
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.4701         -0.67660          -1.0541          -0.1658
           0.8907          0.03551          -0.4171           0.2465
           1.6510          0.11558          -1.3779           0.3542
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.1030          -0.4959           -1.493           -6.447
           1.4795          -0.5091           -1.437            2.101
          -0.4378           0.2910           -1.197           -4.143
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4804         -1.79713          -0.9460         -0.02213
          -1.5668          0.02689           0.2613         -0.38874
           0.1837         -0.09453          -0.4979         -0.01972
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.241        -0.114748           -5.017            114.4
           -4.278        -0.048103           -5.193            113.0
           -2.683        -0.007173           -5.036            112.5
 rnd_95776.volume rnd_95787.volume
           -23.46           -30.69
           -18.74           -35.61
           -24.46           -33.97
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.699 3.940 10.69 7.623 9.013 3.709 2.894 7.205 8.036 6.274 4.007
[2,] 5.730 3.946 10.82 8.352 9.539 3.716 2.924 7.210 8.065 8.201 4.477
[3,] 5.967 3.952 11.00 8.788 9.898 4.011 2.930 7.221 8.099 8.207 4.539
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.760 5.252 5.266 6.694 5.140 6.934 7.076 13.98  9.136 13.12 5.967
[2,] 5.337 5.252 5.789 7.119 5.237 7.476 8.033 14.24  9.635 13.17 6.149
[3,] 5.425 5.284 6.016 7.516 5.422 7.629 8.315 14.58 10.101 13.23 6.207
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 17.00  8.456 2.502  6.883 6.486 5.420 7.550 2.808 7.369 6.555 3.042
[2,] 21.46  9.217 2.530  8.267 8.767 5.506 8.192 2.844 8.359 6.796 3.104
[3,] 21.93 10.508 2.587 10.429 9.262 6.029 8.999 2.892 9.150 7.611 3.156
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.002 7.574 7.053 6.073 6.670 6.904 2.039 6.221 1.636 5.311 5.111
[2,] 8.729 8.097 7.919 6.304 7.008 7.358 2.047 6.404 1.654 5.647 5.578
[3,] 9.171 8.453 8.368 6.679 7.191 7.477 2.052 6.433 1.661 5.904 6.048
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.289 2.652 5.780 6.465  8.963 4.563 7.721 7.173 3.278 6.736 7.112
[2,] 4.609 2.672 6.448 6.473  9.498 4.640 8.813 7.460 3.316 8.014 7.359
[3,] 4.700 2.688 6.648 6.721 10.381 4.660 9.005 7.843 3.368 8.801 7.783
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 5.168 6.029 5.494 2.157 6.463 2.022 5.428 4.068 5.922 6.599 2.950
[2,] 6.872 7.665 5.549 2.233 7.120 2.025 5.449 4.199 6.798 7.966 2.985
[3,] 7.461 8.158 5.590 2.332 8.950 2.103 5.923 4.274 6.855 8.039 3.060
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74]  [,75] [,76] [,77]
[1,] 6.991 4.635 6.155 2.971 6.375 7.377 8.249 6.957  8.896 7.527 6.670
[2,] 7.094 4.650 6.859 3.032 6.459 7.836 8.899 7.946  9.663 7.905 7.655
[3,] 7.447 4.819 7.556 3.188 6.526 7.888 9.063 8.015 10.045 8.176 7.929
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]  [,88]
[1,] 2.113 6.182 5.400 7.604 3.104 4.003 2.713 5.709 5.603  9.883  9.870
[2,] 2.129 7.302 6.153 8.356 3.349 4.003 2.720 5.972 5.624 10.392  9.946
[3,] 2.159 7.582 6.501 8.575 3.463 4.115 2.734 6.299 5.630 10.619 11.203
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.428 2.881 3.311 4.333 4.409 3.233 1.449  9.389 19.84  7.690
[2,] 3.033 4.494 4.359 4.357 4.465 3.233 1.451 10.562 23.88  8.275
[3,] 4.342 4.591 4.381 4.440 4.989 3.240 1.774 11.910 24.33 10.914
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]    [,4]   [,5]   [,6]    [,7]   [,8]  [,9]
[1,]   7.237  5.003  13.58    9.68  11.44   4.71   3.674   9.15  10.2
[2,] 188.909 69.863 535.28 1083.71 992.56  70.33 134.619  84.02 218.2
[3,] 528.426 69.155 616.87  868.11 838.84 479.98  57.340 127.67 237.4
        [,10]   [,11]   [,12]   [,13]   [,14] [,15]   [,16]   [,17]
[1,]    7.967   5.088   6.045   6.669   6.687   8.5   6.527   8.805
[2,] 1677.165 633.978 766.382  19.113 763.999 770.1 318.446 887.339
[3,]   97.378 238.721 309.950 183.832 519.290 765.0 446.151 482.944
        [,18]  [,19] [,20]  [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]    8.985  17.75  11.6  16.66   7.577   21.59   10.74   3.178    8.741
[2,] 1207.858 864.30 971.5 363.19 471.612 4159.30 1164.00 118.685 1454.056
[3,]  681.746 996.81 963.0 410.37 268.325 1429.23 1602.67 170.531 2019.030
        [,27]   [,28]    [,29]   [,30]    [,31]    [,32]   [,33]   [,34]
[1,]    8.236   6.883    9.587   3.566    9.358    8.324   3.862   10.16
[2,] 1873.100 307.976 1009.523 142.668 1253.220  569.455 197.277 1107.59
[3,]  949.282 779.820 1182.806 167.305 1181.714 1088.475 180.156  892.80
       [,35]    [,36]   [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   9.618    8.956   7.712   8.47   8.767  2.589   7.899  2.078   6.745
[2,] 909.351 1143.344 536.506 682.43 807.601 57.361 482.486 77.033 608.725
[3,] 771.030  858.814 701.021 512.50 422.355 44.420 195.529 48.452 547.321
      [,44]   [,45]   [,46]  [,47]  [,48]   [,49]   [,50]    [,51]   [,52]
[1,]   6.49   5.447   3.367   7.34   8.21   11.38   5.794    9.805   9.108
[2,] 709.19 535.640 103.426 907.95 103.56  997.64 266.896 1349.105 651.075
[3,] 742.99 292.990  93.984 513.96 574.02 1330.45 137.061  587.520 768.635
       [,53]    [,54]   [,55]    [,56]    [,57]   [,58]  [,59]    [,60]
[1,]   4.162    8.554   9.031    6.563    7.656   6.976   2.74    8.207
[2,] 158.640 1378.883 600.835 1438.440 1503.208 249.055 182.46  948.708
[3,] 188.553 1155.382 804.775  921.962  887.225 212.185 214.02 1722.224
       [,61]   [,62]   [,63]    [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   2.568   6.893   5.166    7.519    8.38   3.746   8.878   5.886
[2,]  36.978 150.696 330.094 1060.025 1416.68 144.335 381.715 117.226
[3,] 180.452 737.425 253.304  282.001  344.68 214.580 719.665 401.854
        [,69]   [,70]   [,71]   [,72]   [,73]    [,74]  [,75]   [,76]
[1,]    7.816   3.773   8.095   9.368   10.47    8.834   11.3   9.558
[2,]  961.254 192.609 330.541 839.481 1060.05 1219.223 1198.5 767.076
[3,] 1006.565 313.013 294.859 287.410  546.30  333.882  870.8 662.963
       [,77]   [,78]    [,79]   [,80]    [,81]   [,82]   [,83]  [,84]
[1,]    8.47   2.684    7.851   6.858    9.656   3.942   5.083  3.445
[2,] 1192.48  81.005 1233.909 936.400 1099.683 399.344  23.690 61.851
[3,]  656.35 115.236  648.342 666.544  611.787 278.920 301.713 86.618
       [,85]   [,86]   [,87]   [,88]   [,89]    [,90]   [,91]   [,92]
[1,]   7.249   7.115   12.55   12.53   3.083    3.659   4.205   5.503
[2,] 557.017 152.196 1020.35  391.13 577.100 1094.998 900.151 143.914
[3,] 636.055  86.950  692.66 1637.47 986.641  299.034 138.753 272.319
       [,93]  [,94]  [,95]   [,96]   [,97]    [,98]
[1,]   5.599  4.106   1.84   11.92   25.19    9.765
[2,] 222.744  8.584  25.38 1536.33 4220.17  970.411
[3,] 706.562 67.655 324.23 1747.71 1477.19 2259.690
[1] "--- VAR model 2017-10-06 15:31:00  completed"
[1] "Completed training sample:  2017-10-06 15:31:00 - 2017-10-06 23:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 16:01:00 - 2017-10-07 00:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.028         -0.3970         -26.44         -28.54
          -3.105         -0.4348         -27.68         -23.53
          -2.591         -0.4480         -28.32         -26.38
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -28.97      -0.002184          0.40370          0.13026
         -29.39       0.703840         -0.04176          0.03634
         -26.68       0.179432          0.16452         -0.06527
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.49627           0.2169         -1.01648           -6.038
         -0.62159          -0.1044          0.02874           -6.524
         -0.04453          -0.1705         -0.38513           -6.776
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2039           -3.112          -2.7874           2.2350
          -0.2166           -1.822          -0.9359          -1.2735
          -0.1424           -1.802          -0.7332           0.2313
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.228          -0.9752           1.1913            8.861
           -2.990          -3.0805           1.0605           10.829
           -2.696          -2.0622           0.6987            4.714
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -28.95           -1.537           -56.83           -25.75
           -28.91           -1.123           -58.48           -28.07
           -28.30           -1.038           -55.61           -27.71
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.277           -25.17           -32.47           -3.241
           -2.488           -26.83           -25.46           -3.095
           -2.418           -27.21           -29.37           -2.713
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -26.41           -2.689           -24.93           -12.89
           -26.64           -2.779           -29.47           -11.68
           -25.62           -2.601           -25.45           -12.20
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.334           -25.81           -25.94           -27.85
           -6.130           -27.29           -25.11           -25.88
           -6.088           -25.99           -26.49           -27.41
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.074           -1.792            3.167          0.10054
           -2.897           -3.963            3.066          0.08558
           -2.684           -1.393            2.353          0.09379
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4611          -0.1519           -17.34           -23.04
           0.1724          -0.1068           -15.60           -22.20
           0.1147          -0.0266           -15.43           -22.05
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.929          -0.4110           -12.10            3.137
            3.326          -0.4036           -14.75            2.282
            3.859          -0.2901           -13.42            2.347
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.4728          -2.4297           -6.841            4.320
           0.6454          -0.5675           -3.826            5.906
           1.6015          -1.9933           -5.933            6.306
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4744            1.453          -0.9804           4.0325
          -0.5210           -6.520          -3.8470          -0.8202
          -0.3171           -3.820          -4.0188          -5.5367
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.9841           0.7854                0          -7.7425
          -0.1702           1.0571                0           0.1388
          -4.9145           0.3915                0          -2.0904
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.06872          -3.7386          -0.3808           -5.250
         -0.77470          -1.7808           0.5215           -4.322
         -0.35008           0.6358          -0.9990           -2.416
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.461         -0.07287           -3.372           1.3962
           -4.391         -0.13061           -4.395          -0.1751
           -2.371         -0.03357           -4.057           0.3856
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.680          -0.5167           -2.884           -2.320
           -5.397          -0.5353           -1.495           -2.272
           -3.858          -0.2514           -1.193           -1.430
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.82375           -4.744           10.040           0.1178
         -0.30477           -2.174            7.108          -1.3193
         -0.08676           -1.989            7.294           0.2600
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          1.81415          0.00189          -0.4609          -0.9766
          0.06557          0.02222          -0.4791          -0.6745
          0.75779         -0.14014          -0.5687          -0.4566
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.5262           0.5044           0.8965          0.07711
           0.5923          -0.2273          -0.4150         -0.06235
          -0.4617           0.1578          -0.2963         -0.04713
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.005           0.1785         -0.48029           -8.266
           -5.061           0.2212         -0.01164            1.897
           -3.655          -0.5472         -0.05736           -4.876
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.172           3.7580           4.3367           1.6426
            3.714           1.9867           0.7424           1.1432
            1.153           0.5508           1.1506           0.2802
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -2.29368         0.070920           -5.139            110.3
         -1.30127         0.043022           -5.055            110.4
          0.03596         0.005409           -5.116            110.7
 rnd_95776.volume rnd_95787.volume
           -14.44           -21.50
           -12.50           -28.37
           -17.78           -25.54
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.586 3.944 10.43 7.474 8.797 3.475 2.858 6.815 7.836 6.031 3.885
[2,] 5.606 3.950 10.55 8.254 9.345 3.480 2.890 6.828 7.854 7.850 4.372
[3,] 5.844 3.955 10.71 8.628 9.733 3.692 2.897 6.836 7.884 7.856 4.460
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.374 5.090 5.331 6.629 5.114 6.777 6.979 14.11  9.583 12.86 5.928
[2,] 5.603 5.091 5.912 7.008 5.178 7.320 8.268 14.23 10.024 12.92 6.092
[3,] 5.667 5.113 6.171 7.321 5.356 7.424 8.536 14.53 10.411 12.98 6.172
     [,23]  [,24] [,25]  [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.54  8.388 2.390  6.834 6.394 5.404 7.245 2.711 7.034 6.027 2.945
[2,] 20.71  9.120 2.405  8.055 8.535 5.504 8.034 2.742 8.046 6.185 3.023
[3,] 21.11 10.287 2.471 10.106 9.029 6.139 8.854 2.801 8.853 6.704 3.053
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.755 7.161 6.877 6.024 6.599 6.648 2.006 5.949 1.677 5.116 5.085
[2,] 8.588 7.915 7.781 6.229 6.996 7.051 2.012 6.115 1.680 5.436 5.541
[3,] 9.077 8.308 8.215 6.706 7.199 7.150 2.016 6.151 1.687 5.746 5.993
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.196 2.612 5.526 6.397 8.858 4.486 6.998 6.876 3.075 6.399 6.726
[2,] 4.592 2.631 6.272 6.398 9.263 4.566 7.863 7.152 3.142 7.648 6.916
[3,] 4.690 2.651 6.436 6.666 9.950 4.591 8.133 7.505 3.183 8.328 7.308
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.950 5.815 5.292 1.806 6.219 1.912 4.860 4.020 5.553 6.096 2.834
[2,] 6.264 7.231 5.321 1.846 6.491 1.921 4.916 4.131 6.558 7.664 2.865
[3,] 6.885 7.716 5.354 1.912 8.344 1.991 5.459 4.221 6.616 7.733 2.929
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.739 4.624 5.803 2.868 6.193 7.159 8.082 6.700 8.867 7.774 6.715
[2,] 6.879 4.636 6.492 2.937 6.276 7.667 8.612 7.813 9.598 8.083 7.572
[3,] 7.369 4.804 7.401 3.066 6.341 7.719 8.744 7.881 9.996 8.356 8.010
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]  [,88]
[1,] 2.028 6.038 5.219 7.462 3.032 3.844 2.725 5.605 5.424  9.798  9.955
[2,] 2.042 7.357 5.845 8.298 3.279 3.868 2.737 5.930 5.440 10.224  9.974
[3,] 2.060 7.581 6.122 8.496 3.395 4.016 2.759 6.318 5.448 10.413 11.488
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97]  [,98]
[1,] 2.337 2.691 2.995 3.962 4.501 3.091 1.423  9.735 21.80  7.536
[2,] 2.783 4.209 4.148 3.992 4.544 3.091 1.426 10.762 22.88  8.110
[3,] 3.986 4.339 4.162 4.065 4.920 3.098 1.736 12.106 23.46 10.554
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]   [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   7.093  5.008  13.24    9.491  11.17   4.412   3.629   8.654   9.95
[2,] 151.409 69.637 516.02 1109.897 999.57  61.780 136.102 133.085 168.33
[3,] 522.918 63.497 580.95  796.629 862.26 391.066  64.654 105.713 220.18
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.659   4.933   6.824   6.463   6.769   8.417   6.495   8.606
[2,] 1593.006 635.696 502.884  26.274 810.507 721.190 256.796 877.546
[3,]   92.950 279.165 269.552 150.344 560.131 670.688 433.332 392.388
        [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]    8.862  17.91  12.17  16.33   7.527   21.01   10.65   3.035
[2,] 1405.568 596.03 932.43 395.21 445.386 3949.45 1134.37  86.169
[3,]  673.293 930.89 891.82 396.47 314.362 1288.78 1509.21 179.743
        [,26]    [,27]   [,28]  [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    8.678    8.119   6.863    9.2   3.442    8.932   7.653   3.739
[2,] 1351.663 1792.449 330.435 1100.8 130.247 1238.285 440.909 216.748
[3,] 1935.037  933.890 861.869 1180.1 181.014 1171.107 819.791 136.674
        [,34]    [,35]    [,36]  [,37]   [,38]   [,39]  [,40]   [,41]
[1,]    9.848    9.093    8.732   7.65   8.379   8.442  2.547   7.554
[2,] 1169.188 1069.362 1153.940 501.75 736.380 744.701 50.770 448.613
[3,]  932.272  799.894  835.803 787.61 539.010 376.309 41.632 211.272
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  2.129   6.497   6.457   5.328   3.317   7.017   8.123   11.25
[2,] 32.240 582.045 697.687 591.022  99.649 940.770  41.966  859.02
[3,] 50.531 590.456 723.695 303.787 103.342 457.288 593.046 1152.42
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   5.696    8.886   8.731   3.905    8.126   8.542    6.286    7.384
[2,] 270.302 1136.838 623.867 204.472 1327.672 509.571 1216.557 1362.610
[3,] 151.385  659.082 721.237 162.412 1044.984 749.013  906.234  853.492
      [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]
[1,]   6.72   2.294    7.897   2.428   6.172   5.105    7.051    7.741
[2,] 174.90 121.454  589.161  58.266 235.284 301.485 1106.019 1472.531
[3,] 187.08 157.235 1662.252 166.883 752.055 274.747  278.552  327.456
       [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]  [,73]
[1,]   3.598   8.558   5.871    7.368   3.642   7.864   9.091  10.26
[2,] 134.357 437.957 105.034  922.867 200.350 322.772 869.511 943.16
[3,] 193.102 837.498 399.218 1126.582 279.020 288.549 284.887 480.23
        [,74]   [,75]   [,76]    [,77]  [,78]    [,79]   [,80]    [,81]
[1,]    8.508   11.26   9.872    8.528  2.575    7.668   6.627    9.476
[2,] 1274.320 1164.49 701.513 1109.343 76.607 1332.613 834.519 1150.708
[3,]  326.605  885.10 671.664  827.432 86.942  579.481 577.226  577.189
      [,82]   [,83]  [,84]   [,85]   [,86]  [,87]   [,88]   [,89]    [,90]
[1,]   3.85   4.881   3.46   7.117   6.888  12.44   12.64   2.968    3.417
[2,] 395.86 136.310  80.89 613.918 132.680 926.76  193.76 478.873 1026.116
[3,] 278.95 343.170 111.38 691.426  90.927 625.08 1807.11 904.558  333.198
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.804   5.032   5.716  3.924   1.807   12.36   27.68    9.57
[2,] 909.605 154.852 196.164 17.082  28.427 1454.54 2203.52  949.91
[3,] 107.283 242.799 598.397 64.888 313.813 1756.96 1646.15 2141.26
[1] "--- VAR model 2017-10-06 16:01:00  completed"
[1] "Completed training sample:  2017-10-06 16:01:00 - 2017-10-07 00:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 16:31:00 - 2017-10-07 00:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.9062         0.26513         -24.21         -24.91
          1.0850        -0.03504         -25.67         -24.32
          0.2469         0.22563         -23.26         -25.12
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.59        0.22983          0.31401         -0.38811
         -23.49        0.07407          0.53515          0.02286
         -24.01        0.05427          0.09844         -0.09350
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8076         -0.81747          -1.8842           -5.814
          -0.6487         -0.40012          -0.9873           -5.547
          -0.1993         -0.03278          -0.9372           -5.624
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.08537           -5.263           -2.515            1.402
         -0.10461           -3.395           -1.694            2.681
         -0.22538           -3.209           -1.117            3.721
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.096           -6.951           0.1127            1.904
           -3.820           -4.155           0.2671            1.737
           -2.905           -3.512           0.1892            1.517
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -23.91           -1.749           -56.95           -24.96
           -23.76           -1.385           -47.17           -24.61
           -22.77           -1.259           -50.89           -22.96
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.331           -24.60           -26.67           -3.729
           -1.973           -26.63           -27.10           -3.931
           -2.093           -23.40           -26.38           -3.919
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -27.72           -2.434           -27.73           -8.819
           -24.94           -2.294           -25.11           -8.779
           -25.90           -2.485           -24.60           -9.424
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.795           -25.22           -24.33           -20.64
           -5.795           -26.02           -25.02           -24.93
           -5.751           -24.08           -24.44           -25.07
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5084          -1.3847          -0.6444          0.08041
          -0.8678           0.6299          -0.5301          0.06783
           0.1797           1.2973          -0.4759          0.04687
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3185       -0.0096768           -14.20           -17.06
           0.2134       -0.0005387           -13.38           -17.14
           0.1111       -0.0010276           -14.25           -17.76
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1219          -0.1826           -12.63          0.27034
           1.4227          -0.1594           -10.23          0.94820
           1.7335          -0.1015           -11.69          0.06382
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.120          -0.6167           -3.225          1.17664
            5.110          -1.1931           -3.760          0.95021
            1.063          -1.6362           -6.613          0.08307
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5927           -7.456           -4.084           -1.873
          -0.5512           -3.131           -4.230           -5.252
          -0.4675           -5.613           -3.885           -3.120
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.669            1.205          -0.2078           -3.843
           -5.304            1.295          -0.2424           -2.955
           -3.189            1.165          -0.2033           -4.887
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.07737           -2.211           0.0570           -1.277
          0.10976           -1.218           0.9734           -2.125
         -0.48372           -2.413           0.6259           -1.001
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -0.06814          -0.2981          1.47621         -0.08602
         -0.71727          -0.2077          1.79368          1.30841
          0.29033          -0.1162         -0.06875         -0.14457
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.7132           0.0571           1.5781          -0.5673
           0.2959           0.2497           0.4719           1.0755
          -0.2869           0.2915          -0.1725           0.3098
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.1233         1.537302           10.266            6.986
           0.5110         2.470567            8.441            6.156
           0.2046        -0.003957            8.697            6.547
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.456         0.010908            9.477          -0.1359
            5.769        -0.006965            6.939          -0.3726
            6.091        -0.116132            5.475          -0.3626
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.239            1.137          -1.1858          0.02124
            7.174            1.910           0.2363          0.06007
            4.505            1.811          -0.7420          0.04682
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.05072         -0.21429            2.935           -6.714
         -2.04253         -0.03173            2.711            3.087
         -0.06596          0.10245            1.527           -3.352
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.1438           2.0641           2.2314           0.8362
           2.0985           0.9833           0.3756           0.6213
           0.5841           0.3962           0.6534           0.3699
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.935         -0.08643           -3.784            121.1
           -1.042         -0.08688           -3.852            122.3
           -1.849         -0.02267           -3.737            119.5
 rnd_95776.volume rnd_95787.volume
           -11.74           -24.90
           -13.33           -24.99
           -11.24           -23.02
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.576 3.838 10.08 7.152 8.447 3.130 2.807 6.503 7.467 5.635 3.810
[2,] 5.601 3.841 10.19 7.999 8.953 3.131 2.840 6.525 7.485 7.371 4.232
[3,] 5.740 3.843 10.34 8.339 9.318 3.213 2.847 6.529 7.510 7.376 4.341
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.262 4.779 5.164 6.474 4.935 6.690 6.804 13.58  9.491 12.40 5.753
[2,] 5.488 4.804 5.710 6.816 4.993 7.200 8.121 13.73  9.986 12.44 5.926
[3,] 5.533 4.812 5.931 7.071 5.165 7.287 8.360 14.02 10.387 12.47 6.020
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 16.25 7.979 2.248 6.712 6.283 5.197 6.998 2.543 6.670 5.794 2.851
[2,] 20.03 8.634 2.264 7.821 8.316 5.271 7.761 2.569 7.570 6.008 2.918
[3,] 20.40 9.786 2.320 9.789 8.777 5.767 8.570 2.617 8.426 6.458 2.948
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.328 6.781 6.527 5.923 6.070 6.319 1.994 5.593 1.671 4.850 5.072
[2,] 8.133 7.512 7.498 6.091 6.478 6.613 2.000 5.748 1.674 5.122 5.464
[3,] 8.653 7.935 7.931 6.537 6.790 6.648 2.005 5.802 1.683 5.405 5.890
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.162 2.570 5.480 6.282 8.709 4.436 6.821 6.703 2.897 5.809 6.112
[2,] 4.579 2.592 6.208 6.283 9.035 4.535 7.647 6.997 2.942 7.221 6.347
[3,] 4.672 2.611 6.355 6.564 9.584 4.555 7.968 7.315 2.967 7.870 6.798
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.623 5.413 5.266 1.617 5.683 2.011 4.613 4.025 5.294 5.633 2.579
[2,] 5.650 6.482 5.337 1.632 5.919 2.075 4.694 4.152 6.367 7.389 2.590
[3,] 6.490 7.018 5.372 1.653 7.369 2.214 5.259 4.175 6.422 7.466 2.620
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.007 4.637 5.491 2.677 6.066 6.026 7.862 6.785 8.842 7.619 6.334
[2,] 7.309 4.649 6.359 2.772 6.170 6.831 8.300 8.001 9.436 7.847 7.576
[3,] 7.711 4.810 7.355 2.891 6.314 6.908 8.441 8.103 9.754 8.023 7.808
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.939 5.772 4.827 7.038 2.973 3.738 2.611 5.520 4.936  9.606 10.06
[2,] 1.951 7.259 5.279 8.028 3.177 3.776 2.615 5.892 4.938  9.995 10.09
[3,] 1.970 7.489 5.451 8.298 3.290 3.939 2.624 6.423 4.942 10.169 11.53
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97]  [,98]
[1,] 2.166 2.515 2.865 3.582 4.255 2.995 1.307 10.07 21.37  7.363
[2,] 2.552 3.927 3.803 3.652 4.289 2.995 1.312 11.10 22.46  7.850
[3,] 3.689 4.032 3.820 3.696 4.608 3.003 1.583 12.40 23.01 10.074
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]     [,4]   [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   7.081  4.874  12.8    9.082  10.73   3.975   3.564   8.258   9.482
[2,] 162.128 46.573 455.3 1103.769 914.14  19.153 133.424 163.763 159.856
[3,] 386.709 39.745 542.2  725.933 796.04 222.057  64.388  72.562 188.741
        [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    7.156   4.839   6.682   6.068   6.558   8.221   6.267   8.495
[2,] 1464.020 567.029 480.076 151.340 750.201 657.368 233.092 820.393
[3,]   83.822 298.062 217.197  86.229 494.770 579.974 408.100 345.313
       [,18]  [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]    8.64  17.25  12.05  15.74   7.306   20.64   10.13   2.854    8.523
[2,] 1365.88 620.51 956.68 314.63 437.473 3606.27 1016.68  82.698 1237.059
[3,]  612.05 870.85 880.99 272.55 325.904 1196.65 1419.21 156.522 1813.837
        [,27] [,28]    [,29]  [,30]    [,31]   [,32]  [,33]    [,34]
[1,]    7.979   6.6    8.886   3.23    8.469   7.358   3.62    9.306
[2,] 1678.638 270.6 1034.006 110.99 1102.895 489.752 191.75 1086.700
[3,]  865.009 721.2 1119.970 154.78 1140.514 729.390 130.71  910.338
       [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   8.611    8.289   7.521   7.708   8.025  2.532   7.102  2.122
[2,] 995.743 1136.872 437.581 697.243 600.115 49.435 407.743 28.710
[3,] 787.475  796.072 731.807 626.655 212.285 41.713 244.201 54.702
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]  [,49]   [,50]
[1,]   6.159   6.441   5.285   3.264   6.959   7.978  11.06   5.634
[2,] 507.385 625.884 588.498 103.109 898.659  36.904 741.98 289.665
[3,] 531.835 677.504 284.800  96.470 419.639 585.177 984.33 132.783
        [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    8.662   8.512   3.679    7.376   7.761    5.871    6.873   6.687
[2,] 1064.597 618.491 158.969 1321.775 527.678 1000.554 1098.597 268.214
[3,]  690.235 657.018 118.520  964.327 750.235  984.202  829.389 186.483
      [,59]    [,60]   [,61]   [,62]   [,63]    [,64]    [,65]   [,66]
[1,]  2.053    7.217   2.554   5.858   5.112    6.723    7.153   3.275
[2,] 67.702  509.737 157.748 266.967 313.324 1090.034 1473.206  75.144
[3,] 80.891 1352.667 237.852 730.383 134.253  257.922  329.124 120.543
       [,67]   [,68]    [,69] [,70]   [,71]   [,72]   [,73]    [,74]
[1,]   8.898   5.889    6.973   3.4   7.703   7.651   9.983    8.616
[2,] 640.212 100.331  987.984 221.3 346.570 991.816 819.873 1306.323
[3,] 756.787 380.946 1138.492 252.7 413.437 316.577 472.795  394.717
       [,75]   [,76]    [,77]  [,78]   [,79]  [,80]    [,81]   [,82]
[1,]   11.23   9.674    8.043  2.462    7.33   6.13    8.938   3.775
[2,] 1014.76 579.669 1281.059 68.130 1356.03 657.82 1189.739 345.439
[3,]  761.39 513.873  581.620 82.406  568.60 419.01  647.247 263.785
       [,83]  [,84]   [,85]  [,86] [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   4.747  3.315   7.009  6.268  12.2   12.78   2.751   3.193   3.638
[2,] 165.283 49.134 635.010 41.682 850.5  243.36 415.900 929.327 770.738
[3,] 344.888 66.997 787.765 56.224 577.7 1715.28 820.443 281.490 110.392
       [,92]   [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.548   5.403  3.804   1.659   12.78   27.14    9.35
[2,] 220.090 164.709  3.029  36.066 1443.51 2127.04  838.21
[3,] 175.187 519.030 64.927 273.018 1698.47 1546.02 1945.51
[1] "--- VAR model 2017-10-06 16:31:00  completed"
[1] "Completed training sample:  2017-10-06 16:31:00 - 2017-10-07 00:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 17:01:00 - 2017-10-07 01:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.40387          0.6887         -19.29         -19.52
         0.12814          0.7975         -17.94         -19.26
        -0.02019          0.3026         -18.73         -19.30
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.85              0            0.634         -0.21292
         -18.36              0            0.544          0.20335
         -18.88              0            0.615          0.02024
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.22317          -0.1775         -0.32269           -4.533
         -0.31916          -0.1889          0.72407           -4.596
         -0.07781           0.1600          0.02719           -4.298
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2627           -3.945           -1.518           0.3854
           0.3459           -2.697           -1.483           2.2506
          -0.1587           -2.466           -1.042           2.5467
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.845           -6.077           -2.613            4.856
           -2.943           -3.208           -2.571            4.153
           -2.415           -2.635           -2.440            2.423
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -18.16           -1.022           -43.01           -20.57
           -17.34           -1.153           -40.77           -19.94
           -17.24           -1.282           -36.73           -19.41
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.708           -20.19           -22.12           -1.879
           -1.807           -20.51           -21.08           -2.074
           -1.643           -19.08           -20.95           -1.802
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.93           -2.041           -18.47           -8.169
           -20.07           -2.068           -20.12           -7.564
           -19.80           -2.025           -19.33           -8.333
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.490           -18.76           -18.70           -18.90
           -4.302           -19.60           -17.64           -18.84
           -4.516           -19.38           -18.58           -19.23
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.18936          -2.1853          0.08861         -0.15119
          0.09414          -2.1553          0.04511         -0.09324
          0.07717          -0.9422          0.17361         -0.05908
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.3937                0           -10.41           -12.79
          -0.2090                0           -10.55           -12.64
          -0.2008                0           -10.86           -13.27
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1609          -0.6492           -7.472            3.363
          -0.5174          -0.4648           -8.326            2.815
          -0.0101          -0.2689           -7.763            1.604
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4242          -1.8724          -11.280            2.322
          -0.4044          -1.4464           -6.161            4.050
          -0.2079          -0.7947           -4.455            2.963
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4766           -4.360           -3.255           -5.684
          -0.8287           -9.370           -6.084           -3.938
          -0.4893           -4.079           -3.429           -6.612
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.873          -0.2979        -0.067140           -5.830
           -3.514          -0.1781        -0.005559           -3.797
           -7.396          -0.1349        -0.007390           -3.368
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.8366           -4.046         -0.15164           0.7226
           0.5518           -2.100          0.08643          -3.6384
           0.4193           -1.701         -0.25198          -2.0236
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.4636                0           2.2061         -0.07566
          -3.3220                0           0.6496          0.39761
          -1.6410                0           2.3406         -0.06342
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.2183           0.5580           0.6668          -0.2723
          -0.3489           0.8402           0.4257           0.1891
          -3.0206           0.7808          -0.1237           0.2273
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.6099            2.235            2.968            1.601
           1.1511            1.810            3.368            3.246
           0.9456            1.144            2.334            3.425
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.454           0.4671           10.498          0.28135
            3.225           0.5291            1.850          0.09984
            3.930           0.1192            3.291          0.18054
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.098          -0.1141          -1.1356           0.1207
            2.337           1.6800          -2.1654           0.1595
            2.817           0.4716          -0.9615           0.0435
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3145          0.05218          0.02369           -5.864
          -2.9638          0.50284          0.27140            3.976
          -1.8362          0.36795          0.66474           -3.076
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.5596           0.1020           1.8400           0.6383
           1.0123           1.0710           0.2473           0.4809
           0.6277           0.2578           0.3503           0.2548
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.727        -0.005948           -3.088            118.9
           -1.013        -0.050523           -2.948            119.4
           -1.808        -0.012448           -2.996            118.1
 rnd_95776.volume rnd_95787.volume
          -13.630           -19.46
           -7.599           -20.63
          -11.798           -18.17
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.351 3.710  9.762 6.483 7.423 2.634 2.744 6.198 7.205 5.483 3.666
[2,] 5.355 3.717  9.864 7.486 7.843 2.657 2.793 6.231 7.224 7.121 4.069
[3,] 5.428 3.721 10.033 7.818 8.214 2.684 2.799 6.232 7.249 7.126 4.221
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.149 4.673 4.958 6.347 4.922 6.542 6.436 12.98  9.373 12.22 5.506
[2,] 5.370 4.708 5.601 6.667 4.972 7.077 7.836 13.32  9.866 12.25 5.634
[3,] 5.403 4.711 5.787 6.957 5.133 7.185 8.083 13.64 10.329 12.28 5.690
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 15.57 7.812 2.103 6.691 6.087 5.122 6.497 2.401 6.082 5.615 2.731
[2,] 19.21 8.483 2.130 7.672 8.028 5.241 7.210 2.427 7.069 5.816 2.804
[3,] 19.57 9.525 2.183 9.567 8.515 5.800 7.933 2.464 8.026 6.239 2.840
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.771 6.419 6.221 5.943 6.154 5.773 1.968 5.289 1.662 4.559 4.883
[2,] 7.708 7.104 7.136 6.130 6.603 5.949 1.974 5.407 1.663 4.796 5.284
[3,] 8.216 7.521 7.561 6.465 6.856 5.969 1.978 5.456 1.671 5.087 5.718
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.065 2.539 5.387 6.230 8.481 4.366 6.507 6.661 2.775 5.589 5.998
[2,] 4.484 2.562 6.060 6.232 8.721 4.485 7.473 6.959 2.818 6.994 6.189
[3,] 4.567 2.589 6.219 6.506 9.113 4.502 7.787 7.223 2.839 7.706 6.778
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.487 5.109 4.959 1.473 5.043 1.972 4.376 3.887 5.318 5.382 2.375
[2,] 5.378 6.135 4.982 1.478 5.238 2.057 4.426 3.929 6.036 7.062 2.383
[3,] 6.247 6.696 4.990 1.487 6.727 2.188 5.015 3.931 6.060 7.104 2.404
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.581 4.624 5.002 2.498 5.743 5.315 7.336 6.381 8.503 7.072 6.027
[2,] 7.844 4.634 6.072 2.584 5.795 6.256 7.950 7.835 8.918 7.860 7.258
[3,] 7.881 4.794 7.174 2.698 5.886 6.305 8.076 7.928 9.178 8.141 7.790
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.877 5.378 4.416 6.609 2.896 3.645 2.510 5.314 4.571 9.257  9.834
[2,] 1.891 6.989 4.733 7.726 3.072 3.697 2.513 5.744 4.571 9.566  9.890
[3,] 1.907 7.499 4.863 8.208 3.142 3.846 2.520 6.221 4.572 9.758 11.141
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.060 2.303 2.743 3.397 4.096 2.906 1.249 10.32 20.34 7.229
[2,] 2.414 3.630 3.584 3.451 4.139 2.906 1.257 11.37 21.38 7.682
[3,] 3.482 3.713 3.596 3.485 4.459 2.910 1.491 12.57 21.84 9.806
Root mean square errors of predictions:  
        [,1]   [,2]  [,3]     [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   6.794  4.711  12.4    8.233   9.427   3.345   3.484   7.871   9.149
[2,]  68.958 72.305 434.9 1151.351 778.375 106.792 160.430 198.213 161.948
[3,] 272.630 46.997 563.5  693.738 750.979 117.444  57.553  29.232 184.946
        [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]    6.963   4.655   6.539   5.934   6.296   8.06   6.251   8.307
[2,] 1397.758 542.990 468.772 176.306 801.427 627.93 214.788 830.986
[3,]   88.122 345.479 182.626  50.244 447.303 611.87 392.700 381.512
        [,18]  [,19] [,20]  [,21]   [,22]   [,23]   [,24]   [,25]    [,26]
[1,]    8.173  16.49  11.9  15.51   6.992   19.77    9.92   2.671    8.496
[2,] 1375.389 916.32 947.3 294.68 366.865 3460.59 1017.33 103.077 1155.326
[3,]  609.556 899.93 941.2 266.98 246.096 1143.74 1332.95 147.643 1758.395
        [,27]   [,28]   [,29]   [,30]    [,31]   [,32]   [,33]    [,34]
[1,]    7.729   6.504    8.25   3.048    7.723   7.131   3.468    8.598
[2,] 1610.611 341.758  961.82 109.721 1108.664 466.317 195.997 1133.029
[3,]  872.711 764.540 1018.48 130.505 1169.156 694.658 138.331  874.922
       [,35]  [,36]   [,37]   [,38]  [,39]  [,40]   [,41] [,42]  [,43]
[1,]   8.151    7.9   7.547   7.815   7.33  2.499   6.716  2.11   5.79
[2,] 936.464 1075.4 461.668 735.988 442.21 47.559 346.897 24.47 457.79
[3,] 760.007  768.8 632.273 567.480 151.13 40.124 224.513 47.67 521.44
       [,44]   [,45]   [,46]   [,47]   [,48]  [,49]   [,50]    [,51]
[1,]   6.201   5.162   3.224   6.841   7.912  10.77   5.544    8.263
[2,] 621.228 582.184 106.681 853.884  38.188 625.28 315.641 1130.557
[3,] 672.572 267.418 113.333 429.541 575.339 814.08 121.207  673.495
       [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58] [,59]
[1,]   8.458   3.524    7.097   7.617   5.697    6.488   6.298  1.87
[2,] 620.121 151.637 1293.515 468.905 912.358 1045.202 147.284 37.55
[3,] 595.060 104.245  995.532 850.117 977.626  824.993  83.114 49.90
        [,60]   [,61]   [,62]   [,63]   [,64]    [,65]  [,66]   [,67]
[1,]    6.404   2.504   5.557   4.936   6.753    6.834  3.016   9.627
[2,]  434.978 179.920 202.548 176.162 878.626 1406.958 62.821 619.514
[3,] 1298.748 229.654 726.126  39.723 164.201  238.143 96.391 235.139
       [,68]    [,69]   [,70]   [,71]    [,72]   [,73]    [,74] [,75]
[1,]   5.871    6.351   3.172   7.292    6.749   9.315    8.103  10.8
[2,]  93.888 1059.241 203.651 238.879 1015.712 942.840 1398.837 827.5
[3,] 378.578 1175.495 238.547 317.607  239.328 436.666  372.483 668.0
        [,76]    [,77]  [,78]    [,79]   [,80]    [,81]   [,82]   [,83]
[1,]    8.981    7.653  2.383    6.829   5.608    8.392   3.678   4.629
[2,] 1055.141 1244.186 70.553 1373.414 523.828 1231.170 314.985 189.752
[3,]  653.262  870.959 76.075  836.806 343.454  852.916 203.930 325.954
      [,84]   [,85]  [,86]  [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]  3.188   6.748  5.805  11.75   12.49   2.616   2.924   3.483   4.313
[2,] 32.469 671.405 12.040 742.23  323.13 386.999 863.501 709.724 188.404
[3,] 58.363 734.991 24.317 592.61 1578.63 771.916 239.683  91.666 147.923
       [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   5.201  3.690   1.586   13.11   25.83    9.18
[2,] 184.541  6.522  43.807 1470.71 2023.52  799.64
[3,] 510.425 45.342 246.589 1646.01 1379.80 1874.90
[1] "--- VAR model 2017-10-06 17:01:00  completed"
[1] "Completed training sample:  2017-10-06 17:01:00 - 2017-10-07 01:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 17:31:00 - 2017-10-07 01:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.07055         -0.4524         -15.85         -15.41
         0.39302         -0.4712         -15.79         -15.68
         0.16525         -0.1870         -15.26         -15.31
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -16.68         0.3168         -0.14282          0.23862
         -16.00         0.1900         -0.02743          0.07062
         -16.06         0.3139         -0.01082          0.01158
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.42578         0.142911           2.1055           -2.202
          0.46438         1.085313           1.3388           -2.418
          0.09413         0.004935           0.9843           -2.369
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.4578           0.5535           0.8741         -0.58189
           0.3914           0.9447           1.0822         -0.00413
           0.4522           1.3284           1.2798         -0.61071
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.9430            1.060          -1.5666            6.925
          -0.5647            1.153          -0.4484            2.704
          -0.3117           -0.160          -0.5760            2.796
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -14.93           -1.365           -32.47           -16.24
           -14.71           -1.225           -33.93           -15.05
           -14.92           -1.123           -31.57           -15.35
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.267           -15.65           -16.68           -1.678
           -1.319           -15.44           -16.84           -1.608
           -1.315           -15.64           -16.73           -1.450
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.54           -1.480           -17.18           -5.904
           -15.79           -1.377           -15.95           -6.696
           -15.75           -1.442           -16.15           -6.115
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.424           -16.85           -16.56           -16.79
           -3.414           -15.98           -15.92           -16.27
           -3.419           -16.17           -15.46           -16.15
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6254           -1.227         -0.36862          0.06940
           0.2295           -2.028         -0.02104          0.04743
           0.2208           -2.681         -0.25511          0.02078
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4596         0.087741           -9.068           -9.777
           0.3254         0.018420           -9.748          -10.484
           0.1980         0.008419           -9.336          -11.078
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.3074          -0.4361           -6.528            3.358
          -0.7012          -0.2890           -6.606            2.657
          -0.8921          -0.1479           -6.470            1.682
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.6470          -1.9075           -6.926           1.3436
           1.4953          -0.6384           -6.095           2.3039
           0.6508          -0.9620           -3.654           0.6259
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3270           -4.136           -1.122           -2.573
          -0.4896           -5.959           -4.361           -3.102
          -0.5480           -4.378           -3.951           -4.606
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.314         -0.06395          0.06979           -5.367
           -1.912          0.09171          0.11195           -5.756
           -4.940         -0.07944          0.01337           -1.401
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6768          -2.9934           0.1876           -3.193
          -0.3426          -3.5523           0.4088           -2.645
          -0.5330          -0.8299           0.0448           -3.606
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.526           0.0400         -1.40577         -0.21150
           -2.262          -0.2777          0.09275         -0.24559
           -2.408          -0.1941          0.96066         -0.03648
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.3132         0.003156          0.48776          0.17224
          -3.0057         0.001585          0.22447          0.48164
          -2.1057         0.197548          0.08409         -0.02594
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.6165          0.76445           0.2446         -1.50847
          -0.9660         -0.22648           1.2860         -0.06732
          -0.7856          0.00435           0.6037         -0.38454
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -1.80363         0.063662          -2.3278           0.6889
          0.41769         0.007888          -0.7719           0.5489
          0.06065         0.006267           0.1916          -0.1042
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.8907           0.0774          -0.7143          0.11747
          -1.4445          -0.2233          -0.8598          0.07002
           0.2095          -0.2334          -1.0874          0.01734
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.4750          -0.2718           0.3362           -6.337
          -0.8972          -0.1440           0.3910            4.050
          -1.7348          -0.1999           0.1436           -3.524
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6706         0.979541          0.68308          0.03034
           0.8767        -0.002498         -0.16597          0.02505
          -0.2090        -0.036575          0.09826          0.04757
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.5164         0.049226           -2.260            112.3
          -2.8636        -0.035590           -2.317            110.8
          -0.5899        -0.006945           -2.392            113.5
 rnd_95776.volume rnd_95787.volume
          -15.079           -16.25
           -4.290           -15.59
           -7.733           -15.42
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.129 3.606 9.154 6.209 6.739 2.230 2.601 5.576 6.538 5.202 3.560
[2,] 5.130 3.618 9.270 7.273 7.315 2.284 2.648 5.591 6.544 6.561 3.937
[3,] 5.168 3.621 9.397 7.577 7.740 2.297 2.656 5.594 6.556 6.568 4.077
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 4.187 4.317 4.819 6.028 4.894 5.993 5.639 12.72 8.700 11.90 5.453
[2,] 5.147 4.352 5.434 6.409 4.940 6.485 7.000 13.05 9.254 12.04 5.584
[3,] 5.180 4.361 5.614 6.724 5.113 6.715 7.258 13.35 9.767 12.08 5.651
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.81 7.535 1.868 6.440 5.948 4.972 6.210 2.209 5.744 5.358 2.539
[2,] 17.86 8.131 1.887 7.311 7.881 5.088 7.087 2.237 6.597 5.583 2.618
[3,] 18.28 9.114 1.937 8.929 8.328 5.649 7.846 2.279 7.765 6.068 2.657
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.457 5.633 5.682 5.786 5.561 5.218 1.907 5.106 1.633 4.238 4.666
[2,] 7.293 6.487 6.625 5.935 5.886 5.263 1.916 5.219 1.634 4.461 5.046
[3,] 7.895 6.935 7.072 6.219 5.961 5.263 1.924 5.268 1.641 4.714 5.513
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.045 2.407 5.264 5.846 8.110 4.167 6.247 6.477 2.566 5.344 5.736
[2,] 4.321 2.434 5.816 5.847 8.243 4.288 7.095 6.746 2.619 6.768 5.922
[3,] 4.412 2.457 5.975 6.152 8.461 4.298 7.486 6.978 2.635 7.493 6.464
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.304 4.855 4.699 1.233  4.49 1.869 4.023 3.647 5.039 5.170 1.917
[2,] 5.146 5.827 4.726 1.237  4.70 1.935 4.117 3.665 5.657 6.695 1.966
[3,] 5.981 6.416 4.726 1.240  6.04 2.021 4.637 3.667 5.699 6.751 2.016
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.536 4.637 4.801 2.305 5.504 4.578 6.825 6.167 8.313 7.027 5.799
[2,] 7.773 4.645 5.995 2.351 5.528 5.707 7.322 7.599 8.691 7.822 7.179
[3,] 7.796 4.806 6.779 2.414 5.580 5.729 7.414 7.647 8.941 8.130 7.760
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.798 5.058 3.827 6.235 2.704 3.480 2.398 4.602 4.352 9.187  9.563
[2,] 1.812 6.836 3.959 7.530 2.861 3.532 2.403 5.087 4.353 9.482  9.633
[3,] 1.820 7.418 4.090 8.094 2.956 3.667 2.407 5.473 4.353 9.650 10.812
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.784 2.024 2.505 2.888 3.876 2.823 1.074 10.71 17.57 7.117
[2,] 2.163 3.044 3.051 2.901 3.933 2.823 1.110 11.73 21.05 7.434
[3,] 2.917 3.084 3.070 2.909 4.275 2.826 1.255 13.01 21.43 9.361
Root mean square errors of predictions:  
        [,1]   [,2]   [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   6.513  4.579  11.62    7.884   8.558   2.831   3.303   7.081
[2,]  25.491 94.584 477.19 1235.357 927.635 161.189 162.934 134.484
[3,] 205.085 49.118 501.32  693.774 825.403  79.326  64.329  58.697
        [,9]    [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   8.302    6.605   4.521   5.317   5.482   6.12   7.654   6.214
[2,]  94.105 1304.213 548.019 976.573 179.001 819.14 710.584 221.307
[3,] 131.761   99.717 345.112 190.822  93.952 459.86 662.765 429.986
      [,17]    [,18]  [,19]   [,20]  [,21]   [,22]  [,23]    [,24]   [,25]
[1,]   7.61    7.161  16.15   11.05  15.11   6.925   18.8    9.568   2.372
[2,] 808.12 1352.909 952.08 1028.43 603.40 391.723 3257.6  997.413  88.754
[3,] 568.06  625.066 919.87 1018.43 324.88 284.042 1268.3 1342.327 142.629
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    8.178    7.553   6.314    7.886   2.805    7.294   6.804   3.224
[2,] 1129.205 1686.578 352.942 1113.467 114.067 1058.399 512.085 208.700
[3,] 1671.809  878.055 800.406 1097.978 141.784 1335.979 775.480 147.281
        [,34]    [,35]    [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]    8.199    7.154    7.215   7.347   7.061   6.627  2.421   6.484
[2,] 1105.932 1049.188 1111.399 430.684 629.909 222.399 60.117 351.961
[3,]  986.136  799.534  807.285 606.533 305.788   5.536 56.502 232.830
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48] [,49]   [,50]
[1,]  2.074   5.381   5.925   5.136   3.056   6.685   7.424  10.3   5.291
[2,] 20.900 455.020 627.114 495.998 119.071 806.681  38.202 480.5 329.962
[3,] 47.580 496.513 724.365 291.146 108.623 446.066 623.918 622.1  97.297
        [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]   [,58]
[1,]    7.933   8.225   3.259    6.786   7.283   5.466    6.165   5.967
[2,] 1097.096 614.754 171.511 1354.433 480.544 920.003 1050.924 163.123
[3,]  778.389 581.539  91.996 1048.800 844.986 994.373  876.335  27.329
      [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]   [,66]
[1,]  1.566    5.701   2.373   5.109   4.63   6.399    6.564   2.434
[2,] 30.573  453.514 163.829 284.210 119.88 838.723 1387.823 142.000
[3,] 30.413 1237.423 190.470 696.134  35.13 224.122  281.800 145.792
       [,67]   [,68]    [,69]   [,70]  [,71]    [,72]   [,73]    [,74]
[1,]   9.569   5.889    6.096   2.927   6.99    5.813   8.667    7.831
[2,] 621.449  85.540 1171.000 150.928 167.11 1111.382 864.802 1447.933
[3,] 193.775 402.275 1032.467 178.844 248.23  163.063 379.332  279.106
      [,75]    [,76]    [,77]  [,78]    [,79]  [,80]    [,81]   [,82]
[1,]  10.56    8.924    7.364  2.283    6.423   4.86    7.917   3.433
[2,] 827.02 1120.651 1380.224 72.685 1499.851 331.03 1376.933 305.404
[3,] 683.62  723.163  960.976 57.764  939.650 334.63  968.278 242.642
       [,83]  [,84]   [,85]  [,86]  [,87]   [,88]   [,89]  [,90]   [,91]
[1,]   4.419  3.045   5.844  5.526  11.67   12.14   2.265   2.57   3.181
[2,] 196.468 47.833 706.700 34.027 765.59  379.39 399.190 741.84 568.235
[3,] 322.158 47.099 659.057  5.975 585.11 1601.07 638.465 160.90 110.483
      [,92]   [,93]  [,94]   [,95]  [,96]   [,97]    [,98]
[1,]  3.668   4.922  3.585   1.363   13.6   22.32    9.037
[2,] 90.178 217.480  5.056  92.477 1561.0 3779.03  700.884
[3,] 70.234 546.326 41.247 190.651 1836.2 1311.64 1855.352
[1] "--- VAR model 2017-10-06 17:31:00  completed"
[1] "Completed training sample:  2017-10-06 17:31:00 - 2017-10-07 01:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 18:01:00 - 2017-10-07 02:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.83356        0.001343         -12.20         -13.34
         0.37925        0.380508         -11.59         -12.15
         0.08249        0.178150         -12.41         -11.82
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -12.17       -0.12717          0.04769          -0.4100
         -12.40       -0.20254          0.16914           0.0637
         -12.11       -0.05507          0.03282          -0.2011
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.2362          -0.9166          -0.6019           -5.064
          -0.1725          -0.1007           1.5916           -1.885
          -0.3633          -0.4703           0.3693           -2.133
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8365           -3.433          -2.3429           0.3363
           0.4138           -1.994          -0.5779           1.0072
           0.2900           -1.553          -0.2960           2.2113
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.1158           -0.854          -3.4529           0.6121
          -3.4169           -1.980           0.0921           2.5818
          -0.9576           -2.145          -1.6263           0.5111
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -11.94          -0.8291           -27.31           -11.53
           -12.41          -0.7957           -26.16           -12.05
           -11.88          -0.7436           -24.97           -12.17
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1268           -13.68           -14.76           -1.885
          -1.0083           -11.81           -13.65           -1.973
          -0.9519           -12.04           -12.77           -2.044
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -12.79           -1.158           -11.89           -4.352
           -13.53           -1.241           -13.45           -5.405
           -11.46           -1.032           -11.86           -4.382
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.647           -12.70           -11.52           -12.63
           -2.502           -13.15           -10.96           -12.21
           -2.746           -12.60           -13.25           -13.07
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.27646           0.7309         -0.06398                0
          0.20961          -1.1015          0.33247                0
          0.02085           0.4206          0.04262                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0          0.34144           -5.830           -7.970
                0         -0.01938           -6.701           -7.806
                0          0.02852           -6.724           -8.301
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.012          -0.3941           -5.462           0.6828
           -2.274          -0.2705           -5.590           0.9743
           -1.228          -0.1653           -4.966           0.8999
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.0924          -1.1152           -5.278           0.6509
           0.5690          -0.8644           -2.429           1.8584
           0.4247          -0.8527           -3.160           0.9567
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7303           -6.285           -4.469           -5.058
          -0.3696           -4.284           -3.820           -4.793
          -0.2015           -2.407           -1.728           -3.117
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.938          0.22659          0.03973           0.2684
           -5.104          0.07436          0.04630          -1.9989
           -3.719          0.10397          0.05754          -4.9299
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3770          -0.9517          0.16618           0.9310
           0.4920          -0.8222         -0.01376          -1.3644
           0.1278          -2.7287          0.11821          -0.2149
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.3063          0.57194           1.7433                0
          -0.4527          0.08519           1.1873                0
          -0.3158         -0.01096           0.6522                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          4.71260          0.18281           0.8322           1.8412
          0.47404          0.44346           0.7839           0.7287
         -0.08166          0.06086           0.4328           0.5771
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4223            1.713            3.079            5.491
           0.2323            1.338            3.994            2.404
           0.6965            0.833            2.875            3.155
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.728          0.09713            2.998          0.08782
            2.509          0.13167            5.198          0.41479
            3.391          0.02223            1.893          0.39856
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.266           0.5751          -1.4733          0.03335
            5.374           0.6120          -1.3303          0.05564
            1.525           1.0216          -0.4865          0.01844
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.1604          -0.1964           0.9265           -3.486
          -0.9274          -0.1868           1.1511            2.305
           0.3662           0.4846           0.8421           -2.041
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.0286           2.1125           1.6058           0.2016
           1.9740           0.1128          -0.2459           0.2462
          -0.1299           0.1173           0.3893           0.2909
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3989        -0.034013           -1.494            115.0
           0.2635         0.053380           -1.455            116.7
          -1.8997         0.006743           -1.510            116.0
 rnd_95776.volume rnd_95787.volume
           -7.210           -12.83
           -7.263           -13.09
           -7.621           -12.50
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.008 3.414 8.669 5.840 5.924 1.945 2.476 5.135 6.256 5.067 3.481
[2,] 5.011 3.428 8.786 6.809 6.578 1.981 2.516 5.150 6.264 6.210 3.862
[3,] 5.046 3.429 8.913 6.984 6.996 2.006 2.524 5.151 6.286 6.221 3.997
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.810 4.050 4.168 5.548 4.655 5.662 4.871 9.282 8.573 11.08 4.983
[2,] 4.897 4.086 4.524 5.966 4.671 6.109 6.495 9.811 9.269 11.22 5.078
[3,] 4.926 4.091 4.643 6.371 4.913 6.470 6.731 9.933 9.998 11.33 5.112
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 14.25 7.372 1.708 6.017 5.750 4.648 5.874 1.982 5.414 4.885 2.383
[2,] 17.67 7.927 1.721 6.810 7.665 4.766 6.624 2.006 6.233 5.038 2.454
[3,] 18.14 8.798 1.785 8.370 8.138 5.101 7.326 2.053 7.443 5.491 2.485
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.285 5.154 5.198 5.226 4.946 5.123 1.854 4.642 1.595 3.978 4.407
[2,] 6.927 6.024 6.227 5.250 5.278 5.161 1.864 4.704 1.596 4.180 4.786
[3,] 7.531 6.428 6.672 5.373 5.338 5.162 1.872 4.754 1.602 4.408 5.148
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.910 2.351 5.094 5.472 7.699 3.972 6.178 6.248 2.423 5.434 5.408
[2,] 4.193 2.377 5.654 5.473 7.828 4.040 7.343 6.531 2.495 6.516 5.590
[3,] 4.308 2.408 5.776 5.737 8.114 4.057 7.474 6.678 2.520 7.370 6.334
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.062 4.689 4.542 1.091 4.135 1.782 3.766 3.443 4.576 5.023 1.646
[2,] 4.936 5.607 4.571 1.092 4.435 1.833 3.873 3.451 5.228 6.375 1.693
[3,] 5.620 6.165 4.572 1.093 5.762 1.903 4.343 3.453 5.281 6.433 1.722
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.540 4.376 4.356 1.874 5.098 4.227 6.370 5.713 8.071 6.597 5.086
[2,] 7.776 4.401 5.640 1.921 5.100 5.565 6.725 7.340 8.376 7.600 6.652
[3,] 7.801 4.509 6.339 1.951 5.120 5.575 6.800 7.360 8.619 7.927 7.423
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 1.657 4.378 3.484 5.545 2.550 3.193 2.240 4.632 3.669 8.972  9.052
[2,] 1.664 6.575 3.526 7.228 2.637 3.234 2.245 4.635 4.140 9.230  9.160
[3,] 1.674 7.270 3.590 7.901 2.774 3.414 2.249 4.861 4.147 9.400 10.127
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.622 1.724 2.290 2.649 3.717 2.616 1.023 11.05 19.00 6.984
[2,] 1.981 2.678 2.739 2.665 3.795 2.617 1.065 12.02 20.18 6.990
[3,] 2.659 2.707 2.747 2.678 4.114 2.621 1.173 13.43 20.61 8.735
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]   [,6]    [,7]   [,8]
[1,]   6.359   4.335  11.01    7.415    7.523   2.47   3.144   6.52
[2,]  67.821 111.291 511.20 1254.727 1024.700 133.91 160.270 143.97
[3,] 210.986  36.673 538.06  558.066  853.740 114.39  71.298  35.04
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.944    6.435   4.421    4.839   5.143   5.292   7.045   5.911
[2,] 112.998 1286.605 599.369 1102.444 195.882 630.482 786.633 136.098
[3,] 191.169  129.359 368.732  189.823  70.772 375.007 801.211 546.633
      [,17]    [,18]   [,19]   [,20]  [,21]   [,22]  [,23]    [,24]
[1,]   7.19    6.185   11.79   10.89  14.06   6.327   18.1    9.361
[2,] 821.37 1539.743 1139.65 1263.17 635.87 350.978 3744.5 1044.247
[3,] 764.52  633.022  556.58 1343.22 578.23 212.358 1470.8 1367.782
       [,25]   [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   2.169    7.64    7.302   5.902    7.458   2.517    6.875   6.203
[2,]  77.103 1143.49 1816.596 378.011 1097.517 110.840 1107.171 441.013
[3,] 169.351 1744.10  979.219 652.335 1121.520 157.588 1457.778 783.009
       [,33]    [,34]    [,35]  [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   3.027    7.981    6.545    6.6   6.637   6.281   6.506  2.354
[2,] 209.749 1043.491 1117.436 1229.2 178.267 659.906 224.127 71.797
[3,] 140.447 1059.409  804.090  858.2 409.538 286.609  31.813 62.627
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.895  2.026   5.051   5.597   4.966   2.986   6.468   6.948
[2,] 272.290 18.579 459.566 668.332 542.111 124.052 879.301  34.155
[3,] 246.385 49.425 502.121 680.424 354.699 139.260 423.118 616.578
       [,49]   [,50]    [,51]   [,52]   [,53]  [,54]    [,55]    [,56]
[1,]   9.777   5.044    7.845   7.934   3.077    6.9    6.868    5.159
[2,] 505.980 264.951 1422.439 681.697 212.767 1288.7  506.152 1004.586
[3,] 765.418 131.306  500.069 499.742 128.271 1234.3 1067.524  963.184
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]
[1,]    5.954   5.768  1.386    5.251   2.263   4.782  4.372   5.811
[2,] 1101.927 184.069 15.573  575.076 153.262 324.935 84.257 906.043
[3,]  918.669  22.110 18.137 1318.189 183.286 703.981 45.148 268.009
        [,65]  [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]
[1,]    6.379   2.09   9.575   5.556    5.532   2.38   6.473    5.367
[2,] 1406.557 141.61 680.426 168.784 1283.790 150.98  54.237 1297.398
[3,]  310.141 113.62 223.939 350.995 1036.990 123.55 164.026  120.128
       [,73]    [,74]  [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]   8.089    7.255  10.25    8.377    6.458  2.104    5.559   4.424
[2,] 772.754 1651.244 803.43 1352.328 1536.561 57.742 1758.018 195.410
[3,] 362.027  195.230 728.58  807.965 1180.512 63.296 1111.845 241.734
        [,81]   [,82]   [,83]  [,84]   [,85]   [,86]  [,87]  [,88]  [,89]
[1,]    7.041   3.238   4.055  2.845   5.882   4.659  11.39   11.5   2.06
[2,] 1661.762 240.860 184.590 50.905  62.736 687.601 776.76  500.6 407.74
[3,] 1143.523 308.866 391.353 51.428 524.495  82.583 638.87 1548.3 635.72
       [,90]   [,91]   [,92]  [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   2.189   2.908   3.364   4.72  3.322   1.299   14.03   24.13
[2,] 734.330 538.419 103.789 274.69 22.833 105.719 1693.51 2431.91
[3,] 142.492  77.469  95.314 568.93 49.898 176.363 2146.80 1516.45
        [,98]
[1,]    8.868
[2,]  108.441
[3,] 1877.065
[1] "--- VAR model 2017-10-06 18:01:00  completed"
[1] "Completed training sample:  2017-10-06 18:01:00 - 2017-10-07 02:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 18:31:00 - 2017-10-07 02:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.02481        -0.01725         -10.80        -10.177
         0.18584         0.02650         -10.57         -9.781
         0.12884         0.12607         -10.47        -10.906
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.877         0.2661           0.1881         -0.16529
        -10.344         0.1172           0.1072         -0.01963
         -9.693         0.2395           0.1963         -0.06863
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.1877         -1.41422         -0.93149           -2.889
           0.1094         -0.19243          0.55141           -2.532
          -0.1714          0.07255          0.09211           -1.856
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.17195           -1.288           0.2606          -1.1003
          0.06025           -1.842          -0.9948          -0.5809
          0.04345           -1.273          -0.2626           1.0615
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.01331         -1.68558          -2.0176           2.3597
         -1.67559          0.07689          -0.7360           0.2418
         -1.35757         -1.99932          -0.1139           0.0359
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -10.88          -0.6635           -23.78           -10.93
           -10.13          -0.8024           -23.17           -11.04
           -10.34          -0.9407           -21.04           -10.47
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7942           -9.608           -11.38           -1.622
          -1.0266          -11.301           -11.64           -1.856
          -0.8872          -10.591           -11.98           -1.804
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.383          -0.8989           -10.51           -5.297
           -9.895          -0.8941           -10.59           -4.417
          -11.208          -1.0105           -10.73           -4.864
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.357           -11.16          -10.770           -10.61
           -2.361           -10.86          -10.268           -10.85
           -2.192           -10.31           -9.609           -10.48
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2707          -2.3820          0.32937       -0.0032637
          -0.3851           0.2252          0.02784       -0.0002164
          -0.1262          -1.2592         -0.01792       -0.0001971
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -5.759           -7.560
                0                0           -6.027           -7.395
                0                0           -6.244           -7.320
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.364          -0.6195           -5.167           0.8541
           -2.222          -0.4819           -5.561           1.9852
           -1.863          -0.2962           -5.083           2.3806
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.044          -1.2957           -3.525         -0.04415
            3.346          -0.6979           -2.941          0.28925
            1.204          -1.0091           -2.868         -0.52312
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2912           -5.033           -3.838           -1.531
          -0.1967           -3.372           -2.346           -3.762
          -0.1724           -2.336           -2.219           -2.676
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.507         -0.14456                0           0.6014
           -4.102         -0.06308                0          -1.9281
           -2.485         -0.05623                0          -3.9291
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1423            0.489          0.03799          -0.7581
          -0.2600           -1.394          0.09789           0.5304
          -0.2604           -2.129          0.09908          -1.3945
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.4083         0.020902            3.783           0.4520
           0.3317         0.006329            1.436           0.1244
          -0.9417         0.027704            1.695           1.1304
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6731         -0.22325         -0.08008          2.09023
          -0.1097         -0.02393          0.16501         -0.06118
          -0.3189          0.03634          0.30705          0.28999
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.24944          2.30274           0.8032          -1.3566
         -0.10510         -0.07466           1.3275           1.7708
         -0.02167          0.21738           3.6468           0.9757
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.4986                0           4.2512          0.33933
           1.8222                0          -0.5747          0.25402
           0.6681                0           1.9673          0.05166
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.9085         -0.86735          -1.1934                0
           0.6313          0.56916          -0.6382                0
           1.7759          0.03247          -0.6373                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.2205        -0.065782         -0.06282           -5.790
          -1.8313        -0.068205         -0.25970            7.768
           0.4686        -0.003996         -0.57436           -4.767
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.37378          -0.8200         -0.21086          -0.2319
         -0.56817          -0.1113         -0.09234          -0.1849
         -0.05854          -0.1585         -0.13701          -0.1529
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.006        -0.030622           -1.686            105.6
           -1.116        -0.005295           -1.502            107.7
           -1.477        -0.001721           -1.399            109.9
 rnd_95776.volume rnd_95787.volume
           -9.552           -10.55
           -6.738           -11.16
           -7.557           -10.50
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.786 3.304 8.025 5.637 5.498 1.772 2.315 4.779 5.946 4.899 3.416
[2,] 4.788 3.323 8.117 6.437 6.358 1.797 2.356 4.781 5.949 5.968 3.793
[3,] 4.809 3.326 8.204 6.633 6.727 1.828 2.369 4.782 5.961 5.986 3.938
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.685 3.820 3.961 5.391 4.530 5.368 4.766 8.095 8.117  9.958 4.624
[2,] 4.819 3.845 4.382 5.837 4.536 5.833 6.231 8.831 8.710 10.163 4.725
[3,] 4.841 3.851 4.564 6.339 4.723 6.376 6.562 8.953 9.305 10.418 4.772
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 12.99 6.902 1.585 5.734 5.550 4.229 5.597 1.762 5.108 4.357 2.198
[2,] 15.92 7.490 1.596 6.419 7.189 4.326 6.371 1.797 5.913 4.642 2.238
[3,] 16.41 8.260 1.648 7.719 7.598 4.610 7.056 1.847 7.020 4.914 2.264
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.957 4.918 4.796 4.849 4.576 4.755 1.758 3.943 1.453 3.763 4.182
[2,] 6.519 5.741 5.889 4.855 4.978 4.772 1.762 3.951 1.455 3.947 4.640
[3,] 7.037 6.173 6.326 4.927 5.025 4.779 1.765 4.014 1.455 4.170 4.993
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.835 2.254 4.948 5.210 7.374 3.888 5.709 5.965 2.323 5.224 5.125
[2,] 4.002 2.289 5.398 5.212 7.487 3.955 6.781 6.241 2.388 6.225 5.420
[3,] 4.113 2.320 5.513 5.484 7.689 3.968 6.910 6.325 2.412 6.822 5.989
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.881 4.342 4.292 0.9786 3.767 1.544 3.511 3.283 4.237 5.009 1.525
[2,] 4.787 5.269 4.312 0.9819 4.082 1.566 3.633 3.288 4.863 5.838 1.571
[3,] 5.367 5.830 4.312 0.9844 5.276 1.574 4.041 3.293 4.901 5.907 1.588
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.649 3.671 4.125 1.763 4.836 4.020 6.074 5.468 7.905 6.903 4.436
[2,] 7.932 3.686 5.519 1.801 4.836 5.338 6.390 7.144 8.149 7.344 6.436
[3,] 7.979 3.687 6.031 1.831 4.843 5.350 6.427 7.158 8.403 7.964 7.355
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.550 4.155 3.319 5.272 2.466 2.971 2.132 4.041 3.904 8.701 8.598
[2,] 1.565 6.127 3.336 6.497 2.547 3.015 2.134 4.361 3.911 8.924 8.706
[3,] 1.567 6.560 3.348 7.049 2.650 3.171 2.139 4.672 3.911 9.105 9.600
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.476 1.600 2.637 2.488 3.451 2.465 0.9834 11.30 18.16 6.613
[2,] 1.928 2.529 2.649 2.509 3.517 2.466 1.0244 12.28 19.27 6.636
[3,] 2.321 2.537 2.658 2.526 3.753 2.471 1.1237 13.64 19.54 8.081
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]   [,6]   [,7]   [,8]    [,9]
[1,]   6.078   4.196  10.19    7.157    6.982   2.25   2.94  6.068   7.551
[2,]  54.181 134.618 464.64 1188.856 1221.354 114.84 166.56 62.331  64.312
[3,] 171.080  50.257 457.75  612.195  840.468 128.30  94.95 28.129 148.464
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    6.221   4.338    4.679   4.851   5.029   6.845   5.753   6.817
[2,] 1303.928 630.700 1187.980 167.507 717.012 856.334  85.810 872.290
[3,]  177.595 405.402  176.673  78.518 488.450 945.528 503.153 985.345
        [,18]   [,19]   [,20]  [,21]   [,22]  [,23]    [,24]   [,25]
[1,]    6.052   10.28   10.31  12.65   5.872   16.5    8.765   2.013
[2,] 1535.311 1349.61 1207.94 777.34 371.617 3517.2 1112.074  72.311
[3,]  787.181  563.04 1252.38 876.43 255.738 1519.4 1331.767 157.054
        [,26]    [,27]  [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    7.282    7.047   5.37    7.108   2.238    6.487   5.532   2.791
[2,] 1103.221 1747.796 348.69 1164.178 135.659 1139.169 612.829 162.171
[3,] 1639.839  940.052 609.46 1159.905 162.944 1447.158 616.202 130.830
        [,34]    [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]    7.564    6.245    6.09   6.157   5.811   6.039  2.233   5.006
[2,] 1012.917 1132.754 1307.23  92.988 749.513 153.805 44.628  96.505
[3,] 1013.285  867.760  883.56 320.978 263.736  99.069 40.653 270.998
      [,42]   [,43]  [,44]  [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.845   4.779   5.31   4.87   2.863   6.283   6.615   9.363   4.938
[2,] 28.729 454.819 768.76 437.26 151.950 825.888  57.568 495.980 276.094
[3,] 14.757 514.299 705.41 363.21 143.205 427.093 652.723 670.799 124.418
        [,51]   [,52]  [,53]    [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    7.249   7.574   2.95    6.634   6.508    4.928    5.514   5.451
[2,] 1399.464 702.733 211.46 1294.715 674.302 1071.872 1141.286 156.439
[3,]  509.096 391.897 128.54 1067.606 974.292  928.737  954.535  13.837
      [,59]    [,60]  [,61]   [,62]  [,63]   [,64]    [,65]   [,66]
[1,]  1.243    4.783   1.96   4.459  4.168   5.381    6.361   1.937
[2,] 30.863  601.743 100.85 357.404 73.807 912.475 1146.537 144.475
[3,] 26.842 1278.317  59.46 676.530 67.111 232.873  344.846  87.925
       [,67]   [,68]    [,69]   [,70]   [,71]    [,72]   [,73]    [,74]
[1,]   9.713   4.662    5.238   2.238   6.141    5.105   7.713    6.943
[2,] 803.057 126.980 1402.557 141.340  15.166 1343.057 758.942 1758.263
[3,] 332.667  35.121  930.066 126.613 102.337  138.038 264.975  173.364
      [,75]    [,76]    [,77]  [,78]    [,79]   [,80]    [,81]   [,82]
[1,]  10.04    8.766    5.633  1.969    5.277   4.214    6.695   3.131
[2,] 756.94  958.049 1783.307 81.923 1722.158 128.451 1451.787 243.571
[3,] 785.31 1177.967 1361.976 31.035  896.289 110.136 1046.232 280.048
       [,83]  [,84]   [,85]  [,86]  [,87]   [,88]   [,89]   [,90]  [,91]
[1,]   3.773  2.707   5.131  4.958  11.05   10.92   1.874   2.032  3.348
[2,] 196.487 34.705 627.216 85.643 757.36  522.75 474.156 749.065 98.863
[3,] 375.275 57.822 641.309  7.941 691.95 1547.35 494.182  76.256 82.007
      [,92]   [,93] [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   3.16   4.382  3.13   1.249   14.35   23.06    8.397
[2,] 121.77 260.456 27.64 109.657 1835.51 2459.09  212.066
[3,] 113.14 500.420 58.60 176.709 2275.99 1252.70 1763.693
[1] "--- VAR model 2017-10-06 18:31:00  completed"
[1] "Completed training sample:  2017-10-06 18:31:00 - 2017-10-07 02:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 19:01:00 - 2017-10-07 03:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
      -0.1230774        -0.03273         -8.154         -7.665
      -0.1310947         0.04586         -7.447         -7.509
       0.0008103         0.15167         -8.420         -7.658
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.594        0.04951          0.32408        -0.008704
         -7.761        0.25869          0.05646         0.172410
         -7.809        0.05541          0.03749         0.111190
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.1131          -1.9675          -0.6333           -4.090
          -0.2689          -0.2417          -0.1238           -1.356
          -0.1436          -0.1569          -0.2656           -2.254
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.21501           -2.334          -1.1618           0.1048
          0.35745           -1.922          -2.0327           0.1393
          0.05128           -1.250          -0.5397          -0.3079
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.5473            1.757           4.1945           4.4745
          -2.7043           -3.102          -0.8749           2.7071
          -0.9257           -2.184          -1.5582           0.3719
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.612          -0.6108           -17.76           -8.170
           -7.874          -0.3875           -18.96           -8.507
           -7.656          -0.3928           -16.80           -8.094
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7064           -7.632           -8.224           -1.247
          -0.7094           -8.261           -8.765           -1.178
          -0.6946           -8.461           -8.987           -1.244
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.046          -0.6895           -8.670           -4.082
           -7.646          -0.6681           -7.398           -4.103
           -8.140          -0.6920           -7.987           -3.834
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.975           -8.420           -8.559           -9.400
           -1.951           -7.831           -8.430           -8.489
           -1.817           -7.691           -7.799           -7.844
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.16865          -2.4629                0                0
          0.07719          -0.2889                0                0
          0.03250          -1.5307                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3435          0.02752           -5.321           -5.344
           0.5483          0.02227           -4.676           -6.248
           0.1175         -0.03745           -4.884           -5.747
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.7949          -0.3991           -4.205            2.432
          -1.1206          -0.3721           -4.259            2.475
          -0.8765          -0.2384           -4.177            1.969
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.5466          -0.9212           -4.130           0.5088
           1.2996          -0.7025           -2.619           0.1371
           0.4818          -0.6011           -1.781           1.2580
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.03364           0.1156           0.1352          -2.0627
         -0.40071          -3.8910          -2.7048          -0.3476
         -0.18711          -2.0983          -1.7604          -3.0948
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.4494           0.2508          0.02943          -3.4544
           0.3548           0.0592          0.07017          -2.5215
          -3.0170           0.1244          0.00379           0.4776
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.06343         -1.75981           0.1668           -2.330
         -0.08363         -1.62269           0.2254           -1.437
         -0.11843          0.05244           0.2504           -1.492
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.5945         -0.15476         -0.41706           0.3976
          -1.6351         -0.04802         -0.05688           0.5319
          -0.9837         -0.12923          0.59537           0.8423
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.282          0.07422        -0.158032         -0.12897
           -0.571         -0.23552        -0.301436         -0.06806
           -1.677         -0.04870        -0.005558         -0.23327
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7928           0.4809            1.562          -0.9561
           0.0832          -0.2652            1.515          -0.2117
           0.1103          -0.1830            1.966          -0.8583
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.2854                0         -2.30797          -0.2427
           1.0891                0         -0.36286          -0.2512
           0.5213                0          0.06957          -0.0962
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.3361          0.08107           0.3023          0.01730
          -0.2206         -0.30954          -0.7066          0.14320
           0.4504         -0.06761          -0.5124         -0.03135
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.564         -0.04907           0.1769           -4.078
           -1.092          0.05017           0.7387            1.700
           -1.073          0.09476           0.1762           -2.110
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.7205           0.8694           0.5393           0.3894
           0.5167           0.3844           0.3360           0.3671
           0.3229           0.4773           0.3206           0.2020
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.98662         -0.01520          -0.9973            106.1
         -1.13518          0.11642          -1.3515            103.2
         -0.01712          0.03875          -1.4073            106.0
 rnd_95776.volume rnd_95787.volume
           -9.196           -8.052
           -4.243           -8.055
           -5.925           -8.007
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.564 3.098 8.011 5.189 5.231 1.691 2.164 4.153 5.526 4.764 3.259
[2,] 4.576 3.118 8.057 5.919 5.985 1.720 2.197 4.153 5.527 5.643 3.630
[3,] 4.590 3.124 8.229 6.084 6.292 1.746 2.211 4.157 5.542 5.662 3.764
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.452 3.569 3.759 4.778 4.511 5.267 4.661 7.555 7.893  9.798 4.520
[2,] 4.493 3.595 4.235 5.172 4.518 5.713 5.918 8.329 8.399 10.021 4.624
[3,] 4.518 3.601 4.398 5.570 4.671 6.106 6.267 8.408 8.986 10.206 4.664
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.91 6.608 1.470 5.336 5.330 3.653 5.107 1.575 4.816 3.924 2.028
[2,] 14.69 7.215 1.477 5.932 6.708 3.774 5.962 1.593 5.559 4.100 2.080
[3,] 15.23 8.114 1.518 7.167 7.147 3.980 6.624 1.637 6.495 4.343 2.135
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.627 4.609 4.556 4.614 4.138 4.363 1.655 3.535 1.347 3.443 3.853
[2,] 6.036 5.393 5.462 4.621 4.502 4.384 1.656 3.555 1.347 3.582 4.271
[3,] 6.554 5.720 5.769 4.688 4.568 4.386 1.656 3.614 1.348 3.800 4.605
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.660 2.065 4.643 4.808 6.973 3.705 5.658 5.838 2.195 5.013 4.728
[2,] 3.796 2.100 5.105 4.832 7.060 3.774 6.573 6.083 2.261 6.035 5.107
[3,] 3.932 2.162 5.203 5.005 7.198 3.791 6.691 6.151 2.277 6.595 5.621
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.656 4.111 4.092 0.9043 3.527 1.546 3.432 3.125 4.078 4.400 1.455
[2,] 4.591 5.090 4.111 0.9051 3.839 1.613 3.535 3.130 4.595 5.547 1.494
[3,] 5.197 5.671 4.112 0.9056 4.993 1.676 3.935 3.134 4.628 5.603 1.517
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.652 3.497 3.872 1.653 4.546 3.738 5.646 4.962 7.647 6.500 4.022
[2,] 7.850 3.517 5.089 1.686 4.546 5.058 6.019 6.856 7.906 7.064 5.971
[3,] 7.907 3.518 5.716 1.711 4.547 5.066 6.059 6.869 8.164 7.565 7.070
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.430 3.622 3.213 4.875 2.320 2.735 1.903 3.733 3.659 8.200 8.190
[2,] 1.437 5.706 3.235 6.019 2.403 2.767 1.904 4.081 3.663 8.356 8.305
[3,] 1.442 6.298 3.253 6.706 2.503 2.908 1.908 4.364 3.669 8.540 9.103
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.377 1.535 2.531 2.397 3.293 2.207 0.9504 10.14 17.37 6.093
[2,] 1.832 2.421 2.546 2.429 3.343 2.207 0.9970 10.53 18.47 6.183
[3,] 2.193 2.426 2.556 2.444 3.615 2.222 1.0902 11.52 18.68 7.610
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   5.796   3.933  10.17    6.589    6.642   2.147   2.748  5.273
[2,] 135.530 144.314 350.24 1150.721 1175.474 127.514 152.343 34.304
[3,] 142.159  78.814 674.97  569.524  784.126 122.090 101.159 74.443
        [,9]   [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.017    6.05   4.139    4.383   4.533   4.773   6.068   5.728
[2,]  29.233 1221.83 645.960 1162.300 174.038 788.140 800.141 101.567
[3,] 166.838  190.36 401.321  192.132  80.398 480.357 835.128 479.104
       [,17]    [,18]    [,19]   [,20]  [,21]   [,22]   [,23]    [,24]
[1,]   6.688    5.918    9.593   10.02  12.44   5.739   15.13    8.392
[2,] 894.711 1473.740 1416.810 1160.00 849.59 395.105 3470.24 1170.249
[3,] 869.916  832.967  466.390 1290.02 781.51 245.485 1638.87 1499.810
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.866    6.776    6.768   4.639    6.485   2.001    6.116   4.983
[2,]  59.878 1046.565 1645.546 381.909 1243.263  95.648 1121.168 480.901
[3,] 141.854 1625.024  996.742 510.840 1165.749 151.424 1357.733 577.663
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]  [,39]  [,40]
[1,]   2.575    7.145    5.853    5.786   5.859   5.255   5.54  2.102
[2,] 186.856  882.925 1131.210 1217.247  98.151 715.898 171.88 24.048
[3,] 195.004 1031.511  769.804  750.092 319.630 312.793  55.51  3.277
       [,41] [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   4.489  1.71   4.372   4.893   4.647   2.622   5.896   6.105   8.855
[2,] 152.457 15.04 399.916 744.832 407.332 154.241 857.721 194.538 445.107
[3,] 261.579 12.19 511.654 695.104 414.455 207.297 406.327 528.134 567.110
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   4.705    7.184   7.413   2.788    6.366   6.003    4.642    5.221
[2,] 290.299 1351.612 690.394 218.921 1357.468 780.599 1121.891 1212.728
[3,] 144.918  505.809 369.374 106.689 1074.622 949.013  983.799 1010.135
       [,58]  [,59]    [,60]   [,61]   [,62]  [,63]   [,64]    [,65]
[1,]   5.196  1.148    4.479   1.963   4.358  3.968   5.179    5.587
[2,] 160.144 15.251  612.259 186.696 343.305 73.355 855.394 1365.090
[3,]  44.558 11.424 1289.848 183.959 698.566 68.297 222.282  319.555
       [,66]   [,67]   [,68]    [,69]   [,70]  [,71]    [,72]  [,73]
[1,]   1.848   9.717   4.441    4.917   2.099  5.773    4.746   7.17
[2,] 137.272 707.673 150.563 1334.508 135.476 15.919 1376.958 843.30
[3,] 105.737 382.523  33.719 1051.180 115.832 35.925  116.442 279.95
        [,74]   [,75]    [,76]    [,77]  [,78]    [,79]  [,80]   [,81]
[1,]    6.301   9.711    8.255    5.107  1.815    4.599   4.08    6.19
[2,] 1911.449 811.163 1116.904 1783.096 59.012 1781.813 153.94 1426.36
[3,]  174.542 822.835 1094.614 1529.999 45.657 1076.964 137.35 1195.30
       [,82]   [,83]  [,84]  [,85]  [,86]  [,87]  [,88]   [,89]   [,90]
[1,]   2.946   3.472  2.417   4.74  4.647  10.41   10.4   1.748   1.949
[2,] 253.123 169.607  6.919 666.99 68.043 650.68  556.9 488.268 756.524
[3,] 282.907 361.411 55.101 624.27 80.724 711.64 1505.5 487.183  61.756
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   3.214   3.044   4.182   2.802   1.207   12.88   22.06    7.737
[2,] 112.394 157.143 230.977  13.731 121.668 1149.77 2541.00  424.693
[3,]  92.146 109.189 556.782 103.835 178.208 1878.51 1124.67 1792.604
[1] "--- VAR model 2017-10-06 19:01:00  completed"
[1] "Completed training sample:  2017-10-06 19:01:00 - 2017-10-07 03:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 19:31:00 - 2017-10-07 03:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.25531         0.16625         -7.246         -5.966
         0.09033         0.19092         -6.782         -5.985
         0.20957         0.03348         -6.538         -5.997
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.352        0.16637           0.3559         -0.11013
         -6.512        0.13546           0.1699          0.08152
         -5.710        0.05228           0.2372          0.10441
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.37937        -1.574241          -0.1636           -2.906
         -0.19963        -0.030483          -0.5266           -1.598
          0.02064        -0.008837          -0.2891           -2.232
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.044661          -0.5199          -0.8044           0.9156
        -0.024990          -1.5579          -1.3849          -0.8590
         0.001512          -1.0011          -0.5929           0.8374
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.0669          -0.8184           0.8147            2.413
          -1.0908          -1.4209          -1.2178            2.254
          -0.9152          -1.8896          -0.8506            1.301
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.142          -0.4420           -15.24           -6.966
           -7.188          -0.1986           -14.62           -7.491
           -6.597           0.2167           -14.86           -7.101
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4468           -6.865           -6.890           0.6943
          -0.2920           -7.190           -7.330           1.0967
          -0.2703           -7.130           -7.143           0.9566
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.839          -0.5765           -8.442           -2.955
           -6.159          -0.6667           -5.882           -2.470
           -6.482          -0.5645           -6.493           -2.227
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.823           -8.450           -6.789           -6.810
           -1.046           -6.413           -7.245           -8.079
           -1.345           -6.035           -5.718           -6.194
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.36819          -0.6880           0.5473        -0.097498
          0.36299          -0.9670           1.5835        -0.001468
          0.01746          -0.8543           0.9179         0.002991
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.629           -3.944
                0                0           -4.011           -4.206
                0                0           -3.763           -5.472
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7789          -0.4584           -3.609           0.5014
          -0.4764          -0.3913           -3.677           0.7674
          -0.2493          -0.2474           -3.408           0.2223
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.8040          -0.5627           -2.799           1.7805
           0.8462          -0.5240           -1.860           0.2668
           0.1769          -0.5993           -1.859           0.4638
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.03618           -1.547           -1.186           -1.023
         -0.27465           -2.628           -1.774           -1.341
         -0.10522           -1.600           -1.424           -2.088
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.960         -0.04393                0           -2.126
           -1.289         -0.03737                0           -1.177
           -1.948         -0.12983                0           -1.158
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
                0          -1.4617          0.16901           -2.169
                0          -0.8453          0.13252           -1.143
                0          -0.7161          0.01277           -1.095
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.9584          0.03246           0.3739        -0.160447
          -0.9934         -0.12674           0.3696         0.168053
          -0.6695         -0.06507           2.1396         0.005744
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.1278          -0.2380          -0.0515          1.21454
          -1.9015          -0.0967           0.2613          0.05721
          -0.9282          -0.1633           0.1366          0.22294
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.1378          2.81272           2.2614           5.7476
           0.2208          0.03319           0.4103           1.1082
           0.2226          0.43260           0.2492           0.6972
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          2.92013                0          -1.8213        -0.082857
          3.06940                0           5.0732        -0.011544
         -0.07643                0           0.7944        -0.006863
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.249         -0.01946          -0.3286                0
            4.753         -0.18523          -0.4147                0
            1.466          0.99615          -0.3513                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8843           0.2107          0.17899          -1.0498
          -0.9111           0.1442          0.03025          -0.1100
          -0.7272           0.1011          0.13071          -0.3638
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9936                0           -0.986            109.3
          -0.7189                0           -1.350            106.8
          -0.3185                0           -1.405            109.5
 rnd_95776.volume rnd_95787.volume
           -6.653           -6.999
           -4.762           -6.973
           -4.726           -6.989
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.039 2.937 6.983 4.986 5.043 1.630 2.038 4.056 5.371 4.558 3.096
[2,] 4.053 2.981 7.076 5.663 5.532 1.657 2.074 4.057 5.371 5.430 3.474
[3,] 4.055 2.982 7.164 5.771 5.792 1.688 2.093 4.060 5.389 5.459 3.617
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.120 3.384 3.604 4.684 4.010 5.011 4.209 7.163 7.367 9.041 4.202
[2,] 4.237 3.397 4.105 5.062 4.011 5.455 5.367 7.888 8.080 9.264 4.300
[3,] 4.256 3.398 4.265 5.499 4.128 5.865 5.831 7.973 8.500 9.515 4.328
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.67 6.388 1.207 4.872 4.924 3.194 4.761 1.366 4.423 3.333 1.829
[2,] 13.27 6.919 1.218 5.422 6.269 3.272 5.414 1.422 5.120 3.437 1.863
[3,] 13.71 7.530 1.267 6.612 6.637 3.468 6.095 1.455 6.151 3.615 1.909
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.966 4.343 4.200 4.108 3.873 4.094 1.496 3.358 1.281 3.145 3.057
[2,] 5.339 4.987 4.740 4.126 4.249 4.131 1.496 3.385 1.281 3.247 3.590
[3,] 5.854 5.304 5.055 4.152 4.325 4.132 1.497 3.444 1.282 3.439 3.699
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.415 1.952 4.197 4.666 6.633 3.591 5.861 5.541 2.109 4.730 4.409
[2,] 3.642 1.985 4.375 4.702 6.696 3.644 6.391 5.780 2.174 5.826 4.875
[3,] 3.795 2.057 4.526 4.864 6.797 3.652 6.432 5.826 2.190 6.276 5.204
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.466 3.844 3.862 0.8156 3.328 1.456 3.202 3.004 3.567 4.145 1.369
[2,] 4.393 4.856 3.903 0.8159 3.597 1.525 3.317 3.006 4.377 5.083 1.396
[3,] 5.010 5.455 3.906 0.8167 4.735 1.585 3.713 3.009 4.397 5.108 1.409
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.495 3.304 3.656 1.585 4.000 3.586 5.240 4.606 7.437 6.169 3.281
[2,] 7.666 3.308 4.813 1.617 4.005 4.672 5.589 6.280 7.704 6.730 5.571
[3,] 7.707 3.309 5.333 1.639 4.006 4.686 5.620 6.299 7.970 7.180 6.626
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.338 3.254 2.876 4.364 2.212 2.593 1.758 3.505 3.466 7.732 7.948
[2,] 1.343 5.210 2.903 5.363 2.271 2.629 1.758 3.893 3.478 7.845 8.077
[3,] 1.345 5.872 2.913 6.167 2.366 2.739 1.771 4.152 3.483 8.017 8.859
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.263 1.494 2.372 2.229 3.172 2.049 0.9214 10.34 16.18 5.741
[2,] 1.746 2.334 2.390 2.270 3.232 2.049 0.9647 10.76 17.42 5.794
[3,] 2.085 2.338 2.406 2.287 3.502 2.060 1.0544 11.74 17.55 6.712
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]     [,4]     [,5]   [,6]    [,7]  [,8]   [,9]
[1,]   5.129   3.73   8.867    6.332    6.404   2.07   2.588  5.15   6.82
[2,] 157.934 232.03 526.666 1233.155 1044.348 136.00 175.307 39.83  45.28
[3,]  56.007  45.28 512.562  509.898  788.816 149.26 129.556 73.02 197.06
        [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]    5.788   3.931    3.962   4.297   4.576   5.948   5.092   6.363
[2,] 1355.553 723.776 1316.638 137.707 902.850 881.640  38.435 990.018
[3,]  257.537 462.485  187.581  36.775 531.795 986.738 449.490 989.675
        [,18]    [,19]    [,20]  [,21]   [,22]   [,23]    [,24]   [,25]
[1,]    5.344    9.096    9.355  11.48   5.336   13.54    8.111   1.532
[2,] 1530.065 1517.801 1524.007 928.67 419.472 3626.43 1221.060  76.193
[3,] 1046.193  531.074 1213.038 997.61 226.330 1584.14 1365.036 160.303
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    6.186    6.253   4.056    6.045   1.735    5.616   4.233   2.322
[2,] 1093.464 1782.036 325.155 1184.390 180.172 1184.590 385.153 163.345
[3,] 1738.417 1001.668 527.937 1286.113 141.674 1565.611 513.809 190.950
        [,34]    [,35]    [,36]   [,37]   [,38]   [,39] [,40]   [,41]
[1,]    6.306    5.515    5.334   5.217   4.918   5.198  1.90   4.264
[2,]  900.559 1125.555 1009.065 176.015 802.829 255.852 10.46 197.101
[3,] 1102.489  830.122  807.486 210.823 370.570  46.168 21.13 291.718
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]  1.627   3.994   3.882   4.337   2.479   5.329   5.925   8.422   4.56
[2,] 17.437 371.625 864.677 580.719 164.362 567.660 269.760 422.277 284.06
[3,]  9.250 520.223 409.868 491.352 247.990 532.609 571.207 537.259 109.52
        [,51]   [,52]   [,53]    [,54]   [,55]    [,56]    [,57]   [,58]
[1,]    7.442   7.037   2.678    6.006   5.598    4.402    4.881   4.905
[2,] 1171.247 754.933 243.597 1562.004 955.884 1239.704 1363.159 258.476
[3,]  332.200 336.870 121.898 1072.217 836.422 1105.901 1141.158  65.242
      [,59]    [,60]   [,61]   [,62]  [,63]    [,64]    [,65]   [,66]
[1,]  1.036    4.226   1.849   4.067  3.815    4.529    5.264   1.739
[2,]  9.856  626.992 207.677 396.776 56.618 1165.293 1351.088 123.514
[3,] 17.082 1414.642 199.679 766.737 62.286  193.848  230.799  89.120
       [,67]  [,68]    [,69]   [,70] [,71]    [,72]   [,73]    [,74]
[1,]   9.517  4.196    4.642   2.013  5.08    4.554   6.654    5.849
[2,] 740.652 74.355 1437.962 145.390 92.55 1375.841 892.585 1960.636
[3,] 363.458 27.299 1054.635 124.769 34.98  166.494 271.650  227.098
       [,75]    [,76]    [,77]  [,78]    [,79]   [,80]    [,81]   [,82]
[1,]   9.444    7.834    4.166  1.698    4.132   3.651    5.541   2.809
[2,] 923.651 1235.434 2068.093 55.088 1869.241 184.045 1432.096 234.962
[3,] 936.777 1149.027 1647.898 34.932 1244.110 109.437 1398.384 305.484
       [,83]  [,84]  [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   3.293  2.232   4.45   4.401   9.818   10.09   1.603   1.897   3.012
[2,] 198.192 14.884 778.84 134.057 610.349  658.34 554.153 823.669 134.757
[3,] 354.023 96.327 663.11  87.083 758.728 1672.55 523.298  67.566 129.485
      [,92]   [,93]  [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.83   4.028  2.601   1.17   13.13   20.54    7.29
[2,] 198.38 285.245 26.524 131.29 1365.93 2964.14  358.12
[3,] 127.65 619.509 97.200 195.45 2158.05  982.09 1556.52
[1] "--- VAR model 2017-10-06 19:31:00  completed"
[1] "Completed training sample:  2017-10-06 19:31:00 - 2017-10-07 03:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 20:01:00 - 2017-10-07 04:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.16919        -0.24394         -6.367         -4.902
        -0.03273        -0.06056         -6.281         -5.475
        -0.04853        -0.19029         -5.487         -5.992
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.737              0          0.18888         0.004953
         -4.886              0          0.03617        -0.004701
         -5.115              0          0.03067        -0.373997
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.1767           3.0533           1.4196          -0.3542
           0.1441          -0.6442           1.1292          -1.1213
           0.1083           0.2802           0.8103          -1.4156
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.103882          -0.7616           -1.184           0.1959
         0.037740           0.7678            1.677           0.2161
        -0.008945          -0.7678           -0.526           0.1426
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.1883           0.5753         -0.64243            3.559
          -0.1291          -0.7994         -0.13406            3.734
          -0.2891           0.9247         -0.04157            3.840
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.484          -0.3064           -13.52           -6.541
           -4.577          -0.4826           -11.21           -6.088
           -4.763          -0.5252           -10.10           -5.288
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.3292           -5.962           -5.868         -0.09119
          -0.3298           -6.576           -6.568         -0.17371
          -0.3176           -5.243           -5.973         -0.24596
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.959          -0.3621           -5.083           -1.857
           -5.635          -0.3902           -5.073           -1.870
           -6.433          -0.4993           -6.057           -1.591
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9458           -4.541           -5.017           -5.857
          -1.0104           -4.909           -4.779           -4.948
          -1.0381           -5.507           -4.413           -4.829
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.11677          -0.6310                0                0
          0.19566           0.3534                0                0
          0.02883          -0.8568                0                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -2.873           -3.102
                0                0           -2.795           -4.113
                0                0           -2.798           -3.491
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.3826          -0.4026           -3.384            1.410
          -0.6131          -0.1904           -2.685            2.504
          -0.1348          -0.1480           -2.670            2.465
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.2681          -0.4804           -1.757           0.9260
           0.4939          -0.5658           -1.776           0.6109
           0.8491          -0.3022           -1.285           0.5197
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.01346           0.3494          -1.2017          -2.3091
         -0.30024          -1.9029          -0.4125           0.6069
         -0.20656          -1.6602          -1.4099          -1.4615
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.7047           0.1829                0         -2.13221
          -0.8493           0.1701                0         -1.13252
          -0.5186           0.1299                0          0.01127
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
                0          -0.9217           0.7596           3.1554
                0          -1.0774           0.1876          -0.7962
                0          -0.5860           0.7306          -0.9984
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.6220      -0.02149805           0.8813                0
          -1.0134      -0.02469872           1.1040                0
          -0.7295      -0.00006078          -0.4204                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.1513       0.01324003          0.08587         -0.83199
           0.5794      -0.00903933         -0.01521          0.16228
          -1.1458       0.00005876         -0.06611         -0.06672
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7362         -1.81810            3.147           1.3220
          -0.2382         -0.06014            3.409           0.6401
          -0.1386         -0.21915            1.576           0.8786
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.1045                0           1.7547           0.3356
           0.2730                0           0.6586           0.2148
           1.8014                0           0.6011           0.3868
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.7996          0.68176          -0.5587                0
           0.6040          0.19380           0.1053                0
           0.3855          0.01772          -0.3536                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.0993         -0.09973          0.31828           0.1439
          -0.1255         -0.06754         -0.25699           2.1500
          -0.5266         -0.01230         -0.06977          -0.6478
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.1784                0          -0.9885            120.4
          -0.4878                0          -0.9846            116.0
          -0.5202                0          -0.9796            116.1
 rnd_95776.volume rnd_95787.volume
           -6.212           -6.635
           -5.265           -6.361
           -2.310           -5.499
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.758 2.812 6.317 4.659 4.706 1.514 1.908 3.732 5.093 4.364 3.050
[2,] 3.782 2.846 6.353 5.277 5.200 1.536 1.942 3.732 5.094 5.171 3.381
[3,] 3.784 2.849 6.489 5.385 5.457 1.562 1.967 3.732 5.145 5.211 3.520
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.944 3.215 3.430 4.610 3.599 4.726 4.143 6.875 7.220 8.106 4.003
[2,] 3.953 3.225 3.836 4.959 3.602 5.122 5.208 7.659 7.675 8.205 4.180
[3,] 3.982 3.226 4.042 5.363 3.741 5.509 5.550 7.736 8.222 8.384 4.214
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.431 5.674 1.081 4.589 4.495 2.571 4.441 1.191 3.746 2.556 1.566
[2,] 11.521 6.174 1.084 4.972 5.562 2.721 5.122 1.213 4.350 2.648 1.602
[3,] 11.694 6.552 1.102 5.857 5.982 2.866 5.581 1.251 5.226 2.728 1.674
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.589 3.902 3.904 3.864 3.621 3.910 1.336 3.234 1.190 2.866 2.569
[2,] 4.930 4.451 4.408 3.878 3.986 3.972 1.336 3.269 1.192 2.929 3.153
[3,] 5.362 4.796 4.664 3.902 4.058 3.972 1.337 3.329 1.192 3.085 3.270
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.317 1.756 3.854 4.538 6.388 3.382 5.603 5.361 1.998 4.323 4.008
[2,] 3.427 1.783 3.977 4.577 6.434 3.429 6.075 5.561 2.060 5.523 4.576
[3,] 3.569 1.867 4.185 4.735 6.518 3.432 6.100 5.609 2.077 5.918 4.851
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.170 3.546 3.676 0.7553 3.176 1.405 2.939 2.838 3.219 4.144 1.323
[2,] 4.075 4.671 3.710 0.7553 3.376 1.468 3.022 2.842 3.967 4.646 1.323
[3,] 4.724 5.237 3.718 0.7557 4.411 1.525 3.450 2.848 3.996 4.675 1.323
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.291 3.001 3.365 1.570 3.727 3.332 4.773 4.226 7.104 6.044 2.854
[2,] 7.481 3.005 4.493 1.571 3.740 4.353 5.107 5.828 7.306 6.535 5.303
[3,] 7.513 3.011 4.787 1.571 3.741 4.373 5.145 5.843 7.540 7.003 6.368
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.258 2.917 2.688 4.101 2.072 2.467 1.486 3.335 3.253 6.991 7.772
[2,] 1.261 5.047 2.725 5.075 2.120 2.520 1.492 3.697 3.261 7.032 7.892
[3,] 1.263 5.646 2.741 5.846 2.217 2.605 1.505 3.962 3.272 7.056 8.645
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.222 1.473 2.298 2.147 2.994 1.895 0.8383 10.38 15.17 5.204
[2,] 1.727 2.277 2.313 2.189 3.073 1.896 0.8833 10.86 16.77 5.207
[3,] 2.042 2.281 2.329 2.206 3.315 1.916 0.9556 11.86 16.83 5.922
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]  [,8]
[1,]   4.772   3.571   8.021    5.916    5.976   1.923   2.422 4.739
[2,] 265.774 271.090 419.702 1528.625 1364.729 160.712 225.363 4.696
[3,]  61.497  81.334 814.142  660.759 1019.263 173.937 191.094 4.609
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]  [,16]
[1,]   6.468    5.542   3.873    3.738   4.083    4.355    5.853   4.57
[2,]  45.172 1711.498 900.398 1627.587 156.202 1059.385 1127.682  93.58
[3,] 445.625  398.479 603.635  292.805  47.843  785.674 1260.346 624.38
        [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    6.002    5.261    8.73    9.168   10.29   5.084   11.98    7.206
[2,] 1217.336 1946.530 2081.53 1605.858  783.43 741.273 4081.81 1500.122
[3,] 1251.257 1184.004  672.82 1818.304 1062.76 331.223 1236.61 1354.296
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   1.373    5.827    5.708   3.265    5.64   1.513    4.757   3.246
[2,]  49.457 1181.294 2020.901 550.282 1573.74 139.733 1363.974 426.771
[3,] 120.245 1909.866 1357.614 555.449 1366.90 189.605 1786.667 402.365
       [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]  [,40]
[1,]   1.989    5.828    4.955    4.957   4.906    4.598   4.966  1.696
[2,] 208.370 1110.251 1321.157 1262.552 202.140 1028.088 428.656 20.314
[3,] 298.917 1301.923 1101.280  939.953 267.011  468.332  42.732 13.893
       [,41]  [,42]  [,43]    [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]   4.107  1.511   3.64    3.262   4.212   2.23   4.894   5.762   8.112
[2,] 293.700 46.776 371.11 1127.709 531.455 192.29 603.944 370.325 473.037
[3,] 389.692  5.204 597.05  534.666 615.498 341.47 805.236 747.718 645.703
       [,50]    [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   4.295    7.116   6.808   2.537    5.489    5.089    4.025    4.503
[2,] 347.840 1447.105 910.155 309.882 2120.399 1362.938 1579.822 1875.262
[3,]  92.911  345.684 453.545 165.953 1312.455  992.300 1473.533 1461.361
       [,58]   [,59]    [,60]   [,61]    [,62]   [,63]    [,64]    [,65]
[1,]   4.668  0.9592    4.033   1.784    3.732   3.604    4.088    5.263
[2,] 307.996  1.4157  706.608 263.899  435.100  89.389 1430.125 1295.459
[3,] 148.757 14.8621 1751.197 255.049 1025.743 120.497  295.818  319.886
     [,66]    [,67]   [,68]    [,69]  [,70]   [,71]    [,72]    [,73]
[1,]  1.68    9.258   3.811    4.273  1.994   4.732    4.231    6.061
[2,] 17.33 1033.240  98.846 1837.026 25.862 197.422 1727.922 1121.134
[3,] 17.23  425.079 110.175 1017.666 22.665  35.155  258.208  386.255
        [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]    [,81]
[1,]    5.366    9.021    7.674    3.625  1.597    3.704   3.413    5.208
[2,] 2475.544 1051.472 1534.129 2756.624 53.786 2540.863 278.225 1844.376
[3,]  263.802 1148.953 1552.824 2174.896 42.988 1560.875 178.129 1789.385
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]    [,88]   [,89]
[1,]   2.631   3.133   1.886   4.234   4.131   8.878    9.869   1.552
[2,] 276.922 316.541  85.326 984.960 134.899 469.536  847.723 752.684
[3,] 400.176 407.775 123.309 877.626 165.205 353.878 2176.296 671.559
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]    1.87   2.918   2.726   3.803   2.406   1.065   13.18   19.27
[2,] 1071.28 163.393 263.261 425.767  32.558 171.721 1973.39 4414.00
[3,]   82.86 170.000 167.642 766.846 171.528 224.907 2930.59  808.54
        [,98]
[1,]    6.609
[2,]  109.427
[3,] 1739.703
[1] "--- VAR model 2017-10-06 20:01:00  completed"
[1] "Completed training sample:  2017-10-06 20:01:00 - 2017-10-07 04:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 20:31:00 - 2017-10-07 04:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        0.063306          0.1235         -8.157         -5.330
        0.035927          0.2033         -8.072         -6.491
       -0.005019          0.2064         -7.084         -6.624
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.754              0         0.244564          0.06211
         -5.512              0         0.005925         -0.02367
         -5.573              0         0.194553         -0.11073
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         0.064143           1.0547           0.5441           -1.055
        -0.093276          -0.1821           0.4894           -1.345
         0.005059           0.2543           0.3091           -1.443
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
       -0.1302067         -0.35932          -0.6409         -0.06106
        0.0003481         -0.03835           0.2493          0.16037
        0.0268458         -0.91986          -0.5235          2.09762
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.63389         -2.75031          -3.0469          -2.0510
          0.08756          0.54389          -0.8701           0.2450
         -0.14851          0.02944           0.5692           0.4182
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.999          -0.2787           -14.89           -6.697
           -7.595          -0.3897           -15.48           -7.142
           -6.769          -0.6349           -14.99           -7.227
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2729           -7.376           -6.854          -0.3045
          -0.3112           -7.215           -7.164          -0.3283
          -0.3649           -7.309           -7.397          -0.3129
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.435          -0.6872           -7.918           -1.797
           -6.844          -0.8790           -6.083           -1.697
           -7.387          -0.7612           -6.653           -1.588
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.633           -6.839           -7.809           -8.046
           -1.685           -5.623           -6.329           -7.107
           -1.455           -5.925           -5.057           -5.498
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.1446         -1.34236           0.6369                0
          -0.1499          0.08563          -0.1163                0
          -0.1481         -0.43070           0.5773                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -3.751           -3.749
                0                0           -4.087           -4.943
                0                0           -3.637           -4.432
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.5742          -0.2728           -3.679           0.1318
          -0.8894          -0.2014           -3.572           0.2762
          -0.5902          -0.1130           -3.617           0.4396
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.01833          -0.5458           -2.064           1.1803
          0.83992          -0.5268           -1.898           0.4342
          0.52787          -0.5235           -1.838           0.7977
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2346           -1.488           -2.053          -2.6068
          -0.1808           -1.810           -1.179          -0.8101
          -0.2231           -1.672           -1.160          -1.4013
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.678         -0.05378                0         -0.07629
           -1.974         -0.02505                0         -2.17999
           -1.228         -0.04867                0         -1.31486
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
                0          -0.7615          0.04224          -0.9846
                0          -0.7843          0.08804          -0.9273
                0          -1.2889         -0.17054          -0.6623
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.1223          0.04754           0.5440                0
          -0.5391          0.02029          -0.1202                0
          -0.6688         -0.04396           0.5225                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.0900          0.09972          0.14405         -0.76413
          -0.1416         -0.09516          0.03330          0.15753
          -0.5120         -0.01484         -0.04127         -0.02738
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.5931           0.4853           0.3946           2.2748
           0.9042           0.2608           0.5866           0.2333
           0.3549           0.4468           1.6994           1.0089
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           5.8754                0            1.453                0
          -0.6227                0            2.433                0
           0.9353                0           -0.145                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.6039         -0.02556          -0.7808                0
           4.3551          0.40817          -0.2083                0
          -0.6287          0.67048          -0.3372                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.0170          0.12451        -0.219884           1.1662
          -0.9633          0.15046        -0.007999          -0.2184
           0.0513          0.02673         0.217304           0.4838
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         0.001134         0.199088          -0.6292            116.1
        -0.363658        -0.003085          -0.7213            117.5
        -0.778957         0.036742          -0.7694            116.1
 rnd_95776.volume rnd_95787.volume
           -5.511           -6.995
           -5.136           -7.325
           -3.978           -7.040
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.584 2.678 5.306 4.193 4.357 1.439 1.800 3.522 4.810 4.145 2.943
[2,] 3.603 2.728 5.366 4.558 4.836 1.464 1.836 3.522 4.813 4.885 3.284
[3,] 3.603 2.731 5.562 4.624 4.977 1.481 1.859 3.523 4.852 4.927 3.417
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.772 3.040 3.129 4.291 3.481 4.457 4.006 6.679 6.789 7.469 3.431
[2,] 3.789 3.050 3.455 4.530 3.482 4.838 4.880 7.423 7.202 7.608 3.513
[3,] 3.810 3.051 3.699 4.867 3.596 5.228 5.212 7.506 7.880 7.856 3.531
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.663 5.267 0.9289 4.211 4.240 2.198 4.450 1.010 3.502 2.151 1.253
[2,] 10.691 5.759 0.9488 4.470 5.165 2.268 4.963 1.047 3.992 2.223 1.285
[3,] 10.883 6.153 0.9777 5.422 5.580 2.376 5.301 1.070 4.678 2.310 1.378
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.152 3.536 3.651 3.541 3.340 3.505 1.200 2.924 1.132 2.471 2.356
[2,] 4.502 4.186 4.037 3.554 3.684 3.549 1.200 2.983 1.133 2.509 2.800
[3,] 4.709 4.460 4.221 3.604 3.782 3.550 1.201 3.054 1.133 2.688 2.910
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.156 1.667 3.406 4.335 6.193 3.151 5.358 5.049 1.851 3.931 3.746
[2,] 3.257 1.697 3.441 4.373 6.225 3.188 5.719 5.246 1.909 5.220 4.339
[3,] 3.408 1.774 3.660 4.534 6.296 3.190 5.728 5.287 1.924 5.524 4.553
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.961 3.223 3.498 0.7240 2.991 1.317 2.639 2.691 2.965 3.801 1.203
[2,] 3.715 4.288 3.518 0.7241 3.184 1.355 2.760 2.695 3.600 4.254 1.204
[3,] 4.436 4.927 3.522 0.7242 4.091 1.408 3.107 2.707 3.652 4.301 1.205
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.100 2.629 3.096 1.430 3.546 3.226 4.388 3.881 6.661 5.724 2.730
[2,] 7.275 2.637 4.191 1.457 3.556 4.165 4.763 5.534 6.900 6.195 4.993
[3,] 7.305 2.646 4.477 1.479 3.556 4.178 4.829 5.555 7.130 6.670 6.036
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.194 2.829 2.563 3.771 1.991 2.244 1.245 2.954 3.056 6.182 7.522
[2,] 1.196 4.727 2.602 4.483 2.024 2.319 1.245 3.286 3.065 6.191 7.626
[3,] 1.197 5.296 2.616 5.388 2.084 2.399 1.253 3.572 3.090 6.237 8.327
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.161 1.424 2.198 2.054 2.893 1.713 0.7720 10.63 14.32 4.597
[2,] 1.678 2.163 2.209 2.091 2.966 1.714 0.8035 11.28 15.39 4.638
[3,] 1.962 2.168 2.231 2.106 3.196 1.743 0.8613 12.36 15.44 5.420
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   4.551   3.401   6.738    5.324    5.533   1.827   2.286  4.473
[2,] 239.997 338.576 526.055 1174.255 1377.705 178.739 238.063  9.003
[3,]  26.304  89.711 960.553  511.366  772.455 144.365 190.536 27.842
        [,9]    [,10]   [,11]   [,12]  [,13]   [,14]    [,15]  [,16]
[1,]   6.109    5.263   3.737    3.52   3.86   3.974    5.449   4.42
[2,] 103.885 1698.107 957.992 1697.01 163.39 961.205  955.196  49.78
[3,] 403.623  425.343 620.253  267.82  51.50 867.836 1168.832 589.63
       [,17]    [,18]    [,19]    [,20]    [,21]   [,22] [,23]    [,24]
[1,]    5.66    5.087    8.481    8.621    9.484   4.357    11    6.689
[2,] 1236.28 1831.589 2127.815 1578.263  949.988 497.211  4116 1529.509
[3,] 1302.15 1201.478  732.151 2100.929 1286.786 233.347  1338 1424.078
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.18    5.347    5.385   2.791    5.651   1.282    4.447   2.732
[2,] 127.02  984.775 1937.127 369.146 1443.250 180.272 1259.270 368.224
[3,] 154.99 2016.757 1388.747 464.135 1224.121 146.758 1601.812 413.102
       [,33]    [,34]   [,35]    [,36]   [,37]    [,38]  [,39]  [,40]
[1,]   1.591    5.273    4.49    4.636   4.496    4.241   4.45  1.524
[2,] 186.690 1142.718 1472.02 1132.490 204.822 1021.015 366.65 16.403
[3,] 328.071  907.166 1010.73  808.647 390.989  564.098  67.02 32.743
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.713  1.437   3.137   2.991   4.007   2.117   4.325   5.505
[2,] 387.546 41.124 285.641 994.862 528.838 209.592 320.854 375.552
[3,] 431.683  2.039 633.994 520.471 660.222 338.956 820.174 786.593
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   7.864   4.001    6.804   6.411   2.351    4.992    4.757    3.76
[2,] 411.671 318.776 1314.810 936.698 306.447 2256.197 1438.479 1473.59
[3,] 621.825  72.704  209.453 431.879 158.543 1188.078  907.071 1593.15
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    4.092   4.442  0.9194    3.798   1.672   3.351   3.418    3.765
[2,] 1858.109 247.226  4.6598  718.337 211.746 530.469  89.887 1341.657
[3,] 1594.818 115.180 10.6487 1687.359 249.347 937.923 169.118  403.363
        [,65]  [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    4.827  1.528    9.016   3.338    3.931   1.816   4.503    4.096
[2,] 1254.395 37.592 1041.615 132.232 1855.708 182.169 173.111 1731.059
[3,]  417.021 16.083  435.436 143.238 1035.496 166.611   3.788  219.674
        [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    5.572    4.928    8.459    7.269    3.467  1.517    3.593   3.255
[2,] 1216.806 2591.812 1180.639 1555.435 2746.405 45.108 2487.693 293.692
[3,]  521.493  320.729 1180.687 1624.261 2228.237 32.713 1569.433 179.644
        [,81]   [,82]  [,83]  [,84]   [,85]   [,86]  [,87]    [,88]
[1,]    4.788   2.528   2.85  1.581   3.751   3.881   7.85    9.551
[2,] 1592.902 240.877 383.65  9.955 945.962 149.918 220.99  826.499
[3,] 1963.756 324.974 402.95 92.164 919.594 261.220 493.85 2197.031
       [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]  [,96]
[1,]   1.474    1.808   2.792   2.608   3.674   2.176   0.9804   13.5
[2,] 796.165 1070.233 143.766 256.659 429.757  17.529 146.2953 2471.1
[3,] 667.979   91.759 204.276 169.049 782.797 207.756 203.7182 3326.2
       [,97]    [,98]
[1,]   18.19    5.838
[2,] 3703.43  403.177
[3,]  779.99 1842.838
[1] "--- VAR model 2017-10-06 20:31:00  completed"
[1] "Completed training sample:  2017-10-06 20:31:00 - 2017-10-07 04:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 21:01:00 - 2017-10-07 05:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.006824        -0.03531         -9.945         -8.442
       -0.003033        -0.16515         -9.274         -8.503
       -0.075482        -0.03653         -9.373         -7.722
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.420              0           0.4690         0.227110
         -7.220              0           0.2873        -0.004686
         -7.213              0           0.1048        -0.101911
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.09376           0.5622           1.7059           0.5709
          0.39963           0.1208           0.6522          -1.7424
          0.22841           0.3245           0.8417          -1.2144
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         0.004989          0.36959         -0.09208          1.10943
         0.012894         -0.09678         -0.07957         -1.00162
        -0.009194         -1.06350         -0.78635          0.03915
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.4100          -1.9822           1.1561            6.710
           0.6214           0.9937          -0.5873            3.831
          -0.9697          -0.1827           0.6012            3.848
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.067          -0.1744           -18.59           -9.485
           -9.068          -0.3886           -20.10           -9.208
           -9.780          -0.0266           -17.60           -8.413
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5559           -9.248           -9.295          -0.7914
          -0.3420           -8.534           -9.339          -0.2938
          -0.5149           -9.427           -9.501          -0.4438
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.898          -0.9277           -8.496           -2.655
           -8.642          -0.8531           -8.208           -2.109
           -8.590          -0.7003           -8.962           -2.129
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.902           -7.886           -8.360           -9.384
           -2.065           -7.667           -7.433           -7.554
           -2.239           -7.554           -6.497           -7.086
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.09488          -0.2182          0.20027        -0.004442
          0.20774           0.3255          0.40925         0.072344
          0.08776          -1.1458          0.03519         0.005491
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -5.094           -5.665
                0                0           -5.190           -5.115
                0                0           -4.494           -5.063
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -0.50837          -0.1140           -4.263            1.248
         -0.09229          -0.1691           -4.398            2.600
         -0.14727          -0.1346           -4.101            2.054
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.18609          -0.7548           -2.087          0.65719
          0.01531          -0.6593           -2.310          0.20426
         -0.02787          -0.6662           -2.008          0.06805
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
       -0.0491173          -0.9551          -0.7898          -3.0001
       -0.0006364          -2.1214          -1.3337          -0.8126
       -0.0070782          -1.8641          -1.4901          -1.4340
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.550                0                0           0.2306
           -1.069                0                0          -2.5761
           -1.457                0                0          -0.7285
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.04863           0.5904           0.2733          -1.9752
         -0.16991          -1.5415           0.4621           0.5011
         -0.15125          -1.0211           0.2339          -1.1160
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.9166         0.122612          -1.6553          -0.1880
           0.2673        -0.057853           0.8678          -0.2303
          -1.2117         0.002717           0.1614          -0.2747
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.5461        -0.001147          0.02353         -0.64139
          -1.4669        -0.265134         -0.01444          0.02212
           0.1807        -0.248033         -0.01412         -0.09205
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
       -0.2171844          -0.8255            1.134          -0.1545
        0.0007646          -0.2900            0.488          -1.2541
       -0.1361874          -0.3112            1.189          -0.5098
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.0185                0          -1.6403                0
          -0.5361                0           0.2031                0
           0.2690                0          -0.9081                0
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.9909         -0.01257          -0.5730                0
           0.8166         -0.42191          -0.3786                0
          -0.6523         -0.04412          -0.4409                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.14014         -0.14422         -0.05546          -0.4870
         -0.07335         -0.11934         -0.37654           0.1671
          0.15275         -0.03677         -0.34145          -0.2307
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.05711                0          -0.7864            112.3
         -1.03731                0          -0.6311            112.8
         -0.46518                0          -0.4847            118.9
 rnd_95776.volume rnd_95787.volume
           -6.578           -8.209
           -5.336           -8.624
           -5.435           -9.245
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7] [,8]  [,9] [,10] [,11]
[1,] 3.278 2.548 4.880 3.944 4.136 1.387 1.677 3.37 4.584 3.927 2.867
[2,] 3.286 2.605 4.949 4.310 4.531 1.410 1.715 3.37 4.585 4.666 3.206
[3,] 3.286 2.613 5.101 4.388 4.672 1.420 1.730 3.37 4.626 4.702 3.342
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.617 2.833 3.058 4.169 3.366 4.208 3.821 6.479 6.832 6.047 2.873
[2,] 3.511 2.834 3.326 4.381 3.367 4.804 4.652 7.154 7.314 6.174 2.970
[3,] 3.545 2.835 3.550 4.716 3.458 5.152 4.989 7.271 7.856 6.364 3.020
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 7.683 4.973 0.7140 4.081 3.989 1.410 3.998 0.8083 3.239 1.688 1.039
[2,] 9.663 5.317 0.7190 4.274 4.783 1.453 4.530 0.8643 3.628 1.757 1.080
[3,] 9.837 5.695 0.7481 5.077 5.170 1.534 4.902 0.8816 4.370 1.866 1.135
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.973 3.331 3.253 3.197 3.086 3.188 1.101 2.798 0.9897 2.230 2.170
[2,] 4.163 3.901 3.527 3.206 3.412 3.200 1.104 2.851 0.9898 2.297 2.523
[3,] 4.374 4.147 3.671 3.240 3.519 3.200 1.104 2.933 0.9901 2.413 2.624
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.986 1.525 3.103 4.009 6.011 2.936 4.605 4.837 1.878 3.751 3.510
[2,] 3.096 1.564 3.121 4.035 6.031 2.968 5.352 5.065 1.880 4.835 4.031
[3,] 3.226 1.647 3.377 4.201 6.098 2.973 5.423 5.090 1.880 5.110 4.456
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.792 2.772 3.356 0.6786 2.847 1.188 2.508 2.630 2.831 3.328 1.156
[2,] 3.633 3.893 3.376 0.6786 3.082 1.210 2.595 2.638 3.445 4.051 1.159
[3,] 4.275 4.436 3.379 0.6791 3.956 1.227 2.936 2.652 3.498 4.099 1.161
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.000 2.337 2.885 1.318 3.287 3.010 4.123 3.625 6.485 5.537 2.533
[2,] 7.160 2.343 3.820 1.349 3.289 3.839 4.513 5.129 6.739 5.978 4.734
[3,] 7.179 2.369 4.322 1.373 3.289 3.847 4.565 5.148 6.994 6.447 5.738
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.129 2.708 2.421 3.546 1.918 2.115 1.089 2.568 2.813 5.668 7.264
[2,] 1.131 4.490 2.462 4.137 1.933 2.156 1.089 2.894 2.838 5.678 7.387
[3,] 1.133 5.067 2.475 5.132 1.996 2.314 1.092 3.243 2.874 5.702 8.062
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.093 1.390 2.129 1.986 2.795 1.573 0.7186 10.72 13.77 4.265
[2,] 1.643 2.099 2.144 2.022 2.844 1.574 0.7594 11.43 14.61 4.341
[3,] 1.910 2.102 2.160 2.039 3.013 1.600 0.8173 12.44 14.65 4.902
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]   [,7]   [,8]
[1,]   4.162   3.235   6.196    5.008    5.252   1.761   2.13  4.279
[2,] 167.733 404.554 611.965 1291.992 1374.472 186.042 264.50 31.634
[3,]  20.344 153.311 920.520  612.485  848.792 127.099 172.55  9.653
        [,9]    [,10]    [,11]    [,12]  [,13]   [,14]    [,15]   [,16]
[1,]   5.821    4.986    3.641    3.323  3.597   3.884    5.294   4.274
[2,]  69.902 1873.306 1065.980 1739.824 54.754 971.172  999.757  43.702
[3,] 457.433  431.524  701.548  364.134 47.805 923.025 1297.705 588.006
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    5.343    4.852    8.227    8.676    7.679   3.648    9.756
[2,] 1721.964 1972.571 2255.715 1941.020  927.191 558.821 4355.544
[3,] 1384.659 1340.160  964.668 2130.930 1144.990 407.671 1369.029
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]
[1,]    6.314   0.9066    5.182    5.066   1.791    5.077   1.026    4.113
[2,] 1399.735  62.7570  943.361 1961.625 259.939 1581.799 227.569 1215.202
[3,] 1516.288 153.5601 2036.558 1457.516 365.090 1392.692 129.062 1810.372
       [,32]   [,33]   [,34]   [,35]    [,36]  [,37]    [,38]   [,39]
[1,]   2.143   1.319   5.045    4.23    4.131   4.06    3.918   4.049
[2,] 363.623 218.273 923.781 1508.27 1012.407 171.22 1081.352 201.339
[3,] 467.599 259.218 999.098 1045.47  757.124 348.68  639.899  22.252
      [,40]   [,41]  [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]
[1,]  1.398   3.553  1.257   2.832   2.755   3.791   1.936   3.94   5.091
[2,] 62.530 405.242  7.324 407.680 956.430 607.957 258.389 247.34 335.492
[3,] 12.096 514.795 18.226 549.244 536.548 675.532 383.202 958.70 870.824
       [,49]   [,50]    [,51]    [,52]  [,53]    [,54]    [,55]    [,56]
[1,]   7.633   3.729    5.847    6.142  2.385    4.763    4.457    3.545
[2,] 367.535 320.914 2027.290 1117.216 63.533 2267.647 1473.342 1728.144
[3,] 669.128 132.665  647.536  372.236  2.188 1227.701 1411.107 1673.828
       [,57]   [,58]   [,59]    [,60]   [,61]    [,62]  [,63]    [,64]
[1,]    3.52   4.262  0.8617    3.615   1.509    3.184   3.34    3.594
[2,] 2031.48 269.565  6.3662  877.843 169.852  496.546 150.38 1459.503
[3,] 1580.78 103.529 18.5697 1842.436 149.708 1021.079 203.47  450.995
        [,65]  [,66]    [,67]   [,68]    [,69]   [,70]  [,71]    [,72]
[1,]    4.225  1.468    8.889   2.968    3.664   1.674  4.174    3.822
[2,] 1717.620 56.307 1120.846 128.743 1860.493 213.353 90.681 1771.251
[3,]  462.668 49.306  383.053 260.081 1502.110 190.865  3.374  183.759
        [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    5.236    4.603    8.235    7.031    3.216  1.433    3.439   3.074
[2,] 1363.800 2696.876 1360.632 1674.931 2971.971 57.787 2661.509 334.418
[3,]  509.719  325.797 1389.809 1793.479 2410.434 45.000 1745.253 185.758
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    4.503   2.435   2.685  1.382    3.261   3.572   7.197    9.224
[2,] 1583.006 182.326 310.365 15.468  991.913 279.838 246.623 1000.458
[3,] 2256.800 367.949 625.092 61.321 1087.124 338.920 391.431 2399.506
       [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   1.388    1.766   2.704   2.522   3.549   1.998   0.9125   13.61
[2,] 911.200 1168.713 185.511 282.733 389.835  17.927 182.6495 2955.86
[3,] 724.943   82.618 193.910 193.397 738.973 214.779 224.4800 3653.22
       [,97]    [,98]
[1,]   17.48    5.416
[2,] 3631.01  600.648
[3,]  878.97 1692.759
[1] "--- VAR model 2017-10-06 21:01:00  completed"
[1] "Completed training sample:  2017-10-06 21:01:00 - 2017-10-07 05:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 21:31:00 - 2017-10-07 05:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.15063          0.3630         -16.19         -12.46
         0.12338          0.3216         -14.70         -12.46
         0.09606          0.4197         -15.16         -13.27
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.32              0          0.44577          0.17898
         -11.52              0          0.09176          0.07486
         -11.93              0          0.06516         -0.06882
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5419            2.389           0.2774           -2.763
          -0.4923           -1.199          -0.1135           -2.509
          -0.1714           -0.189          -0.0799           -3.027
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.001643         -4.07550          -4.8415          -0.8951
        -0.044394         -0.09882           0.7200           0.1833
         0.020757         -1.40463          -0.6819           0.9485
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -7.0412           -3.089           0.3319           4.8408
          -1.1927           -5.060          -3.2831           1.7673
          -0.6549            1.165          -1.1623          -0.7218
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -13.50          -1.1328           -30.16           -13.80
           -14.84          -0.8552           -29.88           -13.99
           -13.19          -1.2147           -29.80           -12.12
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.3945           -12.62           -14.47           -1.286
          -0.3542           -13.77           -14.64           -1.197
          -0.5044           -13.26           -14.57           -1.469
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -11.73          -0.6646           -14.64           -3.655
           -12.70          -0.9739           -12.91           -3.741
           -13.88          -1.0365           -13.56           -3.879
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.074           -12.13           -13.98           -14.30
           -2.584           -11.25           -13.55           -12.65
           -2.672           -12.97           -11.44           -12.45
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4004          -1.2080                0         -0.06665
           0.4059          -0.4274                0         -0.12427
           0.4111          -1.2229                0         -0.00786
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
                0                0           -7.151           -7.496
                0                0           -7.273           -8.737
                0                0           -6.944           -7.895
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.5377          -0.5158           -7.137           0.1912
          -0.5403          -0.5363           -7.228           1.2493
          -0.8323          -0.4179           -7.055          -0.6764
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8657          -1.4395           -3.367           0.2061
           0.4280          -0.8816           -4.508           0.6692
           0.0960          -1.0894           -3.500           0.1283
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
                0          -0.8761           -1.059          -1.7909
                0          -3.4354           -2.473          -0.8879
                0          -3.5913           -3.181          -2.7586
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.345          0.24306         0.152401          -2.5718
           -1.005         -0.01886         0.096248          -2.2758
           -2.237          0.08398         0.006467          -0.5591
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.04460          -1.3826         0.107874           -2.558
         -0.06836          -1.6476        -0.203216           -1.189
         -0.10470          -0.5124        -0.001232           -1.394
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -2.2451         0.021084         -0.67752           0.6450
          -0.7819         0.001689          1.20902           0.4415
          -1.1073         0.001467          0.07032           0.1428
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.308           0.2797          -0.1061          2.03317
           -1.696          -0.2445           0.1095          0.08799
           -1.051          -0.2370           0.1009          0.46496
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.2234           3.4177           -1.541            3.297
           0.6400           0.1846           -1.562            2.948
           0.4426           0.5102           -1.052            2.266
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.0499                0            3.866           0.1769
           1.8693                0            2.844          -0.2460
          -0.9084                0            2.104           0.1044
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.051          -0.4736          -0.3064         0.071105
            3.796           0.3331          -0.5009        -0.030761
            1.863           0.8534          -0.9632         0.006979
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.0326         -0.04772          0.11256            2.710
          -1.2872          0.08594          0.51939           -1.850
          -0.4148          0.08746          0.02505            1.589
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.6993                0           -1.139            124.6
          -0.9288                0           -1.162            123.3
          -0.4016                0           -1.270            124.9
 rnd_95776.volume rnd_95787.volume
          -11.184           -14.96
           -9.078           -15.14
           -8.574           -13.65
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.127 2.363 3.995 3.628 3.918 1.295 1.628 3.182 4.396 3.870 2.768
[2,] 3.135 2.433 4.080 3.920 4.286 1.314 1.662 3.183 4.398 4.506 3.092
[3,] 3.135 2.444 4.177 4.012 4.440 1.324 1.679 3.183 4.435 4.538 3.231
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.400 2.725 2.925 4.019 3.306 4.110 3.598 5.152 6.148 5.334 2.523
[2,] 3.250 2.725 3.247 4.256 3.308 4.651 4.403 6.224 6.949 5.372 2.563
[3,] 3.283 2.725 3.472 4.553 3.398 5.040 4.758 6.365 7.423 5.565 2.641
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 6.899 4.813 0.5572 3.888 3.715 0.8338 3.792 0.7038 3.158 1.334 0.8238
[2,] 8.140 5.070 0.5737 4.003 4.403 0.8612 4.370 0.7245 3.478 1.416 0.8626
[3,] 8.310 5.153 0.6005 4.551 4.669 0.9395 4.541 0.7587 3.956 1.535 0.9044
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.653 3.210 3.071 3.088 2.912 2.819 1.019 2.599 0.9166 1.831 1.986
[2,] 3.759 3.698 3.286 3.105 3.188 2.837 1.024 2.653 0.9167 1.888 2.222
[3,] 3.890 3.909 3.405 3.132 3.292 2.848 1.026 2.759 0.9169 1.981 2.299
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.744 1.425 2.732 3.645 5.780 2.660 4.223 4.519 1.732 3.376 3.097
[2,] 2.844 1.473 2.764 3.645 5.783 2.702 4.935 4.716 1.732 4.413 3.714
[3,] 2.958 1.543 2.984 3.909 5.831 2.708 5.023 4.752 1.732 4.644 4.145
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.550 2.204 3.108 0.6271 2.643 1.071 2.379 2.480 2.634 3.392 1.082
[2,] 3.347 3.379 3.117 0.6272 2.899 1.082 2.440 2.485 3.279 3.748 1.086
[3,] 3.985 3.917 3.117 0.6281 3.615 1.096 2.730 2.499 3.336 3.793 1.088
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.940 2.184 2.621 1.211 3.035 2.976 3.805 3.479 6.001 5.380 2.466
[2,] 7.163 2.202 3.567 1.240 3.038 3.708 4.107 4.789 6.180 5.676 4.490
[3,] 7.188 2.226 3.862 1.268 3.038 3.714 4.165 4.810 6.445 6.165 5.352
     [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 1.071 2.661 2.235 3.128 1.850 1.956 0.9305 2.345 2.620 5.099 6.814
[2,] 1.075 4.420 2.256 3.608 1.869 2.011 0.9323 2.665 2.642 5.102 6.931
[3,] 1.076 4.793 2.274 4.669 1.948 2.139 0.9349 3.053 2.690 5.113 7.510
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.001 1.331 1.999 1.881 2.671 1.461 0.6886 10.55 12.92 3.904
[2,] 1.554 2.009 2.021 1.913 2.715 1.465 0.7279 11.25 13.55 4.169
[3,] 1.792 2.011 2.031 1.922 2.878 1.482 0.7797 12.22 13.61 4.305
Root mean square errors of predictions:  
        [,1]  [,2]    [,3]     [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   3.971   3.0   5.073    4.606    4.975   1.645   2.068  4.041
[2,] 165.526 435.4 618.896 1111.581 1299.169 167.187 250.567 50.507
[3,]  35.124 167.5 669.168  638.293  866.911 116.214 177.936 32.466
        [,9]    [,10]    [,11]    [,12] [,13]    [,14]    [,15]   [,16]
[1,]   5.583    4.914    3.515    3.047 3.460    3.714    5.103   4.198
[2,] 102.220 1726.130 1030.236 1639.124 3.879 1053.710 1047.642  85.043
[3,] 422.922  402.055  700.945  346.768 4.095  919.115 1209.356 581.533
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    5.219    4.568    6.542    7.807    6.773   3.203    8.76    6.111
[2,] 1627.108 1897.335 2611.234 2421.681  480.480 340.227 3229.69 1193.290
[3,] 1452.252 1347.948  994.127 1952.314 1085.097 474.960 1252.02  685.928
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.7075    4.937    4.717   1.059    4.815   0.8937    4.01   1.693
[2,] 102.1817  713.902 1767.190 160.972 1624.051 128.6501 1088.94 356.191
[3,] 132.5223 1617.875 1160.862 280.805  922.679 168.4562 1409.78 442.939
       [,33]   [,34]    [,35]   [,36]   [,37]   [,38]  [,39]  [,40] [,41]
[1,]   1.046   4.638    4.077   3.899   3.921   3.697   3.58  1.294   3.3
[2,] 191.323 662.538 1371.730 873.740 243.482 971.197 234.22 75.441 400.0
[3,] 203.243 750.414  946.792 669.253 304.825 611.980 191.43 43.329 565.4
      [,42]   [,43]   [,44]   [,45]  [,46]  [,47]    [,48]  [,49]   [,50]
[1,]  1.164   2.325   2.521   3.484   1.81   3.47    4.628   7.34   3.377
[2,]  8.127 346.264 746.377 558.609 277.38 313.20    6.141 142.29 357.813
[3,] 12.901 446.751 438.629 607.713 344.47 839.28 1057.654 554.19 130.116
        [,51]    [,52]  [,53]    [,54]    [,55]    [,56]    [,57]   [,58]
[1,]    5.362    5.739  2.199    4.287    3.933    3.238    2.799   3.946
[2,] 1908.646 1007.994  7.459 2124.259 1532.029 1621.164 1914.981 178.390
[3,]  702.851  436.482 10.430 1081.379 1375.632 1616.409 1480.149  24.651
       [,59]    [,60]  [,61]   [,62]  [,63]    [,64]    [,65]  [,66]
[1,]  0.7963    3.356   1.36   3.021   3.15    3.344    4.308  1.374
[2,]  8.2260  890.679 114.75 402.461 111.50 1460.223 1190.860 64.832
[3,] 25.2254 1613.875 132.26 915.329 195.53  458.419  437.950 56.284
        [,67]   [,68]    [,69]   [,70]   [,71]   [,72]    [,73]    [,74]
[1,]    8.813   2.774    3.328   1.537   3.854    3.78    4.832    4.418
[2,] 1324.990 206.106 1808.270 200.593 105.887 1652.74 1154.867 2459.942
[3,]  446.611 246.424 1106.864 197.999   4.877  168.53  519.168  338.505
       [,75]    [,76]    [,77] [,78]    [,79]   [,80]    [,81]   [,82]
[1,]    7.62    6.832    3.131  1.36    3.379   2.838    3.972   2.349
[2,] 1105.06 1351.559 2804.844 70.47 2638.218 229.990 1343.687 200.658
[3,] 1366.42 1798.891 2178.299 29.87 1386.718 213.424 2215.804 409.124
       [,83]  [,84]    [,85]   [,86]   [,87]    [,88]   [,89]   [,90]
[1,]   2.484  1.182    2.977   3.327   6.475    8.652   1.271    1.69
[2,] 349.025 43.510  946.966 253.068 131.298  951.502 888.504 1125.45
[3,] 543.020 52.192 1114.323 379.230 247.585 2161.299 667.326   68.03
       [,91]   [,92]   [,93]   [,94]    [,95]  [,96]   [,97]    [,98]
[1,]   2.538   2.389   3.391   1.856   0.8744   13.4   16.41    4.958
[2,] 224.413 260.785 364.165  71.548 176.5379 2919.1 3060.96 1092.249
[3,] 149.070 137.752 715.752 167.172 208.9774 3567.5  967.55  804.170
[1] "--- VAR model 2017-10-06 21:31:00  completed"
[1] "Completed training sample:  2017-10-06 21:31:00 - 2017-10-07 05:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 22:01:00 - 2017-10-07 06:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.06808        -0.02225         -16.78         -16.09
         0.05316        -0.15341         -17.33         -17.25
         0.08750        -0.03296         -16.80         -15.35
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -16.17              0          0.46829          -0.2189
         -16.51              0         -0.11590          -0.3458
         -16.11              0          0.04071          -0.1820
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7773          -1.8669          -1.1454           -7.005
          -1.0529          -0.7798           0.2776           -4.524
          -0.8386          -0.9502          -0.2600           -4.660
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9871           -4.513           -5.471          2.10952
          -0.1529           -2.929           -3.227          1.84109
          -0.1690           -1.947           -2.112         -0.05416
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.482            2.467           1.5874           0.3228
           -5.233           -4.630           0.4809           7.2158
           -2.051           -1.725          -2.8014           2.3016
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.01          -0.6684           -32.67           -16.76
           -15.50          -1.0861           -32.94           -15.83
           -15.63          -0.8755           -32.71           -16.23
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6189           -16.41           -17.23           -2.127
          -0.6617           -15.23           -17.86           -2.275
          -0.5197           -15.96           -16.94           -2.260
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.89           -1.181           -18.86           -4.893
           -16.46           -1.198           -16.85           -4.543
           -14.95           -1.283           -16.97           -4.519
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.147           -16.68           -16.49           -16.57
           -3.226           -16.10           -18.45           -17.29
           -3.016           -16.24           -16.68           -16.49
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.40985          -1.3235          0.11162        -0.209083
          0.13729          -0.7028          0.01103        -0.111247
          0.04738          -1.8347          0.01827        -0.004982
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4555       -0.0099713           -8.755          -10.091
           0.2875       -0.0212933           -8.853           -9.521
           0.1628       -0.0006983           -8.758          -10.294
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.8131          -0.3614           -8.155            0.463
          -1.3826          -0.1396           -8.264            1.370
          -0.7525          -0.1709           -8.000            1.700
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3859          -1.3960           -4.844          0.95235
           0.4417          -0.8248           -3.937         -0.02226
           0.2133          -1.1842           -4.275          1.78405
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.011984           -4.790           -4.293           -5.807
         0.031577           -3.310           -2.664           -3.542
        -0.002077           -3.282           -2.310           -2.390
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.318                0                0           -4.368
           -4.576                0                0           -6.418
           -2.889                0                0           -3.597
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1129           -1.727           1.3044          -0.4045
           0.0109           -3.057           0.7550          -1.1821
          -0.1632           -2.603           0.2669          -2.6836
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.6091         0.022006           1.6132          0.64184
          -1.0372         0.001018           0.1235          0.08176
          -2.7968         0.001108          -0.1697          0.06105
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.5348         -0.10174          0.08490         -0.78688
          -0.3226         -0.13315          0.04573          0.25255
          -1.0487          0.03141         -0.06268          0.02909
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.51016           0.7344            3.388            1.952
          0.05249           0.6299            2.067            1.252
         -0.07040          -0.1433            2.660            1.376
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.5151          0.21591            3.622          0.01909
           1.8552          0.02618            1.381          0.02277
           1.1943          0.01504            1.150          0.12962
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.3882           1.0622          -1.2426                0
           0.1609           0.7937          -0.8162                0
           1.3233           0.2316          -0.6376                0
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.2494         -0.09523          -0.1876          -0.9001
          -0.3868         -0.01187          -0.1212           0.9827
          -1.2614         -0.01520          -0.2539          -0.8133
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
                0                0                0                0
                0                0                0                0
                0                0                0                0
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -0.825          0.01286           -1.419            120.7
           -2.137          0.37336           -1.528            122.7
           -1.585          0.06160           -1.622            119.7
 rnd_95776.volume rnd_95787.volume
           -10.55           -15.76
           -10.65           -15.90
           -10.72           -16.23
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.865 2.106 3.543 3.306 3.794 1.252 1.529 3.131 4.336 3.735 2.669
[2,] 2.867 2.153 3.695 3.654 4.113 1.270 1.553 3.131 4.342 4.328 3.003
[3,] 2.869 2.158 3.874 3.809 4.247 1.281 1.573 3.136 4.380 4.359 3.124
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.309 2.523 2.830 3.488 3.033 4.003 3.182 4.897 5.524 5.172 2.408
[2,] 3.170 2.597 3.144 3.879 3.071 4.311 4.153 5.658 6.238 5.538 2.431
[3,] 3.200 2.598 3.364 4.205 3.142 4.732 4.515 5.762 6.790 5.778 2.515
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 6.670 4.821 0.4157 3.654 3.489 0.7483 3.498 0.5235 2.966 1.286 0.6449
[2,] 7.834 5.089 0.4327 3.755 4.189 0.7740 4.067 0.5460 3.243 1.378 0.6695
[3,] 8.087 5.413 0.4540 4.117 4.399 0.8368 4.217 0.5624 3.901 1.469 0.6928
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.586 2.891 2.904 2.793 2.725 2.564 0.9191 2.302 0.8443 1.369 1.725
[2,] 3.697 3.269 3.126 2.797 2.981 2.577 0.9229 2.337 0.8446 1.464 1.821
[3,] 3.972 3.411 3.222 2.811 3.033 2.611 0.9230 2.423 0.8447 1.535 1.961
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.542 1.247 2.386 3.345 5.419 2.487 3.589 3.754 1.630 3.059 2.695
[2,] 2.637 1.298 2.412 3.351 5.419 2.552 4.415 3.813 1.631 3.939 3.419
[3,] 2.739 1.411 2.641 3.639 5.447 2.570 4.526 3.816 1.631 4.138 3.826
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.393 1.771 2.855 0.5888 2.037 1.006 2.170 2.344 2.439 2.914 1.032
[2,] 2.962 2.853 2.873 0.5888 2.679 1.011 2.223 2.351 3.045 3.424 1.033
[3,] 3.564 3.400 2.873 0.5901 3.271 1.024 2.462 2.383 3.100 3.468 1.034
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.842 2.022 2.465 1.117 2.862 2.615 3.639 3.440 5.669 4.258 2.400
[2,] 7.070 2.039 3.275 1.138 2.870 3.434 3.829 4.425 5.822 5.283 4.213
[3,] 7.088 2.048 3.674 1.153 2.871 3.445 3.863 4.433 6.020 5.536 4.987
     [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 1.001 2.572 2.096 2.690 1.793 1.760 0.8323 2.129 2.340 4.811 6.317
[2,] 1.008 3.818 2.103 3.213 1.817 1.857 0.8325 2.321 2.358 4.819 6.532
[3,] 1.011 4.876 2.103 4.574 1.858 1.950 0.8338 2.608 2.387 4.821 6.835
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.9415 1.227 1.887 1.770 2.411 1.207 0.6133 10.76 11.60 3.717
[2,] 1.4913 1.904 1.906 1.796 2.437 1.208 0.6331 11.48 12.28 3.906
[3,] 1.7131 1.906 1.914 1.808 2.558 1.217 0.6626 12.43 12.34 4.068
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]  3.639   2.675   4.498    4.198    4.818   1.589   1.941   3.976
[2,] 78.607 378.762 893.348 1321.791 1347.879 182.117 232.892  12.912
[3,] 84.697 119.998 988.816  915.979  900.216 141.438 212.302 156.240
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   5.506    4.743    3.389    2.933   3.204    3.593    4.429   3.851
[2,] 186.067 1857.415 1168.858 1845.036 523.268 1163.350 1441.888 411.651
[3,] 491.497  443.819  732.909  367.840  62.560 1017.847 1378.152 561.886
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    5.083    4.041    6.218    7.015    6.567   3.058    8.47    6.122
[2,] 1359.484 2266.564 2408.137 2461.638 1682.247 281.531 3491.11 1384.129
[3,] 1657.223 1506.326  924.320 2278.949 1401.410 548.610 1704.75 1565.628
        [,25]   [,26]   [,27]    [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5278    4.64    4.43   0.9502    4.442   0.6648    3.766   1.633
[2,] 102.1845  732.51 1969.67 167.9911 1762.972 131.6663 1114.672 419.548
[3,] 116.6071 1435.13 1140.02 270.3455  946.899 114.6014 1841.217 434.307
       [,33]    [,34]    [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   0.819    4.554    3.671   3.688   3.547    3.46   3.256  1.167
[2,] 152.649  762.313 1296.423 981.530 120.058 1026.82 215.296 71.399
[3,] 151.409 1235.009  828.014 663.085 240.231  474.89 356.707 12.887
       [,41]  [,42]   [,43]  [,44]   [,45]   [,46]   [,47]    [,48]
[1,]   2.924  1.072   1.739   2.19   3.228   1.583   3.029    4.248
[2,] 340.850 19.832 439.773 497.28 596.958 305.494 301.279  167.938
[3,] 543.428  8.513 393.058 617.84 628.238 470.937 914.593 1206.205
       [,49]   [,50]    [,51]   [,52] [,53]    [,54]    [,55]    [,56]
[1,]   6.881   3.159    4.558   4.767  2.07    3.884    3.423    3.039
[2,]  73.862 486.908 2183.890 569.753 29.19 2107.949 1786.720 1482.492
[3,] 468.034 256.263  845.940 113.153 41.42 1077.938 1458.754 1683.987
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.249   3.626  0.7477    2.586   1.277   2.756   2.977    3.097
[2,] 1900.247 269.321  5.3937 1478.311  87.746 409.949 155.516 1549.047
[3,] 1570.224  44.140 32.6053 1594.027 137.369 898.538 329.604  493.725
      [,65] [,66]    [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]    3.7  1.31    8.688   2.568    3.13   1.419   3.634    3.32
[2,] 1527.5 40.55 1515.909 218.876 1831.30 182.360 188.269 1891.60
[3,]  469.8 44.17  418.947 163.448 1414.81 158.740  32.854  235.42
        [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    4.621    4.368    7.199    5.406    3.048   1.271    3.265   2.661
[2,] 1011.984 2365.473 1124.680 2657.669 2941.619 103.107 2398.124 147.355
[3,]  433.769  218.797 1301.197 1404.382 2266.437  59.233 2576.773  49.958
        [,81]   [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    3.416   2.277   2.235  1.057    2.704   2.971   6.109    8.022
[2,] 1492.383 249.706 504.035 12.736  785.128 247.873 239.857 1413.371
[3,] 2766.437 331.165 506.000 39.427 1010.727 317.335 109.218 1708.215
       [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   1.196    1.558   2.396   2.248   3.061   1.533   0.7788   13.66
[2,] 982.523 1236.687 229.386 258.882 302.086  44.014 133.4908 3392.16
[3,] 716.263   78.652 150.257 175.273 659.805 121.050 166.1739 4057.06
       [,97]    [,98]
[1,]   14.73    4.719
[2,] 3411.70 1021.192
[3,] 1046.10  964.060
[1] "--- VAR model 2017-10-06 22:01:00  completed"
[1] "Completed training sample:  2017-10-06 22:01:00 - 2017-10-07 06:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 22:31:00 - 2017-10-07 06:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8672         0.30781         -27.28         -32.04
          0.2322         0.18359         -31.09         -32.99
         -0.6039         0.05367         -29.45         -30.16
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -29.63              0         -0.15830         -0.03115
         -27.40              0         -0.06305         -0.61396
         -30.93              0          0.14798         -0.32165
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5690          -2.1252          -0.6131          -10.739
          -0.4154          -0.1190          -0.5514           -7.795
          -0.3740          -0.7333          -0.5726           -7.044
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.10955           -5.579           -3.513           2.1548
          0.01244           -3.133           -4.163           0.7703
         -0.03015           -2.971           -2.962          -1.0299
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.753           -1.643           0.9933            9.175
           -6.783           -3.227           0.1869           11.253
           -3.120           -3.068          -3.2913            7.391
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -29.48           -2.275           -58.34           -31.49
           -30.15           -2.315           -59.39           -28.55
           -29.94           -2.177           -62.16           -29.41
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.184           -34.13           -34.23           -3.726
           -1.328           -30.00           -31.12           -3.910
           -1.298           -30.13           -31.50           -3.969
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -33.38           -1.800           -28.43           -8.896
           -33.82           -1.871           -32.92           -9.273
           -29.17           -2.011           -30.25           -9.530
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.649           -30.01           -29.76           -27.83
           -6.899           -30.67           -28.74           -30.70
           -6.909           -30.38           -31.52           -31.13
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.067995           -2.823           0.9905          0.08284
        -0.022268           -2.716           0.8350          0.04801
        -0.007984           -2.269           1.3594         -0.03742
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3370                0           -15.94           -18.01
           0.5861                0           -16.17           -17.27
           0.4807                0           -16.04           -18.00
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.015           -2.204           -15.01            3.914
           -2.297           -1.762           -14.21            1.412
           -1.639           -1.468           -14.60            3.162
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.3184           -1.658           -8.236            2.457
          -0.2056           -2.038           -7.841            1.983
           0.0939           -1.842           -8.906            2.433
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
       -0.0229945           -7.696           -5.976           -8.999
        0.0254227           -5.933           -5.836           -6.427
        0.0003535           -7.296           -4.944           -4.587
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.027          0.08639          0.04483           -4.537
           -5.881          0.10486         -0.04378          -10.358
           -5.839         -0.02740         -0.01791           -4.902
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.03727           -4.857           1.2313           -2.557
         -0.06086           -3.402           0.9365           -3.719
         -0.24985           -3.771           0.5770           -3.804
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.506          0.02394           -2.200          -0.2170
           -3.566          0.06556           -2.793          -0.1290
           -3.125         -0.02827           -2.758           0.0724
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -0.07196         -0.65893        -0.009036          -1.8642
         -2.80064         -0.01414        -0.047492          -0.1150
         -3.30082         -0.23808        -0.201260          -0.2778
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.76884         -4.07888            8.438          -0.8091
         -0.29870          0.10864            8.631          -0.9431
         -0.07039         -0.04544            5.523          -0.5435
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.9056          0.09269          -1.5619          0.06656
           0.6374          0.07438          -1.0723          0.33435
           4.4481          0.01677           0.1471          0.03283
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.6253           0.1147           -1.642           0.1982
          -1.2740          -0.1164           -1.548           0.1637
           0.9972          -0.1163           -1.364           0.1040
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3088           0.3712           0.3260           1.3618
          -2.6764           0.3378          -0.2834          -1.2949
          -1.3886           0.0911          -0.4184           0.1816
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.43237           0.2435           0.1492          -0.4401
          0.16845          -0.2691           0.1757          -0.3300
         -0.09411          -0.1869           0.1710          -0.2801
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.909          0.07328           -1.683            110.2
           -2.864         -0.06583           -1.734            108.9
           -2.434          0.01600           -1.478            113.3
 rnd_95776.volume rnd_95787.volume
           -16.75           -31.86
           -21.81           -27.63
           -18.53           -30.25
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.743 1.980 2.994 2.880 3.425 1.163 1.416 2.947 4.108 3.544 2.519
[2,] 2.746 2.017 3.091 3.103 3.573 1.173 1.436 2.948 4.109 4.099 2.836
[3,] 2.752 2.026 3.206 3.153 3.651 1.182 1.457 2.955 4.122 4.114 2.951
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.292 2.562 2.787 2.925 2.821 3.950 2.987 4.652 5.283 4.187 2.179
[2,] 3.174 2.565 3.064 3.313 2.911 4.227 3.913 5.468 5.979 4.461 2.211
[3,] 3.187 2.566 3.242 3.608 2.972 4.580 4.259 5.574 6.477 4.540 2.321
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.711 3.634 0.4077 3.128 2.733 0.7035 2.976 0.5336 2.598 1.183 0.6459
[2,] 6.644 3.805 0.4234 3.262 3.055 0.7381 3.474 0.5475 2.755 1.229 0.6991
[3,] 6.828 4.065 0.4397 3.608 3.219 0.7770 3.579 0.5648 3.064 1.287 0.7313
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.918 2.572 2.614 2.564 2.352 2.313 0.8147 1.779 0.7653 1.253 1.703
[2,] 3.048 2.872 2.976 2.565 2.599 2.339 0.8175 1.798 0.7655 1.321 1.792
[3,] 3.310 2.985 3.034 2.580 2.652 2.357 0.8185 1.840 0.7662 1.394 1.915
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.295 1.017 2.115 3.195 4.817 2.362 3.218 3.448 1.490 2.886 2.574
[2,] 2.394 1.049 2.146 3.199 4.825 2.386 4.106 3.504 1.491 3.665 3.139
[3,] 2.476 1.080 2.381 3.459 4.835 2.398 4.209 3.508 1.492 3.870 3.537
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.282 1.477 2.628 0.5478 1.922 0.8943 2.061 2.246 2.404 2.785 0.9979
[2,] 2.810 2.546 2.641 0.5480 2.549 0.9088 2.079 2.250 2.879 3.266 0.9995
[3,] 3.295 2.999 2.647 0.5481 3.133 0.9150 2.360 2.290 2.928 3.320 1.0018
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.952 1.891 2.427 1.065 2.714 2.585 3.437 3.313 5.187 4.939 2.372
[2,] 7.054 1.921 3.136 1.086 2.715 3.370 3.648 4.173 5.360 5.302 3.878
[3,] 7.062 1.923 3.465 1.100 2.716 3.378 3.670 4.179 5.552 5.623 4.705
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.9399 2.384 1.991 2.706 1.617 1.655 0.7572 2.059 2.097 4.620 5.869
[2,] 0.9456 4.295 1.999 3.175 1.658 1.735 0.7579 2.194 2.116 4.622 6.082
[3,] 0.9507 4.658 2.001 4.203 1.736 1.803 0.7600 2.341 2.137 4.622 6.344
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.8439 1.019 1.603 1.596 2.310 1.041 0.5934 10.78 10.65 2.988
[2,] 1.2560 1.676 1.636 1.620 2.321 1.041 0.6253 11.39 11.22 3.083
[3,] 1.4948 1.678 1.664 1.647 2.451 1.046 0.6610 12.26 11.25 3.477
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.484   2.515   3.802   3.657   4.349   1.477   1.798   3.743
[2,]  86.701 262.454 526.546 794.782 699.290 108.334 163.953  43.570
[3,] 123.550 131.385 584.984 382.649 515.199  97.374 168.920 139.271
        [,9]    [,10]   [,11]    [,12]  [,13]   [,14]    [,15]   [,16]
[1,]   5.216    4.501   3.199    2.911  3.253   3.539    3.715   3.582
[2,]  63.541 1414.926 894.791 1508.493 92.728 875.318 1068.704 495.402
[3,] 229.384  243.993 560.576  202.046 52.659 726.636  982.133 410.688
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    5.015    3.793    5.908    6.709    5.317   2.767    7.253   4.614
[2,] 1035.183 1737.181 1974.191 1924.130 1057.943 255.260 2333.018 774.601
[3,] 1212.038 1155.807  744.117 1710.716  581.948 487.018 1081.499 984.008
       [,25]    [,26]  [,27]    [,28]    [,29]   [,30]   [,31]   [,32]
[1,]  0.5177    3.972   3.47   0.8933    3.779  0.6776   3.298   1.502
[2,] 78.4273  636.638 939.09 153.5249 1232.501 84.3822 630.876 229.622
[3,] 81.6301 1059.936 696.06 166.8147  590.265 95.0895 921.914 261.917
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   0.8202   3.705   3.266   3.319   3.256   2.986   2.937  1.035
[2,] 183.7774 605.591 878.407 978.294  45.071 759.928 241.160 46.395
[3,] 147.5534 887.170 557.984 406.895 193.372 363.759 196.143 26.895
      [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.26  0.9718   1.591   2.162   2.915   1.291   2.686   4.057
[2,] 177.62 13.2790 289.467 384.693 466.476 178.845 251.097 109.728
[3,] 267.15 21.9233 304.409 462.610 434.768 175.836 708.262 904.335
       [,49]   [,50]    [,51]   [,52]  [,53]    [,54]    [,55]    [,56]
[1,]   6.117   2.999    4.087   4.379  1.893    3.665    3.269    2.898
[2,] 182.711 234.811 1752.189 429.107 35.583 1552.080 1234.727 1126.987
[3,] 214.904 164.644  635.752 109.560 24.835  855.280 1119.543 1182.192
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    1.876   3.337  0.6957    2.441   1.136   2.617   2.852    3.052
[2,] 1425.537 186.067 10.1512 1149.994 111.254 185.083  93.139 1089.662
[3,] 1088.981 116.926  3.1345 1252.265  72.970 767.611 292.328  364.345
        [,65]  [,66]   [,67]   [,68]    [,69]   [,70]  [,71]    [,72]
[1,]    3.536  1.267   8.828   2.401    3.081   1.352  3.446    3.283
[2,] 1173.193 39.467 822.856 230.883 1365.103 146.461 61.882 1486.191
[3,]  410.455 46.303 217.352  63.509 1013.001 120.449 31.457  152.858
       [,73]    [,74]   [,75]    [,76]    [,77]  [,78]    [,79]   [,80]
[1,]   4.365    4.207   6.586    6.272    3.012  1.194    3.027   2.528
[2,] 840.627 1743.826 930.699 1324.391 2108.648 71.017 2456.033 127.061
[3,] 276.339  151.215 992.505 1287.993 1830.604 67.689 1238.396  48.639
        [,81]   [,82]   [,83]   [,84]   [,85]   [,86]  [,87]    [,88]
[1,]    3.436   2.053   2.102  0.9616   2.614   2.663  5.867    7.453
[2,] 1141.801 252.736 358.192 22.4076 521.415 192.811 91.660 1094.349
[3,] 1892.381 352.074 337.452 38.7655 562.029 204.151 28.816 1240.161
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   1.072   1.294   2.035   2.027   2.934  1.322   0.7535   13.68
[2,] 639.365 914.308 226.694 189.317 156.932  9.952 135.5225 2527.50
[3,] 556.981  63.029 206.383 204.669 540.884 70.245 147.2235 3117.17
       [,97]    [,98]
[1,]   13.52    3.794
[2,] 2439.35  523.640
[3,]  564.34 1103.712
[1] "--- VAR model 2017-10-06 22:31:00  completed"
[1] "Completed training sample:  2017-10-06 22:31:00 - 2017-10-07 06:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 23:01:00 - 2017-10-07 07:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.21036        -0.23369         -27.01         -30.55
         0.01284        -0.19839         -28.70         -32.08
         0.05681        -0.05593         -29.03         -27.73
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -25.65         0.4302                0         -0.27776
         -28.08         0.3446                0         -0.25342
         -29.17         0.2534                0          0.08477
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5304           0.5711           0.1353           -8.231
          -0.5897          -0.6126           0.7047           -6.873
          -0.2795          -0.2820           0.1552           -6.875
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.01147           -4.856           -4.651          -1.4391
          0.01532           -2.365           -2.755           1.8210
          0.06283           -3.513           -2.943          -0.5765
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.185          1.43562          -0.6059            1.157
           -2.619         -4.67586          -1.6883            5.973
           -2.904         -0.04072          -1.3888           -1.471
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -27.77           -3.186           -58.90           -28.19
           -26.89           -2.953           -58.02           -28.04
           -27.25           -3.090           -60.22           -28.16
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.996           -30.96           -31.71           -4.972
           -1.875           -28.65           -32.76           -4.244
           -1.792           -29.30           -31.40           -4.197
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -32.79           -1.047           -27.56           -9.061
           -31.12           -1.370           -29.53           -8.787
           -29.21           -1.425           -29.58           -8.726
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.539           -28.39           -28.81           -30.38
           -4.823           -29.18           -27.54           -28.43
           -5.180           -29.60           -28.37           -29.16
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -0.051977           -3.091          0.03271         0.005945
        -0.055488           -2.100         -0.21859        -0.092706
        -0.002689           -2.123         -0.28565         0.041547
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6464         -0.05199           -16.04           -18.46
           0.5737          0.04631           -15.81           -19.62
           0.4859          0.06236           -15.64           -19.64
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.462           -1.698           -15.83            4.279
           -3.758           -1.263           -15.72            1.043
           -3.547           -1.377           -15.76            2.335
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.2166          -0.9117           -9.843           1.5200
           0.7470          -0.8450           -7.978           0.7532
          -0.2633          -0.4305           -8.753           0.7566
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        0.0337579           -7.716           -3.802           -2.199
       -0.0142296           -9.480           -6.746           -6.793
       -0.0008868           -7.369           -6.009           -7.231
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.869           0.4063       -0.0195715           -5.776
           -2.756           0.1722        0.0204771           -4.292
           -6.906           0.0902       -0.0003972           -5.025
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7393           -3.771           1.9148           -3.083
          -0.6973           -4.563           1.0013           -2.952
          -0.6131           -1.428           0.4957           -3.255
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.222          0.20306           4.0658           0.5600
           -2.555          0.13587           0.9727          -0.1281
           -2.735         -0.02347          -0.9176           0.7052
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.273          -0.4022         -0.19343        -0.235262
           -2.294          -0.2708         -0.05250        -0.252298
           -2.970          -0.1705         -0.02457         0.008354
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1628         -0.48983            5.111           3.2380
           0.5597          0.09164            3.718           0.4914
           0.0555         -0.39542            2.010           2.1234
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.845           0.3000            3.247         -0.01762
            2.305           0.2004            1.956          0.02088
            1.618           0.1346            0.731         -0.12476
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.943          -0.1064          -0.5859           0.1404
           -1.955           0.2809          -1.6998           0.1931
            2.106           0.4126          -1.4049          -0.1253
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.160          -0.5870          0.25202           0.2486
           -3.007          -0.4491          0.02011          -0.1495
           -1.423          -0.2789         -0.56244           0.3136
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5830           0.3275           0.1443           0.1301
           0.2402           0.1291           0.1924           0.1623
           0.1673           0.1785           0.1017           0.1069
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.115        -0.248645           -2.480            10.14
           -2.713        -0.113529           -2.600            10.21
           -1.498        -0.009936           -2.759            10.01
 rnd_95776.volume rnd_95787.volume
           -22.01           -29.54
           -23.12           -28.73
           -21.20           -28.71
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.713 1.844 2.594 2.615 3.160 1.047 1.407 3.026 4.117 3.534 2.409
[2,] 2.717 1.863 2.690 3.040 3.247 1.059 1.424 3.027 4.121 4.068 2.731
[3,] 2.729 1.880 2.872 3.162 3.347 1.072 1.443 3.041 4.130 4.080 2.846
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.256 2.511 2.718 2.819 2.500 3.752 3.095 4.114 5.041 3.993 2.403
[2,] 3.164 2.514 3.085 3.195 2.618 3.989 4.175 4.813 5.432 4.145 2.420
[3,] 3.194 2.514 3.254 3.473 2.692 4.316 4.414 4.909 6.061 4.292 2.499
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.281 3.263 0.3885 3.079 2.493 0.7112 2.521 0.6676 2.281 1.230 0.6347
[2,] 6.035 3.640 0.4099 3.253 2.730 0.7319 3.031 0.6920 2.409 1.264 0.6711
[3,] 6.175 3.825 0.4180 3.310 3.050 0.7683 3.203 0.7087 2.595 1.337 0.7276
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.762 2.652 2.290 2.543 2.319 2.237 0.7847 1.640 0.6933 1.062 1.300
[2,] 3.036 2.845 2.640 2.545 2.622 2.269 0.7854 1.654 0.6938 1.117 1.393
[3,] 3.156 2.918 2.735 2.549 2.658 2.287 0.7863 1.696 0.6939 1.169 1.463
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.085 0.9114 2.016 2.985 4.097 2.341 2.992 3.325 1.399 2.743 2.202
[2,] 2.156 0.9364 2.058 2.986 4.202 2.342 3.627 3.438 1.401 3.451 2.856
[3,] 2.261 0.9573 2.281 3.243 4.203 2.403 3.736 3.464 1.401 3.588 3.065
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.092 1.323 2.523 0.5245 1.849 0.9154 2.041 2.235 2.521 2.996 1.016
[2,] 2.718 2.286 2.553 0.5248 2.415 0.9374 2.076 2.242 2.708 3.176 1.020
[3,] 3.156 2.804 2.558 0.5249 2.957 0.9447 2.273 2.297 2.744 3.200 1.022
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.210 1.834 2.280 1.001 2.649 2.313 3.352 3.265 5.149 4.532 2.385
[2,] 7.253 1.857 3.199 1.023 2.650 3.202 3.585 4.065 5.354 5.093 3.769
[3,] 7.253 1.860 3.286 1.042 2.650 3.204 3.597 4.071 5.617 5.311 4.640
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8927 2.224 1.959 2.764 1.559 1.580 0.7814 1.970 1.823 4.311 5.201
[2,] 0.9017 3.992 1.964 3.136 1.584 1.650 0.7814 2.224 1.856 4.314 5.465
[3,] 0.9056 4.560 1.964 4.215 1.659 1.692 0.7823 2.291 1.873 4.315 5.750
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.7093 0.7604 1.263 1.306 2.214 1.010 0.5818 12.15  9.666 2.687
[2,] 1.0603 1.2828 1.278 1.313 2.219 1.011 0.6036 13.18 10.314 3.025
[3,] 1.2069 1.2850 1.291 1.331 2.294 1.020 0.6393 14.36 10.368 3.125
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.445   2.341   3.294    3.321   4.013   1.329   1.786   3.843
[2,] 109.333 185.342 496.402 1080.393 520.820 109.488 154.301  31.393
[3,] 172.522 176.831 700.702  605.094 564.521 116.782 159.836 206.076
        [,9]    [,10]  [,11]    [,12]  [,13]    [,14]    [,15]   [,16]
[1,]   5.228    4.487   3.06    2.865  3.188    3.452    3.579   3.175
[2,] 115.875 1403.443 895.61 1544.638 88.814 1016.125 1047.929 541.932
[3,] 197.406  222.689 556.70  306.044 32.413  720.635  948.355 434.059
        [,17]   [,18]    [,19]    [,20]   [,21]   [,22]    [,23]    [,24]
[1,]    4.764    3.93    5.225    6.401   5.071   3.051    6.707    4.143
[2,]  943.413 1952.07 1739.961 1410.549 773.674 203.135 2034.119 1125.127
[3,] 1148.803  998.72  672.614 1872.950 775.754 434.189  909.631  817.737
       [,25]  [,26]   [,27]    [,28]    [,29]    [,30]   [,31]   [,32]
[1,]  0.4933   3.91   3.166   0.9031    3.201   0.8477   2.896   1.562
[2,] 91.0972 731.10 775.374 120.3973 1172.104 127.0130 539.157 204.646
[3,] 57.0700 424.70 946.195 162.7540  721.114 106.3881 671.643 301.701
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38]   [,39]   [,40]
[1,]   0.806   3.507   3.367   2.908  3.229   2.945   2.841  0.9964
[2,] 151.948 879.163 718.193 915.508 73.008 852.497 264.747 22.8975
[3,] 195.817 599.016 449.669 495.998 97.285 302.651 198.149 27.1029
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.082  0.8803   1.348   1.651   2.647   1.157   2.559   3.791
[2,] 153.094 18.9045 241.074 348.741 383.743 149.834 290.327  50.985
[3,] 259.589  6.9874 241.845 311.793 473.393 138.476 685.618 880.995
       [,49]   [,50]    [,51]   [,52]  [,53]    [,54]    [,55]    [,56]
[1,]   5.203   2.973    3.799   4.222  1.777    3.483    2.797    2.657
[2,] 651.648  50.994 1428.495 608.194 53.327 1458.196 1266.976 1208.171
[3,]  25.469 373.619  623.103 299.120  1.417  686.071  773.545 1117.795
       [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]    1.68   3.204  0.666    2.347   1.162   2.591   2.838   3.201
[2,] 1298.96 268.016 13.931 1082.771 140.710 266.195 129.225 688.965
[3,] 1130.34 117.448  6.641 1188.602  81.690 645.065 346.131 309.905
       [,65] [,66]   [,67]   [,68]    [,69]   [,70]  [,71]    [,72]
[1,]   3.804  1.29   9.156   2.329    2.896   1.271  3.364    2.937
[2,] 735.707 63.42 547.283 200.762 1562.552 145.351 47.837 1542.537
[3,] 270.557 47.32  37.681  75.321  523.606 140.564 18.958   83.667
       [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]  [,80]
[1,]   4.257    4.146    6.539    5.755    3.029  1.134    2.825  2.487
[2,] 885.523 1686.983 1021.646 1618.890 2032.570 88.508 2309.039 98.312
[3,] 203.554  145.672 1183.828 1047.143 1885.041 58.480 1534.848  8.267
       [,81]  [,82]   [,83]   [,84]   [,85]   [,86]   [,87]    [,88]
[1,]    3.51   1.98   2.007  0.9922   2.501   2.314   5.474    6.605
[2,] 1031.64 193.76 332.162  2.4956 719.971 243.528 107.186 1167.484
[3,] 1962.05 343.95 259.024 26.6817 383.490 175.840  80.487 1247.027
        [,89]    [,90]   [,91]   [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   0.9007   0.9656   1.604   1.658   2.812  1.283   0.7388   15.43
[2,] 549.0321 719.6694 134.922  92.427 102.142 25.882 112.0399 3551.71
[3,] 401.5427  52.3841 128.246 153.620 405.097 93.314 146.7234 3969.04
       [,97]   [,98]
[1,]   12.27   3.412
[2,] 2506.54 968.265
[3,]  737.53 547.593
[1] "--- VAR model 2017-10-06 23:01:00  completed"
[1] "Completed training sample:  2017-10-06 23:01:00 - 2017-10-07 07:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-06 23:31:00 - 2017-10-07 07:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3253         -0.3344         -35.08         -40.67
          0.8139         -0.2371         -38.38         -35.71
         -0.4660         -0.1571         -35.67         -35.26
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -37.69        0.21835           0.6658           -1.490
         -40.06        0.14438           0.8432           -2.778
         -37.88        0.04535           0.4047           -2.014
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.7798           -8.479          -0.3323           -14.72
          -1.4737           -1.494          -1.7014           -11.52
          -0.7116           -2.909          -1.0690           -11.26
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2956           -7.050           -7.464           6.9337
          -0.1855           -7.924           -8.316           3.2106
          -0.2214           -5.186           -4.518          -0.2589
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.812          -4.4713            2.210           12.312
           -8.068          -0.7715           -2.723            9.143
           -3.984          -4.4528           -2.615           13.444
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -38.33          -1.3145           -68.58           -34.30
           -35.82          -1.0727           -78.21           -38.12
           -36.75          -0.7725           -79.69           -39.97
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.834           -37.83           -41.45           -7.585
           -1.652           -34.74           -35.77           -7.441
           -1.905           -39.04           -40.54           -7.303
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -40.42           -2.056           -41.14           -12.76
           -37.63           -2.082           -40.44           -12.76
           -37.39           -2.055           -35.33           -13.33
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.012           -38.02           -35.14           -36.79
           -5.252           -40.71           -39.15           -38.74
           -5.541           -38.93           -38.02           -39.45
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5213           -4.163          0.29813                0
          -0.3965           -2.957          0.05336                0
           0.0306           -1.854          0.03473                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4136      0.068297382           -21.74           -26.52
           0.7243     -0.000003209           -23.50           -25.51
           0.4527      0.002568800           -22.72           -26.66
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -6.297           -2.787           -23.36            4.525
           -6.695           -2.319           -23.08            7.277
           -6.090           -2.091           -23.41            5.711
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -1.12795          -1.8518           -10.25           0.8669
         -0.09981          -0.8568           -13.37           0.7194
         -0.49499          -0.3438           -13.37           0.2183
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.15280           -11.60          -12.892           -7.898
         -0.15930           -10.73           -7.709          -10.289
         -0.07853           -10.51           -9.115          -10.589
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            -7.74          0.14559         0.015397           -9.246
           -13.09         -0.05441        -0.026032           -7.674
            -7.02          0.06784        -0.006997          -11.143
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0574           -7.390          1.30555           -3.437
          -0.8861           -5.607          0.05602           -4.807
          -0.6035           -6.130          0.78005           -3.432
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.569         0.130334           -1.536           0.4084
           -4.859        -0.080838           -1.006           0.5239
           -3.751        -0.003254           -1.247           0.4713
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.773         -0.13055          -0.8634          -7.5493
           -3.793          0.02672          -0.3940          -0.2061
           -4.651          0.01089          -0.3041          -0.1601
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.78062          -6.7457            13.50            1.673
         -0.29542          -0.1997            11.95            2.691
         -0.07545          -0.1883            10.18            2.412
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.474         -0.07472           3.4670         -0.04574
           -1.351         -0.05524           0.6495         -0.14746
            5.264         -0.01334           2.6355          0.14556
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           9.1760           2.6723           -2.557        -0.059767
          -0.4528           0.2255           -1.548        -0.058408
           0.3616          -0.2292           -2.167        -0.006162
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.313          -0.7000           0.1462           -2.346
           -2.908          -0.5714           0.4405            1.316
           -2.694          -0.2682          -0.3281           -1.256
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6582          -0.8020          -0.1649          -0.3514
          -0.4018          -0.1589          -0.1587          -0.4015
          -0.1530          -0.3852          -0.1736          -0.4542
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.592         -0.36603           -3.062            7.177
           -2.812         -0.01832           -3.303            5.649
           -4.166         -0.04536           -3.206            3.252
 rnd_95776.volume rnd_95787.volume
           -35.39           -35.30
           -32.48           -37.89
           -34.54           -39.00
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.770 1.746 2.430 2.367 3.154 0.8540 1.385 3.098 4.197 3.437 2.400
[2,] 2.802 1.772 2.618 2.740 3.350 0.8584 1.399 3.104 4.211 4.056 2.704
[3,] 2.815 1.786 2.711 2.819 3.446 0.8653 1.410 3.141 4.237 4.065 2.822
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.130 2.388 2.657 2.779 2.480 3.659 2.932 3.930 4.855 3.894 2.514
[2,] 3.140 2.389 3.109 3.224 2.549 3.859 3.942 4.707 5.260 4.097 2.556
[3,] 3.157 2.391 3.316 3.540 2.660 4.216 4.198 4.798 5.727 4.188 2.701
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.981 2.624 0.3815 2.859 2.458 0.7347 2.517 0.6708 2.303 1.223 0.6492
[2,] 5.816 2.676 0.3952 3.065 2.593 0.7584 2.911 0.6899 2.460 1.255 0.6896
[3,] 6.026 2.835 0.4011 3.205 2.948 0.8076 2.984 0.7079 2.580 1.330 0.7584
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.411 2.397 2.086 2.503 2.157 1.970 0.7558 1.547 0.6617 1.078 1.283
[2,] 2.609 2.543 2.339 2.510 2.426 2.001 0.7578 1.562 0.6617 1.140 1.389
[3,] 2.700 2.704 2.467 2.518 2.506 2.015 0.7619 1.598 0.6622 1.214 1.443
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.869 0.7861 1.392 3.003 3.892 2.200 2.774 3.012 1.299 2.599 2.112
[2,] 1.921 0.8032 1.834 3.035 3.995 2.213 3.296 3.099 1.302 3.217 2.589
[3,] 2.017 0.8223 1.912 3.205 3.996 2.277 3.416 3.117 1.306 3.299 2.745
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.053 1.418 2.254 0.4980 1.720 0.9131 1.925 2.209 2.366 2.895 1.037
[2,] 2.632 2.221 2.261 0.4981 2.225 0.9248 1.959 2.222 2.582 3.090 1.043
[3,] 2.984 2.633 2.261 0.4984 2.700 0.9303 2.150 2.275 2.612 3.121 1.044
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.953 1.805 2.084 1.055 2.714 2.311 3.241 3.290 5.035 4.287 2.399
[2,] 7.962 1.828 3.026 1.059 2.730 3.331 3.458 4.023 5.194 4.918 3.690
[3,] 7.972 1.832 3.132 1.060 2.732 3.333 3.471 4.032 5.516 5.152 4.540
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8560 2.356 1.935 2.746 1.469 1.551 0.7928 1.802 1.802 4.379 4.970
[2,] 0.8644 3.854 1.938 3.089 1.489 1.606 0.7936 2.276 1.833 4.394 5.166
[3,] 0.8682 4.455 1.939 4.180 1.567 1.633 0.7951 2.339 1.860 4.398 5.374
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6483 0.6216 1.185 1.182 2.069 1.021 0.5635 11.84 9.143  2.50
[2,] 0.8999 1.1533 1.201 1.206 2.096 1.022 0.5782 12.90 9.584  2.70
[3,] 1.0852 1.1605 1.216 1.220 2.131 1.030 0.6228 14.09 9.792  2.81
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   3.517   2.218   3.085    3.006   4.005  1.084   1.759   3.933
[2,] 331.840 234.873 768.619 1086.564 889.930 68.121 157.537 161.287
[3,] 212.982 179.932 553.934  522.817 635.214 85.707 134.232 378.611
        [,9]    [,10]   [,11]    [,12]  [,13]    [,14]    [,15]  [,16]
[1,]   5.329    4.365   3.047    2.705  3.033    3.374    3.529   3.15
[2,] 273.365 1696.334 981.672 1818.096 49.590 1273.025 1286.763 462.08
[3,] 370.016  217.640 637.013  257.428 71.915  908.715 1152.732 600.82
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    4.646    3.723    4.991    6.166    4.945   3.192    6.325   3.332
[2,]  967.535 2076.380 2041.328 1593.503 1002.381 363.206 2365.451 414.183
[3,] 1336.948 1137.977  733.240 1784.952  685.797 688.080 1243.986 736.439
       [,25]  [,26]    [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]  0.4844   3.63    3.121   0.933    3.196   0.8519   2.925   1.553
[2,] 81.2315 871.20  650.445 148.201 1152.847 126.8677 681.656 222.929
[3,] 54.1739 737.66 1105.550 218.715  516.938 125.0696 612.232 345.584
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   0.8244   3.061   3.044   2.649   3.179   2.739   2.502  0.9598
[2,] 183.2911 786.159 668.286 834.512 139.832 874.568 277.810 42.5739
[3,] 248.7088 547.566 723.031 617.894 159.033 493.843 180.813 62.5160
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.964  0.8403   1.368   1.629   2.374   0.9983   1.767   3.813
[2,] 172.759  0.6622 292.556 418.739 347.001 129.7696 941.277 347.888
[3,] 266.919 19.6214 328.951 307.613 485.319 138.9736 426.450 812.311
       [,49]   [,50]    [,51]   [,52] [,53]    [,54]    [,55]    [,56]
[1,]   4.942   2.794    3.523   3.825  1.65    3.301    2.682    2.608
[2,] 708.931 186.738 1402.634 573.972 71.04 1493.003 1179.257 1297.550
[3,]  66.289 422.003  707.027 260.293 81.05  575.891  719.916 1107.313
      [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]    1.8   2.862  0.6324    2.184   1.159   2.444   2.806   3.004
[2,] 1347.2 141.358  7.0627 1112.385 115.444 288.296 188.353 814.260
[3,] 1114.3  20.934 13.2230 1204.545  79.483 696.769 383.090 309.899
       [,65]  [,66] [,67]   [,68]    [,69] [,70]   [,71]    [,72]   [,73]
[1,]   3.676  1.317  10.1   2.292    2.646  1.34   3.446    2.934   4.115
[2,] 852.502 87.522 310.4 226.917 1728.376 71.63 237.693 1890.675 949.953
[3,] 346.407 43.269 310.9  99.707  637.331 28.07  87.482   80.130 243.058
        [,74]    [,75]    [,76]    [,77]  [,78]    [,79]  [,80]    [,81]
[1,]    4.178    6.393    5.443    3.047  1.087    2.992  2.457    3.487
[2,] 1823.469 1004.862 1899.743 2209.391 94.762 2403.398 83.795 1114.549
[3,]  214.792 1463.703 1209.324 2083.360 63.712 1760.597 47.950 2219.314
       [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]    [,89]
[1,]   1.865   1.969  1.007    2.288   2.289   5.561    6.312   0.8232
[2,] 193.004 328.308 27.709 1094.719 265.126 288.167 1110.738 491.7263
[3,] 383.015 232.404 38.571  426.307 248.082 146.428 1164.153 477.9625
        [,90]   [,91]   [,92]   [,93]  [,94]    [,95]   [,96]   [,97]
[1,]   0.7893   1.505   1.501   2.627  1.297   0.7156   15.03   11.61
[2,] 765.3492 153.985 187.162 262.550 35.130 101.8627 4037.01 2265.62
[3,] 101.8555 148.151 145.278 302.973 99.489 182.2859 4464.41 1580.25
       [,98]
[1,]   3.174
[2,] 803.503
[3,] 615.114
[1] "--- VAR model 2017-10-06 23:31:00  completed"
[1] "Completed training sample:  2017-10-06 23:31:00 - 2017-10-07 07:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 00:01:00 - 2017-10-07 08:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.09633         0.19304         -34.58         -40.25
         0.14318         0.14536         -30.89         -34.34
        -0.05947         0.06219         -34.88         -39.44
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.15        0.29397          0.63061          -0.9109
         -39.51        0.05114          0.11035          -1.4247
         -38.09        0.06265          0.07445          -1.0258
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.303          -4.0476           -2.720           -15.96
           -2.199          -0.7906           -1.493           -11.18
           -1.757          -2.5946           -1.767           -11.66
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9852          -10.569            1.237            5.246
           0.4413           -5.282            1.259            3.018
           0.7503           -6.057            1.405            2.102
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.321            7.493           10.050            30.24
           -9.335           -7.356           -1.521            23.87
           -4.258           -1.761           -5.850            23.35
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -37.45           -3.202           -82.45           -34.76
           -37.26           -3.249           -77.25           -40.13
           -39.39           -3.404           -71.21           -37.50
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.656           -33.94           -34.72           -9.076
           -2.690           -37.93           -39.18           -8.598
           -2.755           -36.90           -37.89           -8.962
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -41.77           -2.297           -37.86           -13.37
           -35.18           -2.022           -32.66           -14.02
           -39.20           -2.249           -39.00           -13.61
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.170           -43.12           -42.19           -40.99
           -7.019           -40.99           -39.09           -41.77
           -7.245           -39.22           -36.11           -38.73
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.6085           -3.262           2.4931         -0.07986
           0.2880           -2.865           0.8949         -0.01281
           0.2298           -2.295           0.9349         -0.01416
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4172         -0.11180           -26.40           -26.00
           0.3007          0.12219           -26.73           -26.64
           0.3853         -0.08159           -25.91           -25.95
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -8.575           -3.913           -23.59            8.374
           -7.934           -4.077           -24.08            7.058
           -8.062           -3.833           -22.60            6.617
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          2.08069           -2.412           -13.25           1.0068
          0.03245           -2.651           -15.41           1.2977
          0.92311           -3.198           -13.52           0.8415
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2277           -14.49           -13.58           -11.68
           0.2094           -11.10           -10.10           -11.92
           0.1046           -12.83           -11.23           -10.61
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.010           0.5239                0           -10.14
          -14.629           0.3098                0            -7.18
           -9.254           0.1974                0           -13.73
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8762           -5.390            4.020           -4.403
          -1.0804           -5.800            3.615           -4.869
          -1.1292           -6.771            3.298           -3.618
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.679          0.24136          -1.1151           0.7825
           -3.570          0.07640           0.3796           0.5409
           -3.791         -0.06151          -1.1265           0.6346
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.083          0.13792         -0.17912         -1.34383
           -3.672         -0.03297         -0.16372          0.05742
           -3.338         -0.02526          0.07959         -0.20640
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.3838        -0.006293            15.31            7.006
           1.5052         0.113550            15.51            8.791
           0.6239        -0.331026            18.68            5.190
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.150         -0.08421            6.532           0.2063
            5.959         -0.08726            6.972           0.2603
            7.838         -0.04104            7.740           0.2539
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.936           0.8920           -2.761         -0.04452
            4.394           0.3664           -2.019          0.19173
            7.642          -0.9214           -2.197          0.01378
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.925           0.2542          -0.5182           -6.422
           -2.943           0.1915           0.4240            6.909
           -2.211           0.0983          -0.9667           -5.940
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.87228        -0.719557         -0.04283        -0.140681
         -0.65992         0.088125         -0.09036         0.006271
          0.05507        -0.009868          0.12338        -0.140524
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.042          0.15745           -2.495           -4.411
           -4.343         -0.01413           -2.995          -10.015
           -5.336         -0.05959           -3.235           -5.806
 rnd_95776.volume rnd_95787.volume
           -39.70           -33.31
           -40.08           -38.06
           -34.46           -37.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.804 1.639 3.201 2.685 3.225 0.8903 1.398 3.264 4.104 3.311 2.503
[2,] 2.841 1.674 3.539 2.977 3.535 0.9037 1.420 3.281 4.140 4.084 2.699
[3,] 2.862 1.691 3.785 3.033 3.605 0.9234 1.429 3.316 4.170 4.093 2.816
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.331 2.407 2.837 6.268 2.433 3.972 3.109 3.927 4.648 4.232 2.308
[2,] 3.311 2.409 3.290 6.821 2.465 4.088 4.134 4.874 5.241 4.474 2.328
[3,] 3.362 2.417 3.608 6.913 2.598 4.437 4.446 4.939 5.612 4.689 2.358
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.272 2.670 0.3827 2.872 2.758 0.8012 2.533 0.6693 2.705 1.240 0.6359
[2,] 6.812 2.866 0.3985 2.988 2.972 0.8334 2.859 0.6872 2.822 1.282 0.6648
[3,] 7.175 3.070 0.4059 3.304 3.432 0.8814 2.997 0.7036 3.077 1.357 0.7376
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.761 2.630 2.257 2.707 2.351 1.847 0.8081 1.453 0.6616 1.306 1.582
[2,] 2.857 2.756 2.559 2.708 2.566 1.877 0.8184 1.465 0.6617 1.351 1.729
[3,] 3.062 2.976 2.619 2.748 2.592 1.887 0.8309 1.484 0.6624 1.482 1.805
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.464 0.6291 1.613 2.897 3.707 1.944 2.771 2.889 1.275 2.648 2.141
[2,] 1.513 0.6425 1.790 2.897 3.781 1.971 3.071 2.973 1.280 3.221 2.626
[3,] 1.567 0.6680 1.899 3.111 3.782 1.992 3.234 2.978 1.287 3.279 2.783
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.047 1.521 2.212 0.5036 1.709 0.9105 1.895 2.139 2.246 2.860 1.076
[2,] 2.564 2.233 2.227 0.5037 2.214 0.9140 1.957 2.143 2.471 3.098 1.080
[3,] 2.880 2.698 2.231 0.5054 2.644 0.9160 2.116 2.265 2.535 3.172 1.082
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.172 1.816 2.205 1.028 2.789 2.341 3.282 3.435 5.042 4.767 2.666
[2,] 8.177 1.837 2.922 1.034 2.799 3.382 3.446 4.175 5.130 5.053 3.927
[3,] 8.188 1.851 3.063 1.035 2.804 3.384 3.460 4.187 5.337 5.405 4.624
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8132 2.580 1.986 3.093 1.680 1.487 0.8226 1.962 1.788 4.329 5.114
[2,] 0.8222 4.248 1.991 3.543 1.686 1.516 0.8244 2.347 1.812 4.363 5.303
[3,] 0.8247 4.582 1.991 4.352 1.687 1.546 0.8246 2.386 1.828 4.363 5.516
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6059 0.5988 1.068 1.043 1.815 1.044 0.5505 11.58 8.366 2.653
[2,] 0.8030 1.0288 1.080 1.059 1.882 1.044 0.5671 12.69 8.910 2.741
[3,] 0.9717 1.0310 1.083 1.067 1.937 1.048 0.6038 13.86 9.045 3.062
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.56   2.082    4.065    3.41    4.095   1.131   1.776   4.145
[2,] 391.30 286.597 1286.824 1095.17 1235.359 132.074 208.651 283.058
[3,] 292.63 206.639 1144.108  497.69  600.916 161.783 140.762 413.142
        [,9]    [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   5.211    4.204   3.179    2.96   3.057    3.603    7.959   3.089
[2,] 466.818 2039.066 860.520 2005.26  82.593 1419.900 2294.990 337.160
[3,] 424.058  230.714 685.772  497.36 168.239 1263.333  955.462 700.372
        [,17]    [,18]    [,19]    [,20]    [,21]  [,22]    [,23]   [,24]
[1,]    5.044    3.948    4.986    5.902    5.375   2.93    6.695   3.391
[2,]  826.098 2323.512 2462.145 2065.528 1237.665 264.11 3678.324 887.559
[3,] 1469.349 1393.372  677.712 1709.447 1195.364 320.09 1920.462 938.040
      [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]  0.486    3.647    3.502   1.017    3.216   0.8499    3.435   1.574
[2,] 94.904  704.652  944.009 195.665 1130.496 132.8760  685.373 279.181
[3,] 65.489 1202.497 1463.311 244.667  766.502 128.6872 1044.348 378.438
        [,33]   [,34]  [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   0.8075   3.506   3.34    2.866   3.438   2.986   2.345   1.026
[2,] 165.3294 625.838 700.44 1029.064  55.650 875.467 285.999 110.546
[3,] 272.4055 940.117 957.32  473.026 396.626 312.840 168.823 122.129
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.844  0.8402   1.659   2.009   1.859   0.7988   2.048   3.678
[2,] 164.831  6.6276 292.421 595.677 324.613 111.3349 662.344  38.184
[3,] 199.946 25.7951 519.074 440.562 348.817 156.1160 541.032 966.483
       [,49]   [,50]    [,51]   [,52]  [,53]    [,54]    [,55]    [,56]
[1,]   4.707   2.469    3.518   3.669   1.62    3.362    2.719    2.599
[2,] 634.980 275.701 1128.605 597.786  94.07 1564.520 1295.749 1316.493
[3,]  75.625 247.147  864.225 140.834 114.64  521.245  787.018 1118.960
        [,57]   [,58]   [,59]   [,60]  [,61]   [,62]   [,63]   [,64]
[1,]    1.932   2.809  0.6395    2.17  1.156   2.406   2.716   2.852
[2,] 1393.967 213.608  8.3532 1199.90 68.023 415.781 110.264 877.694
[3,] 1291.740 126.544 35.3928 1232.39 51.232 687.875 625.659 481.500
        [,65]  [,66]  [,67]   [,68]  [,69]  [,70]   [,71]    [,72]   [,73]
[1,]    3.631  1.367  10.38   2.306    2.8  1.305   3.541    2.973   4.168
[2,] 1016.658 72.156 244.10 233.993 1634.8 94.398 209.387 2081.524 894.194
[3,]  578.988 58.394 358.82 192.454  782.3 31.770 133.330   99.483 266.478
        [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    4.362    6.402    6.053    3.386   1.033    3.276   2.522    3.927
[2,] 2024.064  805.637 1430.229 2457.991 103.403 2877.200 115.052 1473.060
[3,]  261.935 1254.799 1635.084 2081.280  54.419 1464.298  10.365 2155.213
       [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]    [,89]
[1,]   2.133   1.888  1.045    2.491   2.271   5.498    6.494   0.7694
[2,] 124.946 253.647 46.802 1097.842 247.523 458.700 1197.286 449.3169
[3,]  37.881 258.783 12.518  366.280 209.957  10.253 1293.351 466.5107
        [,90]   [,91]   [,92]   [,93]  [,94]    [,95]  [,96]   [,97]
[1,]   0.7604   1.356   1.325   2.304  1.326   0.6991   14.7   10.62
[2,] 713.2913 138.771 154.740 425.790  3.855 116.0235 4439.3 2612.76
[3,]  57.9104  71.877 113.400 392.330 78.541 176.7253 4750.3 1327.14
        [,98]
[1,]    3.369
[2,]  588.421
[3,] 1164.178
[1] "--- VAR model 2017-10-07 00:01:00  completed"
[1] "Completed training sample:  2017-10-07 00:01:00 - 2017-10-07 08:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 00:31:00 - 2017-10-07 08:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.65065        -0.42840         -51.09         -49.31
        -0.25484        -0.08129         -49.88         -49.53
         0.02299        -0.15273         -51.04         -50.44
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -47.70              0           0.8932           -4.185
         -48.27              0           0.1289           -3.377
         -50.98              0          -0.1523           -3.544
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.428          -11.570           -2.850           -22.68
           -2.650           -5.117           -1.721           -17.49
           -2.895           -4.012           -2.030           -16.31
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1173           -9.673          -10.206            7.257
          -0.2222          -10.924           -7.283            5.674
           0.1021           -7.335           -8.302            3.544
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.053           -4.220           0.9058            20.22
           -8.280           -3.007          -1.3752            13.85
           -5.467           -5.314          -0.9546            16.59
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -46.22           -3.204           -103.9           -47.99
           -50.37           -3.184           -106.5           -50.95
           -48.99           -2.991           -104.5           -51.40
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.521           -50.52           -51.92           -11.92
           -3.237           -49.71           -53.10           -12.28
           -3.380           -51.28           -55.55           -12.61
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -52.22           -2.373           -52.66           -19.00
           -52.40           -2.421           -50.77           -18.82
           -51.76           -2.618           -51.33           -19.02
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.406           -52.40           -46.47           -51.64
           -9.547           -52.99           -47.60           -53.19
           -9.454           -53.16           -51.07           -52.63
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2326          -0.7195            2.382          0.40790
          -0.4701          -1.7346            2.108          0.12339
          -0.1127          -3.1983            2.080          0.08305
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.2970         -0.06790           -32.77           -32.75
          -0.3274          0.02860           -34.08           -35.06
          -0.3875         -0.00184           -33.39           -34.68
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -11.57           -4.063           -30.99            5.659
           -10.58           -4.632           -31.09            5.719
           -10.96           -4.345           -31.09            5.527
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6176           -5.142           -20.09            2.117
           0.3444           -3.857           -18.08            1.874
           0.5988           -4.655           -19.59            2.264
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.144           -14.66           -14.71           -15.67
           -1.353           -18.03           -15.23           -12.62
           -1.383           -16.39           -14.19           -14.95
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -17.34           0.5405          0.04862           -15.35
           -14.39           0.1708         -0.15300           -15.00
           -15.19           0.0512          0.07267           -12.08
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7052           -6.995            5.463           -2.382
          -0.6099          -10.228            3.736           -5.304
          -0.6083           -7.874            3.120           -7.335
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.671          0.08670          -1.1172          0.07022
           -4.996         -0.09814          -0.8864          0.07442
           -6.829          0.05069          -1.1212          0.26155
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.521         0.183604         -0.51560         -4.30298
           -3.376        -0.056724         -0.43569         -0.07691
           -4.636        -0.002048          0.04322         -0.24310
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.9893          -2.0665           10.258           12.446
           1.0075           0.9669           11.523            9.326
           0.8955          -0.5251            9.888            6.090
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.138         -0.02905            6.176         -0.16516
            3.430          0.17261           10.217         -0.10515
            7.123          0.14236            8.152         -0.04847
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.801           1.9868           -2.744          0.01407
            8.508           0.8748           -2.701         -0.10321
            5.395           1.1800           -2.460         -0.04075
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.208          0.24302           1.6587           -3.405
           -2.193          0.11626           0.6800            1.399
           -3.731          0.04133           0.8983           -1.225
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.7774           2.0613           0.4194           0.6067
           1.1800           0.3323           0.4654           0.2539
           0.3838           0.3059           0.3905           0.2981
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.843         -0.22961           -3.242          -0.4663
           -6.668         -0.07284           -3.645          -3.2529
           -5.097         -0.02728           -3.483          -3.9684
 rnd_95776.volume rnd_95787.volume
           -51.72           -42.42
           -52.70           -48.19
           -48.20           -49.34
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.063 1.751 3.540 3.021 3.550 0.9000 1.478 3.163 4.273 3.464 2.519
[2,] 3.086 1.788 3.819 3.412 3.813 0.9173 1.506 3.187 4.336 4.163 2.701
[3,] 3.089 1.796 4.104 3.569 3.983 0.9356 1.511 3.196 4.365 4.176 2.811
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.427 2.523 2.668 6.585 3.100 4.117 3.209 4.114 4.354 6.230 2.395
[2,] 3.311 2.528 3.198 7.132 3.126 4.225 4.119 4.984 5.050 6.356 2.481
[3,] 3.334 2.539 3.411 7.233 3.320 4.461 4.405 5.056 5.333 6.442 2.549
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.814 2.868 0.3851 3.097 3.318 0.9121 2.910 0.6989 3.091 1.234 0.6502
[2,] 7.245 3.137 0.4061 3.433 3.510 0.9351 3.278 0.7099 3.263 1.278 0.6819
[3,] 7.633 3.376 0.4097 3.656 4.050 1.0295 3.535 0.7187 3.630 1.355 0.7444
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.296 2.951 2.679 2.931 2.483 1.868 0.8397 1.389 0.6893 1.540 1.907
[2,] 3.455 3.242 3.121 2.931 2.654 1.910 0.8481 1.405 0.6925 1.580 2.037
[3,] 3.688 3.569 3.218 2.969 2.672 1.926 0.8636 1.423 0.6946 1.793 2.166
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.133 0.5521 1.621 2.836 3.635 1.830 2.921 2.933 1.193 2.677 2.263
[2,] 1.172 0.5684 1.768 2.839 3.714 1.893 3.212 3.045 1.213 3.394 2.663
[3,] 1.285 0.6226 1.863 3.103 3.714 1.915 3.304 3.050 1.215 3.471 2.855
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.068 1.784 2.275 0.5311 2.127 0.9316 1.835 2.219 2.411 2.867 1.107
[2,] 2.527 2.286 2.302 0.5322 2.346 0.9412 1.925 2.241 2.714 3.220 1.110
[3,] 2.931 2.738 2.305 0.5333 2.683 0.9430 2.065 2.367 2.754 3.288 1.112
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.978 1.905 2.365 1.021 3.023 2.514 3.500 3.560 5.278 4.963 2.741
[2,] 7.985 1.937 2.979 1.028 3.038 3.516 3.530 4.412 5.446 5.466 4.095
[3,] 8.014 1.968 3.187 1.029 3.044 3.518 3.538 4.422 5.834 5.706 4.790
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8323 2.824 2.071 3.227 1.604 1.448 0.9188 2.255 1.827 4.619 5.327
[2,] 0.8339 4.394 2.077 3.760 1.635 1.479 0.9206 2.618 1.851 4.638 5.514
[3,] 0.8348 4.959 2.077 4.645 1.679 1.522 0.9210 2.633 1.864 4.638 5.774
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.5539 0.5012 0.9306 0.9216 1.819 1.086 0.5178 11.25 8.316 3.160
[2,] 0.6731 0.9211 0.9362 0.9301 1.887 1.086 0.5343 12.33 8.683 3.398
[3,] 0.8197 0.9218 0.9393 0.9309 1.930 1.093 0.5658 13.43 8.783 3.685
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.889   2.224    4.495    3.837    4.508   1.143   1.877   4.016
[2,] 372.121 360.211 1418.905 1571.381 1377.894 175.693 285.170 392.034
[3,] 136.868 159.091 1490.075 1037.624 1140.317 182.707 121.390 228.803
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]   5.427    4.398   3.198    3.082   3.204    3.387    8.361    3.936
[2,] 725.465 2287.888 966.862 2231.550 159.858 1748.181 2715.671  399.859
[3,] 504.436  325.317 771.417  387.250 230.735 1176.753 1193.464 1107.107
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    5.228    4.075    5.224    5.529    7.911   3.041    7.383
[2,]  943.186 2559.082 2788.385 2534.559 1247.257 640.227 4284.186
[3,] 1416.555 1546.677  843.173 1699.344 1044.358 581.193 2380.895
        [,24]   [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    3.642   0.489    3.932    4.213   1.158    3.695   0.8875    3.926
[2,] 1259.828 127.817 1468.586 1134.001 204.126 1494.524 123.2113 1033.268
[3,] 1235.835  53.967 1245.736 2001.657 426.652 1312.780 111.0532 1577.475
       [,32]    [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]
[1,]   1.567   0.8256    4.185    3.748    3.402   3.721   3.153   2.373
[2,] 329.981 203.5446 1027.725 1330.036 1586.167  71.760 930.102 391.012
[3,] 447.084 296.0122 1276.630 1478.874  776.149 463.384 306.416 249.161
       [,40]   [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]
[1,]   1.066   1.764  0.8753   1.956   2.421   1.439   0.7011   2.059
[2,] 118.321 204.439 66.1894 348.031 710.350 295.513 134.0305 698.993
[3,] 161.421 225.402 52.7983 840.706 729.179 522.005 251.6648 581.472
        [,48]   [,49]   [,50]   [,51]   [,52]   [,53]  [,54]    [,55]
[1,]    3.602   4.616   2.324    3.71   3.725   1.514    3.4    2.874
[2,]  123.382 756.058 479.610 1323.91 809.871 219.718 2067.0 1390.114
[3,] 1241.863  31.141 287.397  765.91 179.604  67.290  720.5 1021.857
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]  [,62]   [,63]
[1,]    2.626    2.265   2.889  0.6744    2.701   1.183   2.33   2.818
[2,] 1438.974 1416.066 346.363 33.8705  981.500 133.376 576.46 307.008
[3,] 1471.783 1494.622 107.721 34.7670 1288.843  56.723 741.08 755.542
        [,64]    [,65]  [,66]  [,67]   [,68]    [,69]   [,70]   [,71]
[1,]    3.061    3.641  1.406  10.13   2.419    3.003   1.296   3.839
[2,] 1236.513 1452.020 77.685 322.07 348.265 1795.518 122.379 295.031
[3,]  461.192  660.121 61.547 680.09 346.249 1120.493  48.552 197.599
        [,72]   [,73]    [,74]    [,75]    [,76]    [,77]  [,78]    [,79]
[1,]    3.193   4.444    4.521    6.702    6.302    3.481  1.057    3.586
[2,] 2435.538 459.529 2582.114 1330.124 2270.530 3013.752 51.302 3335.132
[3,]  128.219 235.956  288.748 2075.255 1621.307 2463.140 37.499 2278.269
      [,80]    [,81]   [,82]   [,83]  [,84]    [,85]  [,86]   [,87]
[1,]   2.63    4.098   2.037   1.839  1.167    2.864   2.32   5.865
[2,] 150.18 1912.407 315.236 299.488 56.978 1317.303 299.48 418.807
[3,]  20.19 2702.724 379.126 356.334 24.572  276.945 214.12  40.954
        [,88]    [,89]    [,90]   [,91]  [,92]  [,93]   [,94]    [,95]
[1,]    6.764   0.7034   0.6365   1.182   1.17   2.31   1.379   0.6575
[2,] 1411.429 378.9868 765.7795 101.147 123.98 497.35  13.604 130.4938
[3,] 1697.144 463.5540  34.2402  76.550  38.21 404.02 123.695 184.6763
       [,96]   [,97]    [,98]
[1,]   14.28   10.56    4.013
[2,] 5016.06 2476.35 1237.033
[3,] 5266.76 1310.04 1412.934
[1] "--- VAR model 2017-10-07 00:31:00  completed"
[1] "Completed training sample:  2017-10-07 00:31:00 - 2017-10-07 08:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 01:01:00 - 2017-10-07 09:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.02791         -0.5093         -53.60         -52.55
        -0.40176         -0.3368         -54.79         -55.58
         0.53233         -0.1739         -54.87         -55.79
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -55.36        -0.1600            3.354           -3.971
         -58.15        -0.1934            1.836           -4.404
         -54.98        -0.1791            1.843           -4.841
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.837           -4.005          -0.5437           -18.07
           -4.100           -5.538          -1.3266           -16.97
           -4.815           -5.874          -1.3796           -17.60
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7838           -9.840           -7.829            4.271
          -0.1316           -8.812           -3.599           10.625
           0.2099           -8.367           -5.045           10.519
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.404           -4.698           3.4680            26.23
           -5.605           -4.967          -3.0438            24.28
           -5.995           -1.304           0.3342            28.23
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.78           -6.731           -125.1           -48.66
           -66.88           -6.748           -109.8           -58.90
           -54.79           -6.484           -113.8           -53.88
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.444           -54.86           -51.23           -13.70
           -5.352           -56.43           -64.03           -13.95
           -5.207           -55.76           -58.19           -13.99
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -53.74           -3.951           -60.08           -20.69
           -51.83           -3.611           -50.47           -20.84
           -59.03           -3.799           -63.31           -20.25
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.49           -60.05           -55.75           -53.00
           -12.70           -54.26           -53.89           -61.65
           -12.58           -59.97           -53.43           -53.07
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.378           -2.924          -0.4571                0
            2.015           -3.721          -0.5337                0
            1.040           -2.751          -0.8859                0
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.11723        -0.117448           -33.80           -34.72
         -0.25504         0.032410           -34.65           -33.42
         -0.04644        -0.005403           -34.03           -37.41
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -11.82           -5.274           -34.82           10.947
           -11.27           -5.106           -33.00            8.479
           -11.96           -5.210           -34.79           10.886
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.2386           -5.757           -23.25            2.858
           0.4231           -5.992           -20.23            1.266
          -0.7994           -5.339           -19.64            2.715
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.545           -18.85           -11.88           -14.71
           -1.684           -19.43           -17.43           -16.76
           -1.787           -17.78           -16.59           -17.21
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -17.41         -0.85306         -0.05181           -15.09
           -13.20         -0.39919         -0.05069           -14.65
           -17.59          0.06261         -0.06638           -16.43
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2921          -12.681            9.450           -8.680
          -0.9107           -9.343            7.208           -8.115
          -1.5312           -8.403            8.048           -6.022
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.157          -0.2243           0.1223          0.87644
           -8.855          -0.4106          -4.3160          0.19630
           -5.817          -0.4748          -2.6752          0.06287
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.096        0.0455687           1.1432            7.783
           -5.713        0.0242010           0.5718           -0.506
           -6.727       -0.0003972          -0.2601            1.290
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1126            8.610            28.40            23.75
          -0.1950           -0.449            30.99            15.56
           0.1649            1.185            26.29            18.73
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            24.58          -0.3131            27.53          0.25387
            23.23          -0.1553            23.22          0.26531
            14.46          -0.1309            15.43          0.03451
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            25.28          0.01151           -0.914         -0.24648
            24.19         -0.19291           -2.637          0.09311
            16.06          0.09092           -2.453          0.11308
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.752          -0.4699         -0.08979           -7.640
           -4.333          -0.5878          0.05787            7.237
           -2.278          -0.1864         -0.24923           -5.430
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.20679           1.3104          0.22908           0.3286
          1.45458           0.2254          0.27006           0.5452
          0.03863           0.4578          0.04544           0.3275
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.330          0.10396           -5.338           -2.051
           -7.185         -0.06665           -5.392           -3.613
           -5.815          0.01274           -5.061           -4.262
 rnd_95776.volume rnd_95787.volume
           -56.36           -54.23
           -47.25           -53.18
           -53.45           -54.46
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.338 1.837 4.199 3.373 3.418 0.8968 1.596 3.477 4.168 3.483 2.654
[2,] 3.344 1.841 4.491 3.864 3.816 0.9175 1.656 3.519 4.182 4.138 2.830
[3,] 3.348 1.843 4.666 4.000 4.038 0.9358 1.669 3.521 4.197 4.184 2.909
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.498 2.632 2.705 6.684 3.617 4.277 3.425 4.485 4.699 8.247 2.772
[2,] 3.321 2.632 3.265 7.247 3.676 4.376 4.388 5.552 5.411 8.612 2.930
[3,] 3.362 2.648 3.367 7.379 3.816 4.533 4.665 5.612 5.849 8.874 2.989
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 6.836 3.565 0.3918 4.072 4.030 1.007 3.206 0.7072 3.468 1.320 0.6954
[2,] 7.809 3.897 0.4229 4.295 4.401 1.050 3.865 0.7134 3.677 1.384 0.7279
[3,] 8.047 4.212 0.4360 4.431 4.794 1.142 4.032 0.7212 4.305 1.484 0.8084
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.731 3.591 3.245 3.605 2.787 1.885 0.9147 1.403 0.6917 2.064 2.193
[2,] 3.871 4.071 3.697 3.638 2.889 1.935 0.9221 1.415 0.6951 2.173 2.387
[3,] 4.223 4.425 3.835 3.691 2.903 1.947 0.9401 1.426 0.6975 2.290 2.492
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 0.7733 0.4939 1.907 3.088 3.625 1.810 2.982 3.094 1.192 2.813 2.380
[2,] 0.7814 0.5100 2.003 3.111 3.733 1.857 3.404 3.263 1.201 3.606 2.714
[3,] 0.8853 0.5256 2.101 3.333 3.733 1.907 3.484 3.284 1.210 3.776 3.004
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.108 1.968 2.435 0.5523 2.261 0.9182 1.889 2.298 2.567 2.835 1.159
[2,] 2.546 2.486 2.476 0.5536 2.481 0.9340 1.955 2.327 2.868 3.204 1.171
[3,] 3.080 2.876 2.491 0.5536 2.727 0.9449 2.084 2.478 2.900 3.263 1.175
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.577 2.040 2.583 1.063 3.226 2.756 3.345 3.723 5.537 4.807 2.837
[2,] 7.665 2.071 3.131 1.066 3.233 3.854 3.353 4.559 5.706 5.703 4.173
[3,] 7.737 2.126 3.346 1.067 3.240 3.855 3.354 4.570 6.109 5.757 4.941
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8357 2.913 2.217 3.458 1.807 1.431 0.9737 2.439 1.889 5.078 5.511
[2,] 0.8373 4.465 2.229 4.144 1.809 1.466 0.9739 2.901 1.895 5.082 5.731
[3,] 0.8376 5.186 2.235 5.174 1.809 1.579 0.9762 2.923 1.896 5.083 5.986
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.5539 0.5256 0.9072 0.9398 1.725 1.172 0.5063 11.03 8.835 3.975
[2,] 0.6308 0.9113 0.9095 0.9441 1.823 1.172 0.5321 12.10 8.943 4.449
[3,] 0.8035 0.9114 0.9159 0.9468 1.863 1.174 0.5512 13.25 9.156 4.634
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.239   2.333    5.332    4.283    4.341   1.139   2.027   4.416
[2,] 227.785 129.077 1830.120 2167.892 1950.541 222.643 506.338 620.339
[3,] 199.096 115.501 1457.950 1189.850 1517.786 211.846 242.787 133.559
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]   5.293    4.422    3.37    3.173   3.342    3.435    8.487    4.593
[2,] 390.588 2570.163 1130.30 2515.289  26.752 2101.315 3220.149  755.101
[3,] 400.391  707.247  770.20  599.137 334.410  947.873 1599.761 1175.949
        [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]    [,24]
[1,]    5.431    4.349    5.696    5.967   10.47    3.521    8.68    4.527
[2,] 1066.535 3152.766 3761.679 3084.662 2854.91 1090.209 4341.73 1811.230
[3,] 1361.122 1821.106  942.764 2554.087 2460.17  679.768 2232.53 1837.233
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.4975    5.171    5.118   1.278    4.071   0.8981    4.404   1.676
[2,] 182.9282 1570.572 2033.165 341.535 2482.396 107.9032 1404.596 478.194
[3,] 122.2261 1249.640 2183.891 518.302 1317.737 121.0814 2574.052 615.285
       [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   0.883    4.738    4.56    4.12   4.578   3.539   2.393   1.162
[2,] 247.343 1186.152 2205.21 2036.97 557.573 876.731 503.872 133.564
[3,] 404.225 1940.927 1994.64 1172.37 718.332 320.853 252.038 210.682
       [,41]   [,42]   [,43]    [,44]   [,45]    [,46]   [,47]    [,48]
[1,]   1.782  0.8784   2.621    2.784   0.982   0.6272   2.422    3.921
[2,] 215.462 78.9090 779.570 1086.076 128.630 145.9380 705.284  434.025
[3,] 199.075 66.1955 832.045  822.431 478.385 146.3400 728.601 1375.308
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    4.603   2.298    3.787    3.929   1.514    3.572    3.022    2.677
[2,] 1027.173 478.910 1887.227 1193.990 163.210 2593.906 1499.986 1641.743
[3,]   16.851 496.920  851.779  416.931 169.176 1287.901 1479.644 1993.123
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.499   3.092  0.7013    2.871   1.166   2.399   2.918    3.259
[2,] 1745.520 513.307 43.4602 1176.299 196.249 580.714 422.693 1470.896
[3,] 1662.796 317.570  7.6038 1299.411 164.851 829.094 979.727  491.852
        [,65]   [,66]    [,67]   [,68]   [,69] [,70]   [,71]    [,72]
[1,]    3.599   1.472    9.621   2.591    3.28  1.35   4.097    3.499
[2,] 1717.361 188.872 1330.799 410.334 2034.66 84.82 236.618 3096.904
[3,]  710.669 108.822 1216.163 551.231 1357.02 49.82 245.316  118.721
       [,73]    [,74]    [,75]    [,76]    [,77]  [,78]  [,79]   [,80]
[1,]   4.248    4.728    7.031    6.105    3.603  1.061    3.7   2.815
[2,] 266.449 3025.866 1588.324 3526.663 3518.182 60.474 3889.3 265.430
[3,]  62.370  350.595 2507.636  906.462 3041.698 24.101 3033.9 180.159
        [,81]  [,82]   [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    4.391  2.295   1.817  1.236    3.097   2.399   6.449    6.998
[2,] 2624.426 92.957 368.616 22.991 1805.739 168.906 225.334 1810.783
[3,] 3562.101 26.776 673.063 77.191  411.871  80.111 112.256 1984.583
        [,89]    [,90]   [,91]   [,92]  [,93]  [,94]   [,95]   [,96]
[1,]   0.7034   0.6674   1.152   1.193   2.19  1.489   0.643   14.01
[2,] 346.9686 855.8858  74.174 103.473 680.06 11.086 188.242 5728.61
[3,] 572.2638  19.3135 124.742  82.106 440.70 80.121 165.200 6210.49
       [,97]    [,98]
[1,]   11.22    5.047
[2,] 1599.31 2296.985
[3,] 2256.70 1492.478
[1] "--- VAR model 2017-10-07 01:01:00  completed"
[1] "Completed training sample:  2017-10-07 01:01:00 - 2017-10-07 09:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 01:31:00 - 2017-10-07 09:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.1520         0.19643         -56.06         -53.74
         -0.1783        -0.03757         -55.07         -52.65
         -0.2250        -0.03465         -60.60         -55.81
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -39.38         0.2635           0.6073           -6.047
         -53.82         0.2804           0.7962           -3.170
         -58.34         0.1039           0.6469           -4.077
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.618           -1.673           0.6134           -18.52
           -4.492           -6.508          -0.1703           -20.42
           -5.149           -6.818           0.4445           -20.68
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1202          -14.327          -11.411            6.272
          -0.1721           -9.187           -8.643            1.948
           0.1381          -10.997           -6.539            6.077
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -15.493           -5.622           -2.256            16.11
           -5.922          -10.376           -5.923            15.59
           -7.035           -5.654           -4.350            21.92
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.31           -5.095           -105.9           -50.94
           -52.38           -6.731           -124.0           -56.80
           -47.60           -6.424           -122.2           -55.26
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.801           -56.01           -58.48           -14.77
           -6.082           -51.29           -54.25           -15.52
           -6.211           -55.30           -62.35           -15.85
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -54.55           -4.112           -53.38           -21.47
           -54.40           -4.038           -60.42           -22.98
           -55.12           -4.255           -54.91           -22.40
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -11.72           -53.29           -35.34           -45.69
           -11.04           -57.11           -55.30           -56.62
           -11.57           -53.52           -56.35           -60.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.0385           -1.683           0.8015           1.3561
          -1.4591           -2.962           0.3474           0.9025
          -0.7462           -3.549           0.6484           0.4196
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4737        -0.020494           -40.45           -35.35
          -0.4855        -0.001388           -38.38           -35.86
           0.1619        -0.002985           -39.46           -37.07
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -13.32           -4.738           -36.20            6.346
           -13.09           -5.120           -34.87            7.653
           -13.04           -4.927           -34.43            8.163
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.894           -5.448           -20.61            4.604
            1.304           -4.687           -24.04            2.731
            1.098           -5.144           -24.47            1.964
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6234           -16.77           -18.96           -29.60
          -1.9519           -17.81           -15.21           -13.34
          -1.9069           -22.07           -18.25           -15.70
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -22.59         -0.38810         -0.04211           -16.86
           -15.45         -0.14953         -0.58011           -24.91
           -16.27          0.02627         -0.34194           -13.76
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.590           -8.713            3.225           -4.023
           -1.669          -11.876            4.748           -7.575
           -2.230          -11.173            4.837           -7.040
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.827           0.4264           -8.348           0.8266
           -5.830          -0.1610           -4.201           1.0903
           -8.535          -0.1072           -6.592           0.7596
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.181         0.177057          -0.3020           11.859
           -3.426        -0.008879           1.2062           -1.277
           -5.823        -0.074866          -0.2435            1.169
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1304           13.010            22.37            20.55
          -0.1692           -1.832            18.61            10.91
           0.2807            1.138            18.28            10.11
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.709          0.03146            5.600         -0.01573
           24.229         -0.16781           21.419         -0.02306
            6.083          0.31930            8.576         -0.02505
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.992         0.508438           -5.474          -0.4054
           15.665         0.008398           -1.127           0.3869
           15.370        -0.282068           -3.244           0.1145
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.939         0.083092          0.06233           -5.044
           -3.596         0.008128         -0.60185            3.330
           -3.398         0.129183         -0.07550           -2.583
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.5296          -0.2775           0.6238           0.6985
          -0.3648           0.6343           0.3251           0.4242
           0.5408           0.2757           0.4346          -0.1476
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.611         -0.01236           -6.280           0.4217
           -6.949          0.02901           -5.933          -2.2612
           -9.313          0.01389           -5.814          -2.5814
 rnd_95776.volume rnd_95787.volume
           -60.75           -49.95
           -57.42           -55.58
           -61.64           -53.85
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.514 1.989 5.092 4.095 4.004 0.8885 1.750 3.738 4.345 3.516 2.720
[2,] 3.514 1.989 5.335 4.818 4.359 0.9049 1.776 3.784 4.380 4.264 2.889
[3,] 3.516 1.991 5.583 4.966 4.617 0.9270 1.798 3.791 4.386 4.321 2.984
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.653 2.762 2.766 6.509 3.789 4.484 3.510 4.787 5.726 8.449 2.610
[2,] 3.499 2.763 3.375 7.166 3.834 4.892 4.730 5.717 5.890 8.844 2.814
[3,] 3.527 2.782 3.479 7.358 3.986 5.123 5.057 5.878 6.127 9.029 2.860
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 8.073 4.566 0.4141 4.746 4.338 1.050 3.987 0.7103 4.284 1.352 0.7265
[2,] 9.404 5.068 0.4446 5.043 4.685 1.103 4.845 0.7182 4.577 1.399 0.7680
[3,] 9.723 5.201 0.4629 5.208 5.150 1.218 5.083 0.7237 5.050 1.489 0.8404
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.059 4.394 4.171 4.048 3.090 2.238 1.100 1.590 0.7634 2.251 2.668
[2,] 4.149 4.767 4.556 4.062 3.214 2.287 1.112 1.590 0.7651 2.376 2.817
[3,] 4.561 5.082 4.704 4.137 3.225 2.303 1.126 1.626 0.7732 2.507 2.901
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 0.8076 0.5149 2.290 3.387 4.058 1.832 3.237 3.174 1.211 3.027 2.617
[2,] 0.8240 0.5398 2.449 3.523 4.088 1.861 3.569 3.409 1.229 3.931 2.943
[3,] 0.9204 0.5616 2.580 3.646 4.125 1.924 3.654 3.437 1.246 4.010 3.146
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.213 2.087 2.873 0.5793 2.518 0.9421 1.986 2.772 2.696 3.041 1.318
[2,] 2.704 2.710 2.890 0.5794 2.683 0.9515 2.021 2.846 3.001 3.516 1.327
[3,] 3.308 3.136 2.890 0.5987 3.014 0.9607 2.198 2.966 3.025 3.592 1.327
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.434 2.155 2.746 1.111 3.535 2.943 3.637 3.853 5.712 5.020 2.984
[2,] 7.572 2.183 3.248 1.112 3.535 3.999 3.646 4.841 5.801 5.887 4.415
[3,] 7.660 2.219 3.466 1.112 3.546 4.005 3.646 4.860 6.306 5.929 5.200
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9111 3.055 2.368 3.740 1.910 1.502 1.105 2.687 1.975 5.408 5.644
[2,] 0.9119 4.568 2.394 4.582 1.912 1.542 1.105 3.260 1.975 5.409 5.821
[3,] 0.9121 5.323 2.397 5.343 1.912 1.657 1.117 3.277 1.979 5.421 6.031
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.6145 0.6128 1.008 1.110 1.901 1.275 0.5178 10.66  9.733 4.632
[2,] 0.7207 1.0760 1.008 1.110 1.949 1.275 0.5397 11.80 10.150 5.218
[3,] 0.9133 1.0824 1.020 1.111 2.055 1.276 0.5631 12.84 10.194 5.453
Root mean square errors of predictions:  
        [,1]   [,2]     [,3]   [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.463  2.525    6.467    5.2    5.084   1.128   2.223   4.747
[2,]  17.174 33.551 1943.158 3104.6 2109.121 209.583 370.214 719.164
[3,] 117.889 98.438 2014.140 1470.9 1861.496 245.943 343.852 270.266
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]   5.518    4.464    3.454    3.369   3.507    3.512    8.265    4.812
[2,] 675.244 2950.165 1191.811 2791.130 108.597 2366.458 3666.713  715.649
[3,] 278.005  861.284  911.376  534.917 399.940 1032.195 2042.808 1332.968
        [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]    [,24]
[1,]    5.694    4.457    6.079    7.271   10.73    3.315   10.25    5.799
[2,] 2390.778 3877.225 3822.025 1685.157 3194.77 1285.835 5898.92 2688.540
[3,] 1860.042 2189.123 1669.038 2063.440 2225.31  623.143 3021.33 1427.003
        [,25]    [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   0.5258    6.027    5.509   1.334    5.062   0.902    5.44   1.716
[2,] 198.0498 2082.901 2163.039 412.775 3368.209 129.998 1969.35 442.914
[3,] 157.6163 1592.196 2617.456 631.655 1877.834 108.971 2610.13 621.077
        [,33]    [,34]    [,35]    [,36]  [,37]    [,38]   [,39]   [,40]
[1,]   0.9226    5.154    5.579    5.297   5.14    3.924   2.841   1.396
[2,] 304.4626 1053.683 2262.146 2240.344 406.27 1080.918 578.800 200.526
[3,] 417.3461 2316.417 2154.591 1434.991 958.85  319.976 332.209 216.473
       [,41]    [,42]   [,43]    [,44]   [,45]    [,46]    [,47]    [,48]
[1,]   2.019   0.9694   2.858    3.388   1.025   0.6538    2.908    4.301
[2,]  15.180  63.2157 930.675 1108.128 199.960 198.3801 1061.800 1182.139
[3,] 412.462 135.9718 977.683  847.422 501.663 189.2283  991.685 1150.894
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   5.154   2.326    4.111    4.03   1.538    3.844    3.323    2.81
[2,] 602.325 402.146 1837.475 1523.32 250.072 3068.340 1648.195 1900.83
[3,] 670.406 598.734  960.307  533.51 255.116  966.467 1357.829 2329.34
       [,57]   [,58]    [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    2.65   3.648   0.7356    3.198   1.196    2.522    3.519    3.423
[2,] 2114.25 378.513  15.3720 1132.253 162.868  460.643  789.633 1613.092
[3,] 1930.62  76.569 184.4022 1680.551 162.390 1055.989 1023.160  461.698
        [,65]   [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]
[1,]    3.861   1.674    9.44   2.736    3.486  1.411   4.488    3.737
[2,] 2159.300 186.295 1758.10 428.971 2123.015 56.387  56.063 3310.994
[3,]  899.364  43.955 1418.29 489.552 1478.574  6.575 345.274  271.997
       [,73]    [,74]    [,75]    [,76]    [,77]  [,78]   [,79]   [,80]
[1,]   4.618    4.893    7.253    6.375    3.789  1.157    3.88   3.007
[2,] 313.905 3583.374 1239.234 3759.978 3979.105 47.177 4153.20 430.712
[3,]  57.594  534.971 3025.181  866.243 3359.818 22.969 3342.28 139.187
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    4.749   2.426   1.907   1.404    3.412   2.508   6.868    7.167
[2,] 3238.042 102.639 425.872  11.824 2256.396  30.446 102.012 1742.898
[3,] 3360.917  26.280 741.665 195.544  415.140 145.034 431.864 1926.570
        [,89]     [,90]  [,91]  [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   0.7803    0.7782   1.28  1.409   2.413  1.619   0.6576   13.54
[2,] 460.6262 1081.6713  28.36 10.812 527.741 13.533 186.0280 6195.17
[3,] 685.9569  143.9828 192.14 74.930 798.015 45.540 196.5546 6185.74
       [,97]    [,98]
[1,]   12.36    5.882
[2,] 3522.25 2939.569
[3,] 1157.01 1936.711
[1] "--- VAR model 2017-10-07 01:31:00  completed"
[1] "Completed training sample:  2017-10-07 01:31:00 - 2017-10-07 09:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 02:01:00 - 2017-10-07 10:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.31689          0.9438         -53.48         -58.49
         0.07299          0.2404         -60.29         -62.46
        -0.01102          0.6099         -61.50         -61.86
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -53.73        -0.1486          0.26613          -1.0400
         -64.19        -0.1572         -0.17795          -1.3050
         -65.12        -0.0587          0.01876          -0.8778
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.320           -4.276          -0.8298           -28.16
           -6.720           -6.419          -1.5858           -20.92
           -5.802           -5.763          -2.9422           -23.06
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9719           -17.81          -12.928            5.638
          -0.2678           -11.20           -8.465            7.661
          -0.4444           -11.94           -8.919            2.909
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.805           -13.25           -7.756            14.50
          -11.834           -15.51           -8.878            14.31
           -7.874           -10.29           -8.497            14.29
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.49           -7.904           -109.9           -60.30
           -56.92           -8.225           -119.3           -58.97
           -59.32           -7.866           -120.9           -59.42
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.018           -57.54           -65.59           -18.58
           -6.847           -57.98           -60.01           -19.32
           -6.289           -58.53           -65.00           -18.99
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -59.60           -5.023           -60.36           -22.73
           -61.72           -5.260           -66.34           -25.04
           -62.92           -4.705           -62.04           -24.95
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.80           -62.85           -58.31           -65.30
           -14.48           -67.96           -61.82           -62.31
           -14.79           -67.27           -63.07           -67.12
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1514           -2.978          -0.3591         -0.54426
          -0.3949           -6.293          -0.5333         -0.06278
          -0.4835           -4.204          -0.2112         -0.04956
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0309          0.13423           -36.57           -39.01
          -0.6776          0.20501           -39.88           -42.62
           0.3007          0.09669           -38.64           -42.45
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -15.50           -5.993           -35.75           10.391
           -15.43           -5.775           -34.71            7.686
           -15.06           -6.215           -38.08            9.593
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.4049           -6.323           -31.62            3.823
           1.6577           -7.315           -27.99            1.681
           0.1359           -6.562           -30.42            4.441
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.343           -24.76           -20.21           -23.42
           -3.300           -25.93           -22.76           -20.27
           -3.219           -26.37           -21.75           -21.49
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -25.60        -0.022578          -0.4989           -26.99
           -18.77         0.233680          -0.4721           -23.70
           -23.88        -0.003844          -0.3908           -19.63
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.222           -15.21            7.542            -7.16
           -1.639           -13.34            7.201           -10.95
           -1.767           -11.17            6.601           -10.11
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.865          -0.8743           -6.631           2.6214
           -9.430          -0.5633           -9.482           2.0715
           -8.792          -0.5963           -7.846           0.8493
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.180        -0.008607          -0.9060           8.5524
           -6.713        -0.106678           0.7267          -1.2641
           -8.610        -0.109643           0.3727           0.7578
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1717           7.4791            20.86            9.826
           0.3232          -1.1783            14.80           12.306
          -0.3083           0.3789            20.68           10.565
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.020        -0.007069            19.14           1.5188
           17.294        -0.149287            10.11          -0.3443
            6.386         0.042110            11.60          -0.1911
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           16.414           1.8010           -4.822          0.60743
            6.922           0.8077           -5.265          0.23904
           14.105           1.2882           -3.596         -0.01309
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.780           0.8956          -0.4905            3.495
           -4.188           0.5048           0.5319           -3.620
           -6.900           0.1697           2.0860            2.712
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.02321          -0.9367           0.9798           0.7496
         -0.11679           1.3268           0.8157           0.7541
          0.96076           0.5965          -0.1607           0.1405
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -13.017         -0.02871           -7.881           -4.996
           -9.994         -0.20790           -7.731           -3.605
           -8.606          0.06064           -7.422           -5.227
 rnd_95776.volume rnd_95787.volume
           -69.28           -61.53
           -75.67           -58.89
           -70.04           -61.09
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.788 2.152 5.271 5.054 4.668 0.8630 1.834 4.318 4.533 3.586 2.886
[2,] 3.799 2.156 5.581 5.969 4.988 0.8861 1.852 4.330 4.657 4.576 3.039
[3,] 3.800 2.159 5.855 6.176 5.335 0.9032 1.883 4.458 4.688 4.593 3.137
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.805 2.844 2.966 6.690 4.318 4.381 4.211 5.406 6.433 8.717 2.621
[2,] 3.698 2.851 3.587 7.355 4.355 4.973 5.180 6.327 6.501 9.116 2.819
[3,] 3.776 2.874 3.751 7.596 4.526 5.379 5.527 6.525 6.797 9.314 2.856
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.50 5.512 0.4251 5.425 5.375 1.162 4.914 0.7664 4.714 1.476 0.8455
[2,] 11.66 5.901 0.4645 5.709 5.765 1.236 5.787 0.7937 5.161 1.543 0.8857
[3,] 12.10 6.216 0.4831 5.945 6.224 1.353 6.087 0.8128 5.633 1.642 0.9549
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.915 5.199 4.865 4.576 3.351 2.371 1.222 1.844 0.8899 2.645 3.195
[2,] 5.042 5.505 5.280 4.610 3.522 2.413 1.311 1.846 0.8925 2.832 3.345
[3,] 5.523 5.974 5.537 4.677 3.548 2.421 1.314 1.869 0.8981 2.954 3.482
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 0.8428 0.5380 2.885 3.788 4.542 1.877 3.702 3.401 1.281 3.254 2.659
[2,] 0.8597 0.5677 3.147 3.899 4.542 1.928 4.137 3.617 1.295 4.208 3.095
[3,] 0.9488 0.5883 3.213 4.065 4.612 1.990 4.221 3.636 1.327 4.298 3.323
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.334 2.206 3.128 0.6294 2.549 0.9831 2.129 2.837 2.849 3.293 1.419
[2,] 2.878 2.892 3.132 0.6309 2.783 0.9977 2.157 2.879 3.228 3.742 1.438
[3,] 3.353 3.335 3.135 0.6318 3.132 1.0105 2.319 2.998 3.250 3.821 1.446
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.826 2.435 2.886 1.236 3.785 3.113 3.856 4.035 5.822 5.789 3.132
[2,] 7.926 2.476 3.499 1.236 3.794 4.233 3.871 4.922 5.883 6.162 4.664
[3,] 7.995 2.507 3.708 1.236 3.805 4.267 3.871 4.951 6.443 6.185 5.310
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9800 3.297 2.560 4.245 2.094 1.649 1.461 2.962 2.140 6.068 5.962
[2,] 0.9806 5.145 2.596 5.025 2.114 1.723 1.476 3.569 2.149 6.068 6.142
[3,] 0.9806 5.413 2.599 5.760 2.123 1.864 1.497 3.628 2.150 6.082 6.353
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.7176 0.7466 1.101 1.169 2.030 1.474 0.5687 10.29 10.42 5.552
[2,] 0.8700 1.2078 1.105 1.171 2.087 1.474 0.5946 11.52 10.86 6.278
[3,] 1.0547 1.2155 1.119 1.181 2.200 1.479 0.6139 12.50 10.98 6.559
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   4.81   2.733    6.693    6.417    5.928   1.096   2.329    5.483
[2,] 392.17 153.740 2404.786 4163.095 2302.437 263.482 339.421  413.817
[3,]  90.57 156.337 2317.860 2076.780 2480.998 229.436 444.348 1392.740
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    5.757    4.553    3.665    3.562   3.611    3.767    8.495
[2,] 1400.042 3726.571 1246.937 3159.253 270.902 2644.342 4007.274
[3,]  694.351  513.061 1022.208  994.872 474.866 1434.799 2485.919
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    5.484    5.563    5.347    6.864    8.169   11.07    3.328   13.33
[2,]  742.612 3085.505 3954.697 4307.869 1230.016 3492.47 1361.911 6657.37
[3,] 1614.942 2685.319 2524.265 2091.080 2599.909 2505.46  595.380 4223.61
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    6.999   0.5398    6.888    6.825   1.475    6.241   0.9732
[2,] 2762.938 245.1925 2333.822 2732.925 554.776 4004.855 270.3008
[3,] 2560.703 174.2562 2172.003 3075.275 721.056 2472.665 230.0036
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    5.986   1.874   1.074    6.241    6.602    6.178    5.811    4.256
[2,] 2754.671 591.196 345.991 1472.874 2374.262 2688.111  731.890 1419.177
[3,] 2956.084 734.782 467.684 2955.067 3040.697 2186.481 1034.449  566.787
       [,39]   [,40]   [,41]  [,42]    [,43]    [,44]  [,45]    [,46]
[1,]   3.011   1.551   2.342   1.13    3.359    4.057   1.07   0.6832
[2,] 590.075 623.852 101.656  89.64 1327.213 1298.208 222.34 237.5101
[3,] 260.923 111.450 380.051 130.16 1099.390 1269.177 526.13 202.0236
        [,47]   [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    3.663    4.81    5.767   2.384    4.701    4.319   1.627    4.132
[2,] 1649.075 1214.14   76.199 574.729 2420.857 1615.138 244.740 3497.026
[3,]  848.451 1506.60 1049.957 645.712 1099.405  484.161 381.720 1150.900
        [,55]    [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]
[1,]    3.376    2.964    2.801   3.972  0.7992    3.237   1.248    2.704
[2,] 2075.795 2207.682 2451.612 220.697 57.6729 1463.001 222.726  452.815
[3,] 1586.544 2253.642 2176.004 170.120 42.6263 1884.083 210.305 1113.721
        [,63]    [,64]    [,65]   [,66]    [,67]   [,68]    [,69]  [,70]
[1,]    3.603    3.617    4.182   1.801    9.938   3.091    3.664  1.569
[2,]  638.646 1991.264 2327.555 307.505 1643.600 587.890 2593.138 30.610
[3,] 1095.314  489.499 1017.652 202.169 1373.384 522.220 1609.200 38.768
       [,71]    [,72]   [,73]    [,74]    [,75]    [,76]    [,77]  [,78]
[1,]   4.806    3.953   4.896    5.124    7.394    7.351    3.977  1.244
[2,] 340.491 3760.100 445.146 3695.514 1099.965 2765.570 4529.304 46.198
[3,] 383.100  698.773  77.998  690.904 3445.982  699.362 3325.718  5.436
        [,79]   [,80]    [,81]   [,82]   [,83]   [,84]    [,85]   [,86]
[1,]    4.187   3.251    5.391   2.659   2.094   1.855    3.761   2.718
[2,] 5176.088 565.472 3524.707 380.075 654.628 276.005 2609.351 252.675
[3,] 2204.434 158.407 3690.604 256.869 931.174 323.827  852.328 101.720
       [,87]    [,88]    [,89]     [,90]   [,91]   [,92]   [,93]   [,94]
[1,]   7.705    7.571   0.9112    0.9481   1.398   1.484   2.577   1.872
[2,]  25.338 1936.041 644.8044 1244.3803 118.806  85.624 634.385  28.321
[3,] 546.210 2124.161 781.3695  177.9707 235.086 205.724 915.364 147.313
        [,95]   [,96]   [,97]   [,98]
[1,]   0.7222   13.07   13.23    7.05
[2,] 227.5544 6772.68 4008.24 3840.73
[3,] 199.7729 6363.35 2120.29 2488.20
[1] "--- VAR model 2017-10-07 02:01:00  completed"
[1] "Completed training sample:  2017-10-07 02:01:00 - 2017-10-07 10:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 02:31:00 - 2017-10-07 10:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5351          0.8130         -55.18         -60.24
          0.2756          0.5693         -54.07         -58.27
          0.2795          0.2357         -55.25         -56.05
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -61.84        -0.2217            1.907           -4.815
         -59.33        -0.3728            1.321           -4.161
         -56.09        -0.2513            1.005           -4.903
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.592           -8.140          0.84974           -18.33
           -6.965           -7.279         -0.39025           -26.11
           -7.911           -8.176         -0.01547           -24.21
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2715           -7.875           -11.99           1.8536
           0.8321          -13.928           -16.09           0.8428
          -0.3862          -12.365           -16.69           4.0069
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -18.02           -10.36          -11.779            9.433
           -10.55           -13.51           -9.899           11.186
           -11.29           -15.13           -9.725           14.836
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -46.31           -7.257           -100.5           -53.93
           -61.94           -7.943           -115.9           -49.34
           -62.77           -7.761           -117.3           -54.25
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.577           -56.14           -60.60           -18.05
           -7.257           -54.96           -60.15           -17.83
           -7.126           -60.31           -61.27           -18.32
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -61.07           -5.840           -59.15           -25.37
           -61.35           -5.173           -59.38           -26.21
           -56.61           -5.627           -57.29           -26.40
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.03           -55.32           -59.22           -56.83
           -14.97           -57.93           -59.12           -58.92
           -14.92           -58.06           -57.99           -59.08
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.131           -7.588          -0.5262           0.5849
            1.779           -4.041           0.3747           0.1170
            1.198           -4.046          -0.2040           0.2248
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.39795           0.4143           -33.75           -38.54
         -0.63078           0.3727           -37.96           -40.97
         -0.08447           0.2940           -39.64           -39.97
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -17.31           -6.259           -38.39           10.142
           -16.32           -6.132           -37.81            9.635
           -16.22           -6.249           -35.95           10.083
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.225           -5.663           -25.91            6.667
            2.705           -7.217           -25.62            5.426
            1.999           -6.737           -27.19            5.036
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.111           -27.45           -19.82           -26.84
           -2.152           -21.96           -21.56           -21.89
           -2.589           -24.79           -20.05           -19.07
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -26.26          0.65749          -0.3452           -19.38
           -20.70          0.51330          -0.5538           -26.88
           -21.05          0.02692          -0.3757           -20.99
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.549           -10.77            8.830           -6.779
           -2.152           -13.62            9.997           -8.035
           -1.376           -11.98            9.222          -10.358
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.539          -0.3805           0.7441          -1.3740
           -8.640          -0.4333          -2.0600          -0.7899
           -9.252          -0.5721          -1.4642          -0.3614
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.220         -0.23721         1.097611        -0.775258
           -5.025          0.01933         0.072188         0.758190
           -9.905          0.02303         0.008626        -0.006033
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.0607           0.7757            24.93           -6.697
          -0.2092           1.3838            25.86           -3.935
          -0.3836           0.5077            26.71           -2.326
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            25.82         -0.06406            7.637         -0.24711
            11.85         -0.03336            7.289          0.08841
            13.74          0.02126            8.481          0.05289
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.547          1.91358           -4.407           0.5677
           17.567         -0.43247           -5.015           0.6507
            7.860         -0.08283           -4.226           0.2792
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.143          -0.1046           1.7046          -6.1052
           -4.578           0.9755           0.2056           0.5443
           -3.414           1.1448           0.2349          -1.6527
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8887           1.7874           0.8162           0.9505
           1.2997           1.1434           1.6878           1.2083
           1.1172           0.9527           0.2106           0.6475
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.456         -0.02093           -7.820           -2.202
          -10.618          0.05182           -8.050           -1.312
           -9.160          0.02814           -7.633           -1.984
 rnd_95776.volume rnd_95787.volume
           -63.02           -54.37
           -75.04           -49.53
           -70.38           -54.64
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.965 2.380 8.619 5.752 5.467 0.8496 2.025 4.229 4.808 3.693 3.240
[2,] 3.980 2.381 8.760 6.829 5.847 0.8626 2.063 4.264 4.895 4.784 3.365
[3,] 3.980 2.387 9.090 7.066 6.149 0.8828 2.118 4.295 4.956 4.862 3.488
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.895 3.072 3.117 6.643 4.463 4.687 4.628 6.057 6.911 9.362 2.546
[2,] 3.878 3.081 3.723 7.402 4.493 5.192 5.548 6.912 6.989 9.670 2.708
[3,] 3.957 3.100 3.965 7.726 4.692 5.698 5.802 7.120 7.284 9.789 2.733
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.95 5.800 0.4410 6.074 5.923 1.260 5.847 0.7607 5.084 1.592 0.9065
[2,] 13.58 6.279 0.4760 6.488 6.576 1.339 6.762 0.7770 5.638 1.681 0.9445
[3,] 14.09 6.671 0.4935 6.967 6.991 1.450 7.092 0.7888 6.112 1.790 1.0218
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.778 5.778 5.346 4.965 3.764 2.560 1.359 2.115 1.048 2.971 3.777
[2,] 5.918 6.032 5.733 5.007 3.917 2.602 1.463 2.118 1.055 3.075 3.924
[3,] 6.363 6.452 6.056 5.091 3.949 2.614 1.468 2.137 1.055 3.212 4.061
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 0.8675 0.5463 3.179 4.297 5.004 1.984 4.400 3.596 1.368 3.381 2.776
[2,] 0.8963 0.5830 3.434 4.516 5.004 2.017 4.456 3.717 1.384 4.600 3.332
[3,] 0.9715 0.6058 3.563 4.659 5.188 2.097 4.615 3.722 1.404 4.706 3.382
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.503 2.226 3.408 0.7151 2.652 1.128 2.258 2.996 3.055 3.571 1.514
[2,] 3.149 2.993 3.410 0.7189 2.865 1.148 2.274 3.005 3.422 3.982 1.541
[3,] 3.734 3.578 3.411 0.7204 3.249 1.163 2.424 3.145 3.441 4.055 1.547
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 8.994 2.605 2.916 1.334 3.950 3.347 4.156 4.354 6.546 6.889 3.469
[2,] 8.997 2.639 3.583 1.335 3.967 4.405 4.161 5.207 6.802 7.070 5.142
[3,] 9.072 2.655 3.808 1.338 3.986 4.451 4.162 5.256 7.281 7.372 5.929
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.029 4.388 2.605 4.699 2.350 1.701 1.662 3.122 2.411 6.526 6.361
[2,] 1.033 5.648 2.640 5.235 2.383 1.788 1.662 3.729 2.421 6.528 6.435
[3,] 1.033 5.689 2.642 6.051 2.391 1.901 1.670 3.791 2.423 6.549 6.748
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.7500 0.8847 1.191 1.305 2.243 1.729 0.5875 10.06 11.19 6.204
[2,] 0.9777 1.2829 1.193 1.305 2.291 1.740 0.6167 11.27 11.62 6.534
[3,] 1.1350 1.2853 1.206 1.327 2.387 1.746 0.6440 12.24 11.77 7.222
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   5.035   3.022   10.94    7.304    6.943   1.079   2.572   5.37
[2,] 501.203 101.407 2292.40 5378.294 3026.154 217.727 570.678 806.06
[3,]  49.809 245.384 3543.76 2654.232 2781.319 274.164 704.695 751.33
         [,9]   [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    6.105    4.69    4.115    3.676   3.901    3.958    8.435    5.667
[2,] 1345.578 4442.74 1325.309 3770.194 354.488 2975.081 4772.243  763.788
[3,] 1130.757 1267.20 1342.312 1150.394 501.108 1995.122 3234.560 1974.448
        [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]    [,24]
[1,]    5.952    5.877    7.692    8.775   11.89    3.233   15.18    7.365
[2,] 3262.412 4469.737 4863.267 1520.366 3535.20 1346.608 9427.46 3514.328
[3,] 3429.307 2481.316 2499.131 3000.343 2226.87  542.981 5489.90 3292.385
      [,25]    [,26]    [,27] [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   0.56    7.713    7.522   1.6    7.425   0.966    6.456   2.021
[2,] 261.96 3331.511 4172.411 662.8 4962.186 230.912 3562.362 791.970
[3,] 190.07 3706.899 3467.343 812.8 3122.729 198.746 3446.200 897.359
       [,33]    [,34]    [,35]    [,36]    [,37]   [,38]   [,39]   [,40]
[1,]   1.151    7.337    7.338    6.789    6.305    4.78   3.251   1.725
[2,] 387.475 1872.180 2530.440 3022.543  948.703 1583.76 682.950 791.267
[3,] 569.358 3414.380 3345.463 2852.034 1345.897  729.23 361.884 175.719
       [,41]   [,42]    [,43]    [,44]   [,45]    [,46]    [,47]    [,48]
[1,]   2.686   1.331    3.773    4.796   1.102   0.6937    4.037    5.457
[2,] 166.487 171.541 1155.703 1556.123 329.577 297.5460 1898.351 2027.687
[3,] 406.628  37.311 1356.887 1526.380 547.532 240.3660 1385.078 1677.888
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    6.355   2.519    5.587    4.566   1.737    4.293    3.525    3.178
[2,]   63.512 535.104 1029.221 1376.708 310.429 4558.011 2692.027 2793.420
[3,] 1999.461 834.872 1752.583  278.404 346.903 1451.188  847.237 2931.879
        [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]   [,64]
[1,]    2.826   4.327   0.908    3.368   1.432    2.867    3.805    3.88
[2,] 2924.826 166.573 108.382 1583.539 312.495  389.147  332.044 2252.13
[3,] 2863.845 127.888  67.920 2239.758 275.463 1226.042 1354.200  523.00
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    4.534   1.923   11.42   3.308    3.703   1.693   5.016    4.25
[2,] 2576.347 415.041  340.33 620.059 3041.864  89.257 538.360 4185.64
[3,] 1121.480 203.081 1704.50 426.756 1883.825 124.581 569.681  929.24
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   5.277    5.529    8.313    8.747    4.405   1.307    5.572   3.308
[2,] 310.438 4170.323 2701.429 2323.419 5546.491 123.355 5195.687 624.021
[3,] 107.933 1050.953 3794.950 3053.391 4312.530   7.954 1001.696 171.597
        [,81]   [,82]  [,83]  [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    5.967   2.984   2.16   2.11    3.964   3.061   8.287    8.077
[2,] 3371.972 573.004 806.65  66.65 2979.179 323.509 180.148 1425.740
[3,] 4432.731 292.731 942.25 231.24  997.377 136.950 783.218 2967.005
        [,89]    [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   0.9524    1.123   1.512   1.657   2.848   2.196   0.746   12.78
[2,] 916.5096 1357.442  90.773  18.506 683.944 275.332 274.305 7420.22
[3,] 842.2590  114.427 266.052 354.095 975.482 215.557 270.810 6981.50
       [,97]    [,98]
[1,]   14.21    7.878
[2,] 4563.11 2996.196
[3,] 2739.52 4493.603
[1] "--- VAR model 2017-10-07 02:31:00  completed"
[1] "Completed training sample:  2017-10-07 02:31:00 - 2017-10-07 10:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 03:01:00 - 2017-10-07 11:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.76442       -0.059460         -66.52         -72.69
        -0.01285       -0.050492         -65.44         -66.14
         0.09375       -0.002695         -59.29         -61.23
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -57.97       -0.15333            1.470           -4.335
         -64.83       -0.02928            1.494           -2.261
         -64.89       -0.03057            1.365           -1.446
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.703           -4.401            4.530           -23.31
          -10.108           -7.306            3.787           -22.65
           -6.575           -5.890            1.563           -25.82
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5410           -8.659           -13.06            0.822
           0.5050          -12.220           -11.62            4.679
          -0.5908          -14.874           -15.23            1.714
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.034          -24.918           -9.127           2.0037
          -14.829           -7.348           -5.125           0.3117
          -10.784          -11.361          -10.757           4.6292
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -59.91           -7.944           -116.4           -62.44
           -58.48           -7.567           -124.8           -58.74
           -71.07           -6.692           -128.2           -62.59
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.015           -66.57           -72.76           -18.43
           -7.346           -59.72           -65.31           -18.33
           -7.716           -64.30           -68.67           -18.38
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -68.59           -6.483           -62.38           -27.09
           -67.38           -5.121           -68.53           -28.77
           -63.61           -5.988           -61.93           -25.99
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.31           -64.19           -55.99           -62.22
           -15.40           -71.54           -66.85           -63.98
           -15.36           -65.16           -65.03           -68.11
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9800           -1.318          0.46271           0.2629
           1.2420           -6.340          1.75588           0.5966
           0.6858           -5.153          0.01891           0.1280
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.12186        -0.175708           -37.39           -42.34
          0.08804        -0.005327           -41.09           -42.56
          0.02442        -0.070529           -40.24           -45.56
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -15.69           -6.211           -35.36           10.223
           -16.25           -6.249           -37.35            9.551
           -15.69           -6.332           -37.09            7.696
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          10.0644           -5.964           -32.50            4.155
           2.4493           -8.016           -28.32            1.780
           0.6329           -6.353           -27.06            2.440
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.196           -24.16           -16.49           -20.37
           -3.183           -25.77           -23.44           -21.58
           -2.631           -24.01           -22.91           -20.27
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -22.33           -1.649         -0.06104           -29.87
           -17.12            2.428          0.07065           -20.50
           -25.23            3.422          0.01168           -18.91
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.689           -16.14            9.875           -2.830
           -1.547           -14.11            8.391          -11.071
           -1.728           -10.50            6.319           -8.716
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.794          0.01282           -1.982           1.2122
           -9.326         -0.03469           -1.631           0.5855
           -9.236         -0.40666           -1.194           0.1492
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.178        -0.302067         0.168639          -2.1618
           -6.667        -0.168871        -0.102925           0.9415
           -7.997         0.007999         0.009856          -0.2227
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7895          0.24827           11.469            10.39
          -0.4373         -0.19550            7.787            11.44
          -0.2009         -0.04438            8.054            12.83
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.011         0.062062           20.143           0.6973
            5.505        -0.082074           10.632          -0.8309
            4.615         0.005168            9.918           0.2840
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           16.824           3.2338           -4.618          0.33801
            8.032          -0.4288           -5.630         -0.35171
            6.757           2.5006           -4.050          0.04164
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.736            0.691          -1.1832           -4.772
           -1.591           -0.537          -1.9737            2.052
           -6.533           -0.152          -0.2991           -1.677
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -5.5828          -1.5436          -0.9941          -0.9309
          -0.9141          -0.7985          -2.5111          -2.1458
          -1.1741          -2.4143          -1.9819          -1.2466
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -12.437          -0.9945           -9.187           0.1338
           -9.629          -0.5078           -7.822          -2.2476
           -8.292          -0.0657           -8.753          -1.8651
 rnd_95776.volume rnd_95787.volume
           -66.15           -61.59
           -67.09           -60.99
           -74.28           -66.46
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.494 2.572 8.819 6.311 6.061 0.8561 2.161 5.183 5.245 4.177 3.090
[2,] 4.504 2.573 9.192 7.440 6.506 0.8716 2.188 5.192 5.337 5.386 3.583
[3,] 4.512 2.577 9.566 7.613 6.820 0.8881 2.248 5.366 5.415 5.417 3.601
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.090 3.175 3.373 6.710 4.737 4.983 5.050 8.476 7.138  9.96 2.775
[2,] 4.069 3.194 4.037 7.450 4.819 5.482 6.167 9.139 7.258 10.23 2.943
[3,] 4.189 3.222 4.354 7.979 4.910 5.928 6.387 9.276 7.720 10.38 2.964
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.29 6.519 0.4650 6.664 6.500 1.316 6.061 0.7689 5.826 1.693 1.012
[2,] 15.07 6.718 0.4912 7.270 7.268 1.384 6.863 0.7877 6.444 1.773 1.060
[3,] 15.32 7.048 0.5145 7.805 7.599 1.501 7.306 0.8058 7.106 1.870 1.149
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.365 6.527 5.973 5.328 4.049 3.159 1.600 2.299 1.143 3.456 4.197
[2,] 6.496 6.928 6.647 5.358 4.238 3.162 1.603 2.300 1.149 3.548 4.411
[3,] 7.091 7.256 6.891 5.435 4.266 3.166 1.614 2.310 1.149 3.740 4.531
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 0.8974 0.5703 4.026 4.628 5.405 2.106 4.247 3.981 1.416 3.643 2.974
[2,] 0.9288 0.5991 4.285 4.844 5.418 2.151 4.761 4.095 1.442 4.724 3.512
[3,] 0.9998 0.6179 4.414 5.016 5.719 2.211 4.902 4.101 1.466 4.821 3.721
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.647 2.306 3.969 0.8172 2.985 1.224 2.322 3.384 3.184 3.730 1.612
[2,] 3.313 3.164 3.972 0.8179 3.142 1.228 2.359 3.416 3.501 4.098 1.634
[3,] 3.899 3.681 3.975 0.8211 3.503 1.232 2.616 3.605 3.515 4.148 1.637
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 9.166 2.847 3.083 1.432 4.308 3.534 4.969 5.099 6.638 6.911 3.762
[2,] 9.167 2.882 3.800 1.434 4.317 4.841 4.971 6.184 6.841 7.347 5.439
[3,] 9.233 2.900 4.019 1.439 4.320 4.870 5.013 6.225 7.313 7.854 6.336
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.114 4.665 2.830 4.928 2.523 1.809 1.931 3.560 2.671 6.851 6.826
[2,] 1.119 5.646 2.848 5.342 2.543 1.898 1.932 4.168 2.676 6.856 6.908
[3,] 1.119 6.108 2.863 6.225 2.554 2.060 1.936 4.241 2.686 6.880 7.198
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.8488 1.005 1.409 1.452 2.426 1.971 0.6185  9.63 12.41 7.058
[2,] 1.1258 1.457 1.413 1.455 2.474 1.977 0.6431 10.84 12.87 7.218
[3,] 1.3120 1.458 1.452 1.497 2.599 1.989 0.6875 11.77 12.98 7.868
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   5.707   3.266   11.2    8.014    7.696   1.087   2.744    6.582
[2,] 440.667  64.419 3896.4 5923.712 3553.787 245.771 516.959  445.740
[3,] 416.141 231.013 3984.4 2426.492 3074.714 256.616 775.832 2041.976
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    6.661    5.304    3.923    3.924   4.032    4.283    8.521
[2,] 1481.307 5110.728 2729.270 3980.457 523.084 3336.251 4865.009
[3,] 1375.754  876.103  535.392 1492.766 640.032 2451.556 4296.649
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    6.015    6.328    6.412   10.76    9.064   12.65    3.524    16.88
[2,] 1334.166 3434.526 5320.966 5137.76 1979.741 3494.25 1473.850 10683.86
[3,] 1411.525 3389.527 2499.117 2382.62 3953.705 2677.54  530.283  4164.03
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    8.279   0.5905    8.462    8.255   1.672    7.697   0.9764
[2,] 2439.110 238.1130 4370.449 4886.216 641.867 4837.410 257.0898
[3,] 3203.078 230.0277 4269.371 3335.827 874.958 3768.666 255.1646
        [,31]  [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    7.398   2.15   1.285    8.083    8.288    7.585    6.765    5.142
[2,] 4138.710 789.67 470.880 1953.541 3490.272 4383.815  850.801 1883.626
[3,] 4505.012 894.91 668.544 4274.012 3242.330 2733.241 1376.562  726.459
       [,39]   [,40]  [,41]   [,42]    [,43]    [,44]  [,45]    [,46]
[1,]   4.012   2.032   2.92   1.452    4.389    5.329   1.14   0.7242
[2,] 219.628 133.239  48.48 177.824 1209.124 2038.898 359.83 275.7356
[3,] 229.922 290.539 330.01   3.866 1777.342 1560.618 556.25 227.4188
        [,47]    [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    5.112    5.877    6.864   2.674    5.392    5.056   1.798    4.626
[2,] 2206.323 2148.057  562.450 657.546 3234.589 1438.972 414.735 4521.375
[3,] 1589.779 1956.886 2753.099 770.059 1754.728  341.188 392.658 1446.016
        [,55]    [,56]    [,57]  [,58]   [,59]    [,60]   [,61]    [,62]
[1,]    3.777    3.362    2.928   5.04   1.038    3.791   1.554    2.948
[2,] 2809.000 2994.049 3257.526 239.50  49.624 1473.913 161.885  624.303
[3,] 1845.794 3089.319 2826.943 207.78 109.222 2329.117 150.742 1701.929
        [,63]    [,64]    [,65]   [,66]   [,67]   [,68]    [,69]   [,70]
[1,]    4.297    4.043    4.736   2.047   11.64   3.615    3.915   1.819
[2,]  708.986 2190.391 2551.377 400.700  195.76 673.539 3340.683  94.214
[3,] 1731.424  458.332  963.702 152.639 1666.95 487.577 1965.520 194.356
       [,71]    [,72]  [,73]    [,74]   [,75]    [,76]    [,77]   [,78]
[1,]   5.471    4.488   6.31    6.475    8.43    8.775    4.777   1.415
[2,] 421.936 4972.837 187.79 5260.667 2480.90 3750.377 5905.602 144.814
[3,] 224.583  803.453 971.41 1071.676 3885.77 4175.518 4883.978  39.486
        [,79]   [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]
[1,]    5.924   3.594    6.258   3.203    2.298   2.453    4.521   3.392
[2,] 4780.904 477.749 3098.157 481.283  860.657  45.709 3258.832 247.483
[3,] 3502.583 446.459 4806.009 352.552 1204.875 200.197 1175.420 345.974
     [,87]    [,88]    [,89]    [,90]   [,91]   [,92]    [,93]   [,94]
[1,]   8.7    8.668    1.078    1.276   1.789   1.844    3.081   2.503
[2,] 399.9 1593.515 1111.972 1585.739 160.226 153.061  727.194 223.111
[3,] 856.2 3041.604 1012.614   84.205 504.604 528.273 1196.916 338.339
        [,95]   [,96]   [,97]    [,98]
[1,]   0.7854   12.23   15.76    8.962
[2,] 264.8414 7482.77 5107.27 2273.722
[3,] 365.6898 6907.36 2591.59 4706.072
[1] "--- VAR model 2017-10-07 03:01:00  completed"
[1] "Completed training sample:  2017-10-07 03:01:00 - 2017-10-07 11:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 03:31:00 - 2017-10-07 11:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8939         0.03588         -60.98         -56.84
          0.3451         0.08944         -65.44         -64.89
         -0.3016         0.05201         -59.81         -58.70
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.92          1.687          0.19650           -4.621
         -60.86          1.560          0.02801           -5.727
         -64.51          1.035          0.05224           -4.128
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.695          -10.278          -0.6772           -32.40
           -7.225           -6.997          -0.7528           -25.36
           -7.029           -7.946          -1.1651           -27.08
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6635           -18.33           -15.41          0.03309
          -0.1711           -14.52           -19.90          0.12813
           0.1358           -12.02           -13.80          0.22424
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -25.40           -8.038           -17.61          -10.791
           -24.95          -15.333           -19.24           -8.747
           -15.63           -9.296           -14.54          -10.381
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -60.36           -7.103           -131.2           -69.52
           -63.39           -7.098           -121.5           -62.05
           -61.46           -6.750           -135.4           -63.03
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.132           -69.36           -69.27           -15.74
           -6.867           -63.82           -70.01           -15.96
           -7.132           -60.31           -65.58           -16.59
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -50.74           -7.130           -58.05           -29.18
           -65.97           -5.987           -71.60           -27.55
           -67.22           -6.516           -66.10           -27.28
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.47           -71.71           -57.05           -59.05
           -15.81           -66.17           -61.27           -64.11
           -16.30           -72.78           -64.90           -73.03
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.463          -1.1384           0.8995           0.1191
            1.060          -2.6219           1.0013           0.6040
            2.056          -0.4591          -0.1344          -0.1130
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.0557         -0.07795           -36.71           -45.03
          -0.8621         -0.09238           -33.37           -40.82
          -0.4828          0.07920           -35.09           -40.52
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -7.054           -4.679           -38.91            9.384
           -5.576           -4.527           -39.92            6.146
           -6.949           -4.824           -38.79            7.004
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.177           -4.693           -28.11            6.668
            5.490           -5.429           -16.87            6.517
            6.786           -4.953           -25.74            5.653
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.1495           -19.42           -13.86           -16.46
          -0.1402           -19.94           -21.20           -19.32
          -1.5630           -19.06           -15.07           -15.92
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -12.25          -0.1286         -0.33859           -12.62
           -15.70           0.3537         -0.13299           -14.93
           -20.76          -1.3325         -0.05121           -16.58
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.279          -10.926           0.2290          -10.164
           -2.018           -8.949          -0.6400           -5.980
           -2.385           -9.996          -0.6993           -8.398
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.367         0.168449          -0.5253          -0.7953
           -7.202         0.006069          -0.6776          -0.2695
           -7.937        -0.019157          -0.5251          -0.1001
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -15.501         -0.10448          -0.2559         -11.3245
           -8.058         -0.27563          -0.3517           0.5263
           -7.912         -0.06277           0.1559          -0.6149
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.9824         -12.2436            12.55           -5.788
          -0.5735           0.1806            14.57           -8.804
          -0.2990          -1.5349            15.21           -3.003
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.550         -0.54507          -1.2995          0.88634
           -5.770         -0.18431           0.4719         -0.32523
            6.477          0.01588           0.2275          0.04604
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.504          -0.1067           -2.020          0.05933
            2.885           1.8173           -3.982          0.13303
           -3.807          -0.7192           -1.484          0.03283
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.543          -0.0500         -0.01987           -3.859
           -4.292          -0.2935          0.65866           -2.370
           -2.494           0.1027          0.18654           -1.023
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          3.12407          -0.3708           1.5766           0.8319
          0.01737          -0.3213           0.9459           0.3820
          0.45703           2.0364           0.6792           0.2296
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.913           1.7565           -9.519          0.36925
           -3.206          -1.1486           -9.425          0.02926
           -7.916           0.6122           -9.118         -0.30512
 rnd_95776.volume rnd_95787.volume
           -48.65           -64.67
           -61.77           -61.78
           -58.53           -61.45
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.816 2.749 9.353 6.956 6.627 0.9313 2.309 5.562 5.701 4.440 3.744
[2,] 4.817 2.751 9.507 8.109 7.067 0.9535 2.333 5.570 5.863 5.803 3.895
[3,] 4.823 2.759 9.792 8.285 7.364 0.9698 2.412 5.802 5.880 5.846 4.060
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.298 3.262 3.582 6.831 5.526 5.442 5.766 10.03 7.824 10.72 3.191
[2,] 4.433 3.289 4.241 7.568 5.576 5.851 6.747 10.51 8.061 11.06 3.291
[3,] 4.544 3.309 4.626 8.118 5.631 6.317 6.960 10.59 8.425 11.16 3.319
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 14.38 7.148 0.4961 7.117 7.331 1.349 6.701 0.8011 6.492 1.866 1.094
[2,] 16.81 7.395 0.5221 7.666 8.095 1.409 7.383 0.8317 7.217 1.948 1.156
[3,] 17.11 7.782 0.5441 8.283 8.479 1.513 7.787 0.8538 7.979 2.080 1.226
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.025 7.113 6.637 5.682 4.188 3.385 1.762 2.780 1.232 4.021 4.760
[2,] 7.207 7.458 7.365 5.718 4.423 3.387 1.762 2.788 1.239 4.181 5.030
[3,] 7.875 7.905 7.589 5.777 4.450 3.387 1.782 2.798 1.239 4.337 5.237
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.493 0.6745 4.164 4.904 5.623 2.207 4.724 4.371 1.506 3.879 3.286
[2,] 1.571 0.7254 4.392 5.065 5.702 2.252 5.175 4.527 1.534 5.064 3.822
[3,] 1.747 0.7418 4.518 5.323 6.159 2.309 5.411 4.539 1.556 5.187 4.025
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.823 2.379 4.182 0.8715 3.219 1.308 2.462 3.976 3.298 3.981 1.753
[2,] 3.489 3.407 4.184 0.8747 3.367 1.311 2.513 4.111 3.663 4.297 1.757
[3,] 4.156 3.930 4.184 0.8814 3.830 1.320 2.814 4.333 3.678 4.348 1.757
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 9.368 2.987 3.311 1.527 4.656 3.763 5.364 5.490 7.078 7.417 3.899
[2,] 9.368 3.030 4.111 1.527 4.657 5.118 5.369 6.673 7.240 7.847 5.731
[3,] 9.461 3.046 4.291 1.532 4.659 5.132 5.418 6.710 7.973 8.454 6.624
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.230 4.866 2.984 5.162 2.714 2.052 2.052 3.791 2.935 7.371 7.125
[2,] 1.234 5.554 2.996 5.618 2.752 2.148 2.058 4.441 2.938 7.376 7.164
[3,] 1.234 6.334 3.000 6.492 2.764 2.302 2.062 4.515 2.944 7.421 7.528
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.162 1.516 1.765 1.723 2.505 2.398 0.6477  9.22 13.51 7.399
[2,] 1.351 1.829 1.800 1.744 2.547 2.468 0.6819 10.45 14.17 7.580
[3,] 1.562 1.831 1.835 1.788 2.693 2.481 0.7237 11.37 14.29 8.274
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   6.115   3.491   11.88    8.833    8.416   1.183   2.933    7.063
[2,] 134.829 165.383 2559.99 6263.230 3690.556 307.088 494.793  433.939
[3,] 364.850 306.845 3527.78 2558.378 3108.459 266.532 922.821 2441.772
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    7.239    5.638    4.754    4.187   4.142    4.549    8.675
[2,] 2059.218 5617.800 1614.285 4454.718 637.232 3412.372 4896.220
[3,]  673.016 1055.551 1724.411 1499.808 534.350 2778.996 4414.130
        [,16]   [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    7.018    6.91    7.322   12.74    9.936   13.62    4.052    18.26
[2,] 1117.706 3230.99 5266.889 4722.61 2912.020 4083.15 1214.298 13085.62
[3,] 1177.844 3580.31 2570.341 1896.14 3682.217 2229.19  642.304  4761.79
        [,24]  [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]
[1,]    9.077   0.63    9.038    9.309   1.713    8.509   1.017    8.243
[2,] 2847.261 244.55 4279.925 5162.870 613.713 4659.691 336.057 4739.564
[3,] 3645.145 230.15 4716.426 3792.583 827.159 3723.212 290.105 5114.443
        [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]   [,39]
[1,]    2.369   1.389    8.921    9.033    8.427    7.216    5.318   4.298
[2,]  845.191 560.286 2416.774 3369.702 4800.345  957.625 2137.564 194.097
[3,] 1096.343 615.966 4772.427 3937.118 2751.238 1237.201  740.154  71.669
       [,40]  [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   2.237   3.53   1.564    5.106    6.045    1.896   0.8565    5.288
[2,]  33.067 319.21 196.763 1726.401 2442.871  736.988 401.0945 2098.624
[3,] 399.370 356.53  30.814 1731.315 2191.414 1149.047 233.4942 1596.515
        [,48]   [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    6.227    7.14   2.802    5.999    5.551   1.913    4.925    4.173
[2,] 1908.932 1419.52 676.033 3174.331 1769.607 435.960 4894.808 2934.744
[3,] 2460.260 3499.11 768.731 2378.974  483.075 391.583 1688.456 1896.525
        [,56]    [,57]  [,58]   [,59]    [,60]  [,61]    [,62]    [,63]
[1,]    3.584    3.021   5.31   1.107    4.088   1.66    3.127    5.049
[2,] 3081.648 3666.740 180.38 112.907 1483.338 146.80  752.857 1568.620
[3,] 3396.723 2945.759 119.22 163.518 2746.001 225.94 1902.728 2059.767
        [,64]    [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]
[1,]    4.187    5.055   2.226   11.90   3.793    4.205   1.939   5.913
[2,] 2396.191 2430.825 173.551   44.81 757.113 3662.503   5.487  67.978
[3,]  500.664 1004.306  32.390 1993.01 481.847 1847.891 190.240 208.597
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    4.779    6.811    6.971    8.987    9.419    4.951   1.562
[2,] 5212.917  346.079 5702.253 2295.284 3848.784 6314.426 133.273
[3,]  580.382 1098.417 1066.030 5017.941 4731.149 4992.169  42.479
        [,79]   [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]
[1,]    6.179   3.789    6.554   3.447    2.606   2.605    4.814   3.727
[2,] 4024.158 399.837 3336.012 683.364  952.900 238.903 3477.694 206.975
[3,] 4579.132 252.447 4890.472 383.575 1243.902 187.563 1218.864 276.064
        [,87]    [,88]    [,89]    [,90]   [,91]   [,92]    [,93]   [,94]
[1,]    9.361    9.048    1.475    1.925   2.241   2.188    3.181   3.046
[2,]  373.455 1120.509 1035.888 1538.916 532.421 407.060  690.421 871.889
[3,] 1230.296 3476.913 1180.435  111.310 537.092 591.794 1313.419 387.597
        [,95]   [,96]   [,97]    [,98]
[1,]   0.8225   11.71   17.15    9.396
[2,] 320.3414 7383.33 6421.87 2471.511
[3,] 364.6906 6735.91 2831.10 4989.011
[1] "--- VAR model 2017-10-07 03:31:00  completed"
[1] "Completed training sample:  2017-10-07 03:31:00 - 2017-10-07 11:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 04:01:00 - 2017-10-07 12:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.08314          1.2162         -43.48         -56.83
         0.02173          0.6121         -62.92         -60.33
        -0.32702          0.1847         -58.34         -64.75
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -61.70         0.6131            2.231           -2.425
         -58.96         0.2707            2.358           -3.595
         -62.70         0.3585            2.173           -2.223
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.885           -5.936          -2.4416           -29.93
           -7.242           -5.360           0.4138           -24.11
           -6.937           -7.378          -0.2510           -24.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.9020           -21.21           -20.08           -2.282
          -0.6184           -15.86           -16.60           -2.668
          -0.5695           -15.27           -13.87           -2.666
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.59           -14.24           -8.745            7.924
           -23.62           -16.10           -9.431           10.004
           -18.60           -13.29          -15.326            8.474
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.17           -8.784           -133.4           -58.72
           -58.69           -8.338           -122.9           -58.86
           -56.94           -7.501           -137.8           -57.35
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.346           -61.46           -63.66           -19.53
           -9.304           -65.02           -66.16           -19.12
           -8.882           -60.57           -63.64           -19.00
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -59.34           -7.691           -55.73           -29.44
           -67.21           -7.994           -63.83           -28.29
           -68.07           -7.587           -64.43           -29.18
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.68           -73.89           -65.39           -71.75
           -15.05           -70.54           -64.26           -66.80
           -15.23           -73.02           -65.58           -66.18
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6848           -3.383           -1.107           0.2912
           0.1811           -3.019            3.932           1.2436
           0.2449           -1.220           -2.986           0.2791
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.35317          0.62294           -28.97           -43.88
         -0.46689          0.03564           -31.33           -39.50
         -0.04215          0.32646           -32.36           -37.64
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.8626           -3.762           -35.68            9.898
           0.8448           -4.277           -33.30           12.017
           0.5910           -4.178           -32.28           10.383
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.8483           -5.254           -25.13            9.785
           0.3896           -4.401           -15.74            9.355
           2.0186           -5.019           -20.71           11.634
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.934           -20.28           -14.30           -14.90
           -1.330           -16.72           -18.19           -17.78
           -1.029           -15.26           -12.39           -12.55
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -14.87           1.1522          0.20493           -13.70
           -15.55          -0.6011          0.06160           -13.21
           -17.28          -0.1700         -0.04235           -14.72
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.447            -9.14            3.846           -7.612
           -2.216           -11.06            5.581           -6.515
           -1.703            -9.75            3.718           -8.401
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.716          -1.0061           -1.764           0.4124
           -5.734          -0.3151            8.093           0.4717
           -6.883          -0.3915            6.282           0.4185
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.181          0.56029         -0.07625          -9.4201
           -2.372         -1.04788         -0.31575           0.4550
           -5.119         -0.03501          0.06928          -0.3665
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3829         -10.3825            12.08            6.345
           0.3133           1.0109            13.12            5.328
           0.2872          -0.8872            12.85            5.866
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.033          -0.0138            6.617           0.2254
           -3.145          -0.1118            5.098           0.1217
            8.062           0.0257            3.108           0.1339
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          5.60084           1.6107           -1.339           0.5144
          9.03370           1.7708           -6.373           0.1023
         -0.07594           0.7407           -1.973          -0.2590
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.260          -0.8005          -0.8846           -8.641
           -2.681           0.5043          -2.4800           -4.841
           -3.791           1.1913          -0.3221           -7.907
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1964         -0.20441         -0.04434           1.9961
           0.1333          1.48268         -0.14130          -0.2732
           0.9042          0.09025          0.03064           0.5973
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.457          -1.1500          -10.389         -0.31095
           -5.434           0.9112          -10.613         -0.81121
           -6.193          -0.6169           -9.966         -0.08177
 rnd_95776.volume rnd_95787.volume
           -39.69           -67.23
           -48.53           -67.35
           -51.39           -66.83
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.008 2.977  9.975 7.462 7.443 1.005 2.459 5.979 6.146 4.835 3.977
[2,] 5.008 2.977 10.413 8.582 7.936 1.023 2.498 5.990 6.192 6.292 4.163
[3,] 5.009 2.990 10.683 8.825 8.338 1.040 2.563 6.215 6.196 6.323 4.323
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.605 3.452 3.955 8.044 5.679 5.805 6.524 10.77 8.014 12.97 3.148
[2,] 4.847 3.494 4.559 8.683 5.752 6.252 7.314 11.38 8.280 13.35 3.255
[3,] 4.964 3.519 4.929 9.374 5.823 6.711 7.490 11.52 8.657 13.48 3.293
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 15.51 7.895 0.5517 7.657 8.286 1.412 7.286 0.8069 7.058 2.009 1.185
[2,] 17.98 8.047 0.5857 8.227 9.096 1.497 8.062 0.8250 7.813 2.091 1.223
[3,] 18.58 8.441 0.6128 8.810 9.361 1.631 8.485 0.8408 8.572 2.238 1.304
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.606 7.935 6.959 6.019 4.615 3.993 2.000 3.088 1.365 4.259 5.112
[2,] 7.861 8.311 7.764 6.045 4.823 3.995 2.005 3.088 1.380 4.503 5.454
[3,] 8.540 8.757 8.011 6.092 4.835 3.995 2.082 3.118 1.380 4.657 5.642
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.949 0.7769 4.530 5.219 6.109 2.400 5.023 4.643 1.574 4.011 3.473
[2,] 2.105 0.8453 4.743 5.403 6.232 2.432 5.540 4.809 1.617 5.382 3.957
[3,] 2.328 0.8696 4.910 5.710 6.706 2.496 5.899 4.824 1.631 5.576 4.168
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.965 2.487 4.572 0.9758 3.468 1.380 2.599 3.886 3.414 4.333 1.826
[2,] 3.676 3.679 4.572 0.9773 3.657 1.395 2.660 3.910 3.786 4.590 1.848
[3,] 4.438 4.169 4.573 0.9799 4.223 1.401 2.942 4.126 3.803 4.610 1.850
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 9.824 3.415 3.560 1.539 4.864 4.192 5.600 5.814 7.500 8.180 4.145
[2,] 9.825 3.438 4.469 1.559 4.865 5.688 5.616 7.117 7.745 8.377 6.008
[3,] 9.962 3.445 4.633 1.574 4.866 5.697 5.696 7.165 8.422 8.833 6.923
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.307 4.942 3.145 5.358 2.861 2.177 2.267 4.030 3.233 7.827 7.118
[2,] 1.308 5.668 3.162 5.937 2.886 2.296 2.284 4.808 3.233 7.829 7.235
[3,] 1.308 6.425 3.164 6.879 2.911 2.482 2.287 4.889 3.238 7.948 7.433
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.480 1.791 1.866 1.949 2.803 2.713 0.6912  8.765 14.46 7.874
[2,] 1.565 2.069 1.977 1.971 2.837 2.793 0.7193  9.887 15.59 8.154
[3,] 1.734 2.070 2.002 2.022 3.080 2.867 0.7668 10.778 15.85 8.661
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   6.359   3.781   12.67    9.476    9.451   1.276   3.122    7.592
[2,]  10.470  45.366 4235.51 6007.790 3902.277 268.180 627.255  517.228
[3,] 163.260 392.304 3381.41 2912.493 3626.353 271.593 808.998 2350.092
         [,9]   [,10]   [,11]    [,12]   [,13]    [,14]   [,15]    [,16]
[1,]    7.805    6.14    5.05    4.578   4.383    5.023   10.21    7.211
[2,] 1068.683 5706.56 1744.46 4590.963 765.822 3212.930 4634.99 1299.356
[3,]  320.883  891.02 1652.38 1519.145 597.709 2657.237 5005.25 1283.784
        [,17]    [,18]   [,19]   [,20]   [,21]    [,22]   [,23]   [,24]
[1,]    7.372    8.284   13.67   10.18   16.47    3.998    19.7   10.02
[2,] 3288.078 4686.194 5224.65 2947.68 4489.60 1172.872 12893.9 2208.23
[3,] 3458.538 2284.126 2552.99 3581.31 2630.43  699.543  6595.6 3614.01
        [,25]    [,26]   [,27]   [,28]    [,29]   [,30]    [,31]    [,32]
[1,]   0.7005    9.723   10.52   1.793    9.252   1.025    8.962    2.551
[2,] 278.9997 4262.003 5316.17 703.037 4890.226 243.361 4749.376  822.113
[3,] 254.9620 4469.415 3138.19 918.734 3752.694 230.393 4996.772 1130.310
       [,33]    [,34]   [,35]    [,36]    [,37]   [,38]   [,39]  [,40]
[1,]   1.505    9.659   10.08    8.836    7.643    5.86   5.071   2.54
[2,] 427.438 2815.130 3506.52 4881.482  798.934 1989.24 146.797 209.77
[3,] 642.573 4730.138 3908.54 2793.633 1072.941  465.07  68.052 792.76
       [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]   3.921   1.734    5.409    6.492    2.474   0.9866    5.752    6.627
[2,]   3.203 278.741 2073.315 2690.761 1127.170 471.9760 1993.066 1984.346
[3,] 610.915  72.146 1680.596 2047.299 1410.152 289.5244 1796.892 2617.808
        [,49]   [,50]    [,51]    [,52]   [,53]    [,54]   [,55]    [,56]
[1,]    7.757   3.047    6.378    5.896   1.999    5.093    4.41    3.765
[2,] 1751.400 562.725 3310.897 1777.082 522.347 5085.336 2687.18 3078.532
[3,] 3509.590 790.822 2874.408  526.081 304.003 2068.603 1857.60 3525.272
        [,57]   [,58]   [,59]    [,60]   [,61]  [,62]    [,63]    [,64]
[1,]    3.158   5.806   1.239    4.404   1.753    3.3    4.934    4.335
[2,] 3842.074  29.528  77.473 1641.643 283.408  800.9  620.924 2319.888
[3,] 2779.611 153.607 101.528 2992.932 183.449 1780.6 1866.076  512.360
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    5.502   2.319   12.48   4.337    4.521   1.954   6.177    5.324
[2,] 2146.498 395.442   52.11 562.630 3828.447 354.617  43.938 5448.306
[3,]  604.218 131.534 2339.44 291.486 1732.667 308.209 174.222  446.268
       [,73]    [,74]    [,75]   [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    7.11    7.382    9.524   10.39    5.264  1.659    6.275   3.993
[2,]  602.96 5818.642 2737.105 2562.69 6162.679 76.936 3933.812 469.773
[3,] 1353.31 1169.100 4689.625 3971.72 4874.360 11.035 4288.884 174.674
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]    [,87]    [,88]
[1,]    6.803   3.633    2.764   2.879    5.118   4.105    9.939    9.039
[2,] 3625.565 538.867 1033.602 389.569 3714.953  17.559  252.672 1839.087
[3,] 4924.341 536.969 1337.447 170.099 1261.845 259.423 1935.932 2415.338
        [,89]    [,90]   [,91]   [,92]    [,93]   [,94]    [,95]   [,96]
[1,]    1.879    2.274   2.369   2.475    3.559   3.445   0.8777   11.13
[2,]  723.321 1466.725 926.777 417.616  620.637 940.103 282.0567 6483.29
[3,] 1057.806   95.110 449.370 637.276 1698.666 921.818 376.5376 6081.51
       [,97]    [,98]
[1,]   18.36    9.999
[2,] 8272.42 3002.748
[3,] 3998.71 4138.160
[1] "--- VAR model 2017-10-07 04:01:00  completed"
[1] "Completed training sample:  2017-10-07 04:01:00 - 2017-10-07 12:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 04:31:00 - 2017-10-07 12:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8569         0.52809         -58.15         -65.99
         -0.2781        -0.90044         -61.41         -65.43
         -0.1830         0.09757         -64.92         -62.82
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.86         0.7037          0.52202            1.218
         -62.05         0.7471          0.54001           -4.731
         -67.96         0.9642          0.03945           -3.477
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.511         -18.4070            1.981           -34.59
           -6.550          -0.5958            4.295           -21.17
           -6.705          -8.0414            3.240           -25.51
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.113           -8.217           -8.198           -2.396
            1.709          -20.286          -18.638           -2.268
            2.118          -10.727          -10.273           -2.253
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.08           -14.27           -21.33            12.35
           -27.72           -16.59           -18.35            10.32
           -20.92           -17.13           -21.80             9.63
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -55.85           -9.261           -143.6           -63.68
           -56.22           -8.039           -130.2           -58.79
           -60.85           -8.856           -126.5           -59.37
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.891           -72.01           -76.63           -18.59
           -9.099           -67.89           -72.78           -18.42
           -8.904           -62.21           -66.19           -18.03
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -60.31           -8.360           -55.03           -30.17
           -71.80           -7.731           -70.40           -30.18
           -70.07           -7.126           -68.86           -29.91
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.53           -56.97           -63.81           -62.02
           -13.24           -70.45           -66.83           -58.21
           -13.32           -63.10           -66.90           -73.51
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.301           -6.122          -0.6641          0.32055
            1.857           -3.024           0.7867         -0.55857
            1.339           -1.067          -1.8682         -0.01221
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.01778           0.3176           -33.28           -33.53
         -0.78906          -0.2165           -30.58           -31.14
         -0.12110           0.2442           -29.94           -35.47
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.102           -3.651           -29.95            6.274
           -2.292           -4.041           -33.17            5.926
           -2.412           -4.371           -33.08            7.224
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           7.0203           -5.652           -26.99            9.321
          -4.5047           -5.519           -23.28           10.848
           0.5349           -5.819           -23.36           10.372
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.816           -21.97           -14.72           -14.32
           -1.198           -20.69           -17.47           -19.30
           -1.911           -20.65           -17.36           -16.43
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -15.83           0.8143        -0.001462           -20.23
           -17.19          -0.2375        -0.068211           -12.18
           -17.71          -0.3855        -0.075539           -16.76
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.292          -11.326            1.173           -8.840
           -2.639          -10.202            2.110           -9.900
           -1.605           -8.704            3.001           -9.208
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.401          -0.7085          -0.2184           0.7319
           -6.971          -0.7445          -1.0709           0.6622
           -5.806          -0.5141          -0.4118           0.1122
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.475          -0.4843        -0.007093          3.27099
           -6.394          -0.4749        -0.007491         -0.93765
           -5.928          -0.6090        -0.007294         -0.01481
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.2211          -0.6446            17.30            8.656
           0.4698          -0.8921            15.58            6.807
           0.1237          -1.0522            15.53            3.291
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.183         -0.04499           0.1166          -0.3579
            9.266          0.08144           6.2496          -0.1239
            6.649         -0.01155           7.9018          -0.1220
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.770          2.99081           -4.432          0.05534
            1.841         -0.03273           -3.533          0.06058
            7.157         -0.05705           -4.363         -0.06499
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.774          -1.0272           0.7774           -9.382
           -1.550           0.6744           2.3014           -8.725
           -3.979          -0.2750           0.6436           -7.893
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7233           0.9763         -0.02895           -2.723
           1.6166           0.5505          0.95034            0.998
          -0.5751           0.2000          1.03873            1.361
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.623          -1.2937          -10.067          -1.6717
           -5.001           1.3270           -9.696          -0.5494
           -4.419          -0.7139           -9.499          -1.7986
 rnd_95776.volume rnd_95787.volume
           -50.22           -58.12
           -59.51           -62.26
           -48.69           -57.76
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.321 3.189 10.52 8.104 8.289 1.075 2.525 6.299 6.588 5.055 4.245
[2,] 5.321 3.191 10.56 9.321 8.847 1.091 2.562 6.302 6.686 6.543 4.445
[3,] 5.334 3.208 10.84 9.472 9.175 1.110 2.636 6.601 6.700 6.589 4.634
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.847 3.678 4.253 8.003 5.988 5.909 6.941 11.06 8.600 13.31 3.166
[2,] 5.129 3.728 4.813 8.678 6.076 6.418 7.519 11.72 9.020 13.56 3.274
[3,] 5.275 3.769 5.313 9.462 6.141 6.938 7.743 11.86 9.671 13.80 3.315
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 16.16 8.221 0.5867 8.315  8.783 1.502 7.592 0.8355 7.892 2.220 1.290
[2,] 19.07 8.601 0.6245 8.783  9.729 1.572 8.473 0.8764 8.654 2.316 1.344
[3,] 19.36 8.979 0.6540 9.444 10.094 1.693 8.846 0.8952 9.438 2.512 1.410
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 8.425 8.366 7.367 6.237 4.908 4.580 2.071 3.391 1.530 4.646 5.329
[2,] 8.703 8.782 8.382 6.271 5.177 4.612 2.075 3.391 1.535 4.823 5.609
[3,] 9.252 9.175 8.586 6.315 5.186 4.629 2.141 3.408 1.536 4.978 5.802
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.145 0.9351 4.814 5.469 6.952 2.536 5.273 5.183 1.659 4.302 3.610
[2,] 2.307 1.0063 5.079 5.697 7.012 2.576 5.773 5.472 1.695 5.780 4.190
[3,] 2.570 1.0395 5.215 6.028 7.576 2.627 6.151 5.607 1.703 5.953 4.395
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.134 2.582 4.853 1.022 3.730 1.418 2.936 4.126 3.575 4.630 1.910
[2,] 3.829 3.835 4.857 1.025 3.895 1.430 2.983 4.150 4.023 4.922 1.935
[3,] 4.632 4.385 4.858 1.028 4.518 1.437 3.222 4.387 4.060 4.955 1.940
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 10.47 3.616 3.829 1.651 5.115 4.375 5.886 6.125 7.780 8.010 4.311
[2,] 10.48 3.638 4.769 1.679 5.115 5.879 5.901 7.471 8.081 8.432 6.170
[3,] 10.68 3.646 4.917 1.696 5.115 5.890 5.976 7.515 8.757 9.047 7.210
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.502 5.236 3.384 5.802 3.012 2.382 2.368 4.208 3.364 8.746 7.287
[2,] 1.502 5.921 3.413 6.302 3.036 2.506 2.398 5.033 3.364 8.749 7.419
[3,] 1.503 6.690 3.416 7.095 3.052 2.675 2.400 5.115 3.376 8.792 7.615
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.816 2.154 2.037 1.882 3.223 2.956 0.7475  8.266 15.38 8.601
[2,] 1.828 2.269 2.225 2.247 3.248 3.009 0.7867  9.259 16.43 8.850
[3,] 1.917 2.282 2.237 2.289 3.448 3.094 0.8256 10.029 16.68 9.358
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   6.757   4.05   13.35   10.29   10.53   1.365   3.206    7.998
[2,]  41.038 125.71 1231.16 5724.99 3843.66 235.074 542.603  245.253
[3,] 458.090 414.23 3048.91 2094.43 3022.26 249.581 769.622 2444.508
         [,9]    [,10]   [,11]    [,12]  [,13]    [,14]   [,15]    [,16]
[1,]    8.366    6.419    5.39    4.885   4.67    5.401   10.16    7.604
[2,] 1418.200 5165.060 1641.35 4216.417 755.84 2800.595 4171.50 1278.425
[3,]  534.143  964.812 1624.75 1536.396 690.10 2796.321 4689.09 1110.475
        [,17]    [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    7.504    8.814   14.04   10.92   16.91    4.021    20.53   10.44
[2,] 3112.388 3596.683 4843.49 3380.44 3195.49 1036.642 12570.20 3141.35
[3,] 3278.248 2298.806 2267.61 4338.13 3190.05  643.728  4167.70 3207.64
       [,25]   [,26]   [,27]   [,28]    [,29]   [,30]   [,31]    [,32]
[1,]   0.745   10.56   11.15   1.907    9.641   1.061   10.02    2.819
[2,] 265.903 3515.91 5202.27 577.562 4676.999 329.325 4413.81  821.381
[3,] 241.477 4317.45 3345.18 780.181 3160.276 226.731 4681.59 1207.840
       [,33]  [,34]   [,35]    [,36]  [,37]    [,38]   [,39]   [,40]
[1,]   1.638   10.7   10.62    9.355   7.92    6.232   5.816   2.629
[2,] 467.494 2713.6 3322.38 4970.590 818.11 2050.832 670.793 172.585
[3,] 530.991 3903.9 3301.18 2313.241 917.98  368.160 502.256 653.983
       [,41]   [,42]  [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   4.306   1.943    5.9    6.767    2.724   1.187    6.113    6.944
[2,]   6.035 148.745 1608.0 2175.433 1055.427 462.359 2011.648 1986.591
[3,] 423.785  79.095 1534.6 1848.555 1407.427 323.996 1473.887 2448.336
        [,49]  [,50]    [,51]    [,52]   [,53]    [,54]    [,55]   [,56]
[1,]    8.828   3.22    6.696    6.582   2.107    5.463    4.585    3.98
[2,] 1142.483 561.60 2922.200 2181.472 430.976 4799.517 2644.834 2734.84
[3,] 3566.915 637.64 2640.088 1520.747 212.716 1770.185 1647.261 3239.74
        [,57]   [,58]  [,59]    [,60] [,61]    [,62]   [,63]    [,64]
[1,]    3.278   6.163  1.298    4.737   1.8    3.728    5.24    4.539
[2,] 3526.207 247.634 91.507 1393.697 231.4  657.102  548.08 2294.961
[3,] 2642.919  56.830 93.156 2846.985 172.7 1512.529 1767.39  679.498
       [,65]   [,66]  [,67]   [,68]    [,69]   [,70]  [,71]    [,72]
[1,]    5.88   2.425   13.3   4.592    4.862   2.097  6.495    5.555
[2,] 2074.22 388.733  395.9 490.980 3534.744 378.272 61.489 4882.852
[3,]  713.85 166.456 2613.9 298.508 1491.493 296.287 21.279  449.113
        [,73]    [,74]   [,75]   [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    7.475    7.778    9.88   10.17    5.475  1.907    6.649   4.297
[2,]  510.538 5318.308 2714.34 3273.54 5488.406 26.843 3436.128 549.162
[3,] 1179.076 1001.922 4194.29 4076.51 4636.293 47.305 3871.346 185.404
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    7.368   3.825    3.025   3.007    5.344   4.272   11.11    9.254
[2,] 3057.458 472.599  968.182 466.488 3431.767   9.126  297.71 1732.355
[3,] 4053.597 394.876 1161.231 130.297 1134.099 352.636 1080.96 2133.793
       [,89]   [,90]    [,91]   [,92]    [,93]   [,94]    [,95]  [,96]
[1,]   2.306   2.736    2.586    2.39    4.093   3.753   0.9492   10.5
[2,] 262.250 886.269 1113.904 1527.13  500.860 698.926 304.7167 5184.2
[3,] 715.890 297.861  286.526  539.59 1436.647 899.174 311.7147 4792.3
       [,97]   [,98]
[1,]   19.52   10.92
[2,] 7194.88 2589.50
[3,] 3605.69 3782.07
[1] "--- VAR model 2017-10-07 04:31:00  completed"
[1] "Completed training sample:  2017-10-07 04:31:00 - 2017-10-07 12:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 05:01:00 - 2017-10-07 13:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.85869          0.5078         -56.66         -64.92
         0.63312         -0.4993         -62.75         -53.29
        -0.05259          0.1565         -59.00         -55.01
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -65.19       0.723290          -0.7883          -1.3164
         -66.05       0.615239          -1.1125          -0.8793
         -53.77      -0.005066          -1.1410          -0.8362
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.860           -5.345           0.6643           -25.34
           -3.701           -2.304           1.9097           -25.41
           -3.638           -1.159           1.2775           -22.39
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.5606           -12.70           -6.322           -5.088
           1.3392           -14.65          -10.224           -3.994
          -0.7813           -11.66           -8.448           -3.516
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.42           -14.94           -15.39            5.928
           -19.07           -17.62           -13.34            7.112
           -19.43           -15.31           -13.68            4.661
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.80           -8.522           -106.2           -54.41
           -63.00           -8.652           -123.7           -56.56
           -62.12           -8.412           -120.2           -56.08
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.299           -60.20           -64.59           -19.18
           -8.571           -57.70           -56.27           -19.23
           -8.040           -63.12           -61.64           -18.66
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -66.53           -7.736           -76.79           -28.44
           -61.44           -8.090           -56.24           -29.95
           -57.41           -7.975           -56.31           -28.22
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.20           -57.02           -67.39           -65.16
           -14.01           -65.41           -68.00           -65.36
           -13.67           -55.90           -57.53           -62.23
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.328          -1.9664           0.2818           0.1648
           -1.114          -3.1475          -0.3214          -0.1477
            3.236          -0.6358          -0.9493          -0.0399
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.6837         -0.38533           -23.82           -27.68
          -0.3784         -0.04853           -24.50           -31.13
          -0.1333         -0.29339           -23.63           -29.10
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.732           -1.973           -29.50            3.909
            3.777           -3.321           -31.07           11.087
            3.543           -3.482           -30.89           10.260
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.531           -4.714           -20.60            7.758
            4.371           -3.684           -16.37           10.481
            7.777           -3.963           -20.15            9.978
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.618           -21.22           -17.73           -18.23
           -1.838           -16.35           -15.28           -16.38
           -1.610           -18.23           -11.42           -10.23
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.536          -0.7426                0           -13.14
          -20.293          -0.9478                0           -10.44
          -14.716           2.1170                0           -17.22
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.586          -11.495            1.414          -11.147
           -2.211           -4.545            2.935          -10.736
           -1.870          -11.590            2.106           -4.432
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.372          -0.7870          -1.4252          -0.7297
           -4.517          -0.2092          -0.6461          -0.3373
           -4.813          -0.1680          -0.1693          -0.3971
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.708          -0.3961        -0.246405          1.42624
           -7.651          -0.5640        -0.121705          0.50605
           -3.674          -0.5903        -0.009954         -0.02941
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.9605          -4.2258            6.647            5.322
          -1.3096           0.2171            7.992            6.250
          -0.7706           0.8277            7.971            5.119
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          15.4654          0.03248            8.085          -0.1081
           0.8402          0.21631            5.680           0.5803
           4.8020          0.08888            3.158          -0.1158
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.9087          -0.1582           -4.781           0.9669
          10.7500          -0.4628           -2.987          -0.3992
           1.9634          -1.5509           -1.988          -0.1083
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.346          -1.7962         -0.14120           -5.366
           -2.894           2.3454          0.04301           -7.529
           -3.371          -0.5034         -0.01221           -5.427
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7232           1.0158           1.9968           5.8959
           0.3744           0.9923           0.7727           0.5155
           0.3135           1.5135           0.6617           0.2129
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.7894          -1.4738          -10.374           -1.616
           0.1696           0.8247          -10.018           -1.554
          -5.5622          -0.4745           -9.836           -2.328
 rnd_95776.volume rnd_95787.volume
           -40.66           -48.49
           -58.17           -52.67
           -42.97           -57.96
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.455 3.267 12.95  8.480 8.958 1.146 2.589 6.608 7.843 5.785 4.513
[2,] 5.456 3.268 12.98  9.755 9.471 1.165 2.627 6.608 7.901 7.705 4.707
[3,] 5.469 3.286 13.32 10.023 9.742 1.176 2.709 6.973 8.215 7.743 4.941
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.932 3.902 4.472 8.175 5.822 6.218 7.265 11.26 8.759 13.92 3.180
[2,] 5.665 3.957 5.105 8.855 5.855 6.677 7.763 11.92 9.214 14.10 3.290
[3,] 5.737 3.989 5.939 9.852 5.926 7.200 7.969 12.08 9.899 14.34 3.332
     [,23] [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 18.01 8.850 0.6117  8.848  9.159 1.563 8.144 0.8293 8.425 2.445 1.418
[2,] 20.61 9.181 0.6423  9.502 10.232 1.661 8.863 0.8733 9.258 2.604 1.485
[3,] 20.96 9.588 0.6628 10.065 10.647 1.742 9.328 0.8941 9.833 2.795 1.564
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 9.085 9.024 8.063 6.727 5.270 4.988 2.234 3.638 1.627 4.907 5.633
[2,] 9.371 9.339 9.026 6.742 5.581 5.025 2.238 3.644 1.629 5.126 6.011
[3,] 9.867 9.770 9.239 6.766 5.598 5.059 2.278 3.674 1.629 5.286 6.211
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.359 1.036 5.107 5.962 7.166 2.719 5.578 5.571 1.697 4.545 3.812
[2,] 2.509 1.122 5.412 5.963 7.257 2.731 6.170 5.896 1.743 6.222 4.515
[3,] 2.785 1.145 5.554 6.681 7.931 2.780 6.558 6.042 1.766 6.395 4.784
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.358 2.737 5.252 1.076 4.045 1.479 3.059 4.343 3.729 4.937 2.077
[2,] 4.121 4.056 5.261 1.078 4.194 1.484 3.127 4.375 4.166 5.203 2.097
[3,] 5.052 4.707 5.268 1.078 4.961 1.488 3.448 4.617 4.206 5.231 2.098
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 11.60 3.863 4.060 1.751 5.332 4.513 6.079 6.391 7.857 8.137 4.588
[2,] 11.61 3.877 5.125 1.782 5.332 6.045 6.106 7.729 8.173 8.576 6.485
[3,] 11.70 3.883 5.259 1.800 5.333 6.056 6.218 7.774 8.827 9.217 7.507
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.689 5.330 3.775 6.164 3.215 2.524 2.501 4.385 3.690 9.244 7.435
[2,] 1.690 6.015 3.816 6.647 3.238 2.626 2.529 5.350 3.691 9.248 7.570
[3,] 1.708 6.790 3.819 7.413 3.255 2.799 2.533 5.450 3.711 9.285 7.801
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.169 2.328 2.152 1.948 3.547 3.249 0.7734 7.931 16.32 9.080
[2,] 2.213 2.588 2.440 2.463 3.622 3.296 0.8071 8.913 17.36 9.531
[3,] 2.217 2.595 2.469 2.577 3.753 3.442 0.8497 9.728 17.69 9.911
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   6.927   4.148   16.44   10.77   11.37   1.455   3.287    8.391
[2,] 103.203 116.649 1227.87 5902.38 3764.08 259.424 545.303   82.487
[3,] 463.969 421.099 3658.58 2818.65 2796.36 197.640 810.799 2727.277
        [,9]    [,10]   [,11]    [,12]   [,13]    [,14]   [,15]    [,16]
[1,]    9.96    7.345    5.73    4.993   4.955    5.679   10.38    7.392
[2,] 1167.71 6230.027 1637.39 4992.668 803.282 3014.176 4167.72  769.203
[3,] 2755.40  942.958 1841.57 1104.907 623.268 3715.060 5285.65 1120.593
        [,17]    [,18]  [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    7.896    9.225   14.3   11.12   17.67    4.037    22.87   11.24
[2,] 2978.272 3349.587 4774.7 3502.64 2760.03 1034.849 12279.58 2990.56
[3,] 3297.679 2206.908 2396.2 4429.54 3197.13  649.078  4669.28 3383.56
        [,25]   [,26]   [,27]   [,28]   [,29]   [,30]  [,31]    [,32]
[1,]   0.7768   11.24   11.63   1.985   10.34   1.053   10.7    3.105
[2,] 239.6500 4242.99 5583.24 689.075 4280.18 335.106 4698.3 1095.885
[3,] 200.0533 4062.40 3605.45 640.144 3560.07 234.825 4057.8 1245.442
     [,33]   [,34]   [,35]   [,36]   [,37]    [,38]   [,39]   [,40]  [,41]
[1,]   1.8   11.54   11.46   10.24   8.542    6.692   6.334   2.837   4.62
[2,] 539.9 2810.62 2944.03 4964.89 552.758 2249.591 739.410 150.005 249.43
[3,] 602.6 3782.66 3514.44 2416.25 696.778  530.386 722.201 522.683 576.42
      [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]    [,49]
[1,]  2.066    6.231    7.152    2.995   1.316    6.486    7.571    9.099
[2,] 99.601 1815.344 2571.510 1048.809 524.791 2191.735  155.327 1402.354
[3,] 34.159 1580.663 1911.648 1477.805 281.900 1524.894 3688.599 3916.409
       [,50]    [,51]    [,52]   [,53]    [,54]   [,55]    [,56]    [,57]
[1,]   3.452    7.083    7.074   2.155    5.772    4.84    4.264    3.475
[2,] 315.258 3227.740 2364.019 489.006 5201.475 2961.83 2924.825 3664.281
[3,] 638.884 2720.426 1614.829 343.601 1810.350 1935.80 3575.780 2923.620
      [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]    [,65]
[1,]   6.67  1.366    5.137   1.878    3.885    5.515    4.736    6.269
[2,] 365.95 76.584 1357.217 156.417  794.543  641.913 2272.436 2010.340
[3,] 329.08 46.531 3242.651 132.437 1779.194 1806.976  709.294  663.760
       [,66]   [,67]   [,68]    [,69]   [,70]  [,71]    [,72]   [,73]
[1,]   2.637   14.73   4.906    5.155   2.224   6.77    5.731    7.72
[2,] 354.382  338.33 393.661 3829.804 404.299  46.25 4923.868  694.74
[3,]  97.311 1848.43 270.577 1440.340 311.770 131.93  439.326 1438.85
        [,74]    [,75]   [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    8.115    9.977   10.33    5.826   2.145    6.769   4.794    7.827
[2,] 5320.453 2754.869 3315.80 5610.434  79.520 3412.344 676.108 3046.389
[3,] 1031.901 4081.442 4135.51 4628.246 303.795 3857.555 190.172 4016.745
       [,82]    [,83]   [,84]    [,85]   [,86]   [,87]    [,88]   [,89]
[1,]   4.082    3.206   3.176    5.569   4.686   11.74    9.441   2.755
[2,] 474.251  886.264 459.459 3750.789  87.522  334.98 1746.439 536.129
[3,] 406.476 1186.793 173.491 1273.489 474.814 1007.84 2302.464 160.906
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]   [,96]   [,97]
[1,]    2.957    2.732    2.474    4.504    4.126   0.9821   10.07   20.73
[2,] 1383.620 1408.514 1845.822  897.025  675.003 282.3066 4979.58 7242.40
[3,]  234.199  458.105  925.414 1203.893 1217.155 325.2340 4771.11 4142.87
       [,98]
[1,]   11.53
[2,] 3547.29
[3,] 3328.78
[1] "--- VAR model 2017-10-07 05:01:00  completed"
[1] "Completed training sample:  2017-10-07 05:01:00 - 2017-10-07 13:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 05:31:00 - 2017-10-07 13:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.06476         0.27502         -69.69         -71.61
        -0.12004         0.09617         -66.63         -63.68
         0.30132        -0.02213         -60.44         -65.72
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -59.13         0.3112          -0.1832          0.09834
         -66.82         0.1012          -0.4421         -8.51357
         -62.67         0.1622          -0.5507         -4.93036
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.778          -17.115          -0.4561           -32.71
           -8.190           -0.122           1.5702           -21.65
           -6.823          -11.343          -0.1139           -28.36
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          1.30134           -21.32          -10.894           0.3165
          2.51027           -19.20          -17.886          -1.4521
         -0.05982           -11.37           -5.212          -0.2536
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.838          -0.9184           -1.324           11.856
          -18.010         -16.4825           -6.141            9.645
          -11.932         -13.3937          -12.155            8.583
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -64.51           0.6275           -137.4           -65.03
           -57.68          -5.6912           -145.7           -65.45
           -61.18          -5.4693           -124.1           -63.22
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.445           -59.80           -72.82           -17.73
           -8.830           -65.76           -69.16           -18.66
           -8.257           -68.46           -69.81           -18.14
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -70.18           -8.094           -70.79           -26.18
           -65.64           -7.608           -67.73           -27.37
           -66.42           -8.008           -67.16           -25.99
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.85           -62.54           -61.10           -63.13
           -13.83           -78.06           -65.91           -66.34
           -13.82           -67.23           -64.08           -72.75
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.4273           -6.006           -4.116          0.66197
          -1.6340           -1.760            6.484         -0.05951
           0.9428           -4.930            3.702          0.05317
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -1.38820          0.33833           -27.27           -32.34
         -0.19758         -0.05988           -29.29           -34.19
         -0.01458         -0.21260           -29.59           -33.64
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.522           -3.853           -32.65            3.019
            4.964           -4.131           -33.07            7.309
            5.019           -4.066           -33.74            6.036
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.0196           -3.836           -21.97            9.860
          -0.4038           -1.484           -18.79            9.314
           0.1420           -3.006           -22.73            6.748
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.886           -22.86           -20.98           -24.45
           -1.460           -17.33           -16.34           -17.99
           -1.739           -18.86           -12.82           -11.14
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -14.52          -1.5735        -0.057236           -11.09
           -21.37           0.4853         0.003648           -19.46
           -15.44          -2.3803        -0.060222           -18.51
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.217           -7.637           2.4150           -7.828
           -2.572           -8.790           0.6596           -6.606
           -2.165          -12.644           2.4556           -6.811
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.422          -0.6481            1.140          1.49248
           -4.223           0.1224           -3.356          0.08695
           -8.915          -0.3220           -1.084         -0.55087
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.562          -1.1112           0.5494           8.6384
           -4.183          -0.8268           0.1736           0.4346
           -4.721          -0.3314           0.4885           0.3365
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.639           9.9625            13.11           10.780
            2.318           0.6153            12.80           15.310
            1.368           1.0346            10.58            9.797
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.303           0.1262           12.534          -0.5159
           16.256          -0.2231            9.271          -0.3369
            7.187          -0.1939           13.073          -0.1695
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           13.411         -0.86156           -6.483          0.80069
            5.092         -0.06183           -3.554          0.04933
           12.546         -0.80428           -2.586         -0.16738
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.161          -0.4247         -1.00483           -5.662
           -1.986          -0.3296          0.61171           -4.462
           -2.838           0.8258         -0.07317           -5.386
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.98597          2.68422           2.3074           1.5358
          0.02252         -0.03962           0.6588           1.8837
          0.39515          0.16247           0.1570          -0.1763
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9261           1.5067           -9.473        -0.009185
          -3.6141          -0.5271           -9.707        -0.930799
          -8.7133           0.4167           -9.519        -0.965015
 rnd_95776.volume rnd_95787.volume
           -46.03           -66.13
           -55.18           -61.40
           -38.60           -66.41
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 5.714 3.411 13.56  8.862  9.531 1.216 2.630 6.914 8.126 6.069 4.651
[2,] 5.714 3.413 13.59 10.241  9.921 1.232 2.668 6.914 8.164 8.020 4.884
[3,] 5.719 3.430 14.00 10.486 10.281 1.242 2.755 7.230 8.500 8.070 5.153
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.120 4.076 4.753  8.399 6.040 6.606 7.635 11.48  8.998 15.62 3.860
[2,] 5.889 4.141 5.417  9.125 6.116 7.102 8.203 12.21  9.442 15.81 4.044
[3,] 5.959 4.173 6.231 10.097 6.227 7.624 8.387 12.37 10.217 16.10 4.071
     [,23]  [,24]  [,25]  [,26] [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 18.70  9.389 0.6574  9.483  9.60 1.599 8.632 0.8997  9.067 2.498
[2,] 21.54  9.986 0.6937 10.275 10.84 1.700 9.451 0.9320  9.824 2.621
[3,] 21.93 10.192 0.7210 10.952 11.31 1.796 9.860 0.9627 10.448 2.780
     [,33]  [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.511  9.668  9.828  8.921 7.139 5.510 5.643 2.322 4.104 1.704 5.296
[2,] 1.580  9.991 10.121  9.869 7.156 5.837 5.673 2.327 4.106 1.706 5.529
[3,] 1.652 10.400 10.556 10.060 7.183 5.860 5.728 2.369 4.129 1.706 5.704
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 5.844 2.493 1.231 5.266 6.431 7.528 2.968 5.897 5.773 1.877 4.724
[2,] 6.255 2.638 1.333 5.605 6.437 7.674 2.977 6.526 6.143 1.905 6.598
[3,] 6.445 2.954 1.390 5.729 7.260 8.424 3.027 6.857 6.321 1.919 6.755
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.050 3.581 2.877 5.506 1.111 4.217 1.540 3.229 4.562 3.951 5.145
[2,] 4.783 4.367 4.352 5.511 1.113 4.386 1.545 3.302 4.597 4.388 5.413
[3,] 5.076 5.376 5.069 5.516 1.114 5.191 1.549 3.666 4.843 4.414 5.457
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.197  12.0 4.231 4.298 1.832 5.655 4.667 6.412 6.574 8.118 8.372
[2,] 2.214  12.0 4.249 5.355 1.861 5.655 6.239 6.440 8.023 8.471 8.827
[3,] 2.215  12.1 4.250 5.487 1.878 5.656 6.244 6.571 8.062 9.109 9.500
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 4.762 1.805 5.481 3.988 6.448 3.339 2.702  2.69 4.621 3.897 9.519
[2,] 6.730 1.810 6.180 4.020 6.892 3.357 2.809  2.71 5.614 3.900 9.523
[3,] 7.848 1.830 6.976 4.039 7.656 3.378 2.993  2.72 5.718 3.922 9.573
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 7.680 2.364 2.489 2.241 2.060 3.873 3.443 0.8053 7.756 17.48  9.933
[2,] 7.798 2.398 2.790 2.575 2.609 3.967 3.509 0.8350 8.716 18.38 10.230
[3,] 8.027 2.399 2.796 2.609 2.726 4.132 3.658 0.8776 9.488 18.73 10.632
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   7.256   4.331   17.22   11.25   12.1   1.544   3.34    8.78   10.32
[2,]  64.494 147.078 1037.96 5884.10 3154.7 229.155 508.15   48.23  897.21
[3,] 271.415 392.604 3851.18 2587.09 3094.8 177.067 789.44 2424.65 2713.73
        [,10]    [,11]    [,12]   [,13]    [,14]   [,15]   [,16]    [,17]
[1,]    7.707    5.907    5.232   5.176    6.036   10.66    7.67    8.389
[2,] 6010.200 1707.227 4823.214 834.447 2977.980 4088.95 1102.28 2990.498
[3,] 1025.510 1884.566 1046.194 593.123 3531.243 4955.21 1338.61 3175.979
        [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]    [,25]
[1,]    9.695   14.57   11.43   19.84    4.902    23.75   11.92   0.8348
[2,] 3439.007 4773.09 3280.27 2774.80 1379.502 12245.86 3898.25 254.0625
[3,] 2003.042 2260.76 4473.15 3463.03  544.787  4751.21 2339.21 225.3132
       [,26]   [,27]  [,28]   [,29]   [,30]   [,31]    [,32]   [,33]
[1,]   12.04   12.19   2.03   10.96   1.142   11.51    3.172   1.918
[2,] 4534.15 5774.68 661.76 4411.98 279.019 4335.63  911.470 529.285
[3,] 4346.94 3700.74 665.76 3223.68 276.154 4078.88 1062.619 554.644
       [,34]   [,35]   [,36]   [,37]    [,38]   [,39]   [,40]   [,41]
[1,]   12.28   12.48   11.33   9.066    6.997   7.166   2.949   5.212
[2,] 2886.49 2771.85 4838.11 559.326 2206.430 670.702 175.944 145.310
[3,] 3313.68 3439.53 2238.25 715.481  596.292 906.790 503.742 502.525
       [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]    [,49]
[1,]   2.163    6.725    7.421    3.166   1.564    6.687    8.166    9.559
[2,] 105.861 1821.676 2556.795  989.437 586.677 2201.336  336.423 1707.125
[3,]  16.038 1609.591 1780.845 1523.848 450.088 1360.742 3847.871 3985.118
       [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]   3.769    7.488    7.331   2.383    5.999    5.143    4.548    3.653
[2,] 262.994 3205.558 2407.273 370.760 5281.016 2916.072 2864.162 3743.417
[3,] 626.433 2411.690 1707.712 269.618 1657.778 1949.753 3594.388 2980.408
       [,58]  [,59]    [,60]   [,61]  [,62]    [,63]    [,64]    [,65]
[1,]   6.992  1.411    5.354   1.956    4.1    5.793    5.018    6.533
[2,] 253.851 64.575 1382.974 133.118  794.8  653.477 2187.190 1929.062
[3,] 271.404 68.172 3183.358 138.688 1823.8 1745.677  549.489  791.029
      [,66]   [,67]   [,68]    [,69]   [,70]  [,71]    [,72]    [,73]
[1,]   2.79   15.24   5.373    5.458   2.326  7.181    5.926    8.143
[2,] 312.30  146.36 444.444 3661.984 380.382 61.989 4747.119  683.716
[3,]  92.79 1799.66  89.124 1372.637 282.890 59.274  276.690 1494.682
        [,74]   [,75]   [,76]    [,77]   [,78]   [,79]   [,80]    [,81]
[1,]    8.349   10.31   10.63    6.048   2.292    6.96   5.064    8.188
[2,] 5272.595 2775.91 3204.91 5451.438 163.088 3271.76 583.900 2789.235
[3,]  906.865 3838.51 4027.35 4627.914 307.619 3710.74 446.635 3824.406
       [,82]    [,83]   [,84]    [,85]   [,86]   [,87]    [,88]   [,89]
[1,]   4.241    3.432   3.416    5.868   4.949   12.09    9.752   3.001
[2,] 391.040  876.658 372.459 3653.415 152.851  334.39 1548.497 465.294
[3,] 434.307 1185.044 269.308 1247.712 481.390 1121.05 2183.442  64.899
        [,90]    [,91]    [,92]    [,93]    [,94]   [,95]    [,96]  [,97]
[1,]    3.161    2.846    2.615    4.918    4.372   1.023    9.849   22.2
[2,] 1444.666 1454.560 1836.696  984.151  775.906 252.982 4559.771 6519.8
[3,]  203.710  482.262  902.819 1327.619 1183.200 309.573 4296.477 4151.3
       [,98]
[1,]   12.61
[2,] 2804.13
[3,] 3320.27
[1] "--- VAR model 2017-10-07 05:31:00  completed"
[1] "Completed training sample:  2017-10-07 05:31:00 - 2017-10-07 13:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 06:01:00 - 2017-10-07 14:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8465         0.30706         -62.75         -67.45
          1.2104         0.06905         -59.19         -63.66
          0.2230         0.02301         -54.75         -58.34
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -46.06        -0.4603           1.1618          -2.8150
         -59.09        -0.1821           0.7516           0.9417
         -62.04        -0.2871           0.4141           0.2181
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.922           0.8634          -2.9362           -26.55
           -5.495          -6.5085          -0.8242           -21.25
           -6.084          -1.6177          -2.2575           -22.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.1129          -14.713          -16.629           -2.807
           0.6739           -9.954           -4.341           -1.879
          -0.5295          -11.747          -10.654           -3.015
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -18.78           -13.43           -10.39            8.336
           -17.98           -16.72           -14.46            7.863
           -14.98           -10.60           -12.82            7.655
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.90           -7.335           -132.1           -60.35
           -53.40           -7.177           -130.7           -56.34
           -55.03           -7.299           -124.9           -55.82
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.059           -67.20           -75.61           -15.99
           -7.791           -64.34           -66.22           -17.47
           -7.970           -63.56           -66.00           -17.03
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -63.08           -8.575           -55.64           -25.39
           -66.64           -8.580           -59.72           -25.26
           -60.58           -8.417           -58.93           -25.30
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.29           -61.54           -48.87           -58.19
           -12.72           -66.19           -63.91           -63.13
           -12.88           -62.07           -61.84           -66.84
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.327           1.0058          -0.1159           0.2746
            2.612          -2.4694           1.7854           0.4086
            3.468          -0.9514           3.0811           0.1553
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.18140         -0.41008           -26.66           -33.39
          0.21052         -0.03909           -26.96           -28.88
         -0.03326         -0.13720           -26.58           -29.20
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.605           -2.211           -27.92            5.577
            8.156           -2.794           -25.85            6.366
            7.936           -3.163           -27.37            6.712
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.262           -5.578           -27.64            8.450
            2.781           -4.542           -13.63            7.537
            6.118           -4.227           -20.59            6.239
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.260           -18.24           -11.09           -16.46
           -1.530           -20.28           -19.65           -16.24
           -1.282           -14.55           -10.63           -15.44
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -14.96           1.5406         0.020475           -18.33
           -12.37          -1.8570         0.117637           -15.11
           -19.76           0.3109         0.008309           -13.00
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.694          -11.059            2.407           -6.630
           -2.072           -9.455            3.509          -10.766
           -1.799           -8.395            3.279           -7.976
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.067          -0.8248         -0.03768          3.19867
           -6.641          -0.1702         -3.41759         -0.03878
           -6.115          -0.2268         -1.86841         -0.38232
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.490          -0.9463            1.073           -3.285
           -3.516          -0.8643            1.105            1.097
           -7.127          -0.2383           -0.197            1.366
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -3.5013           -3.306            10.36           8.4256
          -1.2591            1.091            10.61          -0.1634
           0.1795            1.334            11.94           4.9953
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           21.825         -0.11311            3.767          0.19965
            1.014         -0.13721           11.979          0.07152
            6.280         -0.05637            1.843          0.05290
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.838          -1.0521           -2.092          -0.1429
           15.255           0.8365           -3.695          -0.2837
            1.569           2.9024           -1.760           0.1972
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.3067           0.7043           1.4149          -13.092
          -0.6864          -0.7039          -1.7519           -2.238
          -3.3129           0.2955          -0.3825           -9.573
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.46036          -1.0763           1.8834           2.9392
         -0.09656           0.1760          -0.6856          -0.8271
         -0.09276           0.7314           0.3042           0.2100
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.740           1.4910           -9.198            2.473
           -4.851          -0.3141           -9.389            2.849
           -4.485           0.4384           -8.765            3.107
 rnd_95776.volume rnd_95787.volume
           -41.10           -61.87
           -52.98           -56.79
           -33.51           -58.76
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.123 3.574 14.13  9.335 10.08 1.271 2.654 7.220 8.249 6.264 4.840
[2,] 6.128 3.581 14.16 10.602 10.58 1.285 2.687 7.221 8.283 8.210 5.062
[3,] 6.141 3.597 14.46 10.843 10.92 1.297 2.788 7.496 8.633 8.278 5.360
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.248 4.166 5.100  8.528 6.345 7.032 8.095 11.81  9.258 16.30 3.908
[2,] 6.072 4.225 5.719  9.283 6.480 7.502 8.608 12.49  9.716 16.45 4.059
[3,] 6.132 4.272 6.588 10.271 6.573 7.972 8.883 12.64 10.481 16.77 4.072
     [,23] [,24]  [,25]  [,26] [,27] [,28]  [,29]  [,30]  [,31] [,32]
[1,] 19.85 10.24 0.6924  9.757 10.03 1.633  9.183 0.9455  9.789 2.675
[2,] 22.73 10.85 0.7331 10.564 11.31 1.732  9.994 0.9869 10.388 2.821
[3,] 23.21 11.13 0.7620 11.353 11.82 1.825 10.358 1.0279 11.104 2.989
     [,33] [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.603 10.16 10.17  9.537 7.446 5.640 6.079 2.409 4.546 1.765 5.602
[2,] 1.666 10.34 10.54 10.553 7.458 6.006 6.117 2.415 4.548 1.771 5.826
[3,] 1.729 10.78 10.98 10.669 7.497 6.024 6.194 2.453 4.550 1.771 6.030
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 6.327 2.700 1.384 5.456 6.838 8.040 3.161 6.214 5.957 1.944 4.885
[2,] 6.792 2.857 1.508 5.779 6.839 8.194 3.198 6.976 6.339 1.970 6.937
[3,] 6.981 3.238 1.578 5.957 7.844 8.986 3.210 7.326 6.537 1.974 7.128
     [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 4.204 3.686 2.942 5.714 1.170 4.366 1.601 3.493 5.106 4.314 5.429
[2,] 5.094 4.559 4.500 5.718 1.173 4.545 1.604 3.551 5.250 4.787 5.693
[3,] 5.472 5.699 5.335 5.728 1.174 5.447 1.608 3.901 5.480 4.805 5.719
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 2.247 12.53 4.524 4.469 1.870 5.999 4.822 6.798 6.781 8.203 8.274
[2,] 2.267 12.53 4.530 5.668 1.903 6.027 6.584 6.820 8.294 8.559 8.685
[3,] 2.270 12.62 4.531 5.796 1.923 6.058 6.587 6.916 8.328 9.191 9.494
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87]
[1,] 4.838 1.849 5.570 4.096 6.649 3.462 2.906 2.874 4.840 3.952  9.992
[2,] 6.917 1.854 6.214 4.131 7.099 3.479 2.988 2.881 5.862 3.954  9.995
[3,] 8.255 1.873 7.237 4.147 7.897 3.498 3.117 2.884 5.974 3.975 10.079
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 8.029 2.538 2.664 2.153 2.172 4.165 3.606 0.8622 6.962 18.68 10.35
[2,] 8.153 2.565 3.004 2.732 2.805 4.230 3.714 0.9007 7.880 19.81 10.54
[3,] 8.390 2.566 3.013 2.810 2.937 4.399 3.927 0.9363 8.629 20.22 10.97
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   7.775   4.539   17.95   11.85   12.79   1.614   3.371    9.168
[2,] 254.331 226.869  870.73 5192.09 3320.33 195.369 430.306  144.636
[3,] 416.073 355.126 3058.24 2346.41 2812.62 178.315 766.403 2074.569
        [,9]    [,10]    [,11]    [,12]  [,13]    [,14]   [,15]    [,16]
[1,]   10.48    7.954    6.146    5.395   5.29    6.477   10.83    8.057
[2,]  769.97 5482.835 1532.956 4481.175 723.04 2671.924 3788.71 1356.961
[3,] 2514.93 1089.836 1818.488  882.535 658.61 3378.145 4540.54 1142.131
        [,17]   [,18] [,19]   [,20]  [,21]    [,22]   [,23] [,24]    [,25]
[1,]    8.929   10.28    15   11.76   20.7    4.963    25.2    13   0.8793
[2,] 2700.586 3024.19  4211 3045.59 2292.5 1134.174 11452.0  3728 248.8170
[3,] 2784.965 2267.79  1968 4060.02 3343.3  324.502  4832.1  2542 214.5769
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]   [,33]
[1,]   12.39   12.74   2.074   11.66   1.201   12.43    3.396   2.036
[2,] 4183.38 5394.92 595.047 4071.40 292.094 3589.68  927.158 467.991
[3,] 4294.52 3533.37 594.276 2814.32 296.935 4053.63 1020.391 477.463
      [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]   [,41]
[1,]   12.9   12.91   12.11   9.455    7.162    7.719   3.059   5.773
[2,] 1970.9 2868.75 4666.73 442.976 2131.919  707.526 172.860 132.613
[3,] 3138.7 3175.47 1626.23 782.293  478.735 1005.834 447.676 126.053
       [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]   [,49]
[1,]   2.241    7.114    8.035    3.429   1.757    6.929    8.684   10.21
[2,] 147.699 1653.715 2550.210  963.303 617.380 1965.900   80.203 1631.71
[3,]  22.725 1603.454 1665.244 1573.786 479.940 1493.911 3968.965 3809.48
       [,50]    [,51]    [,52]   [,53]    [,54]    [,55]   [,56]    [,57]
[1,]   4.013    7.891    7.565   2.468    6.203    5.338    4.68    3.736
[2,] 501.469 3273.453 2237.462 329.365 5088.120 2972.287 2771.67 3517.046
[3,] 287.778 2313.133 1652.156 136.879 1694.808 2062.951 3533.28 2959.912
       [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]    [,65]
[1,]   7.256  1.486    5.544   2.032    4.436    6.484    5.478    6.894
[2,] 218.826 77.132 1305.788 102.765  655.915 1261.336 2143.725 1770.248
[3,] 350.646 52.470 3101.963 129.570 1668.685 1621.771  431.370  564.457
       [,66]   [,67]   [,68]    [,69]   [,70]   [,71]    [,72]    [,73]
[1,]   2.853   15.91   5.745    5.675   2.375   7.618    6.124    8.633
[2,] 313.327   34.26 246.427 3601.284 365.528 599.786 4630.258  558.231
[3,] 108.559 1551.79  69.793 1251.067 284.046 632.302  210.997 1187.592
        [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    8.611   10.42   10.51    6.144   2.348    7.073   5.201    8.443
[2,] 4933.742 2526.04 2725.17 5105.613 148.288 2845.435 550.711 2568.734
[3,]  768.250 3457.78 3961.34 4654.974 269.602 3831.122 386.013 3574.099
       [,82]  [,83]  [,84]    [,85]   [,86]   [,87]  [,88]   [,89]
[1,]   4.397   3.69   3.65    6.146   5.019   12.69   10.2   3.223
[2,] 354.357 717.65 211.03 3416.527 122.064  262.36 1459.3 384.154
[3,] 371.580 919.11 135.79 1189.932 418.562 1342.29 2046.8  70.904
        [,90]    [,91]    [,92]    [,93]   [,94]   [,95]    [,96]   [,97]
[1,]    3.383    2.735    2.758    5.289    4.58   1.095    8.841   23.72
[2,] 1433.402 1736.717 1832.830  764.526  914.40 269.295 3811.533 6818.15
[3,]  238.823  680.168  900.312 1247.847 1319.14 263.995 3633.058 4165.62
       [,98]
[1,]   13.14
[2,] 2061.80
[3,] 3167.89
[1] "--- VAR model 2017-10-07 06:01:00  completed"
[1] "Completed training sample:  2017-10-07 06:01:00 - 2017-10-07 14:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 06:31:00 - 2017-10-07 14:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.7575          0.8129         -66.15         -71.61
          0.4273          0.4816         -70.31         -64.06
          0.6721          0.1368         -65.78         -64.68
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -61.57        0.10828           0.5548           -3.988
         -67.85        0.22173           0.4878           -1.984
         -67.52        0.04957           0.3645           -1.494
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -9.501           -7.661          -1.1122           -23.08
           -4.890           -9.279          -0.8992           -29.99
           -3.004           -4.566          -0.5660           -26.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.070           -18.69           -20.53           -4.726
           -1.098           -10.43           -16.73           -4.782
           -1.405           -16.96           -16.58           -4.213
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -20.89           -15.55           -7.179            18.25
           -17.07           -15.26          -10.652            19.98
           -18.49           -12.28           -9.813            19.47
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -73.46           -7.866           -123.2           -59.63
           -69.07           -7.491           -139.0           -66.94
           -69.63           -7.949           -140.3           -64.54
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.409           -66.79           -75.22           -17.98
           -8.618           -63.67           -64.71           -19.07
           -8.412           -67.35           -70.26           -18.25
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -70.68           -9.839           -66.30           -27.13
           -66.00           -9.513           -67.81           -28.73
           -63.95          -10.268           -61.34           -27.96
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.78           -64.70           -59.32           -76.05
           -15.38           -72.69           -68.67           -69.76
           -15.09           -71.51           -66.24           -70.20
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7336           -5.215         -0.08594         -0.01606
          -0.9090           -4.178          1.61926         -0.51476
          -1.7044           -2.365          0.86990         -0.15906
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.20281         0.393013           -32.45           -37.42
         -0.05755        -0.321199           -30.49           -36.84
         -0.07421        -0.006056           -31.73           -35.34
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.3568           -3.588           -35.24            11.22
           0.5209           -3.198           -35.38            10.56
           0.4731           -3.126           -34.31             9.26
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           6.5575           -4.856           -19.95            6.552
           0.3317           -4.707           -25.52            5.236
           7.6039           -5.077           -22.10            2.379
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7734           -7.343           -13.37          -23.078
          -1.7500          -22.203           -14.49           -7.966
          -1.5802          -22.903           -18.34          -18.988
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -17.31            0.767          0.01335          -12.963
           -13.24           -1.108         -0.04649          -20.642
           -15.81            1.387          0.03514           -9.464
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.303          -12.163           -4.627          -11.351
           -2.042          -10.696           -4.161           -8.913
           -2.121           -8.594           -3.283          -10.150
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.492          -0.2592          -0.8792           -1.272
           -6.357          -0.3573           5.2443           -0.277
           -8.231          -0.4340           2.8167            1.205
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -14.696           0.4683           0.1193           2.2831
           -6.639          -1.2264           1.0599          -0.7182
           -5.472          -0.5327           0.5462           1.0537
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.251            6.068            12.70            11.00
            5.139            2.473            12.09            12.31
            2.508            1.572            12.45            12.62
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           16.332         -0.26227            14.32          0.46057
           11.985         -0.14137            12.19          0.26813
            8.684          0.01961            10.45          0.02711
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.529           0.3238           -2.799          0.03461
           11.978           0.6804           -2.023          0.08753
            9.467          -0.4427           -3.683         -0.16663
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.719          -1.3196           0.0439           -5.819
           -5.701           0.7752          -1.5126           -4.302
           -3.928           0.3121          -0.3326           -7.120
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.04850           0.7187           0.4415           0.7156
          0.06191           0.7400           0.5768           0.5681
          0.02730           0.2847           0.5452           0.4640
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.600           2.4575          -10.051          0.02210
           -4.321           0.1258          -10.189         -0.08313
           -6.936           0.6619           -9.813          0.10294
 rnd_95776.volume rnd_95787.volume
           -56.90           -62.47
           -58.76           -61.93
           -43.97           -65.97
Standard Errors of predictions:  
      [,1]  [,2]  [,3]   [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.393 3.789 14.44  9.681 10.43 1.350 2.696 7.464 8.627 6.482 4.992
[2,] 6.413 3.794 14.45 10.814 10.94 1.370 2.726 7.468 8.669 8.553 5.235
[3,] 6.425 3.816 14.78 11.067 11.22 1.382 2.826 7.724 8.988 8.623 5.558
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.190 4.277 5.343  8.557 6.623 7.184 8.359 11.30  9.380 16.65 3.903
[2,] 6.142 4.346 5.836  9.320 6.745 7.690 8.810 12.43  9.854 16.70 4.091
[3,] 6.209 4.394 6.906 10.316 6.836 8.158 9.062 12.61 10.634 17.05 4.102
     [,23] [,24]  [,25] [,26] [,27] [,28]  [,29]  [,30] [,31] [,32] [,33]
[1,] 20.88 10.68 0.7100 10.30 10.49 1.665  9.411 0.9898 10.05 2.724 1.668
[2,] 23.87 11.21 0.7512 11.03 11.67 1.753 10.093 1.0307 10.67 2.890 1.727
[3,] 24.45 11.45 0.7812 11.80 12.15 1.856 10.539 1.0821 11.31 3.053 1.787
     [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.09 10.39  9.812 7.739 5.846 6.105 2.491 4.787 1.855 5.759 6.470
[2,] 11.21 10.82 11.055 7.746 6.222 6.414 2.498 4.793 1.856 5.913 6.952
[3,] 11.59 11.21 11.176 7.796 6.233 6.463 2.526 4.795 1.857 6.068 7.099
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.876 1.391 5.738 7.100 8.355 3.396 6.623 6.264 2.087 5.040 4.394
[2,] 3.040 1.486 6.146 7.100 8.571 3.439 7.349 6.595 2.138 7.310 5.342
[3,] 3.384 1.510 6.324 8.229 9.460 3.458 7.613 6.794 2.156 7.536 5.753
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.975 3.044 5.964 1.214 3.757 1.678 3.704 5.310 4.596 5.783 2.305
[2,] 4.801 4.671 5.969 1.216 4.723 1.680 3.762 5.430 5.051 5.974 2.327
[3,] 6.023 5.524 5.976 1.218 5.706 1.686 4.088 5.659 5.087 6.005 2.330
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 13.19 4.743 4.654 1.942 6.243 4.930 7.200 7.080 8.328 8.425 4.851
[2,] 13.19 4.749 6.050 1.981 6.284 6.828 7.242 8.635 8.740 8.947 7.014
[3,] 13.29 4.750 6.155 2.007 6.322 6.836 7.332 8.658 9.376 9.786 8.442
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.902 5.619 4.180 6.761 3.604 3.058 2.969 5.049 4.212 10.70 8.272
[2,] 1.907 6.297 4.218 7.245 3.629 3.128 2.974 6.097 4.212 10.70 8.324
[3,] 1.920 7.394 4.232 8.074 3.651 3.207 2.975 6.179 4.226 10.82 8.668
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.623 2.743 2.233 2.217 4.326 3.735 0.8963 6.105 19.40 10.87
[2,] 2.649 3.119 2.857 2.880 4.367 3.852 0.9273 6.984 20.75 11.03
[3,] 2.649 3.125 2.943 3.025 4.526 4.063 0.9730 7.628 21.30 11.47
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   8.118   4.811   18.33   12.29   13.25   1.714   3.423    9.478
[2,] 519.009 211.557  568.92 4996.90 3397.07 238.907 420.766  261.139
[3,] 407.381 428.032 3245.75 2440.77 2573.62 192.338 774.052 2042.705
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]   [,15]    [,16]
[1,]   10.95    8.231    6.339    5.321   5.431    6.785   10.87    8.411
[2,]  888.13 5785.520 1633.844 4655.833 803.161 2433.390 3826.67 1319.874
[3,] 2458.85 1134.255 1936.941  940.233 666.527 3828.897 4585.04 1152.226
        [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    9.123   10.61   14.35   11.91   21.14    4.957    26.51   13.56
[2,] 2845.280 2887.06 5363.54 3131.34 1400.91 1268.925 11993.73 3511.14
[3,] 2822.841 2200.28 2198.30 4143.12 3561.92  316.328  5486.56 2427.17
        [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   0.9015   13.08   13.32   2.114   11.95   1.257   12.76    3.459
[2,] 254.6410 4083.15 5304.46 568.710 3780.63 297.981 3714.58 1001.006
[3,] 222.0849 4363.62 3504.82 631.561 3145.67 341.707 3902.85 1019.339
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.118   14.09   13.19   12.46   9.828    7.424    7.752   3.164
[2,] 461.772 1685.52 3146.22 5279.50 320.306 2208.991 2038.831 195.215
[3,] 476.196 3043.55 3014.92 1702.94 917.398  384.996  827.658 384.422
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.079  2.355    7.313    8.216    3.652   1.766    7.287    9.016
[2,] 248.961 81.292 1392.717 2637.285 1020.688 541.091 2281.285   37.326
[3,] 124.901 40.268 1413.702 1490.461 1542.449 282.665 1545.546 4314.072
       [,49]   [,50]   [,51]    [,52]  [,53]  [,54]    [,55]    [,56]
[1,]   10.61   4.313    8.41    7.955   2.65    6.4    5.579    5.048
[2,] 1980.26 559.306 3302.62 2139.132 479.44 5490.0 3150.727 2791.095
[3,] 4151.99 379.114 2060.32 1690.336 292.81 1899.3 2213.028 3771.077
        [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    3.866   7.574  1.541    4.771   2.131    4.704    6.743    5.836
[2,] 3672.516 249.931 76.690 2967.223  79.613  679.306 1177.354 2172.838
[3,] 3058.185 307.204 73.099 3318.963 154.295 1658.387 1652.915  625.148
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    7.344   2.927   16.75   6.023    5.909   2.466   7.928    6.261
[2,] 1555.080 327.303   86.00 238.941 4007.519 408.218 744.995 4897.415
[3,]  628.985 122.555 1693.55  79.820 1176.974 333.859 710.351  338.443
        [,73]   [,74]   [,75]  [,76]   [,77]   [,78]    [,79]   [,80]
[1,]    9.143    8.99   10.57   10.7    6.16   2.416    7.135   5.308
[2,]  803.644 5126.47 2751.32 3122.0 5253.06 136.828 2947.020 588.196
[3,] 1185.516  647.19 3516.96 4109.9 4870.47 231.097 4017.506 353.907
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]   [,87]  [,88]
[1,]    8.585   4.577   3.883   3.771    6.412   5.348   13.59   10.5
[2,] 2699.625 444.816 682.123 172.954 3542.129  72.550  146.53  957.4
[3,] 3696.089 407.481 733.333  82.155 1038.912 352.659 1693.24 2509.1
       [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]    [,96]
[1,]   3.331    3.483    2.835    2.815    5.494    4.743   1.138    7.753
[2,] 382.076 1539.964 1847.939 1906.773  619.282  977.879 246.769 3515.522
[3,]  48.239  206.002  733.908  957.368 1232.415 1339.945 305.294 3182.005
       [,97]   [,98]
[1,]   24.63   13.81
[2,] 7627.44 1920.89
[3,] 5007.98 3259.17
[1] "--- VAR model 2017-10-07 06:31:00  completed"
[1] "Completed training sample:  2017-10-07 06:31:00 - 2017-10-07 14:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 07:01:00 - 2017-10-07 15:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -0.696451         1.48666         -63.64         -63.14
       -0.387611         0.22242         -57.53         -61.98
        0.003831         0.01589         -61.14         -60.70
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -63.97        0.49086           0.6643          -5.4289
         -59.52        0.34952           1.1550          -1.5786
         -62.80       -0.08722           1.0971          -0.4992
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.981            3.360           -3.620           -24.89
           -5.234           -7.547           -2.072           -24.91
           -4.955           -1.537           -2.470           -24.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.9982          -14.115          -11.760           -1.932
           0.1299           -9.717           -5.978           -2.177
           0.7630          -13.944          -10.546           -1.704
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -21.35           -8.277          -13.292            18.08
           -16.00          -11.495          -11.055            18.12
           -16.63          -10.570           -7.723            16.95
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -67.99           -7.390           -127.9           -60.16
           -64.29           -8.269           -132.7           -60.38
           -62.50           -8.009           -129.8           -60.04
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.334           -62.80           -70.01           -15.66
           -8.244           -64.82           -67.30           -17.17
           -8.499           -63.95           -66.91           -16.87
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -63.43           -8.863           -57.94           -25.74
           -63.57           -8.631           -64.01           -26.49
           -61.26           -8.794           -59.59           -25.47
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.58           -58.41           -64.96           -67.11
           -14.04           -58.02           -61.43           -61.46
           -14.33           -65.13           -62.40           -63.89
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.760          -0.8463           3.7113          0.04902
           -1.707          -4.3509           3.6057          0.06671
           -1.517          -2.3951           0.5461          0.02648
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          1.32950        -0.206598           -30.90           -35.58
         -0.40647        -0.008024           -30.49           -31.97
         -0.09113        -0.002880           -30.55           -33.03
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.111           -2.779           -32.18            9.034
            4.213           -3.784           -32.09            3.230
            4.462           -3.708           -32.18            6.078
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.196           -2.868           -21.16            6.016
           -6.337           -3.258           -23.01            8.107
            3.417           -3.210           -26.62            6.335
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.8329           -16.52           -19.77           -19.69
          -1.6499           -23.76           -16.60           -13.16
          -1.2330           -18.85           -15.82           -19.73
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.593          -0.7331         -0.17159           -13.01
          -19.709          -0.2717         -0.04137           -13.56
          -16.094           0.9010         -0.10105           -16.52
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.935          -10.965          -1.1806           -9.948
           -2.391           -5.949          -0.1128          -10.165
           -2.063          -10.719          -0.4458           -7.128
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.604         -1.10950           1.6229           0.6959
           -6.714         -0.08995          -1.1519           0.1122
           -5.353         -0.32349          -0.3002          -0.6295
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.803          -0.6147          -0.1555            8.044
           -4.458          -1.0989          -1.1084           -0.561
           -6.824          -0.3167           1.4661           -1.654
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.8116          0.40087            14.58           -2.644
           0.2404         -0.24650            13.67            3.505
           0.7769         -0.02043            14.05            1.600
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.887         -0.06569            5.935           1.6543
           10.120         -0.13004            4.819           0.8764
            6.464         -0.11965            5.931           0.3742
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.045           0.8256           -3.891          0.41051
            6.766           1.2307           -2.099         -0.29731
            7.586           2.2054           -3.166         -0.05964
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.521         -0.55696           1.7645           -8.497
           -3.692          0.24173           2.4856           -4.765
           -4.155          0.04638           0.7884           -6.871
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5217          -2.2007          -2.0739          -2.0601
          -0.2043          -0.6159          -0.8378          -1.0625
          -0.1780          -0.5883          -0.8403          -0.8381
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.749           -1.950           -9.352          -1.1846
           -2.642            2.048           -9.898          -0.4525
           -6.482           -0.510           -9.694          -1.3406
 rnd_95776.volume rnd_95787.volume
           -67.84           -66.04
           -47.58           -60.37
           -50.29           -62.10
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.451 4.020 15.02 10.09 11.12 1.397 2.754 7.597 8.965 6.763 5.207
[2,] 6.470 4.025 15.03 11.22 11.66 1.413 2.786 7.603 8.994 8.851 5.495
[3,] 6.487 4.052 15.50 11.49 12.01 1.427 2.901 7.847 9.329 8.919 5.837
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.528 4.462 5.420  8.761 6.604 7.104 8.474 11.29  9.338 17.06 3.864
[2,] 6.450 4.540 5.900  9.549 6.735 7.638 8.794 12.51  9.871 17.11 4.019
[3,] 6.580 4.587 6.943 10.521 6.833 8.193 9.039 12.72 10.599 17.53 4.032
     [,23] [,24]  [,25] [,26] [,27] [,28]  [,29]  [,30] [,31] [,32] [,33]
[1,] 22.05 11.28 0.7552 10.73 10.76 1.764  9.884 0.9277 10.45 2.771 1.757
[2,] 25.88 12.03 0.7964 11.55 11.88 1.865 10.592 0.9810 11.06 2.883 1.802
[3,] 26.46 12.35 0.8407 12.47 12.33 1.970 10.986 1.0321 11.72 3.098 1.858
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.47 10.69 10.33 7.870 6.082 6.827 2.620 5.077 1.889 6.073 6.943
[2,] 11.53 11.11 11.44 7.877 6.478 6.883 2.631 5.096 1.890 6.179 7.531
[3,] 11.88 11.43 11.60 7.930 6.483 7.041 2.664 5.099 1.890 6.401 7.722
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.025 1.576 5.819 7.256 8.650 3.465 6.888 6.456 2.143 5.134 4.538
[2,] 3.196 1.734 6.208 7.258 8.889 3.542 7.682 6.808 2.191 6.735 5.448
[3,] 3.588 1.794 6.336 8.542 9.809 3.582 7.936 7.033 2.225 7.516 5.969
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.189 3.118 6.269 1.242 3.824 1.723 3.803 5.415 4.259 6.024 2.316
[2,] 5.025 4.856 6.271 1.243 4.869 1.724 3.847 5.539 5.177 6.193 2.336
[3,] 5.827 5.566 6.288 1.247 5.875 1.733 4.157 5.760 5.229 6.209 2.338
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 13.52 5.000 5.103 1.955 6.351 4.956 7.492 7.272 8.507  8.614 4.861
[2,] 13.52 5.009 6.591 1.999 6.384 6.886 7.524 8.853 8.900  9.129 7.132
[3,] 13.63 5.009 6.733 2.028 6.427 6.892 7.591 8.869 9.563 10.046 8.593
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.989 5.799 4.372 6.960 3.724 3.213 3.105 5.122 4.455 11.07 8.472
[2,] 1.994 6.565 4.416 7.482 3.758 3.307 3.105 6.213 4.455 11.07 8.534
[3,] 2.002 7.642 4.429 8.269 3.776 3.374 3.105 6.295 4.458 11.18 8.932
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.689 2.844 2.340 2.317 4.511 3.954 0.9162 2.454 18.31 11.42
[2,] 2.718 3.210 2.980 3.008 4.527 4.066 0.9537 2.633 22.03 11.62
[3,] 2.718 3.216 3.067 3.152 4.751 4.280 0.9932 2.737 23.20 12.09
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]     [,8]
[1,]   8.192   5.104   19.08   12.81   14.12   1.774   3.498    9.647
[2,] 523.675 218.804  404.56 5184.35 3684.49 219.165 440.371  313.802
[3,] 492.699 495.859 4010.38 2559.85 3035.69 210.870 850.351 2042.919
        [,9]    [,10]    [,11]   [,12]   [,13]    [,14]   [,15]    [,16]
[1,]   11.38    8.588    6.611    5.75   5.666    6.882   11.13    8.386
[2,]  764.37 6010.706 1848.491 4835.59 881.290 2455.150 3997.33 1389.200
[3,] 2607.16 1159.465 2072.113 1368.78 686.736 3852.997 4649.64 1214.430
        [,17]   [,18]   [,19]   [,20]   [,21]    [,22] [,23]   [,24]
[1,]    9.022   10.76   14.34   11.86   21.66    4.907    28   14.33
[2,] 2952.785 2471.81 5666.21 3365.87 1453.50 1165.152 14273 4397.76
[3,] 3118.925 2199.55 2419.06 4065.54 4013.19  340.860  5790 2922.38
        [,25]   [,26]   [,27]  [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   0.9589   13.63   13.66   2.24   12.55   1.178   13.27    3.519
[2,] 266.3572 4492.03 5309.96 638.15 4008.40 335.906 3820.05  834.834
[3,] 283.3956 4966.70 3488.91 666.84 3071.68 337.613 4062.55 1194.276
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.231   14.57   13.58   13.11   9.993    7.723    8.669   3.327
[2,] 422.627 1254.68 3187.42 5190.33 358.948 2348.352  926.246 257.314
[3,] 473.724 2990.89 2808.64 2001.07 963.810  260.705 1558.082 437.940
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.447  2.398    7.712    8.817    3.841   2.001    7.389    9.214
[2,] 470.910 77.252 1201.030 3071.054 1085.063 762.403 2277.483  175.580
[3,] 162.172 27.779 1759.301 1796.992 1718.342 485.277 1332.952 4741.655
       [,49] [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   10.98   4.4    8.747    8.198   2.721    6.519    5.763    5.319
[2,] 2153.62 775.4 3580.536 2274.656 480.261 4589.003 3173.264 2923.334
[3,] 4365.02 559.2 2094.862 1860.778 411.055 3512.440 2567.873 3105.588
       [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    3.96   7.961   1.577    4.856   2.188    4.829    6.877    5.408
[2,] 3919.33 169.264  50.075 3172.355  63.693  615.707 1225.433 3099.310
[3,] 2862.11 475.068 103.690 3460.041 189.540 1658.219 1662.508  775.120
        [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]    [,72]
[1,]    7.649   2.941   17.17   6.349    6.48   2.482   8.065    6.293
[2,] 1515.469 324.447   61.98 315.956 4391.27 441.230 684.853 5033.202
[3,]  465.253  99.638 1778.15  73.830 1447.44 358.817 777.932  298.972
        [,73]    [,74]  [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.514    9.234   10.8   10.94    6.173   2.526    7.364   5.552
[2,]  724.297 5315.267 2753.5 3182.37 5494.547 134.674 3238.895 649.005
[3,] 1063.600  571.630 3683.5 4415.45 5045.587 195.614 4118.261 357.275
        [,81]   [,82]  [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    8.838   4.729   4.08  3.943    6.504   5.657   14.06   10.76
[2,] 2889.510 531.448 826.25 59.497 3701.191  19.087   43.32 1084.70
[3,] 3707.326 382.915 702.20  3.807 1069.943 180.691 1649.26 2775.46
       [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]    [,96]
[1,]   3.415    3.611    2.971    2.942    5.729    5.021   1.163    3.117
[2,] 412.213 1566.822 1943.081 2019.608  394.030  995.005 278.510 1004.744
[3,]  43.884  213.228  765.794  993.471 1518.747 1407.000 292.089  785.698
        [,97]  [,98]
[1,]    23.26   14.5
[2,] 12893.21 2292.8
[3,]  7641.29 3496.5
[1] "--- VAR model 2017-10-07 07:01:00  completed"
[1] "Completed training sample:  2017-10-07 07:01:00 - 2017-10-07 15:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 07:31:00 - 2017-10-07 15:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.7225       -0.026077         -64.71         -69.63
          0.7814        0.003512         -62.07         -67.29
         -0.1599       -0.033762         -59.67         -62.69
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -66.55        -0.1642            1.350          -1.1079
         -62.82         0.3002            1.623          -0.7984
         -68.41         0.6144            1.136          -2.2106
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.018           -7.548            2.758           -28.00
           -0.863           -3.120            3.361           -22.62
           -2.188           -2.452            3.275           -22.23
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5512           -7.193           -11.60           -3.151
           1.0889          -16.735           -13.64           -2.968
           1.3646          -11.014           -10.63           -2.968
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.028           -8.811           -4.810            21.17
          -11.758           -8.371           -4.999            18.69
          -12.016           -9.551           -7.643            17.49
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -60.63           -7.261           -145.4           -67.87
           -58.68           -7.481           -144.8           -68.90
           -61.13           -7.061           -134.6           -66.73
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.585           -74.50           -76.99           -15.70
           -8.385           -61.27           -70.70           -16.71
           -8.067           -66.66           -69.73           -16.87
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.89           -8.870           -62.34           -25.06
           -69.27           -8.102           -68.42           -24.93
           -64.03           -7.865           -63.39           -25.35
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.68           -66.27           -64.38           -72.37
           -14.02           -73.11           -63.73           -65.51
           -14.60           -66.51           -64.96           -76.49
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.1103           -7.256           4.9739           1.4336
           0.5105           -4.616           3.4650           1.2299
          -0.5913           -2.829           0.0977           0.3625
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.15194          0.09399           -31.82           -27.07
          0.05578          0.24059           -28.40           -31.11
         -0.03869          0.16078           -31.69           -30.48
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6576           -5.038           -33.72            9.792
          -0.5235           -4.794           -31.15            8.152
          -1.0510           -4.463           -32.75            8.086
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          10.9699          -1.6014           -21.25            6.823
          -5.7901          -1.4054           -20.92            5.409
          -0.7295          -0.4518           -25.37            4.902
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.8281           -16.04           -21.96           -23.02
          -2.0932           -20.60           -16.11           -11.93
          -1.2677           -16.96           -15.38           -17.30
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -14.52           0.2878         -0.03158           -18.52
           -21.69           0.9902         -0.22873           -17.66
           -15.51          -1.1401         -0.09127           -15.68
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.830          -12.642           0.5168          -10.314
           -1.352           -7.238          -0.4069          -11.612
           -1.150          -11.749           0.8890           -8.753
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.587          -0.6442           -1.448          -1.2126
           -8.603          -0.6180           -2.156           1.0581
           -6.602          -0.1994           -1.122          -0.6067
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -16.642          -1.3677            3.241            2.879
           -4.745          -1.3859            2.048            2.081
           -9.157          -0.3517            1.192            1.978
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -1.12104          -2.1756            12.80           10.640
          0.04803           1.2885            11.62            3.043
          0.61909           0.7185            13.17            4.128
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           17.581         0.382782            4.746           1.3142
            5.588         0.173596           12.204           0.7030
            8.000        -0.004692            4.751           0.1145
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.736            3.325           -4.301        -0.221163
           12.027            4.055           -2.362        -0.449932
            5.025            1.414           -3.383        -0.004141
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.882         -0.18914           1.6223            2.600
           -1.665         -0.01728           0.5081            2.533
           -4.678          0.08442           0.2872            1.561
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.043338          -0.2260           4.0532           6.0977
         0.042346           0.5574          -0.2655          -0.3334
         0.006181           1.6169           0.9127           0.5412
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.525           1.7881          -10.034         -0.77594
           -3.150          -0.5851           -9.886          0.28259
           -8.701           0.4663          -10.065         -0.03483
 rnd_95776.volume rnd_95787.volume
           -58.78           -63.27
           -42.73           -61.66
           -35.00           -59.40
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.569 4.150 15.61 10.49 11.47 1.442 2.826 7.702 9.066 7.010 5.309
[2,] 6.577 4.162 15.64 11.71 11.95 1.456 2.872 7.705 9.097 8.987 5.621
[3,] 6.601 4.193 16.32 11.97 12.25 1.468 2.981 7.941 9.423 9.055 6.008
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.555 4.565 5.600  8.823 7.024 7.241 8.935 11.76  9.120 17.42 3.911
[2,] 6.335 4.635 6.095  9.649 7.154 7.849 9.131 12.98  9.624 17.49 4.102
[3,] 6.435 4.684 7.092 10.568 7.274 8.470 9.517 13.17 10.026 17.85 4.123
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 22.28 12.37 0.7669 11.30 11.13 1.866 10.53 0.9762 10.88 2.822 1.794
[2,] 25.93 13.15 0.8089 12.19 12.45 1.960 11.22 1.0267 11.48 2.939 1.852
[3,] 26.34 13.67 0.8554 13.24 12.94 2.089 11.67 1.0762 12.24 3.190 1.898
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.90 11.08 11.07 7.995 6.237 7.254 2.743 5.238 1.944 6.451 7.416
[2,] 11.98 11.54 12.07 8.004 6.641 7.321 2.759 5.273 1.945 6.568 8.140
[3,] 12.33 11.86 12.21 8.057 6.644 7.588 2.786 5.279 1.946 6.858 8.493
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.328 1.723 6.083 7.501  8.831 3.942 7.425 6.708 2.193 5.340 4.677
[2,] 3.533 1.921 6.524 7.506  9.124 4.053 8.497 7.086 2.272 7.883 5.961
[3,] 4.020 2.047 6.676 8.868 10.113 4.279 8.687 7.333 2.292 8.294 6.637
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.404 3.155 6.605 1.270 3.972 1.991 3.975 5.428 4.352 6.287 2.351
[2,] 5.301 5.078 6.607 1.272 5.151 2.085 4.024 5.511 5.319 6.514 2.372
[3,] 6.783 6.104 6.614 1.275 6.186 2.169 4.433 5.645 5.374 6.568 2.376
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 13.69 5.252 5.245 1.986 6.620 5.075 7.748 7.508 8.568  8.682 4.870
[2,] 13.70 5.258 6.815 2.033 6.640 6.914 7.779 9.014 9.023  9.194 7.284
[3,] 13.78 5.259 6.989 2.065 6.708 6.917 7.869 9.039 9.626 10.099 8.757
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.034 5.752 4.495 7.064 3.888 3.359 3.222 5.299 4.726 11.43  9.073
[2,] 2.037 6.517 4.542 7.568 3.927 3.476 3.222 6.379 4.727 11.43  9.077
[3,] 2.047 7.655 4.556 8.343 3.971 3.569 3.223 6.462 4.727 11.56 10.148
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.758 3.007 2.385 2.358 4.638 4.060 0.9451 2.418 22.60 11.97
[2,] 2.785 3.387 3.093 3.149 4.648 4.169 0.9878 2.449 23.97 12.01
[3,] 2.786 3.395 3.182 3.304 4.842 4.390 1.0273 2.486 27.25 12.53
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   8.341   5.269   19.82   13.32   14.56   1.831   3.588    9.78
[2,] 358.718 339.459 1086.79 5635.95 3624.69 221.081 554.167  239.40
[3,] 611.532 557.747 5042.89 2674.28 2912.35 199.474 865.054 2078.93
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]  [,15]    [,16]
[1,]   11.51    8.902    6.742    5.785   5.797    7.112   11.2    8.919
[2,]  810.07 6083.038 1994.788 4762.304 866.125 2600.936 4225.6 1467.165
[3,] 2660.77 1191.188 2297.162 1216.388 733.865 3923.093 4663.0 1422.494
        [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    9.195   11.35   14.94   11.58   22.12    4.967    28.29   15.71
[2,] 3275.961 2036.77 5920.74 3325.67 1673.66 1335.844 14363.59 4836.48
[3,] 3441.309 2903.22 2444.04 3038.21 3872.58  448.764  4991.19 4009.99
        [,25]   [,26]   [,27]  [,28]   [,29]  [,30]   [,31]    [,32]
[1,]   0.9738   14.34   14.13   2.37   13.37   1.24   13.81    3.584
[2,] 278.2870 4961.92 6029.76 649.68 4203.04 343.92 3962.68  886.247
[3,] 301.0640 5589.36 3838.51 780.40 3472.49 349.08 4592.48 1341.417
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38]    [,39]   [,40]
[1,]   2.279   15.12   14.07   14.06  10.15    7.92    9.211   3.483
[2,] 497.305 1477.39 3488.80 5201.57 417.34 2465.90 1075.124 317.908
[3,] 447.834 3136.65 2965.96 1961.58 997.24  209.46 2158.035 424.463
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.652  2.469    8.192    9.417    4.227   2.188    7.725    9.525
[2,] 648.259 64.185 1332.416 3629.352 1282.642 918.615 2548.513  290.429
[3,] 286.269 52.692 2134.709 2620.181 2074.560 766.580 1532.029 5108.122
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.21    5.006    9.429    8.518   2.784    6.781    5.939    5.592
[2,] 2478.90 1018.690 4468.584 2471.342 642.280 6271.765 3996.685 3191.616
[3,] 4718.28 1484.746 1954.301 2039.974 329.473 2789.450 3157.978 4576.118
        [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    4.007   8.388   1.613    5.043   2.529    5.047    6.893    5.526
[2,] 4303.581 160.968  64.466 3548.147 669.473  676.297 1025.621 3306.842
[3,] 3662.620 315.311 100.083 3704.005 643.503 2011.324 1322.175  833.273
        [,65]   [,66]   [,67]  [,68]   [,69]   [,70]    [,71]    [,72]
[1,]    7.983   2.985   17.38   6.67    6.66   2.521    8.407    6.444
[2,] 1843.595 343.191  466.60 275.64 4706.49 473.616  550.215 5078.670
[3,]  917.102 141.052 1623.43  45.87 1674.86 391.898 1031.673  241.204
        [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]   [,80]
[1,]    9.839    9.534   10.88   11.02    6.185   2.583    7.304   5.708
[2,]  738.577 5395.989 3059.90 3271.51 5857.697 101.437 3313.734 710.206
[3,] 1289.516  723.219 3625.95 4519.74 5258.664 227.374 4343.853 377.915
       [,81]   [,82]   [,83]   [,84]    [,85]  [,86]   [,87]   [,88]
[1,]    8.97   4.938   4.265   4.091    6.729  6.001   14.51   11.52
[2,] 2937.42 597.767 968.205  22.280 3841.469 62.085  258.28  273.49
[3,] 3799.79 630.619 875.155 110.277 1113.734  9.974 1895.43 4906.97
       [,89]    [,90]    [,91]    [,92]    [,93]    [,94] [,95]   [,96]
[1,]   3.503    3.819    3.029    2.994    5.889    5.156   1.2   3.071
[2,] 416.018 1685.100 2130.526 2257.564  340.805 1024.931 310.7 417.257
[3,]  77.089  254.044  805.137 1080.590 1464.765 1485.347 305.3 461.120
        [,97]  [,98]
[1,]    28.69   15.2
[2,]  8639.98 1013.6
[3,] 14019.34 3865.4
[1] "--- VAR model 2017-10-07 07:31:00  completed"
[1] "Completed training sample:  2017-10-07 07:31:00 - 2017-10-07 15:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 08:01:00 - 2017-10-07 16:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.801        -0.09363         -61.34         -67.18
           1.843         0.19653         -65.45         -63.13
           1.876         0.10829         -64.83         -63.27
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -51.39         0.1923         0.167495          -2.4914
         -58.63        -0.2591        -0.252729          -2.0730
         -61.95        -0.2167         0.002048          -0.9998
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.218          -0.7172            2.153           -24.04
           -4.436          -4.2396            3.027           -23.84
           -3.142          -5.8398            1.669           -23.54
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.4698           -18.14          -20.706           -2.499
          -2.4513           -10.94           -9.232           -2.767
           0.6956           -12.27          -12.019           -2.484
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.87           -10.73           -23.07          4.22404
           -15.95           -17.58           -17.69          2.62469
           -15.09           -15.63           -16.36         -0.02032
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -69.44           -8.011           -131.4           -65.77
           -70.90           -7.887           -126.4           -69.25
           -70.05           -7.856           -134.0           -68.09
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.070           -65.81           -71.81           -16.30
           -8.159           -68.21           -68.36           -16.23
           -8.218           -65.76           -68.41           -16.44
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -60.75           -8.617           -54.08           -27.89
           -61.27           -8.858           -63.23           -26.64
           -63.28           -8.910           -61.81           -26.87
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.52           -62.10           -52.82           -63.45
           -14.75           -63.08           -60.82           -59.57
           -13.82           -66.02           -61.96           -62.63
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.971           0.7423          -0.4974           0.8531
            3.684          -2.1869           0.2363           0.4493
            1.819          -2.2866           0.8741           0.1396
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.28707          -0.1581           -19.18           -29.35
         -0.04000          -0.2329           -19.45           -25.67
         -0.03488           0.0456           -20.83           -24.64
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.512           -1.826           -30.72            1.343
            6.445           -1.953           -32.04            9.615
            6.069           -1.903           -30.00            4.894
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.006           -4.977           -24.10            8.139
           -4.380           -4.000           -27.99           11.350
            6.707           -3.007           -34.21           11.265
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.049           -28.25           -23.87           -21.49
           -2.109           -24.52           -18.14           -21.31
           -2.319           -28.06           -19.52           -20.97
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -15.29           1.4963          0.01626           -17.23
           -23.71          -0.6325         -0.03358           -16.02
           -18.53           1.1408         -0.04646           -23.60
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2377          -11.594            6.353           -4.776
          -0.6695           -9.608            4.983           -7.841
          -1.0794          -13.107            4.712           -6.719
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.405          -0.2602         -0.05805         -0.29315
           -7.901          -0.3827         -0.53431          0.03598
           -7.015          -0.2281         -0.21025          1.09139
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.785           0.1276            3.573            4.533
           -4.579          -0.3579            3.943            2.015
           -5.977          -0.4556            1.910            3.615
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2772           11.687            14.32            22.32
          -1.6394            1.630            13.74            15.60
          -0.7130            2.779            10.08            10.73
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.775         0.123612            10.88         -0.27614
           17.402         0.039149            14.92         -0.20310
            8.325        -0.007382            14.02         -0.01809
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           13.674           0.6043           -5.608         -0.07724
            7.416           2.0846           -3.383         -0.03457
           12.586           2.0768           -3.885          0.34846
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4914          0.16522         -0.55195           -7.815
          -2.8304          0.05488         -1.04594            4.670
          -2.5393         -0.12561         -0.06063           -3.190
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.15824          1.27356          -0.5186          -0.2169
          0.12588         -0.21121           0.6444           0.8957
          0.03651         -0.01174           0.1407           0.0156
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.814          -0.6436          -10.293          -0.5547
           -5.974           1.3417           -9.829          -0.7673
           -7.313          -0.1033           -9.886          -0.7319
 rnd_95776.volume rnd_95787.volume
           -76.33           -61.47
           -83.51           -63.50
           -72.15           -63.36
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.724 4.301 15.90 10.79 12.00 1.438 2.864 7.883 9.316 7.143 5.336
[2,] 6.731 4.311 15.94 12.17 12.65 1.449 2.905 7.891 9.359 9.208 5.677
[3,] 6.763 4.340 16.61 12.54 13.13 1.456 3.026 8.100 9.684 9.274 6.071
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.647 4.655 5.736 6.079 7.224 7.315 8.916 11.92  9.433 19.51 3.823
[2,] 6.503 4.740 6.405 7.213 7.379 7.648 8.953 13.04 10.075 20.38 4.005
[3,] 6.651 4.777 7.505 8.336 7.484 8.082 9.497 13.23 10.806 21.22 4.056
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 23.57 13.37 0.7837 12.11 11.43 1.950 11.17 0.9971 11.29 2.855 1.827
[2,] 28.10 13.78 0.8236 13.20 12.97 2.064 12.10 1.0507 12.15 2.960 1.889
[3,] 28.92 14.52 0.8660 14.28 13.43 2.243 12.61 1.0978 12.91 3.232 1.940
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 13.12 11.19 11.91 8.115 6.426 7.376 2.810 5.474 1.971 6.831 7.439
[2,] 13.22 11.65 12.97 8.130 6.924 7.461 2.831 5.507 1.973 7.168 8.198
[3,] 13.87 12.05 13.09 8.184 6.929 7.763 2.858 5.523 1.974 7.802 8.663
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.550 1.700 6.397 7.638  9.128 4.012 8.114 6.926 2.231 5.384 4.751
[2,] 3.783 1.847 6.964 7.646  9.454 4.152 9.142 7.269 2.315 8.229 6.268
[3,] 4.283 1.901 7.281 9.083 10.516 4.392 9.610 7.545 2.333 8.595 6.932
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.513 3.145 6.673 1.295 4.003 2.017 4.040 5.574 4.571 6.419 2.370
[2,] 5.468 5.214 6.675 1.297 5.207 2.101 4.090 5.647 5.661 6.650 2.392
[3,] 7.155 6.373 6.683 1.300 6.266 2.189 4.519 5.767 5.734 6.700 2.398
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 14.18 5.427 5.443 2.049 6.797 5.267 7.669 7.573 8.524  8.630 4.807
[2,] 14.19 5.429 7.064 2.095 6.834 7.108 8.029 9.148 8.902  9.212 7.137
[3,] 14.29 5.429 7.237 2.125 6.914 7.114 8.129 9.170 9.488 10.185 8.719
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.103 5.578 4.524 6.857 3.944 3.374 3.307 5.262 4.898 11.78  9.053
[2,] 2.104 6.330 4.573 7.519 3.988 3.550 3.307 6.474 4.898 11.78  9.061
[3,] 2.113 7.477 4.582 8.379 4.028 3.639 3.312 6.566 4.898 11.92 10.101
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.862 3.084 2.453 2.486 4.863 4.234 0.9585 2.273 23.41 12.57
[2,] 2.884 3.501 3.201 3.135 4.875 4.357 0.9984 2.279 24.81 12.73
[3,] 2.885 3.508 3.296 3.413 5.030 4.579 1.0356 2.286 28.18 13.25
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   8.538   5.461   20.19   13.7   15.23   1.826   3.637   10.01
[2,] 346.602 322.445 1220.63 6160.1 4396.57 197.013 530.627  391.58
[3,] 720.116 547.352 5123.49 3334.6 3839.73 155.187 928.776 1999.57
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]   [,15]    [,16]
[1,]   11.83    9.071    6.775    5.901   5.911    7.284    7.72    9.174
[2,]  986.59 6360.161 2123.649 4979.739 979.224 3120.156 4250.06 1643.451
[3,] 2721.89 1210.203 2354.101 1528.287 651.270 4279.760 4572.57 1369.654
        [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    9.289   11.32   15.14   11.98   24.77    4.855    29.92   16.97
[2,] 2442.591  883.51 5771.79 3873.47 6473.86 1305.798 16757.06 3655.59
[3,] 2859.852 3470.34 2436.56 4277.52 6452.03  702.074  7492.49 5032.76
        [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   0.9951   15.37   14.52   2.476   14.18   1.266   14.34    3.625
[2,] 277.3226 5758.74 6716.89 743.095 5091.00 362.586 4894.32  854.821
[3,] 292.9405 5979.42 3810.47 959.749 3887.27 348.146 4779.02 1421.437
      [,33]   [,34]   [,35]   [,36]  [,37]   [,38]    [,39]   [,40]
[1,]   2.32   16.66   14.21   15.12   10.3    8.16    9.366   3.569
[2,] 524.66 1736.24 3524.27 5630.82  551.0 2821.95 1228.034 374.311
[3,] 485.10 4598.88 3370.01 1932.37 1026.9  302.17 2346.364 429.168
       [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.952  2.503    8.675    9.446    4.508   2.159    8.123    9.699
[2,] 654.646 92.251 2375.203 3771.916 1429.967 790.405 3012.042  383.899
[3,] 458.248 67.611 3373.387 3063.525 2197.554 494.694 2328.003 5366.396
       [,49]    [,50]  [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.59    5.095   10.3    8.795   2.833    6.837    6.033    5.731
[2,] 2693.33 1170.116 4609.6 2414.694 675.634 6811.729 4474.454 3379.520
[3,] 5041.50 1566.167 3242.9 2214.094 321.679 2716.684 3241.784 5050.538
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]    [,63]    [,64]
[1,]    3.994   8.474   1.644    5.083   2.561    5.13    7.078    5.804
[2,] 4552.129 145.694  83.224 3644.760 641.742  704.48  991.195 3655.178
[3,] 4011.082 361.892 102.772 3815.500 675.785 2102.43 1283.276 1003.414
        [,65]  [,66]   [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    8.151   3.01   18.01   6.892    6.912   2.602    8.631    6.688
[2,] 1901.067 352.59  590.57 148.599 4929.109 476.173  776.019 5224.143
[3,]  899.136 189.55 1788.57  40.833 1718.714 394.537 1151.081  319.197
        [,73]    [,74]   [,75]   [,76]    [,77]  [,78]    [,79]   [,80]
[1,]    9.739    9.617   10.82   10.96    6.104   2.67    7.083   5.745
[2,] 2602.200 5615.682 2809.55 3525.16 5774.444  83.17 3276.741 726.281
[3,] 1391.235  703.708 3590.85 4756.90 5480.954 212.14 4355.192 316.935
        [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]  [,88]
[1,]    8.707   5.008    4.284   4.199    6.682  6.219   14.96   11.5
[2,] 3375.627 650.479 1210.652   3.392 4128.336 35.014  246.26  420.4
[3,] 4049.359 620.693  873.405 204.886 1195.849 56.670 1954.44 4886.2
       [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]   [,96]
[1,]   3.635    3.916    3.115    3.157    6.176    5.377   1.217   2.887
[2,] 391.320 1815.073 2250.276 2090.595  368.472 1124.801 305.883 178.209
[3,]  81.801  244.002  861.373 1477.450 1355.759 1541.286 301.338 198.636
        [,97]   [,98]
[1,]    29.73   15.96
[2,]  8992.26 2194.66
[3,] 14635.20 4045.05
[1] "--- VAR model 2017-10-07 08:01:00  completed"
[1] "Completed training sample:  2017-10-07 08:01:00 - 2017-10-07 16:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 08:31:00 - 2017-10-07 16:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.04469         -0.4038         -56.16         -61.20
        -0.08462          0.3115         -59.28         -57.06
        -0.17914          0.2131         -55.58         -62.57
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -57.13       -0.15455           2.3314           1.6467
         -60.59       -0.20482           1.3529          -0.4757
         -49.70       -0.03672           0.6419          -0.9723
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.9570          -8.2529            2.127           -21.83
          -0.4681           0.7995            2.894           -18.35
          -0.5790          -0.9538            4.669           -17.38
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.4480           -6.958           -5.373          0.05875
          -0.7575          -13.206          -13.191         -0.14773
          -0.2758           -8.100           -6.487         -0.34511
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.180          -6.4687          -0.1896            12.93
           -8.699          -0.3673           0.2524            12.75
           -9.219          -1.2161          -0.3084            10.62
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -50.67           -8.630           -120.2           -64.61
           -51.49           -8.135           -118.7           -66.80
           -49.96           -8.038           -121.7           -65.51
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.968           -55.31           -65.80           -16.16
           -9.002           -58.55           -66.06           -15.73
           -8.747           -56.73           -67.82           -15.75
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -62.09           -8.688           -60.98           -27.53
           -57.61           -8.939           -60.67           -27.21
           -61.73           -8.421           -60.45           -26.85
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.12           -62.10           -63.15           -52.80
           -14.44           -57.91           -60.67           -61.78
           -14.51           -54.39           -55.78           -57.85
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.659           -4.599           3.6695           0.8715
            3.602           -4.840           3.7526           0.6296
            2.100           -4.326           0.8245           0.1608
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1207          0.08669           -25.99           -32.56
          -0.9790          0.45731           -26.14           -31.38
           0.5668          0.56388           -28.49           -30.72
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.380           -3.711           -31.50            9.301
            2.736           -3.336           -32.34            5.729
            1.871           -2.976           -32.68            6.664
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -8.846           -4.059           -21.94            5.522
            8.465           -3.871           -32.22            1.615
            3.746           -3.167           -21.56            2.534
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5328           -13.20           -20.73           -25.61
          -2.4258           -25.02           -17.73           -11.59
          -1.4966           -24.87           -26.61           -23.00
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -30.70            1.829          0.21176           -11.07
           -19.18           -1.809          0.05087           -28.78
           -18.22            1.288         -0.01996           -14.40
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.965           -10.93            3.645           -9.792
           -2.634           -14.56            3.731           -7.253
           -2.330           -12.57            4.149          -13.680
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.235          0.62481         -2.14346         -1.30056
           -5.096         -0.58268         -0.35057         -0.03107
          -11.627         -0.06367          0.02339         -0.82113
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.584          -0.2601            2.257           2.6955
           -6.769          -0.3688            1.666           1.6907
           -4.241          -0.5754            1.207           0.9554
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.3951          -0.9036            10.91            6.229
          -0.4988           0.6134            11.10            5.954
           0.3326           0.2703            10.51            7.133
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.689        -0.005231            6.930         -0.53612
            5.293        -0.311075            6.424         -0.28041
            6.473        -0.117961            5.457         -0.03815
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.647            1.844           -4.109         -0.06504
            7.853            3.498           -2.977         -0.43161
            5.088            1.999           -4.712         -0.29053
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.6757         -0.09267            0.655          -12.435
          -3.4711          0.02914            5.338           -3.285
          -1.6815          0.13559            0.309           -6.456
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6211           3.7270            3.987            3.310
          -0.1027           2.4181            2.515            2.828
           0.1114           0.7435            1.112            1.444
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.171           1.0837          -10.357          -1.0880
           -7.247           3.1046           -9.965          -0.4234
           -8.061           0.5407           -9.916          -0.7083
 rnd_95776.volume rnd_95787.volume
           -77.62           -60.84
           -55.67           -62.80
           -54.07           -63.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.760 4.357 18.45 11.20 14.12 1.461 2.925 7.898 9.418 7.255 5.479
[2,] 6.772 4.369 19.25 12.77 14.94 1.474 2.964 7.901 9.456 9.311 5.835
[3,] 6.803 4.398 20.77 13.33 15.95 1.478 3.077 8.114 9.786 9.388 6.261
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 5.650 4.681 5.829 6.223 7.319 7.275  9.966 13.94  9.463 19.93 3.812
[2,] 7.904 4.781 6.728 7.539 7.516 7.837 10.246 14.85 10.100 21.30 4.245
[3,] 8.485 4.820 7.920 8.679 7.664 8.640 11.228 15.43 10.838 23.14 4.432
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 24.03 13.55 0.7707 12.48 12.01 1.993 11.49 0.9868 12.05 2.972 1.952
[2,] 29.02 14.00 0.8306 13.50 14.12 2.157 12.53 1.0454 13.59 3.131 2.082
[3,] 30.16 14.59 0.8736 14.81 14.45 2.352 13.26 1.0902 14.52 3.377 2.182
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.19 12.66 12.89 8.225 6.545 7.575 2.868 5.663 1.991 6.968 7.598
[2,] 14.59 13.77 14.89 8.242 7.066 7.653 2.886 5.692 1.993 7.322 8.354
[3,] 15.77 14.42 15.33 8.296 7.073 7.970 2.906 5.718 1.994 7.912 8.831
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.651 1.789 6.845 7.716  9.423 4.082 8.196 7.000 2.277 5.474 4.562
[2,] 3.913 1.917 7.325 7.734  9.786 4.241 9.234 7.328 2.364 8.390 6.510
[3,] 4.384 1.964 7.832 9.322 10.874 4.500 9.679 7.594 2.382 8.746 7.165
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.551 2.973 6.734 1.313 3.983 2.056 4.204 5.648 4.634 6.825 2.443
[2,] 5.554 5.127 6.737 1.315 5.163 2.134 4.262 5.699 5.680 6.995 2.470
[3,] 7.240 6.570 6.746 1.319 6.204 2.232 4.657 5.801 5.792 7.113 2.475
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 14.58   5.6 5.545 2.135 6.952 5.318 7.770 7.598 8.419  8.795 4.844
[2,] 14.58   5.6 7.266 2.176 7.009 7.113 8.147 9.179 8.876  9.332 7.159
[3,] 14.65   5.6 7.369 2.206 7.123 7.125 8.216 9.195 9.478 10.311 8.738
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.125 5.557 4.572 6.911 4.019 3.423 3.411 5.302 5.071 12.08  9.031
[2,] 2.126 6.374 4.620 7.524 4.074 3.615 3.412 6.521 5.071 12.08  9.051
[3,] 2.136 7.486 4.627 8.412 4.111 3.709 3.414 6.615 5.071 12.25 10.105
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.978 3.290 2.590 2.452 4.956 4.445 0.9811 2.337 23.80 13.59
[2,] 3.002 3.788 3.478 3.424 4.973 4.567 1.0281 2.344 25.26 13.98
[3,] 3.002 3.798 3.598 3.632 5.120 4.826 1.0694 2.353 28.76 14.33
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   8.584   5.533   23.42   14.23   17.93   1.855   3.715   10.03
[2,] 459.272 354.377 6163.10 6865.07 5482.25 216.599 534.811  239.72
[3,] 727.986 569.137 8759.00 4300.34 6253.19 130.790 927.078 2069.25
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   11.96    9.213    6.957    7.175    5.944    7.402    7.903
[2,]  955.48 6544.076 2252.516 6196.961 1088.593 3769.014 4770.983
[3,] 2824.16 1348.646 2544.181 3462.074  689.733 4684.496 4821.557
        [,16]    [,17]   [,18]  [,19]   [,20]    [,21]    [,22]    [,23]
[1,]    9.294    9.237   12.65   17.7   12.02    25.31    4.841    30.51
[2,] 1915.485 3270.461 2666.80 5727.5 3956.96  8429.75 2094.051 18242.09
[3,] 1681.799 4077.071 5151.19 4704.0 4408.15 10132.57 1426.135  9227.65
       [,24]    [,25]   [,26]   [,27]    [,28]  [,29]   [,30]  [,31]
[1,]   17.21   0.9787   15.85   15.25    2.531   14.6   1.253   15.3
[2,] 3918.86 347.0852 5755.81 8318.82  923.960 5598.6 387.100 7052.1
[3,] 4604.35 303.5361 6845.69 3467.92 1052.737 4857.5 346.566 5742.7
        [,32]   [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]
[1,]    3.774   2.479   18.02   16.08   16.37   10.44    8.311    9.619
[2,] 1106.288 811.509 3778.41 6069.44 8369.42  583.46 2987.134 1223.748
[3,] 1419.041 733.822 6738.52 4815.82 4055.85 1064.22  348.468 2496.023
       [,40]   [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   3.642   7.191  2.529    8.848    9.649    4.637   2.272    8.693
[2,] 353.587 641.024 84.587 2522.870 3891.940 1577.286 771.745 2922.403
[3,] 382.907 614.561 66.852 3362.179 3212.053 2217.995 479.138 3108.921
        [,48]   [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    9.799   11.97    5.184   10.41    8.888   2.891    6.951    5.793
[2,]  576.154 2963.80 1288.254 4769.69 2433.982 711.977 7129.999 5208.373
[3,] 5836.302 5315.02 1686.471 3253.29 2232.955 332.901 2767.945 3354.847
       [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    5.78    3.775   8.551   1.667    5.058   2.611    5.338    7.171
[2,] 3568.75 4684.134 219.421  80.194 3683.981 638.922  783.575  853.762
[3,] 5209.14 4606.257 388.372 122.370 3857.057 735.424 2104.504 1215.492
        [,64]    [,65]   [,66]   [,67]  [,68]    [,69]   [,70]    [,71]
[1,]    5.885    8.667   3.102   18.51  7.111    7.041   2.711    8.828
[2,] 3683.156 1715.819 414.922  252.66 77.967 5266.144 473.581 1003.714
[3,] 1267.595 1452.187 165.640 1599.01 17.540 1372.789 404.313 1420.387
        [,72]    [,73]    [,74]   [,75]   [,76]   [,77]   [,78]    [,79]
[1,]    6.754    9.867    9.649   10.69   11.17    6.15   2.698    7.057
[2,] 5296.806 2745.866 5775.072 3153.05 3497.97 5910.96  70.081 3500.948
[3,]  465.479 1195.387  602.509 3728.39 4917.39 5619.66 234.778 4402.087
       [,80]    [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]
[1,]   5.806    8.776   5.103    4.347   4.332    6.733  6.439   15.33
[2,] 745.004 3334.337 751.503 1303.709  54.866 4256.686 17.128   43.26
[3,] 289.430 4218.976 618.181  928.016 143.074 1249.157 18.750 2324.59
       [,88]   [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]
[1,]   11.47   3.781    4.178    3.289    3.114    6.293    5.644   1.246
[2,]  671.94 427.657 2104.499 2603.868 2678.993  472.692 1176.460 344.725
[3,] 5039.08   8.254  321.347 1030.478 1359.408 1364.211 1748.860 330.162
       [,96]    [,97]   [,98]
[1,]   2.968    30.22   17.26
[2,] 198.265  9499.67 3670.51
[3,] 231.164 15423.56 3499.92
[1] "--- VAR model 2017-10-07 08:31:00  completed"
[1] "Completed training sample:  2017-10-07 08:31:00 - 2017-10-07 16:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 09:01:00 - 2017-10-07 17:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.165         -0.6449         -56.02         -57.94
           2.912         -0.5426         -52.09         -60.64
           3.835         -0.3778         -45.94         -54.19
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -68.36         1.0072            1.888           0.7604
         -69.92         0.3506            1.412           2.5899
         -74.28         0.2278            1.110           1.8352
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.573            6.248            5.264          -11.075
            5.008            2.952            2.381           -9.731
            2.947            4.509            4.084           -5.329
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2939           -1.429           0.4457           -5.665
           1.1538           -3.881          -1.3848           -3.689
           0.9200           -4.107          -1.9308           -2.992
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.842           -8.151           -7.129            17.80
          -10.376           -7.287           -6.506            15.62
           -8.881           -8.191           -7.030            15.10
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -53.62           -8.586           -99.57           -60.76
           -50.45           -8.955          -119.36           -62.41
           -46.03           -8.872          -112.69           -60.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.052           -66.35           -69.20           -16.76
           -9.078           -52.76           -61.86           -16.55
           -9.036           -58.93           -66.67           -16.56
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -57.58           -8.845           -55.02           -28.14
           -60.77           -8.786           -56.46           -28.14
           -54.20           -8.827           -55.36           -28.16
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.82           -64.63           -73.23           -69.47
           -13.33           -69.51           -78.45           -69.06
           -13.62           -68.11           -77.14           -71.27
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8996          -3.2659          -3.1017          0.54714
           1.1194          -4.7397           3.6740          0.48894
           1.1824          -0.8028           0.4039         -0.02235
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.35298          0.05958           -30.81           -29.17
         -0.08098          0.08152           -28.65           -28.17
          0.05637         -0.05183           -28.81           -28.25
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3887           -3.231           -37.55           11.287
           1.6191           -2.499           -39.47           -1.006
           2.0093           -3.669           -37.33            5.954
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.635           -5.266           -23.47            9.689
            1.693           -3.273           -16.34            8.320
            3.524           -2.904           -23.21           10.272
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.625           -18.59           -12.11           -19.02
           -1.588           -23.58           -15.07           -15.49
           -1.644           -18.52           -11.36           -17.51
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.392          -1.9651        -0.002939           -13.18
          -14.064          -0.4610        -0.040618           -13.54
          -15.474           0.5918        -0.062528           -14.09
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.584          -11.896           0.4041           -4.816
           -1.678           -4.544           2.3106          -10.276
           -1.642           -8.599           3.2325           -4.505
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.309          -0.7556          -2.4067          -0.1584
           -6.881          -0.6603          -1.7229           0.6792
           -6.682          -0.1866          -0.7259          -0.4728
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.399          -1.3956            9.965           17.636
           -7.861          -0.7883           10.710            6.178
           -7.314          -0.6887            9.410            7.366
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.902           19.124            3.619            18.39
           -1.950            3.459            3.453            13.19
           -1.201            4.268            5.346            11.80
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.733          0.13384            3.197          0.11304
           19.345         -0.09164           15.674          0.07953
            8.093         -0.01934           12.052          0.01992
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.639           0.2467           -2.991         -0.40479
            8.930          -0.7209           -3.256         -0.18382
           13.355          -0.9742           -2.590         -0.05915
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.479         -0.18020          -2.5480          -1.8545
           -3.773         -0.21279           0.1742          -0.7841
           -3.224         -0.06521          -0.4472          -0.9899
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.616976            6.199            6.326            5.774
         0.005045            3.940            2.919            3.855
         0.433101            2.622            1.874            2.390
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.969         -1.53097           -10.66          -0.5203
           -2.324          2.32581           -10.69          -0.5368
           -6.025          0.07813           -10.18          -0.7193
 rnd_95776.volume rnd_95787.volume
           -68.22           -63.51
           -61.48           -66.77
           -69.85           -65.33
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.003 4.441 18.54 11.51 14.09 1.540 2.893 7.890 9.475 7.273 5.582
[2,] 7.036 4.452 19.33 13.01 14.87 1.553 2.928 7.895 9.514 9.338 5.928
[3,] 7.081 4.496 20.83 13.67 15.90 1.563 3.042 8.062 9.824 9.407 6.348
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 5.813 4.630 5.832 6.238 6.925 7.200  9.894 14.03  9.234 18.72 4.071
[2,] 8.065 4.728 6.808 7.592 7.124 7.644 10.147 14.99  9.876 19.70 4.323
[3,] 8.638 4.769 8.055 8.751 7.217 8.307 11.283 15.55 10.564 21.47 4.470
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 24.70 14.56 0.8025 12.31 12.25 1.973 12.10 1.019 12.15 3.147 2.023
[2,] 30.94 15.15 0.8495 13.42 14.82 2.112 12.94 1.067 13.73 3.426 2.181
[3,] 32.48 16.77 0.8941 15.00 15.38 2.298 13.95 1.116 14.72 3.757 2.295
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.46 13.78 12.99 8.241 6.571 7.779 2.905 5.790 2.064 6.849 7.520
[2,] 14.92 14.40 15.01 8.249 7.179 7.864 2.921 5.827 2.064 7.234 8.291
[3,] 16.19 15.57 15.50 8.285 7.189 8.185 2.945 5.853 2.069 7.793 8.758
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 3.825 1.961 6.912 7.912  9.702 4.248  8.460 6.992 2.288 5.446 4.544
[2,] 4.058 2.153 7.370 7.934 10.060 4.438  9.606 7.304 2.373 8.441 6.795
[3,] 4.553 2.292 7.836 9.551 11.122 4.706 10.033 7.595 2.396 8.844 7.497
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.577 2.833 6.874 1.321 4.037 2.053 4.234 5.677 4.604 6.831 2.458
[2,] 5.625 5.145 6.884 1.322 5.248 2.135 4.281 5.720 5.645 7.012 2.485
[3,] 7.334 6.841 6.897 1.329 6.363 2.230 4.692 5.802 5.761 7.147 2.489
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 14.86 5.686 5.686 2.156 7.212 5.315 7.977 7.772 8.344  8.515 4.819
[2,] 14.87 5.687 7.540 2.197 7.355 7.202 8.338 9.450 8.876  9.227 7.271
[3,] 14.95 5.688 7.662 2.228 7.542 7.244 8.419 9.469 9.362 10.324 8.770
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]  [,88]
[1,] 2.165 5.646 4.587 6.864 4.140 3.469 3.448 5.341 5.211 12.07  9.015
[2,] 2.165 6.639 4.627 7.584 4.199 3.677 3.448 6.591 5.211 12.07  9.042
[3,] 2.178 7.633 4.634 8.427 4.239 3.776 3.451 6.699 5.211 12.26 10.056
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 3.109 3.356 2.717 2.479 5.054 4.533 0.9792 2.366 24.10 14.49
[2,] 3.142 3.753 3.668 3.533 5.075 4.665 1.0226 2.372 25.82 15.11
[3,] 3.143 3.872 3.776 3.714 5.235 4.926 1.0594 2.383 29.37 16.28
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   8.893   5.639   23.54   14.62   17.89   1.955   3.673   10.02
[2,] 774.651 359.599 6207.48 6880.48 5401.94 232.086 516.831  288.88
[3,] 903.800 716.558 8836.84 4786.53 6409.11 199.033 937.061 1859.51
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   12.03    9.236    7.089    7.382    5.879    7.405    7.921
[2,]  977.41 6656.536 2265.297 6355.083 1091.310 3994.184 4919.452
[3,] 2783.25 1296.982 2583.319 3516.638  707.143 4892.303 4945.955
        [,16]    [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]
[1,]    8.793    9.143   12.56   17.81   11.73   23.77    5.17    31.36
[2,] 1900.216 2918.490 2557.35 6016.52 3980.74 6961.49 1653.18 21194.79
[3,] 1316.838 3697.153 5609.79 4698.24 4262.82 9723.96 1292.05 11231.64
       [,24]   [,25]   [,26]   [,27]    [,28]   [,29]   [,30]   [,31]
[1,]   18.49   1.019   15.63   15.55    2.506   15.36   1.294   15.43
[2,] 4768.77 316.621 6079.96 9487.32  857.076 5204.13 361.159 7266.11
[3,] 8180.58 317.050 7617.28 4651.52 1027.289 5938.77 371.613 6035.87
        [,32]   [,33]   [,34]  [,35]   [,36]  [,37]    [,38]    [,39]
[1,]    3.996   2.568   18.36   17.5   16.49  10.46    8.344    9.878
[2,] 1538.884 928.374 4178.99 4721.0 8552.59 410.59 3285.328 1314.719
[3,] 1753.955 811.603 7135.13 6738.0 4384.10 881.58  442.607 2579.361
       [,40]   [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   3.688   7.352   2.621    8.698    9.549    4.857    2.49    8.777
[2,] 355.757 754.409  40.342 2646.492 3968.932 1543.331 1010.57 2908.145
[3,] 421.867 619.839 160.634 3293.452 3208.494 2347.241  893.57 3026.019
       [,48]   [,49]    [,50]   [,51]    [,52]   [,53]    [,54]   [,55]
[1,]   10.05   12.32    5.394   10.74    8.878   2.905    6.916    5.77
[2,]  672.47 3021.47 1463.359 5171.96 2403.505 715.989 7331.147 5742.94
[3,] 6044.69 5392.18 1778.187 3289.49 2364.070 376.561 3000.237 3599.09
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    5.812    3.598   8.728   1.677    5.126   2.607    5.377    7.209
[2,] 3715.873 4882.278 428.680  65.226 3811.665 664.903  716.403  794.072
[3,] 5350.026 5124.263 476.682 154.435 4090.926 731.153 2183.884 1109.144
        [,64]    [,65]   [,66]   [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    5.847    8.675   3.122   18.88   7.221    7.221   2.737    9.158
[2,] 3712.176 1796.068 410.035  362.30 108.647 5628.784 480.314 1640.437
[3,] 1308.512 1572.747 160.614 1805.00 116.282 1550.803 420.915 1898.956
        [,72]   [,73]    [,74]  [,75]   [,76]   [,77]   [,78]   [,79]
[1,]    6.749   10.13    9.869   10.6   10.81    6.12   2.749    7.17
[2,] 5523.977 2756.96 6112.151 3440.5 4040.66 6188.55  45.648 3971.04
[3,]  888.427 1326.77  680.469 3385.5 5263.46 5573.54 272.299 4279.56
       [,80]    [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]
[1,]   5.824    8.716   5.258    4.406   4.378    6.783  6.617   15.33
[2,] 691.504 3666.055 797.163 1384.233  65.008 4390.153  5.401  182.79
[3,] 286.807 4175.746 653.934  978.243 166.824 1356.455 69.470 2457.63
       [,88]   [,89]    [,90]   [,91]    [,92]    [,93]    [,94]   [,95]
[1,]   11.45   3.948    4.262    3.45    3.149    6.418    5.757   1.243
[2,]  780.26 515.529 1908.769 2800.82 2861.027  528.826 1248.652 334.980
[3,] 5002.87  65.393 1084.634 1019.75 1302.803 1458.462 1798.765 314.975
       [,96]   [,97]  [,98]
[1,]   3.004    30.6   18.4
[2,] 199.571 10524.1 4845.8
[3,] 253.516 15915.2 6907.2
[1] "--- VAR model 2017-10-07 09:01:00  completed"
[1] "Completed training sample:  2017-10-07 09:01:00 - 2017-10-07 17:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 09:31:00 - 2017-10-07 17:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.5649         -0.2325         -70.34         -62.64
          0.2292          0.5147         -74.27         -57.01
          1.0664          0.1993         -70.52         -62.25
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -66.71         0.4333           1.0716            1.739
         -72.20         0.3107           0.9142            1.158
         -68.86         0.5825           0.9288            0.732
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.161           -1.231            4.753           -17.35
            3.408            2.906            5.639           -16.69
            1.052            3.143            6.500           -13.14
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.6532           -5.403           -3.497           -3.846
           0.6681           -8.689           -6.702           -4.261
           2.2857           -7.345           -4.895           -3.917
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.22           -9.016          -2.5650            14.58
           -15.13           -9.528          -1.3335            14.25
           -12.54           -9.019          -0.9062            13.94
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -70.23           -8.367           -143.9           -54.75
           -72.33           -7.854           -148.4           -59.91
           -66.13           -8.016           -149.2           -58.95
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.206           -62.82           -70.20           -15.69
           -9.242           -64.55           -64.74           -15.45
           -9.262           -68.71           -66.83           -15.27
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.80           -10.71           -53.45           -26.41
           -63.93           -10.62           -57.15           -26.32
           -66.68           -10.52           -56.38           -26.05
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.83           -71.40           -66.98           -65.15
           -12.76           -72.22           -72.76           -64.25
           -12.53           -71.32           -74.69           -67.57
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.612           -1.896            1.191          0.21610
            1.466           -3.381            5.598          0.04699
           -1.051           -3.014            2.107          0.01847
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.07008          0.04335           -24.14           -28.15
          0.15429          0.30045           -22.42           -26.07
         -0.07938         -0.21401           -22.56           -24.50
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.761           -2.727           -25.75            15.36
            4.958           -2.060           -26.58            15.61
            3.791           -1.914           -27.74            14.48
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.762         -1.00056           -20.24           10.466
          -10.772          0.49289           -16.39           12.042
           -1.329          0.06803           -23.92            9.885
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.0093           -20.48           -18.86           -18.31
          -0.8613           -14.88           -13.92           -15.10
          -0.8186           -13.18           -11.13           -12.00
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -12.58           0.9648         -0.12463           -16.63
           -18.06          -0.1934         -0.20638           -14.16
           -13.10          -1.1355         -0.07835           -17.10
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9784           -9.329            0.461           -8.242
          -0.5590           -6.986            1.834           -9.498
          -0.8939          -10.829            1.996           -6.787
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.656         -0.55289           -2.365           0.6737
           -8.747         -0.03611           -3.386          -1.8692
           -7.472         -0.11529           -1.677           1.6375
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.846          -1.3495            4.877           11.025
           -6.520          -0.8459            3.475            2.080
           -8.825          -0.4006            5.371            2.242
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.2602           7.3034            6.380            5.987
          -0.1287           1.2208            7.894           12.086
           0.6859           0.7964            5.696            5.234
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.432           0.6845            7.791           1.2251
           13.803           0.6031            0.550           0.5002
            6.503           0.4862           10.929           0.2158
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          13.7835            2.723           -4.396          0.36735
          -0.5706            1.803           -2.785          0.19264
          10.4733            3.238           -2.334         -0.06322
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.754         -0.03681           2.3490           -1.516
           -2.162         -0.08811          -1.1396           -3.064
           -3.678         -0.02425           0.4106           -1.284
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.8619           -1.340           -1.842          -1.1416
           0.7641            7.353            1.741           0.3789
           0.3674            1.025            5.876           7.3359
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.188          1.48498           -10.96          -0.6619
           -3.882         -0.04179           -10.99          -0.7650
           -6.100          0.29477           -10.99          -0.5280
 rnd_95776.volume rnd_95787.volume
           -32.97           -55.24
           -29.79           -52.62
           -23.92           -58.56
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.098 4.601 18.65 12.65 14.40 1.578 2.919 7.904 9.536 7.356 5.604
[2,] 7.141 4.620 19.40 14.24 15.19 1.595 2.971 7.906 9.583 9.505 5.959
[3,] 7.196 4.671 20.90 14.86 16.28 1.603 3.076 8.060 9.876 9.561 6.403
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 5.949 4.686 5.887 6.303 7.020 6.968  9.917 14.03  9.049 19.01 4.063
[2,] 8.201 4.773 6.917 7.645 7.171 7.414 10.088 15.08  9.648 20.05 4.311
[3,] 8.790 4.817 8.198 8.802 7.316 8.125 11.350 15.66 10.396 21.87 4.456
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 25.03 14.71 0.8428 12.60 12.52 1.996 12.19 1.041 12.11 3.235 2.322
[2,] 31.47 15.26 0.9221 14.15 15.15 2.124 13.04 1.099 13.72 3.529 2.435
[3,] 33.06 16.84 0.9773 15.22 15.72 2.313 14.11 1.161 14.74 3.879 2.665
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.59 14.21 12.89 8.224 6.621 7.944 2.896 5.929 2.090 7.000 7.401
[2,] 15.10 14.93 14.98 8.237 7.238 8.031 2.912 5.986 2.090 7.391 8.193
[3,] 16.37 16.13 15.47 8.274 7.246 8.349 2.933 6.012 2.095 7.970 8.665
     [,45] [,46] [,47] [,48] [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 3.852 1.994 6.926 7.900  9.89 4.327  8.647 6.976 2.309 5.473 4.496
[2,] 4.104 2.156 7.329 7.927 10.27 4.526  9.825 7.263 2.389 8.454 6.859
[3,] 4.609 2.295 7.782 9.622 11.32 4.766 10.284 7.539 2.410 8.881 7.574
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.577 2.804 6.887 1.330 4.030 2.081 4.261 5.768 4.698 6.904 2.446
[2,] 5.599 5.107 6.900 1.331 5.287 2.152 4.304 5.840 5.695 7.088 2.465
[3,] 7.293 6.892 6.911 1.335 6.383 2.266 4.693 5.956 5.827 7.229 2.471
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 14.92 5.833 5.686 2.213 7.425 5.559 8.017 7.830 8.373  8.561 4.952
[2,] 14.93 5.833 7.670 2.247 7.614 7.265 8.399 9.563 8.915  9.162 7.326
[3,] 15.06 5.836 7.790 2.275 7.791 7.311 8.490 9.583 9.430 10.243 8.821
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.233 5.921 4.661 7.165 4.209 3.513 3.470 5.299 5.267 12.20 8.951
[2,] 2.237 6.607 4.704 7.894 4.264 3.742 3.470 6.495 5.268 12.20 8.973
[3,] 2.267 7.576 4.716 8.677 4.310 3.837 3.475 6.593 5.268 12.39 9.942
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.093 3.413 2.715 2.456 5.173 4.598 1.028 2.403 23.67 14.70
[2,] 3.293 3.901 3.659 3.552 5.197 4.717 1.088 2.410 25.46 15.33
[3,] 3.318 4.309 3.819 3.791 5.347 5.002 1.149 2.420 29.07 16.50
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    9.013   5.842   23.68   16.06   18.28   2.004   3.706   10.04
[2,]  904.621 496.042 6224.01 7600.20 5617.62 264.528 643.985  226.08
[3,] 1037.461 797.659 9022.19 4909.50 6795.55 189.689 924.609 1816.86
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   12.11    9.341    7.117    7.555    5.951    7.476    8.004
[2,] 1106.33 6986.262 2350.406 6550.509 1048.540 4215.268 5021.887
[3,] 2769.79 1197.220 2718.611 3672.251  760.371 5106.793 5062.725
        [,16]    [,17]   [,18]   [,19]   [,20]    [,21]    [,22]    [,23]
[1,]    8.915    8.849   12.59   17.81   11.49    24.14    5.159    31.79
[2,] 1695.992 2937.496 2146.00 6415.90 3883.31  7388.70 1674.106 22142.43
[3,] 1684.388 3859.059 6037.54 4917.57 4495.25 10144.88 1307.886 11750.34
       [,24]  [,25]   [,26]  [,27]    [,28]   [,29]   [,30]   [,31]
[1,]   18.68   1.07   15.99   15.9    2.535   15.48   1.323   15.37
[2,] 4737.89 434.15 7483.41 9898.6  841.602 5364.99 407.973 7500.87
[3,] 8247.61 375.80 6493.58 4878.2 1063.110 6263.49 435.368 6255.17
        [,32]    [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]
[1,]    4.108    2.949   18.53   18.04   16.37  10.44    8.408   10.09
[2,] 1635.632  851.500 4535.41 5311.79 8842.27 539.94 3393.309 1367.59
[3,] 1870.626 1257.161 7333.04 7100.54 4492.97 900.08  403.627 2646.18
       [,40]   [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   3.678   7.529   2.654    8.889    9.398    4.891   2.532    8.795
[2,] 349.336 952.891  16.286 2751.116 4077.880 1645.522 952.021 2781.485
[3,] 404.170 646.163 167.301 3462.755 3274.621 2434.014 911.644 3037.076
       [,48]   [,49]    [,50]   [,51]    [,52]   [,53]   [,54]    [,55]
[1,]   10.03   12.56    5.495   10.98    8.858   2.932    6.95    5.709
[2,]  754.74 3204.57 1538.991 5414.39 2345.924 710.767 7477.58 6012.689
[3,] 6329.21 5518.82 1732.907 3524.88 2345.973 368.468 3159.20 3727.065
        [,56]   [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    5.812    3.56   8.746   1.689    5.117   2.643    5.411    7.325
[2,] 3743.169 4953.86 479.777  47.649 3973.157 636.672  705.833 1061.484
[3,] 5423.288 5371.66 451.216 121.898 4149.464 822.185 2169.838 1353.518
        [,64]    [,65]   [,66]   [,67]   [,68]   [,69]  [,70]    [,71]
[1,]    5.965    8.767   3.106   18.94   7.407    7.22   2.81    9.429
[2,] 3737.107 1866.136 354.853  724.05  36.546 5974.98 454.90 1954.679
[3,] 1427.821 1648.170 193.245 2272.90 200.362 1580.15 413.94 1917.593
        [,72]   [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]
[1,]    7.059   10.18    9.943   10.63   10.87    6.289   2.836    7.519
[2,] 5427.163 2904.50 6372.119 3552.67 3787.97 6264.874 145.090 3401.935
[3,]  951.073 1440.10  722.268 3565.34 5314.59 5702.819 426.392 4302.803
       [,80]    [,81]   [,82]    [,83]   [,84]   [,85]  [,86]   [,87]
[1,]   5.919    9.099   5.345    4.461   4.407    6.73  6.689   15.49
[2,] 739.940 3844.080 787.984 1494.866  10.955 4358.80 78.589  170.49
[3,] 380.146 4180.464 732.959  986.360 213.817 1311.09 34.050 2498.17
       [,88]    [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]
[1,]   11.37    3.927    4.334    3.447    3.119    6.569    5.839   1.305
[2,]  732.08 1314.231 2193.602 2846.274 2977.874  581.657 1224.935 413.914
[3,] 4969.19  470.038 2123.426 1272.985 1539.867 1461.766 1930.365 427.961
       [,96]    [,97]   [,98]
[1,]   3.051    30.06   18.66
[2,] 217.851 10883.87 5048.63
[3,] 257.329 16276.92 7093.05
[1] "--- VAR model 2017-10-07 09:31:00  completed"
[1] "Completed training sample:  2017-10-07 09:31:00 - 2017-10-07 17:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 10:01:00 - 2017-10-07 18:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.744        -0.61839         -66.57         -54.65
           3.332        -0.31549         -69.26         -57.66
           2.462        -0.08576         -67.52         -58.57
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -54.76        -0.4605            1.814          -0.1818
         -53.20        -0.3004            2.456          -1.0463
         -52.73        -0.2437            1.428          -1.1001
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.073          -3.0646           0.9252           -20.28
           -1.019           0.2146           0.5476           -11.18
           -1.211          -4.4287          -1.4059           -12.67
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6530           -6.262          -10.108          -3.2738
           0.9165          -11.424           -9.140          -1.2944
          -0.5614           -4.762           -4.873          -0.8813
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.342           -4.219           -1.593            19.94
          -11.490           -2.997           -2.668            19.33
           -7.662           -5.692           -3.147            18.26
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -69.81           -8.435           -137.4           -62.03
           -71.22           -8.477           -133.9           -70.30
           -69.67           -8.043           -140.5           -70.54
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -10.066           -62.00           -74.60           -17.20
           -9.883           -65.62           -66.75           -17.04
          -10.007           -63.96           -68.94           -17.47
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -54.21           -10.56           -39.04           -23.71
           -60.48           -10.43           -53.44           -23.88
           -62.04           -10.57           -52.57           -24.02
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.57           -61.80           -58.09           -56.74
           -14.83           -56.65           -57.59           -66.45
           -15.15           -54.16           -55.84           -63.07
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.124           -2.195           0.1794          0.52196
            2.443           -5.661           1.6850          0.01300
            3.058           -1.075           1.1922          0.05025
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.18366          0.22263           -25.78           -27.00
         -0.10965         -0.03676           -26.42           -28.24
          0.02801         -0.38337           -26.01           -28.78
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1321           -4.890           -33.89            9.613
           0.5428           -3.770           -33.88           15.975
           0.6273           -4.341           -34.47           10.808
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.089           -4.261           -23.10           12.022
           -1.895           -4.046           -15.59           10.901
            4.153           -4.159           -20.15            9.192
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.1323           -16.58           -11.44           -12.14
          -0.9017           -14.01           -15.87           -15.07
          -1.3481           -16.72           -11.23           -10.73
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -10.56          -0.2952          0.08908           -11.71
           -12.16          -0.4474          0.04502           -10.79
           -15.40          -0.3519         -0.05488           -13.15
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.462           -9.325         -0.08632          -10.395
           -0.917           -6.717          0.79148           -7.841
           -1.127           -6.982          0.46361           -6.202
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.491          -0.1882          -1.4001         -0.02358
           -6.033          -0.5208          -0.9636          2.02345
           -5.787          -0.2041          -0.5014         -0.58957
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.141          -1.1698           12.231           10.205
           -8.271          -0.4274           10.258            7.350
           -6.155          -0.5990            9.139            6.201
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.942            8.681           11.990            15.21
           -3.796            2.480           12.172            15.67
           -2.301            2.568            9.368            14.25
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.711           1.0478            8.254           1.8441
           15.820           0.6514            6.803           0.9693
           10.815           0.4572           12.350           0.7222
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.309          -0.3827           -2.023           0.1293
            6.399          -0.8213           -3.529           0.1328
           10.684          -0.5310           -2.204           0.1945
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.889          0.02377           0.5225           2.0013
           -4.836          0.09372          -1.2068          -0.6530
           -2.136         -0.03910           0.1596           0.8471
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.773            3.516            3.718            5.409
            2.736            5.578            4.944            4.614
            2.079            5.079            5.759            5.732
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.901           2.2608           -11.47          -0.3927
           -2.984          -1.2753           -11.69          -0.6542
           -4.179           0.3034           -12.13          -0.4015
 rnd_95776.volume rnd_95787.volume
           -27.73           -63.55
           -51.95           -63.10
           -27.10           -66.03
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 7.143 4.750 18.88 12.62 14.49 1.620 3.010 8.220  9.722 7.545 5.588
[2,] 7.226 4.783 19.62 14.05 15.26 1.635 3.045 8.223  9.797 9.777 5.979
[3,] 7.290 4.818 21.21 14.67 16.37 1.641 3.135 8.347 10.057 9.824 6.444
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.032 4.731 5.839 6.375 7.134 6.877 10.13 14.91  8.861 19.04 4.073
[2,] 8.252 4.822 6.876 7.733 7.313 7.326 10.29 15.70  9.476 20.02 4.322
[3,] 8.870 4.880 8.125 8.786 7.458 8.162 11.41 16.31 10.241 21.86 4.470
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 24.97 14.60 0.8419 12.79 12.46 1.973 12.07 1.040 12.30 3.312 2.358
[2,] 31.53 15.15 0.9198 14.34 15.17 2.106 12.74 1.103 13.90 3.608 2.485
[3,] 32.99 16.65 0.9765 15.41 15.76 2.290 13.82 1.167 15.01 3.958 2.716
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.52 14.30 13.23 8.151 6.535 8.055 2.932 6.005 2.078 7.111 7.514
[2,] 15.05 15.08 15.26 8.159 7.037 8.152 2.954 6.063 2.078 7.442 8.365
[3,] 16.44 16.18 15.77 8.198 7.051 8.477 2.980 6.086 2.083 8.079 8.822
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.042 2.156 6.776 7.819  9.918 4.547  8.843 6.993 2.318 5.545 4.754
[2,] 4.286 2.326 7.082 7.845 10.301 4.704  9.976 7.290 2.402 8.528 6.748
[3,] 4.808 2.455 7.586 9.610 11.354 4.988 10.487 7.561 2.418 8.922 7.419
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.601 2.788 7.010 1.322 4.023 2.091 4.246 5.784 4.719 6.821 2.431
[2,] 5.610 5.315 7.020 1.322 5.386 2.150 4.283 5.830 5.689 7.015 2.444
[3,] 7.349 6.839 7.033 1.326 6.635 2.265 4.701 5.924 5.823 7.179 2.450
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75]  [,76] [,77]
[1,] 15.09 5.894 5.839 2.176 7.531 5.612 8.072 7.783 8.423  8.390 4.989
[2,] 15.11 5.895 7.767 2.215 7.816 7.246 8.459 9.718 8.990  9.077 7.209
[3,] 15.20 5.897 7.885 2.245 8.077 7.326 8.559 9.757 9.446 10.157 8.738
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.331 6.243 4.764 7.345 4.243 3.517 3.385 5.281 5.355 12.08 8.809
[2,] 2.351 6.861 4.852 7.994 4.295 3.762 3.386 6.442 5.355 12.08 8.845
[3,] 2.394 7.825 4.883 8.653 4.331 3.861 3.393 6.537 5.356 12.28 9.840
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.170 3.530 2.783 2.498 5.131 4.558 1.039 2.453 23.82 14.74
[2,] 3.435 4.054 3.799 3.714 5.169 4.680 1.096 2.460 25.51 15.39
[3,] 3.477 4.576 4.124 3.984 5.360 4.985 1.167 2.470 29.19 16.60
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    9.07   6.032    23.98   16.03   18.41   2.057   3.823   10.44
[2,] 1362.98 694.677  6658.85 7707.47 5960.48 276.196 573.481  310.75
[3,] 1199.03 720.770 10052.81 5237.54 7379.01 168.080 930.142 1787.44
        [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]    [,16]
[1,]   12.34    9.582    7.096    7.66    6.007    7.414    8.095    9.059
[2,] 1508.93 7753.739 2652.153 7021.88 1167.290 4528.853 5458.924 2005.787
[3,] 2836.24 1192.506 2995.757 4056.49  934.667 5397.423 5201.007 1826.996
        [,17]   [,18]   [,19]   [,20]    [,21]    [,22]    [,23]   [,24]
[1,]    8.733   12.86   18.93   11.25    24.18    5.172    31.71   18.55
[2,] 3148.232 2299.69 6138.88 4187.22  7727.03 1801.957 23998.30 5036.64
[3,] 4486.395 6133.65 5517.85 4842.69 10927.25 1424.362 12112.31 8617.44
       [,25]   [,26]    [,27]    [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   1.069   16.24    15.82    2.506   15.33   1.321   15.63    4.206
[2,] 461.979 8083.73 10790.14  917.835 5067.26 456.130 8056.65 1783.675
[3,] 408.809 7054.82  5324.32 1120.235 6680.51 476.103 7058.48 2028.111
        [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]   [,40]
[1,]    2.994   18.44   18.15   16.79  10.35    8.298   10.23   3.723
[2,]  979.756 4939.52 5965.95 9485.02 443.55 3253.985 1556.63 448.925
[3,] 1366.870 8228.98 7325.93 4975.28 995.12  568.199 2902.78 491.621
        [,41]   [,42]   [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]    7.626   2.638    9.03    9.541    5.132    2.737    8.604    9.929
[2,] 1040.657  29.303 2735.52 4586.561 1778.785 1089.582 2570.634  801.765
[3,]  665.643 184.280 3922.58 3494.683 2716.527  978.875 3388.581 6919.931
       [,49]    [,50]   [,51]   [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   12.59    5.775   11.23    8.88   2.943    7.042    6.037    5.842
[2,] 3469.98 1500.634 5758.77 2568.23 783.719 8078.478 5972.545 4003.686
[3,] 5955.11 2070.683 4029.78 2505.11 347.945 3273.202 3844.248 5919.829
       [,57]   [,58]   [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    3.54   8.902   1.679    5.108   2.656    5.391    7.344    5.992
[2,] 5642.37 451.072  17.296 4465.959 620.500  706.909  917.491 3962.696
[3,] 5367.11 537.755 133.818 4831.776 889.666 2416.970 1310.153 1547.303
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    8.661   3.087   19.16   7.485    7.415   2.763    9.564    7.126
[2,] 2044.028 315.156  851.69  78.246 6386.875 514.187 2607.399 5715.455
[3,] 1901.726 214.909 2069.63 190.040 1694.071 455.442 2540.268 1351.092
       [,73]    [,74]  [,75]   [,76]    [,77]  [,78]    [,79]    [,80]
[1,]   10.25    9.883   10.7   10.65    6.335   2.96    7.928    6.049
[2,] 3154.34 7256.358 3918.2 4320.05 6488.121 380.48 3546.879 1150.308
[3,] 1623.05 1092.668 3614.6 5682.06 6158.339 564.17 4691.701  677.364
        [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]   [,88]
[1,]    9.327   5.388    4.467   4.299    6.706   6.80   15.34   11.19
[2,] 3935.137 834.458 1663.859  79.130 4599.226  42.65  253.94  987.02
[3,] 4130.335 695.375 1082.033 276.732 1391.367 145.72 2760.59 5377.48
        [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]   [,96]
[1,]    4.025    4.483    3.534    3.172    6.516    5.788   1.319   3.115
[2,] 1650.161 2485.606 3225.735 3426.841  775.372 1320.833 434.962 238.467
[3,]  670.055 2646.670 1999.290 1798.360 1771.456 2143.744 499.683 274.584
        [,97]   [,98]
[1,]    30.24   18.72
[2,] 11401.55 5496.35
[3,] 17698.31 7768.89
[1] "--- VAR model 2017-10-07 10:01:00  completed"
[1] "Completed training sample:  2017-10-07 10:01:00 - 2017-10-07 18:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 10:31:00 - 2017-10-07 18:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         2.65873         0.43356         -55.25         -52.00
        -0.02826        -0.17564         -53.17         -54.42
         0.07685        -0.04161         -54.94         -51.90
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -60.37         0.3116            2.953           4.4878
         -62.93         0.7342            2.831           0.5071
         -57.18         0.1226            1.915          -0.3526
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.350           -1.957           13.198           -12.98
            3.642            9.504           11.318           -11.04
            2.435            1.247            9.728           -10.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.1808           -6.157          -1.6133           -9.584
           0.2794           -7.388          -5.4358           -9.531
           4.1427           -2.660          -0.6188           -6.387
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -18.102          -11.453           -6.466            8.991
           -8.852           -4.679           -6.491            7.553
          -11.544           -5.479           -4.120           10.332
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -51.70           -8.168           -113.6           -61.95
           -48.08           -7.887           -114.9           -54.50
           -47.46           -8.279           -109.3           -54.41
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.227           -60.95           -57.31           -16.73
           -7.945           -54.45           -60.10           -16.04
           -7.966           -57.24           -57.56           -16.03
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -53.66           -9.013           -52.55           -27.77
           -53.60           -8.850           -51.09           -27.93
           -50.13           -9.012           -52.64           -27.80
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.91           -51.54           -54.34           -65.10
           -13.02           -56.75           -50.38           -55.77
           -12.29           -56.05           -51.47           -57.56
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.045          -4.3343           2.3091       -0.0009149
            1.800          -4.5696           2.5931       -0.1093875
            1.099          -0.7511          -0.1089       -0.0359965
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1657          0.30422           -33.73           -37.65
          -0.6841          0.12887           -37.33           -37.36
           0.3191          0.02407           -35.48           -39.06
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.902           -5.048           -29.72           13.226
            3.226           -5.437           -30.57            6.784
            3.182           -5.452           -31.75            9.985
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.237            3.085           -10.06            8.091
            1.167            4.153           -15.45            9.054
            6.344            4.837           -12.96            9.503
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1656           -8.977          -15.160          -14.164
          -0.8926          -10.642           -7.866           -6.073
          -0.2874           -9.392          -10.306          -10.008
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.884           1.8181          0.16414          -10.967
          -14.694          -1.9910         -0.06878           -7.818
           -7.285          -0.7786          0.00747          -11.031
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.743           -9.506          0.10387          -13.211
           -1.797           -3.251         -0.08852           -6.335
           -1.301           -8.553         -0.26031           -4.575
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.219          -0.4079           -1.457          -0.3822
           -5.165          -0.3082           -1.633          -0.4015
           -4.954          -0.4279           -1.221           0.6042
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.082          -0.2553           10.831           11.490
           -8.051          -0.8124            7.836            5.985
           -3.428          -0.4916            9.573            4.035
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.9225          -1.1108            10.35            3.190
          -0.4451           1.2904            10.74           12.424
          -0.6366          -0.5191            11.19            7.155
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.077            1.430            1.571            2.296
            7.707            1.715            3.560            1.428
            9.462            1.246            7.786            1.113
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.2911            3.329           -3.620           0.5957
           3.6022            2.901           -1.502           0.8902
           4.8707            2.436           -2.467           0.5621
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.625        -0.039424           1.7536         -0.08159
           -5.831         0.018909          -1.4163          0.92557
           -1.626        -0.008799           0.4073          0.08792
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.235            8.614            9.525            10.92
            4.587           10.132            7.892             8.15
            2.918            7.604            9.753            10.21
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.526          -1.1549           -9.335          -0.3004
           -1.487           1.1686           -9.043          -0.4106
           -4.710           0.3523           -9.466          -0.4865
 rnd_95776.volume rnd_95787.volume
           -31.40           -56.47
           -15.46           -51.15
           -14.17           -53.93
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]   [,9]  [,10] [,11]
[1,] 7.212 4.803 17.82 12.52 14.67 1.643 2.998 8.371  9.888  7.678 5.701
[2,] 7.320 4.838 18.66 13.88 15.39 1.657 3.024 8.371  9.960  9.976 6.192
[3,] 7.420 4.893 20.22 14.48 16.62 1.665 3.106 8.451 10.141 10.030 6.656
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 6.144 4.790 5.978 6.456 7.143 6.970 10.26 15.02  8.719 19.16 4.588
[2,] 8.429 4.861 7.019 7.839 7.333 7.404 10.42 15.94  9.316 20.15 4.858
[3,] 9.015 4.946 8.263 8.881 7.505 8.308 11.60 16.62 10.059 21.94 5.048
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 24.79 14.86 0.8663 12.90 12.50 1.971 12.08 1.052 12.45 3.277 2.401
[2,] 31.41 15.36 0.9398 14.45 15.14 2.093 12.73 1.118 14.03 3.581 2.527
[3,] 32.80 16.87 0.9980 15.50 15.71 2.271 13.76 1.183 15.12 3.913 2.774
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.55 14.48 13.24 8.119 6.460 8.194 2.920 6.091 2.047 7.114 7.299
[2,] 15.03 15.30 15.33 8.125 6.984 8.299 2.945 6.142 2.047 7.526 8.154
[3,] 16.37 16.43 15.80 8.157 7.013 8.587 2.977 6.172 2.054 8.117 8.649
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.080 2.234 6.636 7.816  9.863 4.683  8.822 6.947 2.336 5.547 4.900
[2,] 4.308 2.411 6.870 7.838 10.301 4.828 10.013 7.263 2.419 8.657 6.833
[3,] 4.769 2.572 7.339 9.632 11.387 5.115 10.494 7.538 2.433 9.019 7.545
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.629 2.781 6.956 1.308 4.024 2.033 4.185 5.567 4.694 6.738 2.414
[2,] 5.597 5.416 6.967 1.309 5.398 2.099 4.226 5.597 5.622 6.831 2.429
[3,] 7.433 6.931 6.984 1.312 6.686 2.215 4.638 5.641 5.738 6.919 2.434
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 15.04 5.979 5.651 2.186 7.695 5.669 8.105 7.799 8.099 7.817 5.261
[2,] 15.09 5.980 7.405 2.224 8.043 7.193 8.492 9.668 8.548 8.757 7.145
[3,] 15.16 5.983 7.464 2.253 8.337 7.288 8.580 9.709 9.046 9.792 8.619
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.428 6.022 4.975 7.453 4.311 3.553 3.403 5.105 5.438 12.12 8.742
[2,] 2.462 7.343 5.091 7.916 4.344 3.864 3.403 6.460 5.439 12.12 8.778
[3,] 2.515 7.984 5.142 8.465 4.415 3.948 3.409 6.530 5.439 12.31 9.750
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.311 3.671 2.809 2.774 5.064 4.583 1.076 2.564 23.80 14.85
[2,] 3.657 4.262 3.920 3.870 5.107 4.689 1.127 2.572 25.32 15.55
[3,] 3.727 4.861 4.157 4.237 5.305 5.020 1.214 2.585 29.16 16.86
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    9.158   6.099   22.63   15.9   18.62   2.086   3.807   10.63
[2,] 1440.054 664.310 6356.58 6882.6 5370.96 252.726 456.542   73.46
[3,] 1394.760 843.564 8949.23 4723.5 7181.71 180.795 811.556 1332.66
        [,9]   [,10]   [,11]    [,12]    [,13]    [,14]    [,15]   [,16]
[1,]   12.56    9.75    7.24    7.802    6.083    7.591    8.198    9.07
[2,] 1373.64 7312.26 2774.90 6625.230  945.341 4223.998 5104.489 1905.30
[3,] 2194.25 1191.61 2800.63 3670.796 1050.390 5005.835 4791.874 1832.91
        [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    8.851   13.02   19.07   11.07   24.33    5.826    31.48   18.87
[2,] 2866.024 2095.88 6120.38 3767.58 7146.51 1831.963 22139.32 4438.49
[3,] 4326.417 5857.22 5404.14 4355.08 9979.72 1576.194 10867.34 8007.73
     [,25]   [,26]   [,27]    [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   1.1   16.39   15.87    2.503   15.34   1.336   15.81    4.161
[2,] 418.3 7477.26 9817.91  808.160 4587.68 435.995 7427.99 1658.934
[3,] 385.6 6414.10 4815.26 1011.412 6006.48 442.213 6479.47 1808.363
        [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]   [,40]
[1,]    3.049   18.48   18.39   16.81  10.31    8.203   10.41   3.708
[2,]  906.959 4324.17 5666.60 8869.54 369.43 3047.845 1506.40 441.439
[3,] 1313.468 7440.83 6898.77 4410.15 830.91  732.087 2534.45 496.488
       [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]   7.735   2.599    9.034    9.269    5.181    2.837    8.427    9.925
[2,] 901.439  31.031 2820.076 4171.357 1586.622 1040.683 2039.162  676.709
[3,] 698.421 199.465 3489.501 3312.288 2349.544 1031.021 2963.383 6426.671
       [,49]    [,50]  [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   12.52    5.947   11.2    8.822   2.966    7.044    6.222    5.879
[2,] 3414.33 1347.513 5436.4 2432.899 722.999 7631.329 5467.446 3611.116
[3,] 5570.83 1938.604 3608.1 2316.247 300.884 2902.840 3674.344 5616.535
        [,57]   [,58]  [,59]   [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    3.532   8.833  1.661    5.11   2.581    5.315   7.069    5.961
[2,] 5335.505 448.003 68.027 4130.50 602.574  674.251 667.484 3552.876
[3,] 4965.261 555.296 99.921 4529.40 811.829 2194.336 807.574 1314.208
        [,65]   [,66]  [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    8.557   3.065   19.1   7.593    7.176   2.775    9.771    7.199
[2,] 1287.520 306.824 1362.2 127.132 5494.882 472.558 2689.176 5083.732
[3,] 1264.349 187.107 1763.2 196.315 1074.087 415.221 2519.617 1341.362
       [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]   10.29    9.904   10.28    9.926    6.681   3.083    7.647    6.317
[2,] 2909.93 6559.266 3138.52 4530.811 5550.813 465.283 4825.591 1241.946
[3,] 1408.07 1027.802 3398.38 5031.777 5534.753 590.030 3597.593  830.206
        [,81]   [,82]    [,83]   [,84]    [,85]  [,86]   [,87]  [,88]
[1,]    9.464   5.474    4.512   4.321    6.483  6.906   15.39   11.1
[2,] 3062.577 616.407 1742.429  36.596 4544.663 84.869  144.76  911.7
[3,] 3445.276 902.593  930.066 239.545 1097.039 79.331 2505.17 4872.5
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]    4.205    4.661    3.567    3.522    6.43    5.82   1.366   3.256
[2,] 1781.233 2486.029 3139.720 3098.042  764.39 1138.29 386.151 221.166
[3,]  824.707 2684.616 1587.085 1982.258 1645.32 2057.31 517.998 302.261
        [,97]   [,98]
[1,]    30.22   18.86
[2,]  9905.95 5267.14
[3,] 16616.03 7497.14
[1] "--- VAR model 2017-10-07 10:31:00  completed"
[1] "Completed training sample:  2017-10-07 10:31:00 - 2017-10-07 18:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 11:01:00 - 2017-10-07 19:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.258         0.25464         -41.47         -43.66
           4.275        -0.39144         -42.01         -60.02
           3.691        -0.03566         -40.66         -52.80
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -65.30        -0.1429            2.277         -0.01151
         -64.56        -0.1077            2.217         -0.98498
         -65.70        -0.2055            2.862         -0.79710
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.5524          -4.0676           -1.576           -20.39
           0.9857          -0.1351            4.155           -15.83
          -0.6922          -1.7029            3.473           -16.73
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.5947          -10.627           -8.718           -2.199
          -0.2904          -10.830           -9.814           -1.871
           2.1371           -7.435           -6.675           -1.483
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.280           -6.620          1.59981            24.08
          -10.386           -9.036          0.24262            23.63
           -8.768           -5.477         -0.02854            20.76
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.45           -6.360          -100.38           -62.05
           -54.68           -6.662           -97.08           -58.79
           -50.86           -6.127          -103.90           -57.48
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.903           -64.40           -62.32           -14.30
           -6.605           -54.19           -58.74           -14.06
           -6.507           -49.44           -57.08           -14.37
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -42.10           -8.121           -54.27           -25.88
           -57.87           -8.166           -61.58           -25.51
           -55.69           -7.938           -56.21           -25.27
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.68           -67.50           -66.66           -72.30
           -16.08           -65.54           -67.24           -66.47
           -16.04           -70.24           -69.90           -64.83
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.7019         -5.26873          -1.6344           0.3791
          -0.1561         -2.84242           2.3240           0.3429
          -0.5762          0.07038           0.7703           0.1954
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4324         -0.18448           -29.21           -31.20
          -0.3629         -0.09306           -30.00           -31.66
           0.2480         -0.01437           -31.10           -31.93
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7763           -3.221           -31.10           14.852
           0.4689           -2.151           -32.74            7.321
           0.4890           -2.967           -34.20           11.026
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.769           -3.501           -16.08            7.525
            0.552           -2.724           -18.17            9.242
            6.974           -2.507           -17.93            7.665
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7198           -12.72           -14.79          -21.427
          -0.9289           -14.88           -10.98           -9.314
          -0.7072           -15.26           -12.30          -12.720
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.886          -0.3870                0          -0.7922
          -15.233          -0.9973                0         -16.9332
          -10.852           0.7339                0         -11.6288
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3517           -6.682           0.2187           -5.887
           0.2336           -2.742           0.1178           -4.680
           0.2753          -10.981           0.3005           -6.778
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.525         -0.35972           -1.588          1.28030
           -1.667         -0.28634           -1.618          0.30935
           -9.451          0.02325           -1.129         -0.04852
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.070          -0.4936            9.294            9.972
           -5.056          -0.4808            9.056            5.001
           -1.422          -0.4047            9.574            5.229
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.842            9.925          -12.434            13.59
           -2.894            3.539           -9.572            16.03
           -2.371            3.244           -9.997            11.14
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.464           1.1352           12.927           2.9734
            7.456           0.9418            8.989           0.9746
            2.186           0.4180           10.648           1.0818
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.555            1.491           -3.344          0.33862
            8.095            2.017           -2.137          0.44991
            8.502            2.397           -2.753          0.08079
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -5.8590          0.06673          0.10959           -3.361
          -4.4643         -0.04874          3.12604            1.091
          -0.2979         -0.09719         -0.07991           -1.524
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.795           0.5571           -2.025           -1.612
            2.591           5.0201            3.382            0.949
            2.329           2.9317            5.486            4.893
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.3247          -0.1492           -9.686            125.6
           0.4946          -0.9238           -8.953            126.0
          -6.7141          -0.3051           -9.735            126.0
 rnd_95776.volume rnd_95787.volume
           -42.78           -60.92
           -33.56           -57.70
           -35.97           -57.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.156 4.829 17.79 12.04 14.78 1.685 2.999 8.223 10.03 7.656 5.745
[2,] 7.289 4.861 18.67 12.80 15.53 1.703 3.024 8.224 10.05 9.922 6.279
[3,] 7.450 4.933 20.26 13.85 16.80 1.712 3.120 8.298 10.25 9.987 6.742
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 6.270 4.877 5.940 6.439 7.502 6.878  9.901 13.79  8.668 19.22 4.445
[2,] 8.440 4.939 6.948 7.871 7.937 7.470 10.083 14.65  9.370 20.32 4.710
[3,] 9.018 5.023 8.141 8.774 8.254 8.355 11.268 15.35 10.111 22.20 4.895
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 24.64 14.74 0.9046 12.79 12.53 1.977 12.10 1.042 12.30 3.230 2.399
[2,] 31.16 15.17 0.9636 14.35 15.04 2.106 12.75 1.108 13.79 3.533 2.519
[3,] 32.58 16.76 1.0538 15.38 15.64 2.290 13.82 1.169 14.80 3.883 2.759
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.52 14.48 13.13 8.083 6.335 8.242 2.935 6.169 2.023 7.224 7.789
[2,] 14.98 15.33 15.14 8.091 6.897 8.327 2.963 6.223 2.024 7.673 8.373
[3,] 16.45 16.48 15.59 8.131 6.930 8.608 2.983 6.257 2.032 8.271 9.093
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.130 2.339 6.340 7.824  9.819 4.797  8.943 6.883 2.341 5.514 4.932
[2,] 4.297 2.503 6.579 7.857 10.259 4.934 10.125 7.148 2.433 8.829 6.909
[3,] 4.635 2.667 7.040 9.651 11.329 5.222 10.594 7.434 2.444 9.207 7.589
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.653 2.826 6.802 1.281 4.015 2.004 4.135 5.301 4.686 6.760 2.443
[2,] 5.570 5.416 6.808 1.281 5.345 2.063 4.180 5.304 5.547 6.855 2.455
[3,] 7.485 6.978 6.833 1.286 6.612 2.182 4.562 5.316 5.657 6.940 2.460
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 14.90 6.011 5.757 2.160 7.786 5.811 7.932 7.616 8.114 7.744 5.730
[2,] 14.95 6.013 7.443 2.201 8.083 7.202 8.316 9.311 8.581 8.530 7.150
[3,] 15.03 6.016 7.501 2.233 8.432 7.273 8.379 9.371 9.012 9.466 8.511
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.484 6.224 4.911 7.741 4.315 3.550 3.382 5.154 5.419 12.18 8.413
[2,] 2.526 7.491 5.004 8.247 4.360 3.897 3.382 6.335 5.421 12.18 8.463
[3,] 2.601 7.962 5.197 8.601 4.435 3.991 3.387 6.439 5.425 12.39 9.460
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 3.500 3.866 2.940 2.905 4.989 4.494 1.102 5.792 24.13 14.87
[2,] 3.833 4.600 4.195 4.104 5.047 4.603 1.153 8.021 25.51 15.53
[3,] 3.904 5.179 4.471 4.526 5.190 4.964 1.243 9.881 29.51 16.96
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]    9.086   6.132   22.59   15.29   18.76   2.14   3.809   10.44
[2,] 1517.343 603.879 6210.88 4738.20 5229.24 262.87 422.297  102.33
[3,] 1681.723 915.759 8570.41 5770.68 6984.24 198.10 836.264 1206.03
        [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]   12.73    9.721    7.295    7.962   6.193    7.543    8.177    9.527
[2,]  789.21 6889.278 2767.391 6167.374 853.373 3934.412 4942.004 2827.697
[3,] 2177.60 1248.800 2679.992 3467.699 997.245 4630.874 4231.790 2473.241
        [,17]   [,18]   [,19]   [,20]  [,21]    [,22]    [,23]   [,24]
[1,]    8.734   12.57   17.51   11.01   24.4    5.644    31.29   18.72
[2,] 3181.111 2084.19 5407.51 3884.00 7195.6 1701.295 20826.82 3899.49
[3,] 4086.690 5491.05 5005.47 4149.04 9783.9 1453.731 10374.68 7785.69
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   1.149   16.25   15.92   2.511   15.37   1.323   15.61    4.101
[2,] 362.459 7099.98 9080.75 791.409 4370.50 411.144 6807.16 1563.028
[3,] 465.654 6023.13 4663.39 983.120 5820.17 407.848 5889.01 1760.537
        [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]   [,40]
[1,]    3.047   18.43   18.38   16.67  10.26    8.045   10.47   3.727
[2,]  838.226 4037.82 5504.92 8219.59 386.70 2974.440 1297.41 444.506
[3,] 1228.239 7432.39 6602.18 4070.40 876.97  742.775 2379.11 371.755
       [,41]   [,42]    [,43]   [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   7.833   2.569    9.173    9.89    5.245    2.97    8.051    9.936
[2,] 898.161  43.402 2824.274 3353.99 1293.376  971.62 1920.357  777.269
[3,] 705.489 194.799 3371.627 3871.51 1895.617 1006.36 2735.017 6118.533
       [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   12.47    6.092   11.36    8.741   2.972    7.002    6.263    5.908
[2,] 3242.17 1257.365 5180.57 2103.436 724.314 7526.327 5281.198 3342.458
[3,] 5248.15 1867.351 3402.68 2229.828 252.807 2850.936 3427.539 5458.002
        [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]    3.589   8.637   1.627    5.098   2.544    5.25   6.731    5.95
[2,] 5043.491 309.880  31.310 3851.604 537.390  671.48 191.064 3240.39
[3,] 4802.951 647.076 114.537 4248.379 775.822 1993.55 400.709 1211.45
        [,65]   [,66]   [,67]   [,68]   [,69]   [,70]    [,71]    [,72]
[1,]    8.584   3.102   18.93   7.634    7.31   2.743    9.887    7.378
[2,] 1239.941 270.669 1281.08 139.113 5149.49 461.493 2369.633 4644.139
[3,] 1181.371 165.069 1658.63 212.239 1021.11 411.341 2619.422 1111.284
       [,73]    [,74]  [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]   10.07    9.671   10.3    9.834    7.276   3.154    7.903    6.237
[2,] 2726.25 5846.585 3048.7 3903.795 4668.565 500.236 4551.234 1047.038
[3,] 1119.58 1160.534 3005.4 4479.509 5038.787 675.677 2945.819 1531.805
        [,81]  [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    9.829   5.48    4.507   4.295    6.545   6.881   15.46   10.68
[2,] 3105.017 681.21 1756.474  30.026 4020.000 150.693  171.77  998.73
[3,] 2668.109 885.76  937.483 193.074 1257.820 232.873 2515.97 4614.70
        [,89]   [,90]    [,91]    [,92]    [,93]    [,94] [,95]    [,96]
[1,]    4.444    4.91    3.734    3.689    6.336    5.706   1.4    7.355
[2,] 1705.273 2719.85 3266.105 3164.428  827.695 1086.611 366.9 6057.863
[3,]  812.584 2597.95 1687.451 2083.837 1323.759 2029.126 507.9 6298.779
        [,97]   [,98]
[1,]    30.64   18.88
[2,]  9026.94 4879.65
[3,] 16202.16 7434.73
[1] "--- VAR model 2017-10-07 11:01:00  completed"
[1] "Completed training sample:  2017-10-07 11:01:00 - 2017-10-07 19:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 11:31:00 - 2017-10-07 19:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.757          0.3454         -61.04         -64.44
           2.349         -1.2715         -61.29         -57.99
           1.384         -0.4930         -57.39         -55.63
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -53.35        0.16119           0.7137         -1.05155
         -53.68        0.02127           0.5070         -1.24200
         -57.82        0.01581           0.9223          0.01798
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.945          -1.1947            2.587           -23.24
           -1.893          -0.8857            2.990           -22.43
           -1.981          -2.1275            2.290           -21.92
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.672           -13.67           -13.19            6.000
            1.298           -10.71           -10.36            6.410
            2.343           -11.16           -10.06            4.606
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.996            3.667           -2.009            23.61
           -5.214           -2.064           -4.498            22.71
           -4.279           -4.025           -5.677            20.00
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -52.13           -6.391           -117.5           -57.65
           -52.30           -6.813           -121.8           -55.67
           -53.02           -6.283           -118.0           -57.59
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.671           -56.97           -62.67           -11.76
           -6.859           -56.39           -60.61           -11.55
           -6.816           -61.23           -59.31           -11.70
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -62.76           -6.708           -60.91           -24.88
           -57.65           -6.478           -58.83           -25.19
           -54.95           -6.282           -56.98           -24.83
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.06           -53.01           -58.40           -71.13
           -15.10           -61.79           -57.51           -59.34
           -15.10           -62.48           -57.88           -67.03
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.20163           -1.306           1.6946         -0.13932
          0.05658           -4.122          -0.3773         -0.07475
          1.44759           -1.171          -1.5864         -0.02436
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4853         0.002215           -39.98           -44.13
          -0.4461        -0.046536           -39.60           -42.76
           0.2423        -0.054009           -39.63           -42.22
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.359           -3.528           -26.85            8.406
            5.912           -3.643           -26.58           11.762
            4.582           -4.207           -26.17            8.417
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.235          -2.5615           -10.64           4.8580
           -2.339          -1.3679            -4.26           1.1842
            4.722          -0.9005           -14.79           0.6938
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.6034          -13.182          -11.189          -10.136
          -0.4721           -8.484           -7.915           -9.401
          -0.7097           -8.201           -3.749           -5.997
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.522          -0.6895         -0.15226           -8.000
          -11.227           0.7924         -0.14829           -6.654
           -7.447           0.6782         -0.08947          -10.357
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.347414           -8.294           0.6744           -8.107
         0.004549           -3.340           0.2291           -6.202
         0.130788           -6.434           0.2453           -3.471
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.513          -0.2715          -0.4794           1.6535
           -4.681           0.1938          -0.8614          -0.3935
           -3.737          -0.4471          -0.8168          -0.3813
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.676         -0.25973            5.729            3.699
           -7.007         -0.09863            4.858            3.655
           -3.222         -0.55573            4.434            2.937
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.357            1.818            23.90            13.95
           -1.619            2.003            23.06            14.38
           -2.936            1.591            22.61            11.90
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.001         0.006844            18.41           0.3160
           11.923         0.210156            14.16           0.6046
            9.868         0.228064            13.29           0.2196
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            16.85         -0.09657          -2.8961         -0.18969
            15.21         -0.73004          -2.1180         -0.26003
            15.29         -0.13489          -0.7373         -0.08085
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.015         -0.17149           1.1922          -2.2114
           -3.762         -0.08231           0.8523           8.8402
           -2.117         -0.16247           0.3172          -0.5344
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7545           -1.478           0.8953            4.107
           0.9490            1.866           0.3080           -0.671
           0.7202            2.391           2.2553            2.790
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.609           0.6964           -9.462            115.2
           -2.043           1.7682           -9.428            114.9
           -2.989           0.3422           -9.639            114.5
 rnd_95776.volume rnd_95787.volume
           -22.32           -51.30
           -31.09           -48.84
           -15.36           -51.59
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 7.297 4.808 17.75 12.07 14.78 1.661 2.986 8.087  9.915 7.761 5.697
[2,] 7.447 4.857 18.61 12.92 15.56 1.675 3.021 8.087  9.940 9.931 6.259
[3,] 7.615 4.928 20.20 14.01 16.76 1.683 3.100 8.143 10.074 9.974 6.740
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19] [,20] [,21] [,22]
[1,] 6.329 4.942 5.872 6.474 7.014 6.868  9.632 11.86 8.221 19.13 3.943
[2,] 8.363 4.999 6.865 7.958 7.207 7.441  9.747 12.56 8.644 20.21 4.198
[3,] 8.974 5.096 8.089 8.783 7.515 8.209 10.683 13.00 9.088 22.08 4.334
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 24.78 14.57 0.9086 12.86 12.51 1.930 12.09 1.072 12.31 3.207 2.399
[2,] 31.26 15.03 0.9651 14.36 15.13 2.045 12.79 1.138 13.89 3.530 2.520
[3,] 32.71 16.56 1.0524 15.35 15.76 2.231 13.87 1.230 14.89 3.879 2.759
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.46 13.26 12.91 7.965 6.313 8.212 2.924 6.057 2.021 7.192 7.092
[2,] 14.94 14.66 14.97 7.975 6.884 8.293 2.963 6.122 2.021 7.637 7.938
[3,] 16.50 15.35 15.43 8.008 6.928 8.571 2.982 6.151 2.030 8.262 8.367
     [,45] [,46] [,47] [,48]  [,49] [,50]  [,51] [,52] [,53] [,54] [,55]
[1,] 4.161 2.385 6.102 7.813  9.698 4.848  8.749 6.865 2.348 5.479 4.795
[2,] 4.293 2.543 6.300 7.830 10.172 4.978 10.057 7.098 2.446 8.850 6.877
[3,] 4.583 2.698 6.728 9.658 11.279 5.252 10.471 7.389 2.456 9.290 7.588
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.660 2.781 6.844 1.254 3.943 1.972 4.105 5.169 4.663 6.835 2.401
[2,] 5.552 5.254 6.851 1.254 5.406 2.015 4.169 5.171 5.458 6.886 2.417
[3,] 7.501 6.915 6.869 1.257 6.558 2.139 4.539 5.179 5.569 6.971 2.423
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 15.02 5.991 5.750 2.175 7.858 5.805 7.847 7.510 7.915 7.747 6.979
[2,] 15.07 5.994 7.422 2.212 8.140 7.306 8.224 9.157 8.500 8.632 7.575
[3,] 15.13 5.999 7.482 2.241 8.513 7.379 8.272 9.228 8.898 9.652 9.133
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.456 6.328 4.902 7.573 4.333 3.526 3.364 4.900 5.370 12.12 8.389
[2,] 2.501 7.864 5.003 8.437 4.392 3.913 3.364 6.246 5.371 12.13 8.424
[3,] 2.573 8.242 5.184 8.757 4.455 4.034 3.368 6.306 5.373 12.34 9.429
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.575 3.926 3.115 3.206 5.013 4.408 1.095  6.353 24.50 15.00
[2,] 3.891 4.573 4.283 4.290 5.082 4.488 1.140  8.533 25.91 15.67
[3,] 3.960 5.187 4.527 4.652 5.207 4.783 1.222 10.096 30.01 17.12
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    9.266   6.105   22.53   15.33   18.76   2.109   3.792   10.27
[2,] 1745.940 808.582 6584.89 5414.94 5702.07 256.928 536.935   66.17
[3,] 1863.783 981.077 9201.78 6354.81 7299.55 190.943 816.503 1115.37
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   12.59    9.856    7.234    8.037    6.275    7.457    8.221
[2,]  825.29 7263.017 3039.958 6407.316  887.299 4167.175 5424.474
[3,] 1920.14 1078.147 2929.931 3815.135 1156.492 5016.551 4356.576
        [,16]    [,17]   [,18]   [,19]   [,20]    [,21]    [,22]    [,23]
[1,]    8.907    8.721   12.23   15.06   10.44    24.29    5.007    31.46
[2,] 1939.709 3357.440 1750.06 4873.70 3132.78  7657.25 1690.087 22333.14
[3,] 2498.673 4062.442 5124.64 3897.53 3289.74 10409.53 1259.079 11314.88
      [,24]   [,25]   [,26]   [,27]    [,28]   [,29]   [,30]   [,31]
[1,]   18.5   1.154   16.33   15.89    2.451   15.35   1.361   15.63
[2,] 4315.3 381.332 7497.21 9977.60  792.125 4893.22 448.632 7537.71
[3,] 8146.4 491.825 6332.94 5172.30 1043.813 6293.15 547.668 6285.82
        [,32]    [,33]   [,34]   [,35]   [,36]  [,37]    [,38]   [,39]
[1,]    4.072    3.047   18.37   16.83   16.39  10.11    8.016   10.43
[2,] 1728.075  901.316 4396.01 7340.63 8899.05 457.64 3217.249 1352.68
[3,] 1885.025 1318.570 8218.48 5347.84 4359.13 850.13  919.409 2535.25
       [,40]    [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   3.713    7.692   2.566    9.133    9.006    5.283    3.028    7.748
[2,] 559.418 1040.716  10.688 3009.987 4179.225 1238.168 1036.308 1837.685
[3,] 390.576  704.751 220.493 3697.307 3099.289 1883.837 1054.616 2767.445
        [,48]   [,49]    [,50]   [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    9.922   12.31    6.157   11.11    8.717   2.981    6.957    6.089
[2,]  600.576 3597.07 1320.982 5814.48 2114.803 804.540 8146.431 5779.297
[3,] 6626.627 5713.86 1962.848 3416.27 2408.951 261.789 3315.490 3757.179
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    5.917    3.531   8.691   1.592    5.006   2.504    5.212   6.563
[2,] 3538.680 5225.549 351.922   7.007 4335.409 489.400  854.088 199.956
[3,] 5912.909 5270.269 589.613 101.961 4352.620 840.078 2103.135 327.209
        [,64]    [,65]   [,66]   [,67]   [,68]    [,69]   [,70]    [,71]
[1,]    5.921    8.679   3.049   19.07   7.608    7.302   2.761    9.979
[2,] 3324.966  981.253 333.097 1497.64 233.907 5499.705 474.250 2490.292
[3,] 1297.063 1277.643 192.462 1476.96 259.042 1116.954 419.118 2921.154
        [,72]    [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    7.371    9.964    9.537   10.05    9.837    8.862   3.118    8.036
[2,] 5200.043 2885.077 6140.553 3632.30 4462.435 3452.428 555.410 5473.084
[3,] 1218.585 1046.282 1341.086 3086.43 5064.068 5981.934 708.345 2891.131
        [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]  [,87]
[1,]    6.225    9.616   5.503    4.477   4.272    6.223   6.819   15.4
[2,] 1172.147 4359.772 841.701 1989.928  25.817 4540.218 145.244  222.0
[3,] 1591.599 2752.691 871.790 1150.123 195.150 1016.656 161.103 2685.5
       [,88]   [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]
[1,]   10.65    4.54    4.986    3.955    4.071    6.366    5.598   1.391
[2,]  892.36 1800.58 2747.417 3446.821 3342.120  980.404  990.265 370.407
[3,] 4966.22  858.67 2871.498 1717.822 2107.256 1326.851 1936.876 514.826
        [,96]    [,97]   [,98]
[1,]    8.068    31.11   19.04
[2,] 6677.227  9891.60 5339.84
[3,] 6324.824 17740.66 8068.86
[1] "--- VAR model 2017-10-07 11:31:00  completed"
[1] "Completed training sample:  2017-10-07 11:31:00 - 2017-10-07 19:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 12:01:00 - 2017-10-07 20:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.6335         0.71213         -43.45         -47.34
         -0.8435        -0.37823         -38.96         -46.00
          0.4833        -0.05994         -37.51         -45.62
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -45.81        0.15170            1.760           1.7749
         -39.73        0.02153            1.677           0.6265
         -41.02        0.01181            1.649          -0.5552
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4027           -3.944            2.259           -22.94
          -2.1771            1.134            5.891           -14.68
          -2.8664           -0.196            3.445           -15.59
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5218           -3.664           -8.049            5.327
          -0.3435          -12.906          -11.017            8.457
           0.2564           -6.409           -6.475            5.287
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8648            2.160           -1.088            21.32
          -8.5882           -4.330           -2.671            22.08
          -5.5775           -3.987           -4.337            20.79
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -45.27           -6.153           -96.55           -51.69
           -43.89           -6.281           -92.94           -52.77
           -44.91           -6.192           -90.42           -55.27
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.343           -48.42           -63.81           -11.31
           -6.193           -49.86           -54.78           -11.42
           -6.483           -49.15           -54.44           -11.92
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -51.78           -4.635           -50.67           -24.40
           -50.40           -4.077           -54.39           -24.63
           -48.74           -4.438           -50.52           -24.57
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.48           -53.85           -43.37           -51.04
           -12.31           -53.50           -38.18           -49.78
           -12.26           -54.83           -39.82           -52.03
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4626            3.512           2.1176          0.03790
           0.1614           -3.602          -0.7383         -0.11136
           0.6576           -3.605           0.2703         -0.01709
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.7556          -0.4657           -31.73           -36.88
           0.4184           0.1860           -31.38           -34.14
          -0.1790           0.3887           -32.08           -34.80
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.536           -1.346           -21.69            5.400
            8.967           -1.687           -23.00           16.525
            7.008           -1.204           -22.81            7.643
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.037           -1.550           -11.31           -0.106
            3.578           -1.346           -10.25            1.295
            6.432           -1.379           -13.35            1.710
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5363           -6.917           -7.111           -6.831
          -0.1726           -8.248           -8.120           -6.912
          -0.5975           -8.385           -6.781           -6.558
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.569           0.5745        -0.073311          -19.908
           -6.984          -0.2464        -0.001159           -4.465
           -7.621           0.1016        -0.005688           -7.258
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.1083           -6.552          0.12143           0.5939
           0.7210           -7.447          0.29519         -10.1689
           0.8980           -3.691         -0.06839          -3.8000
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.5596           0.3561          -2.8107           0.3298
          -9.5573          -0.4788          -1.6749          -0.3273
          -2.8288           0.2380          -0.7722           0.3162
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.828          -0.4765          -1.0103           0.6445
           -1.997          -0.3414          -1.1017          -0.6068
           -8.427          -0.2591          -0.5315          -0.5254
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            0.361           1.7726            19.63           11.949
            1.014           0.3243            19.03            9.636
            0.251          -0.5819            19.64            2.719
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
             13.7          0.11303            13.65          -0.6803
             17.0         -0.08919            15.95          -0.6086
             15.6         -0.28721            14.39          -0.3217
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            21.88           1.4450           -2.045           0.1000
            12.08           1.0610           -1.927           0.2675
            16.34          -0.3915           -1.643           0.1889
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.4803         -0.21265          -2.0387          -2.7981
          -0.5751         -0.22910          -1.5144           0.1973
          -5.3475         -0.08068          -0.4981          -1.4472
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.47692          0.77517           0.4168          -0.6052
          0.38253          0.07677           0.4521           0.5669
          0.07867          0.05816           0.2207           0.3246
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.491           1.7578           -8.385            122.8
           -6.082          -1.0644           -8.126            122.6
           -1.073          -0.2021           -7.936            122.6
 rnd_95776.volume rnd_95787.volume
         -13.3214           -54.70
         -23.9333           -55.66
          -0.9796           -58.60
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]   [,9] [,10] [,11]
[1,] 7.401 4.765 17.54 11.98 14.52 1.642 2.954 7.838  9.865 7.765 5.601
[2,] 7.536 4.814 18.38 12.74 15.39 1.658 2.980 7.839  9.871 9.755 6.220
[3,] 7.726 4.873 19.94 13.71 16.45 1.663 3.072 7.881 10.015 9.801 6.696
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19] [,20] [,21] [,22]
[1,] 6.322 4.885 5.716 5.105 6.986 7.022  9.437 11.53 8.149 18.31 4.279
[2,] 8.236 4.938 6.760 6.891 7.290 7.724  9.501 11.96 8.501 19.45 4.538
[3,] 8.779 5.042 7.875 7.613 7.553 8.475 10.518 12.35 8.933 21.13 4.698
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 23.98 14.36 0.8064 12.64 12.18 1.807 12.22 1.064 12.16 3.125 2.365
[2,] 30.50 14.80 0.8383 13.54 14.68 1.869 12.86 1.132 13.61 3.447 2.489
[3,] 31.88 16.33 0.8938 15.22 15.31 1.993 13.80 1.220 14.56 3.778 2.727
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.28 14.34 12.99 7.870 6.130 8.170 2.782 6.022 1.953 7.195 7.159
[2,] 14.78 15.31 14.95 7.880 6.724 8.227 2.818 6.092 1.955 7.616 8.023
[3,] 16.29 16.40 15.40 7.929 6.766 8.503 2.822 6.114 1.960 8.210 8.428
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.903 2.401 5.915 7.847  9.71 4.856 7.963 6.757 2.351 5.489 4.772
[2,] 4.027 2.548 6.091 7.864 10.17 4.991 9.331 6.984 2.448 8.494 6.578
[3,] 4.160 2.699 6.484 9.714 11.28 5.229 9.482 7.296 2.456 8.950 7.254
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.759 2.734 6.669 1.216 3.840 1.938 4.059 5.045 5.131 6.786 2.393
[2,] 5.597 5.248 6.678 1.217 5.355 1.984 4.123 5.048 5.436 6.826 2.394
[3,] 7.242 6.659 6.698 1.220 6.477 2.102 4.523 5.051 5.531 6.918 2.400
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 14.77 5.933 5.781 2.169 7.919 5.533 7.856 7.455 7.973 7.761 5.862
[2,] 14.84 5.935 7.481 2.203 8.181 7.095 8.199 9.104 8.558 8.879 7.054
[3,] 14.89 5.939 7.533 2.231 8.543 7.176 8.237 9.168 9.020 9.918 8.389
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.441 6.258 5.123 7.360 4.349 3.536 3.262 4.774 5.310 12.05 8.400
[2,] 2.485 7.506 5.264 7.925 4.416 3.838 3.265 6.085 5.314 12.05 8.416
[3,] 2.554 7.949 5.346 8.254 4.478 3.967 3.270 6.144 5.318 12.21 9.486
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.617 3.956 3.200 3.343 4.966 4.318 1.075  6.740 24.60 14.78
[2,] 3.923 4.566 4.303 4.316 5.036 4.381 1.118  8.922 25.89 15.39
[3,] 3.990 5.181 4.534 4.670 5.188 4.614 1.197 10.446 29.84 16.75
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    9.398   6.051   22.28   15.22   18.44   2.085   3.752   9.953
[2,] 1546.872 744.612 5972.06 4701.74 5544.42 253.664 427.456 116.305
[3,] 1856.269 822.677 8413.53 5512.37 6319.42 139.185 809.412 886.745
        [,9]   [,10]    [,11]    [,12]    [,13]    [,14]    [,15]    [,16]
[1,]   12.53    9.86    7.112    8.028    6.204    7.259    6.482    8.872
[2,]  363.13 6428.25 2943.906 5746.720  780.934 3928.823 5038.062 2267.691
[3,] 1846.31 1033.13 2700.469 3308.221 1111.556 4397.139 3523.298 2150.534
        [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]
[1,]    8.916   11.98   14.64   10.35   23.25    5.434    30.46   18.24
[2,] 3503.205 1200.36 3478.31 2635.83 7136.20 1644.053 20504.71 3878.13
[3,] 3797.559 4911.28 3321.22 2985.91 9007.61 1322.168 10092.03 7518.49
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   1.024   16.05   15.47   2.294   15.52   1.351   15.44    3.968
[2,] 249.242 5265.44 8911.99 520.096 4374.97 421.346 6653.36 1583.161
[3,] 337.404 7569.25 4729.21 753.153 5447.54 496.794 5649.30 1684.387
        [,33]   [,34]   [,35]   [,36]   [,37]    [,38]   [,39]   [,40]
[1,]    3.003   18.13   18.21   16.49   9.993    7.784   10.37   3.533
[2,]  844.892 4156.82 5840.51 8053.87 427.997 3007.812 1050.81 487.979
[3,] 1212.232 7455.60 6413.61 4048.85 965.298  818.945 2338.21 146.576
        [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]    7.647   2.48    9.136    9.091    4.956   3.049    7.511    9.965
[2,] 1002.191  97.44 2719.942 3942.523 1079.788 930.834 1579.348  555.872
[3,]  571.744 148.95 3338.245 2811.886 1134.216 967.774 2420.462 6207.308
       [,49]    [,50]   [,51]   [,52]   [,53]   [,54]    [,55]    [,56]
[1,]   12.33    6.166   10.11    8.58   2.986    6.97    6.059    6.043
[2,] 3300.05 1258.045 5293.66 1925.77 739.773 7056.23 4928.057 3207.825
[3,] 5315.89 1697.620 1838.53 2295.09 225.616 3070.36 3329.137 5001.524
        [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    3.471   8.469   1.545    4.876   2.461    5.154   6.406    6.516
[2,] 4875.881 367.180  20.966 4061.864 460.580  789.135 174.357 1955.335
[3,] 4462.456 572.907 102.744 3966.649 756.715 2025.265 215.871 1112.178
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    8.617   3.039   18.75   7.534    7.341   2.755   10.06    7.026
[2,]  807.795  94.501 1607.96 161.258 5167.606 414.846 2234.40 4834.366
[3,] 1221.495 179.791 1297.20 248.960  964.870 388.530 2677.88 1168.964
        [,73]    [,74]   [,75]    [,76]    [,77] [,78]    [,79]    [,80]
[1,]    9.976    9.467   10.12    9.855    7.444   3.1    7.947    6.505
[2,] 2553.353 5689.095 3384.51 4694.832 4270.732 507.8 4510.971 1315.874
[3,]  857.007 1176.797 3103.08 4811.508 4943.739 639.6 2847.940 1018.521
        [,81]   [,82]   [,83]   [,84]    [,85]   [,86]  [,87]   [,88]
[1,]    9.346   5.523    4.49   4.142    6.062   6.743   15.3   10.67
[2,] 3198.641 834.053 1623.35 168.164 4107.130 225.440  302.8  559.99
[3,] 2513.534 809.018 1093.69 194.570  927.477 221.559 2123.9 4763.12
        [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]
[1,]    4.593    5.024    4.064    4.245    6.307    5.483   1.365
[2,] 1654.050 2481.774 3131.070 2971.259  909.814  803.850 335.260
[3,]  789.610 2664.723 1556.958 1942.871 1356.273 1576.979 465.299
        [,96]    [,97]   [,98]
[1,]    8.558    31.23   18.77
[2,] 6363.277  8799.55 4673.71
[3,] 5913.443 16156.65 7185.81
[1] "--- VAR model 2017-10-07 12:01:00  completed"
[1] "Completed training sample:  2017-10-07 12:01:00 - 2017-10-07 20:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 12:31:00 - 2017-10-07 20:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9931       -0.366673         -44.71         -57.55
          0.9761       -0.330653         -43.08         -41.64
          1.0854       -0.007171         -46.76         -51.03
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.53         0.5583           1.2942          -0.2562
         -49.27         0.3223           0.7754           0.6182
         -45.73         0.2573           0.1117           0.4542
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.5448            2.102            8.513           -10.41
          -0.2408           -1.162            8.314           -15.32
           1.5155            1.547            8.653           -13.92
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.3539           -8.953           -6.231            1.679
           1.0929           -3.812           -4.986            2.271
          -0.2035           -8.755           -7.440            3.761
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.581           0.1652           -5.048            12.24
           -1.592          -6.9540           -5.260            14.37
           -5.242          -4.2402           -5.772            12.81
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -47.89           -5.836          -112.00           -36.61
           -47.22           -5.197           -95.58           -39.99
           -52.59           -4.889           -91.12           -39.13
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.527           -39.69           -41.76           -10.88
           -5.583           -54.04           -50.31           -11.39
           -5.455           -50.22           -45.82           -11.17
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -54.20           -5.939           -47.74           -22.63
           -39.47           -5.610           -41.45           -22.66
           -48.84           -6.012           -44.42           -23.06
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.56           -43.78           -46.76           -44.07
           -13.65           -44.07           -48.31           -41.89
           -13.76           -44.51           -45.91           -42.57
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.02642          -2.0139          -0.2019         -0.18864
          1.11478          -3.3398          -1.6574         -0.08198
          1.10709           0.7632          -0.7117         -0.12844
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5034          0.38981           -33.73           -34.93
          -0.2755          0.09215           -32.25           -34.42
           0.1076         -0.05815           -32.02           -34.58
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.743          -1.5770           -23.73            4.997
            3.341          -1.4406           -25.90            5.723
            3.181          -0.8539           -27.06            4.780
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.078           -1.957          -15.171            6.821
           -2.602           -1.665           -3.084            5.308
            8.023           -1.317          -15.061            2.415
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.3458          -12.433           -5.542           -5.077
           0.2288           -6.866           -8.810          -10.513
          -1.0782           -6.378           -2.226           -3.983
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.520          -0.4989          0.06767          -2.5336
           -5.749          -0.6126          0.15821          -0.6319
           -8.986           0.1979          0.15349          -9.5778
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7468           -5.995          0.23828          -7.1582
          -0.9916            1.563          0.17254          -3.8001
          -0.8821           -3.388         -0.02561           0.3943
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.5503        0.0002799           1.1940           0.9410
          -1.6605       -0.2247073           1.0504           0.4963
          -0.8944        0.3557170           0.5122          -0.1373
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.385           1.5000           0.1200         0.341600
           -3.481          -0.6347           0.3028        -0.008722
           -1.398          -0.2141           0.1094         0.115297
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.05608           3.4559            20.54            9.878
          1.10384           0.6403            20.08           12.303
         -0.34825           0.6040            16.42            9.527
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            14.41            2.589            14.70          -0.6784
            17.35            2.706            12.08          -0.3512
            16.10            2.621            14.59          -0.1796
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            18.34         -0.56257        -1.517866         -0.08231
            14.14          0.06772        -2.666842         -0.12174
            17.09         -0.38118        -0.006754         -0.02762
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.915         0.004847           1.0316           -3.295
           -3.030        -0.107065           6.6122            4.083
           -0.259        -0.016974           0.3928           -1.975
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1931            1.834           3.2808           2.0821
           0.2817            0.386           1.3247           2.3322
           0.4415            1.018           0.3206           0.6189
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.5059           1.6525           -7.851            125.3
           0.4601          -0.4369           -8.581            122.6
          -1.3368           0.1108           -8.305            122.9
 rnd_95776.volume rnd_95787.volume
            -9.87           -43.08
           -27.72           -40.43
           -26.76           -39.59
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.276 4.708 17.33 11.88 13.12 1.665 2.972 7.686 9.660 7.733 5.523
[2,] 7.424 4.753 18.20 12.59 14.31 1.682 3.000 7.686 9.671 9.670 6.165
[3,] 7.666 4.814 19.66 13.52 14.77 1.689 3.077 7.698 9.773 9.711 6.623
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 5.200 4.820 5.554 5.453 6.788 6.946  9.495 11.63  8.723 18.07 4.271
[2,] 7.069 4.870 6.370 6.914 7.075 7.380  9.602 12.04  9.391 19.18 4.528
[3,] 7.342 4.968 7.430 7.525 7.323 8.029 10.433 12.34 10.183 20.96 4.686
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 23.99 14.37 0.7721 12.45 11.96 1.766 12.18 0.9490 11.90 3.013 2.296
[2,] 30.28 14.84 0.8032 13.22 13.81 1.843 12.79 0.9819 13.37 3.303 2.427
[3,] 31.65 16.31 0.8377 14.96 14.72 1.946 13.69 1.0120 14.19 3.612 2.670
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 14.05 13.08 12.43 7.808 6.038 8.088 2.785 5.980 1.945 7.050 7.109
[2,] 14.50 14.36 13.75 7.814 6.549 8.132 2.822 6.036 1.946 7.500 8.022
[3,] 16.02 14.98 14.05 7.859 6.601 8.375 2.825 6.071 1.950 8.068 8.429
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.336 2.384 5.380 7.857  9.396 4.894 7.784 6.717 2.362 5.398 4.763
[2,] 4.488 2.522 5.390 7.869 10.266 5.002 9.029 6.952 2.424 7.852 6.319
[3,] 4.822 2.653 5.536 9.699 11.274 5.240 9.400 7.275 2.446 8.505 6.967
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.743 2.670 6.680 1.193 3.769 1.931 3.939 4.987 5.133 6.662 2.317
[2,] 5.604 5.253 6.683 1.193 5.288 1.978 4.005 4.995 5.434 6.729 2.319
[3,] 6.810 6.417 6.707 1.196 6.406 2.093 4.441 5.000 5.525 6.842 2.327
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 14.61 5.933 5.613 2.106 7.860 5.480 7.823 7.380 7.988 7.181 6.042
[2,] 14.71 5.941 7.343 2.136 8.121 7.048 8.132 9.004 8.588 9.181 7.281
[3,] 14.74 5.944 7.382 2.162 8.509 7.131 8.170 9.078 9.098 9.819 8.608
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.365 6.237 4.998 7.477 4.305 3.460 3.238 4.801 5.275 11.73 8.328
[2,] 2.402 7.531 5.130 8.169 4.374 3.749 3.246 6.125 5.278 11.73 8.332
[3,] 2.478 8.384 5.225 8.572 4.450 3.921 3.249 6.183 5.287 11.95 9.328
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.606 4.021 3.336 3.452 4.717 4.234 1.068  7.145 20.32 13.31
[2,] 3.894 4.593 4.368 4.407 4.805 4.304 1.113  9.435 23.92 13.39
[3,] 3.965 5.176 4.585 4.722 5.068 4.526 1.196 10.902 25.02 13.56
Root mean square errors of predictions:  
        [,1]    [,2] [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]    9.24   5.979   22   15.08   16.65   2.114   3.774   9.759   12.27
[2,] 1573.02 689.676 5945 4444.12 6096.03 258.537 442.756 112.856  479.29
[3,] 2039.51 814.853 7932 5258.93 3893.71 160.647 726.861 444.608 1501.89
       [,10]    [,11]    [,12]    [,13]    [,14]    [,15]   [,16]   [,17]
[1,]    9.82    7.013    6.604    6.121    7.052    6.925    8.62    8.82
[2,] 6193.16 2923.238 5107.838  740.097 3327.142 4534.325 2124.61 2658.18
[3,]  951.27 2580.875 2113.907 1048.247 4080.809 3165.929 2017.81 3374.15
       [,18]   [,19]   [,20]   [,21]    [,22]    [,23]   [,24]    [,25]
[1,]   12.06   14.77   11.08   22.94    5.423    30.46   18.25   0.9804
[2,] 1524.46 3343.57 3710.96 6876.25 1606.197 19711.49 3971.78 236.3307
[3,] 4352.21 2883.25 4199.98 9004.78 1284.681  9817.34 7219.27 253.5095
      [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]    [,33]
[1,]   15.8   15.18   2.242   15.47   1.205   15.11    3.826    2.916
[2,] 4752.4 7376.94 564.060 4157.88 268.720 6508.61 1443.471  839.932
[3,] 7477.0 5435.56 666.793 5208.74 261.574 5067.45 1558.758 1186.996
       [,34]   [,35]   [,36]   [,37]    [,38]   [,39]   [,40]   [,41]
[1,]   17.84   16.61   15.79   9.914    7.668   10.27   3.536   7.594
[2,] 3852.11 6309.23 6263.54 348.022 2703.820  899.25 484.816 869.374
[3,] 7253.25 4553.41 3088.13 890.076  885.483 2134.77 155.177 701.760
      [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]   [,49]
[1,]   2.47    8.953    9.028    5.506   3.027    6.831    9.977   11.93
[2,]  36.41 2727.999 3964.900 1236.001 876.351  352.469  458.591 4410.49
[3,] 133.35 3171.397 2760.485 1881.964 878.327 1349.682 6047.879 4971.61
        [,50]    [,51]   [,52] [,53]    [,54]    [,55]    [,56]   [,57]
[1,]    6.214    9.884    8.53   3.0    6.854    6.048    6.023    3.39
[2,] 1103.648 4880.683 1911.62 578.1 6082.358 4429.476 3183.849 4825.36
[3,] 1667.182 2786.939 2286.47 355.3 3486.504 3130.659 4127.729 3930.83
       [,58]   [,59]    [,60]   [,61]    [,62]   [,63]    [,64]    [,65]
[1,]   8.482   1.514    4.786   2.453    5.002   6.333    6.518    8.459
[2,] 224.664   4.403 3956.849 455.741  771.157 291.480 1900.944 1014.506
[3,] 608.343 100.790 3855.744 727.749 2046.676 241.971 1069.333 1319.625
       [,66]   [,67]   [,68]    [,69]   [,70]    [,71]    [,72]    [,73]
[1,]   2.942   18.56   7.534    7.128   2.674    9.981    6.959    9.934
[2,]  95.630 1782.20 327.718 5048.763 380.588 2177.684 4727.051 2367.825
[3,] 215.463 1001.76 229.009  814.419 356.080 2710.431 1157.741  836.228
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]    [,80]    [,81]
[1,]    9.372   10.14    9.119    7.672   3.003    7.921    6.347    9.495
[2,] 5501.535 3362.52 6101.197 4334.055 449.025 4501.749 1233.768 3510.656
[3,] 1233.422 3203.62 3714.408 4898.222 648.509 3928.999 1058.555 2768.790
       [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   5.467    4.394   4.112    6.096   6.699   14.89   10.57    4.58
[2,] 825.779 1538.392 235.569 4057.208 194.463  344.93  266.77 1567.24
[3,] 874.223 1226.788 146.286  901.539 327.505 2432.16 4474.59  797.27
        [,90]    [,91]    [,92]   [,93]    [,94]   [,95]    [,96]    [,97]
[1,]    5.105    4.236    4.383    5.99    5.376   1.356    9.073    25.81
[2,] 2369.201 3007.191 2921.993  975.97  827.363 332.609 6573.322 13450.20
[3,] 2543.832 1488.391 1810.634 1717.83 1494.742 467.034 5824.742  7817.21
      [,98]
[1,]   16.9
[2,] 1525.6
[3,] 2296.8
[1] "--- VAR model 2017-10-07 12:31:00  completed"
[1] "Completed training sample:  2017-10-07 12:31:00 - 2017-10-07 20:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 13:01:00 - 2017-10-07 21:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3616         -0.7538         -46.36         -53.60
         -0.1327          1.0801         -44.71         -38.86
         -0.4305          0.5336         -45.67         -46.09
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -50.63         0.4947            1.957           1.3397
         -57.04        -0.0553            2.253          -0.1107
         -50.63         0.1163            2.621           0.4180
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.3021          2.49526            5.243           -13.01
          -0.2823          0.89573            4.106           -13.38
           0.6355          0.07449            2.071           -14.14
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2245           -5.609           -4.717          0.07599
           1.6319           -6.047           -4.493          1.92447
           0.4501           -5.694           -5.394          3.16455
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.180          -3.9097           -3.365            19.98
           -3.588          -0.9018           -2.886            19.17
           -5.489          -1.0444           -2.754            19.12
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -44.77           -6.963          -104.42           -40.71
           -48.17           -6.240           -91.21           -40.05
           -45.23           -6.705           -88.12           -37.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.535           -36.90           -49.86           -10.76
           -4.711           -48.50           -49.91           -11.11
           -4.598           -46.33           -46.64           -10.64
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -55.24           -5.215           -50.04           -18.81
           -40.69           -4.939           -48.42           -19.57
           -48.11           -5.244           -46.90           -18.36
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.884           -55.87           -46.40           -50.03
           -9.917           -56.27           -45.93           -49.90
          -10.515           -56.71           -43.43           -48.33
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4501           -3.153           -1.524         -0.30664
           0.3582           -2.819            2.263         -0.16174
           0.4225            1.473            2.060         -0.07101
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.37534           0.1069           -33.51           -37.07
          0.23811           0.2354           -33.89           -38.58
         -0.09185           0.1262           -33.40           -38.28
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.294           -1.704           -23.04           9.8147
            2.938           -1.879           -21.75           0.5076
            2.352           -1.187           -22.19           6.4663
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          10.6857           0.3303           -17.47            6.986
          -1.7805          -0.2697           -10.05            5.275
           0.4808          -0.3547           -15.64            2.555
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.1125          -12.383           -8.229           -9.681
          -0.6763          -13.931          -10.993           -9.889
          -0.8531           -8.596           -6.064           -9.968
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.316          0.62717         -0.15902           -3.936
           -9.064         -0.38828         -0.15908           -2.338
          -10.618          0.08865         -0.06511          -10.316
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.47130           -7.288         0.372384          -4.1217
         -0.04030            1.311        -0.220736          -5.4857
          0.06943           -5.437         0.008621           0.2646
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.221         -0.21974           -1.891           0.4663
           -3.424          0.21405           -1.731           0.2954
           -2.159         -0.04972           -1.184           0.5697
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.808           0.2802          1.78705          -0.1017
           -5.097          -0.8918         -0.93264           0.8799
           -2.488          -0.2151         -0.04814          -0.7346
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.2649         -2.48182            18.71            4.079
          -0.3744          0.09197            17.76            9.237
           0.5362         -0.04488            16.77            8.708
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            13.85          0.72876           13.271           0.9883
            10.62         -0.04033            8.615           0.4437
            12.90         -0.10670           10.323           0.2059
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            14.64           1.0605           -1.295          0.04790
            14.26           1.1812           -2.945          0.12611
            11.44           0.3948           -1.089          0.04522
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.5017          0.16228          -0.5623           -3.684
          -3.0882          0.18810          -1.2960            6.326
          -0.2798          0.03314          -0.2663           -2.814
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.2814            2.268           4.1775            3.080
           1.2621            1.188           1.8568            2.061
           0.7246            1.815           0.7479            1.076
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.606          0.21274           -7.012            109.3
            1.368         -0.01365           -6.811            109.4
           -2.937          0.16817           -7.024            109.0
 rnd_95776.volume rnd_95787.volume
           -39.07           -40.57
           -26.51           -40.43
           -40.35           -40.75
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.298 4.707 13.56 11.23 12.52 1.653 2.984 7.483 9.546 7.592 5.393
[2,] 7.446 4.752 14.03 12.00 13.76 1.670 3.015 7.483 9.546 9.390 6.135
[3,] 7.679 4.819 14.13 12.42 14.18 1.679 3.088 7.484 9.607 9.431 6.571
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 4.876 4.748 5.521 6.014 7.000 7.135  9.738 11.38  9.004 16.70 4.900
[2,] 6.820 4.793 6.303 7.271 7.210 7.777  9.949 11.84  9.669 16.82 5.203
[3,] 6.930 4.907 7.344 7.814 7.436 8.572 10.645 12.08 10.480 17.56 5.398
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 23.12 13.34 0.7536 11.73 11.88 1.683 11.80 0.9062 11.66 2.745 2.116
[2,] 27.62 13.44 0.7816 12.19 13.56 1.732 12.39 0.9386 13.21 2.959 2.184
[3,] 28.01 13.82 0.8168 13.14 14.21 1.819 13.23 0.9694 13.97 3.157 2.283
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 13.80 11.65 12.25 7.530 5.843 7.933 2.729 5.914 1.887 6.988 7.023
[2,] 14.31 12.46 13.57 7.551 6.331 7.967 2.766 5.958 1.887 7.442 7.872
[3,] 15.78 12.67 13.86 7.615 6.392 8.187 2.775 5.990 1.892 8.010 8.265
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.347 2.358 5.224 7.745  9.537 4.845 7.627 6.647 2.400 5.306 4.695
[2,] 4.511 2.490 5.363 7.774 10.042 4.939 8.827 6.855 2.459 7.317 6.116
[3,] 4.848 2.624 5.515 9.578 11.167 5.144 9.276 7.167 2.480 8.062 6.730
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.695 2.603 6.421 1.173 3.707 1.908 3.894 4.874 5.085 6.510 2.248
[2,] 5.489 5.185 6.424 1.173 5.148 1.960 3.949 4.880 5.382 6.590 2.249
[3,] 6.544 6.241 6.438 1.180 6.237 2.063 4.366 4.888 5.472 6.716 2.256
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 14.00 5.810 5.580 2.102 7.799 5.498 7.772 7.286 8.160 7.190 6.152
[2,] 14.10 5.815 7.320 2.131 8.041 7.035 8.101 8.858 8.806 9.173 7.346
[3,] 14.16 5.817 7.364 2.154 8.428 7.107 8.129 8.935 9.388 9.789 8.755
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.288 6.250 4.756 7.397 4.254 3.421 3.177 4.669 5.090 11.50 8.268
[2,] 2.330 7.610 4.904 8.064 4.335 3.705 3.185 5.966 5.095 11.50 8.268
[3,] 2.382 8.459 4.962 8.452 4.411 3.881 3.191 6.014 5.115 11.72 9.114
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.642 4.106 3.452 3.533 4.614 4.076 1.026  7.547 20.34 12.91
[2,] 3.889 4.601 4.428 4.393 4.709 4.141 1.047  9.774 23.89 12.95
[3,] 3.963 5.116 4.614 4.683 4.866 4.316 1.114 11.290 24.90 13.09
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]   [,8]
[1,]    9.267   5.977   17.22   14.26   15.9   2.099   3.789  9.503
[2,] 1473.559 648.329 3600.33 4209.87 5684.6 239.018 427.346 13.378
[3,] 1869.938 800.302 1617.44 3162.77 3400.5 169.031 668.420 66.564
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]   12.122    9.641    6.848    6.192    6.029    7.011    7.637
[2,]    9.993 5503.487 2913.106 4750.036  648.119 3027.662 4069.558
[3,] 1079.650  878.731 2343.835 1222.471 1049.626 3755.413 2851.594
        [,16]   [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]
[1,]    8.889    9.06   12.37   14.46   11.43   21.21    6.222    29.35
[2,] 1718.358 3083.31 2027.40 3231.40 3507.94 1950.59 1744.385 15048.81
[3,] 1813.585 3590.56 3771.17 2418.85 4026.72 5029.25 1429.373  4640.59
       [,24]    [,25]  [,26]   [,27]   [,28]   [,29]   [,30]  [,31]
[1,]   16.93   0.9569   14.9   15.08   2.138   14.99   1.151   14.8
[2,] 1670.96 206.4821 3321.9 6508.02 406.946 3772.39 243.274 6193.8
[3,] 3204.70 236.5433 4880.5 4248.96 554.396 4596.37 241.400 4515.4
        [,32]   [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]
[1,]    3.486   2.688   17.53   14.79   15.56   9.561    7.42   10.07
[2,] 1101.888 538.539 3753.40 4419.63 5795.28 559.526 2426.85  732.91
[3,] 1093.432 662.583 6636.99 2273.89 2847.97 988.518  881.57 1877.29
       [,40]   [,41]   [,42]    [,43]    [,44]   [,45]   [,46]    [,47]
[1,]   3.466   7.509   2.397    8.873    8.918    5.52   2.995    6.633
[2,] 444.974 726.363   3.390 2549.738 3541.264 1202.51 796.681 1209.796
[3,] 230.854 615.177 137.779 2950.800 2508.268 1767.41 824.061 1282.093
        [,48]   [,49]    [,50]    [,51]   [,52]   [,53]    [,54]    [,55]
[1,]    9.834   12.11    6.152    9.685    8.44   3.048    6.738    5.962
[2,]  670.219 3131.38  954.089 4425.829 1668.61 533.907 5018.294 3903.289
[3,] 5573.965 4864.99 1432.144 2838.557 2084.67 321.257 3371.746 2797.742
        [,56]    [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]
[1,]    5.962    3.306   8.154   1.489    4.707   2.423    4.944   6.189
[2,] 2831.068 4466.017 178.415   1.176 3558.668 445.950  657.899 250.978
[3,] 3548.901 3459.665 434.022 130.537 3507.509 640.894 1853.582 274.143
        [,64]    [,65]   [,66]   [,67]   [,68]    [,69]  [,70]    [,71]
[1,]    6.457    8.267   2.854   17.78   7.378    7.086   2.67    9.904
[2,] 1756.597 1021.405  66.064 1624.92 222.580 4718.846 346.26 1948.453
[3,]  983.950 1290.702 182.688 1342.00 177.462  795.089 310.82 2513.687
        [,72]   [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]
[1,]    6.981    9.87    9.252   10.36    9.13    7.812   2.906    7.937
[2,] 4371.957 2275.54 5018.741 3299.01 5673.85 3999.705 436.397 4324.935
[3,] 1006.230  672.45 1167.061 3241.14 3402.57 4743.094 493.514 3679.370
        [,80]    [,81]   [,82]    [,83]   [,84]    [,85]   [,86]  [,87]
[1,]    6.039    9.393   5.401    4.344   4.035    5.929   6.463   14.6
[2,] 1191.611 3199.991 831.217 1415.700 225.233 3699.995 228.499  179.7
[3,]  751.494 2519.491 814.368 1151.792 191.795  751.978 455.364 2243.5
       [,88]    [,89]    [,90]    [,91]    [,92]    [,93]    [,94]   [,95]
[1,]   10.50    4.625    5.214    4.383    4.486    5.859    5.175   1.303
[2,]   33.08 1358.406 2068.579 2762.042 2601.344  937.622  727.733 208.563
[3,] 3819.42  761.302 2227.172 1293.879 1616.347 1220.202 1213.832 378.325
        [,96]    [,97]   [,98]
[1,]    9.583    25.83   16.39
[2,] 6186.202 12481.59 1098.79
[3,] 5628.915  7006.33 1869.77
[1] "--- VAR model 2017-10-07 13:01:00  completed"
[1] "Completed training sample:  2017-10-07 13:01:00 - 2017-10-07 21:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 13:31:00 - 2017-10-07 21:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.4056         -0.5152         -47.88         -44.46
          1.0783          1.4263         -42.59         -47.36
          0.5910          0.1222         -50.07         -42.43
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -51.06       0.005458          -0.5143           0.3326
         -45.05       0.297538          -0.4349          -0.6964
         -48.51       0.045769           0.1151          -0.3657
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.290          -0.5226           3.7793           -19.97
           -1.189           0.7730           5.0637           -16.81
           -1.712          -2.6904           0.3945           -16.32
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.1881          -11.294          -12.863           0.5656
           4.7488          -10.822           -7.347          -0.7741
           0.4927           -5.438           -6.045           1.3450
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.0941           1.7041           3.8230            21.38
          -7.4820           0.4062           0.8735            21.20
          -3.0187           0.4560          -1.9198            19.93
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -48.06           -5.117           -89.76           -42.84
           -38.52           -5.976           -94.16           -46.71
           -49.86           -5.947           -97.11           -42.12
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.873           -48.38           -52.77           -10.07
           -5.037           -43.56           -47.06           -10.41
           -4.878           -46.27           -50.37           -10.36
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -43.69           -5.505           -44.10           -21.32
           -47.36           -5.540           -48.89           -21.25
           -42.79           -5.422           -44.69           -21.55
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -10.82           -44.70           -51.21           -49.13
           -11.67           -48.71           -44.71           -44.99
           -12.01           -49.33           -47.53           -50.00
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9826           0.5389           0.3386          0.21222
           0.4312           1.8320           0.3449          0.10736
           0.8153          -0.6114           0.4402          0.06038
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.13076        -0.005325           -29.89           -31.41
          0.12031        -0.081686           -28.44           -33.89
         -0.04006        -0.049365           -26.79           -32.78
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.5463           -2.343           -24.19            8.513
           0.9413           -1.687           -24.23            6.728
           0.9709           -1.112           -25.51            7.543
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.808           -2.404          -12.267            15.68
            0.788           -1.976           -9.769            15.28
            7.932           -1.157          -13.249            16.60
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05692           -5.479           -4.997           -6.651
         -0.82657           -9.694           -7.291           -5.559
         -0.63173           -8.824           -5.568           -7.259
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.732          -0.3862         0.003066            3.130
           -5.756          -0.3147         0.236004           -6.082
           -7.126           0.9904         0.125929           -5.927
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.32133           0.5502           1.4111           4.1471
          0.05022          -1.1769           0.7942           0.1299
         -0.04815          -4.2280           0.3360          -2.4155
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.0901        -0.097972          0.50913           0.4061
           0.8902         0.008969          0.08371          -0.3561
          -2.7851         0.020429         -0.07820           1.1764
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -6.2553           0.2581           0.8720           0.1013
           4.0702          -0.3553           1.5817           0.6511
          -0.2986           0.1776           0.9059           0.9867
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1955           1.6506            11.82            5.172
          -0.8779           0.4413            13.33            5.865
           0.3891           0.7573            11.31            7.808
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.934           0.4354           10.171          -1.4846
           10.730           0.2597            6.360          -0.9309
           10.673           0.3792            8.048          -0.9815
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.478         -0.05245            -1.91          -0.1138
           10.289          0.18926            -1.98          -0.1517
           10.434          0.03121            -1.29          -0.0566
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.1938         -0.16244         -0.21858           -5.105
           2.9858         -0.17399         -0.02055           12.128
           0.0878         -0.02474         -0.05416           -5.060
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.697            3.996            4.175            5.063
            1.836            2.167            3.071            3.472
            1.227            2.714            2.116            1.774
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.3138         -0.05573           -7.833            119.0
          -0.3807         -0.24658           -8.048            117.4
          -2.3096         -0.18897           -8.005            116.7
 rnd_95776.volume rnd_95787.volume
           -28.92           -46.76
           -25.69           -44.60
           -22.75           -46.50
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.220 4.704 12.91 10.86 11.41 1.623 2.964 7.358 9.474 7.433 5.418
[2,] 7.361 4.753 13.11 11.40 12.06 1.642 2.994 7.358 9.475 9.270 6.195
[3,] 7.569 4.812 13.15 11.81 12.31 1.650 3.059 7.361 9.513 9.310 6.639
     [,12] [,13] [,14] [,15] [,16] [,17]  [,18] [,19]  [,20] [,21] [,22]
[1,] 4.913 4.711 5.168 6.992 7.007 6.951  9.665 11.14  8.890 15.42 4.097
[2,] 6.717 4.740 5.972 7.896 7.194 7.617  9.835 11.61  9.578 15.67 4.107
[3,] 6.787 4.871 7.046 8.372 7.410 8.349 10.466 11.88 10.337 15.73 4.125
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 22.42 12.71 0.7391 11.53 11.27 1.672 11.77 0.8701 11.50 2.430 1.889
[2,] 25.69 13.12 0.7650 11.93 12.44 1.703 12.25 0.9102 12.95 2.524 1.920
[3,] 25.83 13.47 0.8062 12.71 12.86 1.789 12.91 0.9416 13.53 2.586 1.992
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 12.33 10.84 11.78 7.230 5.763 7.628 2.674 5.678 1.858 6.774 7.004
[2,] 12.41 11.72 12.71 7.246 6.268 7.666 2.704 5.719 1.858 7.175 7.779
[3,] 12.73 11.85 12.77 7.311 6.340 7.857 2.713 5.769 1.864 7.693 8.153
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.469 2.379 5.206 7.662  9.524 4.799 7.535 6.624 2.353 5.308 4.588
[2,] 4.621 2.510 5.364 7.700  9.998 4.889 8.809 6.808 2.418 6.903 6.011
[3,] 4.950 2.641 5.513 9.473 11.134 5.089 9.256 7.143 2.442 7.670 6.581
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.630 2.549 6.291 1.179 3.679 1.873 3.942 4.818 4.576 6.741 2.162
[2,] 5.363 5.058 6.295 1.179 5.110 1.918 4.008 4.831 5.444 6.826 2.164
[3,] 6.165 6.091 6.305 1.184 6.167 2.017 4.384 4.853 5.541 6.968 2.166
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 14.09 5.718 5.643 2.090 7.701 5.468 7.647 7.240 8.093 7.220 6.125
[2,] 14.16 5.725 7.425 2.121 7.952 7.016 7.958 8.716 8.552 9.217 7.287
[3,] 14.22 5.725 7.475 2.144 8.332 7.085 7.986 8.790 9.045 9.772 8.669
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.257 6.196 4.748 7.248 4.204 3.329 3.042 4.597 5.052 11.56 8.296
[2,] 2.294 7.525 4.913 8.076 4.292 3.611 3.047 5.921 5.054 11.56 8.296
[3,] 2.344 8.417 4.963 8.473 4.366 3.796 3.057 5.976 5.071 11.73 9.122
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 3.635 4.118 3.556 3.603 4.412 3.974 0.987  7.986 19.82 11.80
[2,] 3.872 4.565 4.501 4.387 4.514 4.023 1.017 10.038 23.49 12.11
[3,] 3.957 5.058 4.676 4.680 4.779 4.174 1.069 11.476 24.26 12.39
Root mean square errors of predictions:  
         [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    9.169   5.974   16.4   13.79   14.48   2.061   3.763   9.343
[2,] 1436.362 678.566 2252.1 3478.58 3938.25 248.279 428.218  66.647
[3,] 1767.624 759.176 1029.6 3091.29 2489.36 163.122 630.211 223.137
       [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]    [,16]
[1,]  12.03    9.439    6.88    6.238    5.982    6.563    8.879    8.898
[2,]  86.51 5559.642 3013.51 4597.834  528.319 3003.152 3682.138 1633.855
[3,] 851.51  860.574 2396.30  972.151 1124.281 3752.526 2793.585 1783.106
        [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    8.826   12.27   14.15   11.29   19.59   5.203    28.47   16.13
[2,] 3126.835 1827.82 3268.19 3576.63 2801.62 291.433 12580.60 3288.53
[3,] 3431.736 3591.36 2543.53 3901.89 1367.21 381.132  2726.16 3045.10
        [,25]   [,26]  [,27]   [,28]   [,29]   [,30]  [,31]   [,32]
[1,]   0.9385   14.64   14.3   2.123   14.94   1.105   14.6   3.086
[2,] 198.1022 3074.45 5305.7 328.021 3425.35 268.097 5986.4 684.188
[3,] 255.3243 4393.34 3261.0 548.508 4075.99 242.055 3913.4 564.707
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.399   15.66   13.77   14.96   9.181    7.319    9.687   3.395
[2,] 343.683 1403.29 4458.56 4791.99 482.791 2471.410  761.988 404.950
[3,] 530.024 2852.31 1760.38 1278.94 976.160  961.366 1727.145 220.970
      [,41]  [,42]    [,43]    [,44]    [,45]   [,46]   [,47]   [,48]
[1,]   7.21   2.36    8.601    8.893    5.675   3.021    6.61    9.73
[2,] 684.46  10.10 2373.944 3397.515 1181.428 803.370 1298.95  771.03
[3,] 763.57 152.36 2785.441 2452.033 1779.032 824.858 1276.67 5537.62
       [,49]    [,50]    [,51]    [,52]   [,53]   [,54]    [,55]   [,56]
[1,]   12.09    6.094    9.569    8.411   2.988    6.74    5.826    5.88
[2,] 3053.49  935.172 4579.367 1580.405 560.636 4429.26 3897.882 2715.25
[3,] 4918.41 1417.789 2850.474 2167.753 342.118 3354.80 2687.938 3052.57
        [,57]   [,58]   [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    3.237   7.988   1.497    4.671   2.378    5.005   6.118    5.811
[2,] 4383.989 221.756   1.869 3559.138 415.279  726.629 353.833 2958.984
[3,] 3405.793 361.535 111.672 3464.976 627.238 1783.883 463.823 1039.306
       [,65]   [,66]  [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    8.56   2.746   17.9   7.261    7.165   2.654    9.78    6.944
[2,] 1074.54  90.052 1398.5 289.273 4842.987 359.537 1987.69 4411.329
[3,] 1407.34 101.054 1240.7  28.085  868.576 316.560 2496.69  994.394
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]    9.711    9.194   10.28    9.169    7.778   2.865    7.868    6.029
[2,] 2208.581 4871.038 2772.74 5750.225 3963.261 412.392 4286.550 1268.445
[3,]  673.448 1141.763 2955.44 3256.402 4711.732 483.802 3785.015  704.212
        [,81]   [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    9.204   5.338    4.227   3.862    5.837   6.415   14.68   10.53
[2,] 3574.216 868.458 1404.475 175.261 3745.706 133.551   32.52   63.99
[3,] 2572.721 801.568 1173.820 252.820  811.919 425.362 1996.30 3806.95
        [,89]   [,90]    [,91]    [,92]    [,93]    [,94]   [,95]   [,96]
[1,]    4.616    5.23    4.515    4.575    5.602    5.046   1.253   10.14
[2,] 1338.344 1977.07 2768.729 2511.158  958.082  629.956 245.930 6104.20
[3,]  817.850 2185.72 1274.909 1635.446 1576.117 1118.036 329.007 5582.31
        [,97]   [,98]
[1,]    25.17   14.98
[2,] 12648.49 2724.88
[3,]  6079.69 2623.95
[1] "--- VAR model 2017-10-07 13:31:00  completed"
[1] "Completed training sample:  2017-10-07 13:31:00 - 2017-10-07 21:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 14:01:00 - 2017-10-07 22:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.085         0.76265         -46.07         -44.76
          -1.597         0.07638         -44.75         -50.48
          -2.018        -0.16272         -45.47         -48.94
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -51.77       -0.05055          -0.4138           0.2260
         -44.76       -0.12823           0.1199           0.7800
         -47.91        0.14452           0.2247          -0.7518
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.02983          -4.8762           0.4933           -17.29
         -0.24419           1.6211           3.1328           -15.15
         -0.50524           0.3949           2.4636           -15.31
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2497           -3.595           -5.153            2.994
           1.2900          -10.589           -7.764            2.526
           0.8748           -6.286           -5.468            2.599
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.278          -3.4940           0.6887            16.84
           -7.355           0.3115           0.8221            18.37
           -5.724          -4.3872          -2.2919            19.93
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -44.14           -4.590          -104.73           -45.91
           -39.89           -4.561           -90.00           -42.16
           -43.77           -4.511           -94.11           -43.70
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.445           -52.79           -48.54           -9.319
           -4.334           -52.29           -49.71           -9.585
           -4.412           -46.16           -46.41           -9.750
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -42.93           -4.915           -46.55           -20.94
           -50.81           -5.242           -46.90           -20.61
           -50.27           -5.060           -46.63           -20.62
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -11.10           -43.31           -45.33           -38.30
           -10.91           -41.90           -43.01           -43.22
           -11.46           -48.64           -44.05           -40.85
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1950           -4.124         0.813374          0.15501
           0.3087            2.741         0.005974          0.12105
          -0.1389           -1.207         0.027895          0.06238
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.19985         -0.06817           -29.75           -34.96
          1.14177          0.28833           -29.44           -35.26
         -0.00143          0.12320           -28.50           -34.50
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.8322           -2.707           -23.52           11.677
           0.3167           -2.527           -24.29            5.482
           0.1842           -2.883           -23.44            8.285
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.498          -1.2560           -15.31            16.20
           -8.180           0.1132           -10.41            15.38
            3.274           0.2926           -15.41            15.05
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.2536           -4.894           -3.161          -10.619
          -0.8527          -13.732           -5.491           -4.249
          -1.1426           -9.068           -2.723           -9.223
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.684           0.1118         -0.13669            3.474
           -4.251          -0.1333         -0.04016          -11.021
           -6.245           0.1760         -0.01235           -2.724
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.1220            2.614            4.093            5.328
          -0.8431           -1.009            4.268            4.514
          -0.6835           -5.218            3.039           -1.951
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            9.127           0.5885          -0.7565         0.039097
            5.653           0.3624           1.4584        -0.247880
           -1.187           0.3528          -0.3452         0.008799
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.446         -0.11698           -2.888           -2.501
            6.437          0.19148           -2.544           -1.775
            3.838         -0.03346           -2.769           -1.658
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7958          -5.9149            17.19           0.7887
           0.1321          -1.2506            17.57           6.0344
          -0.2697          -0.8105            14.71           6.8009
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.011           0.5713           10.200          -0.5267
            5.806           0.2855            5.406          -0.3417
            9.442           0.4162            6.889          -0.2554
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.875          -0.3678           -2.389          0.13457
           10.985           0.3099           -3.000          0.18445
            6.965           0.3964           -1.337          0.08295
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.0267        -0.004561           0.9064           -6.797
           1.2136         0.235906           0.2595            8.083
           0.7964         0.010908           0.1497           -4.971
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.486            3.280            5.728            7.055
            3.091            2.629            3.717            4.636
            2.666            3.719            2.851            3.397
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.1800          -0.5884           -7.448            112.9
           0.9035           0.6429           -7.470            113.9
          -3.2729           0.7512           -7.748            112.8
 rnd_95776.volume rnd_95787.volume
           -43.63           -50.17
           -29.47           -46.11
           -24.89           -43.38
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.135 4.665 12.55 10.63 11.16 1.652 2.981 7.173 9.375 7.291 5.315
[2,] 7.268 4.700 12.68 11.10 11.61 1.675 3.015 7.178 9.376 9.078 6.153
[3,] 7.428 4.761 12.70 11.38 11.87 1.680 3.076 7.181 9.390 9.126 6.566
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.918 4.652 5.059 6.867 6.723 7.066 8.891 11.02  8.922 15.46 4.153
[2,] 6.659 4.765 5.854 7.763 6.911 7.840 9.177 11.51  9.725 15.60 4.179
[3,] 6.764 4.891 6.883 8.231 7.124 8.556 9.564 11.79 10.550 15.66 4.194
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 21.76 11.93 0.7233 11.63 11.16 1.657 11.12 0.8694 10.75 2.388 1.815
[2,] 25.03 12.25 0.7464 12.01 12.37 1.695 11.64 0.9077 11.85 2.521 1.870
[3,] 25.12 12.33 0.7851 12.92 12.79 1.778 11.98 0.9466 12.31 2.604 1.944
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 11.43 10.88 11.53 6.904 5.810 7.346 2.674 5.488 1.828 6.645 6.837
[2,] 11.46 11.82 12.26 6.927 6.303 7.375 2.707 5.532 1.829 7.083 7.575
[3,] 11.81 11.92 12.29 6.971 6.378 7.555 2.718 5.607 1.834 7.568 7.973
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.452 2.361 5.068 7.576  9.303 4.853 7.491 6.537 2.386 5.677 4.086
[2,] 4.612 2.479 5.297 7.608  9.802 4.910 8.598 6.735 2.444 6.916 5.975
[3,] 4.930 2.597 5.450 9.277 11.003 5.138 9.084 7.094 2.472 7.797 6.486
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.689 2.524 6.190 1.141 3.722 1.845 3.844 5.073 4.516 6.408 2.140
[2,] 5.453 4.745 6.192 1.142 5.199 1.890 3.897 5.107 5.385 6.860 2.160
[3,] 6.100 5.974 6.199 1.147 6.174 1.978 4.283 5.218 5.495 7.099 2.163
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 13.22 5.508 5.696 2.158 7.627 5.422 7.510 7.097 8.243 7.265 6.128
[2,] 13.35 5.511 7.351 2.161 7.868 6.924 7.827 8.537 8.724 9.373 7.281
[3,] 13.37 5.511 7.539 2.161 8.225 6.986 7.854 8.616 9.221 9.905 8.598
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.243 6.085 4.725 7.160 4.166 3.319 2.924 4.599 5.079 11.33 8.158
[2,] 2.280 7.483 4.881 8.026 4.259 3.596 2.925 5.891 5.082 11.34 8.160
[3,] 2.330 8.491 4.931 8.436 4.332 3.766 2.933 5.986 5.106 11.48 8.962
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 4.034 4.364 3.878 3.931 4.299 3.829 0.9356  8.367 17.50 11.76
[2,] 4.148 4.859 4.798 4.633 4.411 3.846 0.9606 10.312 22.48 12.10
[3,] 4.349 5.133 4.996 4.996 4.668 3.933 1.0087 11.682 23.82 12.40
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]  [,9]
[1,]    9.06   5.924   15.93   13.5   14.17   2.098   3.786   9.108  11.9
[2,] 1423.59 588.102 1889.47 3254.5 3300.95 281.725 459.679 273.793 135.5
[3,] 1574.19 779.334  786.94 2611.1 2497.19 128.948 626.175 236.751 529.7
        [,10]   [,11]    [,12]    [,13]    [,14]   [,15]    [,16]    [,17]
[1,]    9.259    6.75    6.245    5.908    6.424    8.72    8.537    8.972
[2,] 5549.899 3180.21 4607.058 1059.267 3022.874 3715.03 1644.512 3485.601
[3,]  954.686 2353.71 1214.971 1129.977 3714.345 2808.44 1774.318 3517.160
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]    [,25]
[1,]   11.29   13.99   11.33   19.64   5.274    27.64   15.15   0.9184
[2,] 2332.52 3419.53 3970.48 2123.80 475.106 12681.14 2849.42 188.9813
[3,] 2766.31 2642.41 4196.17 1360.27 370.175  2178.66 1451.90 249.9600
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   14.77   14.17   2.104   14.12   1.104   13.65   3.032   2.305
[2,] 3043.53 5473.45 367.576 3544.72 267.742 5118.64 831.139 461.956
[3,] 4889.54 3344.77 550.960 2897.45 275.601 3435.30 667.765 545.340
       [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]   [,41]
[1,]   14.51   13.82   14.64   8.767    7.378    9.328   3.395   6.969
[2,]  855.66 4723.37 4286.47 582.142 2506.544  669.339 435.550 713.239
[3,] 2935.00 1623.40  952.48 798.700 1005.066 1683.654 242.161 938.358
       [,42]    [,43]    [,44]    [,45]   [,46]    [,47]   [,48]   [,49]
[1,]   2.322    8.438    8.681    5.653   2.997    6.435    9.62   11.81
[2,]  46.800 2517.655 3348.661 1236.135 778.507 1583.168  719.98 3168.25
[3,] 142.926 2733.124 2549.634 1787.521 791.499 1315.946 5447.26 5128.87
        [,50]    [,51]    [,52]  [,53]    [,54]    [,55]    [,56]    [,57]
[1,]    6.163    9.513    8.301   3.03    7.209    5.188    5.955    3.205
[2,]  766.087 4329.014 1665.724 540.64 4052.113 4473.816 2855.095 4122.702
[3,] 1554.311 3008.261 2283.976 383.37 3694.942 2589.975 2807.130 3725.097
       [,58]   [,59]    [,60]   [,61]    [,62]    [,63]    [,64]    [,65]
[1,]   7.861   1.449    4.726   2.343    4.881    6.442    5.735    8.138
[2,] 131.606  16.777 3725.526 420.945  659.614  607.128 3010.549 2512.657
[3,] 299.952 111.028 3416.944 598.089 1823.254 1098.601 1120.924 1874.278
       [,66]   [,67]   [,68]    [,69]   [,70]    [,71]    [,72]    [,73]
[1,]   2.718   16.79   6.994    7.233   2.741    9.685    6.885    9.536
[2,] 297.755 1944.92 197.069 4768.390 115.485 1981.802 4418.973 2262.550
[3,] 107.858  594.84  30.444 1716.285  29.959 2461.441  950.653  678.457
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]  [,80]    [,81]
[1,]    9.013   10.47    9.225    7.781   2.849    7.727    6.0    9.092
[2,] 4867.763 2929.83 6077.733 4035.535 415.668 4468.314 1258.5 3722.666
[3,] 1201.074 3065.12 3284.214 4692.766 494.819 4118.545  718.5 2665.251
      [,82]    [,83]   [,84]    [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   5.29    4.215   3.712    5.839   6.449   14.39   10.36    5.123
[2,] 906.45 1419.086  91.943 3778.766 188.358  263.32  147.65  991.140
[3,] 815.98 1148.606 222.753 1090.959 501.324 1846.63 3802.38 1339.692
        [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]    [,97]
[1,]    5.541    4.924    4.992    5.459   4.862   1.188   10.62    22.22
[2,] 2194.758 2900.318 2515.784 1014.018 376.616 223.357 6185.70 14480.62
[3,] 1696.200 1426.116 1919.394 1566.379 841.481 315.855 5633.95  8085.39
       [,98]
[1,]   14.93
[2,] 2951.90
[3,] 2756.39
[1] "--- VAR model 2017-10-07 14:01:00  completed"
[1] "Completed training sample:  2017-10-07 14:01:00 - 2017-10-07 22:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 14:31:00 - 2017-10-07 22:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.75058         -1.0943         -43.08         -44.96
         0.55317          0.2239         -41.30         -43.11
         0.08303          0.1574         -39.44         -40.15
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -43.44        0.57354            1.530           0.1732
         -42.95       -0.07727            1.544          -0.0373
         -42.30        0.49761            1.670          -0.1011
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.96878           1.1674          0.09339           -17.10
          0.06904          -0.2556          5.32202           -13.78
         -0.56352          -0.7503          3.72559           -12.00
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.6039           -5.505           -9.152            4.829
           1.2559           -8.420           -5.427            4.917
           1.6755           -6.629           -5.579            5.274
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.127           -5.785           -5.700            16.30
           -8.235           -4.185           -3.396            18.00
           -5.788           -5.701           -4.643            17.57
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -41.56           -4.650           -76.99           -38.05
           -39.59           -4.290           -86.96           -41.47
           -38.46           -4.238           -83.46           -40.65
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.609           -42.89           -43.45           -9.086
           -4.443           -36.74           -42.01           -9.826
           -4.511           -41.65           -46.01           -8.839
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -41.96           -4.939           -36.24           -19.16
           -42.02           -5.083           -40.45           -18.79
           -38.89           -4.763           -38.99           -18.30
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -10.80           -45.95           -43.94           -44.01
           -11.19           -43.45           -41.72           -43.79
           -10.90           -42.98           -41.58           -42.71
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2866           3.7854           -0.343          0.19877
           0.1108          -0.4757            2.578          0.06992
          -0.1635           2.3450            1.200          0.02920
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.66498           0.2055           -29.89           -33.32
         -0.06318           0.1159           -29.45           -32.55
         -0.09298           0.1104           -30.12           -32.50
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.418           -2.020           -18.67           11.432
            4.162           -1.498           -21.94            1.552
            3.803           -1.272           -21.87            6.675
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.821          -1.4894           -6.785            5.420
            5.152          -0.4770           -7.853            2.769
            6.491          -0.3711           -9.282            1.781
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.67777           -2.119           -6.965          -7.1993
         -0.99711           -9.762           -4.005          -0.2575
         -0.05307           -4.359           -5.077          -6.3211
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.230          -0.2093       -0.0012852           -1.580
           -7.718           0.4066       -0.0290211           -3.145
           -3.544           0.2443        0.0002774           -4.623
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0824          -2.3839            1.995           3.2177
          -0.8953           0.9157            2.152          -1.4071
          -0.8767          -4.7613            1.906           0.9458
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.6923         0.006552            2.720                0
           1.7987         0.243030            1.328                0
           0.3343         0.160581            1.650                0
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.7331          0.23457           1.1736         -0.09647
           2.5441         -0.09494           0.4185          1.04659
           0.9548          0.15293           0.4245          0.30847
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.5179          -0.1683            24.51            17.05
          -0.8680           0.5502            23.56            13.45
           0.5330           0.4555            21.77            12.67
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            17.69          0.09864            12.51            1.879
            15.80          0.17478            17.32            1.167
            14.62         -0.07450            14.02            1.230
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            13.25          -0.4816          -1.1587         -0.00218
            18.12          -0.1933          -0.3719         -0.13086
            14.73          -0.1121          -1.2298         -0.07202
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.4806         -0.20816           1.4761           -4.790
           2.4452         -0.25866           1.0070            2.481
           0.3097         -0.03766           0.1056           -2.522
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.754            4.895            3.268            3.910
            5.396            2.286            3.593            4.495
            2.253            2.295            4.131            1.728
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.162          -0.4899           -6.868            118.1
            3.075           0.9173           -6.583            118.1
           -2.867           0.5147           -7.110            117.1
 rnd_95776.volume rnd_95787.volume
           -37.94           -40.65
           -10.71           -39.73
           -25.02           -41.14
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 7.025 4.583 11.84 10.45 10.95 1.628 2.970 7.047 9.198 7.193 5.286
[2,] 7.113 4.620 11.84 10.93 11.42 1.646 3.001 7.062 9.209 8.845 6.125
[3,] 7.298 4.677 11.95 11.22 11.63 1.648 3.063 7.066 9.235 8.904 6.539
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 5.041 4.590 5.021 7.211 6.717 7.218 8.764 10.93  8.953 15.02 4.404
[2,] 6.577 4.735 5.860 8.092 6.906 7.978 9.110 11.43  9.767 15.12 4.452
[3,] 6.588 4.870 6.815 8.569 7.127 8.465 9.483 11.71 10.625 15.18 4.475
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 21.05 11.76 0.7234 11.27 11.04 1.614 11.42 0.8498 10.67 2.291 1.753
[2,] 23.99 12.19 0.7591 11.60 12.24 1.670 12.11 0.8839 11.67 2.413 1.812
[3,] 24.02 12.26 0.8029 12.45 12.63 1.738 12.56 0.9250 12.20 2.505 1.865
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 10.86 10.81 11.17 6.693 5.476 7.023 2.628 5.336 1.793 6.620 6.779
[2,] 11.01 11.70 11.79 6.734 6.254 7.049 2.655 5.369 1.793 7.079 7.538
[3,] 11.30 11.83 11.89 6.765 6.357 7.209 2.673 5.443 1.798 7.573 7.928
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.546 2.342 4.970 7.548  9.166 4.852 7.412 6.391 2.341 4.864 4.015
[2,] 4.689 2.460 5.341 7.579  9.779 4.908 8.585 6.629 2.403 6.948 5.900
[3,] 5.010 2.589 5.523 9.206 10.898 5.140 9.036 7.013 2.431 7.565 6.471
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.591 2.488 6.038 1.120 3.690 1.769 3.752 5.049 4.424 6.361 2.117
[2,] 5.246 4.639 6.039 1.120 5.132 1.810 3.792 5.100 5.355 6.790 2.139
[3,] 6.115 6.019 6.046 1.122 5.998 1.888 4.178 5.305 5.449 7.034 2.143
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 12.81 5.356 5.563 2.130 7.564 5.309 7.145 6.894 8.088 7.473 6.209
[2,] 12.95 5.360 7.329 2.134 7.790 6.779 7.496 8.291 8.541 9.517 7.253
[3,] 12.96 5.361 7.495 2.134 8.191 6.831 7.538 8.349 9.017 9.976 8.512
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.217 6.030 4.736 7.167 4.086 3.281 2.851 4.605 4.952 10.82 8.338
[2,] 2.256 7.620 4.885 8.082 4.160 3.535 2.851 5.857 4.958 10.84 8.344
[3,] 2.311 8.517 4.946 8.473 4.234 3.707 2.856 6.011 4.976 10.92 9.124
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 3.909 4.973 4.621 4.135 4.245 3.738 0.9131  9.476 18.01 11.29
[2,] 4.419 5.061 5.029 5.011 4.345 3.750 0.9397 11.371 22.33 11.65
[3,] 4.468 5.503 5.235 5.115 4.665 3.841 0.9857 13.057 23.86 11.92
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]    8.921   5.819   15.03   13.27   13.91   2.067   3.772   8.949
[2,] 1091.642 578.001  252.97 3145.98 3186.40 239.495 420.435 450.067
[3,] 1599.030 708.306 1625.33 2470.93 2118.18  80.215 599.497 208.862
       [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]   [,16]
[1,]  11.68    9.134    6.713    6.401    5.829    6.375    9.157    8.53
[2,] 451.19 5038.659 3029.663 4136.036 1139.153 2958.891 3594.743 1568.72
[3,] 677.19 1002.111 2239.628  381.680 1114.323 3407.061 2761.215 1724.50
        [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    9.165   11.13   13.88   11.37   19.08   5.593    26.73   14.93
[2,] 3328.071 2435.81 3296.11 3822.44 1620.91 636.723 11274.39 3134.49
[3,] 2769.580 2576.95 2471.07 4094.79 1327.24 444.071  1061.32 1313.62
        [,25]  [,26]   [,27]   [,28]  [,29]   [,30]   [,31]   [,32]
[1,]   0.9186   14.3   14.02   2.049   14.5   1.079   13.55   2.909
[2,] 225.1618 2719.9 5167.83 423.427 3942.1 237.997 4634.87 740.106
[3,] 256.0609 4410.2 3072.69 469.459 3276.9 267.154 3470.50 661.330
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.226   13.79   13.73   14.18   8.499    6.953    8.918   3.337
[2,] 446.426 1777.38 4369.04 3715.26 725.333 2958.317  600.701 372.682
[3,] 434.066 2487.78 1716.91 1514.36 635.337 1115.503 1475.527 300.856
       [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.775   2.277    8.407    8.609    5.773   2.974    6.312    9.584
[2,] 582.748  22.053 2454.054 3226.324 1123.363 736.342 1912.837  680.139
[3,] 880.262 132.885 2635.298 2406.668 1726.440 789.323 1380.087 5115.859
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]   [,56]
[1,]   11.64    6.162    9.412    8.116   2.973    6.177    5.098    5.83
[2,] 3335.07  721.265 4241.837 1722.541 532.567 4857.558 4232.687 2486.25
[3,] 4709.12 1495.020 2761.378 2239.608 357.166 2930.219 2603.716 3076.22
       [,57]   [,58]  [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    3.16   7.668  1.422    4.686   2.246    4.764    6.412    5.618
[2,] 3833.32  44.211 13.405 3491.372 377.734  539.845  701.093 2954.322
[3,] 3754.76 291.160 65.240 3039.698 526.954 1717.061 1431.679  987.176
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]    [,71]    [,72]
[1,]    8.077   2.688   16.26   6.801    7.064   2.705    9.605    6.742
[2,] 2326.067 295.545 1886.57 217.976 4671.456 124.871 1823.272 4127.616
[3,] 1798.528 129.951  553.71  81.820 1539.951   5.743 2477.951  820.784
        [,73]    [,74]   [,75]   [,76]    [,77]   [,78]    [,79]    [,80]
[1,]    9.073    8.754   10.27    9.49    7.885   2.815    7.657    6.014
[2,] 2220.781 4510.144 2685.76 5770.22 3670.884 406.896 4562.203 1173.895
[3,]  779.838  966.701 2832.58 2928.62 4361.867 493.825 3725.271  755.154
        [,81]   [,82]    [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    9.101   5.189    4.166   3.62    5.847   6.288   13.74   10.59
[2,] 3657.255 767.471 1288.375  59.91 3543.801 241.053  687.17  308.28
[3,] 2492.234 770.722 1094.197 159.76 1324.115 411.288 1321.47 3613.59
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]    4.963    6.315    5.868    5.251    5.39   4.747   1.159   12.03
[2,] 2019.189  918.693 1941.515 2771.463  908.87 295.800 217.617 6154.40
[3,]  642.671 2115.315 1423.961 1002.889 1663.09 812.349 291.410 6283.63
        [,97]   [,98]
[1,]    22.87   14.34
[2,] 12924.48 2797.92
[3,]  8239.02 2473.33
[1] "--- VAR model 2017-10-07 14:31:00  completed"
[1] "Completed training sample:  2017-10-07 14:31:00 - 2017-10-07 22:30:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 15:01:00 - 2017-10-07 23:00:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        0.251728         -0.5559         -40.92         -39.13
       -0.296406          0.6429         -37.49         -39.15
        0.008031          0.2784         -43.07         -37.66
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -34.28              0           1.3294          0.44539
         -38.78              0           0.4925          0.07066
         -39.23              0           0.2979         -0.46625
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.0348          -5.4068            2.035           -18.01
          -0.5132           1.3205            5.324           -12.88
          -0.1534          -0.2068            3.511           -12.82
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9010          0.09605          -0.8747            3.573
           0.5295        -12.43057          -6.1277            2.794
           0.9255         -4.82721           1.6581            2.827
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.473           -2.283           -1.180            14.30
           -7.408           -1.811           -1.703            14.67
           -5.363           -5.715           -3.068            13.81
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -38.30           -4.066           -69.74           -38.50
           -36.82           -3.870           -79.56           -38.37
           -41.86           -3.829           -74.99           -39.07
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.294           -37.51           -44.41           -8.843
           -3.383           -34.31           -39.99           -9.583
           -3.533           -38.79           -43.41           -8.590
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -33.84           -3.992           -37.81           -17.14
           -38.14           -3.992           -40.82           -17.00
           -35.83           -3.989           -39.01           -16.61
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.552           -37.06           -35.16           -40.43
           -9.972           -38.00           -36.41           -38.88
           -9.919           -40.01           -38.72           -40.52
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.644           -1.006          -0.4386           0.4664
            1.988           -1.756           1.0334           0.2559
            1.054           -3.223           0.9186           0.1286
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.32396          -0.0600           -24.27           -28.21
          0.04351           0.1836           -24.04           -27.78
         -0.05511           0.1965           -23.62           -27.93
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.255           -2.140           -19.11            1.963
            2.922           -2.425           -20.73            9.254
            3.211           -2.352           -20.11            4.098
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          3.24309        -0.902728           -8.641            2.646
         -0.04571        -0.117192           -8.981            3.271
          1.33926         0.006179          -12.788            5.402
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3844           -1.440           -6.128          -16.341
          -0.5112           -7.029           -5.135           -0.502
          -0.5217           -7.460           -5.724           -4.100
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.023         -0.09671                0           -5.880
           -6.950          0.18784                0          -14.562
           -3.243          0.45659                0           -1.279
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5853           -2.551           0.1822          -0.2124
          -0.2348           -5.382          -0.2408          -3.8171
          -0.2909           -7.420           2.0504          -8.0206
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            0.244          -0.3002           -3.270          -0.3735
           -3.395           0.1510           -2.266          -0.1259
           -6.749          -0.2105           -2.979          -0.2217
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -5.5637         -0.08596          -0.8515          -1.4415
          -0.7128          0.23835          -1.4081          -0.6158
          -4.2450         -0.05411          -1.3871          -0.9026
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.2786         -0.53981            17.54           11.047
          -0.8409         -0.02337            17.97            8.558
           0.7399         -0.09677            19.04            8.165
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.946           0.7121            7.908          -1.0659
           10.595           0.7359            9.095          -0.9085
           11.478           1.0732            9.127          -0.8163
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.285            1.952          -2.8486          0.04013
            8.425            1.220          -0.9566          0.10706
           10.758            1.331          -1.2045          0.09544
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.0741           0.7539          0.49925           -7.451
           1.5261           0.8269         -0.01110            6.107
          -0.4165           0.2666          0.02168           -4.671
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.928            7.272            3.892            6.123
            5.012            4.738            4.251            7.427
            3.196            5.001            2.840            3.311
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5741           0.5466           -6.200            127.6
          -2.9155          -0.5883           -5.832            127.7
          -4.4136          -0.2212           -6.335            127.6
 rnd_95776.volume rnd_95787.volume
          -19.063           -32.85
          -28.628           -36.72
           -6.584           -37.83
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.949 4.401 11.43 10.34 10.63 1.635 2.954 6.918 8.948 6.961 5.136
[2,] 7.026 4.435 11.44 10.77 11.19 1.651 2.988 6.943 8.960 8.618 5.956
[3,] 7.207 4.490 11.53 11.05 11.36 1.653 3.041 6.944 8.978 8.677 6.355
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.731 4.407 4.948 8.152 6.814 6.784 8.678 10.94  9.293 14.83 4.407
[2,] 6.451 4.570 5.728 8.851 6.999 7.500 9.019 11.51 10.067 14.85 4.451
[3,] 6.469 4.700 6.771 9.326 7.224 8.090 9.364 11.75 10.975 14.97 4.475
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 20.65 11.34 0.6897 10.77 10.88 1.478 10.95 0.8111 10.32 2.236 1.668
[2,] 23.38 11.63 0.7234 11.19 12.02 1.514 11.57 0.8458 11.19 2.356 1.741
[3,] 23.43 11.65 0.7528 11.85 12.48 1.613 11.94 0.8771 11.70 2.429 1.784
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 10.53 10.54 10.68 6.589 5.345 6.773 2.531 5.137 1.794 6.395 6.531
[2,] 10.68 11.34 11.36 6.638 6.091 6.789 2.557 5.146 1.795 6.883 7.225
[3,] 11.00 11.43 11.46 6.669 6.200 6.898 2.570 5.216 1.801 7.360 7.640
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.176 2.354 4.816 7.498  9.207 4.861 7.154 6.440 2.319 5.673 3.913
[2,] 4.559 2.474 5.181 7.526  9.784 4.910 8.413 6.661 2.376 7.344 5.900
[3,] 4.706 2.599 5.306 9.039 10.903 5.147 8.981 6.997 2.405 7.939 6.458
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.437 2.441 5.799 1.088 3.738 1.503 3.739 4.716 4.439 6.227 2.098
[2,] 5.205 4.487 5.799 1.088 5.066 1.534 3.782 4.717 5.284 6.642 2.118
[3,] 6.242 5.907 5.800 1.089 6.033 1.541 4.156 4.790 5.367 6.886 2.121
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 12.57 5.139 5.425 2.144 7.465 5.335 6.972 6.675 8.102 7.577 6.257
[2,] 12.72 5.144 7.198 2.146 7.682 6.762 7.315 8.019 8.521 9.509 7.324
[3,] 12.75 5.144 7.331 2.146 8.051 6.808 7.352 8.081 8.898 9.956 8.579
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.141 5.990 4.639 6.937 3.988 3.185 2.714 4.625 4.856 10.36 8.623
[2,] 2.181 7.511 4.796 7.947 4.049 3.426 2.714 5.859 4.865 10.39 8.640
[3,] 2.239 8.336 4.857 8.365 4.127 3.609 2.716 5.965 4.880 10.48 9.390
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 3.847 5.309 5.024 4.325 4.146 3.541 0.9269  9.752 19.09 10.72
[2,] 4.529 5.452 5.219 5.166 4.260 3.552 0.9523 11.693 23.55 11.17
[3,] 4.583 5.804 5.511 5.290 4.545 3.624 0.9951 13.462 24.26 11.44
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]    8.824   5.588   14.52   13.12   13.5   2.077   3.751   8.785
[2,] 1004.379 532.005  319.73 2936.61 3370.9 216.703 433.403 564.543
[3,] 1547.005 675.377 1365.23 2382.17 1881.4  76.431 544.294  99.444
       [,9]   [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]  11.36    8.84    6.522    6.007    5.597    6.283   10.35    8.653
[2,] 429.36 4903.32 2911.398 4233.009 1165.216 2785.086 3327.04 1542.543
[3,] 557.47  974.21 2138.139  463.045 1060.411 3485.263 2837.89 1727.427
        [,17]   [,18]   [,19]  [,20]   [,21]   [,22]    [,23]  [,24]
[1,]    8.614   11.02   13.89   11.8   18.84   5.596    26.22   14.4
[2,] 3088.088 2369.46 3444.72 3737.2  753.01 603.325 10600.12 2486.6
[3,] 2926.089 2431.49 2308.45 4218.0 1781.29 441.844  1341.66  693.5
        [,25]   [,26]   [,27]   [,28]  [,29]  [,30]   [,31]   [,32]
[1,]   0.8759   13.67   13.81   1.877   13.9   1.03   13.11   2.839
[2,] 210.5019 2943.22 4944.72 316.892 3600.8 231.54 4184.37 716.763
[3,] 200.8893 3752.71 3235.26 537.780 2854.1 224.10 3270.04 569.212
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]   [,40]
[1,]   2.118   13.37   13.39   13.56   8.368    6.787    8.601   3.214
[2,] 480.971 1741.20 4045.51 3737.52 770.676 2820.086  447.706 351.050
[3,] 376.127 2541.60 1383.34 1505.62 624.351 1115.849 1181.098 242.364
       [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]    [,48]
[1,]   6.523   2.279    8.121    8.293    5.303   2.989    6.115    9.521
[2,] 300.430  32.716 2455.997 2982.444 1765.000 736.296 1844.332  626.291
[3,] 821.248 145.362 2516.274 2396.673 1127.568 769.242 1104.427 4832.338
       [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]   11.69    6.172    9.084    8.178   2.945    7.203    4.969    5.635
[2,] 3194.20  671.051 4273.224 1643.871 500.154 4501.972 4262.348 2625.275
[3,] 4644.19 1490.238 3033.503 2065.333 358.787 2911.159 2533.666 3325.353
      [,57]  [,58]  [,59]    [,60]   [,61]    [,62]   [,63]    [,64]
[1,]    3.1  7.364  1.382    4.747   1.909    4.748   5.989    5.636
[2,] 3633.3 13.529  1.089 3300.353 294.546  549.369 100.747 2767.467
[3,] 3708.3 73.170 33.529 3162.454 139.842 1662.419 800.454  907.637
        [,65]   [,66]   [,67]   [,68]    [,69]  [,70]    [,71]    [,72]
[1,]    7.907   2.664   15.96   6.526    6.889  2.723    9.479    6.775
[2,] 2230.288 281.894 1913.17 209.510 4566.061 93.475 1751.727 4009.408
[3,] 1754.518 108.313  849.88  85.987 1340.334 20.023 2325.477  764.988
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]    [,80]
[1,]    8.853    8.476   10.29    9.621    7.946   2.719    7.606    5.891
[2,] 2135.686 4288.891 2544.71 5546.184 3673.745 399.973 4374.437 1172.422
[3,]  710.970  966.978 2474.05 2847.419 4310.900 489.430 3489.566  746.348
        [,81]   [,82]    [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    8.808   5.064    4.044  3.446    5.874   6.167   13.15   10.95
[2,] 3743.081 677.351 1219.779 20.341 3471.675 286.966  814.23  518.32
[3,] 2518.332 773.773 1092.979 93.943 1080.469 368.591 1296.70 3550.74
        [,89]    [,90]    [,91]    [,92]    [,93]   [,94]   [,95]   [,96]
[1,]    4.885    6.742    6.379    5.492    5.264   4.497   1.177   12.38
[2,] 2307.168 1194.333 1365.063 2726.955  945.450 269.406 210.979 6226.20
[3,]  678.233 1923.111 1709.243 1098.455 1530.706 693.723 278.653 6438.08
        [,97]   [,98]
[1,]    24.24   13.61
[2,] 13307.88 3023.26
[3,]  5601.55 2401.03
[1] "--- VAR model 2017-10-07 15:01:00  completed"
[1] "Completed training sample:  2017-10-07 15:01:00 - 2017-10-07 23:00:00"
[1] "SpVAR; CCF  training sample:  2017-10-07 15:31:00 - 2017-10-07 23:30:00"
[1] "CCF ready"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3445        0.352206         -35.91         -30.36
          0.8728       -0.007068         -36.65         -32.23
          1.5296       -0.166597         -36.16         -33.18
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -30.92         0.1345           0.2646          0.26465
         -34.13        -0.1232           1.5845          0.39209
         -34.55         0.1300           0.2310         -0.03109
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.49915          -0.6279            4.580           -12.22
         -0.02121           0.4652            1.807           -10.74
          0.01781           0.3930            2.694           -10.63
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.652           -1.759           0.1768            3.878
            1.788           -6.749          -3.4828            2.056
            0.281           -3.505          -2.3652            3.167
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.194          -0.1696           -4.034           -2.680
           -4.273          -1.3697           -1.709           -2.816
           -3.808          -3.3420           -2.614           -2.951
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -36.37           -2.982           -63.26           -30.03
           -36.57           -2.958           -72.15           -34.75
           -36.42           -3.235           -73.41           -36.83
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.776           -32.11           -35.83           -6.960
           -2.908           -30.24           -35.19           -6.968
           -3.114           -33.44           -38.23           -7.222
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -30.77           -3.607           -33.34           -15.10
           -31.86           -3.560           -33.84           -15.39
           -33.18           -3.622           -32.82           -15.61
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.171           -33.70           -31.50           -34.37
           -8.966           -33.65           -32.07           -33.68
           -9.003           -32.14           -33.64           -34.09
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9722          -0.6221           0.3062          0.25800
           0.2072          -3.9610           1.8842          0.19189
           0.4299          -0.9884           0.7257         -0.03985
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.47768          0.19950           -21.72           -25.99
          0.80000         -0.07318           -21.73           -25.93
          0.05448         -0.05938           -21.59           -25.42
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.391           -1.878           -20.31           0.7414
           -2.838           -2.041           -19.33           5.1002
           -2.669           -1.387           -20.33           2.2652
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.242           -2.260           -5.537           0.2556
            4.815           -2.797          -13.142           3.0367
            2.271           -1.920          -11.155           3.5044
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -0.811222          -12.667          -10.427           -6.880
        -0.007641           -1.874           -6.833           -8.487
        -0.958158          -11.043           -9.844           -1.492
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.338           0.1894         0.011518           -7.062
           -9.705          -0.1159         0.046155           -7.571
           -6.125           0.0340        -0.003229           -9.290
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.07323           -8.887          -0.5035           -7.456
         -0.03085           -3.720           1.4955           -5.071
         -0.24018           -5.292           1.6583           -2.495
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.207          0.57340           -2.502           0.1201
           -1.585         -0.26913           -3.863          -0.1749
           -2.047         -0.06034           -1.866          -0.1528
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.834          0.18618          -0.2041           3.2885
           -8.677         -0.13389           0.1032          -0.6336
           -1.603         -0.09483           1.5081           0.1954
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8876           5.0078            22.42            14.94
          -0.6145           0.9988            22.28            12.83
          -0.5279           0.5681            22.45            11.29
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.292            1.901             8.59           0.2690
           15.378            1.915            11.42           0.1176
           11.436            1.024            12.05           0.1254
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.511           0.2868          -3.3420         -0.06453
            8.678           0.4051          -0.8164          0.11069
           12.592           0.1118          -2.1748         -0.03095
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8265          0.05870         -0.34709           -9.279
          -6.3191          0.06674         -0.19424            8.765
          -1.1010         -0.01310         -0.06142           -6.279
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.537            2.947            5.091            6.954
            3.671            5.872            4.447            7.125
            4.575            5.920            2.742            4.336
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.677         -0.62298           -5.618            106.8
           -1.997         -0.44911           -5.867            104.0
           -2.772         -0.08512           -5.550            103.3
 rnd_95776.volume rnd_95787.volume
           -6.846           -28.60
          -33.353           -33.91
          -17.088           -33.04
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 6.903 4.283 11.03 10.03 10.15 1.670 2.911 6.827 8.800 6.735 5.166
[2,] 6.998 4.314 11.05 10.48 10.65 1.686 2.930 6.847 8.825 8.514 5.993
[3,] 7.180 4.368 11.16 10.72 10.80 1.687 2.982 6.848 8.836 8.590 6.360
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19]  [,20] [,21] [,22]
[1,] 4.526 4.400 4.800 8.386 6.100 6.731 8.394 10.44  9.110 14.67 4.404
[2,] 6.308 4.574 5.594 8.957 6.315 7.314 8.755 10.83  9.821 14.67 4.449
[3,] 6.354 4.714 6.634 9.390 6.574 7.799 8.871 11.00 10.683 14.74 4.469
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 19.52 10.74 0.6762 10.45 10.55 1.444 10.48 0.7561 10.10 2.199 1.591
[2,] 22.19 10.94 0.7132 10.87 11.66 1.476 11.09 0.7862 11.04 2.293 1.634
[3,] 22.25 11.09 0.7398 11.61 12.08 1.560 11.48 0.8162 11.55 2.371 1.690
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 10.09 10.23 10.08 6.459 5.604 6.292 2.405 4.997 1.759 6.141 6.216
[2,] 10.26 10.97 10.83 6.498 6.121 6.298 2.420 5.000 1.759 6.615 6.923
[3,] 10.69 11.13 10.93 6.531 6.218 6.321 2.433 5.066 1.765 7.023 7.315
     [,45] [,46] [,47] [,48]  [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 4.568 2.333 4.621 7.392  9.184 4.936 7.115 6.307 2.285 5.648 3.954
[2,] 4.689 2.443 5.137 7.407  9.582 4.989 8.421 6.504 2.348 7.379 6.108
[3,] 4.998 2.565 5.277 8.840 10.691 5.173 8.880 6.819 2.377 7.976 6.653
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 4.233 2.352 5.437 1.065 3.686 1.451 3.599 4.604 4.400 6.143 2.031
[2,] 5.148 4.461 5.438 1.065 4.884 1.475 3.643 4.605 5.228 6.538 2.054
[3,] 6.229 6.027 5.442 1.066 5.930 1.484 4.023 4.681 5.319 6.745 2.058
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 12.12 4.907 5.318 2.094 7.237 5.243 6.780 6.514 7.987 7.494 6.484
[2,] 12.24 4.911 7.056 2.095 7.520 6.679 7.079 7.990 8.360 9.395 7.613
[3,] 12.29 4.913 7.181 2.096 7.849 6.742 7.102 8.069 8.793 9.836 8.771
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 2.123 5.993 4.530 6.811 3.881 2.994 2.571 4.353 4.590 10.06 8.713
[2,] 2.174 7.588 4.683 8.131 3.940 3.305 2.573 5.652 4.603 10.09 8.737
[3,] 2.227 8.494 4.740 8.633 3.997 3.521 2.573 5.783 4.607 10.15 9.537
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 3.858 4.549 5.021 4.865 4.022 3.425 0.9104  9.938 19.43 10.54
[2,] 4.406 5.587 5.214 4.913 4.127 3.434 0.9365 11.875 23.57 10.93
[3,] 4.611 5.623 5.490 5.246 4.394 3.497 0.9848 13.574 24.25 11.31
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]    8.765   5.438   14.01   12.74   12.9   2.121   3.696   8.669
[2,] 1178.382 527.251  572.82 3079.98 3286.2 237.480 345.566 544.967
[3,] 1642.765 705.352 1593.35 2341.68 1839.1  41.007 567.332  31.095
       [,9]    [,10]   [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]  11.17    8.552    6.56    5.747    5.587    6.096   10.65    7.746
[2,] 684.45 5323.131 3103.92 4491.164 1279.014 2934.554 3217.69 1671.677
[3,] 454.77 1170.190 2177.11  781.290 1163.792 3645.674 2878.42 1866.988
        [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    8.547   10.66   13.25   11.57   18.63   5.592    24.78   13.64
[2,] 2924.309 2543.06 2953.27 3749.06   63.33 642.988 10781.25 2151.52
[3,] 2767.647 1464.50 1971.67 4296.70 1406.18 441.153  1685.83 1819.42
        [,25]   [,26]  [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.8587   13.27   13.4   1.833   13.31   0.9601   12.82   2.793
[2,] 231.6413 3079.61 5085.5 314.336 3714.03 220.3527 4561.80 664.266
[3,] 201.0891 4152.53 3209.0 514.495 3024.20 223.8129 3467.79 617.104
      [,33]   [,34] [,35]  [,36]   [,37]    [,38]  [,39]   [,40]   [,41]
[1,]   2.02   12.81    13   12.8   8.202    7.116   7.99   3.053   6.345
[2,] 379.88 1900.30  4032 4055.3 722.452 2516.141 275.08 276.414 176.420
[3,] 442.15 3060.93  1928 1516.8 675.506 1114.838 552.29 264.201 836.367
       [,42]    [,43]    [,44]  [,45]   [,46]    [,47]    [,48]   [,49]
[1,]   2.234    7.799    7.893    5.8   2.963    5.867    9.387   11.66
[2,]  36.696 2513.199 3115.999 1084.9 738.890 2293.666  471.632 2791.27
[3,] 139.622 2410.579 2414.437 1765.8 800.211 1235.018 4931.258 4846.44
        [,50]    [,51]    [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    6.268    9.035    8.009   2.901    7.172    5.021    5.376
[2,]  740.903 4602.093 1623.968 553.867 4852.974 4757.324 2993.864
[3,] 1398.785 2882.625 2091.467 374.840 3095.338 2697.491 3584.764
        [,57]   [,58]  [,59]    [,60]   [,61]   [,62]   [,63]    [,64]
[1,]    2.987   6.905  1.352    4.681   1.843    4.57   5.847    5.587
[2,] 3873.431  93.134  8.139 3274.225 268.733  582.19  29.263 2887.141
[3,] 4141.616 194.586 50.196 3436.897 165.788 1742.59 863.682 1001.368
        [,65]   [,66]   [,67]   [,68]    [,69]  [,70]   [,71]    [,72]
[1,]    7.801   2.579   15.38   6.231    6.753  2.659    9.19    6.658
[2,] 2286.624 310.772 1812.42 222.307 4739.346 82.503 2087.86 4228.791
[3,] 1694.550 143.755 1078.15 124.668 1364.997 56.531 2298.29  933.256
        [,73]    [,74]   [,75]    [,76]    [,77]   [,78]   [,79]    [,80]
[1,]    8.609    8.272   10.14    9.516    8.233   2.696    7.61    5.753
[2,] 2082.218 4727.798 2525.13 5792.316 4076.801 478.908 4756.57 1209.627
[3,]  583.453 1157.528 2782.90 2974.480 4452.965 491.640 3902.78  754.457
        [,81]   [,82]    [,83]  [,84]    [,85]   [,86]   [,87]   [,88]
[1,]    8.648   4.929    3.802  3.265    5.528   5.828   12.77   11.06
[2,] 4538.878 691.785 1431.517 75.837 3683.701 351.478  818.43  666.13
[3,] 2964.640 689.516 1240.638 54.142 1250.522 204.253 1140.96 3908.33
        [,89]    [,90]    [,91]    [,92]    [,93]  [,94]   [,95]   [,96]
[1,]    4.899    5.776    6.376    6.178    5.108   4.35   1.156   12.62
[2,] 2174.556 3314.593 1433.593  700.673  941.900 249.90 224.406 6641.84
[3,] 1390.351  652.957 1759.058 1879.668 1542.943 676.31 311.260 6721.32
        [,97]   [,98]
[1,]    24.67   13.39
[2,] 13628.99 2940.85
[3,]  5865.78 2966.54
[1] "--- VAR model 2017-10-07 15:31:00  completed"
[1] "Completed training sample:  2017-10-07 15:31:00 - 2017-10-07 23:30:00"
[1] "Forecasting completed"
  results<-bind_rows(results,res)
  
  
  res<-do.call(rollingWindow,
               c(params,list(xModel=xModel.star,
                             arLags=3,complete=T,include.mean=F, clusterNumber=1)),
               envir=environment())
[1] "Models to estimate: 336 Number of clusters: 1"
[1] "SpVAR;   training sample:  2017-09-30 16:01:00 - 2017-10-01 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          4.2057          -3.464         -34.27         -19.78
          1.8387           0.566         -22.37         -21.96
         -0.9278          -1.007         -26.85         -31.64
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.01          1.492            2.939          -1.2277
         -18.93          1.677            2.883           5.9637
         -33.74          1.415            2.074           0.9239
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.9067           -0.419           2.7627           -6.128
          -3.6657           -1.761           5.3251          -13.192
           5.8538            3.334           0.7808           -5.479
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.601           -3.884           -9.790           -1.081
            3.563           -4.550           -2.123           -2.007
           -2.284           -2.913            3.899           -4.586
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.153           -4.221            1.539            9.813
           -3.783           -5.078           -1.535            1.537
           -7.654           -8.517            1.126            8.871
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -33.32           -6.345           -60.55           -21.64
           -28.59           -3.774           -68.89           -26.08
           -13.30           -4.096           -56.68           -25.51
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.277           -34.24           -25.24           -4.642
           -2.540           -11.85           -30.85           -4.432
           -2.037           -21.81           -34.85           -5.718
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -25.14           -2.079           -29.63           -10.97
           -25.32           -2.495           -36.53           -10.39
           -25.22           -2.342           -27.89           -11.71
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.326           -21.40           -27.39           -17.96
           -6.015           -33.83           -20.06           -28.82
           -6.061           -25.52           -33.84           -26.62
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.4426           3.8438           6.7222           1.9657
          -0.4978          -5.5173          -5.0369          -1.5661
           0.7622           0.5515           0.9657          -0.2244
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.4912           2.0888           -22.94           -22.22
           1.6665           0.9855           -19.48           -19.46
          -0.4607          -1.5204           -20.32           -22.57
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5545          -1.7301           -22.53            2.616
          -0.2590          -0.4257           -17.48            8.317
           3.2959          -1.3827           -10.13            1.946
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.4604           -1.272          -11.206            3.642
           1.1422           -5.146          -13.203            5.505
           4.3409           -1.247           -6.522            1.147
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.971           -5.725           -4.543           0.5506
           -2.121           -7.740           -8.178          -8.7771
           -2.062           -3.169           -3.617          -5.4697
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.105           -1.382          0.04626           -7.996
           -1.484            3.234         -1.98713            3.458
           -9.558            2.102          0.59362           -2.556
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.9814           -3.280          -1.5940           0.0329
          -1.3659           -2.516           3.3303          -5.0211
          -0.2488           -2.629          -0.8023           3.1393
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.101           0.1373           -0.627           -1.003
           -7.553           2.2513           -2.794            3.257
            4.992          -0.8125           -4.987            1.202
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.066          -1.4968           0.3322           0.9434
           -2.357           1.7787           2.7698           4.6971
           -1.585          -0.2507          -3.3221           1.1519
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.644            3.403            2.386           -5.699
           -1.588            1.127           15.744           13.625
           -1.808            5.813            6.396            7.497
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.550         0.008074           -1.165           -3.880
            6.099         1.514037           -8.413            1.417
            8.481        -0.040069           13.169            2.137
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.7639           3.3907           0.3554           1.6803
          -5.0696          -3.0090          -1.9515          -0.1389
           6.4584           0.4741          -2.3698          -0.3357
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8541           -5.310           -3.595            8.786
          -0.3755            1.634            4.703            5.766
          -2.6444            1.333            3.577            2.135
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.787           0.3001            1.926           3.5728
            1.499           2.3928            5.023           3.1460
            3.742           3.2767           -0.979          -0.1458
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.3864           0.2851           -4.096          -1.9807
           0.6111           1.7329           -4.607           0.4406
           2.2365           0.6904           -3.964          -0.2835
 rnd_95776.volume rnd_95787.volume
           -21.64           -26.70
           -26.14           -26.39
            -9.04           -27.80
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.438 2.460 6.630 6.049 5.846 1.160 1.454 3.801 4.229 3.312 2.315
[2,] 4.167 2.869 7.488 7.213 7.042 1.321 1.738 4.275 4.927 4.898 3.216
[3,] 4.641 3.231 8.084 8.250 8.099 1.440 2.010 4.719 5.501 5.471 3.641
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.436 2.352 2.408 3.587 3.226 3.887 3.887 5.100 4.682  9.351 3.442
[2,] 3.873 2.774 3.541 4.712 3.849 5.179 5.144 6.667 6.130 11.052 4.094
[3,] 4.243 3.093 4.084 5.423 4.385 6.078 6.148 7.653 7.192 12.209 4.494
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.41 6.486 0.4273 6.110 6.555 0.9108 5.807 0.4221 5.948 1.114 0.8904
[2,] 14.80 7.481 0.4970 7.468 8.016 1.0565 7.079 0.5026 7.223 1.492 1.1073
[3,] 16.10 8.309 0.5598 8.621 8.860 1.1902 8.070 0.5522 8.182 1.696 1.2720
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.994 6.080 5.515 3.535 2.569 3.044 1.134 2.962 0.9264 3.110 3.583
[2,] 7.136 7.361 7.031 4.283 3.508 3.734 1.330 3.390 1.0643 3.776 4.295
[3,] 7.798 8.196 7.687 4.786 4.143 4.130 1.535 3.691 1.1809 4.300 4.742
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.616 1.196 2.521 4.144 4.230 2.313 3.111 3.411 1.282 2.859 2.285
[2,] 3.230 1.512 3.326 4.813 4.989 2.943 4.589 3.992 1.617 4.201 3.341
[3,] 3.752 1.673 3.685 5.254 5.509 3.310 5.603 4.457 1.821 5.133 4.077
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.132 1.316 2.829 0.6936 2.010 0.9025 2.073 2.368 2.150 3.944 1.298
[2,] 3.148 2.591 3.254 0.8193 2.873 1.0406 2.467 2.700 3.444 5.108 1.464
[3,] 3.922 3.510 3.622 0.9129 3.783 1.1706 2.821 3.045 3.875 5.782 1.616
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.807 2.411 2.537 1.315 4.321 3.324 4.247 4.312 4.971 4.110 2.618
[2,] 4.114 2.847 3.823 1.603 4.891 4.278 4.786 5.676 5.856 6.135 4.561
[3,] 4.747 3.132 4.991 1.784 5.403 4.693 5.230 6.262 6.463 7.069 5.773
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9929 2.955 2.573 2.838 1.801 1.758 1.316 2.306 2.402 5.994 4.694
[2,] 1.1446 4.533 3.071 4.176 2.136 2.179 1.544 3.350 2.841 7.191 5.518
[3,] 1.2771 5.902 3.471 5.329 2.409 2.573 1.722 3.999 3.206 7.872 5.962
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.020 2.100 2.562 2.557 2.107 1.621 0.5810 1.161  8.673 6.242
[2,] 2.565 3.000 3.152 3.110 2.653 1.938 0.6664 1.429 13.110 7.273
[3,] 3.258 3.388 3.501 3.520 3.128 2.136 0.7414 1.582 16.080 8.135
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]     [,7]
[1,]    4.365    3.124    8.419    7.681    7.423   1.472    1.846
[2,] 2426.890 1520.626 3585.643 4048.348 4046.083 651.731  981.383
[3,] 2104.935 1530.354 3139.492 4124.289 4120.250 590.081 1040.471
         [,8]    [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.826    5.37    4.205    2.94    3.093    2.987    3.058    4.555
[2,] 2015.780 2603.58 3717.862 2299.94 3102.378 1514.459 2673.697 3148.571
[3,] 2060.475 2521.96 2511.158 1758.97 1783.716 1410.215 2097.317 2764.290
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    4.096    4.936    4.936    6.476    5.946   11.87    4.371   14.49
[2,] 2163.215 3526.280 3471.220 4424.027 4076.100 6069.33 2284.431 9701.74
[3,] 2163.485 3276.017 3468.369 3871.452 3874.139 5342.85 1908.288 6535.98
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]
[1,]    8.237   0.5426    7.759    8.324   1.157    7.374   0.536    7.554
[2,] 3838.826 261.4550 4423.183 4752.197 551.666 4169.665 281.013 4221.872
[3,] 3725.851 265.4160 4437.991 3888.991 564.432 3992.809 235.803 3958.054
        [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    1.415   1.131    7.612    7.721    7.003    4.489    3.262
[2,] 1021.575 678.225 3988.502 4274.679 4493.029 2491.622 2461.567
[3,]  830.939 644.899 3240.119 3711.462 3202.018 2198.986 2270.810
        [,39]   [,40]    [,41]   [,42]    [,43]   [,44]    [,45]   [,46]
[1,]    3.866   1.439    3.761   1.176    3.949    4.55    3.323   1.519
[2,] 2226.751 716.709 1699.291 539.678 2206.754 2439.48 1950.302 953.415
[3,] 1818.756 789.988 1502.464 527.162 2117.703 2071.45 1967.729 737.094
        [,47]    [,48]    [,49]    [,50]   [,51]    [,52]    [,53]
[1,]    3.202    5.262    5.372    2.937    3.95    4.332    1.628
[2,] 2234.784 2521.536 2725.364 1874.969 3475.49 2135.140 1015.926
[3,] 1633.861 2171.091 2406.300 1560.659 3312.67 2042.540  862.081
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.631    2.901    2.707    1.671    3.593   0.8807    2.553
[2,] 3170.140 2511.341 2386.633 2299.243 1656.107 449.4143 2114.431
[3,] 3039.551 2407.531 2408.856 2439.353 1639.273 414.7509 2535.999
       [,61]    [,62]    [,63]   [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   1.146    2.632    3.007    2.73    5.008   1.648    3.565    3.061
[2,] 533.563 1377.613 1336.113 2771.30 3344.728 697.842 3098.178 1559.237
[3,] 552.303 1410.005 1450.135 1831.36 2790.785 706.510 2439.477 1345.449
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.221   1.669    5.487    4.221    5.393    5.476    6.313
[2,] 2945.923 945.436 2360.138 2773.785 2271.765 3802.133 3189.104
[3,] 3305.481 806.454 2364.971 1989.358 2174.214 2723.706 2816.727
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    5.219    3.325   1.261    3.753    3.268    3.604    2.287
[2,] 4692.630 3847.706 586.605 3541.190 1727.189 3156.282 1183.517
[3,] 3617.210 3645.645 583.559 3892.779 1665.911 3410.180 1147.616
        [,83]   [,84]    [,85]   [,86]    [,87]   [,88]    [,89]    [,90]
[1,]    2.232   1.671    2.928    3.05    7.611    5.96    2.565    2.667
[2,] 1325.833 831.668 2503.726 1563.04 4093.527 2989.12 1629.327 2206.286
[3,] 1410.315 786.328 2249.677 1530.54 3298.732 2326.50 2068.255 1622.125
        [,91]    [,92]    [,93]    [,94]    [,95]   [,96]    [,97]
[1,]    3.253    3.247    2.676    2.058   0.7378   1.474    11.01
[2,] 1891.667 1824.168 1660.683 1094.575 336.2490 858.885 10128.37
[3,] 1570.142 1697.717 1708.251  925.749 334.8033 700.085  9591.25
        [,98]
[1,]    7.926
[2,] 3844.983
[3,] 3755.219
[1] "--- VAR model 2017-09-30 16:01:00  completed"
[1] "Completed training sample:  2017-09-30 16:01:00 - 2017-10-01 00:00:00"
[1] "SpVAR;   training sample:  2017-09-30 16:31:00 - 2017-10-01 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3799        -2.99428         -17.19         -16.68
          0.3705         2.58453         -19.98         -32.69
          4.9897        -0.08845         -20.11         -31.12
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -30.51        0.26573          2.89356           0.5006
         -23.23        0.08811          0.48911          -2.0190
         -21.09        0.08213          0.01097           0.7896
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -4.2120           -1.805            4.834          -16.711
          -2.9173           -8.275            2.341           -8.869
           0.3689            2.484            6.305           -9.451
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.422           -2.913          -0.3176           -3.932
           -1.713           -9.878          -9.6865            5.465
            1.829           -4.332         -10.3569            6.845
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.993           -8.866            4.362           11.921
          -10.982           -8.644          -12.153            1.525
           -7.915           -3.608           -4.046            3.402
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -26.98           0.5848           -56.04           -33.30
           -14.70          -3.4395           -46.57           -16.90
           -21.43           0.7859           -47.74           -28.13
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.099           -11.66           -14.41           -2.957
           -1.645           -23.33           -29.84           -2.588
           -1.589           -31.42           -20.97           -4.310
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -19.63           -3.204           -28.22           -11.57
           -24.72           -1.796           -17.01           -11.02
           -25.84           -1.417           -30.10           -10.54
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.387           -31.34           -22.64           -33.28
           -4.995           -28.07           -28.79           -33.30
           -6.821           -28.80           -20.95           -35.78
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.02903           -6.264          -6.1415           0.3583
          2.86753           -3.318           2.4914          -1.1634
          3.58444           -2.919           0.7596           0.2095
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           6.0179          -0.9511           -17.28           -17.90
          -3.5275           0.7865           -16.76           -21.81
          -0.7948           0.7954           -12.70           -18.05
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.767          -4.2606          -10.493          -0.9155
            6.572          -2.5866           -8.272           5.8851
            2.235          -0.4398          -10.617           7.7899
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.5491           0.5081           -7.870           8.6258
           3.3764          -0.4745          -16.029           0.5452
          -0.9855          -1.9862           -1.157          -0.4110
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1523           -8.790           -2.279           -3.770
           2.8393           -4.962           -5.089           -6.034
           0.6408          -19.496          -10.121           -5.505
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.501           1.6711           1.4830           -7.376
           -1.593          -0.6452           0.1863           -5.271
           -4.549          -2.9068           0.3942           -6.155
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.9612           -2.040           0.5895           -9.448
          -1.0169           -3.549           0.9884           -2.644
          -0.0619           -4.701          -4.5118           -1.625
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -9.5185          -0.5680          -4.4445           2.9970
          -3.2352          -0.6779          -7.0842           0.3079
          -0.3997           0.3281           0.1435           0.7336
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.797          -2.9086           -3.964            4.559
           -6.892           0.6212            3.581           -1.561
           -1.092           1.4109            0.134            5.739
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.503           -3.301            14.64           12.825
           10.926            5.836            13.55            2.061
           -4.569            2.241             7.73           15.295
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.528           0.6946            4.758            4.381
            8.765           0.4132           13.473           -1.343
           13.229           0.5549            6.677            1.074
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.086           0.9215           -3.014           0.5344
            6.852           0.2222           -3.616           1.3201
           10.290           0.3819           -3.110           1.0954
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.9181          -2.1067           0.1958            6.110
         -10.9648           2.0665           0.7915            3.763
          -0.1649          -0.9296           2.6759           -2.968
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8018          -1.8309          -0.7557         -2.91468
           1.3972          -4.2104          -7.9828         -4.90322
          -6.0815          -0.6361           1.1931         -0.07046
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.0865           0.0605           -3.446           -1.189
          -0.9886          -1.0542           -4.014           -2.288
          -1.5423           2.3777           -3.553           -2.101
 rnd_95776.volume rnd_95787.volume
          -23.517           -34.45
          -20.241           -20.54
           -8.951           -29.01
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.248 2.271 5.963 5.534 5.307 1.141 1.435 3.574 3.948 3.144 2.163
[2,] 4.018 2.649 7.075 6.698 6.526 1.295 1.695 4.123 4.685 4.771 3.016
[3,] 4.434 3.026 7.676 7.750 7.680 1.416 1.919 4.495 5.266 5.352 3.381
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.370 2.183 2.434 3.416 3.181 3.830 3.845 5.001 4.547  9.04 3.416
[2,] 3.649 2.668 3.379 4.415 3.780 5.094 5.137 6.472 6.042 10.51 4.026
[3,] 4.056 2.940 3.881 5.221 4.243 5.987 6.107 7.572 7.150 11.73 4.501
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.34 6.234 0.4025 5.706 6.062 0.8611 5.497 0.4099 5.607 1.118 0.8522
[2,] 13.61 7.312 0.4761 6.904 7.430 1.0169 6.732 0.4913 6.773 1.457 1.0534
[3,] 14.87 8.071 0.5342 7.825 8.307 1.1216 7.689 0.5394 7.741 1.615 1.2038
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.619 5.718 5.478 3.444 2.491 2.911 1.055 2.826 0.8486 2.947 3.424
[2,] 6.670 7.055 6.692 4.078 3.394 3.476 1.265 3.206 1.0197 3.605 4.030
[3,] 7.175 7.925 7.449 4.580 4.042 3.856 1.466 3.584 1.1563 4.053 4.472
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.454 1.174 2.355 3.704 4.225 2.139 3.069 3.375 1.236 2.791 2.198
[2,] 3.108 1.468 3.118 4.491 4.919 2.736 4.405 3.946 1.573 4.127 3.278
[3,] 3.617 1.613 3.440 4.981 5.435 3.097 5.437 4.367 1.783 5.043 3.913
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.046 1.251 2.778 0.6526 1.877 0.8443 1.955 2.331 2.054 3.762 1.186
[2,] 2.958 2.574 3.134 0.7890 2.717 0.9793 2.322 2.633 3.262 4.972 1.367
[3,] 3.704 3.454 3.492 0.8788 3.594 1.0913 2.705 2.975 3.739 5.722 1.499
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.748 2.220 2.393 1.309 4.117 3.150 4.128 4.017 4.846 4.020 2.579
[2,] 4.006 2.704 3.602 1.553 4.645 4.120 4.728 5.496 5.635 5.805 4.380
[3,] 4.617 2.980 4.727 1.706 5.163 4.533 5.230 6.084 6.239 6.714 5.563
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9542 2.876 2.537 2.668 1.759 1.748 1.219  2.09 2.247 5.615 4.636
[2,] 1.0897 4.398 3.021 4.015 2.110 2.152 1.438  3.26 2.657 6.810 5.400
[3,] 1.2153 5.674 3.380 5.189 2.394 2.472 1.625  3.79 3.037 7.398 5.874
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.969 2.018 2.487 2.476 2.038 1.530 0.5552 1.127  8.26 5.772
[2,] 2.478 2.829 3.037 3.054 2.479 1.777 0.6360 1.378 12.45 6.885
[3,] 3.111 3.243 3.398 3.445 2.920 1.978 0.7112 1.526 15.60 7.605
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.125    2.884    7.572    7.027    6.739   1.449   1.822    4.539
[2,] 2386.138 1374.808 3843.874 3808.373 3834.538 618.380 911.479 2073.935
[3,] 1893.738 1477.236 3004.042 3935.200 4085.388 578.145 907.375 1807.524
         [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]
[1,]    5.014    3.992    2.747    3.01    2.772    3.091    4.338
[2,] 2546.260 3622.484 2120.586 2800.01 1548.963 2365.500 2822.452
[3,] 2426.196 2447.835 1543.357 1788.77 1246.921 1927.823 2812.942
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    4.039    4.864    4.883    6.35    5.774   11.48    4.337   13.14
[2,] 2061.219 3389.168 3437.769 4147.32 4016.384 5417.05 2151.090 8924.10
[3,] 1944.871 3174.786 3333.598 3966.87 3859.461 5245.24 2031.258 6061.83
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]   [,31]
[1,]    7.916   0.5111    7.246    7.697   1.093    6.98   0.5206    7.12
[2,] 3858.453 256.7302 3922.344 4336.538 545.995 3922.65 273.3961 3834.41
[3,] 3447.673 244.5549 3716.731 3749.074 477.560 3750.37 224.7586 3783.77
       [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]   1.419   1.082    7.135    7.262    6.956    4.373    3.164    3.697
[2,] 942.724 624.984 3626.854 4169.674 3880.516 2204.287 2326.035 1917.194
[3,] 704.011 588.105 2669.422 3645.455 3301.840 2103.661 2216.367 1684.769
       [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]   [,47]
[1,]   1.339    3.589   1.078    3.742    4.348    3.116   1.491    2.99
[2,] 705.115 1526.565 570.736 2096.130 2145.104 1925.366 889.450 2063.47
[3,] 748.647 1618.434 550.353 1869.427 1956.930 1867.366 673.262 1465.19
        [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    4.703    5.366    2.716    3.898    4.285   1.569    3.544
[2,] 2563.614 2542.684 1722.389 3189.284 2064.784 983.440 3069.119
[3,] 2175.773 2331.985 1464.189 3216.836 1887.937 846.287 2924.347
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]   [,61]
[1,]    2.791    2.598    1.588    3.527   0.8287    2.384   1.072
[2,] 2454.711 2156.712 2270.652 1465.772 447.5076 1982.232 500.816
[3,] 2157.029 2249.664 2325.488 1553.251 390.7140 2374.485 485.957
        [,62]   [,63]    [,64]    [,65]   [,66]   [,67]    [,68]    [,69]
[1,]    2.482    2.96    2.608    4.778   1.506    3.49    2.819    3.038
[2,] 1264.095 1235.24 2557.895 3281.429 685.762 2942.29 1558.414 2717.807
[3,] 1401.296 1399.19 1845.579 2857.361 622.541 2317.13 1265.025 3089.671
       [,70]    [,71] [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]   1.662    5.227     4    5.241    5.101    6.153    5.105    3.274
[2,] 843.794 2172.572  2680 2327.436 3785.866 2903.804 4226.225 3573.160
[3,] 711.309 2275.368  1910 2256.124 2633.800 2701.211 3405.993 3461.855
       [,78]    [,79]    [,80]    [,81]    [,82]    [,83]   [,84]    [,85]
[1,]   1.212    3.652    3.221    3.388    2.233    2.219   1.547    2.654
[2,] 531.118 3358.682 1655.451 3028.681 1177.757 1267.868 770.709 2526.080
[3,] 543.096 3619.098 1530.920 3317.544 1140.225 1226.928 763.584 1950.573
        [,86]   [,87]    [,88]  [,89]    [,90]    [,91]    [,92]    [,93]
[1,]    2.854    7.13    5.887    2.5    2.563    3.158    3.144    2.588
[2,] 1430.557 3889.53 2796.025 1519.2 2001.708 1758.840 1804.177 1423.289
[3,] 1485.162 2916.17 2331.936 1898.2 1600.225 1538.039 1610.536 1558.509
       [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   1.943   0.705   1.431   10.49    7.329
[2,] 912.783 313.140 801.806 9407.06 3789.183
[3,] 877.181 321.319 659.684 9488.51 3260.368
[1] "--- VAR model 2017-09-30 16:31:00  completed"
[1] "Completed training sample:  2017-09-30 16:31:00 - 2017-10-01 00:30:00"
[1] "SpVAR;   training sample:  2017-09-30 17:01:00 - 2017-10-01 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.468         -2.3583         -19.88         -11.04
          -2.732          0.3487         -21.08         -10.55
          -4.638         -1.3174         -18.11         -15.46
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -14.49         1.6211           2.1481          -7.3012
         -19.06        -0.2432           0.9709          -0.6925
         -13.20         1.4353           0.8748           2.9709
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.634           -4.284            2.893           -7.907
           -8.946           -5.428            2.421           -7.255
            5.657           -1.052           -2.310           -7.389
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.721           -4.500           -7.846            8.894
            4.891           -8.312           -6.494            1.064
           -3.930           -4.686           -2.896            5.791
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.7122          -15.567          -10.266            3.563
          -8.2933           -3.128           -6.352           -5.008
          -7.3302          -13.834           -7.290            1.958
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.453          -3.3664           -44.85           -17.69
          -27.621          -0.9458           -44.65           -16.51
          -22.574          -6.6619           -42.14           -16.68
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6667           -18.15           -14.13           -3.354
          -1.2065           -23.84           -18.02           -3.298
          -1.1225           -17.61           -22.41           -2.887
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.04           -1.865           -17.03           -8.028
           -20.44           -1.546           -13.46           -8.384
           -15.69           -1.319           -13.28           -9.527
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.728           -11.49          -24.016           -19.32
           -4.830           -24.06          -16.624           -20.95
           -3.285           -10.60           -9.273           -20.80
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.7676          -0.1579          -1.9080          -0.2735
           4.6515           4.3290          -0.4149           1.7801
           0.7915          -1.4621           1.1962           1.0473
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.9600          2.25381           -4.849           -14.50
           0.6354          0.96575           -8.956           -11.53
           3.1011         -0.07697           -9.169           -10.58
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1261           -0.528           -12.33           0.4112
          -3.5621           -1.828            -7.90           5.2957
           1.7584           -1.729           -10.46          -1.8749
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.1357           -1.358          -0.5211            3.277
           0.2601           -2.464          -0.7029            2.459
           5.0257           -3.154          -6.6120            1.582
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.9980          1.96976          -2.3455          -3.6437
          -1.4223         -0.02297           0.7681          -1.3676
           0.1905         -2.17142          -1.2707           0.8743
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.262           0.5432       -0.0002505            1.003
           -1.148           4.0055        0.5249750           -6.641
           -1.218          -1.3470       -0.2801782            1.133
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          1.04940          -0.4684            1.580          -3.5039
         -0.69267          -0.9438            2.328          -0.5710
         -0.03298          -0.9844            2.159          -0.6811
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.7033          -0.4291           -5.454          -0.5119
          -0.5272          -0.1214           -2.650           1.7635
           4.2217           1.0903            3.900           0.9053
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.530           0.7810           -4.457           -2.686
           -3.721           0.5866           -6.381           -3.820
            3.627          -0.4117           -1.956           -3.240
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.032           -6.124            5.509            7.963
            1.334            0.798            8.619            3.643
           -2.233           -4.532           14.321           -1.132
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           5.8530          -0.2301           5.3677           -2.703
           1.8799          -0.4770           8.3971            2.624
          -0.3529           1.4354          -0.1575           -1.694
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.917           3.1190           0.1292          0.55595
            5.854          -0.4124           0.4734         -0.02338
            2.518           2.5995           0.9955          1.27610
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.07637           -1.863           -4.617            4.345
          0.73501           -1.991           10.746            2.320
          3.76815            1.261            6.899            3.223
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3866            1.849            8.130           6.2382
           2.1672            2.844           -2.187          -2.0994
           3.2400           -3.549           -1.586          -0.3117
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.9838         2.361832           -3.376          -1.5795
          -1.1385        -0.003379           -2.734          -1.2884
          -0.7785        -0.730848           -2.620          -0.7567
 rnd_95776.volume rnd_95787.volume
           0.4878           -20.34
         -16.7973           -16.34
         -16.8192           -19.37
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.034 2.091 5.502 5.241 4.927 1.074 1.389 3.304 3.721 2.920 2.059
[2,] 3.859 2.472 6.525 6.271 6.259 1.234 1.606 3.933 4.469 4.426 2.903
[3,] 4.289 2.836 7.263 7.185 7.277 1.343 1.834 4.310 5.054 5.009 3.270
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.346 2.044 2.350 2.885 2.961 3.452 3.657 4.811 4.311 7.065 3.134
[2,] 3.401 2.471 3.151 3.817 3.592 4.782 4.886 6.171 5.855 8.383 3.772
[3,] 3.792 2.786 3.632 4.532 4.090 5.576 5.912 7.422 7.003 9.521 4.140
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  9.823 5.879 0.3913 5.215 5.745 0.7987 5.215 0.4039 5.023 1.092
[2,] 12.791 6.870 0.4529 6.390 6.852 0.9730 6.344 0.4741 6.434 1.384
[3,] 14.155 7.681 0.5097 7.294 7.682 1.0865 7.137 0.5201 7.378 1.562
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.8048 4.943 5.226 5.045 3.221 2.227 2.718 0.9881 2.557 0.7784 2.758
[2,] 0.9805 6.112 6.667 6.235 3.834 3.148 3.205 1.1938 2.958 0.9329 3.413
[3,] 1.0968 6.644 7.514 7.006 4.330 3.788 3.622 1.3705 3.339 1.0939 3.800
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 3.215 2.316 1.149 2.381 3.568 4.271 2.139 2.999 3.195 1.308 2.628
[2,] 3.829 2.952 1.395 3.152 4.242 4.920 2.748 4.366 3.762 1.598 3.863
[3,] 4.260 3.462 1.540 3.469 4.697 5.367 3.083 5.353 4.151 1.807 4.792
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 2.101 2.031 1.250 2.664 0.6146 1.834 0.8082 1.826 2.208 1.987 3.545
[2,] 3.117 2.872 2.527 3.014 0.7368 2.613 0.9370 2.165 2.486 3.119 4.703
[3,] 3.763 3.560 3.312 3.378 0.8327 3.429 1.0686 2.560 2.834 3.576 5.310
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.065 2.658 2.052 2.290 1.164 3.803 2.969 4.022 3.771 4.780 3.876
[2,] 1.241 3.808 2.494 3.533 1.435 4.386 3.923 4.644 5.268 5.496 5.824
[3,] 1.380 4.364 2.789 4.567 1.589 4.866 4.386 5.142 5.836 6.206 6.845
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.459 0.9314 2.686 2.449 2.505 1.723 1.611 1.183 1.911 2.140 5.129
[2,] 4.310 1.0653 4.186 2.919 3.840 2.000 2.079 1.392 3.012 2.485 6.309
[3,] 5.659 1.1900 5.529 3.279 5.006 2.267 2.414 1.564 3.617 2.899 6.898
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 4.490 1.853 1.891 2.349 2.359 1.996 1.494 0.5285 1.094  8.126 5.380
[2,] 5.314 2.345 2.684 2.898 2.958 2.405 1.705 0.6079 1.328 12.380 6.421
[3,] 5.788 2.943 3.090 3.241 3.345 2.837 1.924 0.6842 1.456 14.838 7.133
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    3.853    2.655    6.986    6.656    6.256   1.364   1.764    4.195
[2,] 2349.156 1299.786 3457.061 3392.908 3803.589 599.307 793.648 2102.692
[3,] 1844.351 1368.883 3142.925 3455.524 3658.414 521.458 872.187 1738.191
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.726    3.708    2.615    2.979    2.595    2.984    3.664
[2,] 2439.205 3278.014 2016.257 2426.968 1368.952 2069.396 2461.822
[3,] 2325.992 2312.216 1483.167 1652.233 1267.896 1780.181 2408.536
        [,16]    [,17]    [,18]   [,19]    [,20]    [,21]    [,22]   [,23]
[1,]    3.759    4.383    4.644    6.11    5.474    8.972    3.979   12.47
[2,] 2004.616 3261.050 3193.904 3808.73 3904.920 4446.783 2068.546 8074.38
[3,] 1928.016 2825.516 3279.206 4062.66 3786.446 4446.795 1681.202 5973.20
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    7.466   0.4968    6.623    7.295   1.014    6.622   0.5129
[2,] 3503.099 224.8504 3638.502 3680.366 547.638 3561.066 244.7365
[3,] 3384.611 230.4630 3466.784 3422.148 476.449 3220.651 210.6386
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]   [,37]    [,38]
[1,]    6.378   1.387   1.022    6.277    6.636    6.406    4.09    2.828
[2,] 3962.921 838.134 551.914 3542.317 4079.605 3610.449 2050.31 2192.691
[3,] 3557.505 714.050 484.362 2566.214 3415.202 3149.071 1983.10 2075.746
        [,39]   [,40]    [,41]    [,42]    [,43]    [,44]   [,45]   [,46]
[1,]    3.451   1.255    3.248   0.9885    3.502    4.083    2.94   1.459
[2,] 1673.420 660.138 1465.463 506.7013 1981.166 2049.700 1804.11 779.214
[3,] 1663.755 663.354 1524.657 562.9365 1645.960 1839.733 1782.19 642.503
        [,47]   [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    3.023    4.53    5.423    2.716    3.808    4.057   1.661    3.338
[2,] 2035.381 2261.49 2407.165 1699.174 3126.415 1958.003 905.055 2789.506
[3,] 1426.618 1988.82 2113.641 1379.167 3053.635 1728.147 830.163 2793.960
        [,55]   [,56]    [,57]    [,58]    [,59]    [,60]   [,61]    [,62]
[1,]    2.668    2.58    1.588    3.383   0.7805    2.328   1.026    2.318
[2,] 2269.165 2001.36 2164.262 1388.237 400.4300 1834.049 467.158 1147.425
[3,] 2077.432 2073.11 2110.458 1504.439 382.3579 2189.176 506.212 1346.426
        [,63]    [,64]    [,65]   [,66]    [,67]    [,68]    [,69]   [,70]
[1,]    2.804    2.523    4.501   1.352    3.375    2.606    2.908   1.478
[2,] 1124.675 2368.774 3046.316 627.367 2687.102 1397.838 2651.417 827.302
[3,] 1340.051 1723.351 2429.802 595.847 2101.651 1229.837 2852.238 672.538
        [,71]   [,72]    [,73]    [,74]   [,75]    [,76]    [,77]   [,78]
[1,]    4.829    3.77    5.108    4.789    6.07    4.922    3.123   1.183
[2,] 2152.336 2526.77 2286.511 3624.580 2672.74 4283.338 3488.025 509.619
[3,] 2077.041 1933.62 2177.299 2474.585 2840.39 3544.686 3614.404 522.597
        [,79]   [,80]   [,81]    [,82]    [,83]   [,84]    [,85]    [,86]
[1,]    3.411    3.11    3.18    2.188    2.045   1.503    2.427    2.717
[2,] 3164.237 1563.69 2868.42  999.912 1295.429 722.801 2294.512 1244.558
[3,] 3559.040 1472.83 3164.63 1052.851 1210.015 702.239 1972.857 1472.242
        [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]    6.513    5.701    2.352    2.401    2.983    2.995    2.534
[2,] 3620.017 2801.347 1416.014 1876.988 1672.178 1759.868 1323.094
[3,] 2749.149 2261.250 1752.864 1508.398 1429.538 1539.542 1482.866
       [,94]    [,95]  [,96]   [,97]    [,98]
[1,]   1.897   0.6711   1.39   10.32    6.832
[2,] 810.551 295.9080 741.91 9203.93 3454.719
[3,] 878.145 309.4977 587.66 8060.54 3060.696
[1] "--- VAR model 2017-09-30 17:01:00  completed"
[1] "Completed training sample:  2017-09-30 17:01:00 - 2017-10-01 01:00:00"
[1] "SpVAR;   training sample:  2017-09-30 17:31:00 - 2017-10-01 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.6625           3.197         -13.79         -8.784
         -5.0260          -3.933         -10.34        -20.447
          1.0697           3.027         -17.48         -8.489
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -15.92         1.1820           1.0312          -2.2232
         -11.16         1.2056          -0.7604           0.8319
         -13.61        -0.4701           0.3787           1.1826
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.3493           -1.136           0.8731           -5.895
           3.4576           -3.889          -0.8535           -5.589
           0.6223            3.098           4.9589           -3.170
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.2333           0.8333            2.743           -4.277
           1.0081          -4.7748           -4.515            4.544
          -0.3596          -3.4097           -3.153            1.075
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -4.6132           -3.536           2.1438            8.102
           0.4387           -7.615          -5.9714            3.409
          -4.8378            1.453          -0.6707            3.241
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -19.11          -0.4908           -48.83           -24.23
           -11.29           1.5617           -33.24           -16.44
           -22.11           0.5483           -22.69           -15.09
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1276           -22.24           -30.90           -2.109
          -0.6572           -14.81           -15.50           -3.520
          -0.6951           -14.57           -17.74           -2.163
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.432           -1.759           -6.227           -6.450
          -17.386           -1.149          -16.682           -8.074
          -13.569           -1.392          -19.498           -7.826
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.342           -10.06           -12.36           -12.29
           -3.827           -15.00           -12.08           -13.48
           -4.384           -11.66           -16.43           -16.20
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -3.2117           4.1097           -1.277          0.07814
          -0.9275          -0.5679            3.384         -0.53425
           2.0132          -2.1967           -1.760          0.11316
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.64977           0.8037           -11.51          -11.094
          0.08499           0.7169           -10.81           -8.786
          1.21131           0.6256           -12.10          -14.533
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4558          -1.9149          -10.159            4.671
           3.2263          -1.4574           -7.588            4.731
           2.1514          -0.3116           -4.050           -2.416
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.966            1.035           -5.701            2.817
            5.716            2.534           -6.766            2.084
            5.100           -1.575           -1.865            1.077
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9687           -2.475           -4.875           -2.779
          -3.5709           -2.312           -3.196           -3.561
           0.4946           -2.383           -3.082           -5.057
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.054           0.7122          1.60229           -1.603
           -3.081          -2.0127         -0.01837           -6.702
           -3.845          -1.1276         -0.26732           -3.145
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5632          -0.6643           -3.395           -3.818
          -0.2203          -0.5232            2.554           -2.136
          -0.2439          -1.9822           -1.291           -2.796
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.107          -0.8607          -1.2300          -0.9807
           -3.565          -0.4994          -3.0525          -0.4175
           -1.433           0.4131           0.6019           3.2391
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.4285           0.3691          -6.2043           2.1499
          -4.8203           0.2659          -0.4298          -4.9030
           1.2879          -1.0946           2.4325           0.6965
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.935           -1.297            5.471            3.719
           -1.017           -3.198           10.946           11.673
            4.422            3.333            9.973            3.193
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.8158          -0.3131          -0.7480          -1.4020
           0.8045          -1.4767           0.6765           2.7972
           4.4095           1.1345           7.0782          -0.5694
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.5819          -0.2695           1.1266          -0.1799
           2.6475           1.7955           0.3045           1.4336
          -0.6505           0.5585          -0.2370          -0.5706
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.9107            3.476            1.611          -0.6818
          -0.2948           -4.035            5.381           3.8193
           1.7262            3.488           -1.620          -0.9231
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4493           2.8963           4.0178           4.3188
           2.8900          -0.1644           1.4880          -0.7043
           0.4524           1.7720          -0.3804           1.4088
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.698          -1.2465           -2.233          -2.3135
           -2.396           0.8431           -3.320          -0.0490
           -2.304          -1.0567           -2.679          -0.1117
 rnd_95776.volume rnd_95787.volume
          -12.906           -17.48
           -5.016           -15.49
            7.736           -16.69
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.809 1.951 5.131 4.562 4.530 1.036 1.308 3.125 3.640 3.045 1.965
[2,] 3.597 2.370 6.073 5.668 5.607 1.214 1.503 3.704 4.486 4.348 2.830
[3,] 3.935 2.708 6.721 6.531 6.604 1.327 1.704 4.073 5.016 4.911 3.228
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.241  1.95 2.179 2.681 2.879 3.319 3.532 4.581 4.204 6.710 2.799
[2,] 3.229  2.38 3.048 3.690 3.470 4.599 4.710 5.938 5.767 7.914 3.315
[3,] 3.636  2.69 3.500 4.371 4.009 5.375 5.670 7.110 6.796 8.922 3.646
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  8.831 5.260 0.3662 4.743 5.336 0.7689 4.600 0.3818 4.606 1.039
[2,] 11.906 6.279 0.4252 5.801 6.387 0.9107 5.766 0.4595 6.031 1.310
[3,] 13.266 7.009 0.4826 6.764 7.162 1.0192 6.544 0.5089 6.878 1.467
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.7013 4.576 4.798 4.654 3.006 2.187 2.495 0.9235 2.368 0.7147 2.482
[2,] 0.8476 5.562 6.094 5.853 3.601 2.977 2.984 1.1025 2.757 0.8801 3.060
[3,] 0.9701 6.251 6.871 6.564 4.081 3.529 3.378 1.2670 3.076 1.0245 3.447
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.945 2.233 1.072 2.209 3.314 4.138 2.054 2.844 3.063 1.216 2.419
[2,] 3.478 2.885 1.346 2.896 3.953 4.770 2.696 4.157 3.612 1.529 3.611
[3,] 3.946 3.366 1.472 3.271 4.463 5.280 2.996 5.135 3.992 1.743 4.413
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 2.046 1.912 1.261 2.582 0.5944 1.701 0.7264 1.688 2.124 1.958 3.436
[2,] 2.973 2.807 2.446 2.929 0.6955 2.447 0.8850 2.052 2.375 3.084 4.589
[3,] 3.608 3.455 3.178 3.242 0.8010 3.170 0.9928 2.437 2.750 3.526 5.148
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.015 2.446 2.007 2.239 1.120 3.511 2.681 3.621 3.456 4.494 3.725
[2,] 1.175 3.620 2.368 3.486 1.366 4.031 3.600 4.350 4.883 5.360 5.398
[3,] 1.324 4.161 2.623 4.505 1.496 4.481 4.003 4.849 5.408 6.112 6.429
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.323 0.8771 2.521 2.356 2.310 1.631 1.523 1.039 1.817 1.993 4.643
[2,] 3.899 0.9955 3.903 2.749 3.670 1.916 1.944 1.280 2.816 2.399 5.716
[3,] 5.480 1.1281 5.075 3.087 4.736 2.193 2.292 1.454 3.359 2.745 6.337
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 4.452 1.639 1.641 2.133 2.283 1.949 1.386 0.5141 1.021  7.765 4.874
[2,] 5.184 2.083 2.471 2.642 2.761 2.328 1.597 0.5893 1.290 11.489 5.732
[3,] 5.671 2.729 2.849 2.962 3.097 2.711 1.781 0.6701 1.421 13.903 6.322
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    3.567    2.477    6.516    5.793    5.752   1.316   1.661    3.968
[2,] 2084.173 1248.936 3014.356 3120.951 3066.971 587.288 686.638 1845.234
[3,] 1480.791 1216.723 2672.410 3011.315 3238.042 496.870 745.551 1571.775
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.622    3.867    2.496    2.846    2.477    2.767    3.404
[2,] 2434.081 2880.370 1889.529 2157.532 1265.276 1978.254 2352.524
[3,] 2082.258 2117.441 1440.626 1551.172 1164.005 1594.639 2173.795
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    3.655    4.215    4.485    5.817    5.339    8.52    3.554   11.21
[2,] 1798.456 2953.648 2891.421 3506.483 3662.238 3894.98 1648.752 7410.14
[3,] 1861.951 2581.849 2928.626 3628.629 3337.722 3821.29 1407.148 5429.54
        [,24]   [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    6.679   0.465    6.022    6.776   0.9764    5.842   0.4849
[2,] 3182.075 200.563 3099.408 3256.315 452.9266 3225.400 237.1502
[3,] 2891.699 211.858 3227.499 3006.928 424.4643 2872.409 203.1030
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    5.848   1.319   0.8906    5.811    6.092    5.909    3.817
[2,] 3613.348 740.557 441.5985 2932.475 3487.456 3294.643 1839.105
[3,] 3067.842 613.620 437.9419 2647.201 2944.514 2756.593 1782.960
        [,38]    [,39]   [,40]    [,41]    [,42]    [,43]   [,44]    [,45]
[1,]    2.777    3.168   1.173    3.007   0.9076    3.152    3.74    2.836
[2,] 1874.551 1518.553 558.740 1309.204 476.6020 1660.814 1717.02 1694.350
[3,] 1758.141 1469.992 579.426 1265.807 486.5137 1471.431 1728.96 1609.172
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]   [,52]   [,53]
[1,]   1.361    2.805    4.209    5.254    2.608    3.612    3.89   1.544
[2,] 754.624 1738.070 1999.620 2202.051 1621.292 2813.428 1775.89 860.838
[3,] 553.544 1411.060 1922.020 2101.583 1212.645 2797.008 1578.92 776.795
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]   [,60]
[1,]    3.071    2.598    2.428    1.601    3.279   0.7548    2.16
[2,] 2487.942 2001.623 1907.060 1945.446 1284.000 335.0093 1631.88
[3,] 2353.401 1897.078 1868.852 1882.094 1288.156 368.8514 1870.28
        [,61]    [,62]    [,63]    [,64]    [,65]   [,66]    [,67]
[1,]   0.9224    2.143    2.697    2.486    4.363   1.289    3.107
[2,] 469.0754 1082.349  985.919 2210.413 2822.746 549.319 2475.545
[3,] 417.6566 1220.264 1286.261 1587.213 2164.973 565.640 1905.133
        [,68]    [,69]   [,70]    [,71]    [,72]    [,73]    [,74]
[1,]    2.548    2.843   1.422    4.459    3.404    4.598    4.388
[2,] 1166.334 2479.812 726.761 1837.503 2228.910 2236.991 3201.204
[3,] 1047.190 2647.386 565.121 1817.077 1624.806 1988.618 2157.200
        [,75]   [,76]   [,77]   [,78]    [,79]    [,80]    [,81]   [,82]
[1,]    5.707    4.73    2.95   1.114    3.201    2.992    2.933   2.071
[2,] 2711.682 3625.15 2906.10 436.955 2765.323 1313.779 2645.913 932.510
[3,] 2724.481 3240.45 3573.32 492.308 3009.531 1303.153 2777.791 989.645
        [,83]   [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    1.934   1.319    2.308    2.531    5.896    5.653    2.081
[2,] 1120.287 694.128 1996.516 1238.638 3094.288 2465.117 1193.389
[3,] 1127.031 640.189 1698.147 1237.891 2537.637 2132.318 1635.663
        [,90]    [,91]  [,92]    [,93]  [,94]    [,95]   [,96]   [,97]
[1,]    2.084    2.708    2.9    2.475   1.76   0.6529   1.296    9.86
[2,] 1714.440 1447.727 1439.7 1180.257 735.84 267.2327 731.065 7858.38
[3,] 1315.694 1240.978 1303.1 1290.236 731.13 296.0511 553.654 7263.97
        [,98]
[1,]    6.189
[2,] 2799.659
[3,] 2474.211
[1] "--- VAR model 2017-09-30 17:31:00  completed"
[1] "Completed training sample:  2017-09-30 17:31:00 - 2017-10-01 01:30:00"
[1] "SpVAR;   training sample:  2017-09-30 18:01:00 - 2017-10-01 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.9961          -2.225         -9.886        -14.233
          0.1280           1.537        -20.993         -9.536
         -0.2742          -1.497        -14.865         -7.579
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.00         0.9406           0.6302          -0.9898
         -20.68        -0.4463          -0.2527           2.2276
         -11.37         0.5744           1.2884          -2.3573
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.226            4.344           2.3622           -4.833
           -3.197           -1.569           4.5661            1.476
            1.608           -1.341           0.4536           -5.902
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9795          -0.9593           -4.650          -2.1430
           2.7553          -3.7095            1.173           1.8832
          -1.2062          -2.9134           -2.691          -0.2271
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.4296          -11.017           -5.766            2.349
          -2.5948           -3.092           -8.419           -5.517
          -1.2041           -2.547           -7.298            1.809
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.586          -3.6337           -20.92            -7.73
          -13.340           0.9424           -28.58           -17.15
           -8.454           0.9648           -31.17           -10.03
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8412           -7.498           -3.024           -1.587
          -0.8151          -14.236           -8.774           -2.005
          -0.4766          -13.382          -17.485           -2.655
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.555          -1.6275           -8.998           -4.445
           -8.676          -0.7825           -9.334           -4.512
           -4.794          -1.1821           -5.963           -5.112
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.1663          -10.836           -8.742           -18.83
          -0.4841          -12.405          -17.260           -14.61
          -2.8140           -7.316          -11.187           -15.46
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.133           -6.979            1.999         -0.05791
           -3.022           -4.755            1.694         -1.04442
            1.148           -3.397            1.809         -0.90594
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.971           0.6161           -5.916           -3.994
            1.962          -0.8567           -6.699           -9.240
           -1.562           1.3731           -2.818           -2.994
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.8200           -1.111          -3.9329            1.017
          -1.1895            0.789          -0.8021           -1.590
           0.3833           -1.635          -6.6382            2.046
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.055          -4.2248            1.385          -1.2924
            1.722           0.5344           -1.893           1.6921
            3.039           0.5257           -5.130           0.1132
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.5727         -7.98959           -3.595           -4.384
          -0.8163          3.20507            3.279           -1.835
           0.9603          0.04074           -1.899            2.218
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.549           3.7070           0.1508           -3.022
           -3.979           0.8098           1.2864           -2.673
            3.150           2.2649           0.3767           -5.153
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.62367           -2.398          -1.6900           -4.292
          0.07275           -2.069           1.8618           -4.716
          0.08441           -1.974           0.7729            2.043
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.351         -0.07912         -1.76020          0.40782
           -3.804         -1.21450         -5.67288          2.30274
            4.065          0.17274          0.04026         -0.08369
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -5.5206           0.7606          2.59111          -0.2768
          -0.5036          -0.4080         -0.08898           1.6263
          -0.9437           0.2872         -0.15679          -2.0632
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.0340          -1.2248          10.2932            7.463
          -1.1029           0.9516           0.5828            3.936
          -0.3335          -1.7814           1.0238            1.645
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          4.80037         0.005244           0.6653           -1.402
          9.47065         0.697893           6.7896           -4.941
         -0.09931         0.023125           4.2901           -1.161
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           6.5307          2.10420           -1.730          0.65532
          -0.6053         -0.05501           -1.260         -0.06247
          10.3225         -0.43962            1.155         -0.15317
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.634           -4.470           -1.374         -11.9233
           -7.162            2.564            4.088          -0.4712
           -4.033           -1.464            2.995          -1.6297
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2236           0.8091          -0.6342          -2.4067
           1.4855           0.7789          -0.5778           0.1779
           0.1541          -0.2543           2.4705           2.0270
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.263          0.20777           -2.200           -1.080
           -3.086          1.14573           -1.964           -1.199
           -1.780          0.03551           -1.266           -1.170
 rnd_95776.volume rnd_95787.volume
            8.699           -9.476
           -2.226          -18.497
          -18.680           -5.864
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.557 1.834 4.780 4.230 4.177 1.016 1.203 2.770 3.300 2.798 1.902
[2,] 3.334 2.221 5.623 5.211 5.220 1.183 1.400 3.327 4.129 4.041 2.691
[3,] 3.709 2.510 6.243 6.083 6.183 1.295 1.607 3.668 4.608 4.572 3.080
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.111 1.779 1.982 2.504 2.845 3.193 3.380 4.361 4.087 6.301 2.478
[2,] 3.065 2.255 2.895 3.463 3.411 4.397 4.673 5.797 5.626 7.648 2.903
[3,] 3.450 2.574 3.338 4.145 3.934 5.134 5.587 6.985 6.637 8.530 3.210
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  8.007 4.799 0.3368 4.267 4.906 0.7279 4.245 0.3526 4.115 0.9005
[2,] 10.749 5.684 0.4074 5.262 5.878 0.8499 5.429 0.4256 5.658 1.1212
[3,] 12.197 6.505 0.4556 6.189 6.688 0.9280 6.228 0.4716 6.419 1.2615
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.6521 4.304 4.379 3.982 2.839 1.989 2.273 0.8167 2.297 0.6622 2.262
[2,] 0.7689 5.158 5.505 5.003 3.386 2.863 2.761 1.0239 2.678 0.8005 2.880
[3,] 0.8881 5.837 6.311 5.759 3.872 3.385 3.090 1.1902 2.956 0.9259 3.249
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.807 2.209 1.080 2.199 3.029 3.974 1.964 2.628 2.964 1.145 2.367
[2,] 3.286 2.818 1.317 2.875 3.727 4.513 2.527 3.856 3.456 1.407 3.502
[3,] 3.660 3.268 1.438 3.258 4.197 5.052 2.868 4.808 3.824 1.661 4.328
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.949 1.836 1.145 2.480 0.5720 1.692 0.6937 1.562 1.985 1.869 2.848
[2,] 2.829 2.765 2.288 2.835 0.6756 2.411 0.8353 1.924 2.261 2.951 4.056
[3,] 3.473 3.408 2.959 3.095 0.7637 3.060 0.9285 2.314 2.542 3.399 4.535
      [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.9564 2.315 1.867 2.180 1.109 3.120 2.398 3.419 3.238 4.358 3.642
[2,] 1.0970 3.274 2.246 3.390 1.306 3.594 3.353 4.031 4.533 5.272 5.110
[3,] 1.2246 3.867 2.495 4.353 1.414 3.981 3.761 4.566 5.082 5.907 6.083
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 2.126 0.8421 2.459 2.266 2.298 1.577 1.496 0.9074 1.673 1.850 4.282
[2,] 3.683 0.9733 3.701 2.607 3.484 1.822 1.887 1.1336 2.660 2.272 5.323
[3,] 5.215 1.1017 4.807 2.948 4.568 2.091 2.184 1.3085 3.173 2.547 5.877
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 4.370 1.307 1.381 1.973 2.134 1.826 1.237 0.4666 0.9803  7.335 4.609
[2,] 5.149 1.792 2.256 2.444 2.501 2.249 1.460 0.5643 1.2413 10.800 5.355
[3,] 5.609 2.412 2.617 2.730 2.742 2.625 1.647 0.6406 1.3792 13.258 5.970
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]   [,6]    [,7]     [,8]
[1,]    3.247    2.328    6.07    5.371    5.304   1.29   1.528    3.518
[2,] 1937.543 1136.222 2682.36 2757.502 2836.540 549.50 648.997 1668.606
[3,] 1473.164 1057.895 2459.05 2841.829 3001.797 477.41 714.629 1399.579
         [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]
[1,]    4.191    3.553    2.415    2.68    2.259    2.516    3.179
[2,] 2247.989 2641.420 1725.167 2013.56 1255.186 1912.342 2167.757
[3,] 1854.451 1938.092 1356.866 1435.41 1124.273 1505.271 2064.212
        [,16]    [,17]    [,18]    [,19]   [,20]    [,21]    [,22]   [,23]
[1,]    3.613    4.055    4.292    5.538    5.19    8.001    3.147   10.17
[2,] 1704.705 2738.638 2922.848 3460.123 3502.50 3926.702 1369.616 6496.98
[3,] 1776.019 2401.283 2774.851 3529.244 3189.21 3422.943 1241.110 5222.72
        [,24]    [,25]    [,26]    [,27]    [,28]   [,29]    [,30]
[1,]    6.094   0.4277    5.418    6.229   0.9243    5.39   0.4478
[2,] 2759.357 207.7245 2789.480 2933.354 397.4551 3066.29 215.9580
[3,] 2864.800 184.6732 2951.689 2890.707 337.7144 2764.18 183.9555
        [,31]   [,32]    [,33]    [,34]   [,35]    [,36]    [,37]    [,38]
[1,]    5.226   1.144   0.8281    5.465    5.56    5.057    3.605    2.525
[2,] 3517.984 605.197 368.9901 2575.231 3023.03 2742.699 1672.613 1866.285
[3,] 2746.375 523.815 402.6393 2475.038 2796.12 2585.718 1701.114 1636.298
        [,39]   [,40]    [,41]    [,42]    [,43]    [,44]    [,45]   [,46]
[1,]    2.886   1.037    2.917   0.8409    2.873    3.564    2.805   1.371
[2,] 1419.936 559.417 1246.922 407.4597 1615.200 1548.448 1584.610 683.335
[3,] 1257.745 549.744 1134.444 421.5244 1360.889 1459.630 1498.966 522.142
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    2.792    3.847    5.046    2.494    3.337    3.764   1.454
[2,] 1677.805 1967.002 1937.469 1440.997 2556.086 1610.701 740.456
[3,] 1389.919 1747.616 2056.965 1228.099 2602.083 1481.387 799.510
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.005    2.475    2.331    1.454    3.149   0.7263    2.148
[2,] 2338.277 1858.078 1872.950 1794.784 1244.969 325.7726 1556.605
[3,] 2304.894 1824.134 1805.712 1699.407 1123.503 322.5830 1707.390
        [,61]    [,62]   [,63]    [,64]    [,65]   [,66]   [,67]    [,68]
[1,]   0.8808    1.983    2.52    2.374    3.617   1.215    2.94    2.371
[2,] 421.6731 1017.084  982.04 2068.059 2615.338 486.801 2097.25 1130.751
[3,] 367.1424 1164.888 1052.57 1528.122 1839.407 492.969 1863.75  984.945
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    2.768   1.408    3.962    3.045    4.342    4.112    5.534
[2,] 2351.415 625.456 1616.228 2123.393 1933.765 2873.834 2687.078
[3,] 2474.535 490.439 1550.767 1542.347 1943.972 2081.959 2414.663
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]   [,82]  [,83]
[1,]    4.624    2.699   1.069    3.122    2.877    2.919   2.003    1.9
[2,] 3247.623 2725.077 442.180 2505.298 1167.240 2371.828 825.784 1042.0
[3,] 2990.381 3344.685 467.644 2779.817 1246.787 2676.713 930.100  995.3
       [,84]    [,85]    [,86]    [,87]   [,88]    [,89]    [,90]    [,91]
[1,]   1.152    2.125    2.349    5.438    5.55    1.659    1.754    2.505
[2,] 615.531 1872.887 1195.285 2864.056 2466.19 1110.490 1615.700 1306.870
[3,] 592.034 1567.666 1041.984 2257.904 2016.32 1462.460 1202.237 1101.194
       [,92]    [,93]   [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    2.71    2.318   1.571   0.5925   1.245    9.314    5.852
[2,] 1181.88 1189.619 701.828 287.4502 689.870 7182.184 2469.684
[3,] 1017.53 1226.162 691.142 274.6904 544.572 6966.616 2390.817
[1] "--- VAR model 2017-09-30 18:01:00  completed"
[1] "Completed training sample:  2017-09-30 18:01:00 - 2017-10-01 02:00:00"
[1] "SpVAR;   training sample:  2017-09-30 18:31:00 - 2017-10-01 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.66560         -0.6575        -12.198         -23.12
        -5.22109         -3.4404        -10.587         -11.62
         0.04858         -0.9282         -8.373         -11.04
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -10.14        -0.6164         -1.10991            4.755
         -11.90         0.5587          0.09585           -3.768
         -12.82         0.4947          1.45015           -0.885
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           5.0427            1.229           4.0662           -8.385
          -0.7878            4.483           7.5252           -2.742
          -1.7455           -1.432           0.4146           -2.624
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.6665          -5.2330           -5.053            0.669
           3.6180          -0.8439           -3.380           -3.130
          -0.2503          -3.8226           -3.077           -3.277
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.429           -4.326           -1.742            4.657
          -11.530           -2.492            1.653            9.301
           -4.957           -5.067           -4.409            2.356
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -16.244          -1.1851           -30.07          -15.214
          -11.842          -0.7370           -36.20           -9.400
           -3.168          -0.7864           -20.29           -9.994
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8208           -10.25          -13.285          -0.5856
          -0.4060           -13.88           -9.174          -2.1450
          -0.1817           -13.82           -9.391          -2.6117
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.165          -0.5017           -14.47           -5.983
           -8.608          -0.9217           -13.57           -6.463
          -13.974          -1.2144           -15.03           -5.340
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.637          -13.318           -8.392          -15.763
           -3.074           -9.940          -12.982           -4.791
           -3.272           -6.374          -12.733          -12.871
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.765           1.5429           5.1016         -0.39616
           -1.399           0.8031           3.2031         -0.01055
           -3.147           2.2018          -0.5425         -0.18493
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.074           1.2928           -4.841           -7.660
            1.227          -0.4182           -6.215           -8.179
           -1.140           0.6716           -5.766           -8.007
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.583          -1.6962           -8.426            2.735
           -1.568          -0.6139           -7.491            5.574
            2.827          -0.3142           -3.532            3.475
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.721           -3.248            1.327           0.6439
           -5.472           -4.826           -4.377           4.7208
            4.455            1.013           -1.540           2.8712
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.8842          -0.9656          0.02359          0.03723
           0.2261           1.7860         -0.60959          1.09313
          -0.1158          -2.0081         -1.47612         -2.20252
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.9337          2.48343         -0.01472           0.9338
          -0.3654          0.09128          1.05823           0.4445
          -0.3805         -2.64153          0.49691           0.2393
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.4392           1.3876          1.13960           -1.897
           0.7002          -1.7638         -0.09937            1.372
          -0.7039          -0.6795         -0.75913           -2.919
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -4.8038          0.08912            1.795          0.03329
           0.3582         -0.82603           -4.249         -0.13840
          -4.5936         -0.05726           -4.407         -0.50124
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          0.08422           0.6586        -0.003217           2.4867
         -2.14783           0.4822        -3.378710          -5.2199
         -4.02159          -0.8810         0.724268          -0.5291
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4091           -1.787          0.08125          -0.8501
          -7.0543           -5.761         11.00276          -2.9332
          -2.7934           -5.202          3.29126          -6.5679
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.560           1.6613           0.3142            2.346
           -3.028           0.6426           2.3497           -3.051
            2.786           1.1352          -1.1385           -1.904
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.181           -1.839          -2.7662            1.631
            2.674            2.731          -0.1232            2.149
           -4.894           -1.258           1.9837            1.424
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           6.8458           -1.635           -10.48          -0.6960
           0.2744           -1.709           -10.03           0.2563
           1.3889           -1.265             5.82          -6.0151
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            0.112           -3.165          -5.9790          -6.2800
           -2.813           -3.327           1.5713           1.9258
           -2.465            3.215           0.8392          -0.1658
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.445           1.2132           -3.040         -1.87128
            3.362           0.5085           -2.464          0.09059
            1.494          -1.4779           -2.286         -0.84982
 rnd_95776.volume rnd_95787.volume
           -5.334           -17.64
          -16.567           -10.17
            1.888           -13.68
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.347 1.660 4.482 3.771 3.808 0.9772 1.145 2.556 3.045 2.564 1.833
[2,] 3.081 2.055 5.135 4.685 4.857 1.1607 1.362 3.173 3.880 3.823 2.564
[3,] 3.482 2.344 5.826 5.514 5.793 1.2959 1.549 3.504 4.303 4.401 3.023
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.000 1.685 1.925 2.008 2.719 3.088 3.284 4.166 3.854 5.985 2.279
[2,] 2.903 2.163 2.707 2.779 3.265 4.147 4.441 5.515 5.341 7.081 2.731
[3,] 3.204 2.508 3.123 3.351 3.754 4.889 5.325 6.575 6.330 7.933 3.037
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  7.219 4.541 0.3228 3.794 4.557 0.6576 3.763 0.3068 3.735 0.9025
[2,]  9.916 5.280 0.3846 4.714 5.323 0.7808 4.914 0.3644 5.152 1.1018
[3,] 11.168 6.048 0.4301 5.576 6.205 0.8585 5.592 0.4076 5.863 1.2331
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.5421 3.805 3.641 3.485 2.710 1.830 2.034 0.8158 2.183 0.6492 2.051
[2,] 0.6586 4.596 4.892 4.351 3.262 2.747 2.470 0.9711 2.504 0.7646 2.569
[3,] 0.7526 5.215 5.764 5.122 3.708 3.183 2.787 1.1086 2.729 0.8781 2.886
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.524 2.163 0.9774 2.028 2.699 3.734 1.843 2.442 2.937 1.191 2.284
[2,] 3.007 2.814 1.2174 2.809 3.386 4.315 2.420 3.733 3.327 1.410 3.363
[3,] 3.394 3.243 1.3785 3.134 3.808 4.902 2.749 4.590 3.752 1.631 4.133
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.920 1.714 1.074 2.308 0.5418 1.620 0.6808 1.555 1.755 1.725 2.685
[2,] 2.742 2.566 2.260 2.663 0.6505 2.250 0.8114 1.859 2.033 2.666 3.826
[3,] 3.319 3.204 2.935 2.911 0.7327 2.977 0.9062 2.184 2.314 3.112 4.223
      [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.8946 2.101 1.670 2.037 1.023 2.690 2.145 3.227 3.041 4.090 3.300
[2,] 1.0445 3.056 1.984 3.194 1.242 3.183 3.020 3.843 4.193 4.829 4.489
[3,] 1.1642 3.544 2.220 3.925 1.369 3.584 3.478 4.316 4.767 5.408 5.552
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.956 0.7705 2.304 2.167 2.134 1.444 1.519 0.8187 1.554 1.711 4.193
[2,] 3.515 0.8999 3.425 2.469 3.193 1.681 1.880 1.0199 2.422 2.118 5.015
[3,] 4.817 1.0362 4.406 2.790 4.247 1.919 2.161 1.1790 2.962 2.410 5.561
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 4.346 1.167 1.203 1.745 1.991 1.654 1.124 0.4636 0.9482  7.163 4.281
[2,] 5.019 1.707 2.121 2.332 2.406 2.074 1.350 0.5561 1.1801 10.476 4.937
[3,] 5.530 2.276 2.476 2.557 2.604 2.447 1.475 0.6279 1.3317 13.139 5.546
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.98    2.108    5.692    4.789    4.835   1.241   1.454    3.245
[2,] 1823.05 1106.250 2287.129 2538.440 2753.210 571.995 673.978 1716.923
[3,] 1481.72 1030.735 2514.018 2655.410 2884.141 526.360 673.605 1358.472
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]   [,15]    [,16]
[1,]    3.867    3.256    2.328    2.539    2.14    2.444    2.55    3.453
[2,] 2195.665 2589.735 1636.983 1921.524 1238.14 1737.850 1754.32 1650.150
[3,] 1699.971 1990.806 1462.682 1239.372 1158.78 1422.286 1710.41 1692.128
        [,17]   [,18]    [,19]    [,20]  [,21]    [,22]    [,23]    [,24]
[1,]    3.921    4.17    5.291    4.894    7.6    2.894    9.167    5.766
[2,] 2527.398 2730.91 3300.056 3377.034 3455.4 1375.229 6207.474 2460.761
[3,] 2365.395 2683.52 3268.210 3102.945 3267.0 1212.013 4692.979 2692.795
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.4099    4.817    5.787   0.835    4.778   0.3896    4.742   1.146
[2,] 190.9653 2555.259 2512.476 384.421 2887.128 179.6665 3240.642 577.170
[3,] 175.8211 2719.950 2912.512 325.837 2436.746 166.6237 2556.123 505.713
        [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]   0.6883    4.831    4.623    4.426    3.441    2.324    2.583
[2,] 341.5706 2354.292 2983.208 2379.328 1657.758 1870.542 1279.307
[3,] 332.6091 2250.871 2784.921 2467.083 1611.795 1469.266 1178.292
       [,40]    [,41]    [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   1.036    2.773   0.8243    2.605    3.205    2.747   1.241    2.575
[2,] 481.047 1119.402 368.9210 1412.409 1491.788 1644.368 662.765 1774.986
[3,] 488.265  990.555 394.3074 1201.858 1437.787 1471.423 590.465 1269.218
        [,48]    [,49]   [,50]    [,51]    [,52]   [,53]  [,54]    [,55]
[1,]    3.428    4.742    2.34    3.101    3.729   1.513    2.9    2.439
[2,] 1866.918 1974.260 1432.82 2578.714 1427.525 687.941 2254.2 1786.674
[3,] 1590.969 2123.997 1189.88 2438.075 1584.749 748.600 2193.6 1708.403
        [,56]    [,57]    [,58]   [,59]    [,60]    [,61]    [,62]
[1,]    2.176    1.363    2.931   0.688    2.058   0.8645    1.974
[2,] 1744.273 1816.164 1212.223 328.721 1425.876 403.0947  930.507
[3,] 1752.458 1709.890 1073.039 308.019 1780.188 368.6619 1047.209
        [,63]   [,64]   [,65]   [,66]    [,67]   [,68]    [,69]   [,70]
[1,]    2.228    2.19    3.41   1.136    2.668   2.121    2.587   1.299
[2,]  937.434 1856.19 2488.74 492.428 2026.940 978.495 2245.998 643.998
[3,] 1008.681 1465.63 1632.03 469.434 1639.111 909.609 2083.284 525.003
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    3.416    2.724    4.098    3.862    5.194    4.191    2.484
[2,] 1553.524 1940.494 1904.707 2635.838 2344.910 2779.081 2666.465
[3,] 1504.513 1576.225 1794.822 2071.582 2223.653 2983.111 3007.911
        [,78]    [,79]    [,80]    [,81]   [,82]    [,83]  [,84]    [,85]
[1,]   0.9784    2.926    2.751    2.709   1.834    1.929   1.04    1.973
[2,] 424.5908 2314.295 1081.982 2169.451 786.621 1011.816 555.46 1696.151
[3,] 469.0514 2530.411 1185.828 2557.825 843.724  973.351 540.08 1556.721
        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]    [,92]  [,93]
[1,]    2.173    5.325    5.518    1.481    1.527    2.216    2.529    2.1
[2,] 1138.973 2511.902 2293.571 1138.169 1595.040 1412.461 1232.858 1142.6
[3,] 1049.954 2194.273 2120.444 1375.224 1167.266  959.200  908.718 1186.1
       [,94]    [,95]   [,96]    [,97]    [,98]
[1,]   1.428   0.5887   1.204    9.096    5.437
[2,] 683.123 280.4670 641.551 6981.004 2245.728
[3,] 540.879 266.2927 563.528 7242.052 2307.122
[1] "--- VAR model 2017-09-30 18:31:00  completed"
[1] "Completed training sample:  2017-09-30 18:31:00 - 2017-10-01 02:30:00"
[1] "SpVAR;   training sample:  2017-09-30 19:01:00 - 2017-10-01 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3675          2.4051         -14.45         -9.490
         -6.0137          0.2649         -11.86         -9.684
         -1.5308          2.9032         -11.94         -5.245
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.084       -0.61962           1.1969            2.404
         -6.988        1.50286           0.3494           -2.452
        -17.815        0.06461           0.5919            0.917
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.47318            1.931           8.6580           -6.574
          0.06691            3.477           2.0046           -4.852
         -2.29181           -2.692          -0.5025           -1.117
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.732           -6.028           -4.439           3.8544
            3.125           -2.722           -1.952           2.9850
            2.377            3.326            3.641           0.5594
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.8791            1.653          -0.4442            2.028
           3.1073           -4.443          -5.2244            5.495
           0.6344            2.271          -3.8735           -5.294
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.519         -0.03869           -19.15           -9.042
           -6.948          1.81719           -23.23           -5.624
          -14.857         -4.53244           -15.78          -18.654
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
        -0.499989          -12.999           -7.802           -1.146
        -0.473433           -8.514          -13.714           -1.822
         0.001838          -15.258          -15.638           -1.234
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.874          -0.1326          -15.578           -5.088
          -11.988          -0.9539            2.792           -4.734
           -5.623          -0.6521          -13.983           -4.809
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.467          -13.650           -7.587           -5.300
           -1.379           -1.657          -11.957          -14.587
           -2.507          -10.463          -13.760           -1.818
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.235           3.2549           0.1938          0.08108
           -1.114           0.3504           1.3987          0.23412
            2.753          -1.4434           0.7742          0.70606
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4121         -0.01637          -4.7741           -1.714
           1.3698          0.22269          -4.6483           -8.436
           1.3737          0.20684          -0.4882           -9.923
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5458         -0.05072          -1.7316           -4.068
          -1.3449         -2.84950          -1.3630            2.135
          -1.2323         -2.23765          -0.8093            2.846
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -6.548          -3.1138            7.779           0.1272
            9.033          -0.6915           -6.111           2.0940
           -1.805           2.0630            3.464           2.4404
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8269           -2.182          -5.0753          -0.1538
           1.2137            4.732           0.9404          -2.5301
          -3.1730           -3.585          -3.4850           0.2136
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -5.0366            1.376          0.08457           -1.721
          -1.9294            1.960          1.27713           -4.113
          -0.3768            1.972          0.61820           -2.904
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.9055          -2.4037          -0.3201            1.618
           0.3231          -1.9714          -1.3918           -3.730
           1.0408           0.3653          -1.9591           -5.419
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          0.07713           1.4553           0.6091           0.2911
         -1.06176           0.4661          -2.9849          -1.0541
         -7.53037           0.4757          -3.3279           0.7587
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2283           0.7222          -7.5613           -2.845
          -1.0407           1.4348          -0.5235           -4.925
          -3.0727          -1.7466          -0.0752           -2.803
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.463          -0.2186           -1.468          -2.2349
            4.131          -5.8631            3.607           3.6222
           -2.026          -1.8458            2.222          -0.6087
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.2290           0.7967            4.862          -0.7106
          -1.3085          -1.8512           -0.649           0.7274
          -0.4335           0.8181            2.887           2.8464
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.103           0.3568            2.809          -2.0023
           -1.773           2.9603            2.691           0.4113
            2.678           0.5478            0.280           0.7651
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.6309            1.899           -4.544           -8.308
           0.4228            1.930           -1.349           -6.622
          -0.6741            2.218           -2.537           -1.035
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5925          -0.4633          -2.1537           -4.754
          -1.1355          -2.4400           0.4685            1.410
          -1.8869           1.1160           0.9222            1.197
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.0954           0.1886           -1.967          -0.9804
          -0.6604           0.2976           -2.096          -0.5399
          -0.7094           0.5399           -1.617           0.3596
 rnd_95776.volume rnd_95787.volume
            9.940           -7.032
           -5.439           -7.882
            1.802          -18.391
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.135 1.569 3.889 3.314 3.569 0.9359 1.075 2.545 2.806 2.549 1.743
[2,] 2.951 1.954 4.555 4.131 4.447 1.1117 1.257 3.092 3.815 3.837 2.422
[3,] 3.304 2.196 5.246 5.010 5.098 1.2554 1.444 3.366 4.162 4.350 2.942
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.902 1.724 1.818 1.906 2.374 2.866 2.962 3.939 3.710 5.065 2.148
[2,] 2.703 2.179 2.641 2.715 2.906 3.786 4.191 5.274 5.086 5.997 2.491
[3,] 3.050 2.489 3.015 3.206 3.289 4.530 4.986 6.355 6.253 6.722 2.779
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  6.315 4.218 0.3170 3.237 3.950 0.6185 3.214 0.2756 3.168 0.9014
[2,]  9.076 4.904 0.3678 4.061 4.711 0.7275 4.403 0.3268 4.610 1.0815
[3,] 10.229 5.546 0.4106 4.994 5.640 0.8042 5.082 0.3646 5.275 1.2117
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.4930 3.377 3.467 3.206 2.398 1.695 1.788 0.7363 1.995 0.5836 1.850
[2,] 0.5884 4.188 4.463 3.938 2.864 2.423 2.160 0.8659 2.305 0.6916 2.241
[3,] 0.6800 4.713 5.204 4.645 3.230 2.884 2.453 0.9755 2.549 0.7776 2.506
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.117 2.012 0.9429 1.924 2.495 3.676 1.883 2.440 2.717 1.174 2.198
[2,] 2.589 2.614 1.1503 2.702 3.112 4.241 2.403 3.618 3.054 1.388 3.261
[3,] 2.972 3.036 1.3068 3.010 3.515 4.776 2.742 4.345 3.489 1.610 4.068
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.861 1.669 1.020 2.126 0.5211 1.584 0.6403 1.485 1.550 1.668 2.522
[2,] 2.623 2.488 2.193 2.447 0.6215 2.149 0.7442 1.783 1.832 2.491 3.554
[3,] 3.191 3.108 2.858 2.670 0.6855 2.828 0.8413 2.076 2.118 2.865 3.973
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.8741 1.921 1.518 1.866 0.9552 2.487 1.937 3.149 2.934 3.852 2.838
[2,] 1.0062 2.843 1.820 3.013 1.1537 3.010 2.805 3.692 3.934 4.479 4.039
[3,] 1.1135 3.404 2.030 3.720 1.2959 3.440 3.187 4.147 4.551 4.984 4.903
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.822 0.7217 2.086 2.189 2.057 1.414 1.442 0.7551 1.403 1.642 3.961
[2,] 3.426 0.8433 3.291 2.459 3.038 1.639 1.800 0.9143 2.179 1.989 4.761
[3,] 4.501 1.0000 4.194 2.728 4.154 1.820 2.075 1.0700 2.778 2.202 5.237
     [,88]  [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 4.118 0.9802 1.043 1.699 1.864 1.571 1.022 0.4524 0.9257  6.721 3.789
[2,] 4.942 1.5761 1.960 2.194 2.242 2.008 1.226 0.5474 1.1305 10.111 4.481
[3,] 5.436 2.1330 2.305 2.445 2.499 2.387 1.350 0.6097 1.2847 12.463 5.003
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.711    1.992    4.938    4.209    4.533   1.188   1.365    3.232
[2,] 1861.267 1064.088 2168.263 2252.944 2423.964 548.141 595.695 1605.002
[3,] 1357.614  916.834 2377.979 2590.605 2277.391 532.895 649.497 1215.495
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    3.563    3.236    2.213    2.415    2.19    2.309    2.421
[2,] 2361.745 2621.251 1536.509 1755.060 1217.50 1749.613 1765.913
[3,] 1520.283 1872.604 1525.595 1290.461 1099.17 1329.410 1557.438
        [,16]   [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    3.015    3.64    3.761    5.002    4.711    6.432    2.728
[2,] 1530.390 2260.24 2710.059 3203.917 3179.862 2932.610 1151.621
[3,] 1407.439 2271.84 2468.083 3240.608 3323.778 2775.284 1126.246
        [,23]    [,24]    [,25]   [,26]    [,27]    [,28]    [,29]  [,30]
[1,]    8.019    5.356   0.4026    4.11    5.016   0.7853    4.082   0.35
[2,] 5956.136 2286.655 170.3656 2241.06 2346.246 350.0769 2749.231 160.46
[3,] 4310.677 2365.073 166.7376 2656.27 2832.743 313.1870 2318.756 147.74
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    4.023   1.145   0.626    4.288    4.402    4.071    3.045    2.152
[2,] 3059.822 546.108 293.469 2262.840 2568.635 2089.574 1430.866 1582.552
[3,] 2343.279 499.257 311.464 1975.092 2444.399 2249.801 1365.020 1428.485
       [,39]   [,40]    [,41]   [,42]   [,43]    [,44]    [,45]   [,46]
[1,]    2.27   0.935    2.534   0.741    2.35    2.689    2.554   1.197
[2,] 1107.46 416.358 1054.177 339.219 1155.82 1360.985 1525.140 602.017
[3,] 1061.90 410.511  995.610 324.662 1023.22 1333.079 1411.399 566.513
        [,47]    [,48]    [,49]    [,50]    [,51]   [,52]   [,53]    [,54]
[1,]    2.443    3.168    4.668    2.391    3.098    3.45   1.491    2.792
[2,] 1733.107 1698.804 1931.906 1363.856 2441.308 1275.14 675.863 2200.689
[3,] 1212.965 1493.569 2006.732 1207.569 2198.275 1541.41 746.423 2222.069
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]    [,61]
[1,]    2.363    2.119    1.296    2.699   0.6617    2.012   0.8131
[2,] 1688.933 1686.275 1773.180 1108.174 309.5520 1326.917 346.5338
[3,] 1659.943 1702.528 1674.424  974.855 264.2731 1679.476 358.4601
       [,62]   [,63]    [,64]    [,65]  [,66]    [,67]   [,68]   [,69]
[1,]   1.886   1.968    2.118    3.202   1.11    2.439   1.928    2.37
[2,] 901.462 892.435 1690.758 2288.242 455.33 1915.204 916.979 2161.62
[3,] 972.682 971.174 1292.495 1623.681 435.83 1710.081 822.175 1992.64
       [,70]    [,71]    [,72]    [,73]    [,74]    [,75]    [,76]
[1,]   1.213    3.158    2.459    3.998    3.726    4.892    3.604
[2,] 591.247 1549.389 1854.402 1762.235 2394.622 2088.303 2625.495
[3,] 539.292 1523.030 1382.784 1724.175 2090.278 1996.435 2539.556
        [,77]    [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]
[1,]    2.313   0.9164    2.649    2.78    2.612   1.796   1.831   0.9588
[2,] 2650.987 398.5587 2325.409 1023.60 2043.230 756.920 984.421 471.0992
[3,] 2666.896 491.1232 2376.035 1079.98 2588.993 723.029 943.633 507.8516
        [,85]    [,86]   [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    1.782    2.085    5.03    5.229    1.245    1.325    2.157
[2,] 1523.913 1025.721 2413.83 2495.906 1127.687 1515.744 1269.027
[3,] 1573.765  863.152 1992.54 2070.044 1313.265 1108.728  986.172
        [,92]    [,93]   [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    2.366    1.995   1.298   0.5745   1.175    8.534    4.812
[2,] 1139.094 1142.873 617.913 281.5405 592.929 6902.952 2185.439
[3,] 1007.866 1178.749 516.630 245.4047 557.634 6656.740 2032.866
[1] "--- VAR model 2017-09-30 19:01:00  completed"
[1] "Completed training sample:  2017-09-30 19:01:00 - 2017-10-01 03:00:00"
[1] "SpVAR;   training sample:  2017-09-30 19:31:00 - 2017-10-01 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.746           1.025         -7.237         -2.786
          -1.063           1.155         -1.988         -5.773
          -2.299          -2.280         -8.457         -7.981
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.954         0.7623           0.1073           0.8974
         -6.222         0.3510          -0.2653           2.4847
         -5.411         0.3139          -1.2998          -0.1946
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.6752           -3.087          -0.7091           1.1251
           2.7179            1.901           1.2535          -0.3109
          -0.3472            1.305          -0.2714           3.0440
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.1369          -2.3911           -3.761           0.6377
          -0.3755          -1.4259           -0.793          -1.9431
           0.5295           0.2335            0.652           0.6809
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.5613           2.1174            5.195           10.923
          -0.8787          -0.6439           -6.808           -3.932
           0.5707           0.8238           -2.260            2.659
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -15.693          -3.5637           -9.431           -2.866
           -1.319           0.2092          -23.168           -7.368
           -2.069           3.3410           -5.811           -5.475
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.02799           -7.665           -4.630          -1.3797
         -0.07860           -8.241           -3.944          -0.7114
          0.46679           -9.619           -7.130          -0.3936
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.1447          -0.1393          -14.197           -3.020
          -7.3280          -0.3808           -5.431           -1.987
         -10.7030          -0.1318           -6.780           -2.369
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.0633           -4.878           -8.513          -10.291
          -1.5801           -4.768           -5.439           -7.876
          -0.8284           -6.453           -6.817           -5.388
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.3919          -0.9910           0.6293          -1.0373
          -1.3028          -0.1954          -1.5859          -0.3265
           2.0165           3.2231          -0.9589           0.5070
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.2680          0.40113          -4.5391           -4.803
           1.2087          0.85811          -3.9860           -5.128
           0.7177         -0.04685          -0.5773           -3.335
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.225           0.2619           -1.991            2.376
           -1.163           0.6938           -1.520            2.231
           -1.154          -0.4771           -6.140            1.579
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.2404           2.5096            1.593            3.216
           1.4620           0.2508           -1.294           -2.280
          -0.2653           1.1741            2.739           -2.387
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.64190            2.812          3.16576           2.5239
          0.08751            1.656         -0.04027          -0.2143
         -0.41938           -0.320         -0.42396           1.4147
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           6.8312          -0.1347          -0.5547           5.1684
           0.9902          -0.3149           0.0690           6.4733
          -0.5190           0.5924           0.4857           0.6393
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.48654            0.266          -0.2534           0.5135
         -0.01537            2.798          -1.0804           0.9780
         -0.86664            1.789          -0.4976           3.6616
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.9363          0.03525            1.769          0.04113
           4.4042          0.07654            1.276          2.45974
           0.4692          0.29399            3.254          0.69161
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.148           0.3835            2.791            2.929
            5.080           0.5822           -2.028           -1.113
            1.987           1.0192           -3.146           -3.050
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3045          2.20575          -2.1712         -0.05469
          -0.7239         -0.09539           5.5622          2.70194
          -1.6766         -3.35428          -0.2772         -1.37952
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.513          2.11146            3.422           1.0773
            1.265          0.92346            1.833          -1.7165
            4.824          0.05256            4.941           0.1802
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.207           0.5126          -1.0658           0.2156
            1.173          -0.1744           2.1248           1.1485
            3.113          -0.3813           0.7056           0.2625
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.348          -1.0155            7.021           -5.740
           -2.821           0.6338            7.535           -1.317
            1.983          -0.3942           -3.192           -2.530
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4081           0.5794          -0.2192         -0.83612
           0.7515          -0.7348          -0.2708         -0.02665
          -0.3361          -1.0960          -1.8365         -0.83270
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.3477            1.436          -0.4379          -0.3694
           3.5121            2.198          -0.9788           0.6470
           0.5445           -0.455          -0.3558          -0.7159
 rnd_95776.volume rnd_95787.volume
           6.2590           -5.617
           2.1520           -6.112
           0.9298           -6.723
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.000 1.451 3.310 2.814 3.119 0.9003 0.9946 2.403 2.529 2.322 1.685
[2,] 2.723 1.743 4.147 3.514 3.839 1.0609 1.1766 2.883 3.376 3.531 2.282
[3,] 3.118 1.986 4.804 4.273 4.392 1.2108 1.3310 3.115 3.711 4.076 2.759
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.781 1.690 1.772 1.782 2.274 2.710 2.683 3.680 3.447 4.665 1.855
[2,] 2.508 2.124 2.318 2.439 2.841 3.628 3.771 4.768 4.538 5.666 2.203
[3,] 2.839 2.398 2.728 2.890 3.220 4.320 4.552 5.894 5.662 6.354 2.460
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 5.326 3.837 0.2945 2.989 3.196 0.5678 2.804 0.2647 2.737 0.8564
[2,] 7.656 4.483 0.3434 3.564 4.013 0.6771 3.826 0.3215 3.800 1.0097
[3,] 9.042 5.085 0.3839 4.335 4.747 0.7542 4.369 0.3658 4.474 1.1524
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.4592 2.998 2.824 2.979 2.195 1.604 1.638 0.6793 1.734 0.5151 1.641
[2,] 0.5313 3.623 3.814 3.571 2.644 2.308 1.999 0.8005 2.057 0.6208 1.986
[3,] 0.6114 4.137 4.522 4.229 2.999 2.683 2.281 0.8996 2.278 0.7074 2.203
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 1.657 1.916 0.8687 1.872 2.361 3.537 1.716 2.154 2.494 1.084 2.103
[2,] 2.239 2.444 1.0845 2.542 2.847 4.040 2.282 3.305 2.791 1.297 3.101
[3,] 2.554 2.839 1.2269 2.813 3.219 4.497 2.623 4.033 3.184 1.480 3.868
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.717 1.571 0.9112 2.007 0.4859 1.484 0.6171 1.364 1.475 1.556 2.146
[2,] 2.404 2.287 2.0018 2.339 0.5691 1.976 0.7289 1.636 1.712 2.275 3.142
[3,] 3.015 2.917 2.6315 2.564 0.6373 2.580 0.8110 1.938 1.978 2.632 3.581
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.7389 1.805 1.265 1.721 0.8665 2.296 1.806 2.882 2.723 3.609 2.468
[2,] 0.8994 2.624 1.516 2.696 1.0797 2.800 2.582 3.386 3.613 4.244 3.728
[3,] 0.9978 3.101 1.700 3.317 1.2157 3.216 2.978 3.832 4.140 4.816 4.572
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.575 0.6579 1.882 1.975 1.732 1.350 1.388 0.6824 1.245 1.536 3.640
[2,] 3.005 0.7714 2.842 2.206 2.677 1.584 1.661 0.8018 2.002 1.819 4.382
[3,] 4.069 0.9238 3.726 2.444 3.644 1.727 1.940 0.9251 2.541 1.993 4.828
     [,88]  [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96]  [,97]
[1,] 3.894 0.8979 0.8355 1.553 1.724 1.555 0.8879 0.4454 0.8766  6.254
[2,] 4.663 1.4250 1.7666 2.040 2.097 1.920 1.0577 0.5335 1.0334  9.332
[3,] 5.208 1.9723 2.1225 2.286 2.362 2.283 1.1701 0.5869 1.2020 11.494
     [,98]
[1,] 3.208
[2,] 3.815
[3,] 4.353
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.539   1.842    4.203    3.573    3.961   1.143   1.263    3.051
[2,] 1604.426 838.930 2169.303 1827.024 1943.501 487.279 545.810 1383.439
[3,] 1319.884 825.837 2105.009 2111.319 1851.664 506.646 540.444 1022.941
         [,9]    [,10]   [,11]    [,12]    [,13]   [,14]    [,15]    [,16]
[1,]    3.212    2.949    2.14    2.261    2.147    2.25    2.263    2.887
[2,] 1942.256 2309.517 1335.73 1533.296 1116.761 1298.48 1446.159 1479.937
[3,] 1336.340 1768.134 1346.78 1154.968  966.666 1249.20 1345.628 1315.401
        [,17]    [,18]    [,19]    [,20]    [,21]    [,22]    [,23]
[1,]    3.441    3.408    4.673    4.377    5.924    2.355    6.764
[2,] 2094.836 2300.643 2632.727 2563.437 2792.010 1032.451 4775.185
[3,] 2036.401 2213.325 3008.008 2939.465 2497.430  951.078 4177.302
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    4.873   0.3739    3.796    4.058   0.721    3.561   0.3361
[2,] 2012.977 153.5000 1685.475 2107.185 320.319 2259.609 158.4256
[3,] 2083.045 148.8578 2143.279 2202.041 288.329 1832.605 151.5779
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    3.475   1.087   0.5832    3.807    3.586    3.783    2.787
[2,] 2289.679 464.462 232.0232 1766.809 2225.547 1710.547 1280.449
[3,] 2049.153 482.368 262.6813 1733.552 2109.052 1966.397 1228.050
        [,38]  [,39]    [,40]   [,41]    [,42]   [,43]    [,44]    [,45]
[1,]    2.037   2.08   0.8626   2.202   0.6541   2.083    2.104    2.433
[2,] 1441.080 995.77 367.7034 959.523 300.8139 971.987 1307.342 1316.793
[3,] 1187.216 953.42 356.3989 850.930 294.6372 826.836 1067.715 1254.616
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]   1.103    2.377    2.999    4.492    2.179    2.735    3.167   1.377
[2,] 563.752 1492.923 1380.398 1694.405 1307.036 2177.356 1088.768 618.066
[3,] 498.236 1046.740 1304.996 1715.660 1122.168 2007.051 1330.711 618.073
       [,54]   [,55]    [,56]    [,57]    [,58]   [,59]    [,60]    [,61]
[1,]    2.67    2.18    1.995    1.157    2.549   0.617    1.884   0.7836
[2,] 1978.48 1460.71 1443.056 1547.686 1042.374 257.229 1133.848 336.7850
[3,] 2007.70 1579.94 1571.726 1483.104  911.756 249.136 1440.512 308.8372
       [,62]   [,63]    [,64]    [,65]    [,66]    [,67]   [,68]    [,69]
[1,]   1.732   1.873    1.976    2.725   0.9383    2.291   1.607    2.185
[2,] 784.223 754.491 1441.603 1992.708 445.3637 1654.772 724.401 1802.357
[3,] 902.108 859.635 1147.826 1492.393 375.1799 1433.615 669.322 1678.168
     [,70]    [,71]    [,72]   [,73]    [,74]    [,75]    [,76] [,77]
[1,]   1.1    2.915    2.293    3.66    3.458    4.583    3.135     2
[2,] 559.3 1391.094 1602.545 1542.84 2061.517 1938.645 2426.305  2222
[3,] 485.1 1374.072 1288.831 1557.74 1756.537 1976.525 2297.538  2382
        [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]    [,85]
[1,]   0.8355    2.389   2.507    2.199   1.714   1.763   0.8666    1.581
[2,] 349.7599 1849.635 854.469 1772.995 719.674 791.446 365.4434 1361.672
[3,] 441.2845 2092.241 912.427 2146.655 597.890 871.399 400.6991 1359.068
       [,86]    [,87]    [,88]   [,89]    [,90]    [,91]    [,92]    [,93]
[1,]   1.951    4.622    4.944    1.14    1.061    1.972    2.189    1.975
[2,] 845.699 2117.953 2227.713  960.91 1351.613 1148.068 1037.446  977.204
[3,] 707.539 1761.365 2014.443 1184.03 1021.551  896.297  944.117 1072.517
       [,94]    [,95]   [,96]    [,97]    [,98]
[1,]   1.127   0.5656   1.113    7.941    4.074
[2,] 499.165 255.0278 475.216 6014.074 1791.841
[3,] 434.448 212.3451 533.094 5827.246 1820.264
[1] "--- VAR model 2017-09-30 19:31:00  completed"
[1] "Completed training sample:  2017-09-30 19:31:00 - 2017-10-01 03:30:00"
[1] "SpVAR;   training sample:  2017-09-30 20:01:00 - 2017-10-01 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -0.285          0.1007         -5.208         -6.366
           1.037         -2.8729         -2.221         -6.528
          -1.422          2.6041         -8.276         -5.146
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.032         0.5799           0.6172            2.612
         -5.622         0.5029           0.3041           -1.102
         -5.816         0.3481          -0.4856            1.938
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -5.2241          -0.4436           -0.962            2.035
           3.5236          -6.4387           -2.470           -1.830
          -0.1829           1.6696            1.844           -2.011
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.9371          -0.6075           0.6235           -2.935
          -1.7045           1.5876           1.5185           -1.544
          -0.2711          -0.8957          -1.5676           -1.979
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.6620            3.993           2.4835            2.319
          -0.9964            2.541          -2.8625            5.918
          -1.6951            1.885           0.4215           -0.420
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.504          -2.9727          -12.744          -0.9939
           -2.622          -1.4667           -7.159          -4.5155
          -11.019          -0.9756           -5.974          -7.1797
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.38204           -3.519           -6.856          -0.2351
          0.03090           -4.883           -5.514          -0.7401
          0.07254           -3.180           -6.691          -0.6395
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -6.0144          -0.2723           -5.233          -3.1260
          -4.3275          -0.1849           -6.156          -2.3464
          -0.2101          -0.6806           -8.179          -0.2356
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8369           -5.405           -1.754           -8.208
          -0.8139           -5.412           -5.350           -4.187
          -1.6373           -3.519           -6.825           -6.587
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.055          -1.7327          2.65178          -0.3038
            1.854          -2.2311         -0.57502          -0.1544
           -0.159           0.5412         -0.02274           0.1151
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0048           0.9416           -2.634           -8.138
          -0.6660           0.0172           -2.515           -4.776
          -0.6366           0.2110           -3.657           -3.927
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0751          -0.5834          -2.5261          -0.6336
           0.9356           0.2977          -3.9260          -1.2833
           0.7883           1.3175          -0.9388           1.8193
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.822         -4.95393           0.6892           0.6913
            7.298          1.73469           1.9057           3.8391
            2.304          0.07633          -2.7119           2.4628
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1290           1.2588           3.6089          -0.1465
          -0.1942          -0.5229           0.8644           2.3327
          -0.3659           1.1428           2.9299           1.8077
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.094          -3.4920           0.2402          -0.9007
            1.881          -0.8378          -0.8535          -0.2166
            1.305           2.3456          -0.6158           2.8891
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4534          -0.1727          -0.4355          -1.2317
           0.5076           0.8485           0.2554           0.8211
           0.3522          -0.6028          -1.1197           1.0902
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.2111         -0.08142          -1.0433           1.0196
          -0.3013         -0.10564           1.8422          -1.5603
           0.2474          0.08297           0.7496          -0.2381
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.1382          0.06478           0.1891            1.747
           0.2156         -0.33163           3.0579            1.681
           1.1223          0.07155          -1.7977           -2.202
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.2304          -1.7516           1.4220            4.684
          -0.7969           1.1007          -4.9689           -3.978
          -1.8550          -0.1702           0.7521           -3.682
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          0.51458           0.2440           0.5507           0.2739
          0.01143           0.5534           2.5029           0.8200
         -3.48757           0.4696          -3.0200          -0.6940
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.7342          -1.2627          -1.2201          0.65221
           0.9306           1.4029          -0.1440         -0.30252
          -2.0276          -0.4832          -0.6642          0.05214
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.7904            1.206           3.0490           -4.965
          -1.7819           -3.067           0.3149            5.298
           0.1559            1.524           1.1458           -1.952
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.452            2.000           3.3106            3.533
            1.731            2.397           3.5889            3.532
            2.791            2.689           0.5028           -0.309
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.6183          -0.6853          -0.9247          -1.6145
           0.2979           0.5852          -0.4055           0.5864
           0.6186          -0.1744          -1.2415          -0.9987
 rnd_95776.volume rnd_95787.volume
           -1.448           -2.846
           -3.510           -4.044
            5.380           -6.557
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.738 1.344 2.852 2.302 2.652 0.8501 0.9488 2.189 2.422 2.251 1.558
[2,] 2.439 1.615 3.507 3.069 3.261 0.9881 1.1056 2.591 3.073 3.281 2.083
[3,] 2.840 1.835 4.016 3.642 3.760 1.1424 1.2251 2.856 3.425 3.800 2.481
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.629 1.575 1.692 1.648 2.113 2.488 2.457 3.411 3.265 3.919 1.778
[2,] 2.267 1.946 2.264 2.323 2.598 3.359 3.576 4.434 4.161 4.630 2.117
[3,] 2.563 2.214 2.614 2.716 2.994 3.994 4.413 5.534 5.263 5.286 2.373
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 4.863 3.370 0.2749 2.776 2.802 0.5545 2.377 0.2546 2.467 0.8129
[2,] 6.720 4.000 0.3177 3.298 3.576 0.6376 3.359 0.3042 3.389 0.9717
[3,] 8.007 4.594 0.3613 4.022 4.247 0.6958 3.733 0.3411 3.952 1.0927
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.4323 2.704 2.556 2.263 2.009 1.403 1.290 0.6078 1.506 0.4378 1.372
[2,] 0.5057 3.248 3.431 2.888 2.409 2.001 1.636 0.7401 1.797 0.5462 1.722
[3,] 0.5822 3.745 4.052 3.602 2.807 2.313 1.873 0.8266 1.952 0.6200 1.949
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 1.339 1.758 0.8071 1.789 2.169 3.341 1.611 1.957 2.130 1.031 1.900
[2,] 1.867 2.309 1.0139 2.346 2.628 3.863 2.129 3.045 2.509 1.216 2.827
[3,] 2.180 2.705 1.1593 2.613 2.959 4.325 2.458 3.774 2.869 1.397 3.542
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.613 1.488 0.8926 1.767 0.4591 1.442 0.5866 1.252 1.313 1.397 1.970
[2,] 2.280 2.075 1.8498 2.161 0.5395 1.777 0.6829 1.535 1.566 2.016 2.937
[3,] 2.824 2.625 2.4787 2.367 0.6081 2.379 0.7597 1.820 1.830 2.440 3.344
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6292 1.521 1.205 1.591 0.8215 2.050 1.580 2.632 2.355 3.343 2.175
[2,] 0.8094 2.402 1.445 2.501 1.0246 2.558 2.354 3.137 3.188 3.845 3.306
[3,] 0.9071 2.776 1.597 3.030 1.1611 2.896 2.766 3.571 3.744 4.429 4.012
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.386 0.6154 1.745 1.730 1.620 1.238 1.258 0.5964 1.150 1.326 3.227
[2,] 2.712 0.7098 2.685 1.974 2.405 1.474 1.538 0.7095 1.869 1.603 3.955
[3,] 3.638 0.8023 3.495 2.204 3.271 1.620 1.786 0.8153 2.334 1.772 4.391
     [,88] [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96]  [,97]
[1,] 3.447 0.778 0.7674 1.460 1.577 1.433 0.8218 0.4131 0.8321  5.781
[2,] 4.213 1.290 1.6276 1.912 1.962 1.746 0.9875 0.5101 0.9747  8.798
[3,] 4.793 1.807 1.9926 2.169 2.230 2.056 1.0978 0.5586 1.1048 10.533
     [,98]
[1,] 2.780
[2,] 3.390
[3,] 3.931
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.207   1.706    3.622    2.923    3.368   1.079   1.205    2.779
[2,] 1715.447 898.218 2045.755 2035.652 1902.280 504.974 569.073 1389.519
[3,] 1458.096 873.350 1961.636 1965.833 1876.635 574.846 528.975 1205.758
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    3.076    2.858    1.978    2.068    1.999    2.148    2.092
[2,] 1895.632 2393.566 1387.161 1580.904 1147.171 1509.225 1641.888
[3,] 1516.244 1922.181 1351.030 1197.900 1057.799 1308.981 1410.993
        [,16]    [,17]   [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    2.684    3.159    3.12    4.332    4.146    4.977    2.257
[2,] 1515.212 2262.319 2604.22 2840.308 2586.035 2471.446 1152.832
[3,] 1492.097 2167.431 2593.77 3320.074 3229.948 2557.912 1074.491
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    6.175    4.279   0.3491    3.525    3.558   0.7041    3.019
[2,] 4650.100 2160.787 159.6704 1784.321 2226.766 315.5138 2379.070
[3,] 4365.541 2265.152 172.3978 2308.534 2297.904 279.3928 1632.468
        [,30]    [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]
[1,]   0.3233    3.132   1.032   0.549    3.433    3.246    2.873    2.551
[2,] 166.8974 2330.340 533.757 263.030 1805.335 2294.685 1798.979 1333.665
[3,] 154.6816 2036.630 500.945 289.300 1868.353 2160.860 2158.629 1443.116
        [,38]    [,39]    [,40]   [,41]   [,42]    [,43]  [,44]    [,45]
[1,]    1.781    1.638   0.7718   1.912   0.556    1.742    1.7    2.232
[2,] 1429.868 1008.761 423.3183 983.046 327.348 1044.297 1304.8 1500.379
[3,] 1163.386  913.368 369.2053 764.912 294.151  915.235 1127.6 1412.677
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]   1.025    2.272    2.754    4.243    2.046    2.485    2.705   1.309
[2,] 615.293 1521.027 1487.484 1943.765 1396.050 2339.502 1330.036 646.966
[3,] 563.597 1153.238 1364.357 1949.315 1231.027 2235.494 1394.138 689.634
        [,54]    [,55]   [,56]    [,57]    [,58]   [,59]    [,60]    [,61]
[1,]    2.413    2.049    1.89    1.133    2.243   0.583    1.831   0.7449
[2,] 2098.514 1614.849 1449.09 1624.292 1247.251 284.146 1042.146 350.4879
[3,] 2139.691 1671.167 1612.25 1654.196  969.325 281.274 1584.870 333.8027
      [,62]   [,63]    [,64]    [,65]   [,66]    [,67]  [,68]   [,69]
[1,]   1.59   1.667    1.775    2.502   0.799    1.931   1.53    2.02
[2,] 890.57 855.579 1457.261 2183.179 510.451 1864.425 799.09 1934.55
[3,] 980.14 950.588 1377.454 1602.830 410.474 1394.506 681.19 1714.29
       [,70]    [,71]    [,72]    [,73]   [,74]    [,75]    [,76]   [,77]
[1,]   1.043    2.604    2.006    3.343    2.99    4.245    2.762    1.76
[2,] 613.826 1532.905 1749.111 1711.107 2154.83 1904.288 2495.503 2336.62
[3,] 547.708 1360.802 1457.126 1709.341 1967.44 2204.262 2279.740 2431.14
        [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]   [,85]
[1,]   0.7814    2.216   2.196    2.057   1.572   1.597   0.7574    1.46
[2,] 354.6861 2046.031 954.487 1781.972 802.212 886.592 385.1471 1477.30
[3,] 374.8883 2242.683 981.973 2222.719 673.995 911.318 402.7699 1401.59
       [,86]    [,87]    [,88]    [,89]     [,90]    [,91]    [,92]
[1,]   1.684    4.098    4.377    0.988    0.9745    1.854    2.003
[2,] 903.185 2293.417 2428.789 1031.323 1439.0520 1237.464 1169.939
[3,] 756.747 1912.664 2291.664 1268.404 1152.3774 1027.985 1061.917
       [,93]   [,94]    [,95]   [,96]    [,97]   [,98]
[1,]    1.82   1.044   0.5246   1.057    7.341    3.53
[2,] 1000.35 548.907 299.9611 508.968 6648.415 1944.01
[3,] 1088.17 480.951 228.2655 521.454 5806.815 1995.29
[1] "--- VAR model 2017-09-30 20:01:00  completed"
[1] "Completed training sample:  2017-09-30 20:01:00 - 2017-10-01 04:00:00"
[1] "SpVAR;   training sample:  2017-09-30 20:31:00 - 2017-10-01 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.5985          1.9118         -8.781        -11.288
          1.4403          0.2611         -6.693        -12.151
         -0.4701          0.2793         -4.404         -7.134
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.321         0.2602         -0.09932           -2.143
         -8.381         0.1902         -0.29760           -1.955
         -4.034        -0.2650          0.12685            2.540
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.72918           0.4205          -0.5003           -1.699
         -6.06603          -6.0331          -0.2809           -1.211
         -0.07522          -4.0716          -2.5845           -4.507
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8324           -2.475           -1.078            1.251
          -2.5014            2.653            1.905            3.194
          -1.3161           -2.438           -2.783           -1.645
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.742           3.2320           0.1937          -0.8305
            0.366           0.1438          -3.7710           0.8699
           -3.658           3.2846          -2.4510          -0.9579
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.182          -1.7180          -20.370          -10.877
           -6.525          -0.7807          -19.713           -7.108
           -2.695          -0.8729           -9.685          -10.174
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2505           -7.451           -1.903          -0.8105
           0.1265           -8.600           -8.219          -0.6622
          -0.3452           -5.317          -14.208          -0.4878
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -11.084          -0.4472           -4.650           -1.118
          -10.163          -0.5406           -6.016           -1.969
           -7.223          -0.7284           -7.213           -1.958
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.8551           -2.353           -5.904           -7.759
          -0.9617           -8.229           -7.029           -5.137
          -1.9198          -10.746           -4.337           -7.406
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.188          -0.1543           0.9022           1.3782
            1.615           1.8043          -0.6974           0.6957
            2.769          -2.0069           1.5672           0.6673
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.009098          0.09225           0.8292           -2.053
         0.500202          0.30361          -1.0790           -3.353
         0.267295          0.77769          -0.9298           -2.459
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.8104            0.994          -0.6993           0.6574
          -3.9382           -1.304          -5.1912          -0.6917
          -1.0062           -1.088          -4.4572           0.3740
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.913            1.000           -4.348           5.1575
            3.383            1.553            2.923           0.5362
            1.464           -4.107            0.673           1.2569
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4517          -0.2639           -3.100          -1.7965
          -0.4836           1.1521            1.496           0.1557
           0.2880           1.6109            3.053           2.8496
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.766           0.2021          -0.4425          -2.7073
           -4.651          -0.4426           0.1108          -3.1611
            1.663           1.1213           0.2954          -0.9906
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.10151          -0.3919          -0.4652            1.201
          0.06788          -1.2454          -0.7407           -2.362
         -0.08852          -0.1075          -0.5897           -1.128
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.7584         1.266004          2.42571         -0.83342
           0.1076        -0.701770          0.07036          0.05714
          -2.8092         0.002573         -1.55961          1.57185
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.677         -0.33955           0.4384          -1.9219
            3.049          0.04428           0.6981           1.6979
           -1.937          0.86410           0.8280           0.6182
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.47976          -0.5871          1.83756           -3.428
          1.30736          -0.4456         -0.06257           -1.519
          0.02386          -0.3374         -1.19741            1.337
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -2.45796           0.3088           3.1853          -0.6666
         -0.06289          -0.1570          -1.6680           1.4192
          0.63292           1.0365          -0.7316           1.8174
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.233           2.2199           1.6101           0.4905
           -1.261           1.3288          -2.8322          -0.3359
           -1.494           0.4778           0.7384           0.2841
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.3506           0.8506            4.897        -0.002285
           1.0988           0.8340            2.201         2.988327
          -0.3384          -0.1200           -2.298         4.605574
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1264           0.6226            2.739           3.3487
          -0.3227           2.5408           -1.198          -1.0829
           1.1394           0.2172           -1.317           0.2421
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2523        -0.003726          -1.5978           0.7367
          -2.5079         0.536051          -1.6957          -0.8731
          -0.6258         0.464508          -0.5913          -1.8425
 rnd_95776.volume rnd_95787.volume
         -0.01625          -14.070
          6.00674           -7.650
        -13.24423           -8.429
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.573 1.227 2.381 2.099 2.136 0.8236 0.8798 2.078 2.327 2.010 1.454
[2,] 2.214 1.506 2.937 2.659 2.663 0.9459 1.0384 2.464 2.960 3.015 2.005
[3,] 2.589 1.707 3.329 3.155 3.137 1.0806 1.1491 2.726 3.334 3.545 2.404
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.505 1.451 1.532 1.564 1.969 2.291 2.218 3.164 3.034 2.387 1.229
[2,] 2.141 1.806 2.067 2.160 2.402 3.034 3.197 4.170 3.872 2.975 1.437
[3,] 2.429 2.103 2.391 2.555 2.867 3.691 4.058 5.182 4.757 3.487 1.614
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 4.481 2.726 0.2501 2.378 2.403 0.5206 1.943 0.2446 2.216 0.7634
[2,] 5.958 3.527 0.2927 2.874 3.089 0.5983 2.787 0.2818 2.894 0.9401
[3,] 6.934 4.058 0.3298 3.483 3.675 0.6531 3.106 0.3194 3.356 1.0515
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.3901 2.394 2.295 1.900 1.835 1.326 1.106 0.5675 1.329 0.4274 1.072
[2,] 0.4639 2.915 2.985 2.556 2.153 1.859 1.430 0.6846 1.599 0.5117 1.389
[3,] 0.5436 3.401 3.535 3.158 2.495 2.176 1.647 0.7718 1.773 0.5801 1.621
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.180 1.647 0.7391 1.628 1.944 2.971 1.509 1.923 2.000 0.9087 1.790
[2,] 1.634 2.165 0.9382 2.108 2.379 3.524 1.962 2.735 2.444 1.1473 2.614
[3,] 1.928 2.524 1.0933 2.459 2.712 3.987 2.275 3.379 2.755 1.3166 3.223
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.544 1.452 0.8369 1.647 0.3912 1.287 0.4966 1.162 1.179 1.307 1.877
[2,] 2.180 2.016 1.7558 2.011 0.4823 1.621 0.6138 1.440 1.430 1.890 2.716
[3,] 2.612 2.491 2.2936 2.204 0.5683 2.230 0.6908 1.743 1.645 2.301 3.139
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5311 1.425 1.043 1.496 0.7935 1.931 1.462 2.468 2.166 3.001 2.041
[2,] 0.6799 2.217 1.264 2.276 0.9694 2.328 2.119 3.006 2.914 3.537 3.201
[3,] 0.7786 2.594 1.423 2.827 1.0981 2.652 2.534 3.357 3.351 4.038 3.785
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.203 0.5491 1.650 1.539 1.365 1.058 1.178 0.5293 1.092 1.252 2.858
[2,] 2.592 0.6526 2.466 1.732 2.162 1.277 1.430 0.6216 1.785 1.506 3.555
[3,] 3.390 0.7520 3.339 1.974 3.017 1.424 1.644 0.7138 2.187 1.665 3.975
     [,88]  [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 3.238 0.7259 0.7152 1.387 1.497 1.325 0.7256 0.3674 0.7797 5.543
[2,] 3.867 1.2090 1.4796 1.802 1.816 1.645 0.8887 0.4461 0.9075 7.975
[3,] 4.483 1.6874 1.8194 2.032 2.054 1.906 0.9827 0.5071 1.0328 9.593
     [,98]
[1,] 2.375
[2,] 3.064
[3,] 3.618
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    1.998   1.558    3.024    2.665    2.712   1.046   1.117    2.638
[2,] 1553.031 871.190 1713.901 1627.084 1585.833 463.860 549.941 1319.596
[3,] 1338.498 800.701 1562.014 1692.578 1651.764 520.793 490.360 1162.785
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]  [,16]
[1,]    2.955    2.552    1.847    1.912    1.843    1.945    1.986    2.5
[2,] 1823.631 2241.145 1375.464 1517.021 1071.000 1383.000 1485.611 1370.8
[3,] 1529.863 1857.695 1323.272 1144.523 1074.297 1198.978 1359.029 1561.1
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    2.909    2.816    4.018    3.853    3.031   1.561    5.69    3.462
[2,] 1982.741 2295.648 2708.298 2398.511 1769.274 740.713 3914.03 2231.386
[3,] 2094.818 2491.809 3065.484 2754.773 1813.795 734.215 3536.91 2000.036
        [,25]   [,26]    [,27]    [,28]    [,29]    [,30]    [,31]
[1,]   0.3176    3.02    3.052   0.6611    2.468   0.3105    2.815
[2,] 151.5695 1608.22 1934.015 293.8172 1991.048 139.6155 1855.000
[3,] 151.5078 1961.21 1985.975 261.0326 1368.720 149.8683 1694.466
        [,32]    [,33]   [,34]    [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   0.9694   0.4954    3.04    2.914    2.413    2.33    1.684   1.404
[2,] 546.8655 250.2541 1658.15 1902.792 1704.157 1122.41 1298.136 904.130
[3,] 469.5734 282.4549 1746.77 1887.926 1848.527 1256.42 1127.428 815.222
        [,40]   [,41]    [,42]   [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   0.7206   1.687   0.5427   1.361    1.498    2.092   0.9386    2.068
[2,] 381.7167 886.383 280.4546 881.140 1127.729 1401.086 576.0117 1335.345
[3,] 355.3494 763.883 272.4446 832.548 1020.025 1292.087 559.6232 1261.158
        [,48]    [,49]    [,50]    [,51]   [,52]   [,53]    [,54]    [,55]
[1,]    2.468    3.772    1.916    2.441    2.54   1.154    2.273    1.961
[2,] 1366.882 1889.356 1250.478 1939.766 1398.89 698.156 1899.084 1533.946
[3,] 1298.850 1859.937 1147.268 1977.046 1267.32 643.944 1879.200 1434.150
        [,56]    [,57]    [,58]    [,59]    [,60]    [,61]   [,62]   [,63]
[1,]    1.844    1.063    2.092   0.4968    1.634   0.6306   1.475   1.498
[2,] 1394.645 1538.707 1149.279 281.2712  982.999 359.5091 847.148 805.284
[3,] 1458.210 1471.029  899.675 299.6512 1525.587 316.1044 978.921 812.241
       [,64]    [,65]    [,66]    [,67]   [,68]  [,69]   [,70]    [,71]
[1,]    1.66    2.383   0.6744    1.809   1.325    1.9   1.008    2.452
[2,] 1360.40 1957.709 423.1184 1693.786 711.741 1709.8 555.043 1296.579
[3,] 1309.41 1568.286 378.2897 1342.055 650.636 1671.7 514.352 1265.128
        [,72]    [,73]    [,74]   [,75]    [,76]    [,77]    [,78]
[1,]    1.857    3.134    2.751    3.81    2.592    1.527   0.6972
[2,] 1528.499 1710.637 1942.950 1867.12 2458.106 2288.914 351.7234
[3,] 1385.048 1490.600 1649.563 1940.62 2013.238 2178.511 372.4222
        [,79]   [,80]    [,81]   [,82]   [,83]    [,84]    [,85]   [,86]
[1,]    2.095   1.955    1.733   1.343   1.495   0.6722    1.387   1.589
[2,] 1827.485 790.347 1671.389 713.931 808.426 324.9306 1407.542 834.965
[3,] 2244.443 945.237 2098.139 626.630 809.000 349.7443 1258.872 707.597
       [,87]    [,88]     [,89]     [,90]    [,91]    [,92]   [,93]
[1,]    3.63    4.112    0.9218    0.9081    1.761    1.901   1.682
[2,] 2106.75 2107.528  963.8702 1291.2689 1147.520 1025.054 972.229
[3,] 1772.76 2261.903 1173.4668 1055.4465  935.697  955.771 960.315
        [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.9214   0.4665   0.9901    7.039    3.016
[2,] 511.6445 252.1818 462.9968 5715.631 1929.894
[3,] 418.0169 240.3916 491.4502 5315.294 1917.621
[1] "--- VAR model 2017-09-30 20:31:00  completed"
[1] "Completed training sample:  2017-09-30 20:31:00 - 2017-10-01 04:30:00"
[1] "SpVAR;   training sample:  2017-09-30 21:01:00 - 2017-10-01 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2768         0.03942         -6.413       -11.8676
          0.7810         1.36690         -3.784        -5.9656
         -0.4603        -0.71567         -4.920         0.1724
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.822         0.5999           2.7929           -1.289
         -6.852        -0.4419          -0.2054            0.502
        -10.058        -0.8273           0.2181            2.714
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.6756          -1.3896          -0.4267          -3.1794
           0.8419          -0.5444          -1.9504           0.2684
           0.9151           1.7547           1.8876           0.2704
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -1.99453           -1.659           -1.002           1.5231
         -0.57600           -2.263           -3.412           0.2077
         -0.08446            1.147            1.133           2.7573
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.212           -1.394           -4.006          -0.7142
           -4.244           -3.238            2.828           5.0198
            0.499           -1.497           -1.250           3.4132
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -7.879            0.048           -8.438          -10.393
           -6.278           -1.750          -12.712           -4.022
           -3.368           -0.887          -10.206           -8.543
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4117           -6.141          -14.270          0.50276
           0.1984           -5.233          -10.872         -0.03892
           0.1678           -7.152           -8.141         -0.11706
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.450         -0.27299           -5.514           -1.922
           -7.523         -0.13007           -9.502           -1.419
           -4.404         -0.09216           -7.091           -1.623
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8228           -6.146           -5.463           -4.040
          -1.2869           -5.162           -4.124           -4.924
          -1.0537           -7.030          -10.424           -7.245
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2087          -0.6802          -1.9765         -0.56938
          -0.5072          -1.1986           1.0539         -0.28306
          -0.1250          -0.5263           0.5904          0.09062
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5615         -0.01079           -2.421           -2.358
          -0.7971          0.04432           -1.744           -2.729
          -1.0440          0.37240           -2.712           -3.846
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.6581           1.8178          -3.0220          -4.8193
           0.1318           0.3614          -3.5509           0.3560
           0.6858           0.4286          -0.8217          -0.1151
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.870          -0.1263          -0.3415           1.1401
           -4.638          -1.6421          -6.3983           0.4163
            2.777          -1.8060          -2.4104           2.4907
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3458           0.8195          -0.9375           -2.628
          -1.1660          -1.0548           0.3472           -1.210
           0.4211          -5.4194          -2.7294           -0.226
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.3700            0.909          -0.2561           0.6988
          -0.5127            1.470          -0.1205          -2.4943
          -0.6898            0.710          -0.1378          -1.2992
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5971          -0.9545           1.3968          -1.5857
          -0.3334          -0.0813          -0.3138           0.2649
           0.5433          -0.7398           1.5734          -1.0338
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.417           0.5567          -3.5238         0.004976
            1.230           0.7368          -1.1667         0.219430
           -0.542           0.6598          -0.9716         1.372282
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.759           0.6230           0.8911           0.9289
           -3.041          -0.2439          -0.4119           0.1699
            2.410          -0.4859          -0.1873          -0.2777
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.9923          -2.8091            6.925           -1.069
           4.5009           4.8187            1.293            5.134
          -0.5263          -0.4503            3.098            2.358
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.014           0.1596            3.056          -1.4424
            1.353           0.6667           -2.024          -0.5825
            3.871           0.4390            4.489           1.6413
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.043           1.6659         -0.02391          0.08418
           -2.210           0.1451          0.21473          1.19246
            1.392          -1.6108         -1.60364          0.12428
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.4674           0.1459           0.2823           -1.074
          -1.8091           1.0764           2.9978            2.106
           0.2239          -0.7616           0.5006            2.170
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2319          -1.6372          -2.0885         -1.98940
          -0.7785          -1.0220           0.5475          0.02457
          -1.6830           0.3013           0.6028          0.95384
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.2797           1.5698          -0.7724          -0.1626
          -0.1828           0.8334          -0.4061          -0.3289
          -2.3393           0.4126          -1.0689           0.4562
 rnd_95776.volume rnd_95787.volume
           -8.033           -8.363
          -17.874           -5.855
           -5.393           -8.008
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.423 1.143 1.987 1.806 1.906 0.7015 0.8059 1.965 2.150 1.857 1.335
[2,] 1.874 1.340 2.492 2.354 2.362 0.8437 0.9608 2.272 2.805 2.665 1.851
[3,] 2.190 1.532 2.838 2.834 2.844 0.9925 1.0828 2.497 3.132 3.099 2.240
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.425 1.316 1.448 1.402 1.829 2.168 2.049 2.806 2.685 2.154 1.212
[2,] 1.976 1.621 1.978 2.063 2.186 2.867 2.905 3.947 3.620 2.668 1.444
[3,] 2.232 1.938 2.305 2.404 2.579 3.491 3.768 4.954 4.495 3.044 1.591
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.941 2.220 0.2321 1.841 1.935 0.4829 1.748 0.2447 1.952 0.7327
[2,] 5.327 2.928 0.2742 2.394 2.540 0.5557 2.370 0.2806 2.500 0.8821
[3,] 6.232 3.442 0.3068 2.879 3.186 0.6103 2.720 0.3133 2.934 0.9753
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43]
[1,] 0.3573 2.046 2.079 1.686 1.684 1.248 1.008 0.4890 1.125 0.3875 0.9481
[2,] 0.4180 2.502 2.715 2.123 2.025 1.682 1.286 0.5876 1.436 0.4665 1.2285
[3,] 0.4885 2.896 3.184 2.580 2.305 1.982 1.471 0.6841 1.597 0.5226 1.4471
      [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 0.9777 1.478 0.7244 1.408 1.733 2.750 1.458 1.647 1.905 0.8633 1.631
[2,] 1.3618 2.014 0.8929 1.928 2.121 3.277 1.828 2.478 2.298 1.0697 2.289
[3,] 1.5783 2.381 1.0048 2.289 2.364 3.659 2.144 3.052 2.546 1.2143 3.087
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.440 1.348 0.8032 1.582 0.3658 1.175 0.4706 1.069 1.074 1.199 1.713
[2,] 1.974 1.893 1.6574 1.882 0.4503 1.541 0.5643 1.322 1.298 1.764 2.469
[3,] 2.440 2.346 2.0980 2.104 0.5293 2.068 0.6457 1.658 1.500 2.094 2.814
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.4938 1.221 0.9178 1.308 0.7176 1.612 1.425 2.238 2.063 2.732 1.922
[2,] 0.6342 1.959 1.0781 2.006 0.8691 1.878 1.935 2.754 2.771 3.117 2.971
[3,] 0.7428 2.315 1.2137 2.494 0.9763 2.150 2.272 3.095 3.129 3.593 3.510
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.148 0.4461 1.487 1.419 1.247 1.010 1.065 0.4804 1.011 1.136 2.495
[2,] 2.405 0.5550 2.315 1.639 1.988 1.204 1.291 0.5538 1.606 1.380 3.040
[3,] 3.067 0.6465 3.075 1.826 2.743 1.342 1.470 0.6458 1.904 1.538 3.458
     [,88]  [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.999 0.6571 0.6322 1.197 1.250 1.232 0.6756 0.3628 0.7399 4.989
[2,] 3.572 1.0797 1.2818 1.553 1.579 1.495 0.8266 0.4240 0.8675 7.172
[3,] 4.154 1.4786 1.6327 1.830 1.878 1.754 0.9092 0.4857 0.9776 8.711
     [,98]
[1,] 2.042
[2,] 2.721
[3,] 3.200
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]    [,5]     [,6]    [,7]     [,8]
[1,]    1.806   1.451    2.523    2.293    2.42   0.8908   1.023    2.496
[2,] 1159.034 664.337 1428.896 1434.612 1325.57 445.2324 497.008 1083.641
[3,] 1075.581 705.843 1290.753 1499.469 1504.40 496.5162 474.257  983.698
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]    2.73    2.358    1.695    1.809    1.671    1.838    1.78    2.322
[2,] 1711.29 1815.884 1217.901 1300.453  898.486 1280.548 1437.61 1137.981
[3,] 1323.72 1502.147 1199.514  985.561 1009.819 1124.719 1171.80 1299.709
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.754    2.602    3.564    3.41    2.735   1.539    5.005    2.819
[2,] 1782.300 1955.541 2636.106 2306.22 1495.918 745.148 3404.699 1814.495
[3,] 1892.187 2279.899 2845.052 2531.14 1392.504 636.044 3071.885 1718.850
        [,25]    [,26]    [,27]    [,28]   [,29]    [,30]    [,31]
[1,]   0.2948    2.338    2.457   0.6132    2.22   0.3107    2.479
[2,] 138.6203 1453.646 1563.663 261.2862 1520.39 130.4827 1482.993
[3,] 130.7697 1518.736 1826.279 239.6673 1267.49 132.4937 1459.057
        [,32]    [,33]    [,34]    [,35]    [,36]    [,37]    [,38]  [,39]
[1,]   0.9304   0.4537    2.598    2.641    2.141    2.138    1.585   1.28
[2,] 466.6479 206.0228 1367.865 1657.787 1225.093 1069.297 1070.777 758.89
[3,] 395.0835 240.1758 1386.593 1580.583 1393.417 1045.189  996.616 678.48
       [,40]   [,41]    [,42]   [,43]   [,44]    [,45]    [,46]    [,47]
[1,]   0.621   1.429   0.4921   1.204   1.242    1.877   0.9199    1.788
[2,] 309.559 848.021 246.8099 742.181 900.483 1299.955 495.8662 1250.927
[3,] 332.674 663.302 223.7310 726.535 757.954 1206.463 437.7863 1172.524
      [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    2.2    3.492    1.852    2.092    2.419   1.096    2.071    1.829
[2,] 1162.8 1693.041 1046.247 1759.007 1220.528 599.912 1525.490 1282.804
[3,]  990.7 1547.400 1063.931 1691.353 1042.807 546.052 1967.278 1362.483
        [,56]   [,57]   [,58]    [,59]    [,60]    [,61]   [,62]   [,63]
[1,]    1.712    1.02   2.009   0.4646    1.492   0.5976   1.357   1.364
[2,] 1262.086 1377.23 967.873 249.4357  947.279 295.8456 739.183 692.130
[3,] 1316.384 1221.94 893.933 264.2159 1310.483 298.1130 950.167 714.381
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]    [,70]   [,71]
[1,]    1.523    2.176   0.627    1.551   1.165    1.661   0.9113   2.047
[2,] 1228.981 1688.949 378.054 1455.314 537.397 1444.652 465.6381 915.338
[3,] 1072.197 1282.838 367.286 1170.694 529.596 1407.992 422.5532 993.448
       [,72]    [,73]   [,74]    [,75]   [,76]    [,77]    [,78]    [,79]
[1,]    1.81    2.842    2.62    3.469    2.44    1.458   0.5665    1.888
[2,] 1244.02 1523.623 1756.48 1424.710 2151.89 2007.583 313.7388 1685.272
[3,] 1129.64 1342.073 1381.55 1698.026 1775.86 1808.031 314.8703 1923.163
       [,80]    [,81]   [,82]   [,83]  [,84]    [,85]   [,86]    [,87]
[1,]   1.802    1.583   1.283   1.353   0.61    1.283   1.442    3.168
[2,] 779.047 1471.384 621.791 693.413 261.76 1186.171 744.968 1650.282
[3,] 765.093 1795.507 563.607 666.890 315.66  970.597 643.778 1564.975
        [,88]    [,89]     [,90]  [,91]   [,92]   [,93]    [,94]    [,95]
[1,]    3.808   0.8344    0.8028   1.52   1.587   1.565   0.8579   0.4607
[2,] 1843.730 813.8590 1059.2389 939.24 916.521 803.808 452.4388 208.4339
[3,] 2013.735 959.6168  960.6645 919.88 966.745 871.821 359.6962 225.0251
        [,96]    [,97]    [,98]
[1,]   0.9395    6.335    2.593
[2,] 430.1669 4895.350 1708.779
[3,] 428.1470 4696.034 1598.654
[1] "--- VAR model 2017-09-30 21:01:00  completed"
[1] "Completed training sample:  2017-09-30 21:01:00 - 2017-10-01 05:00:00"
[1] "SpVAR;   training sample:  2017-09-30 21:31:00 - 2017-10-01 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.3722          0.4540         -8.067        -14.707
         -0.4899          0.6584         -7.459        -11.705
          6.8249         -1.5381        -14.208         -8.769
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.313         0.5721           1.4158            1.700
         -9.725         1.1344           0.6348           -2.385
        -14.267        -1.7670           0.9849           -1.530
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           4.6649          3.36172            4.573           -5.464
          -4.2767         -0.09007            2.138            1.197
           0.1099         -4.22957           -2.399           -2.147
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.424           -1.829          -3.6662            6.046
            2.517            2.831           0.3246            7.804
           -1.628           -1.973          -1.8013            4.429
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.9288           -4.380            1.664            6.578
           1.8674            4.098            5.250            7.956
          12.3540           11.195            1.820           11.519
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.625           0.9562           -17.33           -3.970
           -6.023           0.3218           -19.49           -6.295
          -13.094          -0.1602           -15.70           -7.126
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.29654           -7.090          -12.305          -1.1272
          0.08788           -7.544           -6.938          -0.4568
         -0.41273          -10.109          -14.063          -1.2429
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.923        -0.264023           -8.250          -1.9639
          -10.652        -0.009701          -11.797          -2.0397
           -7.679        -0.488288           -7.147          -0.8351
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.0979           -7.634           -6.131          -13.003
          -1.1498          -12.542          -10.058          -10.866
          -0.7802          -14.324           -8.796           -7.688
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8883           0.2675            1.989           0.6086
           1.6551           4.2994            3.300           0.5394
           1.4056          -1.4545            0.876           0.2732
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.288           0.4944           -2.869           -7.861
            2.292           0.0870           -0.520           -5.228
            1.171          -0.2848           -3.590           -2.380
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.044           -1.343           -3.920           -3.861
            3.314            0.493            2.227            4.100
            1.570            1.008           -1.253            3.537
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.2263           -2.839           0.0689          2.36222
          -1.4229           -3.300          -4.1068         -0.02194
          -0.5678            3.765           3.2454          3.03324
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8602           -3.070           -4.727           -7.445
          -1.4421            5.841            1.916           -3.219
          -0.1043           -3.183           -1.518            2.683
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.6683           0.9441         -0.27097           -1.963
          -5.0166           2.8656          0.63774           -3.396
           0.1984           2.9889         -0.02535           -3.607
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.05883          -0.4198           0.5827           -2.634
          0.09371          -3.1806          -1.5754           -1.589
          0.57707          -1.7772          -2.0155           -2.130
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.511            1.480          -0.8116           0.7227
           -1.109           -1.059          -4.4090           1.2757
           -6.828           -0.688          -1.5857          -0.4886
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.565           -1.476          -0.8378           1.2571
           -1.134            2.407          -0.2638          -0.8301
           -1.862           -2.085           7.0558           7.0708
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8350            1.368          0.25815            6.220
           1.6324            2.025          5.73251            1.029
          -0.9519            2.444         -0.04537            2.973
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.248          -0.1253          14.2882           1.1723
            3.829          -0.2691           4.6546          -0.1380
            4.671           0.2156           0.3541           0.2281
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.086           -2.897           3.3854           0.4092
            8.486            2.169           0.8751           0.7606
            1.239            1.030           0.5148          -0.2932
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8700            0.244            1.361            8.923
           0.1567            1.859            2.853           -6.520
           1.0536           -2.453           -6.982           -6.778
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5254         -0.03707           2.2344          -0.4124
           0.3461         -0.19689          -0.3842           2.4785
           0.7429          2.04289           2.0033           0.5075
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          3.51608          -0.6678          -0.4680           1.6564
         -0.01667           0.1318          -0.8299           0.3003
         -3.53755          -0.3577          -0.6603           0.8320
 rnd_95776.volume rnd_95787.volume
           -6.894           -6.646
           -6.268           -7.524
            8.822           -8.501
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.457 1.019 1.720 1.521 1.692 0.6474 0.7562 1.848 1.999 1.753 1.292
[2,] 1.899 1.226 2.228 1.968 2.125 0.7721 0.8825 2.129 2.691 2.625 1.731
[3,] 2.199 1.378 2.458 2.417 2.477 0.9127 1.0030 2.325 3.044 3.077 2.066
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.339 1.231 1.415 1.335 1.704 1.902 1.909 2.751 2.711 1.814 1.268
[2,] 1.886 1.546 1.858 1.865 2.093 2.665 2.694 3.824 3.591 2.340 1.486
[3,] 2.164 1.813 2.240 2.282 2.391 3.270 3.554 4.662 4.348 2.634 1.629
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.253 2.012 0.2115 1.556 1.846 0.4267 1.364 0.2383 1.621 0.6812
[2,] 4.658 2.525 0.2508 2.079 2.352 0.5091 1.955 0.2717 2.052 0.8196
[3,] 5.501 3.044 0.2792 2.512 2.883 0.5580 2.279 0.3066 2.434 0.9074
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40] [,41]  [,42]
[1,] 0.3390 1.717 1.871 1.406 1.625 1.192 0.9968 0.4336 0.986 0.3415
[2,] 0.3953 2.183 2.440 1.798 1.978 1.613 1.2432 0.5311 1.230 0.4236
[3,] 0.4545 2.515 2.842 2.223 2.173 1.835 1.3835 0.6217 1.365 0.4761
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.7811 0.7837 1.431 0.6793 1.304 1.668 2.578 1.376 1.578 1.664 0.7922
[2,] 0.9877 1.1020 1.910 0.8252 1.764 2.020 3.016 1.688 2.318 2.019 0.9939
[3,] 1.1742 1.2687 2.241 0.9292 2.096 2.232 3.353 1.979 2.787 2.275 1.1209
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64]
[1,] 1.391 1.316 1.259 0.7767 1.413 0.3512 1.062 0.4069 1.011 0.9859 1.154
[2,] 2.121 1.835 1.741 1.4804 1.683 0.4181 1.395 0.5090 1.243 1.2044 1.649
[3,] 2.695 2.247 2.164 1.9158 1.868 0.4956 1.920 0.5832 1.526 1.4080 1.923
     [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.571 0.4879 1.139 0.7999 1.217 0.6621 1.597 1.373 2.140 1.929 2.570
[2,] 2.259 0.6083 1.834 0.9221 1.922 0.7731 1.871 1.883 2.635 2.693 2.985
[3,] 2.563 0.7064 2.132 1.0516 2.269 0.8997 2.115 2.190 2.985 2.996 3.386
     [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.878 1.049 0.3990 1.330 1.294 1.250 0.8789 0.9405 0.4086 0.9899
[2,] 2.865 2.287 0.5084 2.176 1.495 1.932 1.0767 1.1709 0.4745 1.5241
[3,] 3.386 2.961 0.5835 2.886 1.658 2.692 1.2197 1.3848 0.5537 1.7969
     [,86] [,87] [,88]  [,89] [,90]  [,91] [,92] [,93]  [,94]  [,95]
[1,] 1.006 2.480 2.831 0.5712 0.561 0.9499 1.087 1.114 0.5832 0.3828
[2,] 1.241 2.911 3.409 0.9159 1.116 1.2482 1.377 1.370 0.7221 0.4320
[3,] 1.384 3.280 3.982 1.2517 1.404 1.4688 1.599 1.588 0.8108 0.4850
      [,96] [,97] [,98]
[1,] 0.7198 4.606 1.758
[2,] 0.8269 6.573 2.305
[3,] 0.9369 7.886 2.735
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]     [,7]    [,8]
[1,]    1.85   1.294    2.183    1.932    2.149   0.8221   0.9602   2.347
[2,] 1115.55 623.347 1296.967 1143.260 1177.400 385.2237 416.5716 967.257
[3,] 1013.74 575.437  950.401 1284.378 1163.998 445.5990 436.4172 857.110
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    2.539    2.226    1.64    1.701   1.563    1.797    1.696    2.164
[2,] 1648.791 1788.241 1055.08 1215.687 856.652 1102.517 1192.591 1113.159
[3,] 1302.242 1470.015 1032.30  971.427 866.196 1145.570 1203.118 1058.391
        [,17]    [,18]    [,19]    [,20]    [,21]  [,22]    [,23]    [,24]
[1,]    2.415    2.424    3.494    3.443    2.303   1.61    4.131    2.555
[2,] 1709.131 1741.304 2431.361 2155.776 1352.940 709.52 3052.638 1396.245
[3,] 1735.119 2121.814 2442.118 2244.625 1107.859 610.89 2679.295 1556.850
        [,25]    [,26]    [,27]    [,28]    [,29]    [,30]    [,31]
[1,]   0.2685    1.976    2.344   0.5419    1.731   0.3026    2.058
[2,] 123.5214 1262.320 1334.212 254.1911 1282.672 119.5761 1151.976
[3,] 112.3571 1291.259 1527.035 209.1220 1072.514 129.9803 1199.097
       [,32]    [,33]    [,34]    [,35]    [,36]    [,37]   [,38]   [,39]
[1,]   0.865   0.4305    2.181    2.376    1.786    2.063   1.514   1.266
[2,] 417.198 186.1054 1233.801 1432.970 1025.567 1033.848 994.124 680.075
[3,] 356.585 205.4488 1142.963 1334.412 1196.918  822.324 801.648 555.859
        [,40]   [,41]    [,42]    [,43]    [,44]    [,45]    [,46]
[1,]   0.5506   1.252   0.4337   0.9919   0.9952    1.817   0.8626
[2,] 280.7921 673.626 229.3884 553.4223 709.3112 1157.751 429.0187
[3,] 295.8215 541.562 199.0397 581.2913 575.5565 1074.026 391.0202
        [,47]    [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    1.656    2.118    3.274   1.748    2.003    2.113   1.006    1.766
[2,] 1087.126 1042.616 1432.362 894.629 1555.186 1047.736 549.456 1465.835
[3,] 1036.848  869.866 1340.614 945.692 1416.315  958.493 474.565 1522.099
        [,55]    [,56]     [,57]   [,58]    [,59]    [,60]    [,61]
[1,]    1.671    1.599    0.9862   1.795   0.4459    1.348   0.5167
[2,] 1170.734 1101.209 1153.8518 836.539 207.6773  829.221 279.9607
[3,] 1187.042 1177.163 1113.3726 743.035 243.7407 1207.473 260.6658
       [,62]   [,63]    [,64]    [,65]    [,66]    [,67]   [,68]    [,69]
[1,]   1.283   1.252    1.466    1.995   0.6196    1.446   1.016    1.546
[2,] 662.728 633.319 1078.109 1485.412 332.4979 1316.188 420.002 1362.251
[3,] 809.709 667.637  905.809 1108.847 328.8006  994.653 462.845 1103.900
        [,70]   [,71]    [,72]    [,73]   [,74]    [,75]    [,76]    [,77]
[1,]   0.8408   2.028    1.744    2.718    2.45    3.263    2.385    1.332
[2,] 365.4253 892.771 1180.048 1407.295 1720.80 1391.606 1981.145 1860.646
[3,] 421.3404 902.475 1023.040 1283.251 1200.79 1462.891 1650.967 1721.697
        [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]    [,85]
[1,]   0.5067    1.689   1.644    1.587   1.116   1.194   0.5189    1.257
[2,] 288.3750 1577.360 684.355 1349.447 569.415 638.614 220.8010 1060.945
[3,] 262.3025 1735.821 657.037 1715.675 524.578 676.842 261.3297  871.439
       [,86]    [,87]    [,88]    [,89]    [,90]   [,91]   [,92]   [,93]
[1,]   1.278    3.149    3.595   0.7253   0.7124   1.206   1.381   1.415
[2,] 665.666 1396.471 1739.115 655.5573 883.4694 741.292 773.591 730.279
[3,] 560.811 1383.469 1883.769 781.1037 779.7803 708.769 743.535 734.714
        [,94]    [,95]   [,96]    [,97]    [,98]
[1,]   0.7405   0.4861   0.914    5.849    2.232
[2,] 389.8757 183.4091 372.734 4293.537 1365.367
[3,] 337.6626 201.9006 403.297 3987.944 1347.111
[1] "--- VAR model 2017-09-30 21:31:00  completed"
[1] "Completed training sample:  2017-09-30 21:31:00 - 2017-10-01 05:30:00"
[1] "SpVAR;   training sample:  2017-09-30 22:01:00 - 2017-10-01 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          5.6312          5.2454         -14.23        -15.295
          0.7129          1.0382         -16.58        -18.902
          7.8272         -0.9394         -10.82         -7.069
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -16.078        -0.8142          1.06077           1.7187
         -7.576        -0.3630         -0.05769           0.3693
        -15.056        -0.9928          1.10979          -0.9371
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.7146           -1.734           4.7069           -3.894
          -3.1757            3.410          -2.0033           -2.204
          -0.1365           -6.537           0.5671           -4.935
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.869            3.599           3.7519           0.5773
           -2.170            1.394          -0.1357           2.0473
           -2.103           -3.062           1.1992          11.2487
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           10.171            7.556           10.307           12.246
            6.568            9.533           11.826           12.003
            8.873            5.064           -1.578            4.753
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.158          -1.2932           -27.56           -11.54
          -11.303           0.9637           -29.37           -11.23
           -9.932           2.1993           -29.10           -10.85
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2338          -16.691           -11.62          -1.4157
          -0.5003           -6.483           -12.48          -0.4039
          -0.2501          -14.430           -15.14          -1.3671
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -14.12         -0.29624           -10.57           -2.393
           -17.46         -0.05827           -12.98           -4.292
           -11.03         -0.15540           -10.43           -3.930
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.508           -9.203          -16.677           -14.21
           -2.176          -12.285           -5.682           -10.81
           -1.610          -14.609          -16.524           -15.03
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.3509           -1.005          -0.5662           1.8604
           0.8185           -3.247           0.7345           0.2128
           3.3039            1.661           1.4453           0.8257
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.4025           0.1004           -5.279           -9.980
           1.6045          -0.1929           -5.815           -6.685
           0.5019           0.1722           -3.619           -6.496
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -3.5103            4.423           -7.023           7.8571
           7.3151            1.816           -6.534           2.5047
           0.5318            2.394           -2.575          -0.1858
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.798           0.4423           -4.168            4.200
            4.085          -1.7428            1.290            1.011
            6.598           1.1046           -1.731            4.762
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.2648            1.422          0.63697          -1.3828
          -1.0553            2.317         -0.95919           0.7576
           0.8886            2.054         -0.04843          -1.8396
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.5209          -0.6892           0.1874            1.121
           1.8909           3.2910           0.3429           -2.286
           0.5524           1.2085          -0.2274            2.312
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.1329         -0.36058            1.285            1.724
           0.2680          0.08933           -1.720           -1.171
           0.4668         -4.05459           -1.882           -1.870
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -0.06641           1.2680         -4.73563           0.2106
          1.70223           1.0819          0.96813           1.1967
          0.92191           0.9914         -0.04201          -0.7775
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.424           1.5258            3.068            7.552
            1.518           0.3733            3.223            1.013
           -1.009          -0.7508            7.936            5.991
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.803            11.33            2.955           15.612
            8.831            12.60           -1.856            4.377
           -2.466             4.50            2.976            2.927
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           16.189          1.11543            7.312           1.4879
           12.148         -0.64129           16.927           0.8251
            3.301          0.01698            4.773           0.5553
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            11.41           0.5252            2.282          -1.1538
            20.10           0.8963            1.429          -0.9570
            10.40           4.9216            0.253          -0.4414
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.6235           4.5859            2.385         16.46627
          -0.7543           1.2912            0.749         -3.96049
          -1.8263          -0.7906            2.975          0.08197
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7094           0.5239           1.4010           0.1722
           1.7593           0.8551          -0.8063           0.2314
          -0.6861          -1.4742          -1.0451          -2.4992
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.510          1.15048          -0.9737           -1.861
           -2.964         -0.03107           0.2245            1.540
            2.954          1.02773          -1.1985            1.085
 rnd_95776.volume rnd_95787.volume
          -21.413           -9.074
            3.764          -11.190
           -7.257          -12.541
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.370 0.9417 1.414 1.270 1.354 0.6157 0.7675 1.803 1.994 1.701 1.225
[2,] 1.795 1.1346 1.785 1.640 1.736 0.7132 0.8767 2.062 2.559 2.500 1.683
[3,] 2.084 1.2626 2.068 2.045 2.004 0.8101 0.9836 2.235 2.930 2.813 1.918
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.306 1.160 1.361 1.302 1.665 1.915 1.696 2.377 2.397 1.574 1.270
[2,] 1.852 1.474 1.804 1.814 1.981 2.692 2.395 3.367 3.234 1.974 1.483
[3,] 2.120 1.659 2.152 2.150 2.237 3.276 3.328 4.044 3.819 2.273 1.599
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.603 1.647 0.1980 1.385 1.552 0.4146 1.165 0.2346 1.397 0.6448
[2,] 3.830 2.085 0.2366 1.783 1.934 0.5151 1.586 0.2766 1.750 0.7816
[3,] 4.650 2.408 0.2657 2.078 2.305 0.5615 1.840 0.3096 2.092 0.8804
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3109 1.467 1.349 1.223 1.471 1.141 0.9205 0.3598 0.9546 0.3457
[2,] 0.3554 1.894 1.908 1.533 1.766 1.569 1.1491 0.4805 1.1414 0.4153
[3,] 0.4197 2.174 2.141 1.870 1.974 1.768 1.2625 0.5665 1.2566 0.4720
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.6690 0.7040 1.306 0.6378 1.184 1.519 2.368 1.307 1.432 1.555 0.7932
[2,] 0.8348 0.8796 1.678 0.7843 1.568 1.797 2.773 1.576 2.177 1.869 0.9476
[3,] 0.9608 1.0249 2.032 0.9008 1.879 2.016 3.103 1.837 2.601 2.073 1.0670
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63]
[1,] 1.378 1.292 1.199 0.7389 1.327 0.3110 0.979 0.3866 0.9276 0.8824
[2,] 1.961 1.773 1.727 1.4030 1.582 0.3939 1.302 0.4761 1.1553 1.0800
[3,] 2.468 2.111 2.057 1.8272 1.794 0.4659 1.809 0.5442 1.4283 1.2309
     [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 1.090 1.561 0.5121 1.080 0.7394 1.121 0.6251 1.536 1.316 1.993 1.785
[2,] 1.500 2.145 0.6071 1.631 0.8618 1.846 0.7329 1.790 1.802 2.337 2.510
[3,] 1.726 2.414 0.6956 1.877 0.9658 2.111 0.8527 2.025 2.088 2.690 2.828
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 2.444 1.825 1.116 0.3724 1.265 1.271 1.216 0.8246 0.9247 0.3895
[2,] 2.930 2.773 2.239 0.4672 2.118 1.453 1.861 0.9946 1.1289 0.4424
[3,] 3.238 3.270 2.766 0.5291 2.807 1.590 2.629 1.1297 1.3405 0.5139
      [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]
[1,] 0.9729 0.9523 2.379 2.499 0.4559 0.4678 0.7924 0.8285 1.072 0.5388
[2,] 1.5024 1.1395 2.777 3.114 0.7620 0.9270 1.0162 1.0324 1.280 0.6649
[3,] 1.7632 1.2819 3.071 3.649 0.9957 1.1682 1.2308 1.2361 1.470 0.7419
      [,95]  [,96] [,97] [,98]
[1,] 0.3453 0.6889 4.518 1.488
[2,] 0.3939 0.8115 6.287 1.872
[3,] 0.4376 0.9136 7.301 2.144
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]     [,7]     [,8]
[1,]    1.74   1.196    1.796    1.613    1.719   0.7818   0.9746    2.289
[2,] 1162.85 634.985 1092.659 1041.530 1090.759 361.3479 425.2928 1005.343
[3,] 1063.66 556.003 1047.107 1225.438 1004.607 385.4299 447.5284  865.283
         [,9]   [,10]    [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    2.532    2.16    1.556    1.658   1.474    1.728    1.653    2.114
[2,] 1609.509 1838.34 1157.331 1317.513 912.587 1189.094 1267.599 1078.017
[3,] 1433.139 1294.61  923.218 1036.119 764.576 1176.658 1158.314 1041.840
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.432    2.153    3.018    3.044    1.999   1.613    3.305
[2,] 1898.575 1697.141 2392.956 2178.948 1196.149 768.094 2819.438
[3,] 1873.784 2318.533 2247.724 2039.368 1129.996 600.871 2645.865
        [,24]    [,25]    [,26]    [,27]    [,28]   [,29]    [,30]
[1,]    2.091   0.2515    1.758    1.971   0.5265    1.48   0.2979
[2,] 1283.897 129.9087 1127.811 1157.286 306.7745 1079.79 147.0387
[3,] 1207.898 121.4110 1069.841 1258.213 224.3099  935.67 139.5129
        [,31]    [,32]    [,33]    [,34]    [,35]    [,36]   [,37]
[1,]    1.774   0.8188   0.3948    1.863    1.713    1.553   1.868
[2,] 1058.078 443.2911 172.9146 1202.344 1353.840  928.302 980.703
[3,] 1150.824 406.6079 223.9659 1070.470  974.649 1074.959 885.891
        [,38]   [,39]    [,40]   [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    1.449   1.169   0.4569   1.212   0.439   0.8495   0.8939    1.659
[2,] 1080.675 690.364 319.6473 627.861 230.932 501.0435 529.1646 1056.933
[3,]  818.032 524.741 301.0087 527.571 225.185 477.4588 528.0979 1150.849
        [,46]    [,47]  [,48]    [,49]  [,50]    [,51]    [,52]   [,53]
[1,]   0.8099    1.503   1.93    3.007   1.66    1.819    1.974   1.007
[2,] 458.1081 1032.651 963.52 1448.452 883.06 1645.074 1041.810 520.243
[3,] 444.6360 1038.404 915.70 1397.991 947.69 1429.735  898.274 492.294
        [,54]    [,55]    [,56]     [,57]   [,58]   [,59]    [,60]   [,61]
[1,]    1.749    1.641    1.522    0.9383   1.685   0.395    1.243   0.491
[2,] 1400.069 1218.452 1248.065 1196.9029 863.845 242.567  860.764 278.716
[3,] 1504.590 1149.542 1121.008 1174.8150 848.068 249.747 1260.822 264.657
       [,62]   [,63]    [,64]    [,65]    [,66]    [,67]    [,68]    [,69]
[1,]   1.178   1.121    1.384    1.982   0.6503    1.371   0.9389    1.424
[2,] 691.188 624.894 1034.711 1476.582 327.1959 1227.432 444.2905 1471.312
[3,] 842.898 592.591  856.397 1112.026 340.8709  932.703 437.6902 1028.075
        [,70]   [,71]    [,72]    [,73]    [,74]    [,75]    [,76]
[1,]   0.7938   1.951    1.672    2.531    2.266    3.104    2.318
[2,] 383.8760 921.706 1235.230 1224.947 1771.434 1621.161 2094.615
[3,] 437.4467 951.845 1057.321 1335.731 1308.261 1384.874 1739.306
        [,77]    [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]
[1,]    1.417   0.4729    1.606   1.614    1.544   1.047   1.174   0.4945
[2,] 1947.825 283.0276 1704.515 705.864 1414.471 558.215 649.965 210.6193
[3,] 1631.140 249.2598 1848.483 650.128 1862.671 537.505 725.467 262.3688
        [,85]   [,86]    [,87]    [,88]    [,89]   [,90]   [,91]   [,92]
[1,]    1.235   1.209    3.022    3.173   0.5789   0.594   1.006   1.052
[2,] 1149.020 627.965 1436.553 1864.075 612.8121 803.199 638.403 618.099
[3,]  926.153 589.464 1317.107 1910.154 643.1097 713.472 696.907 682.175
       [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   1.361   0.6842   0.4385   0.8748    5.737    1.889
[2,] 703.081 391.0699 190.2088 430.5142 4388.418 1140.214
[3,] 724.054 330.1638 191.4122 421.2025 3724.600 1049.158
[1] "--- VAR model 2017-09-30 22:01:00  completed"
[1] "Completed training sample:  2017-09-30 22:01:00 - 2017-10-01 06:00:00"
[1] "SpVAR;   training sample:  2017-09-30 22:31:00 - 2017-10-01 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          19.965           1.549         -24.04         -22.58
           8.633           3.024         -20.77         -19.32
          11.122          -3.234         -19.78         -22.84
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -20.46        -1.3117            2.727            5.745
         -21.96         3.9807            5.036            2.049
         -24.74        -0.6653            3.182            4.392
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           4.0855           6.4575           13.189           -9.267
           8.6758           2.7669            2.868           -4.390
          -0.3115          -0.7556            4.124           -3.324
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.967           -4.473           -2.340            6.283
            2.998           -5.073           -7.012           11.405
           -2.073            2.229            1.626            9.184
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.328            7.391          -0.8912            5.068
            3.114            6.881          15.6734           14.785
           14.052           10.437          -1.9896            6.609
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -25.50           -3.749           -52.52           -18.81
           -20.47           -2.249           -51.45           -23.89
           -14.91            0.729           -46.30           -25.79
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5845           -20.41           -18.34           -3.463
          -1.1574           -21.25           -27.30           -3.528
          -1.5016           -25.65           -25.03           -2.238
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -21.84           -1.666           -21.88           -7.162
           -22.21           -1.172           -18.16           -7.362
           -20.52           -0.933           -19.55           -5.259
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.570           -20.25           -22.26           -12.48
           -5.438           -23.67           -22.68           -21.31
           -4.207           -24.38           -24.45           -18.95
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.124           10.151            2.257           0.3697
           -5.415            3.264           -3.361           0.9198
            2.096            2.933           -1.860          -0.7198
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           4.4918           0.3638          -12.612           -12.01
           0.1643           0.5414          -10.290           -12.37
           3.3823           1.5413           -9.504           -12.51
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.4908            6.006          -11.371            1.035
           3.0833            1.321           -6.583            1.241
          -0.7133            4.227           -8.936            7.942
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.1765           0.1826            2.172          -1.7371
          11.6611          -1.4659           -7.892          -1.8066
          -0.9632          -0.4137            3.081          -0.7401
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.272           -2.645           -1.888          -4.2037
            1.251           -1.101            1.856           0.5268
           -2.963           -8.593           -4.775           1.2560
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -5.3742            4.923         -2.00387            5.914
          -0.5589           -5.001         -0.06757           -3.579
           0.6495           -2.153         -0.96870           -4.023
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1061          -1.8218           1.7170            1.055
           1.4405           0.9535           0.7519            2.410
          -1.1079          -4.0833           0.9427           -3.100
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.0458           0.5883           -5.663            1.587
           2.4552           0.9593            2.896           -1.372
          -0.8541           2.0522            2.487            1.232
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -4.5441           0.1964           14.703            16.35
           1.1455           0.4945            8.485            11.29
          -0.9827          -2.5209           12.959            10.60
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.457            26.31           14.339            20.34
            4.944            15.64            2.923            19.49
            4.056            14.07           15.985            15.44
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            25.12           0.3432            24.22          2.86678
            27.22           1.2321            14.11          0.01679
            14.01           1.5426            19.53          2.78770
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            27.66           -1.358          -4.8234           0.7214
            20.14            2.732           0.1682           0.5056
            23.11            2.590          -3.5903           1.1161
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.953          -0.1859           2.3823          0.05857
            6.275           3.1502           0.2944         -9.38056
            1.314          -2.7084           6.1129          3.07926
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.41440          -0.3020           -1.037          -0.1525
         -0.01257           0.3516            2.170           1.8054
          1.39322           0.4942           -1.461          -1.2100
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.629           1.4774           -2.558          1.60162
            4.589           0.7162           -1.492         -0.08198
           -2.987           2.0454           -1.554          0.54022
 rnd_95776.volume rnd_95787.volume
           -2.849           -24.06
          -14.360           -25.00
            1.318           -25.76
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.332 0.8591 1.250 1.185 1.134 0.5751 0.7499 1.754 1.933 1.672 1.236
[2,] 1.704 1.0350 1.608 1.507 1.498 0.6608 0.8732 2.013 2.488 2.389 1.685
[3,] 1.932 1.1678 1.814 1.789 1.756 0.7760 0.9763 2.198 2.852 2.766 1.916
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.251 1.178 1.371 1.270 1.526 1.722 1.272 2.068  2.02 1.346 1.235
[2,] 1.801 1.419 1.811 1.746 1.939 2.318 2.220 2.911  2.68 1.733 1.446
[3,] 2.057 1.590 2.135 2.099 2.168 2.927 2.782 3.496  3.22 1.975 1.606
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.323 1.253 0.2084 1.170 1.308 0.4305 1.037 0.2376 1.262 0.6319
[2,] 3.283 1.601 0.2413 1.442 1.650 0.5055 1.434 0.2807 1.584 0.7703
[3,] 3.978 1.902 0.2702 1.737 2.020 0.5662 1.626 0.3059 1.845 0.8680
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40] [,41]  [,42]
[1,] 0.3111 1.175 1.195 1.063 1.389 1.086 0.8949 0.3579 0.831 0.3140
[2,] 0.3575 1.561 1.670 1.342 1.707 1.539 1.1140 0.4532 1.046 0.3702
[3,] 0.4111 1.784 1.874 1.569 1.895 1.726 1.2399 0.5341 1.188 0.4382
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.5387 0.6068 1.360 0.6312 1.108 1.425 2.320 1.271 1.409 1.580 0.7561
[2,] 0.6501 0.7326 1.598 0.7958 1.564 1.708 2.659 1.544 2.053 1.868 0.9153
[3,] 0.7402 0.8591 1.823 0.8999 1.810 1.915 2.936 1.768 2.502 2.056 1.0342
     [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]  [,63]
[1,] 1.370 1.243 1.136 0.7109 1.252 0.3097 0.9436 0.3664 0.9101 0.8716
[2,] 1.909 1.742 1.633 1.3713 1.520 0.3844 1.2602 0.4595 1.1314 1.0530
[3,] 2.390 2.039 1.984 1.8023 1.712 0.4489 1.7606 0.5205 1.3496 1.2025
     [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 1.009 1.459 0.4973 1.052 0.6827 1.078 0.6161 1.413 1.350 1.888 1.639
[2,] 1.409 1.955 0.5914 1.550 0.7986 1.728 0.7114 1.664 1.725 2.224 2.359
[3,] 1.594 2.252 0.6609 1.827 0.8836 2.040 0.8148 1.845 1.969 2.577 2.674
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 2.345 1.930 1.298 0.3511 1.317 1.080 1.218 0.8425 0.9368 0.3687
[2,] 2.873 2.719 2.133 0.4395 2.146 1.331 1.977 0.9970 1.1214 0.4284
[3,] 3.236 3.207 2.692 0.5043 2.763 1.469 2.623 1.1236 1.3272 0.5021
      [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]
[1,] 0.9439 0.8621 2.414 2.455 0.3980 0.3842 0.6949 0.7331 1.059 0.4823
[2,] 1.4767 1.0297 2.770 2.977 0.6290 0.7689 0.8658 0.9037 1.281 0.6047
[3,] 1.7592 1.1567 3.014 3.508 0.8444 0.9343 0.9863 1.0107 1.434 0.6921
      [,95]  [,96] [,97] [,98]
[1,] 0.3156 0.6664 4.479 1.163
[2,] 0.3825 0.7900 6.133 1.515
[3,] 0.4234 0.8618 7.025 1.753
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]     [,6]     [,7]    [,8]
[1,]   1.691   1.091   1.588   1.505   1.44   0.7303   0.9523   2.227
[2,] 907.275 492.795 862.512 794.343 835.94 277.8144 382.0411 843.791
[3,] 778.629 461.857 717.600 823.949 781.92 347.4283 372.8130 752.912
         [,9]    [,10]  [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    2.454    2.123   1.57    1.588   1.496    1.741    1.612    1.938
[2,] 1338.129 1456.492 977.86 1106.474 675.402 1009.723 1022.876 1021.575
[3,] 1190.042 1190.129 778.49  848.997 612.404  965.743  994.803  828.384
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]   [,24]
[1,]    2.187    1.615    2.626    2.566   1.709   1.568    2.95   1.591
[2,] 1324.361 1552.991 1748.946 1503.631 931.423 641.339 1980.43 851.167
[3,] 1526.113 1432.670 1653.753 1524.639 809.311 596.914 1917.95 876.638
        [,25]   [,26]   [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.2646   1.486   1.661   0.5466   1.317   0.3017   1.603   0.8024
[2,] 103.9846 719.886 858.990 226.2667 846.335 127.5470 817.713 376.1254
[3,] 103.6976 826.710 995.763 217.7763 653.912 103.8323 807.183 341.6474
       [,33]   [,34]   [,35]  [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.395   1.492   1.518   1.35   1.764   1.379   1.136   0.4545
[2,] 150.427 877.253 995.233 699.04 847.036 931.098 566.455 237.2971
[3,] 173.358 738.184 725.740 693.76 702.493 667.126 464.782 241.3032
       [,41]    [,42]    [,43]    [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.055   0.3987   0.6841   0.7705   1.728   0.8015   1.406   1.809
[2,] 542.270 167.4790 310.7102 350.5131 715.280 413.8473 943.182 804.149
[3,] 481.616 200.1616 302.1548 383.1159 749.412 358.6411 778.063 739.968
        [,49]   [,50]    [,51]   [,52]    [,53]   [,54]    [,55]    [,56]
[1,]    2.946   1.614    1.789   2.006   0.9602    1.74    1.578    1.443
[2,] 1109.696 747.666 1275.269 851.110 440.3616 1135.29 1041.835 1001.796
[3,] 1062.587 735.201 1220.105 733.288 411.0618 1226.81  905.713  961.483
         [,57]  [,58]    [,59]    [,60]    [,61]   [,62]   [,63]   [,64]
[1,]    0.9027   1.59   0.3933    1.198   0.4653   1.156   1.107   1.281
[2,] 1001.2130 736.37 194.4506  713.255 236.7280 573.991 504.570 839.824
[3,]  998.6574 672.15 197.9681 1049.704 208.7108 628.270 495.780 636.833
        [,65]    [,66]   [,67]    [,68]    [,69]    [,70]   [,71]   [,72]
[1,]    1.852   0.6315   1.336   0.8669    1.369   0.7823   1.795   1.714
[2,] 1111.889 273.3735 971.841 353.8477 1152.914 303.6886 750.395 917.062
[3,]  954.426 251.8774 825.847 322.6997  925.905 339.2686 680.443 811.239
        [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    2.397    2.081    2.978    2.451    1.648   0.4458    1.672
[2,] 1003.968 1448.470 1417.325 1634.816 1444.951 225.7442 1447.197
[3,] 1111.707 1074.518 1271.593 1452.334 1403.047 211.1678 1484.951
       [,80]    [,81]  [,82]  [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.372    1.547   1.07   1.19   0.4682   1.199   1.095    3.066
[2,] 663.347 1329.881 455.14 526.37 186.2628 969.633 480.819 1159.790
[3,] 530.671 1471.632 442.51 606.13 223.5890 816.396 449.869 1013.398
        [,88]    [,89]    [,90]    [,91]    [,92]   [,93]    [,94]
[1,]    3.117   0.5054   0.4879   0.8824   0.9309   1.345   0.6124
[2,] 1437.476 415.8767 568.6807 440.9577 451.1917 615.779 311.4970
[3,] 1584.447 481.0295 453.1401 403.4204 386.4871 550.429 287.3987
        [,95]    [,96]    [,97]   [,98]
[1,]   0.4008   0.8462    5.688   1.477
[2,] 184.4407 362.2161 3577.112 829.561
[3,] 155.0478 294.0123 2925.867 751.860
[1] "--- VAR model 2017-09-30 22:31:00  completed"
[1] "Completed training sample:  2017-09-30 22:31:00 - 2017-10-01 06:30:00"
[1] "SpVAR;   training sample:  2017-09-30 23:01:00 - 2017-10-01 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.619           1.215         -21.55         -21.12
           3.903           4.068         -17.83         -22.41
          11.997           2.042         -18.47         -19.77
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -14.57         2.1759           2.9249            9.457
         -13.05        -0.4696           1.1796            3.547
         -15.73        -1.5870           0.7119            2.318
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           7.8179            9.467            5.822         -1.14853
           0.8994            3.260            6.203          0.02359
           2.2600           -2.314           -2.268          2.29415
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.475         -12.2774           -9.086            13.19
           -2.918           6.0013            3.506             5.96
           -2.390           0.9975            2.074            11.76
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           13.278           10.289            4.601            14.31
            7.629            4.621           24.464            16.25
            8.198           11.022            5.283            15.54
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -22.00           -4.298           -38.78           -22.29
           -19.29           -1.590           -39.49           -16.12
           -24.78           -1.542           -40.34           -20.91
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04961           -16.61           -14.27           -2.705
         -0.98332           -23.01           -18.31           -2.372
         -0.85140           -23.87           -24.30           -3.047
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -25.32          -0.5668           -24.00           -1.179
           -21.98          -0.6394           -16.32           -4.432
           -24.93          -0.6147           -22.31           -3.416
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.468           -17.65           -17.05           -22.66
           -3.429           -19.25           -18.10           -16.01
           -2.172           -21.64           -20.50           -22.67
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.335            7.364           -1.847           0.5254
            6.772            9.576            1.111          -1.6742
            6.280            3.602            5.337          -1.0903
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.767          0.09329           -11.13           -9.555
            2.639          1.48726           -10.91          -10.709
            1.470          1.89138            -9.37           -9.552
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.995           5.2534           -7.582            8.167
            2.287           6.4822           -1.649           -6.366
            9.056           0.9441           -3.547            1.388
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           18.652            7.870           0.1074           4.2440
           -7.839            2.498           0.5667          -0.5295
            6.473            1.966          -5.1327           5.8696
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.324           7.5460            2.100           -1.157
            3.612           0.7857            3.140            4.589
            1.388          -2.1420            3.792            2.765
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           8.0699           -6.984          1.42710           3.5037
           3.3311            6.872          0.03116          -0.4513
           0.5494            1.634          0.17859           5.0563
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.8315          -1.7771          -1.4676          -2.4233
           2.5034           2.2190          -0.8554          -5.5449
           0.1528           0.5707          -2.0691           0.5365
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.538          -0.7769          -0.2407           1.0329
           -3.829           0.6074           1.9436           0.6875
            1.980          -1.1914          -1.8639           0.3232
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -0.92432          -0.1791            6.307            5.975
         -0.38554          -2.6067           11.337            3.477
         -0.07193          -1.7454           10.871           10.593
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.686            2.070           15.270           11.530
            4.551            3.999            8.314            4.929
            4.269           15.932           14.966            5.028
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           21.774           1.6376           21.666            9.773
           15.705          -0.5283           13.016            7.915
            1.685          -0.1549            3.107            4.904
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            18.11            1.837            3.700           0.3794
            15.71            4.415            1.344           1.5210
            16.47            2.864           -3.645           1.5444
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            7.534            1.686            1.875            3.242
            7.440            3.433           -1.074           -6.050
            1.671            3.078            7.438            4.769
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6864            2.793            2.959            2.841
           3.7536            1.581            3.441            3.560
           2.7870            2.956            1.547            1.448
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            7.103           4.4736           0.3244          0.28894
            3.519           0.6614          -0.6755         -0.10045
            0.672           2.5105          -1.8770         -0.05002
 rnd_95776.volume rnd_95787.volume
          24.7266           -17.18
          -2.2708           -18.53
           0.1949           -20.52
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.338 0.828 1.126 1.025 1.050 0.5228 0.7649 1.757 2.025 1.627 1.276
[2,] 1.709 1.007 1.369 1.372 1.264 0.6103 0.8793 2.067 2.555 2.380 1.702
[3,] 1.903 1.144 1.579 1.632 1.567 0.6910 0.9731 2.252 2.875 2.794 1.910
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.198 1.183 1.341 1.220 1.518 1.650 1.139 1.928 2.047 1.262 1.140
[2,] 1.736 1.420 1.794 1.698 1.837 2.193 1.994 2.751 2.585 1.592 1.332
[3,] 1.991 1.572 2.096 2.059 2.107 2.745 2.503 3.209 3.014 1.798 1.433
     [,23] [,24]  [,25] [,26] [,27]  [,28]  [,29]  [,30] [,31]  [,32]
[1,] 1.981 1.071 0.2007 1.088 1.261 0.4207 0.8141 0.2416 1.027 0.6017
[2,] 2.971 1.443 0.2369 1.394 1.546 0.4976 1.1382 0.2839 1.296 0.7440
[3,] 3.412 1.686 0.2646 1.647 1.889 0.5581 1.3520 0.3064 1.546 0.8439
      [,33] [,34] [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3146 1.067 1.035 0.9992 1.376 1.120 0.8697 0.3677 0.7583 0.3130
[2,] 0.3744 1.325 1.264 1.2170 1.691 1.553 1.0675 0.4553 0.9656 0.3745
[3,] 0.4340 1.534 1.503 1.4285 1.860 1.757 1.1888 0.5282 1.0909 0.4270
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.5010 0.5573 1.288 0.6761 1.122 1.419 2.188 1.250 1.452 1.593 0.7357
[2,] 0.5911 0.6800 1.535 0.8581 1.531 1.684 2.611 1.511 2.103 1.861 0.9150
[3,] 0.6899 0.7767 1.756 0.9443 1.800 1.883 2.860 1.699 2.530 2.058 1.0372
     [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]  [,63]
[1,] 1.384 1.270 1.194 0.6617 1.194 0.3181 0.9691 0.3624 0.9178 0.8714
[2,] 1.854 1.732 1.657 1.3817 1.474 0.3811 1.2816 0.4527 1.1506 1.0340
[3,] 2.321 2.065 1.938 1.7727 1.672 0.4398 1.7085 0.5094 1.3820 1.1738
      [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 0.9923 1.451 0.4948 1.074 0.6630 1.042 0.5811 1.375 1.414 1.758 1.690
[2,] 1.4002 1.918 0.5920 1.599 0.7542 1.703 0.6819 1.678 1.763 2.166 2.380
[3,] 1.5757 2.187 0.6660 1.843 0.8307 2.061 0.7855 1.876 1.965 2.511 2.717
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]
[1,] 2.303 1.836 1.401 0.3679 1.437 1.127 1.355 0.8649 0.9479 0.3725 0.951
[2,] 2.819 2.552 2.243 0.4523 2.080 1.362 2.064 1.0754 1.0916 0.4499 1.409
[3,] 3.176 2.976 2.685 0.5028 2.632 1.497 2.629 1.1809 1.2973 0.5102 1.693
      [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]
[1,] 0.8206 2.230 2.512 0.3943 0.3514 0.5380 0.5666 1.079 0.4654 0.3112
[2,] 0.9975 2.634 2.982 0.5726 0.6565 0.6824 0.7188 1.282 0.6011 0.3688
[3,] 1.1165 2.903 3.402 0.7601 0.7777 0.7994 0.8333 1.457 0.7047 0.4053
      [,96] [,97] [,98]
[1,] 0.6240 4.477 1.049
[2,] 0.7628 6.247 1.424
[3,] 0.8261 7.218 1.621
Root mean square errors of predictions:  
      [,1]    [,2]   [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.7   1.051   1.43   1.302   1.334   0.6639   0.9713   2.231
[2,] 768.4 414.450 562.89 658.982 509.026 227.5966 313.6067 786.749
[3,] 605.2 392.369 569.09 639.848 669.815 234.3480 301.4917 646.241
         [,9]    [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    2.572    2.066   1.62   1.521   1.502   1.703   1.549   1.927
[2,] 1126.996 1256.332 814.36 908.889 568.015 861.617 853.970 749.048
[3,]  952.084 1058.168 626.61 704.734 488.265 783.842 842.263 745.470
        [,17]    [,18]    [,19]  [,20]   [,21]   [,22]    [,23]  [,24]
[1,]    2.096    1.446    2.449    2.6   1.602   1.447    2.515   1.36
[2,] 1044.181 1183.977 1418.386 1141.7 702.163 499.084 1601.223 699.59
[3,] 1193.444 1093.868 1194.539 1120.3 604.353 382.241 1213.389 630.40
       [,25]   [,26]   [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]  0.2549   1.382   1.601   0.5343   1.034   0.3068   1.305   0.7641
[2,] 90.9477 630.350 647.752 192.0480 575.199 107.7374 570.792 316.4683
[3,] 85.2564 634.022 784.358 182.8251 527.501  83.4093 610.052 287.8977
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.3995   1.356   1.314   1.269   1.748   1.423   1.104   0.4669
[2,] 146.6725 567.264 525.444 502.353 710.544 777.721 447.605 194.1594
[3,] 158.8308 558.825 587.595 540.890 559.317 593.892 378.243 193.5523
        [,41]    [,42]    [,43]    [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9629   0.3974   0.6362   0.7077   1.635   0.8585   1.424   1.802
[2,] 432.3057 148.7066 226.8350 281.6560 604.342 382.0618 753.613 654.833
[3,] 366.9161 148.3506 257.1846 271.3569 615.891 285.0377 684.330 609.109
        [,49]   [,50]    [,51]   [,52]    [,53]    [,54]   [,55]   [,56]
[1,]    2.778   1.588    1.843   2.022   0.9342    1.757   1.613   1.516
[2,] 1030.914 613.982 1100.175 695.368 393.4213  891.625 851.613 830.354
[3,]  844.152 561.216 1017.823 636.899 353.1716 1009.863 812.969 727.166
        [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]  [,64]
[1,]   0.8402   1.516   0.4039   1.231   0.4601   1.165   1.107   1.26
[2,] 877.0269 625.125 151.7613 606.442 196.2259 501.707 402.439 714.25
[3,] 803.0225 570.237 158.7810 816.894 168.8917 553.644 401.678 522.58
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.843   0.6283   1.364   0.842   1.324   0.7379   1.746   1.795
[2,] 906.137 235.0071 856.522 259.840 974.191 258.0587 696.139 761.659
[3,] 760.394 220.6258 662.257 251.914 839.027 281.9477 606.575 627.034
       [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   2.233    2.145    2.924    2.332    1.779   0.4672    1.824   1.431
[2,] 914.543 1212.420 1175.705 1281.638 1267.135 190.2890 1087.506 553.917
[3,] 918.327  947.562 1058.466 1107.344 1067.054 158.7603 1166.182 447.957
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    1.721   1.098   1.204   0.4731   1.208   1.042    2.832    3.189
[2,] 1125.774 462.153 391.400 182.4538 751.969 410.143 1012.654 1162.909
[3,] 1177.608 352.791 506.885 173.9462 678.211 362.555  883.012 1183.809
        [,89]    [,90]    [,91]    [,92]  [,93]   [,94]    [,95]    [,96]
[1,]   0.5007   0.4462   0.6832   0.7194   1.37   0.591   0.3952   0.7924
[2,] 300.2534 401.0304 303.5499 319.8755 500.75 275.092 143.1604 317.2135
[3,] 361.4037 301.4237 301.0761 304.7605 500.56 265.963 121.5176 229.3486
        [,97]   [,98]
[1,]    5.685   1.332
[2,] 3150.150 696.479
[3,] 2615.258 559.879
[1] "--- VAR model 2017-09-30 23:01:00  completed"
[1] "Completed training sample:  2017-09-30 23:01:00 - 2017-10-01 07:00:00"
[1] "SpVAR;   training sample:  2017-09-30 23:31:00 - 2017-10-01 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-09-30 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.818           3.362         -23.88         -24.47
           9.395           3.407         -20.49         -24.02
           8.297           2.745         -23.12         -25.29
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.28      -1.096460           1.8061           -3.840
         -21.10      -0.001164           2.9094            7.224
         -20.33      -2.081287          -0.4498            3.105
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.040            7.402            1.938          -14.651
            7.543           -4.280            3.740           -8.446
            7.623            8.224            6.960           -4.658
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7116          -10.044           -7.378           12.711
          -0.9262           -5.420           -3.206            9.129
           6.9553           -2.256           -4.680           12.988
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           16.881           17.439            1.128           -4.921
           11.700            4.471           25.529           38.468
           -3.523            3.487           13.787           24.213
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -18.93           2.7953           -44.55           -23.92
           -25.94          -1.2392           -43.12           -19.32
           -26.37          -0.7617           -51.93           -20.78
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.542           -20.05           -24.74           -2.289
           -2.154           -25.15           -26.94           -4.956
           -2.093           -23.64           -14.62           -4.471
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -20.90           -2.262           -25.33           -5.715
           -24.47           -2.053           -23.46           -8.070
           -27.64           -0.492           -20.12           -7.669
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.213           -19.63           -27.69           -22.77
           -6.214           -27.14           -23.22           -22.08
           -5.309           -23.89           -20.53           -20.93
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -11.288           -8.138            5.480           0.8426
           -4.727          -10.416            3.855          -0.3247
            6.757            8.372           -1.227          -1.3723
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            0.268            2.160           -12.61           -14.84
            3.084            0.728           -12.45           -16.36
            3.352           -1.186           -13.33           -11.91
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.885            2.011           -8.413            3.617
            5.437            2.955          -15.058           -3.861
            6.872            2.562           -6.835           -1.016
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.172           0.5262           0.7393           7.6370
            7.966          -5.8277           0.6378           0.5907
            6.707           0.8837         -11.2682           2.2120
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.3651           -2.950            8.831            5.556
           1.4749            4.598            2.795           -3.763
          -0.3849            6.125           -3.130            3.225
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.4454            3.610           0.8764           -1.607
           7.3914            1.332          -0.0173           -4.911
           0.5543           -2.182           1.0827            3.094
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0996          -0.6874           0.2964            3.627
          -0.5149          -8.1240           1.7330            1.071
           0.1225           3.8763           0.6251           -5.335
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.7279           2.2377           0.1455           -1.768
           0.9917           1.5137           6.4235           -2.358
          -8.7206          -0.8599          -9.1880            2.909
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.4939           0.3729            11.07            11.25
          -2.8885           2.8193            12.55            16.03
           2.5389          -2.0464             9.73            10.57
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           16.441            29.78            23.38            28.61
            7.117            16.12            18.66            39.72
            5.138            19.92            15.01            15.34
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.823           1.7164           0.5943           9.5059
           28.468           0.4592          25.0212          -0.5734
           27.366           0.1704          31.5319           8.7600
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            20.95          -3.1758          -4.1699          -0.7231
            11.91          -4.3636          -1.1968          -0.2818
            35.72           0.8253           0.2678           1.5790
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.518            2.466           -3.208            5.837
          -10.050            7.309            3.099           -5.800
            1.730            3.393           -6.786           -4.889
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          1.60604           0.7233          -0.4944          -2.0830
         -0.61602          -1.2759           0.5038           1.2354
         -0.02318          -0.4696          -0.6259           0.5601
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.578            2.239           -2.894         -0.92082
            1.156            2.077           -1.586         -0.42927
            3.285            1.269           -1.150         -0.03042
 rnd_95776.volume rnd_95787.volume
           -11.15           -22.25
             3.66           -22.56
           -23.19           -25.84
Standard Errors of predictions:  
      [,1]   [,2]   [,3]   [,4]   [,5]   [,6]   [,7]  [,8]  [,9] [,10]
[1,] 1.370 0.7925 0.9037 0.7476 0.9989 0.4906 0.7399 1.761 1.904 1.642
[2,] 1.741 1.0142 1.0950 1.0093 1.2271 0.5688 0.8757 2.102 2.568 2.344
[3,] 1.981 1.1331 1.2845 1.1935 1.4435 0.6396 0.9649 2.299 2.839 2.696
     [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
[1,] 1.299 1.242 1.213 1.435 1.204 1.372 1.514 1.139 1.885 1.909 1.032
[2,] 1.698 1.716 1.423 1.815 1.656 1.718 2.169 2.007 2.693 2.537 1.306
[3,] 1.929 1.983 1.589 2.173 2.041 1.984 2.691 2.567 3.251 3.125 1.520
     [,22] [,23]  [,24]  [,25] [,26] [,27]  [,28]  [,29]  [,30]  [,31]
[1,] 1.123 1.852 0.9245 0.2026 0.994 1.059 0.4138 0.7979 0.2451 0.8985
[2,] 1.317 2.541 1.2135 0.2357 1.266 1.319 0.5030 1.0555 0.2866 1.0904
[3,] 1.477 2.954 1.4113 0.2601 1.469 1.581 0.5697 1.1865 0.3117 1.2781
      [,32]  [,33] [,34] [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]
[1,] 0.6056 0.3152 1.045 0.899 0.7513 1.414 1.104 0.8256 0.3522 0.7219
[2,] 0.7283 0.3811 1.204 1.116 0.9307 1.658 1.540 1.0252 0.4384 0.9080
[3,] 0.8262 0.4367 1.380 1.308 1.0913 1.861 1.744 1.1369 0.5123 1.0163
      [,42]  [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.3019 0.4813 0.4840 1.275 0.6952 1.107 1.435 2.042 1.178 1.398 1.499
[2,] 0.3736 0.5771 0.5952 1.510 0.8417 1.529 1.658 2.506 1.461 2.173 1.734
[3,] 0.4246 0.6555 0.6697 1.695 0.9643 1.741 1.810 2.707 1.643 2.607 1.925
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]
[1,] 0.7187 1.328 1.205 1.195 0.6469 1.208 0.3034 0.9846 0.3645 0.905
[2,] 0.8998 1.775 1.686 1.666 1.3360 1.459 0.3529 1.3217 0.4536 1.102
[3,] 1.0043 2.286 2.085 1.952 1.7632 1.624 0.4199 1.7251 0.4906 1.348
      [,63] [,64] [,65]  [,66]  [,67]  [,68] [,69]  [,70] [,71] [,72]
[1,] 0.8729 1.015 1.450 0.5042 0.9974 0.6252 1.056 0.5794 1.349 1.385
[2,] 1.0029 1.418 1.893 0.6010 1.5460 0.7484 1.679 0.6914 1.654 1.798
[3,] 1.1375 1.554 2.115 0.6667 1.7451 0.8291 2.025 0.7855 1.880 2.049
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]
[1,] 1.789 1.742 2.254 2.000 1.535 0.3456 1.454 1.170 1.461 0.8784 0.9092
[2,] 2.155 2.429 2.758 2.617 2.359 0.4317 2.295 1.411 2.113 1.0955 1.0627
[3,] 2.483 2.757 3.131 3.050 2.875 0.4713 2.777 1.573 2.634 1.2075 1.2558
      [,84]  [,85] [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]
[1,] 0.4140 0.9856 0.775 2.175 2.394 0.3687 0.3363 0.5017 0.5291 1.092
[2,] 0.4920 1.3997 1.010 2.575 2.791 0.5352 0.5901 0.5942 0.6149 1.293
[3,] 0.5535 1.6492 1.114 2.857 3.233 0.6656 0.6858 0.6843 0.7017 1.430
      [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.4680 0.3071 0.6243 4.517 0.940
[2,] 0.5728 0.3694 0.7570 6.104 1.233
[3,] 0.6688 0.4153 0.8424 6.969 1.387
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]    [,6]     [,7]    [,8]
[1,]   1.739   1.006   1.147   0.9493   1.268   0.623   0.9396   2.236
[2,] 689.616 406.311 397.041 435.3325 457.571 184.754 300.6491 736.230
[3,] 607.820 324.313 431.112 408.9105 488.098 187.841 260.1681 599.282
         [,9]    [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    2.417    2.085   1.65   1.578   1.541   1.822   1.529   1.743
[2,] 1107.094 1074.064 702.16 759.468 477.165 713.665 729.394 663.483
[3,]  775.968  854.906 587.51 638.500 454.873 767.261 765.850 636.878
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    1.923    1.447    2.393    2.424   1.311   1.427    2.352   1.174
[2,]  996.971 1061.134 1235.037 1073.287 513.601 441.278 1117.438 504.628
[3,] 1022.205 1027.043 1169.672 1171.493 498.639 429.184  966.403 462.585
       [,25]   [,26]   [,27]    [,28]   [,29]   [,30]   [,31]    [,32]
[1,]  0.2573   1.262   1.345   0.5255   1.013  0.3113   1.141   0.7691
[2,] 77.3303 503.331 504.766 183.5843 443.582 95.2899 396.631 259.7241
[3,] 70.5504 478.298 559.333 171.6963 347.861 78.7931 428.120 250.4818
        [,33]   [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.4003   1.327   1.142   0.9541   1.796   1.402   1.048   0.4472
[2,] 137.5226 383.526 424.207 352.6164 556.135 688.919 390.249 167.6189
[3,] 136.8756 433.528 438.300 365.8159 541.418 525.250 315.488 170.1416
        [,41]    [,42]    [,43]    [,44]  [,45]    [,46]   [,47]   [,48]
[1,]   0.9166   0.3834   0.6112   0.6146   1.62   0.8828   1.405   1.822
[2,] 353.6273 141.2550 204.3312 222.4630 518.84 304.6562 677.047 533.549
[3,] 293.0979 129.5647 199.6115 196.9869 494.54 302.1061 535.059 465.745
       [,49]   [,50]    [,51]   [,52]    [,53]   [,54]  [,55]   [,56]
[1,]   2.593   1.496    1.776   1.904   0.9126   1.686   1.53   1.517
[2,] 933.144 554.620 1068.244 559.059 347.6208 756.285 757.24 745.751
[3,] 657.147 482.025  924.112 536.895 286.3791 924.764 787.69 653.055
        [,57]   [,58]    [,59]  [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.8215   1.534   0.3853   1.25   0.4628   1.149   1.108   1.288
[2,] 750.4794 525.359 115.7232 566.05 173.3537 403.459 316.998 636.060
[3,] 738.7151 457.472 146.0578 711.76 119.9468 498.578 344.597 408.028
       [,65]    [,66]   [,67]    [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.841   0.6402   1.267   0.7939   1.341   0.7357   1.714   1.758
[2,] 781.566 209.9831 758.347 264.1053 838.093 242.2636 614.136 736.314
[3,] 605.041 185.3171 519.621 229.1572 726.305 239.3270 572.982 630.492
       [,73]    [,74]    [,75]    [,76]   [,77]    [,78]    [,79]   [,80]
[1,]   2.272    2.212    2.862    2.539    1.95   0.4388    1.847   1.485
[2,] 771.625 1086.742 1020.687 1084.235 1149.67 166.0629 1140.005 506.379
[3,] 791.636  837.712  951.544 1005.041 1055.79 121.4440 1003.242 447.092
        [,81]   [,82]   [,83]    [,84]   [,85]    [,86]   [,87]   [,88]
[1,]    1.855   1.115   1.155   0.5257   1.252   0.9842   2.762    3.04
[2,]  980.433 420.288 353.226 170.6917 638.068 415.9600 884.621  921.61
[3,] 1009.062 326.031 429.611 162.7557 559.850 301.0920 794.379 1047.94
        [,89]   [,90]    [,91]    [,92]   [,93]    [,94]  [,95]    [,96]
[1,]   0.4682   0.427   0.6371   0.6719   1.387   0.5943   0.39   0.7927
[2,] 249.0545 311.307 204.3568 201.0972 443.818 211.9821 131.74 274.9454
[3,] 254.0487 224.315 217.9643 217.0938 393.378 221.6897 121.92 237.2597
        [,97]   [,98]
[1,]    5.736   1.194
[2,] 2635.969 512.111
[3,] 2158.028 407.554
[1] "--- VAR model 2017-09-30 23:31:00  completed"
[1] "Completed training sample:  2017-09-30 23:31:00 - 2017-10-01 07:30:00"
[1] "SpVAR;   training sample:  2017-10-01 00:01:00 - 2017-10-01 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.322         -1.5025         -29.96         -35.90
           6.175         -0.2896         -29.34         -29.13
           6.723          0.9182         -27.57         -25.08
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -30.70         0.9384           2.7188           0.7641
         -34.40         0.9546           1.2018           1.7946
         -27.53         1.9204           0.3418          -1.3614
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           4.1962            1.226          0.07995           -7.902
          -2.0759           -2.778          3.33310           -6.912
           0.3009            1.628         -1.23274           -5.394
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.925           -3.919          1.88156            16.76
            3.257           -2.480         -2.61985            12.22
            2.655           -2.066          0.08104            11.95
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           14.271            15.43           11.759            21.23
            3.558            12.27           30.635            30.62
            5.533             7.63            6.944            15.92
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -32.03           -0.904           -54.73           -24.18
           -28.43           -3.799           -61.97           -25.58
           -31.68           -5.122           -65.02           -27.74
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.981           -27.60           -25.06           -8.726
           -3.272           -27.88           -25.53           -6.198
           -3.571           -27.43           -30.16           -6.276
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -35.63           -1.835           -34.59           -6.633
           -35.59           -1.121           -24.59           -7.470
           -28.64           -2.008           -27.31           -8.427
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.624           -26.79           -27.10           -26.98
           -8.292           -27.46           -30.22           -30.19
           -7.567           -28.42           -27.75           -24.51
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -4.1302            1.146            5.423         -0.01417
          -0.8798            5.517            3.741         -0.49082
          -1.1940           -3.821            2.359          0.32124
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.117           2.0141           -14.54           -17.20
            5.160           1.1012           -16.40           -17.61
            1.715           0.7273           -16.16           -18.14
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.146           -2.535          -10.874          -0.5692
            7.650           -1.545          -10.376           3.3854
            6.789            4.840           -4.918          -1.0441
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           18.281          -0.9284           16.146            8.627
           10.033          -5.2841           12.581            4.046
            7.436          -0.4485           -2.598            2.084
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.694            4.420          -0.6077           -3.348
            2.680           14.774           7.1665            1.134
            3.220            2.033           4.6775           12.280
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -5.2475          -5.7016          1.17417            1.861
          -0.9803          -6.9003          0.07728           -5.614
           5.5686          -0.6972          1.37757           -1.984
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.1062          -2.7915           2.1105            4.714
          -0.4004          -0.3392          -1.8984           -3.168
           0.6145          -1.6851           0.8367           -3.990
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.310           4.0893           5.4577           1.2913
           -8.426          -0.5875          -0.2087           0.8432
           -4.260          -2.1124          -5.0952           2.6955
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.017           -3.462           7.3877            4.738
            5.036            1.910           1.0841            7.060
           -5.204           -1.685          -0.3749            4.487
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -3.1730           0.5317            19.16            12.85
           0.6398           8.7325            13.15            14.25
           1.3394           5.8598            11.90            16.06
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.194           0.6731            -2.32          -0.1746
           19.267           1.5784            14.34           2.9085
           13.905           0.4051            11.17           8.8950
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.731           -3.418            1.896            1.468
            7.245           -6.672            2.859            1.817
           15.957           -4.952            2.195            1.042
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.439          -0.1336            6.526           10.611
           -2.424          -0.6928           -6.536           -2.603
            2.947          -0.3422            4.473           -4.008
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           3.2666           4.2997           2.0393           0.4883
           2.4602          -1.2725           0.2018           1.0893
          -0.9015           0.4972           2.0363           2.2929
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.535           -2.176          -0.8686           0.8608
            1.053            2.378          -1.9511          -0.7485
           -2.708           -2.269          -2.3431           1.4570
 rnd_95776.volume rnd_95787.volume
           35.895           -27.72
           11.186           -25.77
            7.786           -28.17
Standard Errors of predictions:  
      [,1]  [,2]   [,3]   [,4]   [,5]   [,6]   [,7]  [,8]  [,9] [,10]
[1,] 1.435 0.839 0.9467 0.6920 0.9357 0.4684 0.7597 1.796 1.917 1.627
[2,] 1.756 1.003 1.1561 0.9267 1.1672 0.5287 0.8814 2.189 2.572 2.421
[3,] 2.002 1.128 1.3607 1.0675 1.4161 0.6056 0.9738 2.362 2.819 2.760
     [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
[1,] 1.275 1.213 1.177 1.415 1.203 1.446 1.620 1.171 1.941 2.047 0.982
[2,] 1.648 1.744 1.371 1.840 1.724 1.735 2.295 2.095 2.712 2.555 1.204
[3,] 1.862 2.045 1.521 2.218 2.129 2.017 2.776 2.647 3.293 3.112 1.407
     [,22] [,23]  [,24]  [,25]  [,26] [,27]  [,28]  [,29]  [,30]  [,31]
[1,] 1.137 1.641 0.8817 0.2053 0.8602 1.033 0.4211 0.7226 0.2415 0.8182
[2,] 1.326 2.317 1.1066 0.2515 1.0565 1.306 0.5156 0.9641 0.2822 0.9544
[3,] 1.473 2.675 1.2931 0.2823 1.2194 1.569 0.5797 1.1297 0.3093 1.1213
      [,32]  [,33]  [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]
[1,] 0.6126 0.3056 0.8984 0.8295 0.6315 1.521 1.086 0.8061 0.3610 0.6882
[2,] 0.7238 0.3735 1.0918 1.0537 0.8367 1.784 1.465 0.9788 0.4551 0.8686
[3,] 0.8269 0.4235 1.2735 1.2353 0.9402 1.970 1.675 1.0796 0.5194 0.9987
      [,42]  [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.3054 0.4539 0.4574 1.255 0.7480 1.100 1.442 2.080 1.229 1.380 1.497
[2,] 0.3659 0.5425 0.5721 1.477 0.9185 1.478 1.638 2.492 1.455 2.196 1.750
[3,] 0.4100 0.6052 0.6684 1.699 1.0221 1.661 1.819 2.668 1.607 2.627 1.912
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]
[1,] 0.7230 1.325 1.187 1.192 0.7171 1.109 0.2886 0.9797 0.3481 0.8842
[2,] 0.8760 1.813 1.684 1.675 1.3228 1.356 0.3468 1.2507 0.4401 1.0829
[3,] 0.9884 2.361 2.167 1.997 1.7443 1.524 0.4072 1.6561 0.4799 1.2611
      [,63]  [,64] [,65]  [,66]  [,67]  [,68] [,69]  [,70] [,71] [,72]
[1,] 0.8892 0.9872 1.436 0.4721 0.9937 0.6349 1.041 0.5566 1.323 1.389
[2,] 1.0129 1.3576 1.928 0.5945 1.5115 0.7375 1.715 0.6681 1.624 1.848
[3,] 1.1365 1.5108 2.157 0.6653 1.7473 0.8247 2.054 0.7744 1.900 2.090
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]
[1,] 1.891 1.794 2.392 1.887 1.559 0.3388 1.469 1.209 1.526 0.8507 0.8573
[2,] 2.263 2.527 2.838 2.657 2.344 0.4357 2.233 1.516 2.144 1.0430 1.0802
[3,] 2.497 2.848 3.180 3.056 2.907 0.4848 2.806 1.646 2.657 1.1487 1.2493
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]
[1,] 0.4009 0.9926 0.8128 2.169 2.323 0.3225 0.3147 0.4957 0.5187 1.057
[2,] 0.4773 1.4412 1.0218 2.540 2.732 0.4830 0.5760 0.5980 0.6060 1.259
[3,] 0.5476 1.6673 1.1401 2.803 3.144 0.6361 0.6629 0.6839 0.6830 1.413
      [,94]  [,95]  [,96] [,97]  [,98]
[1,] 0.5015 0.3091 0.6065 4.517 0.9234
[2,] 0.5914 0.3623 0.7458 6.065 1.1676
[3,] 0.6872 0.4084 0.8371 7.019 1.3237
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.822   1.065   1.202   0.8787   1.188   0.5947   0.9647   2.281
[2,] 598.810 325.073 392.585 364.6087 412.720 145.1477 264.3748 739.673
[3,] 569.033 305.918 424.517 313.5312 474.415 174.6384 244.9301 526.145
         [,9]    [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    2.434    2.066   1.619   1.54   1.495   1.797   1.528   1.837
[2,] 1014.828 1060.778 617.414 741.04 415.870 695.642 730.208 566.734
[3,]  682.940  783.810 512.693 631.67 388.578 732.965 739.498 608.811
       [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]  [,24]
[1,]   2.057    1.488    2.465    2.599   1.247   1.444   2.084   1.12
[2,] 962.039 1027.522 1120.260  905.051 412.566 404.015 967.189 395.60
[3,] 923.135  956.720 1105.616 1051.107 430.515 378.901 790.694 395.81
       [,25]   [,26]   [,27]    [,28]    [,29]   [,30]   [,31]   [,32]
[1,]  0.2607   1.092   1.312   0.5348   0.9175  0.3067   1.039   0.778
[2,] 85.9597 362.836 472.852 175.9586 377.5602 86.3621 290.644 228.032
[3,] 75.8499 360.178 514.295 156.8017 348.3270 74.8983 348.181 236.526
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.388   1.141   1.053   0.802   1.931   1.379   1.024   0.4585
[2,] 127.104 367.078 384.319 324.677 552.151 581.135 328.446 163.9479
[3,] 118.064 387.818 381.469 253.634 493.094 481.299 269.452 148.0043
        [,41]    [,42]    [,43]    [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.8738   0.3878   0.5763   0.5808   1.594   0.9499   1.397   1.832
[2,] 313.5146 119.2215 175.7503 203.2719 460.391 315.3464 583.361 458.669
[3,] 291.6089 109.4440 158.7582 204.5582 496.329 265.2440 449.288 467.943
       [,49]  [,50]    [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.642   1.56    1.752   1.901   0.9182   1.683   1.507   1.513
[2,] 811.395 461.26 1010.843 536.264 292.5441 731.973 706.978 696.054
[3,] 564.758 403.06  852.546 455.547 270.8442 894.448 806.618 644.080
        [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   0.9106   1.408   0.3665   1.244   0.442   1.123   1.129   1.254
[2,] 657.5721 461.988 113.7924 459.904 159.291 369.877 286.894 551.310
[3,] 672.6658 410.510 126.2197 642.240 113.200 382.324 304.993 392.225
       [,65]    [,66]   [,67]    [,68]   [,69]    [,70]  [,71]   [,72]
[1,]   1.823   0.5995   1.262   0.8062   1.322   0.7068   1.68   1.764
[2,] 761.139 213.7828 673.791 222.0612 806.248 218.5365 557.06 721.213
[3,] 572.014 176.5941 518.606 218.2977 668.394 231.7296 582.97 576.816
       [,73]    [,74]   [,75]    [,76]   [,77]    [,78]    [,79]   [,80]
[1,]   2.401    2.278   3.038    2.396    1.98   0.4302    1.865   1.536
[2,] 735.635 1053.168 902.592 1106.083 1035.83 162.0972  994.756 540.430
[3,] 624.734  776.964 849.383  893.301 1017.19 125.7075 1005.957 380.107
       [,81]  [,82]   [,83]   [,84]  [,85]   [,86]   [,87]  [,88]    [,89]
[1,]   1.938   1.08   1.089   0.509   1.26   1.032   2.754   2.95   0.4096
[2,] 890.758 356.96 388.740 153.234 618.17 366.306 781.642 850.92 212.7110
[3,] 929.098 284.74 371.272 158.879 495.91 299.197 701.503 920.00 244.8929
        [,90]    [,91]    [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   0.3997   0.6294   0.6587   1.342   0.6368   0.3925   0.7701
[2,] 285.3469 197.9378 185.3747 405.051 185.4305 111.7845 256.8280
[3,] 194.1481 196.3488 186.3282 378.805 207.1102 111.5819 224.8310
        [,97]   [,98]
[1,]    5.736   1.173
[2,] 2394.600 422.730
[3,] 2089.325 368.996
[1] "--- VAR model 2017-10-01 00:01:00  completed"
[1] "Completed training sample:  2017-10-01 00:01:00 - 2017-10-01 08:00:00"
[1] "SpVAR;   training sample:  2017-10-01 00:31:00 - 2017-10-01 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5225         -3.7699         -39.54         -37.55
          3.4510          1.0543         -46.42         -39.56
          7.3500         -0.3777         -42.69         -38.32
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -32.08         0.5851          0.01563            3.458
         -35.89         0.7092          1.39567          -10.145
         -35.46        -0.7451          1.00623           -4.595
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.932            2.686           -5.324           -8.557
           -2.085           -3.872            5.053          -10.944
           -2.516           -4.373           -5.332           -8.438
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            6.235           -3.877           -9.324           18.450
           -1.444           -1.615            6.249            3.693
            5.829           -2.025           -5.390           14.432
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.6092          20.0084           12.684            20.46
          14.2713           0.9447           -4.269            19.01
           0.4009           9.1936           19.248            21.83
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -38.41           -6.294           -85.97           -41.90
           -48.90           -3.193           -86.66           -38.72
           -46.11           -7.585           -95.27           -46.49
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.596           -45.55           -42.52           -8.015
           -4.794           -44.93           -42.85           -8.967
           -5.061           -39.45           -43.22           -6.618
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -37.49           -3.618           -40.16           -10.19
           -42.03           -2.330           -39.84           -11.86
           -42.07           -2.863           -42.51           -13.95
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.694           -38.94           -40.43           -39.68
           -6.543           -33.76           -39.28           -38.72
           -6.115           -35.72           -37.99           -37.78
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.306            2.821          -1.0736          -0.2715
            5.297            4.626           3.1219          -0.5853
            6.874           -4.232          -0.4849          -0.7687
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.852           0.6685           -20.79           -25.54
            4.197          -0.8158           -22.57           -24.26
            1.926           0.7754           -21.42           -23.89
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.653          -4.2788            -8.15           -2.686
            3.778           4.8986           -11.28            3.146
            1.279          -0.5792           -13.50            9.982
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.030            2.562           -8.371           -6.389
            3.796            2.429          -11.728            5.267
            3.911            1.293           -2.007            1.098
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.5828           -8.602         -10.0385           -7.920
           5.1650           -3.684          -0.1411           -4.279
           0.4485          -10.039          -9.7015            2.004
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.970           0.9372          0.11407          -2.2431
           -9.898           1.5982          0.09813          -4.4017
           -2.744           1.6064          0.04878          -0.8158
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.2506          -5.2190          -0.1244           -1.950
           0.7447           0.6068           4.1046           -8.293
          -1.3278           0.2679          -2.0164            6.054
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.322          -0.8429           -4.565           2.7314
           -9.741           0.4135          -10.842          -1.0330
            7.667           1.1871            1.464           0.7829
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.208           3.8274            9.108           -1.586
           -1.397          -0.7963            2.412            4.692
          -11.318          -1.8454            3.382            7.368
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.343           0.2004            28.58           13.703
           -4.927           3.3559            19.98           28.633
           -1.105          -2.5120            26.88            5.415
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            22.89           1.8465            17.82            2.490
            18.42           0.5296            17.99            6.880
            16.05           1.0220            23.94            7.146
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            13.35           -4.995          -0.6877           0.7427
            21.69           -9.704          -4.7837          -0.1958
            26.54           -6.222          -2.1146           1.1965
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.3405         -2.70363            9.927           -3.482
           2.9216          0.05598           -4.441          -29.273
           0.9539         -1.73960           11.790            2.926
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.08866            2.615            2.085           2.5788
          3.90515            0.536            2.643           1.2319
          2.13182            2.067            1.592           0.1166
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.9543          -2.8709           -1.846           4.1842
           0.7331           3.9983           -4.003          -1.5198
          -5.4965           0.9585           -3.501          -0.6396
 rnd_95776.volume rnd_95787.volume
            6.126           -38.33
          -19.820           -37.37
           -8.352           -44.52
Standard Errors of predictions:  
      [,1]   [,2]  [,3]   [,4]   [,5]   [,6]   [,7]  [,8]  [,9] [,10]
[1,] 1.505 0.8234 1.008 0.8031 0.9551 0.4444 0.7263 1.877 1.904 1.478
[2,] 1.856 1.0248 1.221 1.0557 1.1710 0.5199 0.8767 2.218 2.548 2.434
[3,] 2.121 1.1507 1.469 1.2111 1.3804 0.5771 0.9748 2.444 2.808 2.784
     [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21]
[1,] 1.343 1.231 1.203 1.442 1.196 1.361 1.635 1.160 1.872 1.929 0.9861
[2,] 1.654 1.830 1.426 1.852 1.674 1.624 2.414 2.272 2.694 2.494 1.1926
[3,] 1.860 2.149 1.581 2.220 2.154 1.864 2.873 2.745 3.471 3.110 1.4055
     [,22] [,23]  [,24]  [,25]  [,26]  [,27]  [,28] [,29]  [,30]  [,31]
[1,] 1.147 1.596 0.8861 0.2170 0.9289 0.9137 0.4230 0.783 0.2405 0.7748
[2,] 1.419 2.204 1.0762 0.2604 1.1242 1.1650 0.5266 1.059 0.2850 0.9402
[3,] 1.611 2.537 1.2595 0.2946 1.3021 1.3777 0.6040 1.229 0.3098 1.0916
      [,32]  [,33]  [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]
[1,] 0.6336 0.2969 0.9271 0.8351 0.6503 1.594 1.117 0.8313 0.3559 0.6744
[2,] 0.7252 0.3670 1.1383 1.0489 0.8798 1.842 1.516 1.0046 0.4572 0.8471
[3,] 0.8406 0.4232 1.3290 1.1968 1.0227 2.000 1.751 1.0826 0.5158 0.9848
      [,42]  [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.3013 0.4365 0.4820 1.208 0.7787 1.074 1.336 2.033 1.193 1.355 1.439
[2,] 0.3562 0.5293 0.5996 1.418 0.9305 1.474 1.503 2.427 1.422 2.187 1.734
[3,] 0.4032 0.6037 0.6889 1.625 1.0428 1.633 1.713 2.573 1.589 2.592 1.893
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]
[1,] 0.7092 1.361 1.246 1.215 0.7458 1.123 0.2879 0.9528 0.3583 0.8711
[2,] 0.8581 1.895 1.699 1.698 1.3041 1.416 0.3452 1.2658 0.4398 1.1107
[3,] 0.9874 2.365 2.131 1.973 1.7031 1.537 0.3961 1.6728 0.4788 1.2931
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72]
[1,] 0.8525 0.9855 1.412 0.5092 1.021 0.6108 1.043 0.5693 1.415 1.448
[2,] 0.9959 1.3595 1.854 0.6146 1.532 0.7527 1.638 0.6736 1.759 1.931
[3,] 1.1240 1.5349 2.081 0.6759 1.808 0.8341 2.008 0.7815 2.068 2.202
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]
[1,] 1.854 1.839 2.378 1.898 1.571 0.3596 1.486 1.250 1.664 0.8299 0.8658
[2,] 2.196 2.567 2.798 2.700 2.353 0.4328 2.231 1.582 2.198 1.0082 1.0875
[3,] 2.462 2.890 3.140 3.156 2.901 0.4844 2.864 1.740 2.709 1.1225 1.2744
      [,84] [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]
[1,] 0.3977 1.052 0.7979 2.207 2.443 0.3174 0.3025 0.4742 0.4843 1.028
[2,] 0.4819 1.438 1.0467 2.633 2.784 0.4514 0.5409 0.5602 0.5660 1.247
[3,] 0.5602 1.702 1.1714 2.884 3.267 0.5693 0.6263 0.6490 0.6367 1.416
      [,94]  [,95]  [,96] [,97]  [,98]
[1,] 0.5125 0.2966 0.5924 4.432 0.9298
[2,] 0.6082 0.3558 0.7457 5.941 1.1516
[3,] 0.6950 0.4030 0.8352 6.811 1.3189
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.911   1.046   1.28   1.02   1.213   0.5643   0.9222   2.384
[2,] 560.011 314.498 355.07 353.19 349.261 139.0576 253.1299 609.144
[3,] 529.414 269.730 421.25 305.96 376.735 129.1429 219.6462 528.533
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.418   1.876   1.705   1.563   1.528   1.831   1.519   1.728
[2,] 872.421 997.130 497.236 697.733 394.673 599.668 603.261 457.505
[3,] 608.941 696.617 438.758 581.002 351.349 631.009 698.881 470.949
       [,17]    [,18]    [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   2.076    1.473    2.377   2.449   1.252   1.456   2.027   1.125
[2,] 915.424 1006.820  998.596 814.669 345.705 431.303 783.190 314.804
[3,] 802.794  794.173 1128.471 957.771 383.334 392.418 647.341 337.335
       [,25]  [,26]  [,27]    [,28]    [,29]   [,30]    [,31]    [,32]
[1,]  0.2755   1.18   1.16   0.5372   0.9943  0.3053   0.9839   0.8045
[2,] 74.2201 326.42 372.55 161.6577 367.8004 78.8177 274.4798 181.9094
[3,] 70.9858 338.59 379.07 152.4574 321.1249 62.6370 285.8738 219.0619
        [,33]   [,34]  [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.3771   1.177   1.06   0.8258   2.024   1.419   1.056   0.4519
[2,] 111.1952 340.418 327.13 305.4791 476.530 528.315 290.771 147.9886
[3,] 108.6254 353.620 297.01 268.7218 401.136 451.791 207.903 122.9890
        [,41]   [,42]    [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.8564  0.3827   0.5543   0.612   1.534   0.9888   1.364   1.696
[2,] 264.1795 97.9100 154.3148 183.836 382.885 262.5245 520.211 355.245
[3,] 258.8874 97.3659 149.6461 174.807 409.500 242.6851 362.062 423.131
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.582   1.515   1.721   1.828   0.9006   1.728   1.583   1.543
[2,] 683.672 398.568 884.974 498.688 248.9624 679.243 595.129 611.196
[3,] 438.956 365.600 717.018 391.096 251.7701 729.351 662.903 518.395
       [,57]   [,58]    [,59]  [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   0.947   1.425   0.3656   1.21   0.455   1.106   1.083   1.251
[2,] 551.387 445.199  98.2176 429.53 131.435 355.252 265.410 482.675
[3,] 564.588 307.288 100.1270 563.72  97.645 341.255 268.547 367.226
       [,65]    [,66]   [,67]    [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.792   0.6466   1.297   0.7757   1.325   0.7229   1.797   1.838
[2,] 619.648 177.4342 588.900 226.6930 650.730 185.5774 538.574 658.525
[3,] 487.011 144.9517 494.082 185.1991 598.492 204.2999 560.656 545.660
       [,73]   [,74]   [,75]  [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.355   2.335   3.019   2.41   1.995   0.4566   1.888   1.587
[2,] 606.552 922.882 759.778 989.59 902.967 124.1059 857.527 500.382
[3,] 573.262 684.309 735.539 842.62 874.422 112.1366 926.032 372.498
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   2.113   1.054   1.099   0.505   1.336   1.013   2.803   3.102
[2,] 740.367 295.011 339.195 140.316 505.150 349.190 739.514 688.771
[3,] 816.476 254.397 342.467 147.170 469.259 271.015 607.419 880.900
       [,89]    [,90]    [,91]   [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   0.403   0.3842   0.6022   0.615   1.305   0.6508   0.3766   0.7522
[2,] 165.481 231.0891 153.7386 150.945 364.146 168.7989 101.3555 233.4722
[3,] 178.746 162.7298 168.8767 150.277 345.174 173.3209  97.5299 193.8583
        [,97]   [,98]
[1,]    5.628   1.181
[2,] 2038.807 350.215
[3,] 1717.559 331.394
[1] "--- VAR model 2017-10-01 00:31:00  completed"
[1] "Completed training sample:  2017-10-01 00:31:00 - 2017-10-01 08:30:00"
[1] "SpVAR;   training sample:  2017-10-01 01:01:00 - 2017-10-01 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          24.217           4.521         -47.23         -58.96
          23.539          -5.716         -45.81         -38.77
           9.769           6.968         -49.14         -51.95
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -35.81        -0.6582            7.118          -21.867
         -44.98        -1.8097            3.445           -3.780
         -40.63        -0.6457            5.268            5.441
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -11.114            1.056            9.215           -19.35
          -10.315          -22.987           -9.580           -14.94
            9.555            8.641            1.461           -17.38
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1761          -12.382          -13.250           13.019
           1.0590           -4.834           -7.306            7.769
          -1.5646          -17.729           -8.479           13.769
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.7811          11.4428           12.101           23.219
          -2.3064          -0.5259           24.309           32.630
           6.9190           2.1931           -1.857           -1.942
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -52.32           -3.118          -112.12           -44.33
           -33.44           -8.793           -83.40           -50.48
           -52.15            7.131           -81.47           -36.76
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.840           -40.76           -48.22          -10.214
           -6.143           -51.17           -38.64           -8.576
           -5.149           -41.53           -51.38          -10.798
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -55.85           -3.986           -50.13           -14.98
           -42.67           -4.379           -38.07           -17.13
           -51.65           -3.841           -44.41           -15.53
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.040           -42.34           -45.70           -38.65
           -9.184           -42.82           -43.43           -49.91
          -10.031           -50.20           -52.71           -41.49
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.95408          -2.6881           0.9716            1.945
          0.07714           4.8855           1.7877            3.859
          5.91315          -0.9766          -3.4589            1.107
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.542           2.4586           -17.80           -27.93
            1.227           0.5835           -26.18           -28.28
            3.029           1.5422           -26.90           -27.39
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           4.4231            9.984           -28.78           15.795
           4.9591            4.416           -20.31            5.052
          -0.4903           -1.211           -13.21            5.026
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.4427           -8.682          -0.3914            8.107
           5.9175            2.671         -10.3070            6.291
          19.7700           -4.906          -9.8406            6.359
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.1651          16.8583            1.245           -6.881
          -4.1510         -19.5518           -2.472            8.190
           0.7005          -0.7227          -16.245          -12.499
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.499           -1.866           0.5161            3.876
           -3.787            3.131          -0.3809           -1.904
           -1.218            7.257           0.4001           -1.458
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           5.0491            1.758            1.137          -6.2121
          -0.9247            1.203           -2.292          -4.2802
           2.0216           -3.085           -1.385          -0.3254
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -3.74219           0.9461          -11.338           0.6648
         -0.07367           0.3618            5.483           3.6636
         -0.79316           3.0122          -10.577          -2.4067
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.4316          -5.8343            22.79            16.12
          -5.6866           0.6086            15.18            20.17
          -5.1350           1.1370            18.52            15.23
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           8.7312            42.92            32.67            8.131
          -0.1317            16.89            43.33           33.847
          14.6971            20.32            34.23           44.058
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            15.54         -1.40888            28.39           16.604
            37.46         -0.01605            17.11            1.269
            38.69          0.80928            38.89           18.350
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            33.45           -1.561           -1.994           2.5267
            18.95            2.324            6.113           0.3924
            40.13           -1.613           -3.431           3.0697
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.2409            6.905           -2.344            6.086
           1.4971           -6.308           10.662           -1.375
           5.8186            3.233          -23.629            7.718
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           4.3633            5.726            3.624            1.726
           2.9792           -2.135           -2.141            1.649
          -0.2504            4.676            2.986            2.100
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.04841           0.6596           -6.472           0.9778
          2.63461          -0.9042           -3.504           0.9261
         -0.55147          -1.1627           -4.784          -0.9772
 rnd_95776.volume rnd_95787.volume
            7.979           -52.53
          -15.669           -46.39
          -13.554           -39.72
Standard Errors of predictions:  
      [,1]   [,2]  [,3]   [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.514 0.8564 1.195 0.8311 1.034 0.4146 0.7544 1.807 1.889 1.516 1.282
[2,] 1.915 1.0393 1.550 1.1358 1.325 0.4906 0.9076 2.165 2.541 2.380 1.571
[3,] 2.187 1.1376 1.815 1.3937 1.549 0.5400 1.0010 2.438 2.842 2.716 1.769
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.244 1.240 1.538 1.292 1.441 1.715 1.193 1.848 1.896 1.312 1.256
[2,] 1.811 1.424 1.945 1.851 1.682 2.491 2.368 2.699 2.506 1.625 1.590
[3,] 2.176 1.638 2.349 2.368 1.896 2.930 2.814 3.493 3.155 1.847 1.806
     [,23]  [,24]  [,25]  [,26] [,27]  [,28] [,29]  [,30]  [,31]  [,32]
[1,] 1.846 0.9498 0.2284 0.9792 1.022 0.4282 0.838 0.2552 0.8805 0.6403
[2,] 2.779 1.2264 0.2842 1.2260 1.296 0.5438 1.163 0.2894 1.1185 0.7555
[3,] 3.390 1.4925 0.3257 1.4362 1.537 0.6342 1.386 0.3154 1.2912 0.8481
      [,33] [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3148 1.042 0.8043 0.7986 1.608 1.155 0.8421 0.3639 0.7066 0.2908
[2,] 0.3943 1.323 1.0716 1.0354 1.881 1.599 1.0326 0.4646 0.8747 0.3531
[3,] 0.4412 1.558 1.2647 1.2594 2.074 1.804 1.1376 0.5145 1.0171 0.3995
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.4447 0.4909 1.190 0.7943 1.035 1.356 2.168 1.175 1.450 1.465 0.6737
[2,] 0.6019 0.6183 1.434 0.9609 1.450 1.555 2.439 1.389 2.240 1.694 0.8329
[3,] 0.6893 0.7244 1.644 1.0791 1.629 1.738 2.610 1.567 2.614 1.846 0.9463
     [,54] [,55] [,56] [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63]
[1,] 1.339 1.268 1.259 0.764 1.128 0.2851 0.980 0.3415 0.8776 0.8293
[2,] 1.998 1.767 1.710 1.337 1.411 0.3398 1.343 0.4175 1.0671 0.9889
[3,] 2.501 2.259 2.077 1.786 1.569 0.3962 1.746 0.4664 1.2656 1.1218
      [,64] [,65]  [,66] [,67]  [,68]  [,69]  [,70] [,71] [,72] [,73]
[1,] 0.9286 1.290 0.4889 1.032 0.6331 0.9031 0.5730 1.440 1.458 1.982
[2,] 1.3399 1.746 0.5988 1.549 0.7530 1.4556 0.6845 1.805 2.009 2.268
[3,] 1.5265 1.989 0.6735 1.809 0.8503 1.8597 0.7744 2.196 2.286 2.465
     [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 1.802 2.514 1.894 1.555 0.3669 1.553 1.281 1.621 0.9063 0.8708 0.4025
[2,] 2.632 2.898 2.656 2.388 0.4557 2.309 1.598 2.196 1.1584 1.0525 0.4956
[3,] 3.020 3.169 3.103 2.882 0.5104 2.923 1.780 2.880 1.3075 1.2341 0.5823
     [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]
[1,] 1.095 0.8331 2.152 2.474 0.3105 0.3032 0.4828 0.5205 0.9957 0.5520
[2,] 1.436 1.0912 2.595 2.812 0.4365 0.5802 0.5814 0.5985 1.2354 0.6456
[3,] 1.708 1.2142 2.906 3.219 0.5728 0.6561 0.6564 0.6779 1.4367 0.7110
      [,95]  [,96] [,97]  [,98]
[1,] 0.2798 0.5966 4.707 0.9592
[2,] 0.3566 0.7427 6.258 1.2982
[3,] 0.4002 0.8294 7.224 1.5258
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.923   1.088   1.517   1.055   1.313   0.5265   0.9579   2.295
[2,] 701.880 352.633 591.225 463.649 495.824 157.0678 302.3032 713.581
[3,] 633.159 277.123 566.439 483.692 480.696 135.1759 252.8113 671.530
         [,9]    [,10]   [,11]  [,12]   [,13]   [,14]  [,15]  [,16]
[1,]    2.399    1.925   1.628   1.58   1.575   1.953   1.64   1.83
[2,] 1017.301 1098.988 544.011 787.83 419.583 713.036 794.40 519.26
[3,]  763.105  784.068 487.229 722.59 484.621 788.594 884.46 524.56
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    2.178    1.515    2.347    2.408   1.666   1.595    2.344   1.206
[2,] 1081.579 1225.171 1178.483  980.983 573.785 583.998 1244.020 464.709
[3,]  924.348  910.127 1327.300 1148.422 526.681 512.749 1162.975 509.460
      [,25]   [,26]   [,27]    [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   0.29   1.243   1.297   0.5438   1.064  0.3241   1.118   0.8131
[2,] 101.26 441.854 477.818 200.7431 483.111 81.7133 413.190 240.0808
[3,]  95.36 448.068 494.365 195.3968 451.787 75.1277 386.355 230.8366
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.3998   1.323   1.021   1.014   2.042   1.466   1.069   0.4621
[2,] 142.1487 488.908 424.138 394.677 584.068 662.821 357.923 173.0277
[3,] 118.5529 492.314 402.207 429.386 523.494 500.175 285.915 132.4248
        [,41]    [,42]    [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   0.8973   0.3692   0.5647   0.6233   1.512   1.009   1.314   1.722
[2,] 308.7734 119.9560 242.9465 225.1902 479.375 323.910 607.922 456.488
[3,] 310.8729 111.9074 201.1403 226.0155 481.604 294.083 444.699 464.913
       [,49]   [,50]    [,51]  [,52]    [,53] [,54]   [,55]   [,56]
[1,]   2.752   1.491    1.841   1.86   0.8555   1.7   1.611   1.599
[2,] 670.413 443.771 1022.555 509.44 293.3205 888.1 736.710 692.846
[3,] 556.112 434.327  806.672 438.85 268.9939 900.7 843.306 706.411
        [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.9702   1.433   0.3621   1.244   0.4337   1.114   1.053   1.179
[2,] 657.2661 507.787 110.6704 550.068 143.8532 363.601 322.650 578.515
[3,] 708.8072 409.943 122.0145 667.884 124.5569 407.498 317.195 438.039
       [,65]    [,66]  [,67]    [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.639   0.6208   1.31   0.8039   1.147   0.7277   1.828   1.851
[2,] 704.069 207.1295 692.14 244.1709 683.727 224.2381 651.640 828.265
[3,] 570.662 184.5997 559.62 236.5648 693.211 216.9463 749.860 653.182
       [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   2.516    2.288   3.192    2.405    1.975   0.4659    1.972   1.627
[2,] 660.973 1149.017 863.260 1115.397 1085.426 161.9399 1023.209 572.378
[3,] 577.677  887.780 768.669  961.060  966.346 137.6125 1073.650 468.974
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]    2.058   1.151   1.106   0.5111   1.391   1.058   2.732   3.142
[2,]  887.401 432.108 353.980 173.2150 556.521 422.065 869.046 800.559
[3,] 1116.096 363.170 385.941 183.1145 553.578 318.907 782.571 938.044
        [,89]   [,90]    [,91]    [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   0.3943   0.385   0.6131   0.6609   1.264   0.7009   0.3553   0.7575
[2,] 183.7353 296.274 193.9247 176.9882 437.969 200.6205 132.4325 264.9871
[3,] 222.1695 183.460 182.5310 190.7048 439.219 178.3525 108.7691 221.1141
        [,97]   [,98]
[1,]    5.978   1.218
[2,] 2469.709 523.953
[3,] 2161.580 480.135
[1] "--- VAR model 2017-10-01 01:01:00  completed"
[1] "Completed training sample:  2017-10-01 01:01:00 - 2017-10-01 09:00:00"
[1] "SpVAR;   training sample:  2017-10-01 01:31:00 - 2017-10-01 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           9.944          -5.742         -43.70         -49.30
          18.085           8.687         -57.43         -51.57
           8.385           7.499         -48.13         -65.78
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -53.53        -5.4237            1.763         -20.6900
         -53.48        -2.3047            2.934           0.4837
         -66.13        -0.9631            4.193          13.3361
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -17.677            8.877           -6.235          -11.176
            1.530          -16.202          -10.057          -20.611
            5.955            4.911            1.109           -4.327
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           13.351          -1.4879           -1.017           -2.337
           -1.018          -2.4632           10.954           20.745
            6.194           0.6571           -8.869           10.586
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.754          18.0753           -2.788            1.026
            3.953           0.1956           14.910           18.867
            7.081          15.1675           -6.514           17.565
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -44.62            2.622          -125.27           -57.86
           -46.88            3.807           -80.88           -56.22
           -36.42           -7.173          -106.54           -50.52
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.761           -55.59           -51.69           -13.55
           -5.686           -52.40           -56.47           -14.80
           -6.027           -55.22           -36.14           -17.28
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -46.63           -3.130           -42.49           -10.30
           -52.89           -3.051           -48.61           -10.25
           -67.58           -4.970           -59.76           -12.05
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.485           -46.49           -50.39           -52.66
          -10.159           -54.86           -46.46           -46.39
           -8.377           -59.45           -54.89           -36.43
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.9158            1.343           -4.363            2.774
           0.6792            5.467            9.239           -1.053
           5.6654           -1.825            5.381            3.657
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3893           -2.956           -27.24           -25.66
           4.6254            1.158           -26.90           -28.37
           2.9706            2.292           -28.25           -30.93
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.155           4.4977            7.604            7.823
            9.950          -0.9082          -17.567            1.718
            6.400          10.6237          -14.964            9.881
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           16.248            1.507           -6.581            6.283
            5.632            8.413            8.555            3.990
           -9.053            7.716          -18.516           10.256
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.678          -18.865         -19.7619          -13.529
            3.688            1.053           0.4061          -15.847
           -0.555           -1.135          -6.3022            4.418
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.821           0.3216         -0.02933          -14.699
          -17.118          -4.4239         -1.25544           -9.573
            3.578          -4.8688          1.22829          -14.217
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1275          -5.0699            4.103           11.760
          -0.4136           0.8674            5.542            1.355
          -0.2666          -8.5300            3.564            2.533
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2832           1.7998           18.606            5.248
          19.8902           0.5742            2.800            3.646
          16.1347           0.2543            4.042            0.227
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.753           1.7835          27.4644             2.30
            9.209           6.7455          10.6503            22.72
            5.598          -0.6045          -0.2783            14.32
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.348            10.46            18.89            36.72
            2.710            27.24            19.20            18.42
            3.106            12.22            27.07            30.87
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            44.85           2.0119            37.10            9.939
            14.97           1.8437            27.74           31.802
            23.21          -0.1483            10.46           19.811
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            40.43           16.949           0.9303           -6.598
            40.75           11.514          -4.1914           -1.267
            28.31            9.171           5.3437            1.439
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
             7.19           -2.328           25.023           14.651
            10.31            6.224            5.016           -5.403
            -3.42            7.131           11.627            3.847
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5624           1.5721           3.5385           2.1184
          -1.1698           4.7985          -0.2676           1.5037
           1.7247          -0.5287           1.1841          -0.9589
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.281            9.746           -6.231            2.483
          -11.438            3.767           -5.943           -3.647
           -5.027           -2.932           -3.363           -2.551
 rnd_95776.volume rnd_95787.volume
           13.065           -47.45
            6.268           -51.33
          -64.305           -51.84
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.636 0.8599 1.434 1.076 1.142 0.3936 0.8158 1.824 1.922 1.430 1.304
[2,] 2.146 1.0257 1.787 1.432 1.464 0.4559 0.9835 2.271 2.604 2.387 1.601
[3,] 2.411 1.1384 2.108 1.689 1.695 0.5113 1.1009 2.555 2.915 2.744 1.761
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.226 1.234 1.547 1.339 1.388 1.875 1.278 1.813 1.897 1.614 1.261
[2,] 1.805 1.479 1.946 1.940 1.659 2.559 2.388 2.792 2.613 1.963 1.641
[3,] 2.192 1.689 2.413 2.478 1.920 3.048 2.877 3.506 3.200 2.201 1.851
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 1.939 1.117 0.2449 1.220 1.255 0.4402 1.033 0.2594 1.104 0.6313
[2,] 3.278 1.450 0.3020 1.534 1.688 0.5589 1.396 0.2947 1.380 0.7513
[3,] 3.950 1.810 0.3451 1.949 1.990 0.6633 1.623 0.3316 1.642 0.8478
      [,33] [,34]  [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3145 1.227 0.9586 1.016 1.676 1.136 0.8875 0.3780 0.6621 0.2766
[2,] 0.4001 1.520 1.2294 1.323 1.941 1.566 1.0771 0.4624 0.8149 0.3565
[3,] 0.4640 1.843 1.4694 1.565 2.158 1.815 1.1828 0.5297 0.9519 0.4105
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.5028 0.6234 1.210 0.8228 1.084 1.369 1.961 1.176 1.430 1.483 0.6738
[2,] 0.6478 0.7457 1.458 0.9845 1.510 1.586 2.334 1.451 2.247 1.732 0.8514
[3,] 0.7359 0.8777 1.656 1.1034 1.688 1.818 2.506 1.618 2.590 1.904 0.9525
     [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]  [,63]
[1,] 1.413 1.299 1.292 0.8351 1.244 0.3006 0.9625 0.3753 0.863 0.8532
[2,] 2.063 1.821 1.751 1.3693 1.515 0.3614 1.3516 0.4532 1.067 1.0015
[3,] 2.606 2.290 2.072 1.7720 1.650 0.4142 1.7577 0.4967 1.274 1.1354
      [,64] [,65]  [,66] [,67]  [,68]  [,69]  [,70] [,71] [,72] [,73]
[1,] 0.9357 1.422 0.5321 1.067 0.6655 0.9102 0.5711 1.622 1.522 2.118
[2,] 1.3636 1.856 0.6317 1.527 0.8129 1.4078 0.6760 1.985 2.165 2.469
[3,] 1.5494 2.101 0.7068 1.811 0.9116 1.8317 0.7698 2.383 2.485 2.737
     [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84]
[1,] 2.044 2.524 2.036 1.676 0.3687 1.548 1.384 1.740 1.020 0.9012 0.4416
[2,] 2.896 2.982 2.806 2.484 0.4637 2.459 1.720 2.319 1.276 1.1055 0.5647
[3,] 3.369 3.331 3.237 3.006 0.5264 3.092 1.963 2.866 1.450 1.2938 0.6550
     [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]
[1,] 1.090 0.9066 2.280 2.373 0.3114 0.3070 0.4577 0.4991 0.9861 0.5616
[2,] 1.398 1.1623 2.802 2.700 0.4301 0.5483 0.5755 0.5949 1.2943 0.6902
[3,] 1.719 1.2942 3.101 3.091 0.5719 0.6544 0.6620 0.6745 1.5093 0.7742
      [,95]  [,96] [,97] [,98]
[1,] 0.2885 0.6181 4.619 1.190
[2,] 0.3604 0.7697 6.122 1.527
[3,] 0.4074 0.8427 7.141 1.777
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]     [,6]    [,7]    [,8]
[1,]   2.078   1.092   1.822   1.366   1.45   0.4998   1.036   2.317
[2,] 896.167 360.821 688.250 610.012 591.85 148.4940 354.518 872.955
[3,] 708.840 318.860 721.698 578.315 550.97 149.3516 319.375 755.167
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    2.441    1.815   1.656   1.557   1.567   1.965   1.701   1.763
[2,] 1133.739 1233.631 599.378 855.235 526.565 761.298 905.904 585.682
[3,]  846.106  873.309 473.352 802.516 526.359 920.986 995.097 624.562
       [,17]    [,18]    [,19]    [,20]  [,21]   [,22]    [,23]   [,24]
[1,]    2.38    1.623    2.302    2.408   2.05   1.601    2.462   1.418
[2,] 1124.01 1301.870 1370.834 1159.651 721.39 677.631 1705.755 597.345
[3,] 1069.06 1035.934 1368.789 1192.986 642.26 553.682 1423.240 698.865
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]    [,32]
[1,]   0.311   1.549   1.594   0.559   1.311  0.3293   1.402   0.8016
[2,] 114.031 600.142 728.025 222.225 606.206 90.3521 534.519 262.9904
[3,] 107.771 775.992 680.363 230.630 534.985 98.0866 574.253 253.4497
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   0.3994   1.558   1.217   1.291   2.128   1.442   1.127   0.48
[2,] 159.6300 579.763 496.762 546.364 632.508 695.996 393.967 171.85
[3,] 151.6952 672.480 519.520 540.205 607.587 591.549 315.440 166.76
        [,41]    [,42]    [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   0.8407   0.3513   0.6385   0.7916   1.536   1.045   1.376   1.739
[2,] 306.5917 145.0941 263.6403 264.0972 525.919 348.852 679.146 516.946
[3,] 317.6482 131.3753 225.3703 298.7990 506.065 321.714 486.873 573.132
       [,49]   [,50]    [,51]   [,52]    [,53]    [,54]   [,55]   [,56]
[1,]   2.491   1.494    1.816   1.883   0.8556    1.794   1.649   1.641
[2,] 816.433 548.217 1118.584 578.326 335.9225  969.948 824.208 762.301
[3,] 589.291 461.647  831.559 510.382 275.6753 1028.406 895.528 715.302
      [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.06   1.579   0.3817   1.222   0.4766   1.096   1.083   1.188
[2,] 700.39 558.149 129.5352 612.453 163.9324 405.014 338.590 640.219
[3,] 726.00 422.521 130.5493 725.336 131.2761 449.252 345.231 474.876
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.806   0.6757   1.354   0.845   1.156   0.7252   2.059   1.933
[2,] 769.272 219.8296 705.445 301.388 693.193 233.4311 739.024 993.376
[3,] 635.359 204.6472 628.221 266.161 756.391 237.6916 850.719 788.394
      [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   2.69    2.596    3.205    2.586    2.128   0.4682    1.966   1.757
[2,] 818.48 1323.844 1025.126 1246.162 1183.128 181.4563 1233.050 659.412
[3,] 762.22 1111.445  957.788 1042.213 1092.833 160.9029 1209.899 610.524
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]   [,88]
[1,]    2.21   1.295   1.144   0.5608   1.384   1.151    2.895   3.014
[2,]  989.28 494.687 413.238 227.0981 564.955 469.428 1051.674 831.104
[3,] 1087.25 444.889 433.841 214.1981 645.972 367.360  856.658 971.272
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]   [,96]
[1,]   0.3955   0.3899   0.5812   0.6338   1.252   0.7131   0.3663   0.785
[2,] 191.4658 293.2154 225.1980 208.9033 541.095 258.9278 139.4623 296.049
[3,] 243.2694 230.5173 211.1032 205.1534 501.160 226.3849 122.5897 221.449
        [,97]   [,98]
[1,]    5.865   1.511
[2,] 2593.735 616.995
[3,] 2372.483 586.423
[1] "--- VAR model 2017-10-01 01:31:00  completed"
[1] "Completed training sample:  2017-10-01 01:31:00 - 2017-10-01 09:30:00"
[1] "SpVAR;   training sample:  2017-10-01 02:01:00 - 2017-10-01 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           30.08           1.886         -71.55         -59.25
           30.60          -1.644         -56.74         -44.36
           34.37          -3.661         -69.95         -74.74
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -61.70         -1.643          -4.2473           13.611
         -56.58         -2.251          -0.7501          -12.703
         -53.83         -1.899          -5.5338           -4.447
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.762           -7.231           -7.870            7.566
            4.019           13.604           -1.110           -8.870
           -3.574           -5.873            2.581           -8.895
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.040            1.351           4.6814          14.7843
            5.034           -3.131          -0.2937           9.8653
            0.913            3.108           8.0892          -0.6898
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.738          -0.7156           -4.058            27.31
           14.933          18.0731           15.695            28.24
           22.467          20.7062           39.952            54.55
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -75.86           0.8607           -156.6           -63.88
           -55.64          -5.0231           -133.1           -65.74
           -76.90          -9.4313           -135.4           -67.92
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.310           -51.86           -72.54           -13.52
           -5.489           -66.88           -67.54           -13.68
           -3.896           -42.24           -86.52           -14.14
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -55.97           -4.796           -37.44           -19.97
           -62.91           -5.164           -58.54           -25.38
           -65.88           -3.924           -39.58           -21.71
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.742           -69.04           -50.15           -59.85
          -16.750           -70.40           -67.95           -57.29
          -13.421           -71.44           -60.78           -49.97
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          11.5781           10.804            2.155            4.076
           0.6111            3.446            2.475           -5.876
          20.9412           -7.430           -5.109            4.950
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4315            2.045           -39.98           -34.26
           3.8538            4.288           -40.77           -40.10
          -0.1642            2.246           -43.10           -38.95
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            11.99            5.655           -41.83            10.24
            24.36           14.191           -24.43            10.86
            10.18           16.325           -34.24            16.75
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -16.138          -10.958           -9.463           -2.416
            2.909          -14.534          -14.528            1.711
           17.431           -8.171          -15.103           20.740
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.618          -38.571           -7.024           -6.118
           10.504            1.098           -6.484           -7.225
            1.225          -15.108           -3.068          -12.454
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.217            6.881            1.459           -6.936
           -6.884           -6.734           -2.798           -7.178
          -15.112           -7.006           -1.911          -12.651
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -4.53495           -3.599           0.3269            4.673
         -0.06709           -9.871          11.6278            5.721
         -2.08608           -7.227           5.8873           -5.963
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.831           1.8682            9.392            3.571
           10.938           0.3448           -4.218           -3.053
            3.737           6.5068            5.960            3.861
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2962            3.431            32.24            32.93
          -1.2405            1.619            31.77            19.66
           8.5607           -3.356            43.41            30.95
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            42.65            37.72            30.51            33.66
            19.54            36.76            43.53            28.31
            28.09            47.11            24.20             1.31
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            60.35          -1.5898            58.26           -1.970
            61.05           0.1719            67.67            4.611
            62.66          -1.9362            67.51           -3.308
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            45.11           -8.965           -4.827           -2.595
            71.33           -6.689          -15.990            3.930
            60.93           -8.003           -6.995           -1.380
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.961           2.1194          -20.947           24.163
          -10.622          -0.8351           -7.868            6.494
           -3.313          -7.7014           -8.736           15.877
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            24.12            26.69            20.53            16.51
            15.46            12.54            14.71            15.33
            13.20            17.71            12.39            14.41
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.147           11.674           -2.968            2.413
           -7.809            3.176           -2.233           -8.906
            3.088           12.142           -2.138           -2.032
 rnd_95776.volume rnd_95787.volume
           -51.25           -59.50
           -64.83           -60.30
           -38.83           -65.72
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.753 0.8652 1.540 1.335 1.391 0.3948 0.8377 1.849 1.990 1.441 1.235
[2,] 2.278 1.0502 2.009 1.873 1.859 0.4449 1.0211 2.271 2.669 2.455 1.555
[3,] 2.627 1.1599 2.439 2.254 2.259 0.4827 1.1261 2.572 3.004 2.837 1.781
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.191 1.224 1.513 1.291 1.549 1.959 1.396 1.816 2.016 1.759 1.273
[2,] 1.837 1.485 2.012 1.993 1.847 2.612 2.516 2.860 2.741 2.231 1.698
[3,] 2.229 1.659 2.522 2.609 2.129 3.261 3.040 3.533 3.318 2.578 1.922
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.434 1.393 0.2453 1.374 1.530 0.4389 1.231 0.2658 1.211 0.6510
[2,] 3.775 1.795 0.2999 1.829 2.078 0.5739 1.733 0.3049 1.559 0.7621
[3,] 4.620 2.187 0.3480 2.204 2.523 0.6887 2.104 0.3411 1.845 0.8635
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3155 1.469 1.186 1.184 1.752 1.192 0.9348 0.3941 0.6608 0.3054
[2,] 0.3994 1.848 1.556 1.555 2.021 1.737 1.1193 0.4695 0.8657 0.3901
[3,] 0.4681 2.250 1.888 1.886 2.285 1.979 1.2292 0.5493 1.0278 0.4389
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.5894 0.6431 1.221 0.8521 1.133 1.402 1.945 1.175 1.482 1.471 0.6658
[2,] 0.7674 0.8251 1.497 1.0312 1.515 1.658 2.318 1.475 2.218 1.679 0.8232
[3,] 0.8911 0.9751 1.700 1.1605 1.694 1.932 2.523 1.632 2.614 1.925 0.9380
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63]
[1,] 1.406 1.420 1.366 0.8238 1.226 0.2904 1.000 0.4081 0.9437 0.9267
[2,] 2.031 1.945 1.798 1.4081 1.465 0.3485 1.437 0.4796 1.1472 1.0699
[3,] 2.628 2.337 2.125 1.8334 1.613 0.4123 1.823 0.5273 1.3244 1.1829
     [,64] [,65]  [,66] [,67]  [,68]  [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 1.058 1.564 0.5482 1.121 0.6907 0.9563 0.5505 1.704 1.600 2.133 2.174
[2,] 1.489 1.998 0.6583 1.624 0.8620 1.4384 0.6740 2.131 2.314 2.501 3.080
[3,] 1.672 2.293 0.7282 1.879 0.9929 1.9147 0.7764 2.504 2.673 2.825 3.572
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]
[1,] 2.487 2.436 1.850 0.3865 1.693 1.468 1.883 0.9728 0.9497 0.4724 1.136
[2,] 2.985 3.144 2.658 0.4808 2.521 1.846 2.418 1.2666 1.1528 0.6017 1.568
[3,] 3.333 3.712 3.131 0.5646 3.165 2.132 2.964 1.4669 1.3217 0.6873 1.842
      [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]
[1,] 0.9125 2.342 2.489 0.4173 0.4118 0.5370 0.5580 1.017 0.5720 0.3057
[2,] 1.1507 2.956 2.851 0.5845 0.6999 0.7471 0.7329 1.302 0.6918 0.3719
[3,] 1.2812 3.238 3.176 0.7599 0.9145 0.9228 0.8659 1.548 0.8058 0.4172
      [,96] [,97] [,98]
[1,] 0.6151 4.669 1.506
[2,] 0.7659 6.334 1.857
[3,] 0.8354 7.344 2.154
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]    2.226   1.099    1.956   1.695   1.767   0.5013   1.064   2.349
[2,] 1061.996 434.586  942.286 959.623 899.938 149.9012 426.380 962.314
[3,]  955.439 359.639 1009.059 915.830 937.934 136.7263 346.776 881.136
         [,9]   [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    2.526    1.83   1.568    1.513   1.555    1.921    1.639   1.967
[2,] 1299.366 1450.92 689.900 1020.623 614.047  968.939 1108.211 734.898
[3,] 1005.795 1038.78 634.527  923.024 539.440 1110.471 1229.323 772.505
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    2.488    1.773    2.306    2.56    2.233   1.616    3.091   1.769
[2,] 1261.432 1528.778 1613.331 1355.36 1002.045 820.172 2106.922 826.498
[3,] 1425.278 1245.505 1515.099 1366.33  943.790 658.521 1944.421 912.586
        [,25]   [,26]    [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.3115   1.745    1.943   0.5574   1.563   0.3375   1.537   0.8267
[2,] 125.9688 881.230 1026.564 269.9605 891.074 109.1236 716.777 289.3283
[3,] 128.8849 897.684 1045.263 278.0001 870.802 111.6540 721.590 296.4018
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.4006   1.865   1.506   1.504   2.225   1.513   1.187   0.5005
[2,] 178.8501 818.553 735.662 735.802 734.685 922.854 449.486 186.2329
[3,] 178.2201 936.731 781.382 778.862 779.780 692.448 370.944 208.2012
        [,41]    [,42]    [,43]    [,44]   [,45]   [,46]   [,47]  [,48]
[1,]   0.8392   0.3879   0.7484   0.8166   1.551   1.082   1.439   1.78
[2,] 408.3630 177.1948 358.8699 377.5302 631.674 424.030 733.876 645.96
[3,] 404.4970 146.8182 330.7560 379.4541 588.085 388.809 554.463 724.73
      [,49]   [,50]    [,51]   [,52]    [,53]    [,54]   [,55]   [,56]
[1,]   2.47   1.492    1.883   1.868   0.8454    1.785   1.803   1.735
[2,] 920.50 651.224 1204.537 589.852 353.4830 1070.859 970.763 852.779
[3,] 727.59 510.422 1009.859 688.775 328.4227 1217.492 945.705 826.960
       [,57]   [,58]    [,59]  [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.046   1.557   0.3687   1.27   0.5182   1.198   1.177   1.344
[2,] 833.928 585.132 140.6875 753.98 183.8995 476.267 390.466 765.207
[3,] 857.345 493.417 160.9484 818.67 160.0839 483.281 368.339 555.720
       [,65]    [,66]   [,67]    [,68]   [,69]   [,70]   [,71]    [,72]
[1,]   1.986   0.6962   1.423   0.8771   1.214   0.699   2.163    2.031
[2,] 907.673 266.1351 857.732 376.5766 784.521 283.987 934.413 1220.765
[3,] 821.482 227.2907 690.469 359.7351 922.780 281.384 960.730  976.567
       [,73]    [,74]    [,75]    [,76]    [,77]    [,78]   [,79]   [,80]
[1,]   2.708    2.761    3.158    3.093    2.349   0.4908    2.15   1.864
[2,] 953.556 1592.704 1205.038 1450.779 1394.031 208.8800 1363.52 816.549
[3,] 960.157 1321.186 1082.689 1442.123 1208.456 216.1109 1397.47 779.157
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    2.391   1.235   1.206   0.5999   1.443   1.159    2.975    3.161
[2,] 1107.453 592.308 477.197 272.0653 788.693 511.949 1316.328 1015.758
[3,] 1252.215 540.273 471.924 242.5997 706.671 411.381  965.164 1021.907
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]
[1,]   0.5299   0.5229   0.6819   0.7085   1.291   0.7264   0.3882
[2,] 298.8453 413.2576 379.2778 347.0339 593.677 284.0945 154.6456
[3,] 354.5815 429.8160 395.4654 336.6789 611.795 301.7985 137.9968
        [,96]    [,97]   [,98]
[1,]   0.7811    5.929   1.913
[2,] 333.2739 3125.638 792.953
[3,] 243.6306 2713.620 796.692
[1] "--- VAR model 2017-10-01 02:01:00  completed"
[1] "Completed training sample:  2017-10-01 02:01:00 - 2017-10-01 10:00:00"
[1] "SpVAR;   training sample:  2017-10-01 02:31:00 - 2017-10-01 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           9.954          -5.523         -71.83         -59.19
           6.655           3.518         -51.22         -78.26
          14.243          -4.059         -43.09         -66.59
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.34         0.9964            5.751          -0.3553
         -58.15         0.7054            7.933           9.8089
         -76.67        -0.7949            5.163         -11.4136
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          4.37326            2.907           -5.936           -26.46
         -0.05524           -2.893            4.431           -10.83
         -5.04500           -1.577            1.189           -22.02
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.472         -12.7345          -16.804           -1.019
            7.781          -0.3169            8.166            8.512
            4.174          -6.2631           -1.593           13.460
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.822            7.089            5.139            28.81
          -11.455          -11.792           31.746            42.24
           26.230            8.622           15.659            29.43
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -69.66           11.463           -129.3           -58.55
           -51.63           -4.550           -183.2           -50.80
           -54.06           -1.113           -126.5           -39.26
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.650           -59.20           -67.62           -15.20
           -7.685           -63.14           -76.61           -12.89
           -9.083           -80.61           -78.88           -15.32
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -51.08           -6.802           -53.48           -20.75
           -70.35           -5.612           -56.71           -22.51
           -79.74           -3.768           -72.37           -23.10
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.13           -64.54           -51.69           -57.07
           -15.87           -66.89           -59.02           -54.24
           -12.97           -95.23           -79.52           -49.82
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.427           -4.155           -1.049           -2.894
            7.764            2.649            5.084           -3.496
            4.078           -1.533            1.431           -4.380
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.744          0.03012           -40.65           -33.58
            2.279          0.57324           -33.91           -38.34
            0.343          2.39685           -35.13           -39.70
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.806          16.3409           -18.99           -3.090
           13.274           0.1415           -28.94           12.774
           16.120           2.4678           -18.23            2.879
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          28.4433           -1.347           -6.458            1.637
           0.8545           -2.392           -1.162           14.115
          12.6559            3.036          -32.143            4.008
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.690          -19.291          -2.9773           -9.597
            4.889           -4.509          -3.6444          -19.914
           -2.155           -4.005          -0.4178            2.248
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -14.068            8.950           1.0615           -5.318
           -3.909           12.080           0.4094          -13.302
           -7.187           -1.406           1.6034           -7.792
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -4.5038           -6.168           -4.884           -4.602
          -0.4803          -11.180           -3.371           -9.153
          -1.1907           -7.721            2.440          -13.329
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -13.965          -0.1378           -3.677           -2.410
            3.903           1.6459            3.770            3.228
          -31.719          -3.3354           -9.208           -3.119
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -12.574           0.2664            9.984            23.57
            7.071           0.9107           12.204             4.41
          -11.489          -1.5429           14.524            14.80
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           30.543           33.463            33.87            65.59
           -4.366           15.492            14.59            62.98
           -8.050            5.798            40.83            45.69
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            39.44          0.05187            27.04           23.294
            57.37          1.99360            44.37            3.082
            30.32          1.89380            48.16          -12.372
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            32.11           -2.581          -1.7708           -3.586
            44.19           -3.936          -7.0413            5.408
            41.77            2.527           0.6702           -1.519
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.050            4.255            10.20            18.24
            2.208           -1.412           -10.61            25.91
           -6.358           -1.046           -17.45            22.21
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           11.916            17.30            17.60           21.333
            9.845            12.68            13.13           11.289
            7.208            11.19            16.46            6.771
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.847            8.243           -7.339           -3.371
           -2.694            6.080           -8.086           -6.824
            6.529            2.426           -7.005            3.026
 rnd_95776.volume rnd_95787.volume
           34.154           -63.78
          -60.772           -56.98
           -8.433           -50.79
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.956 0.8787 1.926 1.468 1.599 0.3111 0.8957 1.863 2.024 1.362 1.242
[2,] 2.497 1.1048 2.462 2.057 2.129 0.3517 1.0927 2.309 2.776 2.414 1.558
[3,] 2.852 1.2352 2.848 2.513 2.594 0.3875 1.2139 2.650 3.130 2.800 1.837
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.235 1.244 1.469 1.402 1.573 1.928 1.521 1.820 2.056 2.266 1.316
[2,] 1.914 1.542 2.018 2.019 1.892 2.686 2.644 2.925 2.762 2.793 1.681
[3,] 2.348 1.761 2.545 2.659 2.175 3.391 3.125 3.615 3.390 3.133 1.939
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.046 1.638 0.2600 1.543 1.776 0.4937 1.488 0.2722 1.294 0.6421
[2,] 4.878 2.123 0.3217 2.100 2.364 0.6245 2.081 0.3209 1.838 0.7736
[3,] 5.777 2.564 0.3767 2.602 2.917 0.7493 2.493 0.3545 2.131 0.9020
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3462 1.548 1.382 1.531 1.930 1.234 0.9561 0.4485 0.6916 0.3284
[2,] 0.4377 1.924 1.772 1.958 2.220 1.711 1.1685 0.5388 0.9055 0.4040
[3,] 0.5202 2.448 2.184 2.378 2.485 1.943 1.2789 0.6236 1.0706 0.4584
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.7701 0.8735 1.220 0.8524 1.116 1.489 1.901 1.121 1.467 1.539 0.6033
[2,] 0.9979 1.1345 1.499 1.0555 1.455 1.793 2.333 1.453 2.180 1.832 0.7783
[3,] 1.1403 1.3202 1.773 1.2603 1.655 2.043 2.595 1.598 2.597 2.103 0.8948
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63]
[1,] 1.458 1.465 1.362 0.8094 1.255 0.3056 1.051 0.4527 0.9678 0.9741
[2,] 2.037 1.936 1.791 1.3862 1.489 0.3639 1.517 0.5180 1.1588 1.1427
[3,] 2.566 2.314 2.164 1.8443 1.653 0.4127 1.814 0.5869 1.3926 1.2440
     [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 1.066 1.665 0.5911 1.138 0.7243 1.013 0.5844 1.828 1.830 2.188 2.317
[2,] 1.506 2.191 0.7070 1.688 0.9136 1.577 0.6947 2.362 2.484 2.682 3.315
[3,] 1.678 2.503 0.7781 1.987 1.0635 2.052 0.7857 2.770 2.847 3.076 3.829
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85]
[1,] 2.502 2.489 1.945 0.3889 1.788 1.391 2.097 1.000 0.9716 0.5479 1.193
[2,] 2.982 3.213 2.794 0.4970 2.792 1.759 2.517 1.320 1.1657 0.6966 1.670
[3,] 3.403 3.960 3.325 0.5882 3.410 2.099 3.129 1.499 1.3331 0.7965 1.901
      [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]
[1,] 0.9401 2.344 2.442 0.5218 0.6012 0.6617 0.6437 1.011 0.5995 0.3111
[2,] 1.1766 3.010 2.748 0.7591 0.8867 0.9757 0.8962 1.322 0.7541 0.3766
[3,] 1.3152 3.404 3.164 0.9774 1.1500 1.1922 1.0945 1.557 0.8667 0.4206
      [,96] [,97] [,98]
[1,] 0.5874 4.695 1.734
[2,] 0.7995 6.596 2.211
[3,] 0.8614 7.696 2.557
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.484   1.116    2.446    1.864    2.031   0.395   1.137    2.366
[2,] 1315.004 567.145 1298.171 1220.054 1190.399 138.920 530.029 1154.701
[3,] 1166.607 467.685 1213.067 1223.230 1254.196 137.807 447.627 1100.966
        [,9]   [,10]   [,11]    [,12]  [,13]    [,14]   [,15]   [,16]
[1,]    2.57    1.73   1.577    1.569   1.58    1.866    1.78   1.997
[2,] 1608.56 1688.15 797.253 1237.761 771.65 1170.852 1230.27 890.824
[3,] 1224.85 1201.28 823.054 1151.464 719.53 1313.057 1464.98 907.465
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    2.449    1.932    2.312    2.61    2.877   1.672    3.867    2.08
[2,] 1583.499 1831.556 1938.610 1562.20 1383.338 885.845 3226.338 1143.37
[3,] 1751.976 1409.781 1799.396 1663.61 1201.644 818.436 2620.773 1217.05
        [,25]    [,26]    [,27]    [,28]   [,29]    [,30]    [,31]
[1,]   0.3302    1.959    2.256   0.6269    1.89   0.3456    1.643
[2,] 160.3835 1206.812 1321.435 323.8905 1232.09 143.9871 1105.189
[3,] 165.8827 1300.410 1446.446 350.5342 1162.37 127.5010  913.019
        [,32]    [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]
[1,]   0.8154   0.4396    1.966    1.755    1.944   2.451    1.567   1.214
[2,] 365.3090 226.7014  967.140  938.832 1032.943 929.680 1003.710 568.840
[3,] 392.7268 238.0310 1282.175 1081.558 1142.721 944.212  780.029 440.071
        [,40]    [,41]   [,42]    [,43]   [,44]  [,45]   [,46]   [,47]
[1,]   0.5695   0.8782   0.417   0.9779   1.109   1.55   1.082   1.418
[2,] 252.7683 494.9218 199.312 537.3835 613.024 736.62 527.038 790.113
[3,] 265.9299 483.5976 183.426 467.2260 571.768 802.23 583.268 666.980
      [,48]    [,49]   [,50]    [,51]   [,52]    [,53]    [,54]    [,55]
[1,]   1.89    2.414   1.424    1.863   1.955   0.7661    1.852    1.861
[2,] 846.42 1145.593 782.819 1365.542 840.582 416.3543 1203.950 1071.032
[3,] 829.03  960.733 562.794 1194.838 874.700 373.7707 1321.646 1072.988
        [,56]    [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]
[1,]    1.729    1.028   1.593   0.388   1.334   0.5748   1.229   1.237
[2,]  984.727  952.920 679.731 167.259 926.477 213.2433 539.767 505.940
[3,] 1028.760 1030.062 607.965 164.922 842.760 233.5432 653.986 416.278
       [,64]    [,65]    [,66]    [,67]    [,68]    [,69]    [,70]
[1,]   1.353    2.114   0.7507    1.446   0.9197    1.286   0.7421
[2,] 901.544 1206.631 328.4403 1055.914 471.5220 1023.702 318.0355
[3,] 627.088 1025.173 274.9906  886.270 460.8900 1111.791 310.8420
        [,71]    [,72]    [,73]    [,74]    [,75]   [,76]   [,77]    [,78]
[1,]    2.321    2.323    2.779    2.942    3.177    3.16    2.47   0.4938
[2,] 1265.902 1423.111 1312.850 2008.007 1374.006 1720.51 1697.96 262.0135
[3,] 1225.460 1178.073 1275.052 1621.740 1388.173 1960.44 1526.73 266.4173
       [,79]   [,80]    [,81]  [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    2.27   1.766    2.663   1.27   1.234   0.6957   1.515   1.194
[2,] 1816.32 911.623 1178.346 729.40 545.385 364.2539 989.684 599.068
[3,] 1656.96 970.122 1574.824 602.11 547.638 327.0405 768.721 497.642
        [,87]    [,88]    [,89]    [,90]    [,91]    [,92]   [,93]
[1,]    2.977    3.101   0.6627   0.7634   0.8403   0.8173   1.283
[2,] 1597.993 1065.978 466.8529 551.8772 607.1027 528.0455 721.836
[3,] 1347.377 1329.283 521.3252 620.1387 580.2261 531.9935 696.665
        [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.7612   0.3951   0.7459    5.962    2.202
[2,] 387.3165 179.5916 459.2653 3923.292 1160.654
[3,] 361.8393 158.6828 271.5484 3356.512 1087.300
[1] "--- VAR model 2017-10-01 02:31:00  completed"
[1] "Completed training sample:  2017-10-01 02:31:00 - 2017-10-01 10:30:00"
[1] "SpVAR;   training sample:  2017-10-01 03:01:00 - 2017-10-01 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.974          0.3356         -50.32         -40.40
          14.056          6.9707         -76.74         -49.09
          24.283         -2.8284         -31.34         -50.78
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -64.20       -0.06246            0.933          -9.3929
         -49.93       -2.54408           12.956           0.6345
         -52.69       -1.89293            5.625         -10.3095
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.263            7.674           -3.148           -13.63
           12.589          -11.368           -1.132           -14.20
          -30.744           -3.596            3.351           -11.24
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3954           -1.197          -7.9495           15.358
          11.9227           -4.044          -0.9208           -7.495
           8.3734            9.370           3.1960          -11.751
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            6.080            8.662          -30.107            13.36
           -3.213           -3.899            2.222            20.78
           -2.149           -9.897           17.078            18.03
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -51.53          -16.095           -81.03           -57.31
           -94.59          -12.606           -99.23           -51.42
           -56.46            2.763          -183.59           -56.67
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.109           -57.93           -59.10           -17.47
           -8.641           -34.58           -36.59           -12.31
          -10.141           -53.48           -63.30           -15.58
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.92           -7.990           -79.22           -24.75
           -61.66           -7.059           -62.17           -26.94
           -28.93           -8.699           -44.57           -23.48
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.97           -29.33           -51.78           -59.02
           -13.40           -54.69           -59.80           -36.60
           -12.08           -51.96           -63.66           -85.88
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.694          -7.9533            6.439           0.0126
            6.389           6.4463            6.641           2.1183
           -9.447           0.7111           -2.299           0.4964
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -0.434          -2.9419           -46.85           -43.51
           -4.918           0.5961           -29.46           -33.70
           12.764           1.4944           -35.50           -37.05
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.788           -1.920           -17.60          -9.4236
            4.740            8.952           -37.87           0.3814
           14.467           13.633           -18.89          10.0399
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           21.016           3.8735           -4.127           -2.913
           -4.090           0.8835          -32.957           13.168
            7.679          -7.8595          -21.008           12.852
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.5647           -7.945           -1.939          -11.243
           0.2574          -26.200          -11.448          -11.582
          -6.7435          -23.942           -5.751           -0.897
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -15.400          -0.8278         2.226733            3.365
           -8.314           4.6420         2.336996          -21.905
          -10.257           1.3275         0.003164          -18.441
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.251          -11.378            0.311          -15.440
           -1.954          -14.353            2.673           -6.124
            1.546           -1.703            8.494          -18.730
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.708            3.623           -9.864            2.148
          -18.766           -4.085           -9.977           -2.362
          -10.625            3.194           -9.556           -4.075
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.024           -3.113            51.09            8.631
           -5.748            1.285            24.61           29.360
           -5.131           -1.354            31.93           13.904
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -19.043           -26.56           -5.207          -0.8276
           -8.094            20.42           23.545           1.6636
           19.432            35.38           10.840          38.3773
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           26.152            1.811           33.080           14.175
           -3.025           -1.561           -4.630           12.347
           40.602            4.064            6.804           -2.172
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            19.61           4.4005           11.414          3.78677
            19.29           6.4449           -5.161          2.61049
            18.69          -0.4796           -2.196          0.05547
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.669           -5.037           43.895          -22.109
           -9.550            3.502           -7.433           13.132
            9.828            7.764           28.931            8.653
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            17.57            26.10            19.08            17.05
            22.03            26.36            25.99            25.04
            14.81            25.28            26.97            29.18
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.274            1.457           -7.277          -0.5224
            6.102            6.550           -9.017          -0.0521
           -8.956            6.161           -7.668          -3.8995
 rnd_95776.volume rnd_95787.volume
           -18.23           -55.62
           -37.51           -20.33
           -52.78           -55.88
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.130 0.962 2.241 1.669 1.941 0.2510 0.947 1.964 2.147 1.401 1.285
[2,] 2.729 1.228 2.816 2.362 2.591 0.2811 1.138 2.447 2.798 2.467 1.647
[3,] 3.107 1.376 3.282 2.808 3.063 0.3051 1.293 2.749 3.237 2.898 1.922
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.285 1.282 1.544 1.508 1.656 2.091 1.613 1.946 2.356 2.631 1.340
[2,] 2.031 1.548 2.096 2.114 1.994 2.873 2.807 3.042 3.115 3.178 1.662
[3,] 2.394 1.772 2.561 2.733 2.311 3.545 3.318 3.774 3.800 3.541 1.875
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.623 1.874 0.2805 1.913 2.103 0.5462 1.703 0.2807 1.614 0.6784
[2,] 5.601 2.337 0.3483 2.584 2.740 0.6748 2.393 0.3304 2.289 0.8303
[3,] 6.771 2.855 0.4075 3.211 3.295 0.7997 2.891 0.3640 2.687 0.9692
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3521 2.164 1.568 1.639 2.064 1.396 1.029 0.5021 0.8964 0.3768
[2,] 0.4446 2.640 2.099 2.173 2.445 1.904 1.233 0.6041 1.1112 0.4739
[3,] 0.5322 3.270 2.508 2.692 2.756 2.133 1.376 0.6980 1.2690 0.5292
      [,43] [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.8567 1.034 1.274 0.9293 1.120 1.474 1.833 1.085 1.603 1.554 0.6760
[2,] 1.1233 1.340 1.496 1.1279 1.522 1.815 2.276 1.382 2.272 1.878 0.8026
[3,] 1.3242 1.537 1.805 1.3263 1.672 2.189 2.603 1.562 2.631 2.156 0.9069
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64]
[1,] 1.492 1.475 1.472 0.8318 1.258 0.3114 1.035 0.4582 1.007 1.073 1.070
[2,] 2.189 2.012 1.862 1.4041 1.561 0.3662 1.580 0.5235 1.233 1.244 1.547
[3,] 2.697 2.389 2.254 1.9239 1.750 0.4252 1.845 0.6103 1.443 1.345 1.743
     [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.792 0.5704 1.248 0.7821 1.095 0.5992 1.808 1.899 2.337 2.408 2.661
[2,] 2.419 0.7059 1.735 0.9695 1.592 0.7179 2.525 2.496 2.926 3.574 3.256
[3,] 2.787 0.8090 2.043 1.1373 2.066 0.8062 3.003 2.965 3.302 4.257 3.692
     [,76] [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85] [,86]
[1,] 2.664 2.210 0.3673 1.888 1.511 2.023 1.034 0.9631 0.5932 1.261 1.116
[2,] 3.428 2.932 0.5017 2.964 1.885 2.649 1.420 1.2086 0.7634 1.807 1.355
[3,] 4.065 3.475 0.6059 3.639 2.210 3.241 1.594 1.3642 0.8555 2.076 1.532
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96]
[1,] 2.578 2.467 0.6048 0.7242 0.8411 0.7986 1.046 0.6784 0.3265 0.6220
[2,] 3.248 2.946 0.8986 1.0398 1.1912 1.1389 1.342 0.8599 0.3875 0.8008
[3,] 3.780 3.346 1.2363 1.3272 1.4442 1.3646 1.638 1.0294 0.4284 0.8777
     [,97] [,98]
[1,] 5.044 2.178
[2,] 6.726 2.707
[3,] 7.725 3.134
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]    [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    2.704   1.222    2.846    2.12    2.465   0.3187   1.202    2.494
[2,] 1575.581 704.425 1575.450 1542.97 1585.215 116.8558 582.662 1348.012
[3,] 1372.765 574.639 1555.166 1403.42 1507.327 109.6239 567.155 1156.506
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]    [,16]
[1,]    2.726    1.779   1.632    1.632   1.628    1.96    1.916    2.103
[2,] 1656.448 1874.771 951.096 1452.309 801.502 1309.31 1368.236 1025.103
[3,] 1502.825 1404.750 915.390 1171.204 795.081 1359.34 1598.957 1079.561
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]  [,23]   [,24]
[1,]    2.655    2.048    2.471    2.992    3.342   1.701    4.6    2.38
[2,] 1820.076 2121.799 2159.351 1882.319 1645.594 908.547 3944.4 1288.76
[3,] 1917.139 1632.529 2061.725 2009.174 1442.689 800.473 3513.6 1514.27
        [,25]    [,26]   [,27]    [,28]    [,29]    [,30]   [,31]    [,32]
[1,]   0.3562    2.429    2.67   0.6936    2.162   0.3564    2.05   0.8615
[2,] 190.7113 1604.301 1622.29 365.9729 1553.031 160.8896 1498.95 442.0047
[3,] 195.2492 1759.517 1689.72 396.1729 1497.239 141.2397 1298.46 461.7280
        [,33]    [,34]    [,35]    [,36]   [,37]    [,38]   [,39]    [,40]
[1,]   0.4472    2.749    1.992    2.081    2.62    1.773   1.306   0.6376
[2,] 250.6338 1395.526 1287.999 1318.245 1211.84 1195.476 628.071 310.1896
[3,] 270.1864 1781.417 1267.741 1467.139 1173.84  887.704 562.828 322.8406
       [,41]    [,42]   [,43]   [,44]   [,45]  [,46]   [,47]    [,48]
[1,]   1.138   0.4785   1.088   1.313   1.618   1.18   1.423    1.872
[2,] 606.531 265.3229 670.944 787.749 723.723 590.25 951.885  977.273
[3,] 565.938 217.5592 647.612 694.880 932.913 644.39 638.182 1130.433
        [,49]   [,50]    [,51]   [,52]    [,53]    [,54]    [,55]    [,56]
[1,]    2.328   1.378    2.036   1.973   0.8584    1.894    1.873    1.869
[2,] 1245.541 790.023 1486.432 973.845 399.4919 1479.639 1264.475 1052.475
[3,] 1167.331 672.339 1226.143 978.598 389.9666 1453.861 1188.406 1174.457
        [,57]   [,58]    [,59]    [,60]    [,61]   [,62]   [,63]    [,64]
[1,]    1.056   1.598   0.3955    1.314   0.5819   1.279   1.362    1.359
[2,] 1044.540 852.920 177.8733 1102.192 233.8608 656.389 581.566 1031.573
[3,] 1214.599 731.069 199.6072  880.692 289.6655 693.096 472.297  742.327
        [,65]    [,66]    [,67]    [,68]   [,69]    [,70]    [,71]
[1,]    2.276   0.7244    1.584   0.9931    1.39   0.7609    2.296
[2,] 1500.749 383.9483 1113.294 529.0845 1068.10 365.0469 1628.126
[3,] 1277.723 365.0668  996.997 549.0795 1216.09 338.7483 1501.238
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
[1,]    2.412    2.967    3.058    3.379    3.382    2.806   0.4665
[2,] 1494.777 1627.091 2439.166 1731.693 1993.271 1779.291 315.5855
[3,] 1479.191 1411.689 2135.184 1608.438 2017.636 1723.019 313.6579
        [,79]    [,80]    [,81]   [,82]   [,83]    [,84]    [,85]   [,86]
[1,]    2.397    1.919    2.569   1.312   1.223   0.7532    1.601   1.417
[2,] 2109.820 1040.937 1579.025 898.742 674.329 443.7674 1194.930 709.710
[3,] 1950.800 1064.263 1724.751 669.361 584.277 356.5508  945.296 660.639
        [,87]    [,88]    [,89]    [,90]   [,91]   [,92]   [,93]    [,94]
[1,]    3.274    3.133   0.7679   0.9196   1.068   1.014   1.328   0.8615
[2,] 1823.894 1485.802 613.7685 689.0190 778.990 749.890 776.144 488.0089
[3,] 1786.679 1466.225 784.1109 761.6156 754.020 694.046 867.668 522.4872
        [,95]    [,96]    [,97]    [,98]
[1,]   0.4145   0.7898    6.405    2.765
[2,] 192.7863 465.7877 4109.096 1485.479
[3,] 168.6985 331.7633 3507.824 1458.476
[1] "--- VAR model 2017-10-01 03:01:00  completed"
[1] "Completed training sample:  2017-10-01 03:01:00 - 2017-10-01 11:00:00"
[1] "SpVAR;   training sample:  2017-10-01 03:31:00 - 2017-10-01 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          17.854         -11.357         -51.92        -103.43
           5.264           5.417         -71.15         -54.72
          -8.178          -4.065         -48.39         -60.98
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -49.46        -0.2369            1.399          -10.706
         -82.18        -1.5835            8.567           -9.478
         -64.38        -1.2717           14.107          -12.602
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -20.174          -12.716           11.372           -29.70
           -7.909           -5.440            2.557           -16.83
            4.779           -1.833            5.714           -22.85
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           17.321           -5.750           -7.644            18.25
            2.852          -14.904          -14.320            13.62
           19.059           -8.917           -9.244             5.92
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            -1.36          -22.816          -16.115            25.58
           -12.12           10.948           -8.118            13.42
            11.09           -4.362          -21.190            26.98
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -80.97           15.367           -17.85           -36.03
           -84.40           -7.599          -152.59           -74.89
           -39.54          -13.711          -178.83           -63.45
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.633           -52.07           -58.72          -15.465
           -6.715           -43.35           -68.32          -14.549
           -8.282           -57.70           -73.92           -8.832
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -83.25           -4.349           -62.73           -28.48
           -47.25           -6.662           -67.77           -30.59
           -50.77           -5.176           -56.92           -28.49
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -11.153           -67.68           -58.64           -69.52
          -12.152           -27.90           -68.87           -50.78
           -8.228           -68.20           -60.03           -59.66
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -12.90            9.163            5.374           -1.738
           -12.09          -19.617            8.697           -1.904
            18.26            5.475            2.502           -2.260
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.317           1.7097           -29.68           -50.64
            1.742          -1.4632           -24.33           -36.74
            5.050          -0.6222           -32.50           -22.83
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.864           11.646           -17.96          -11.720
            9.809            6.932           -38.78           -3.466
           12.850            9.671           -29.76           13.506
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -24.936           -9.560          -33.393            1.876
           22.664           -2.960           -7.856           15.291
            3.182           -9.517          -25.452            4.274
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.0284          -22.221           -10.11         -10.0630
          -4.7434          -17.597           -17.77         -15.2093
          -0.8012           -7.881           -11.46          -0.7369
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.276          -13.257           0.6677          -8.3566
          -18.109            6.776          -0.5682           0.9911
          -16.158            4.269          -2.3493         -19.6910
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.571           -8.615            4.826           -8.979
           -4.494           -7.488            9.226            1.034
           -1.099           -1.948           -2.108           -3.959
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          5.35175            1.304           -4.501            5.987
          0.08754            0.954          -17.303            4.235
         -6.11599            5.537           -5.238           -1.726
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.345          -0.9882           14.746          20.1697
           -8.722          -1.1090           11.968          18.2617
            1.246          -2.3673            7.677          -0.6706
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.324           -20.46           39.512         34.76703
           16.616            25.72            6.772         19.18927
            7.989            10.36           26.019          0.05049
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.2146         -4.62250            50.59            1.596
          30.8951          2.51516            19.27            1.932
          20.9536         -0.07537            16.21            2.521
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           32.439           -7.743           -2.966          -0.3403
            5.856            1.556          -11.712           2.8537
           22.938            4.483            7.129           0.1926
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.1761          -1.1357           -18.46           -6.562
         -11.8399          -0.1968            19.12           -8.913
           8.0564           5.7391            17.50           17.082
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.125          11.1808          13.3248           14.556
            4.073          -0.3512           0.1615            7.855
            5.660          10.0369           7.1526           -1.830
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -23.444            9.754           -8.276           3.1529
            7.206            3.874           -8.372          -2.7688
            2.554            3.294           -8.593           0.1974
 rnd_95776.volume rnd_95787.volume
           -79.91           -33.21
           -34.04           -59.68
           -79.05           -80.76
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.229 1.091 2.332 2.057 2.302 0.1686 0.9949 2.146 2.263 1.518 1.352
[2,] 2.993 1.404 3.025 2.870 3.029 0.1967 1.2001 2.593 2.976 2.645 1.706
[3,] 3.433 1.619 3.627 3.326 3.460 0.2173 1.3606 2.887 3.380 3.060 1.998
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.340 1.432 1.614 1.557 1.937 2.301 1.822 2.394 2.659 2.658 1.482
[2,] 2.166 1.707 2.246 2.237 2.341 2.984 2.980 3.406 3.429 3.315 1.858
[3,] 2.575 1.905 2.719 2.881 2.689 3.688 3.497 4.279 4.227 3.860 2.100
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 4.814 2.236 0.2867 2.111 2.315 0.5458 2.099 0.2801 1.894 0.7236
[2,] 6.570 2.820 0.3629 2.884 3.027 0.6849 2.838 0.3352 2.694 0.8927
[3,] 8.178 3.456 0.4307 3.598 3.612 0.8057 3.338 0.3776 3.144 1.0464
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43]
[1,] 0.4054 2.447 1.913 2.082 2.258 1.427 1.106 0.5757 1.062 0.4516 0.9529
[2,] 0.4983 3.094 2.527 2.734 2.621 1.939 1.348 0.7033 1.280 0.5521 1.3086
[3,] 0.5771 3.715 3.014 3.247 3.037 2.279 1.532 0.7967 1.432 0.6159 1.5431
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.294 1.318 1.068 1.254 1.649 2.041 1.142 1.633 1.635 0.7417 1.651
[2,] 1.723 1.564 1.281 1.695 2.036 2.512 1.454 2.337 1.956 0.8774 2.304
[3,] 2.012 1.831 1.469 1.880 2.428 2.977 1.677 2.721 2.241 0.9791 2.863
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.497 1.588 0.8012 1.352 0.3214 1.083 0.4610 1.086 1.124 1.166 2.011
[2,] 2.088 1.998 1.4039 1.685 0.3876 1.686 0.5504 1.312 1.330 1.659 2.641
[3,] 2.498 2.416 1.9354 1.924 0.4447 1.935 0.6447 1.524 1.465 1.908 3.017
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6167 1.344 0.8887 1.115 0.6184 2.126 2.084 2.476 2.566 2.721 2.913
[2,] 0.7553 1.847 1.1240 1.741 0.7528 2.968 2.736 3.196 3.670 3.448 3.725
[3,] 0.8624 2.144 1.2998 2.186 0.8482 3.369 3.286 3.639 4.494 3.938 4.387
     [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 2.323 0.4372 2.096 1.542 2.258 1.140 0.9555 0.6623 1.457 1.224 2.832
[2,] 3.192 0.5934 3.254 1.957 2.900 1.497 1.2061 0.8584 1.924 1.578 3.342
[3,] 3.736 0.6922 3.973 2.298 3.513 1.751 1.3971 0.9938 2.228 1.820 4.000
     [,88]  [,89]  [,90]  [,91] [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.605 0.7188 0.8486 0.9115 0.862 1.135 0.8426 0.3303 0.6234 5.315
[2,] 3.099 1.0933 1.2584 1.3096 1.209 1.462 1.0601 0.3858 0.8020 7.022
[3,] 3.582 1.4172 1.5975 1.6738 1.547 1.788 1.2316 0.4271 0.8868 8.191
     [,98]
[1,] 2.457
[2,] 3.056
[3,] 3.522
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    2.83   1.385    2.962    2.612    2.923   0.2141   1.263    2.725
[2,] 2241.47 990.437 2161.688 2245.804 2207.598 113.5544 752.650 1632.283
[3,] 1885.76 906.021 2243.789 1884.969 1876.674 103.7385 719.094 1424.449
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    2.873    1.928    1.717    1.702    1.818    2.049    1.977
[2,] 2168.893 2429.925 1167.882 1908.627 1042.496 1752.713 1800.910
[3,] 1797.186 1724.511 1166.297 1561.774  948.032 1718.925 2036.612
       [,16]    [,17]    [,18]   [,19]    [,20]    [,21]    [,22]    [,23]
[1,]    2.46    2.922    2.313    3.04    3.377    3.375    1.882    6.113
[2,] 1474.33 2130.607 2645.628 2718.05 2427.958 2221.980 1257.047 5015.675
[3,] 1484.31 2431.739 2051.774 2904.89 2773.052 2219.267 1097.851 5461.280
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    2.839   0.3641    2.681    2.939   0.6931    2.665   0.3557
[2,] 1928.574 249.6117 2204.099 2188.103 463.9276 2141.862 206.3943
[3,] 2240.534 260.0992 2413.074 2210.444 476.1092 1972.316 194.9882
        [,31]    [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    2.405   0.9189   0.5149    3.108    2.429    2.644    2.867
[2,] 2149.112 586.3460 324.9189 2122.893 1851.445 1987.161 1493.401
[3,] 1818.928 612.4094 326.6197 2307.131 1843.055 1964.774 1719.201
        [,38]   [,39]    [,40]   [,41]    [,42]   [,43]    [,44]    [,45]
[1,]    1.812   1.405   0.7311   1.349   0.5735    1.21    1.643    1.674
[2,] 1473.249 863.378 453.1478 801.252 356.1107 1005.93 1276.384  944.874
[3,] 1343.148 817.194 419.7888 720.468 306.2795  917.38 1166.296 1067.238
       [,46]    [,47]    [,48]    [,49]   [,50]    [,51]    [,52]    [,53]
[1,]   1.356    1.593    2.094    2.592    1.45    2.073    2.076   0.9419
[2,] 794.244 1279.240 1340.740 1643.601 1010.33 1875.495 1204.408 525.7029
[3,] 805.935  912.494 1483.337 1791.716  937.95 1562.717 1226.272 487.4081
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    2.096    1.901    2.016    1.017    1.717   0.4081    1.376
[2,] 1803.352 1631.797 1359.999 1293.007 1128.826 243.0532 1449.485
[3,] 1906.553 1539.096 1524.619 1494.305 1040.418 244.4484 1065.224
        [,61]   [,62]   [,63]    [,64]    [,65]    [,66]    [,67]   [,68]
[1,]   0.5853   1.379   1.427    1.481    2.554   0.7831    1.706   1.128
[2,] 337.2649 826.948 798.697 1323.886 1919.496 489.1093 1420.968 771.918
[3,] 376.6248 867.998 687.876 1057.208 1636.671 466.8989 1221.929 732.078
        [,69]    [,70]  [,71]    [,72]    [,73]    [,74]    [,75]    [,76]
[1,]    1.416   0.7853    2.7    2.647    3.144    3.258    3.455    3.699
[2,] 1500.125 481.4137 2323.5 1988.180 2267.311 2942.510 2374.792 2605.091
[3,] 1482.570 438.3814 1786.3 2040.541 1951.550 2910.482 2135.441 2599.236
        [,77]    [,78]    [,79]    [,80]    [,81]    [,82]   [,83]   [,84]
[1,]    2.949   0.5552    2.662    1.958    2.868    1.447   1.213   0.841
[2,] 2455.918 449.9975 2791.823 1351.890 2040.910 1088.227 825.499 612.483
[3,] 2178.335 399.8873 2556.121 1351.093 2223.689 1019.741 791.001 561.714
       [,85]    [,86]    [,87]    [,88]     [,89]    [,90]    [,91]
[1,]    1.85    1.555    3.596    3.308    0.9128    1.078    1.157
[2,] 1410.29 1115.898 1990.793 1883.257  923.9807 1042.213 1054.748
[3,] 1259.24 1017.945 2464.597 2013.706 1011.4765 1103.757 1169.203
        [,92]    [,93]  [,94]    [,95]    [,96]   [,97]    [,98]
[1,]    1.095    1.442   1.07   0.4195   0.7916    6.75    3.121
[2,]  951.458 1033.145 721.55 223.5483 565.8471 5146.33 2037.256
[3,] 1081.221 1155.062 703.19 205.5609 424.4498 4731.03 1964.550
[1] "--- VAR model 2017-10-01 03:31:00  completed"
[1] "Completed training sample:  2017-10-01 03:31:00 - 2017-10-01 11:30:00"
[1] "SpVAR;   training sample:  2017-10-01 04:01:00 - 2017-10-01 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.029          -4.605         -67.87         -63.65
          -4.434          -5.439         -60.29         -83.38
          14.590          -2.998         -70.67         -56.87
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -66.64        -0.2495          -3.2874           -5.458
         -54.00        -0.4903           3.4100           -3.776
         -84.62        -0.4843           0.3671           -5.704
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -14.574          -18.266          -14.773           -15.40
          -16.468          -10.429           -5.518           -25.23
            5.021           -4.459           -5.922           -15.09
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.947          -7.0251            7.205           -18.16
           -0.480           0.6551          -15.085            17.13
            2.096         -10.9463           -1.008            19.29
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -11.25         -20.6495          -19.353           19.726
           -17.76         -12.1924           -6.295           -4.959
             8.86           0.8283          -29.415           13.129
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -73.20           0.6546           -157.4           -59.02
           -50.50          -1.5929           -160.4           -82.89
           -80.05         -17.1391           -111.0           -64.50
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.967           -65.27           -48.31           -25.55
           -6.761           -68.06           -97.12           -18.92
           -5.343           -83.54           -78.02           -28.85
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.09           -8.157           -99.80           -32.86
           -74.20           -7.513           -59.64           -31.20
           -58.54           -6.708           -97.26           -35.95
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.15           -82.97           -70.62           -51.66
           -12.63           -45.61           -71.23           -94.76
           -16.00           -89.06           -74.34           -72.62
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5206           -1.989            5.273            4.099
          -8.3069          -15.967            8.345            3.516
          -2.9108           -2.478            4.951           -6.210
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            9.910           0.4735           -35.27           -38.92
           -9.932           5.3650           -42.97           -31.98
            2.440           0.5598           -36.44           -61.54
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.535          -0.6241           -35.16           15.042
            4.276          -0.7263           -22.07           20.829
           17.315          -1.6167           -33.76            2.447
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.651            5.523           -21.68           12.154
           36.170          -11.131           -25.38            8.684
            3.308            5.387            14.72            3.908
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2423          -26.119           -16.96          -15.844
          -2.0298          -14.895           -10.99          -15.476
          -3.6399           -5.954           -23.72           -7.518
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -16.248            7.734         -0.09631           -18.01
          -20.468            1.052         -2.05737           -14.25
           -8.178            9.323         -2.31117            -6.94
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.104           -13.81           7.1545          -15.787
           -2.172           -12.62          -0.9069           -5.473
            1.066            -7.60           4.4600          -13.381
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -16.152          -6.4407           -5.816           -2.224
           -2.084           2.1235          -10.498           -8.440
           -1.037          -0.6008           -2.012            2.219
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.966            1.390          -15.737           -10.89
          -14.225           -3.099           14.914           -15.70
           -3.247           -1.377            6.365            10.64
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.910           -13.20            14.08           43.392
           -6.315           -18.85            32.54           22.475
          -33.691           -23.31            12.03            7.462
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.953           1.3235            27.24            4.612
            6.161           0.2527            20.05           -3.774
            8.642          -0.2895            16.98            5.536
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.493           -6.421           -8.746            2.737
           37.213            5.111           -1.196           -1.451
           -6.541           -5.235           -1.478           -2.401
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.425           -2.588           -5.845           -4.429
            2.609           -4.286           28.518          -24.759
          -13.818          -12.859            3.333            3.114
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.5944            6.718            6.698          11.9091
          -4.0989            7.777            2.361          -0.5872
          -0.2784            4.546            9.114          13.2314
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -6.5327            4.383          -12.660          -1.0098
         -12.7499            5.885           -8.497           0.3572
          -0.0674            6.817          -10.959           1.1584
 rnd_95776.volume rnd_95787.volume
           -76.92           -63.60
            15.05           -80.53
           -36.33           -51.41
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.450 1.155 2.643 2.405 2.865 0.1376 1.075 2.263 2.692 1.894 1.471
[2,] 3.257 1.486 3.405 3.346 3.627 0.1702 1.315 2.678 3.290 2.879 1.865
[3,] 3.725 1.761 4.129 3.949 4.167 0.1914 1.477 3.032 3.766 3.345 2.151
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.477 1.476 1.689 1.574 2.101 2.333 2.055 2.727 3.022 3.313 1.872
[2,] 2.496 1.831 2.575 2.488 2.602 3.107 3.194 3.725 3.832 4.166 2.353
[3,] 2.873 2.036 3.016 3.114 2.992 3.929 3.897 4.551 4.510 4.907 2.676
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 5.327 2.612 0.2921 2.573 2.796 0.6018 2.358 0.2834 2.262 0.7767
[2,] 7.167 3.246 0.3843 3.660 3.534 0.7399 3.259 0.3481 3.135 0.9309
[3,] 8.878 3.895 0.4578 4.305 4.232 0.8868 3.969 0.3921 3.599 1.1166
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.4528 2.823 2.418 2.639 2.524 1.611 1.376 0.6272 1.249 0.5607 1.258
[2,] 0.5591 3.586 2.983 3.305 2.978 2.169 1.649 0.7851 1.493 0.6737 1.661
[3,] 0.6497 4.250 3.578 3.796 3.370 2.501 1.899 0.9122 1.658 0.7390 1.918
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.620 1.356 1.113 1.345 1.768 2.303 1.235 1.890 1.847 0.7452 1.796
[2,] 2.151 1.659 1.361 1.806 2.229 2.743 1.548 2.558 2.155 0.8787 2.646
[3,] 2.509 1.931 1.525 2.043 2.595 3.203 1.807 3.083 2.428 1.0002 3.134
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.605 1.670 0.9075 1.467 0.3537 1.214 0.5057 1.158 1.177 1.255 2.271
[2,] 2.315 2.139 1.5305 1.811 0.4201 1.773 0.6193 1.396 1.447 1.813 2.833
[3,] 2.714 2.610 2.2053 2.067 0.4834 2.084 0.7269 1.619 1.587 2.045 3.275
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.7156 1.453 1.014 1.170 0.6770 2.549 2.368 2.540 2.890 3.024 3.024
[2,] 0.8611 1.939 1.278 1.809 0.8261 3.310 3.177 3.337 4.226 3.775 4.093
[3,] 0.9951 2.327 1.484 2.368 0.9228 3.709 3.727 3.846 5.027 4.258 4.861
     [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 2.531 0.4905 2.279 1.712 2.539 1.199 0.9757 0.7271 1.587 1.275 3.222
[2,] 3.385 0.6250 3.336 2.145 3.163 1.562 1.2627 0.9392 2.143 1.689 3.688
[3,] 4.000 0.7305 4.191 2.485 3.835 1.836 1.4453 1.0797 2.466 1.992 4.390
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 2.792 0.894 1.073 1.090 1.006 1.236 1.092 0.3344 0.6318 5.887 2.997
[2,] 3.303 1.332 1.535 1.486 1.417 1.615 1.281 0.4011 0.8232 7.657 3.748
[3,] 3.863 1.624 1.959 1.937 1.832 1.943 1.496 0.4416 0.9129 8.793 4.131
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]
[1,]    3.111    1.467    3.356    3.054    3.638   0.1747   1.366
[2,] 2813.211 1224.114 2812.437 3047.352 2915.544 131.2941 992.437
[3,] 2368.849 1238.100 3061.368 2747.752 2687.391 114.7338 881.116
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    2.874    3.419    2.405    1.868    1.876    1.875    2.145
[2,] 1874.539 2477.705 2840.568 1503.158 2636.385 1418.190 2546.683
[3,] 1864.226 2401.133 2231.301 1404.232 1864.452 1168.050 2056.889
        [,15]    [,16]    [,17]   [,18]    [,19]    [,20]    [,21]
[1,]    1.999    2.668    2.962    2.61    3.463    3.838    4.207
[2,] 2525.370 2012.690 2688.103 3203.63 3325.455 3087.411 3309.641
[3,] 2453.691 1934.801 3150.869 2925.77 3426.099 3114.450 3396.641
        [,22]    [,23]    [,24]    [,25]    [,26]   [,27]    [,28]
[1,]    2.377    6.764    3.317   0.3709    3.267    3.55   0.7642
[2,] 1867.136 6283.077 2524.096 327.2116 3409.783 2832.57 564.0814
[3,] 1670.954 6865.762 2821.983 326.0632 2970.257 3051.67 640.3979
        [,29]    [,30]    [,31]    [,32]   [,33]    [,34]   [,35]    [,36]
[1,]    2.994   0.3599    2.873   0.9863   0.575    3.584    3.07    3.351
[2,] 2948.824 264.8594 2842.674 672.5173 429.787 2898.813 2288.19 2607.748
[3,] 2966.657 236.5019 2317.284 807.8642 433.646 2988.418 2589.03 2445.709
        [,37]    [,38]    [,39]    [,40]    [,41]   [,42]    [,43]
[1,]    3.204    2.045    1.747   0.7965    1.586   0.712    1.597
[2,] 2071.138 1903.848 1190.554 618.8002 1070.678 489.390 1421.669
[3,] 2067.799 1630.063 1232.930 608.6246  945.316 397.860 1257.004
        [,44]    [,45]    [,46]    [,47]    [,48]    [,49]    [,50]  [,51]
[1,]    2.057    1.721    1.413    1.708    2.245    2.925    1.569    2.4
[2,] 1854.786 1253.296 1027.788 1579.278 1779.526 1950.876 1223.410 2258.5
[3,] 1692.706 1295.818  900.232 1251.638 1740.583 2167.506 1220.735 2254.7
        [,52]    [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    2.346   0.9462    2.281    2.038    2.121    1.152    1.863
[2,] 1453.421 610.2517 2544.910 2187.241 1751.685 1614.927 1390.392
[3,] 1465.710 626.0270 2200.387 1854.807 1959.886 2080.442 1305.755
        [,59]    [,60]    [,61]   [,62]    [,63]    [,64]    [,65]
[1,]   0.4491    1.542   0.6422    1.47    1.494    1.594    2.884
[2,] 297.1141 1693.021 468.2301 1023.54 1102.832 1714.259 2217.506
[3,] 313.2005 1435.584 498.7344 1072.43  853.503 1238.704 2153.366
        [,66]    [,67]    [,68]    [,69]    [,70]    [,71]    [,72]
[1,]   0.9087    1.845    1.288    1.486   0.8597    3.237    3.007
[2,] 627.5000 1682.488 1017.955 1806.888 620.2235 2767.322 2774.762
[3,] 653.6718 1686.234  988.017 2002.145 538.9345 2193.300 2554.705
        [,73]   [,74]   [,75]   [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    3.225    3.67    3.84    3.84    3.213   0.6229    2.894    2.174
[2,] 2835.595 4040.49 2960.39 3613.67 2944.931 507.4498 3191.855 1692.474
[3,] 2505.369 3567.45 2580.42 3436.82 2793.382 495.4336 3324.335 1643.661
        [,81]    [,82]    [,83]    [,84]    [,85]    [,86]    [,87]
[1,]    3.224    1.522    1.239   0.9234    2.015    1.619    4.091
[2,] 2470.683 1311.157 1050.234 778.9943 1887.532 1451.991 2350.347
[3,] 2841.640 1264.077  921.380 697.7068 1598.200 1382.909 3120.161
        [,88]    [,89]    [,90]    [,91]    [,92]    [,93]    [,94]
[1,]    3.546    1.135    1.363    1.384    1.278    1.569    1.386
[2,] 2312.124 1294.378 1437.834 1323.043 1307.164 1361.977  877.110
[3,] 2623.851 1217.717 1595.814 1627.957 1521.383 1415.343 1013.699
        [,95]    [,96]    [,97]    [,98]
[1,]   0.4246   0.8022    7.476    3.806
[2,] 290.1612 691.5547 6415.529 2947.329
[3,] 242.0703 516.8880 5664.296 2276.346
[1] "--- VAR model 2017-10-01 04:01:00  completed"
[1] "Completed training sample:  2017-10-01 04:01:00 - 2017-10-01 12:00:00"
[1] "SpVAR;   training sample:  2017-10-01 04:31:00 - 2017-10-01 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.740           6.076         -53.38         -58.54
          -2.258          -9.124         -65.73         -86.79
         -10.923          11.563         -39.68         -70.81
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -67.99         -1.270            4.470           -20.23
         -76.56         -1.370           -4.217           -11.42
         -61.99         -1.327           -2.786           -11.74
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -9.123           -4.112          -2.6837           -14.84
           -7.115          -16.583          -9.5627           -23.81
          -14.708           -5.608           0.5875           -29.14
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.784         -23.6751          -14.360          -21.526
            2.637          -0.4197           -4.595           10.300
            4.143         -11.6522          -24.421           -1.488
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -18.59          -21.902           -23.65           31.799
           -15.45          -25.505           -24.99          -19.589
           -13.81           -2.635           -30.76           -7.965
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -29.13           -16.73          -190.00           -79.84
           -98.06           -12.82           -84.09           -39.75
           -35.03            12.10          -177.25           -71.54
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.562           -53.38          -105.58           -33.73
           -7.205           -89.39           -81.19           -27.17
          -10.421           -61.94           -86.06           -28.56
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -56.15           -4.858           -69.96           -32.23
           -69.37           -4.720           -65.84           -29.01
           -70.42           -7.153           -95.36           -29.79
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.59           -91.65           -56.97           -75.54
           -13.08           -60.28           -65.32           -87.78
           -15.86           -54.39           -68.21           -79.01
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           21.209            6.531          -0.7312            6.824
           -5.962           -5.722           1.9614            1.922
           -4.543          -12.187           2.0392           -2.529
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -11.923          -0.3831           -51.83           -28.39
           -1.661           0.9742           -33.26           -55.72
            8.488           0.7171           -51.32           -57.95
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            14.28            2.265           -35.25            23.10
            12.57           -3.191           -19.00           -13.00
            11.81           -3.282           -28.84            17.94
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -4.898            1.981          -29.338           -9.077
           27.017           -2.911           -1.529            3.465
           10.788           -6.294          -18.762           16.663
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.180          -40.033           -28.77           -13.05
            1.605          -24.914           -25.81           -39.63
           -1.315           -9.505           -29.48           -17.95
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -19.73           -1.444         -1.13840           -16.21
           -20.96           10.226         -0.06122           -14.70
           -28.87           -8.255         -2.39841           -20.03
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.8286           -2.804           -9.259            2.395
          -0.3391          -12.966           -3.936          -13.678
          -4.9695           -9.790            2.124          -11.410
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -10.90           -2.523           -9.506          -1.4025
           -14.11            2.734          -14.932          -7.2658
           -15.65            2.379           -9.181           0.5095
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.004           1.2198           -1.823            5.027
          -18.497          -1.6172           -8.942           -1.252
          -11.899          -0.6476          -14.547          -14.828
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -27.055           -19.41           47.094          -17.883
           12.014            17.07            2.501            5.998
           -4.553           -18.16           17.296           -6.222
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -13.021           -4.852            10.33           -1.992
            5.056           -1.249           -15.73            9.297
            1.303            5.079            14.63           -5.720
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.226           -6.188          -0.8532          -3.5466
            2.759            1.548          -2.7672           3.3978
          -11.871           -2.204           1.9241           0.6634
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.468            3.155          -55.048           -30.47
           -7.257           -7.158            2.658           -15.42
           -6.590            2.965           -7.954           -29.23
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.167            4.617            7.643           3.7986
           -4.252            3.019           -3.760          -0.5553
            4.189           -1.316           -7.828          -1.9394
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.371           10.505           -8.264            2.524
          -10.896           -2.192          -10.317            1.289
           -6.427            4.294           -9.414           -1.547
 rnd_95776.volume rnd_95787.volume
          -18.403           -48.17
           -7.167           -32.51
          -34.587           -59.41
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.660 1.294 3.218 3.016 3.293 0.1638 1.146 2.421 3.021 2.094 1.588
[2,] 3.525 1.662 4.036 3.942 4.017 0.1959 1.433 2.856 3.596 3.271 2.024
[3,] 3.966 1.927 4.776 4.523 4.576 0.2140 1.591 3.224 4.067 3.633 2.340
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.634 1.597 1.833 1.838 2.495 2.588 2.247 3.193 3.238 4.546 2.218
[2,] 2.816 1.952 2.877 2.888 2.903 3.319 3.409 4.299 4.039 5.720 2.838
[3,] 3.212 2.175 3.370 3.600 3.367 4.224 4.234 5.048 4.742 6.597 3.348
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  6.336 3.156 0.3323 2.859 3.292 0.6789 2.832 0.2828 2.559 0.8963
[2,]  8.706 3.861 0.4285 4.026 4.205 0.8299 3.848 0.3583 3.368 1.1013
[3,] 10.508 4.625 0.5145 4.637 5.050 1.0154 4.660 0.4030 3.855 1.2996
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.5049 3.173 2.726 2.917 2.757 1.656 1.488 0.7133 1.459 0.6259 1.544
[2,] 0.6236 4.022 3.375 3.751 3.323 2.278 1.822 0.9134 1.707 0.7293 2.108
[3,] 0.7285 4.783 3.954 4.480 3.740 2.647 2.120 1.0168 1.903 0.7989 2.462
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.936 1.532 1.212 1.433 2.136 2.409 1.449 2.060 2.115 0.8121 1.921
[2,] 2.629 1.861 1.464 1.909 2.623 3.028 1.779 2.805 2.481 0.9764 2.916
[3,] 3.002 2.180 1.657 2.193 3.054 3.497 2.047 3.506 2.795 1.1082 3.571
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.803 1.802 0.9281 1.849 0.3961 1.345 0.5366 1.239 1.252 1.369 2.446
[2,] 2.483 2.326 1.7069 2.194 0.4642 2.028 0.6744 1.549 1.611 1.905 3.048
[3,] 2.880 2.923 2.3901 2.415 0.5277 2.412 0.7854 1.891 1.755 2.169 3.433
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.7748 1.574 1.129 1.239 0.7404 2.906 2.524 2.927 3.133 3.160 3.382
[2,] 0.9263 2.187 1.436 1.954 0.9149 3.627 3.479 3.785 4.696 3.992 4.339
[3,] 1.0651 2.638 1.629 2.507 1.0231 4.000 3.959 4.332 5.549 4.449 5.171
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 2.755 0.5747 2.498 1.949 2.746 1.325 1.210 0.8392 1.689 1.464 3.465
[2,] 3.746 0.7082 3.512 2.338 3.469 1.759 1.438 1.0338 2.298 1.883 4.096
[3,] 4.474 0.8270 4.402 2.654 4.199 2.021 1.669 1.1944 2.649 2.250 4.855
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 3.069 1.068 1.226 1.223 1.205 1.274 1.288 0.3904 0.6957 6.290 3.727
[2,] 3.526 1.513 1.661 1.655 1.646 1.718 1.495 0.4488 0.8941 8.687 4.400
[3,] 4.042 1.822 2.121 2.108 2.062 2.033 1.733 0.5016 1.0043 9.645 4.931
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]    [,4]     [,5]     [,6]     [,7]
[1,]    3.377    1.643    4.086    3.83    4.181   0.2081    1.455
[2,] 3304.424 1489.198 3479.060 3623.71 3284.954 153.2861 1230.094
[3,] 2594.225 1392.864 3647.037 3166.29 3128.621 123.1585  984.337
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    3.074    3.837    2.659    2.016    2.075    2.027    2.328
[2,] 2162.089 2784.316 3588.218 1791.618 3274.237 1603.208 3165.724
[3,] 2138.468 2713.386 2256.623 1677.607 2206.745 1370.797 2506.787
        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]    [,21]
[1,]    2.334    3.168    3.287    2.853    4.054    4.112    5.773
[2,] 3181.146 2119.161 2967.271 3660.033 4111.780 3447.239 4957.474
[3,] 3068.540 2434.815 3731.255 3585.343 3777.091 3548.193 4691.464
        [,22]    [,23]    [,24]    [,25]    [,26]   [,27]    [,28]
[1,]    2.817    8.045    4.008   0.4219    3.631    4.18   0.8621
[2,] 2527.669 8527.050 3174.548 386.3658 4046.090 3736.94 681.5791
[3,] 2535.985 8402.192 3636.801 406.5228 3285.025 3993.64 835.3762
        [,29]    [,30]    [,31]   [,32]    [,33]    [,34]    [,35]
[1,]    3.596   0.3591    3.249   1.138   0.6412    4.029    3.461
[2,] 3721.530 314.1397 3127.241 913.747 522.4332 3529.503 2842.367
[3,] 3753.404 263.5081 2679.357 985.176 537.7679 3695.552 2939.582
        [,36]    [,37]    [,38]    [,39]    [,40]    [,41]    [,42]
[1,]    3.705    3.501    2.103    1.889   0.9058    1.853   0.7947
[2,] 3366.594 2650.197 2234.290 1502.207 814.6444 1263.860 534.6037
[3,] 3498.679 2448.703 1925.623 1546.388 638.0118 1199.854 465.6089
       [,43]    [,44]    [,45]    [,46]    [,47]    [,48]    [,49]   [,50]
[1,]    1.96    2.458    1.946    1.539    1.819    2.713    3.058    1.84
[2,] 2049.65 2541.229 1509.135 1172.355 1801.682 2172.698 2621.240 1473.03
[3,] 1816.43 2069.517 1620.035 1108.316 1541.955 2233.883 2496.132 1445.28
        [,51]    [,52]   [,53]    [,54]    [,55]    [,56]    [,57]
[1,]    2.616    2.685   1.031    2.439    2.289    2.288    1.178
[2,] 2718.108 1853.071 774.032 3133.234 2437.564 2098.898 2045.557
[3,] 3002.910 1836.129 748.477 2942.096 2084.098 2529.297 2389.039
        [,58]   [,59]    [,60]    [,61]    [,62]   [,63]    [,64]    [,65]
[1,]    2.348   0.503    1.708   0.6814    1.573    1.59    1.738    3.106
[2,] 1686.316 345.645 2167.560 583.3015 1327.079 1445.99 1892.581 2595.708
[3,] 1440.246 358.279 1863.905 574.8813 1548.065  997.18 1480.682 2256.519
        [,66]    [,67]    [,68]    [,69]    [,70]   [,71]    [,72]
[1,]   0.9838    1.999    1.434    1.574   0.9402    3.69    3.205
[2,] 725.0319 2167.332 1266.092 2156.676 767.3222 3098.96 3419.098
[3,] 750.7977 2105.898 1099.599 2244.232 653.9898 2407.87 2696.106
        [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    3.717    3.978    4.013    4.295    3.499   0.7298    3.172
[2,] 3427.841 4994.454 3483.852 3879.861 3622.894 591.0146 3526.200
[3,] 3008.842 4221.693 2802.123 4016.817 3493.451 609.6371 3787.765
        [,80]    [,81]    [,82]    [,83]   [,84]    [,85]    [,86]  [,87]
[1,]    2.475    3.487    1.682    1.536   1.066    2.145    1.858    4.4
[2,] 1843.381 3027.675 1651.620 1111.225 862.193 2224.653 1691.174 3117.7
[3,] 1793.101 3378.129 1423.131 1209.911 854.141 1882.275 1758.562 3723.8
        [,88]    [,89]    [,90]    [,91]    [,92]    [,93]    [,94]
[1,]    3.898    1.357    1.556    1.553    1.531    1.617    1.636
[2,] 2476.630 1530.168 1601.325 1593.115 1601.392 1645.743 1083.040
[3,] 2822.168 1448.646 1883.832 1863.466 1772.848 1552.062 1251.985
        [,95]    [,96]    [,97]    [,98]
[1,]   0.4958   0.8834    7.987    4.733
[2,] 316.1760 801.9422 8555.125 3338.505
[3,] 319.6241 653.1091 5986.897 3177.346
[1] "--- VAR model 2017-10-01 04:31:00  completed"
[1] "Completed training sample:  2017-10-01 04:31:00 - 2017-10-01 12:30:00"
[1] "SpVAR;   training sample:  2017-10-01 05:01:00 - 2017-10-01 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.528         -0.5906         -80.63         -58.10
           2.140         -2.2142         -83.78         -87.72
          10.299         -6.9168         -47.88         -87.57
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -45.88         0.7601          6.38808           -3.693
         -56.95        -0.6799         -0.04385          -13.088
         -53.23        -1.4677          0.79826            9.978
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.7851            3.507            1.860          -23.511
         -18.3067          -15.935           -6.992           -6.264
          -1.9862          -19.095            2.273          -32.827
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          23.5603          0.05183           -2.372           -1.120
          -0.6052          5.41123           -1.088           -9.574
          -0.3435        -21.67177           -9.353            0.808
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.033           -2.524          -16.741           0.1121
          -14.640           -7.254           11.517          36.2135
            2.854            2.225           -3.323          29.3621
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -107.01         -28.7980           -166.0           -72.77
           -82.29          -0.3052           -158.0           -75.54
           -50.07          -3.2138           -162.4           -62.80
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.918           -83.47           -83.71           -20.78
           -8.360           -92.89           -72.38           -19.32
           -8.971           -71.47           -70.56           -15.61
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -54.01           -9.979           -58.35           -34.94
           -60.19           -8.745           -50.96           -33.32
          -100.90           -8.657           -78.77           -34.51
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.19           -54.36           -83.85           -62.11
           -20.05           -64.21           -51.96           -60.06
           -18.16           -59.97           -58.10           -55.93
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -9.4886          -11.957           -9.329            1.026
          -0.8408          -13.101           -2.582            1.055
          -8.9699           -3.109           -6.161           -2.685
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.2709           1.7927           -23.30           -40.34
           5.1910          -0.8419           -41.41           -29.21
          -0.8177          -2.0933           -41.03           -46.31
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           8.8552           -3.054           -27.69            9.742
           7.6888           -0.669           -38.55            1.119
           0.9669           -2.767           -27.78            9.655
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           42.029         -7.51344          -22.029           0.4856
          -19.906         -0.02221           -4.274           7.8699
           -2.137        -12.26317          -40.696           4.8042
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.9277           -8.236          -13.224          -18.635
          -4.4148          -24.293          -16.540           -8.086
          -0.6645           -7.413            2.782          -14.633
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -24.70           -2.290          -0.1141           -17.03
           -13.58            9.865          -0.3476           -22.66
           -15.11            7.124          -0.6423           -10.29
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            3.098           -14.29           3.9563          -14.334
           -3.437           -11.18          -0.4041           -0.226
            2.410           -12.07          -0.3962          -14.039
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.001           -7.740           -5.268           0.8364
          -11.291            3.488          -11.687          -1.6637
           13.711            4.146           10.915           1.5142
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -16.992          -3.4400           0.3035          -22.657
           -3.993           0.3986           4.6591            9.267
            3.909          -3.5447          -0.9151            6.418
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.173          -0.2585           24.866           10.038
          -17.886         -10.8636            9.307            1.462
          -19.936         -16.8794           14.153            7.619
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.064            1.898           18.750         -2.15575
            2.935            4.410           -4.580         -0.03438
           10.414            1.247           -1.578         -2.35359
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           5.2420            8.398          -1.0286            1.714
          17.7586            8.297          -8.3157           -5.533
          -0.7251            8.607           0.2917            5.346
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.796           6.7474            11.36           12.366
          -17.041           0.2373            24.63           18.015
           -2.391         -10.8281            46.33           -1.797
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.462            3.235            5.259            8.143
            2.656            7.762            4.147            3.856
            1.561            3.771            8.111            4.211
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -15.187            5.923           -9.428           2.9721
            3.813           -7.436          -12.298          -1.5088
           -2.614           -3.576          -11.704           0.4904
 rnd_95776.volume rnd_95787.volume
           -17.77           -86.55
           -70.77           -73.74
           -67.24           -59.77
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.829 1.521 3.775 3.546 3.851 0.1753 1.190 2.613 3.305 2.320 1.759
[2,] 3.772 1.890 4.633 4.489 4.756 0.2060 1.509 3.074 3.862 3.547 2.261
[3,] 4.200 2.173 5.567 5.119 5.442 0.2233 1.711 3.427 4.374 4.013 2.576
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.843 1.710 2.008 2.022 2.677 2.743 2.341 4.570 3.434 4.969 2.408
[2,] 3.098 2.085 3.102 3.113 3.113 3.559 3.635 5.758 4.275 6.319 2.996
[3,] 3.481 2.338 3.631 3.918 3.765 4.485 4.558 6.697 4.965 7.430 3.473
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,]  6.83 3.578 0.3786 3.591 3.948 0.7184 3.469 0.3100 3.149 1.059 0.5671
[2,]  9.58 4.296 0.4760 4.580 4.875 0.8835 4.646 0.3976 4.052 1.275 0.6934
[3,] 11.62 5.059 0.5616 5.280 5.769 1.0823 5.510 0.4567 4.515 1.516 0.8229
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.899 3.335 3.390 3.142 1.866 1.695 0.8653 1.749 0.7000 1.968 2.317
[2,] 5.019 4.090 4.333 3.719 2.548 2.063 1.0485 2.042 0.8341 2.539 3.076
[3,] 5.694 4.758 5.024 4.131 2.961 2.382 1.1581 2.295 0.9308 3.012 3.571
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.675 1.319 1.634 2.423 2.725 1.635 2.184 2.260 0.8175 2.037 1.986
[2,] 2.043 1.568 2.136 2.996 3.513 1.935 3.109 2.724 1.0202 3.103 2.643
[3,] 2.344 1.786 2.417 3.487 3.977 2.194 3.857 3.067 1.1777 3.877 3.145
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.069 1.001 2.114 0.4624 1.476 0.6139 1.454 1.476 1.497 2.831 0.8200
[2,] 2.651 1.875 2.423 0.5355 2.247 0.7691 1.795 1.784 2.130 3.704 0.9921
[3,] 3.208 2.570 2.657 0.5899 2.675 0.9251 2.157 1.942 2.404 4.154 1.1623
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.722 1.286 1.488 0.8452 3.065 2.685 3.152 3.503 3.568 3.556 3.074
[2,] 2.420 1.634 2.297 1.0184 3.825 3.686 4.076 5.100 4.292 4.812 4.156
[3,] 2.926 1.859 2.923 1.1698 4.334 4.209 4.664 5.924 4.737 5.679 4.953
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6969 2.783 2.100 2.913 1.464 1.296 0.9728 1.766 1.827 3.844 3.356
[2,] 0.8195 3.717 2.562 3.747 1.889 1.587 1.1996 2.438 2.230 4.680 3.875
[3,] 0.9398 4.759 2.820 4.533 2.213 1.835 1.3847 2.906 2.540 5.359 4.386
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.284 1.362 1.330 1.311 1.456 1.490 0.3886 0.7472  6.848 4.254
[2,] 1.719 1.854 1.841 1.835 1.888 1.685 0.4486 0.9835  9.592 4.957
[3,] 2.033 2.313 2.349 2.274 2.255 1.968 0.5120 1.0894 10.724 5.559
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]    [,5]     [,6]     [,7]
[1,]    3.592    1.932    4.793    4.503    4.89   0.2227    1.511
[2,] 3661.957 1647.624 3943.942 4039.034 4096.42 158.7304 1361.554
[3,] 2711.198 1571.455 4531.566 3611.207 3882.52 126.3560 1183.358
         [,8]     [,9]    [,10]    [,11]   [,12]    [,13]    [,14]
[1,]    3.318    4.197    2.946    2.234    2.34    2.171    2.549
[2,] 2376.477 2931.832 3937.741 2083.558 3655.10 1751.980 3472.337
[3,] 2224.862 3013.671 2756.981 1812.825 2330.96 1550.667 2770.034
        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]    [,21]
[1,]    2.568    3.399    3.483    2.973    5.803    4.361    6.309
[2,] 3473.406 2333.274 3328.856 4082.269 5142.268 3737.784 5730.793
[3,] 3493.721 3108.236 4006.673 4036.230 5018.898 3704.985 5739.106
        [,22]    [,23]    [,24]    [,25]   [,26]    [,27]    [,28]
[1,]    3.058    8.673    4.543   0.4808    4.56    5.013   0.9122
[2,] 2616.090 9862.566 3490.426 423.3681 4173.61 4198.778 754.9933
[3,] 2580.183 9645.664 3922.372 437.5105 3857.40 4527.827 917.6011
        [,29]    [,30]    [,31]    [,32]    [,33]    [,34]    [,35]
[1,]    4.405   0.3936    3.999    1.344   0.7201    4.951    4.235
[2,] 4537.750 365.4800 3743.204 1043.197 585.8243 4639.904 3475.077
[3,] 4347.173 329.8606 2925.083 1204.385 650.3955 3945.792 3568.386
        [,36]   [,37]    [,38]    [,39]   [,40]   [,41]    [,42]  [,43]
[1,]    4.305    3.99    2.369    2.152   1.099    2.22   0.8889    2.5
[2,] 3960.866 2920.36 2547.282 1725.119 869.182 1548.87 665.8796 2353.8
[3,] 3733.637 2641.54 2213.211 1748.744 721.925 1536.96 606.3545 2379.4
        [,44]    [,45]    [,46]    [,47]    [,48]    [,49]    [,50]
[1,]    2.942    2.127    1.675    2.075    3.077    3.461    2.076
[2,] 2970.054 1718.006 1244.825 2018.171 2586.651 3252.820 1519.635
[3,] 2662.141 1685.674 1254.424 1661.458 2618.378 2737.796 1517.133
        [,51]   [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    2.774    2.87   1.038    2.587    2.522    2.627    1.271    2.684
[2,] 3246.830 2231.97 895.961 3436.244 2559.910 2432.673 2327.696 1737.922
[3,] 3351.073 2068.28 863.511 3412.390 2502.936 2653.493 2580.599 1599.989
        [,59]    [,60]    [,61]    [,62]    [,63]  [,64]    [,65]   [,66]
[1,]   0.5871    1.874   0.7796    1.846    1.875    1.9    3.595   1.041
[2,] 396.4285 2486.775 680.1015 1545.416 1469.789 2224.6 3505.596 819.705
[3,] 363.5140 2131.767 754.5746 1754.517 1124.915 1638.1 2760.775 888.812
        [,67]    [,68]    [,69]   [,70]    [,71]    [,72]    [,73]
[1,]    2.187    1.633    1.889   1.073    3.891    3.409    4.003
[2,] 2494.626 1479.183 2569.320 834.033 3360.392 3708.057 3792.880
[3,] 2414.636 1302.529 2654.131 845.033 2989.780 2982.285 3328.974
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    4.448    4.531    4.515    3.904   0.8849    3.534    2.667
[2,] 5441.918 3501.920 4758.837 4106.116 633.0524 3616.270 2154.367
[3,] 4422.813 2942.853 4428.461 3956.069 675.3049 4363.141 1730.272
        [,81]    [,82]    [,83]    [,84]    [,85]   [,86]    [,87]
[1,]    3.699    1.859    1.646    1.235    2.243    2.32    4.881
[2,] 3459.888 1753.516 1345.178 1030.345 2467.960 1876.11 3920.127
[3,] 3744.980 1692.362 1351.382 1015.426 2320.217 1787.19 3830.018
        [,88]    [,89]   [,90]    [,91]    [,92]    [,93]    [,94]
[1,]    4.262    1.631    1.73    1.689    1.665    1.849    1.892
[2,] 2843.906 1676.144 1845.83 1869.368 1885.367 1765.121 1155.201
[3,] 3015.055 1595.734 2030.07 2140.404 1971.586 1809.156 1493.061
        [,95]    [,96]    [,97]    [,98]
[1,]   0.4934   0.9488    8.696    5.401
[2,] 329.1425 938.8363 9859.713 3737.645
[3,] 362.2690 687.6139 7038.139 3693.764
[1] "--- VAR model 2017-10-01 05:01:00  completed"
[1] "Completed training sample:  2017-10-01 05:01:00 - 2017-10-01 13:00:00"
[1] "SpVAR;   training sample:  2017-10-01 05:31:00 - 2017-10-01 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -9.554           5.989         -54.02         -57.06
          11.020           1.892         -80.68         -64.39
           6.390          -1.506         -73.75         -70.40
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -105.21         -1.510            9.520           -8.096
         -65.09         -1.295            1.000           -2.674
         -56.97         -1.208            3.848           -1.994
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.201           -5.826           11.949           -33.66
           -7.836          -13.324            6.504           -28.39
           -8.725           -9.243           11.475           -33.36
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.603           -21.98           -15.46           3.8252
            1.451           -11.44           -23.18          -9.5562
            1.932           -19.38           -12.73          -0.9108
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -16.29           -22.08           -44.40            10.73
           -18.45           -14.43           -34.03            40.09
           -23.00           -20.10           -19.66            17.78
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -59.93           1.8419           -165.7           -67.08
           -94.69          -6.3417           -123.9           -48.04
           -82.39          -0.2522           -180.6           -51.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.524           -78.18           -87.80           -16.67
           -7.241           -71.80           -75.63           -20.31
           -6.308           -58.41           -51.53           -17.17
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -62.08           -6.430           -58.65           -28.57
           -86.99           -8.678           -57.96           -30.78
           -72.35           -7.783           -80.33           -27.17
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.93           -66.45           -90.77           -67.63
           -14.27           -65.90           -81.87           -66.68
           -14.14           -58.50           -56.13           -55.73
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           21.554           -4.322          -3.8342         -0.79066
          -10.573           -5.576          -0.4594          1.66504
            3.499           -3.697           0.4582          0.07471
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.683          -0.9187           -45.60           -33.19
            2.316          -0.5781           -51.45           -45.55
            3.858           0.4515           -38.68           -39.76
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.961           -1.505           -46.94            14.13
            1.755            2.854           -28.07            16.83
           14.269            3.127           -37.58            16.92
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.5969           -8.987           -36.96          -0.2914
           1.3043           -1.238           -27.13          11.9579
          13.0982           -4.043           -21.86           4.2576
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.4356           -41.48           -28.28           -19.68
           1.8366           -22.54           -27.40           -24.37
          -0.4582           -35.19           -23.99           -23.49
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -14.31           1.8626           1.0319           -17.83
           -25.71          -1.5777          -0.9045           -18.90
           -25.65           0.2381           0.4076           -26.22
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.4763           -9.303            4.306          -15.831
          -5.2621          -13.500            3.864           -7.706
          -0.5045          -13.331            3.277          -17.278
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.505            2.332          -11.382         -10.0620
          -11.006           -5.561          -12.307           7.5799
           -7.331            1.985           -7.085          -0.8887
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -9.7040           -1.987            9.637          -12.549
         -14.3405           -2.854           16.577           10.597
           0.3278           -2.647           10.692            1.895
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.825           -9.551          -1.1352            16.35
            9.959           23.538           0.4349            12.23
           13.898            3.462          11.8066            20.50
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.515          4.16313           -6.779           11.573
           -1.642          1.36024           -1.337            3.732
           16.854          0.05629            8.123            3.354
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          14.8732           -1.651          -12.697          -5.0759
          -0.3282           -5.938           -7.996           0.2801
          20.1139           -5.363           -1.752           1.7262
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           13.377           2.6795           -4.622         -1.45007
           -2.336           7.3097            6.147          0.03951
           -3.922           0.6186            3.802         -0.22664
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.814             9.28            9.462            7.263
            9.565            13.90           10.877           15.180
            5.931            10.23           17.872           13.422
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.453            5.059          -10.903          -0.9484
           -1.839            7.010          -10.956          -5.7490
          -13.304            5.345           -9.538          -3.0423
 rnd_95776.volume rnd_95787.volume
           -69.31           -56.03
           -69.36           -47.24
           -31.08           -39.60
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.903 1.744 4.517 3.915 4.290 0.1946 1.264 2.881 3.506 2.437 1.899
[2,] 3.925 2.089 5.377 5.071 5.298 0.2257 1.586 3.413 4.159 3.763 2.525
[3,] 4.364 2.347 6.443 5.742 6.063 0.2459 1.816 3.807 4.665 4.318 2.826
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.107 1.885 2.143 3.320 2.901 2.985 2.564 4.924 3.633 5.838 2.691
[2,] 3.393 2.199 3.305 4.601 3.315 3.867 3.995 6.170 4.544 7.089 3.273
[3,] 3.785 2.469 3.914 5.487 3.986 4.908 4.916 7.200 5.455 8.155 3.755
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  7.723 4.018 0.4167 4.033 4.115 0.7941 3.921 0.3226 3.621 1.150
[2,] 10.982 4.849 0.5171 4.976 5.351 0.9219 5.137 0.4079 4.504 1.404
[3,] 12.766 5.547 0.6149 5.732 6.383 1.1366 5.950 0.4684 5.100 1.690
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.5985 4.565 3.727 3.678 3.503 2.226 1.743 0.9455 1.980 0.7725 2.162
[2,] 0.7431 5.722 4.659 4.627 4.209 2.976 2.132 1.1412 2.279 0.9089 2.714
[3,] 0.8697 6.385 5.395 5.512 4.659 3.426 2.472 1.2569 2.549 1.0120 3.140
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 2.671 1.809 1.373 1.876 2.651 3.307 1.744 2.370 2.419 0.9107 2.144
[2,] 3.414 2.198 1.643 2.377 3.185 3.957 2.112 3.471 2.885 1.1317 3.222
[3,] 3.899 2.535 1.849 2.666 3.697 4.402 2.389 4.092 3.251 1.2850 4.070
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 2.202 2.203 1.070 2.360 0.5171 1.603 0.6932 1.553 1.685 1.646 3.285
[2,] 2.824 2.852 2.049 2.694 0.5886 2.503 0.8595 1.954 1.988 2.342 4.055
[3,] 3.420 3.411 2.781 2.973 0.6486 2.956 1.0029 2.326 2.160 2.654 4.485
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.9077 1.896 1.494 1.701 0.9472 3.273 2.893 3.514 3.707 4.170 3.653
[2,] 1.1045 2.653 1.852 2.665 1.1069 4.021 3.846 4.514 5.259 4.794 5.014
[3,] 1.2793 3.240 2.128 3.337 1.2753 4.527 4.435 5.055 6.072 5.183 5.909
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.239 0.7553 2.963 2.235 3.041 1.654 1.446 1.097 1.924 1.990 4.139
[2,] 4.376 0.9160 3.891 2.766 4.014 2.087 1.770 1.357 2.734 2.445 5.001
[3,] 5.268 1.0380 4.974 3.035 4.827 2.452 2.030 1.578 3.218 2.745 5.854
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 3.725 1.358 1.510 1.450 1.389 1.643 1.621 0.4026 0.7931  7.728 4.555
[2,] 4.227 1.831 2.029 2.019 1.963 2.048 1.879 0.4667 1.0369 10.360 5.313
[3,] 4.772 2.141 2.474 2.534 2.422 2.456 2.153 0.5333 1.1441 11.533 5.960
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    3.686    2.214    5.736    4.972    5.448   0.2471    1.605
[2,] 3737.957 1628.382 4128.430 4560.385 4398.187 161.8855 1356.730
[3,] 2701.398 1514.142 5021.640 3810.971 4172.365 137.9628 1251.199
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    3.658    4.452    3.095    2.411    2.675    2.394    2.721
[2,] 2588.953 3164.856 4056.002 2356.063 3763.482 1602.504 3560.622
[3,] 2389.041 2990.221 2998.859 1794.888 2372.902 1589.507 2965.521
        [,15]    [,16]   [,17]    [,18]    [,19]    [,20]    [,21]
[1,]    4.216    3.684    3.79    3.256    6.253    4.614    7.414
[2,] 4507.864 2270.383 3479.38 4334.643 5260.983 3862.612 5690.488
[3,] 4230.766 3132.309 4275.60 4053.552 5251.946 4268.809 5701.269
        [,22]     [,23]    [,24]    [,25]    [,26]    [,27]   [,28]
[1,]    3.417     9.807    5.102   0.5291    5.121    5.226   1.008
[2,] 2637.662 11046.520 3841.830 433.4074 4125.312 4840.030 662.590
[3,] 2603.683  9209.428 3809.621 470.6581 4024.711 4924.057 940.604
        [,29]    [,30]    [,31]   [,32]  [,33]    [,34]    [,35]   [,36]
[1,]    4.979   0.4097    4.598    1.46   0.76    5.797    4.733    4.67
[2,] 4696.307 353.0920 3790.961 1139.63 623.16 4881.339 3955.405 3973.00
[3,] 4249.091 325.8760 3384.384 1330.65 639.46 4008.094 3848.363 4239.73
        [,37]    [,38]    [,39]   [,40]    [,41]   [,42]    [,43]    [,44]
[1,]    4.448    2.827    2.213   1.201    2.515   0.981    2.745    3.391
[2,] 3301.275 2795.786 1736.631 904.259 1595.765 677.418 2322.490 3010.166
[3,] 2827.263 2399.286 1771.454 745.333 1616.840 629.834 2233.449 2664.904
        [,45]    [,46]    [,47]    [,48]    [,49]    [,50]   [,51]
[1,]    2.297    1.743    2.383    3.367    4.199    2.215    3.01
[2,] 1766.582 1276.454 2064.098 2496.854 3075.661 1684.413 3587.64
[3,] 1786.485 1199.867 1707.941 2656.544 2727.928 1580.120 3067.31
        [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    3.072   1.156    2.723    2.797    2.797    1.359    2.997
[2,] 2224.151 950.686 3403.495 2501.765 2562.512 2473.203 1836.317
[3,] 2121.027 861.108 3518.776 2728.835 2648.636 2658.939 1780.537
        [,59]    [,60]    [,61]    [,62]   [,63]   [,64]    [,65]   [,66]
[1,]   0.6566    2.035   0.8802    1.972    2.14    2.09    4.171   1.153
[2,] 398.0357 2720.101 719.1700 1677.487 1491.45 2357.05 3363.440 890.438
[3,] 385.4404 2224.761 731.1301 1786.901 1195.65 1767.21 2713.602 913.357
        [,67]    [,68]    [,69]   [,70]    [,71]    [,72]    [,73]
[1,]    2.408    1.897    2.159   1.203    4.156    3.674    4.463
[2,] 2624.829 1548.915 2903.854 810.626 3303.987 3585.907 4007.849
[3,] 2632.715 1483.827 2840.724 896.121 2943.519 3123.609 3219.131
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    4.708    5.296    4.639    4.113   0.9591    3.762    2.838
[2,] 5277.712 3344.519 4858.884 4163.831 733.3245 3569.998 2306.444
[3,] 4295.169 2788.614 4424.461 4150.138 690.8037 4383.676 1768.289
        [,81]  [,82]    [,83]    [,84]    [,85]    [,86]    [,87]   [,88]
[1,]    3.861    2.1    1.836    1.393    2.443    2.528    5.256    4.73
[2,] 3706.651 1801.2 1444.024 1130.549 2749.544 2008.761 3971.097 2826.71
[3,] 3794.935 1820.7 1405.636 1139.142 2401.518 1766.572 4307.065 3134.96
        [,89]    [,90]    [,91]    [,92]    [,93]    [,94]    [,95]
[1,]    1.724    1.918    1.842    1.764    2.086    2.059   0.5113
[2,] 1738.117 1917.743 1987.728 1961.981 1730.570 1344.230 333.9875
[3,] 1569.978 2001.960 2165.427 2009.440 1919.106 1485.192 365.1902
       [,96]    [,97]    [,98]
[1,]   1.007    9.813    5.784
[2,] 945.115 9762.469 3870.422
[3,] 684.098 7171.600 3821.071
[1] "--- VAR model 2017-10-01 05:31:00  completed"
[1] "Completed training sample:  2017-10-01 05:31:00 - 2017-10-01 13:30:00"
[1] "SpVAR;   training sample:  2017-10-01 06:01:00 - 2017-10-01 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -7.707          0.5676         -46.96         -75.90
         -16.513          2.0174         -53.31         -47.90
         -11.235         -3.6529         -63.27         -57.77
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -60.06        -1.1951           5.1219            7.547
         -79.24        -0.6381          -0.6467           -4.900
         -38.67        -0.6387          -1.2794          -11.665
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -11.773          -21.778           1.4576           -43.88
           -2.487            1.372           4.2989           -24.25
          -10.458           -6.595           0.6903           -17.39
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.298          -14.868           -14.31          -10.006
            6.047          -20.475           -12.01           -8.050
            5.595           -6.973           -16.44            5.306
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -12.34           -27.52           -17.96            2.383
           -28.57           -13.49           -12.16           18.207
           -13.56           -28.06           -31.82            3.435
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -66.77           -8.883           -103.8           -85.38
           -45.80           -7.932           -107.0           -38.53
           -75.63           -6.241           -130.7           -54.20
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.980           -40.41           -61.37           -14.39
           -5.517           -55.43           -79.02           -17.75
           -5.775           -60.12           -65.13           -14.45
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -76.31           -7.395           -57.44           -29.95
           -53.03           -7.173           -75.20           -25.09
           -74.00           -6.707           -57.35           -23.98
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.87           -60.35           -54.29           -46.57
           -15.99           -44.30           -75.58           -71.81
           -15.25           -69.93           -46.59           -57.42
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -14.028         -0.08988            2.971           3.0465
           -8.314        -15.83197            2.139          -1.5915
           -5.236         -0.52726            9.409           0.9716
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.306          -2.7342           -41.45           -31.54
           -3.649          -3.9529           -40.00           -40.67
           -2.884           0.8205           -30.96           -41.29
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9116            0.888           -41.02            3.307
          10.2500           -2.167           -35.58           12.586
           4.1875           -1.525           -27.60           -1.762
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            12.47           -9.972           -13.69            3.030
            11.81           -5.830           -16.53            5.082
            11.78           -2.496           -28.33           15.476
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.026           -33.15           -16.63           -17.31
            1.674           -11.41           -28.60           -24.90
            4.188           -30.70           -19.83           -16.35
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -15.32           9.7417          -0.2419           -5.631
           -22.75           3.7720           0.8926          -12.120
           -23.81          -0.7633           1.2637          -25.999
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.601           -10.48           7.7563            1.592
           -5.461            -1.34          -0.9361           -4.613
           -2.650           -12.25           4.2147           -5.150
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           15.025            6.698            4.410          -3.0304
            1.823            5.794          -10.415           0.6293
           -2.024            2.402           -4.238          -4.7679
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.6657            4.126          -23.898           -3.781
          -1.2938            4.650           -6.698          -17.674
          -7.9352            4.171           -8.175           -4.441
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.856            6.225            10.98            2.301
          -14.268          -27.096            13.33            4.055
           -4.869          -13.991            13.15          -10.457
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.038           1.2677            8.387           -4.431
           12.221          -3.9082           11.296           -1.245
          -20.960           0.2087           -6.004           -4.168
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.855           -2.001          -11.987            2.471
           10.991           -2.260            3.104            2.940
            8.728           -7.054            1.192            1.543
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.809          -3.2605           -2.802          -29.353
          -13.533           5.5206            4.486           -4.416
           -1.228          -0.5581           -9.991           -6.924
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.4906           -4.366           -7.986           -5.499
         -11.1711           -6.823           -1.908           -5.700
          -3.5173           -7.593           -6.142           -3.280
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -7.85565            6.630           -12.95         -1.78342
         -0.05213           -5.225           -11.79          0.03637
         -9.21807           -1.183           -10.58          0.83840
 rnd_95776.volume rnd_95787.volume
           -35.90           -74.54
           -91.32           -45.34
           -34.09           -46.08
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.189 1.935 4.791 4.293 4.688 0.2093 1.329 3.049 3.676 2.629 2.044
[2,] 4.084 2.258 5.788 5.572 5.857 0.2361 1.657 3.535 4.343 4.003 2.664
[3,] 4.535 2.486 6.862 6.207 6.488 0.2570 1.876 3.960 4.838 4.549 2.994
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.247 2.087 2.390 3.482 3.086 3.079 2.758 5.476 3.813 6.425 2.823
[2,] 3.563 2.438 3.535 4.846 3.549 3.995 4.199 6.633 4.909 7.838 3.395
[3,] 3.940 2.687 4.094 5.723 4.184 5.069 5.144 7.708 5.762 8.808 3.891
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,]  8.51 4.447 0.4786 4.367 4.325 0.8416 4.224 0.3240 4.110 1.268 0.7128
[2,] 12.09 5.484 0.5812 5.453 5.711 0.9675 5.529 0.4044 5.148 1.545 0.8646
[3,] 13.91 6.294 0.6727 6.342 6.935 1.1923 6.382 0.4628 5.761 1.863 0.9944
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.000 4.364 4.175 3.841 2.328 1.916 1.042 2.161 0.8408 2.508 3.007
[2,] 6.112 5.446 5.196 4.523 3.132 2.320 1.251 2.502 0.9911 3.088 3.844
[3,] 6.881 6.127 6.207 4.904 3.679 2.694 1.368 2.785 1.1035 3.542 4.415
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.927 1.397 2.073 2.906 3.481 1.925 2.513 2.480 0.9894 2.362 2.312
[2,] 2.425 1.704 2.599 3.449 4.300 2.281 3.830 2.976 1.2207 3.502 2.983
[3,] 2.758 1.925 2.912 3.971 4.753 2.581 4.428 3.376 1.3843 4.552 3.610
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.332 1.221 2.469 0.5562 1.699 0.7427 1.747 1.853 1.734 3.435 0.9676
[2,] 2.960 2.227 2.832 0.6500 2.750 0.9200 2.150 2.202 2.535 4.219 1.1719
[3,] 3.552 3.018 3.143 0.7041 3.116 1.0537 2.498 2.417 2.855 4.659 1.3688
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.146 1.758 2.026 1.016 3.377 3.037 3.621 3.941 4.407 4.030 3.389
[2,] 2.986 2.166 3.060 1.197 4.155 4.127 4.620 5.447 5.010 5.568 4.576
[3,] 3.667 2.393 3.670 1.386 4.707 4.656 5.282 6.354 5.472 6.479 5.466
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8582 3.011 2.397 3.252 1.815 1.505 1.278 2.121 2.149 4.860 4.011
[2,] 0.9951 4.112 2.843 4.227 2.230 1.867 1.524 2.966 2.602 5.749 4.506
[3,] 1.1105 5.316 3.117 5.272 2.597 2.185 1.744 3.460 2.943 6.419 5.172
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.459 1.610 1.580 1.538 1.734 1.860 0.4244 0.8571  8.08 4.870
[2,] 1.954 2.195 2.164 2.102 2.210 2.122 0.4932 1.0984 10.90 5.818
[3,] 2.299 2.683 2.791 2.644 2.617 2.419 0.5619 1.2211 12.01 6.716
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    4.049    2.458    6.084    5.451    5.953   0.2658    1.688
[2,] 3581.941 1633.442 4557.075 4986.018 4926.061 153.3125 1389.258
[3,] 2766.667 1458.964 5174.921 3837.689 3920.233 142.5350 1232.740
         [,8]     [,9]    [,10]    [,11]    [,12]   [,13]    [,14]
[1,]    3.871    4.668    3.339    2.595    2.853    2.65    3.035
[2,] 2511.912 3244.291 4236.514 2397.865 3881.046 1770.82 3655.458
[3,] 2506.248 2994.439 3032.420 1919.831 2359.952 1583.28 2900.183
        [,15]    [,16]   [,17]    [,18]    [,19]    [,20]    [,21]
[1,]    4.422    3.919    3.91    3.502    6.953    4.842    8.159
[2,] 4730.736 2459.850 3572.11 4443.683 5254.587 4339.549 6302.133
[3,] 4273.270 3110.292 4380.40 4170.982 5509.383 4232.923 5638.361
        [,22]    [,23]    [,24]    [,25]    [,26]    [,27]   [,28]
[1,]    3.584    10.81    5.648   0.6077    5.546    5.492   1.069
[2,] 2646.450 12056.12 4503.625 462.8319 4584.410 5234.549 669.852
[3,] 2669.145  9655.39 4333.547 475.4964 4542.937 5521.079 978.056
        [,29]    [,30]    [,31]    [,32]    [,33]    [,34]    [,35]
[1,]    5.364   0.4114    5.219    1.611   0.9051    6.349    5.542
[2,] 5006.982 339.7974 4351.223 1238.969 686.8550 4933.986 4573.372
[3,] 4474.965 315.6565 3631.422 1461.369 689.5626 4435.686 3938.118
        [,36]    [,37]    [,38]    [,39]   [,40]    [,41]   [,42]    [,43]
[1,]    5.302    4.878    2.956    2.432   1.323    2.744   1.068    3.185
[2,] 4340.787 3350.299 2939.867 1836.949 970.428 1771.279 736.403 2529.171
[3,] 4765.579 2662.342 2709.016 1922.313 779.692 1714.319 681.002 2434.483
        [,44]    [,45]    [,46]    [,47]   [,48]   [,49]    [,50]    [,51]
[1,]    3.818    2.447    1.774    2.633    3.69    4.42    2.445    3.191
[2,] 3360.745 2065.417 1369.955 2198.841 2608.49 3544.88 1717.525 4057.033
[3,] 3048.011 1844.027 1256.004 1843.777 2760.10 2839.66 1694.586 3119.383
        [,52]    [,53] [,54]    [,55]    [,56]   [,57]    [,58]    [,59]
[1,]    3.149    1.256     3    2.936    2.961    1.55    3.136   0.7063
[2,] 2309.095 1003.484  3628 2646.574 2557.704 2614.71 1945.832 472.0293
[3,] 2237.004  916.391  4083 2853.711 2757.617 2858.27 1913.399 379.8737
        [,60]    [,61]    [,62]    [,63]    [,64]    [,65]   [,66]
[1,]    2.158   0.9431    2.218    2.354    2.202    4.362   1.229
[2,] 3034.520 762.1548 1758.933 1668.112 2595.339 3438.369 927.992
[3,] 2057.093 721.0177 1784.281 1398.199 1844.203 2774.514 992.824
        [,67]    [,68]    [,69]  [,70]    [,71]    [,72]    [,73]    [,74]
[1,]    2.725    2.232    2.573   1.29    4.288    3.857    4.599    5.005
[2,] 2914.430 1777.557 3218.890 888.53 3399.199 3922.714 4027.275 5276.993
[3,] 2987.998 1426.092 2844.439 981.07 3102.435 3025.655 3593.802 4592.712
        [,75]    [,76]    [,77]  [,78]    [,79]    [,80]   [,81]    [,82]
[1,]    5.597    5.117    4.304   1.09    3.824    3.044    4.13    2.305
[2,] 3344.809 5393.395 4314.132 707.15 3931.091 2144.326 3789.43 1818.258
[3,] 3088.167 4650.816 4196.872 691.71 4727.377 1795.093 4422.21 1868.458
        [,83]    [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    1.911    1.623    2.693    2.729    6.171    5.093    1.852
[2,] 1550.580 1163.689 2910.568 2060.278 4311.488 2883.175 1825.408
[3,] 1594.132 1189.575 2499.519 1929.312 4006.235 3563.071 1699.943
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]   [,96]
[1,]    2.045    2.006    1.953    2.202    2.361   0.5389   1.088
[2,] 2093.442 2076.512 2011.795 1923.602 1434.328 352.6154 964.262
[3,] 2166.344 2473.888 2251.330 1967.913 1629.440 377.7824 748.640
        [,97]    [,98]
[1,]    10.26    6.184
[2,] 10275.93 4466.365
[3,]  7076.70 4710.156
[1] "--- VAR model 2017-10-01 06:01:00  completed"
[1] "Completed training sample:  2017-10-01 06:01:00 - 2017-10-01 14:00:00"
[1] "SpVAR;   training sample:  2017-10-01 06:31:00 - 2017-10-01 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -38.5585           5.510         -36.37         -63.24
         -8.8155           7.062         -50.90         -64.61
         -0.7414         -13.035         -50.10         -74.10
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -72.55         0.1749           -1.727           -2.663
         -56.03        -0.1357           -2.325          -11.938
         -78.47        -0.6876            3.274           -9.640
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -9.654           -13.87          -12.338           -23.48
          -14.297            -5.80           -1.046           -14.77
          -20.102           -22.62           -5.070           -23.10
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -7.0664           -3.891           -11.90            2.493
          -4.9243          -18.350           -26.99           -5.911
          -0.3478           -1.300           -21.74          -14.496
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -36.41          -32.436          -29.533           -1.365
           -12.57           -8.981          -18.397           29.891
            16.41          -28.453           -1.197            1.439
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -39.59            2.365           -105.2           -84.80
           -43.06            8.317           -153.3           -71.79
           -81.29            2.807           -111.2           -58.01
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.309           -71.76           -87.61           -18.05
           -5.581           -55.34           -81.30           -17.08
           -3.990           -45.85           -65.64           -17.58
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -60.44           -5.528          -107.09           -23.59
           -99.15           -8.375           -58.25           -27.25
           -56.56           -8.089           -63.00           -28.65
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -15.867           0.8942           -75.54           -83.54
           -9.461         -50.0695           -57.68           -50.62
          -15.331         -76.6243           -53.07           -59.03
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -49.3948           -21.69         -15.7615         -2.51444
         -12.3193           -19.91           3.8630         -3.49425
          -0.7459           -23.77          -0.3023          0.02747
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.719           0.5634           -47.19           -63.52
           -5.274          -2.4400           -29.09           -29.58
            4.806          -1.6106           -14.56           -18.74
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.749         0.001836           -35.05           25.440
            4.623        -6.093121           -28.08           -6.103
            7.770         1.855718           -30.63           -4.539
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           20.544          -14.825          -14.017            3.334
            4.290            4.472           -6.063           16.255
            4.403           -1.223          -20.318           15.181
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -5.3496          -22.283           -30.55           -16.06
           3.8075          -12.254           -10.42           -26.23
           0.6844           -2.663           -15.07           -18.20
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -17.18          -14.216           -1.017           -22.96
           -31.31           -4.760           -0.715           -33.35
           -16.07            1.341            1.360           -25.48
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -10.7135            -5.05            3.702           -3.257
          -2.8705           -20.12            2.956          -13.949
          -0.1319           -16.60           -3.160          -16.437
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.405           11.417          -13.257            5.672
           17.481            2.117            4.057            6.631
          -30.826           -1.609          -20.009            2.144
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -17.067           0.1702          -10.975           -16.60
           -5.425           2.0968          -10.917           -10.83
           -1.069           4.2839            9.096           -11.89
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           10.538          -29.684           -5.332            8.162
           -3.644           -2.676           18.848          -28.745
            7.327           -4.953           11.226           -7.144
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.958            1.600            9.524            1.994
          -24.926            1.680            5.448            3.527
            1.312            2.924          -29.680           -4.832
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -11.62            3.689           -5.866           -2.347
            -6.16            6.471            8.842           -8.345
           -12.14            3.885            6.143            1.432
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.766           -2.711            14.18            12.53
          -10.178            2.386           -16.78           -14.97
          -18.468           -8.386             9.55           -16.75
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.1361          -2.3476          0.08593           -7.590
           3.6335           0.8048         -0.76526           -1.593
          -0.2983          -3.7926         -7.33976           -3.420
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.923            8.075           -10.51           -5.898
          -34.044            3.134           -11.15            2.405
          -16.281           -5.860           -11.41            2.143
 rnd_95776.volume rnd_95787.volume
           -22.44           -63.14
           -18.74           -66.99
           -40.98           -53.26
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.260 2.121 5.242 4.767 5.154 0.2152 1.453 3.210 4.057 2.834 2.083
[2,] 4.181 2.477 6.321 5.913 6.404 0.2449 1.770 3.694 4.758 4.242 2.774
[3,] 4.703 2.685 7.365 6.579 7.002 0.2670 1.971 4.171 5.170 4.734 3.070
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.355 2.197 2.500 3.888 3.516 4.071 3.262 7.126 4.069 6.938 3.442
[2,] 3.763 2.644 3.777 5.392 4.190 5.267 4.395 8.564 5.339 8.525 3.929
[3,] 4.137 2.864 4.414 6.346 4.882 6.550 5.395 9.836 6.122 9.393 4.547
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  9.622 4.976 0.5024 4.529 4.613 0.8906 4.681 0.3503 4.631 1.347
[2,] 13.376 6.031 0.6060 5.775 6.187 1.0286 5.870 0.4305 5.698 1.659
[3,] 15.349 6.753 0.6898 6.876 7.484 1.2640 6.836 0.4931 6.390 1.940
      [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43]
[1,] 0.7674 5.407 4.933 4.796 3.982 2.473 2.218 1.130 2.363 0.9218 2.724
[2,] 0.9528 6.704 5.978 5.835 4.732 3.393 2.596 1.340 2.699 1.0437 3.417
[3,] 1.0843 7.416 6.672 6.831 5.189 3.922 2.937 1.455 2.992 1.1397 3.953
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 3.168 2.092 1.437 2.354 3.030 3.770 2.066 2.683 2.752 1.087 2.606
[2,] 4.130 2.546 1.745 2.862 3.596 4.493 2.456 3.936 3.264 1.280 3.835
[3,] 4.836 2.899 1.937 3.227 4.249 4.947 2.743 4.668 3.671 1.451 4.703
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 2.420 2.361 1.321 2.641 0.5861 1.829 0.7721 1.843 1.959 1.847 3.736
[2,] 3.106 3.124 2.394 3.065 0.6852 2.874 0.9683 2.247 2.305 2.633 4.468
[3,] 3.738 3.758 3.132 3.375 0.7428 3.359 1.1035 2.616 2.528 2.965 5.019
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.037 2.343 1.972 2.210 1.113 3.587 3.041 3.709 4.010 4.520 4.127
[2,] 1.226 3.218 2.364 3.320 1.285 4.384 4.249 4.888 5.656 5.244 5.777
[3,] 1.434 3.888 2.624 3.951 1.478 4.810 4.846 5.518 6.520 5.841 6.658
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.326 0.9185 3.126 2.464 3.304 1.877 1.591 1.364 2.218 2.311 5.291
[2,] 4.648 1.0525 4.181 2.930 4.332 2.325 1.956 1.593 3.137 2.738 6.227
[3,] 5.706 1.1601 5.453 3.218 5.404 2.688 2.340 1.809 3.636 3.089 6.963
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 4.433 1.556 1.703 1.802 1.755 1.844 1.915 0.4562 0.9082  8.147 5.157
[2,] 4.974 2.085 2.355 2.401 2.305 2.336 2.261 0.5292 1.1878 10.976 6.181
[3,] 5.700 2.413 2.866 3.028 2.842 2.756 2.554 0.5880 1.3207 12.219 7.030
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    4.139    2.694    6.657    6.053    6.544   0.2732    1.844
[2,] 3670.003 1792.728 4949.840 4902.793 5328.148 163.8162 1416.769
[3,] 3016.822 1450.441 5297.081 4043.296 3968.270 149.0873 1215.177
         [,8]     [,9]    [,10]    [,11]   [,12]   [,13]    [,14]    [,15]
[1,]    4.076    5.151    3.599    2.645    2.99    2.79    3.175    4.937
[2,] 2562.472 3483.232 4423.341 2566.577 4113.89 2061.55 3967.733 5235.936
[3,] 2715.022 2836.823 2943.711 1843.912 2408.69 1540.19 3200.835 4689.341
        [,16]   [,17]    [,18]    [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.465    5.17    4.143    9.049    5.167    8.81    4.371    12.22
[2,] 3194.168 4681.89 4126.451 6658.256 4845.606 6942.41 2655.067 13022.28
[3,] 3509.697 5456.27 4385.382 6778.764 4197.000 5528.02 3206.524 10549.69
        [,24]   [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    6.319   0.638    5.751    5.857    1.131    5.944   0.4449
[2,] 4775.601 474.810 5020.570 5778.469  721.138 4964.314 350.6041
[3,] 4255.040 461.692 5230.142 5900.696 1029.642 4909.868 337.1031
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]   [,38]
[1,]    5.881    1.71   0.9745    6.866    6.264    6.091    5.057    3.14
[2,] 4651.348 1356.78 791.3669 5555.703 4732.655 4657.010 3581.516 3256.52
[3,] 4054.556 1409.16 725.4162 4442.480 4152.809 4978.584 2985.239 2756.09
        [,39]    [,40] [,41]   [,42]   [,43]    [,44]    [,45]    [,46]
[1,]    2.817    1.435     3   1.171    3.46    4.023    2.656    1.824
[2,] 1889.063 1007.593  1828 685.901 2891.10 3714.274 2033.425 1389.333
[3,] 1925.048  795.519  1810 641.475 2785.05 3524.477 1944.191 1176.181
       [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    2.99    3.848    4.788    2.623    3.407    3.495   1.381    3.309
[2,] 2280.06 2714.351 3425.660 1861.744 4035.297 2457.710 945.667 3942.707
[3,] 2089.60 3172.112 2900.718 1713.397 3517.267 2354.620 957.266 3816.063
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]    [,61]
[1,]    3.073    2.999    1.678    3.354   0.7442    2.323   0.9804
[2,] 2728.577 2866.855 2797.845 2179.244 497.5691 3106.891 818.8954
[3,] 2915.303 2926.077 2829.029 1979.292 401.8319 2434.935 741.8634
        [,62]    [,63]    [,64]    [,65]    [,66]    [,67]    [,68]
[1,]    2.341    2.487    2.346    4.744    1.317    2.975    2.504
[2,] 1801.795 1702.615 2629.945 3434.757  915.531 3091.336 1827.893
[3,] 1875.480 1453.448 1911.142 3204.435 1042.071 3057.375 1596.288
        [,69]    [,70]    [,71]    [,72]   [,73]    [,74]   [,75]   [,76]
[1,]    2.807    1.413    4.555    3.862    4.71    5.092    5.74    5.24
[2,] 3471.544  899.584 3533.940 4158.317 4462.07 5590.219 3726.77 5664.89
[3,] 3002.743 1023.627 2772.275 3266.611 3588.77 4545.756 3603.14 4638.09
        [,77]   [,78]   [,79]    [,80]    [,81]    [,82]    [,83]    [,84]
[1,]    4.224   1.166    3.97    3.129    4.195    2.384    2.021    1.732
[2,] 4550.157 720.022 3891.21 2222.768 3926.922 1923.242 1594.213 1153.950
[3,] 4637.309 683.796 4904.44 1862.603 4527.139 1889.267 1799.131 1200.779
        [,85]    [,86]    [,87]   [,88]    [,89]    [,90]    [,91]
[1,]    2.816    2.935    6.719    5.63    1.975    2.163    2.289
[2,] 3109.497 2058.456 4601.129 3159.39 1944.793 2280.324 2222.641
[3,] 2576.326 2003.780 4365.798 3902.19 1701.623 2287.443 2585.749
        [,92]    [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]    2.228    2.341    2.431   0.5793    1.153    10.35    6.549
[2,] 2094.264 2011.207 1684.653 375.9264 1072.805 10305.97 4775.009
[3,] 2330.750 2049.668 1665.945 359.0909  809.172  7525.28 4691.708
[1] "--- VAR model 2017-10-01 06:31:00  completed"
[1] "Completed training sample:  2017-10-01 06:31:00 - 2017-10-01 14:30:00"
[1] "SpVAR;   training sample:  2017-10-01 07:01:00 - 2017-10-01 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -8.8232          -3.627         -35.41         -61.19
         -0.4162          -3.764         -36.97         -68.74
          4.8343           0.292         -27.65         -52.80
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.50        -1.1246         -2.06358          -10.464
         -48.04        -1.0170         -0.06978            1.052
         -65.06        -0.8284          2.17438           -6.350
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.979           0.9814           3.6359           -11.64
           -0.447          -1.7424           0.5882           -20.38
          -10.204          -5.8781           6.2352           -22.31
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.224           -9.806            9.836            1.515
           -3.287           -3.645           24.575          -10.222
            2.937           -7.854           12.727           -1.811
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -12.471          -22.989          -72.450           0.5172
           -8.522          -15.406           -4.043          15.3353
          -18.624           -6.152          -19.887           9.9819
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -49.15           -8.073           -109.6           -51.78
           -51.45          -14.905           -116.1           -47.51
           -29.43           -2.789           -107.5           -48.22
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.283           -78.30           -71.72           -19.23
           -8.571           -63.01           -88.22           -15.45
           -7.817           -58.30           -51.19           -15.18
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -55.22           -7.416           -56.18           -21.35
           -70.64           -7.525           -62.74           -22.88
           -60.15           -7.330           -68.92           -25.13
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.29           -69.51           -60.92           -44.81
           -15.52           -67.79           -46.55           -60.95
           -15.08           -61.93           -65.82           -71.58
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -22.021          -14.476            3.343          1.50898
           -5.413           -4.146           -1.747          0.02684
           -7.485          -16.426           -9.318          0.30513
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.446           -2.931           -30.27           -25.17
           -5.233            0.677           -44.92           -31.26
           -2.815           -1.123           -35.89           -45.62
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.676           -4.181           -36.91           13.123
           -8.028           -2.984           -34.24            1.290
            1.657           -6.067           -36.72            3.373
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.184           -6.351           -27.61            6.432
            8.492           -1.433           -40.80            3.045
            6.562           -7.542           -23.96            2.991
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.693           -30.77           -33.31           -24.31
           -3.566           -27.25           -25.10           -23.16
           -3.293           -28.11           -28.23           -26.82
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -24.83          -1.7268         -0.03687           -23.76
           -31.26           0.4563          0.40800           -24.31
           -27.17           0.4376         -0.46786           -31.42
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.376           0.4889           5.7930           -6.772
           -1.793         -16.8386           8.6442           -1.688
           -3.338         -20.1679          -0.4803          -14.954
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.878          -0.5943          -12.450          1.23695
            8.445           2.2840           -1.030         -1.24099
          -19.980          -0.2202           -6.895         -0.04967
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.248           0.7007          -8.8477          -8.4622
           -7.634           0.3068           0.4993          -0.6597
           -2.208           0.6254           6.5536           3.9090
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           7.1516            3.208            1.721           16.977
         -17.9672          -21.735           11.806           -8.526
          -0.1752           -3.942            8.713            7.429
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.455           -1.236            6.480           3.0251
            5.572            1.240            9.607          -0.5619
           -4.316           -1.085           -7.224          -6.6979
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           19.457           -5.284           10.692           -1.194
           11.593            2.949           -6.519            1.344
           -2.659           -1.925           -2.166           -2.926
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -18.726          -3.6990           -6.133           -7.967
            2.016          -2.4583            1.234           -8.209
          -15.009          -0.6151           -4.681          -10.011
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.340           6.5427            5.554           3.3482
            8.830           0.5262            3.329           2.2682
            2.594           2.1172            0.296           0.8435
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5055           -6.765           -9.737           3.3793
         -13.3204           -3.390           -9.460          -0.8998
         -10.9418           -4.413           -9.875          -1.6351
 rnd_95776.volume rnd_95787.volume
           -96.68           -57.84
           -47.74           -69.57
           -83.79           -58.46
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.584 2.290 5.953 5.058 5.744 0.1927 1.577 3.304 4.048 3.014 2.209
[2,] 4.395 2.670 7.309 6.229 6.994 0.2241 1.830 3.827 4.790 4.351 2.875
[3,] 4.846 2.903 8.765 6.947 7.618 0.2460 2.030 4.282 5.205 4.861 3.163
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.407 2.268 2.614 6.287 3.698 4.114 3.238 7.101 4.163  7.537 3.527
[2,] 3.813 2.702 3.796 8.033 4.338 5.494 4.358 8.602 5.286  9.024 4.009
[3,] 4.204 2.936 4.449 9.319 5.038 6.781 5.386 9.988 6.175 10.022 4.629
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.49 5.452 0.5352 4.996 5.010 0.9167 5.259 0.3802 5.280 1.443 0.8244
[2,] 14.44 6.661 0.6382 6.214 6.501 1.0855 6.523 0.4645 6.293 1.818 0.9669
[3,] 16.38 7.429 0.7180 7.232 7.877 1.3137 7.479 0.5205 7.039 2.071 1.0836
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.867 5.474 5.259 4.229 2.670 2.409 1.207 2.582 0.9817 3.108 3.391
[2,] 7.104 6.546 6.315 4.955 3.553 2.826 1.386 2.997 1.1080 3.776 4.300
[3,] 7.850 7.365 7.392 5.442 4.096 3.166 1.501 3.289 1.2135 4.333 4.963
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.340 1.497 2.455 3.177 4.163 2.157 2.814 2.990 1.087 2.785 2.466
[2,] 2.771 1.794 3.021 3.808 4.848 2.522 4.170 3.539 1.338 4.107 3.250
[3,] 3.082 1.978 3.354 4.429 5.245 2.838 4.928 3.927 1.516 4.910 3.910
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.475 1.573 2.876 0.5851 1.993 0.8684 1.889 2.187 1.947 3.909 1.136
[2,] 3.226 2.695 3.298 0.6795 3.042 1.0442 2.335 2.498 2.655 4.672 1.359
[3,] 3.979 3.439 3.585 0.7501 3.589 1.1588 2.751 2.711 3.067 5.248 1.556
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.458 2.090 2.384 1.209 3.721 3.088 3.926 4.185 4.893 4.107 3.515
[2,] 3.353 2.549 3.571 1.386 4.430 4.378 5.066 5.869 5.583 6.030 4.906
[3,] 4.030 2.825 4.212 1.567 4.928 4.958 5.685 6.679 6.045 6.921 5.929
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9347 3.242 2.538 3.441 1.886 1.600 1.429 2.439 2.418 5.672 4.599
[2,] 1.0737 4.329 3.086 4.597 2.359 2.097 1.688 3.374 2.934 6.546 5.149
[3,] 1.1795 5.732 3.323 5.664 2.773 2.445 1.884 3.797 3.246 7.271 5.983
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.686 1.769 1.917 1.971 1.900 2.078 0.4672 0.8941  8.606 5.562
[2,] 2.201 2.549 2.572 2.470 2.416 2.422 0.5421 1.1623 11.574 6.538
[3,] 2.549 3.044 3.229 3.105 2.898 2.675 0.6065 1.3279 12.901 7.447
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    4.551    2.908    7.559    6.422    7.294   0.2447    2.002
[2,] 4039.496 2179.316 6736.540 5773.971 6337.172 181.8275 1476.282
[3,] 3242.217 1809.855 7682.909 4887.872 4797.101 160.8363 1393.922
         [,8]    [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    4.196    5.14    3.827    2.805    3.057    2.88    3.319    7.983
[2,] 3065.837 4067.91 4984.905 2923.497 4696.090 2333.30 4373.134 7942.253
[3,] 3050.760 3234.51 3440.302 2093.974 2811.342 1822.64 3684.537 7500.809
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.696    5.224    4.112    9.017    5.287    9.57    4.479
[2,] 3601.755 5782.882 4632.485 7712.159 5173.094 7882.43 3024.108
[3,] 4070.362 6313.684 5027.441 8060.838 5070.347 6925.65 3676.019
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    13.32    6.924   0.6797    6.344    6.362    1.164    6.679
[2,] 15773.68 6076.369 552.2245 5867.513 6579.189  923.117 6129.572
[3,] 12273.40 5225.330 522.2251 5876.966 7064.331 1175.286 5810.713
        [,30]    [,31]    [,32]   [,33]   [,34]   [,35]    [,36]    [,37]
[1,]   0.4828    6.705    1.832   1.047    7.45    6.95    6.677    5.371
[2,] 423.7383 5437.066 1756.129 802.386 6362.13 5703.23 5553.917 4100.485
[3,] 373.1542 5010.715 1574.228 777.124 5304.44 5361.17 6101.754 3572.190
       [,38]    [,39]    [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    3.39    3.059    1.533    3.279   1.247    3.947    4.306    2.972
[2,] 3724.54 2346.557 1081.874 2416.285 815.964 3406.278 4199.239 2356.021
[3,] 3236.84 2267.344  916.261 2153.618 786.010 3373.284 3935.707 2145.493
        [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]
[1,]    1.901    3.117    4.034    5.286    2.739    3.574    3.797
[2,] 1569.223 2798.505 3333.894 3945.325 2074.005 4887.963 3007.230
[3,] 1322.219 2313.368 3594.301 3182.751 2068.252 4171.696 2701.335
       [,53]    [,54]    [,55]    [,56]    [,57]    [,58]   [,59]   [,60]
[1,]    1.38    3.537    3.132    3.142    1.998    3.652   0.743    2.53
[2,] 1240.32 4794.241 3361.298 3287.901 3475.328 2562.463 548.527 3650.07
[3,] 1131.50 4271.907 3452.646 3698.646 3393.652 2233.334 504.581 3024.17
       [,61]    [,62]    [,63]    [,64]    [,65]    [,66]    [,67]
[1,]   1.103    2.399    2.777    2.472    4.963    1.443    3.121
[2,] 920.940 2179.499 1920.205 2866.969 4063.633 1184.216 3622.473
[3,] 798.112 2308.557 1669.868 2439.139 3796.184 1203.725 3549.667
        [,68]    [,69]    [,70]    [,71]    [,72]    [,73]    [,74]
[1,]    2.654    3.027    1.535    4.726    3.922    4.985    5.314
[2,] 2317.466 4223.243 1075.988 3816.136 4929.059 5085.832 6535.426
[3,] 1935.201 3547.062 1161.092 3429.718 3696.243 4096.678 5062.048
        [,75]    [,76]    [,77]   [,78]    [,79]    [,80]   [,81]    [,82]
[1,]    6.214    5.215    4.463   1.187    4.117    3.223    4.37    2.394
[2,] 4267.778 7013.087 5435.158 839.091 4556.104 2788.512 4841.35 2251.139
[3,] 3683.364 5394.224 5287.418 775.318 5968.201 1957.238 5255.46 2316.882
        [,83]    [,84]    [,85]   [,86]    [,87]   [,88]    [,89]    [,90]
[1,]    2.032    1.815    3.097    3.07    7.203    5.84    2.141    2.246
[2,] 2153.477 1426.282 3702.221 2640.24 5189.520 3678.37 2247.645 2914.182
[3,] 1996.985 1329.156 2766.453 2205.57 5026.994 4838.14 2040.356 2643.854
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]    2.434    2.503    2.413    2.638   0.5933    1.135    10.93
[2,] 2722.764 2362.649 2368.968 1978.863 436.6945 1179.478 12290.85
[3,] 3100.554 2989.052 2541.732 1802.936 432.0775 1019.918  9051.93
        [,98]
[1,]    7.063
[2,] 5458.735
[3,] 5661.742
[1] "--- VAR model 2017-10-01 07:01:00  completed"
[1] "Completed training sample:  2017-10-01 07:01:00 - 2017-10-01 15:00:00"
[1] "SpVAR;   training sample:  2017-10-01 07:31:00 - 2017-10-01 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.1207           4.460         -62.77         -60.09
         -0.5045          -6.444         -57.14         -52.43
        -11.8831           4.169         -91.68         -83.13
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -47.28        -0.4425          -1.1817          -13.777
         -54.69        -1.2749          -0.8373           -1.179
         -72.48        -1.2457           4.9420           -1.079
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -29.2023           -8.048            7.693           -28.36
          -0.9228          -12.103           -7.469           -37.53
          -3.2099           -1.651            8.662           -19.78
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1704           -12.94            21.00            -2.74
           0.3758           -22.38           -37.80           -12.15
           5.5426           -12.44           -62.75           -11.30
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.568          -15.495           -9.384            4.765
          -14.864            5.616          -28.524           22.009
          -37.648          -28.888           22.690           29.580
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -65.41           -3.364          -110.97           -57.63
           -43.14           -7.788           -86.42           -50.03
           -42.12            1.226          -102.63           -39.44
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -10.013           -61.48           -63.18           -15.68
           -8.788           -70.38           -63.10           -16.83
           -8.281           -64.40           -72.13           -16.24
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -65.79           -9.452           -81.03           -22.34
           -57.61           -8.300           -48.31           -18.52
           -71.62           -9.270           -79.05           -21.24
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -11.21           -62.11           -35.15           -72.82
           -14.50           -67.85           -45.95           -46.39
           -13.29           -70.01           -60.36           -35.25
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.440            6.638            8.136            3.906
           13.786           -7.948            6.302           -2.405
            2.058           17.258           14.837           -1.118
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -9.602           -2.319           -28.71           -33.13
           -2.744            1.353           -27.14           -33.89
           -3.912           -1.149           -26.31           -37.56
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           12.128           1.8231           -51.14            7.391
            1.941          -2.5931           -41.90           15.070
           11.788           0.1877           -40.11           12.489
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            27.49           -1.282        -26.73306           36.467
            26.23           -4.469         -0.06078           20.863
            23.49           -3.427        -34.31434            3.753
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.132           -7.858          -23.986          -14.455
           -6.973           -8.922            4.497           -3.407
            1.675            1.705            5.626            3.343
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.445           -6.397          -0.6978           10.274
          -15.764            6.711          -0.3418          -13.871
            2.147            2.395          -0.1117            3.391
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.9019           8.0416            3.841           13.915
          -1.5545          -0.5974           10.196           19.612
           0.5184          -6.5633            8.790           -6.432
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            25.39          -3.9194           15.996           -2.272
            18.96           3.3103            2.693            2.135
            15.33           0.4123           14.826           -1.417
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            11.51           0.8686           10.763           -0.988
            18.01           4.3485          -18.723           -2.943
            11.94           1.8230           -7.628          -14.389
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         5.087739           8.3809           25.806           11.185
         0.002324           0.1915            7.585           -5.013
        -6.396780         -18.5675           21.869            8.695
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.013          -1.4661           -5.375           0.1360
           22.770           1.5455            9.518           0.5856
            1.208          -0.9012           -1.076          -7.7251
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.215            1.067            8.720           0.6130
            8.239           11.838           -3.148           0.3934
            5.723            6.812           -1.310           7.1751
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.877           10.628           -2.598          -14.573
           -7.591           -6.686           -1.297           19.404
           12.851            3.829          -13.146           -3.614
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            22.57            29.38            33.65            21.35
            32.19            28.44            26.67            35.45
            27.39            34.89            34.73            26.99
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.933          -1.7264           -9.764          -0.5832
           16.384           3.3041          -10.044           4.9896
           -6.304          -0.8207          -11.657           0.4527
 rnd_95776.volume rnd_95787.volume
           -45.48           -76.97
           -26.23           -73.46
           -31.44           -42.47
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.667 2.286  9.336 5.905 5.999 0.1912 1.616 3.421 4.236 3.072 2.289
[2,] 4.483 2.696 11.071 7.150 7.317 0.2274 1.885 3.934 4.861 4.617 3.055
[3,] 4.917 2.935 12.447 7.911 7.990 0.2521 2.065 4.519 5.253 5.080 3.301
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.619 2.364 2.729  7.284 3.908 4.266 3.177  7.331 4.221  7.845 3.706
[2,] 3.995 2.904 3.941  9.064 4.532 5.523 4.468  8.730 5.345  9.433 4.215
[3,] 4.327 3.130 4.613 10.516 5.280 6.894 5.425 10.178 6.440 10.471 4.800
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.04 5.776 0.5545 5.494 5.547 0.982 5.599 0.4058 5.561 1.546 0.9265
[2,] 15.19 7.023 0.6697 6.744 7.183 1.178 7.125 0.4929 6.803 1.878 1.0681
[3,] 17.05 7.998 0.7630 7.911 8.607 1.395 8.087 0.5529 7.541 2.164 1.1793
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 6.344 5.725 5.814 4.385 2.821 2.665 1.273 2.642 0.9964 3.228 3.697
[2,] 7.770 6.875 6.913 5.147 3.845 3.107 1.450 3.057 1.1316 3.921 4.628
[3,] 8.541 7.840 7.902 5.622 4.427 3.469 1.619 3.417 1.2441 4.542 5.339
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.358 1.517 2.562 3.258 4.269 2.149 3.127 3.306 1.185 2.932 2.674
[2,] 2.963 1.826 3.142 4.094 5.163 2.537 4.526 3.865 1.432 4.373 3.525
[3,] 3.283 1.993 3.528 4.711 5.816 2.895 5.323 4.270 1.602 5.503 4.346
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.728 1.690 3.066 0.6071 2.233 0.9384 2.062 2.295 2.024 4.175 1.230
[2,] 3.419 2.894 3.490 0.7194 3.445 1.1057 2.534 2.624 2.801 5.169 1.481
[3,] 4.251 3.710 3.802 0.7953 4.009 1.2141 2.941 2.874 3.251 5.757 1.679
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.723 2.171 2.646 1.274 3.814 3.096 4.144 4.267 5.080 4.262 3.569
[2,] 3.608 2.660 3.805 1.440 4.545 4.406 5.327 6.070 5.875 6.005 5.024
[3,] 4.181 2.950 4.401 1.634 5.034 4.991 5.875 6.785 6.379 7.154 6.260
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.002 3.159 2.655 3.534 1.980 1.757 1.569 2.530 2.482 5.851 4.687
[2,] 1.126 4.196 3.191 4.768 2.394 2.233 1.799 3.388 2.997 6.770 5.330
[3,] 1.234 5.675 3.473 5.766 2.870 2.608 2.013 3.933 3.283 7.568 6.079
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.952 1.977 2.128 2.149 2.113 2.129 0.5039 0.9272  9.148 6.048
[2,] 2.543 2.768 2.741 2.624 2.664 2.508 0.5715 1.1958 12.632 7.034
[3,] 2.908 3.273 3.384 3.316 3.205 2.810 0.6456 1.3893 14.111 7.951
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    4.657    2.902   11.85    7.499    7.618   0.2428    2.052
[2,] 4300.728 2386.621 9926.85 6723.124 6985.987 205.2196 1617.300
[3,] 3370.099 1931.324 9487.77 5649.177 5355.621 181.7747 1409.172
         [,8]     [,9]  [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.344    5.378    3.9    2.906    3.326    3.002    3.465    9.249
[2,] 3240.157 3979.449 5749.4 3374.508 5030.561 2812.050 4743.118 8997.998
[3,] 3711.590 3321.574 3535.2 2087.977 2775.100 1947.620 3998.638 8894.291
        [,16]    [,17]    [,18]   [,19]    [,20]    [,21]    [,22]
[1,]    4.962    5.417    4.035    9.31    5.361    9.961    4.706
[2,] 3827.682 5851.202 5240.511 7906.02 5467.230 8738.580 3349.122
[3,] 4517.998 6880.132 5130.123 8728.93 5992.644 7579.063 3831.391
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]   [,29]
[1,]    14.01    7.334   0.7041    6.977    7.043    1.247    7.11
[2,] 17399.31 6664.681 626.5803 6521.771 7612.347 1084.662 7349.52
[3,] 12942.74 6382.627 609.6944 6900.181 7908.316 1246.663 6381.63
        [,30]    [,31]    [,32]   [,33]    [,34]   [,35]    [,36]    [,37]
[1,]   0.5153    7.062    1.964   1.177    8.056    7.27    7.382    5.569
[2,] 466.6268 6536.032 1777.422 886.316 7481.959 6349.58 6238.177 4494.729
[3,] 417.8530 5426.062 1793.430 833.729 5913.676 6283.86 6384.786 3770.209
        [,38]    [,39]    [,40]    [,41]   [,42]    [,43]    [,44]
[1,]    3.582    3.384    1.616    3.354   1.265    4.099    4.695
[2,] 4358.214 2663.070 1159.445 2567.082 894.409 3712.527 4643.104
[3,] 3660.082 2572.984 1201.287 2543.757 862.247 3825.559 4440.125
        [,45]    [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]    2.995    1.927    3.253    4.138    5.422    2.729    3.971
[2,] 2991.089 1694.743 3035.090 4133.676 4843.611 2250.188 5456.188
[3,] 2358.681 1330.891 2673.803 3889.717 4464.384 2326.993 4673.065
        [,52]    [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    4.197    1.505    3.723    3.396    3.464    2.146    3.893
[2,] 3341.302 1338.934 5412.625 3829.919 3437.677 3919.163 2780.926
[3,] 3028.417 1201.254 5570.841 4240.631 4213.425 3870.411 2514.826
        [,59]    [,60]   [,61]    [,62]    [,63]    [,64]    [,65]
[1,]   0.7709    2.835   1.192    2.619    2.914    2.571    5.301
[2,] 643.8616 4375.238 975.382 2455.850 2123.048 3228.228 5084.214
[3,] 565.2205 3420.201 836.536 2490.219 1955.907 2754.689 4229.272
        [,66]    [,67]    [,68]   [,69]    [,70]    [,71]    [,72]
[1,]    1.562    3.458    2.756    3.36    1.618    4.843    3.931
[2,] 1375.988 3949.497 2563.570 4559.87 1120.666 4121.964 5229.330
[3,] 1318.962 3523.826 2130.308 3688.89 1286.628 3612.206 3911.364
        [,73]    [,74]    [,75]    [,76]    [,77]   [,78]    [,79]
[1,]    5.262    5.419    6.451    5.412    4.533   1.272    4.012
[2,] 5583.597 7200.869 4923.699 7056.548 5896.151 858.357 4607.048
[3,] 4133.383 5055.036 4145.356 6484.664 6229.735 840.323 6371.241
        [,80]    [,81]    [,82]    [,83]    [,84]    [,85]    [,86]
[1,]    3.372    4.487    2.514    2.231    1.993    3.213    3.152
[2,] 2950.829 5337.884 2246.040 2300.420 1466.365 3758.365 2800.509
[3,] 2285.857 5409.898 2639.963 2244.905 1507.587 3333.342 2236.533
       [,87]    [,88]    [,89]   [,90]    [,91]    [,92]    [,93]    [,94]
[1,]    7.43    5.951    2.479    2.51    2.702    2.729    2.683    2.703
[2,] 5679.08 4233.869 2719.223 3231.45 2882.003 2511.166 2705.066 2211.140
[3,] 5643.26 4875.587 2352.006 2914.04 3309.879 3383.442 2971.666 2115.218
        [,95]    [,96]    [,97]    [,98]
[1,]   0.6398    1.177    11.62    7.681
[2,] 449.9603 1259.553 14529.87 5988.218
[3,] 500.7491 1179.693 10488.36 6184.053
[1] "--- VAR model 2017-10-01 07:31:00  completed"
[1] "Completed training sample:  2017-10-01 07:31:00 - 2017-10-01 15:30:00"
[1] "SpVAR;   training sample:  2017-10-01 08:01:00 - 2017-10-01 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.608         -2.3574         -57.30         -62.07
           1.613          0.4622         -46.52         -72.40
          -6.825          3.9851         -65.12         -47.19
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -40.31        -0.9923          -0.7755           -11.50
         -44.10        -0.7614           1.6597             1.35
         -43.96        -0.9231          -2.4402            -2.51
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.150            6.373          -3.4886           -19.41
           -4.629          -17.508           0.5332           -23.33
           -5.007           -3.051           7.4221           -30.53
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           7.8867            1.057           -30.32          -2.8551
          -0.1005           -5.248            18.92           1.7911
          -1.0590          -12.811           -41.86          -0.8426
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            22.14          -17.915           28.831         23.35456
            16.50            1.115           -1.652         -0.02159
            16.13           10.841          -16.783         24.57151
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -84.69          -25.772           -96.34           -81.15
           -77.16           -7.649          -128.56           -64.94
           -53.89          -22.409          -105.18           -48.98
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.434          -101.42           -81.95           -13.76
           -8.595           -77.28           -63.07           -13.12
           -6.165           -69.03           -61.49           -15.14
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.24           -6.256           -45.39           -32.42
           -75.40           -8.073           -48.82           -28.39
           -76.99           -7.541           -50.67           -22.82
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.25           -53.92           -11.15           -66.18
           -13.11           -45.95           -48.95           -73.57
           -13.06           -48.76           -52.26           -74.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           14.028           13.201           11.971         -1.54134
           -5.045           10.938           11.110          0.06832
           11.069           -6.843           -3.925          1.95753
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           14.694          -0.2942           -33.87           -55.76
            2.234           1.6930           -36.36           -40.47
            4.882          -2.0178           -23.23           -39.00
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.087           -2.709           -27.53           17.911
            4.809           -3.457           -31.73            8.932
           10.449            2.071           -36.69           14.812
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            35.21            4.817          -10.380            25.32
            21.76           -2.200          -12.512            22.39
            30.54           -2.404            4.758            26.93
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.73682           11.989           16.577          -0.2994
         -0.04913            1.897            5.402          13.1638
         -1.38311            6.744          -10.192           2.9337
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.930          -0.1374          -0.6275           -3.255
           14.800          15.0264          -1.4980            2.197
            7.415          -1.8252          -0.1010           25.293
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -5.1721           -4.018            6.607          -1.1296
          -0.4864            2.676            6.353           9.4072
           2.4766            7.943            8.746           0.5018
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.1275           0.7664           4.4318           -4.786
           9.9245          -0.6272           0.6559            9.130
           4.3026           5.1740           5.1995           -6.941
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.8324           1.3087            3.765            2.471
           4.6372          -1.7184            7.209           -1.912
           9.5906           0.1898           -4.494           -7.885
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -10.09           -7.742           21.531           -5.459
           -19.16          -19.908           22.366           11.490
             1.51            9.702            6.257           21.379
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.4208           -1.996           19.565           -7.261
           0.6822           -0.369          -11.058           -6.722
          19.1111           -1.509            9.643            2.468
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.309           -7.415           9.6594            2.390
           -9.304           -9.516          -4.8859            6.709
            3.456           -6.612          -0.6732            1.650
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.066            8.923           -1.509           -3.488
            1.632           -3.135            5.322           -6.094
            5.916            1.368           -8.886          -16.290
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            19.91            21.98            21.83            20.76
            29.85            24.55            26.24            23.76
            30.28            33.43            29.12            24.21
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9603           -4.287          -10.099           0.9595
          -0.5022            1.075           -8.403           2.6515
          10.7318            6.798          -10.615           1.3037
 rnd_95776.volume rnd_95787.volume
           -1.406           -68.71
           11.376           -48.35
          -10.702           -42.02
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.705 2.398  9.827 6.520 6.346 0.2203 1.605 3.563 4.311 3.136 2.408
[2,] 4.578 2.821 11.450 7.747 7.796 0.2543 1.885 4.099 4.989 4.796 3.140
[3,] 5.037 3.070 12.963 8.432 8.504 0.2758 2.075 4.667 5.428 5.277 3.354
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.788 2.542 2.878  7.658 3.914 4.978 3.426  7.625 4.466  8.109 3.750
[2,] 4.143 3.100 4.138  9.433 4.599 6.242 4.723  8.953 5.518  9.720 4.269
[3,] 4.524 3.340 4.800 10.649 5.200 7.422 5.637 10.492 6.550 10.881 4.816
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 11.98 6.304 0.5527 6.068 6.058 0.9988 6.503 0.4120 6.026 1.614 0.959
[2,] 16.15 7.603 0.6776 7.314 7.747 1.1950 7.865 0.4970 7.304 1.928 1.098
[3,] 18.22 8.598 0.7762 8.335 9.197 1.4178 8.768 0.5607 8.020 2.212 1.203
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.624 6.121 6.135 4.505 2.976 2.976 1.321 2.748 1.059 3.470 3.791
[2,] 7.970 7.416 7.464 5.276 4.117 3.420 1.519 3.189 1.224 4.125 4.825
[3,] 8.749 8.378 8.391 5.721 4.605 3.729 1.671 3.544 1.355 4.804 5.524
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.491 1.607 2.664 3.576 4.435 2.259 3.186 3.435 1.215 3.095 2.724
[2,] 3.103 1.900 3.233 4.355 5.432 2.627 4.725 3.993 1.453 4.532 3.587
[3,] 3.454 2.076 3.606 4.975 6.098 2.987 5.511 4.458 1.605 5.903 4.499
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.856 1.706 3.155 0.5836 2.377 1.032 2.244 2.475 2.116 4.399 1.331
[2,] 3.688 3.026 3.551 0.7156 3.768 1.185 2.751 2.793 2.959 5.382 1.585
[3,] 4.524 3.863 3.916 0.8035 4.350 1.297 3.161 3.035 3.418 5.999 1.753
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.862 2.397 2.827 1.365 3.918 3.215 4.510 4.434 5.217 4.675 3.693
[2,] 3.867 2.832 4.007 1.508 4.647 4.537 5.616 6.403 5.963 6.407 5.109
[3,] 4.548 3.136 4.688 1.687 5.070 5.177 6.231 7.278 6.533 7.477 6.511
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.040 3.102 2.716 3.634 2.044 1.818 1.666 2.660 2.477 6.067 4.759
[2,] 1.184 4.201 3.217 4.915 2.486 2.251 1.875 3.539 2.999 7.051 5.468
[3,] 1.287 5.741 3.544 5.840 2.926 2.714 2.112 4.076 3.339 7.977 6.240
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.107 2.085 2.322 2.251 2.270 2.265 0.5231 1.013  9.523 6.616
[2,] 2.725 2.866 2.987 2.749 2.860 2.693 0.6059 1.301 13.159 7.638
[3,] 3.122 3.377 3.587 3.411 3.392 2.967 0.6754 1.476 14.676 8.569
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]    [,4]     [,5]     [,6]     [,7]
[1,]    4.705    3.045    12.48    8.28    8.058   0.2797    2.038
[2,] 4501.687 2487.651  9838.34 7006.27 7584.602 212.8495 1656.120
[3,] 3518.474 2030.076 10177.06 5573.67 5688.802 178.7024 1451.679
         [,8]     [,9]    [,10]    [,11]   [,12]    [,13]    [,14]
[1,]    4.524    5.474    3.982    3.057    3.54    3.228    3.654
[2,] 3393.892 4203.868 6077.136 3375.957 5131.26 2972.879 4979.176
[3,] 3737.634 3581.631 3683.452 1974.903 3042.56 2081.143 4073.148
        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]  [,21]    [,22]
[1,]    9.724    4.971    6.321    4.351    9.683    5.671   10.3    4.762
[2,] 9222.754 4043.245 6304.242 5443.585 7855.751 5428.320 8973.5 3415.275
[3,] 8275.139 4063.347 6723.481 5150.945 9160.994 5907.641 8188.3 3734.782
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    15.21    8.005   0.7019    7.706    7.692    1.268    8.257
[2,] 18151.89 7118.510 656.2511 6836.692 8086.470 1098.606 7407.902
[3,] 14099.46 6723.520 633.8993 6692.378 8300.789 1277.682 6489.857
        [,30]    [,31]   [,32]   [,33]    [,34]    [,35]   [,36]    [,37]
[1,]   0.5232    7.652    2.05   1.218    8.411    7.772    7.79    5.721
[2,] 465.5499 6912.826 1764.89 896.255 7422.693 7009.863 7119.92 4598.803
[3,] 434.3941 5546.078 1815.08 823.591 6044.132 6526.830 6417.36 3702.001
        [,38]    [,39]    [,40]    [,41]    [,42]    [,43]    [,44]
[1,]    3.779    3.778    1.677    3.489    1.345    4.406    4.814
[2,] 4762.896 2823.902 1255.675 2709.563 1028.094 3733.189 4996.693
[3,] 3453.814 2487.811 1165.556 2588.313  974.869 4122.813 4505.299
        [,45]   [,46]    [,47]   [,48]    [,49]    [,50]    [,51]    [,52]
[1,]    3.163    2.04    3.383    4.54    5.631    2.868    4.046    4.362
[2,] 3099.329 1698.77 3068.694 4163.01 5252.312 2245.284 5841.655 3407.929
[3,] 2540.539 1398.93 2671.576 4028.33 4641.875 2381.278 4751.037 3318.426
        [,53]   [,54]   [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    1.543    3.93    3.46    3.627    2.167    4.007   0.7411    3.019
[2,] 1334.483 5544.32 3905.92 3905.834 4183.607 2727.985 693.3428 4894.238
[3,] 1143.760 6333.60 4547.69 4388.393 4020.920 2762.227 611.8513 3639.467
       [,61]    [,62]    [,63]    [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   1.311    2.849    3.143    2.687    5.586    1.69    3.634    3.044
[2,] 973.383 2665.678 2166.602 3463.113 5190.829 1441.34 4353.760 2525.333
[3,] 882.919 2606.515 1991.424 2863.607 4437.141 1254.30 4010.079 2255.475
        [,69]    [,70]    [,71]    [,72]    [,73]   [,74]    [,75]
[1,]    3.589    1.734    4.976    4.083    5.727    5.63    6.625
[2,] 4755.551 1071.627 4183.842 5361.155 5603.167 7735.56 4835.281
[3,] 4072.978 1267.651 3392.469 4172.345 4520.751 5791.56 4468.370
        [,76]   [,77]  [,78]   [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    5.937    4.69   1.32    3.94    3.449    4.614    2.596    2.309
[2,] 7336.325 5910.56 948.10 4743.93 2887.368 5541.314 2368.297 2221.932
[3,] 6453.867 6760.35 846.28 6550.20 2491.577 5281.784 2584.191 2537.100
        [,84]    [,85]    [,86]    [,87]    [,88]    [,89]    [,90]
[1,]    2.116    3.377    3.146    7.704    6.043    2.676    2.647
[2,] 1441.162 3909.944 2829.925 6013.701 4507.577 2894.011 3293.280
[3,] 1625.895 3385.875 2460.252 6248.389 5036.264 2552.326 2989.619
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]    2.948    2.859    2.883    2.876   0.6643    1.286    12.09
[2,] 3145.988 2642.368 2911.712 2440.565 511.9585 1368.253 15205.66
[3,] 3325.431 3379.876 3055.407 2084.274 499.6820 1164.726 10882.34
        [,98]
[1,]    8.402
[2,] 6389.210
[3,] 6505.764
[1] "--- VAR model 2017-10-01 08:01:00  completed"
[1] "Completed training sample:  2017-10-01 08:01:00 - 2017-10-01 16:00:00"
[1] "SpVAR;   training sample:  2017-10-01 08:31:00 - 2017-10-01 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9179          5.3251         -49.03         -74.06
        -11.1218          3.3912         -49.03         -70.06
         -5.8597         -0.2861         -62.49         -86.35
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -58.05        0.61520            1.454         -8.94132
         -80.71        0.48500            3.604          0.09192
         -66.05        0.09656            4.702         -5.22936
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.7231           -5.188            2.281           -24.57
          -6.6140           -9.116            5.371           -25.33
         -14.8750           -7.573            5.734           -22.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.862          -14.698          -15.774           6.7813
            4.379          -17.236           -1.523          12.0529
           -2.100           -8.156           -9.978           0.5661
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.064           -7.223           -16.34             8.12
          -14.297          -20.608            14.71            35.14
           -6.914           -8.520            -8.26            15.00
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -87.81           -7.853           -114.5           -51.49
           -58.70          -10.312           -173.1           -73.85
           -71.96           -7.492           -118.8           -47.58
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.806           -72.96           -53.42           -14.68
           -8.710           -63.77           -71.68           -13.91
           -9.209           -60.96           -82.08           -13.58
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -92.58           -9.386           -56.23           -26.09
           -77.75           -8.335           -56.89           -28.88
           -73.80           -8.353           -62.23           -24.47
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.46           -75.60           -65.93           -85.05
           -17.36           -70.01           -68.12           -44.37
           -15.33           -56.46           -74.64           -68.10
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.784           7.3125           11.936           -3.269
          -12.496          -0.1918            4.429           -1.392
           -8.089          -1.4820            3.265           -1.192
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -7.836           1.3088           -42.72           -33.25
            2.605           0.9459           -31.14           -40.65
          -11.761           0.2551           -37.06           -42.18
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.584           -1.322           -28.76           23.224
           11.750           -4.268           -34.01           14.082
           13.021            2.205           -32.89            4.267
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           14.233           0.9167           -14.07            19.46
           16.203           1.5177           -17.42            11.75
            6.553           0.5568           -13.15            16.29
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.186           -6.327           0.3398           -3.907
           -3.624          -10.901          -6.4698           -8.546
           -2.581           -1.205          -7.8700           -4.862
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          1.57592            8.716          -0.1629           4.4423
         -0.01226            1.893          -0.9029           2.0503
         -2.69717            6.420           0.6171          -0.5956
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8130          -9.0819           0.5866           -2.387
          -0.3422           3.3292           1.4497            5.831
          -0.9859           0.2185           7.5605           -1.074
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.7743          -0.1494            6.667            7.919
           9.6222           1.0527            1.594            6.100
           0.1199          -0.3921           10.750           -1.382
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.077          -2.7476          -3.9235           -4.861
           13.317          -0.8519           3.4798           -2.915
            7.633           0.9610           0.4187           -4.918
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            0.978          -10.361            30.62            7.171
            5.646            3.032            26.33           22.275
            3.248           -7.165            24.75           15.686
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.191           3.7495         12.14068           0.7129
           12.088           1.3002         -0.08009          -3.5227
           14.166           0.9186         25.54594           3.0487
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.789          -0.8037          -5.0041           6.4896
            1.217          -3.5659          -1.5986          -3.4049
            9.304           0.3144           0.4541           0.9227
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          0.29869           0.1437            14.42           -20.93
         -0.00316           5.4341            26.84           -12.85
          2.87749          -4.3016            13.41           -13.72
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            23.14            22.95            25.42            23.31
            27.76            28.98            18.97            19.35
            28.81            31.72            33.44            32.59
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.106            1.421          -10.573          -0.8968
            6.895           -3.011          -10.006          -0.5998
            2.064            4.732           -9.684          -0.7425
 rnd_95776.volume rnd_95787.volume
          -38.305           -79.19
           -8.665           -66.71
          -14.707           -57.25
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.662 2.503 11.33 6.743 6.694 0.4959 1.664 3.654 4.469 3.119 2.425
[2,] 4.567 2.940 13.17 8.168 7.946 0.5992 1.950 4.290 5.299 4.883 3.251
[3,] 4.998 3.260 15.11 9.085 8.769 0.6804 2.131 4.860 5.772 5.401 3.563
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.795 2.715 2.933  7.923 4.074 5.112 3.507  8.113 4.545  8.452 3.649
[2,] 4.095 3.235 4.168  9.679 4.723 6.388 4.810  9.505 5.607 10.179 4.206
[3,] 4.509 3.486 4.872 11.028 5.248 7.471 5.761 11.015 6.601 11.197 4.808
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.88 6.811 0.5703 6.492 6.416 1.069 6.854 0.4329 6.247 1.679 1.028
[2,] 16.87 7.865 0.6961 7.839 8.373 1.252 8.239 0.5142 7.588 2.019 1.150
[3,] 19.11 9.017 0.7962 8.801 9.668 1.449 9.303 0.5758 8.344 2.301 1.244
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.740 6.598 6.509 4.600 3.058 3.079 1.359 2.899 1.089 3.810 4.152
[2,] 8.192 7.689 7.965 5.414 4.314 3.602 1.559 3.321 1.283 4.431 5.168
[3,] 8.908 8.634 8.940 5.872 4.780 3.930 1.711 3.620 1.419 5.118 5.825
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.531 1.741 2.786 3.791 4.639 2.302 3.305 3.439 1.272 3.216 2.781
[2,] 3.138 2.036 3.382 4.660 5.634 2.649 4.834 4.204 1.520 4.674 3.791
[3,] 3.543 2.178 3.716 5.270 6.348 2.990 5.723 4.665 1.646 6.011 4.687
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.078 1.734 3.224 0.6317 2.465 1.086 2.448 2.546 2.137 4.530 1.383
[2,] 3.938 3.069 3.728 0.7566 3.888 1.228 2.942 2.912 3.002 5.632 1.676
[3,] 4.829 4.033 4.050 0.8430 4.530 1.343 3.395 3.172 3.527 6.250 1.842
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.932 2.593 3.009 1.419 4.025 3.288 4.540 4.537 5.260 4.935 3.762
[2,] 3.988 3.048 4.166 1.571 4.753 4.646 5.602 6.408 5.960 6.568 5.218
[3,] 4.692 3.389 4.905 1.770 5.164 5.166 6.284 7.407 6.557 7.694 6.590
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.079 3.186 2.799 3.720 2.144 1.907 1.753 2.652 2.708 6.164 4.674
[2,] 1.218 4.332 3.257 4.959 2.635 2.317 1.943 3.607 3.203 7.200 5.448
[3,] 1.321 5.829 3.586 5.941 3.001 2.801 2.201 4.171 3.562 8.161 6.187
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.212 2.282 2.571 2.371 2.457 2.378 0.5340 1.047  9.873 6.998
[2,] 2.884 3.073 3.157 2.866 3.020 2.762 0.6156 1.367 13.300 7.917
[3,] 3.281 3.537 3.678 3.580 3.528 3.047 0.6875 1.536 15.217 8.945
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]     [,4]     [,5]     [,6]     [,7]    [,8]
[1,]    4.65    3.179   14.38    8.562    8.501   0.6297    2.113    4.64
[2,] 3011.88 1700.546 7423.48 5087.518 4724.161 371.1790 1121.168 2480.36
[3,] 2239.06 1555.489 8162.11 4387.325 4091.657 355.5906  947.710 2520.51
         [,9]   [,10]    [,11]    [,12]    [,13]    [,14]   [,15]    [,16]
[1,]    5.675    3.96    3.079    3.549    3.447    3.725   10.06    5.173
[2,] 3141.068 4146.12 2389.701 3302.018 1941.896 3268.082 6133.25 2636.054
[3,] 2527.152 2546.29 1608.955 2083.279 1433.016 2782.665 5833.08 2525.041
        [,17]    [,18]  [,19]    [,20]   [,21]    [,22]    [,23]    [,24]
[1,]    6.491    4.453   10.3    5.771   10.73    4.634    16.35    8.649
[2,] 4226.429 3631.639 5465.7 3624.058 6258.17 2308.079 12016.39 4338.110
[3,] 4275.886 3499.652 6141.8 3843.683 5148.53 2569.935  9905.21 4865.607
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]   0.7241    8.244    8.147   1.357    8.704   0.5497    7.932
[2,] 440.4565 4846.846 5935.658 719.428 5045.107 306.1280 4753.040
[3,] 426.4649 4414.344 5333.602 804.899 4766.819 286.1122 3830.305
        [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]   [,39]
[1,]    2.131   1.306    8.559    8.379    8.266    5.841    3.883    3.91
[2,] 1237.171 568.865 5138.059 4355.740 5064.146 3149.084 3357.685 2061.66
[3,] 1217.666 523.158 3858.813 4332.208 4479.888 2509.221 2270.741 1735.87
       [,40]    [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   1.726    3.682   1.383    4.838    5.272    3.214    2.211    3.538
[2,] 841.815 1786.149 747.316 2496.937 3395.566 2046.461 1164.441 2115.434
[3,] 778.158 1591.746 670.252 2825.792 2965.496 1814.403  854.668 1699.285
        [,48]   [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    4.814    5.89    2.923    4.197    4.367   1.616    4.084    3.531
[2,] 2989.161 3528.64 1447.037 3892.896 2667.840 917.661 3742.551 2843.528
[3,] 2715.811 3227.74 1531.068 3380.005 2231.884 697.317 4169.746 3041.379
        [,56]    [,57]    [,58]    [,59]    [,60]  [,61]    [,62]    [,63]
[1,]    3.909    2.202    4.095   0.8021    3.131   1.38    3.108    3.233
[2,] 2710.404 2793.992 2064.856 459.4598 3317.041 630.77 1801.030 1559.384
[3,] 3084.313 2887.531 1745.959 410.3124 2564.833 601.66 1868.961 1388.067
        [,64]    [,65]    [,66]    [,67]    [,68]    [,69]   [,70]
[1,]    2.714    5.753    1.756    3.723    3.293    3.821   1.802
[2,] 2325.872 3691.932 1044.808 2984.091 1767.560 3178.616 744.500
[3,] 2043.473 2990.688  844.284 2725.836 1633.645 2857.066 900.427
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]  [,78]
[1,]    5.112    4.175    5.765    5.762    6.679    6.267    4.778   1.37
[2,] 2788.578 3622.408 3620.436 4993.578 3093.452 4781.537 3988.864 625.03
[3,] 2226.535 2492.976 3141.844 4099.244 3014.343 4423.488 4441.068 564.09
        [,79]    [,80]    [,81]    [,82]    [,83]    [,84]    [,85]
[1,]    4.046    3.554    4.724    2.723    2.421    2.226    3.367
[2,] 3239.090 1837.329 3617.784 1690.349 1452.151  926.779 2698.263
[3,] 4303.117 1655.974 3610.034 1585.235 1736.406 1139.550 2310.809
        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]    [,92]
[1,]    3.438    7.828    5.936    2.809    2.898    3.265    3.011
[2,] 1888.579 4104.399 3086.751 2041.109 2270.232 2021.527 1775.781
[3,] 1719.478 4239.782 3235.363 1727.562 1932.873 2082.370 2367.376
        [,93]    [,94]    [,95]   [,96]   [,97]    [,98]
[1,]    3.119    3.019   0.6782   1.329   12.54    8.886
[2,] 1939.139 1549.697 337.8276 969.466 9832.82 4085.248
[3,] 2011.532 1421.392 337.7279 773.195 8158.17 4594.869
[1] "--- VAR model 2017-10-01 08:31:00  completed"
[1] "Completed training sample:  2017-10-01 08:31:00 - 2017-10-01 16:30:00"
[1] "SpVAR;   training sample:  2017-10-01 09:01:00 - 2017-10-01 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -16.954          -1.370         -74.06         -55.23
          -1.503           2.422         -46.71         -56.29
          -1.076           2.956         -59.97         -54.75
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -64.70        -1.0345            7.811           -3.497
         -51.98         1.5043           -6.127           -6.148
         -58.44        -0.5258            2.673           -5.181
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.641          -10.431           1.1054            -27.0
           -5.234           -4.465           1.2370            -25.7
          -12.552          -15.496           0.1866            -20.0
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.027           -19.91            16.29            1.817
            3.640           -11.35           -10.89            3.084
           -5.213            -9.98           -12.39            2.141
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.72            1.536           -24.15            20.94
           -19.54          -22.454            -3.98            25.67
           -17.38          -12.793           -15.88             2.66
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -61.42           -3.488          -120.57           -26.00
           -71.32           -4.659           -88.74           -69.91
           -59.61           -4.648          -119.30           -69.21
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.142           -67.27           -57.97           -14.84
           -7.855           -48.51           -41.05           -12.30
           -9.007           -70.77           -62.79           -12.40
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -50.94           -6.508           -56.11           -19.76
           -71.80           -7.069           -50.55           -27.42
           -46.70           -7.395           -45.69           -24.64
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.58           -90.82           -78.83           -57.11
           -10.29           -71.31           -51.42           -59.01
           -18.87           -53.46           -71.89           -47.63
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.427           -6.769            2.106          -4.6111
            1.938            7.687            2.398          -0.2626
          -10.819           -6.992            6.808          -0.2034
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.583          -0.2452           -37.42           -38.71
            2.443           1.1314           -45.04           -45.02
            1.375           0.1841           -27.64           -25.12
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.2153          -6.9851           -42.65           13.144
           0.8811           0.9213           -36.02           27.475
           7.9160          -1.9062           -35.30            5.626
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          13.3546            2.754         -2.87844           17.971
          17.5015           -3.010        -12.73536            7.520
           0.7962           -4.548          0.07552            7.973
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.0296         -15.6662          -17.294           -8.994
          -0.1685           0.2383            3.497          -11.295
          -1.7373          -1.8456           -8.681           -7.943
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -14.112            9.157          -1.9533          -15.305
          -23.538           -4.988           1.1226           -7.185
            2.828            7.689          -0.7117          -12.325
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.3359          0.06914            6.224            4.333
          -0.8267         -9.41078           -5.219           -9.224
          -0.1437        -10.77255            2.528           -5.025
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.495           -2.590           -3.949            5.522
           -3.244            1.141            6.126            8.558
          -14.993           -5.844           -4.840            7.991
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.397           2.6372          -16.877        -14.50480
            9.596           1.4315            6.198         -8.68306
            2.837           0.6439           -5.457          0.09017
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.8642           -5.302            27.23           17.784
          -5.0590          -13.187            15.16            7.343
          -5.4245           -6.556            37.47            3.141
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           29.575           2.5001           13.823           7.1496
           14.055           0.1823           17.253         -10.8614
           -4.529          -1.3152            9.533          -0.1912
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           20.602           -2.628          -0.4402          -0.9773
            5.741            3.844          -5.3594          -0.5584
           13.438            3.588           1.4449           3.1417
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.715          -0.8809           25.258          -19.371
            2.405           6.3460          -12.130            8.687
           -4.091          -0.3529            5.233          -11.515
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            10.30            8.279            16.18           20.685
            15.85           20.090            10.27            5.739
            18.48           11.442            12.25           15.430
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.628           -6.182          -10.064           0.4204
            3.800            1.688           -9.919          -0.8869
          -10.516            4.030           -9.686           3.4577
 rnd_95776.volume rnd_95787.volume
           -9.389           -27.74
            1.901           -57.74
          -48.872           -73.75
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.689 2.571 12.57 7.114 6.811 0.6029 1.637 3.777 4.508 3.313 2.386
[2,] 4.569 3.016 14.54 8.692 8.136 0.7190 1.948 4.438 5.388 4.968 3.272
[3,] 5.057 3.321 16.51 9.493 9.061 0.8312 2.128 4.972 5.892 5.596 3.672
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.860 2.694 2.851  7.801  3.92 5.175 3.542  9.136 4.709  8.617 3.505
[2,] 4.089 3.153 4.036  9.570  4.65 6.501 4.796 10.750 5.723 10.439 4.011
[3,] 4.522 3.404 4.721 10.826  5.17 7.489 5.679 12.225 6.641 11.458 4.538
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.63 7.109 0.5581 6.807 6.612 1.077 7.020 0.4442 6.221 1.709 1.117
[2,] 17.65 8.277 0.6694 8.020 8.552 1.261 8.488 0.5198 7.733 2.051 1.250
[3,] 19.71 9.366 0.7608 8.900 9.829 1.470 9.603 0.5881 8.537 2.344 1.334
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.518 6.557 6.457 4.532 3.108 3.369 1.376 2.866 1.127 3.842 4.464
[2,] 8.251 7.937 7.985 5.276 4.427 3.886 1.599 3.333 1.319 4.547 5.474
[3,] 9.131 8.938 8.895 5.771 4.903 4.251 1.776 3.695 1.475 5.229 6.032
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.587 1.681 2.758 4.079 4.815 2.290 3.476 3.557 1.302 3.340 2.765
[2,] 3.237 1.983 3.429 4.906 5.823 2.665 5.050 4.284 1.547 4.826 3.802
[3,] 3.640 2.139 3.782 5.540 6.544 3.021 5.870 4.735 1.709 6.318 4.776
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.157 1.883 3.497 0.6347 2.519 1.103 2.485 2.609 2.184 4.584 1.486
[2,] 3.990 3.108 3.993 0.7662 3.882 1.265 2.989 3.013 3.071 5.639 1.799
[3,] 4.948 4.121 4.361 0.8493 4.560 1.375 3.448 3.269 3.573 6.301 1.947
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.063 2.843 3.123 1.448 3.924  3.16 4.657 4.455 5.105 4.873 3.727
[2,] 4.164 3.258 4.376 1.621 4.674  4.53 5.834 6.328 5.840 6.359 5.050
[3,] 4.761 3.609 5.063 1.810 5.119  5.10 6.523 7.416 6.380 7.558 6.391
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.123 3.465 2.807 3.750 1.954 1.968 1.761 2.724 2.764 6.427 4.923
[2,] 1.244 4.425 3.211 4.886 2.397 2.405 2.004 3.680 3.355 7.596 5.613
[3,] 1.345 5.782 3.555 5.836 2.693 2.914 2.237 4.194 3.679 8.341 6.375
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.387 2.379 2.738 2.608 2.577 2.462 0.5537 1.128 10.31 7.014
[2,] 3.022 3.244 3.311 3.084 3.124 2.867 0.6476 1.414 14.32 7.965
[3,] 3.490 3.754 3.910 3.862 3.627 3.203 0.7231 1.597 16.11 9.108
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]    [,5]     [,6]     [,7]     [,8]
[1,]    4.684    3.265   15.96    9.034    8.65   0.7656    2.079    4.796
[2,] 2902.258 1696.396 7866.16 5376.324 4789.46 421.8468 1136.483 2509.792
[3,] 2333.348 1496.983 8414.76 4109.680 4294.70 448.8989  922.261 2411.805
         [,9]    [,10]   [,11]    [,12]    [,13]   [,14]    [,15]    [,16]
[1,]    5.725    4.206    3.03    3.632    3.422    3.62    9.905    4.978
[2,] 3177.722 3986.091 2411.31 3146.254 1763.132 3075.76 5967.861 2693.033
[3,] 2565.328 2773.204 1794.32 2078.203 1380.973 2637.24 5450.713 2432.608
        [,17]    [,18]  [,19]   [,20]   [,21]    [,22]    [,23]    [,24]
[1,]    6.572    4.497   11.6    5.98   10.94    4.451    17.31    9.027
[2,] 4235.653 3481.685 6097.9 3500.44 6343.21 2100.062 12066.26 4563.445
[3,] 4002.157 3273.794 6267.1 3627.83 5083.98 2283.780  9441.09 4718.576
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]  [,31]   [,32]
[1,]   0.7087    8.644    8.396   1.367    8.914   0.5641    7.9    2.17
[2,] 397.9739 4565.405 5839.662 707.716 5137.422 290.6551 4944.9 1221.65
[3,] 389.2074 4154.424 5214.404 812.137 4833.728 296.1322 3894.0 1221.78
       [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]   [,40]
[1,]   1.418    8.276    8.326    8.199    5.755    3.946    4.278   1.747
[2,] 603.308 5446.603 4815.414 5057.532 2908.739 3394.172 2086.132 877.128
[3,] 503.018 4209.997 4424.181 4218.320 2516.233 2268.714 1854.568 832.217
       [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]    [,48]
[1,]    3.64   1.431    4.879    5.668    3.285    2.134    3.502    5.179
[2,] 1831.84 737.503 2617.631 3411.790 2094.548 1131.838 2193.088 2934.787
[3,] 1715.57 712.382 2780.882 2728.011 1791.570  864.449 1718.837 2770.139
        [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    6.115    2.907    4.414    4.516   1.653    4.241    3.511
[2,] 3524.284 1467.471 3943.298 2571.594 900.421 3750.994 2809.160
[3,] 3215.553 1532.580 3222.398 2170.365 782.753 4388.776 3112.662
        [,56]    [,57]    [,58]    [,59]    [,60] [,61]    [,62]    [,63]
[1,]    4.009    2.391    4.441   0.8059    3.199   1.4    3.155    3.312
[2,] 2626.876 2662.139 2075.594 462.1752 3180.175 666.1 1788.513 1624.183
[3,] 3150.844 2912.300 1885.366 394.4214 2575.525 580.2 1849.386 1365.250
        [,64]    [,65]    [,66]   [,67]    [,68]    [,69]   [,70]    [,71]
[1,]    2.774    5.821    1.887    3.89    3.611    3.965   1.839    4.982
[2,] 2324.486 3535.725 1091.304 3036.96 1712.106 3300.013 783.701 2734.652
[3,] 1965.706 3026.251  801.923 2484.71 1671.366 2742.570 866.355 2247.490
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]  [,79]
[1,]    4.013    5.913    5.657    6.483    6.187    4.732   1.427    4.4
[2,] 3494.084 3782.803 4838.081 3053.069 4399.646 3669.607 575.134 2962.1
[3,] 2522.379 3142.423 4164.598 2764.702 4395.845 4217.093 549.538 4007.3
        [,80]    [,81]    [,82]    [,83]    [,84]    [,85]    [,86]
[1,]    3.565    4.762    2.481    2.499    2.237    3.459    3.509
[2,] 1678.958 3372.326 1494.823 1488.667 1028.620 2663.397 2047.667
[3,] 1641.159 3435.339 1321.121 1771.468 1070.627 2167.153 1624.599
        [,87]    [,88]    [,89]   [,90]    [,91]    [,92]    [,93]
[1,]    8.161    6.252    3.031    3.02    3.476    3.311    3.273
[2,] 4360.422 2900.933 1995.604 2374.75 2004.191 1772.124 1899.687
[3,] 3707.910 3255.500 1878.239 2033.13 2238.791 2502.876 1984.278
        [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    3.127   0.7032   1.433    13.09    8.907
[2,] 1581.438 361.5639 916.732 10698.02 4062.131
[3,] 1537.790 346.1561 799.598  7959.40 4756.925
[1] "--- VAR model 2017-10-01 09:01:00  completed"
[1] "Completed training sample:  2017-10-01 09:01:00 - 2017-10-01 17:00:00"
[1] "SpVAR;   training sample:  2017-10-01 09:31:00 - 2017-10-01 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          4.7855           4.583         -31.26         -94.14
          0.8598           1.339         -57.97         -67.21
          7.5018           3.374         -63.81         -61.04
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -63.55         0.8581           -1.043           21.451
         -57.70         1.8659            4.828           -3.028
         -51.57         1.3237            1.726           -3.790
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.916           -2.953            9.915           -37.32
            6.928           12.371            7.928           -11.45
           -1.884           -5.383            3.454           -19.05
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           5.7962          -24.892           -28.80          -0.2657
           0.6965           -6.456           -21.61          -3.8219
          -2.4065           -4.266           -20.12           5.8513
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.076            5.152          -18.047           0.5576
          -31.703          -10.189            2.613          27.0979
          -12.046          -21.363          -13.051          18.4682
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.51           -3.549          -115.52           -73.39
           -45.23           -7.017           -77.94           -42.45
           -56.65          -10.904           -93.81           -56.79
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.394           -83.51           -48.95           -14.74
           -7.148           -49.26           -65.45           -14.22
           -7.360           -65.74           -66.62           -15.36
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -75.64           -8.335           -55.75           -22.53
           -76.10           -7.600           -63.48           -25.31
           -49.03           -7.841           -59.09           -27.26
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.33           -67.15           -54.43           -44.59
           -14.01           -51.01           -63.84           -60.95
           -15.76           -71.16           -61.05           -52.26
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           20.613           13.045           -1.551           2.2797
           10.404            8.612            9.140           1.7874
           -1.845           -5.010           -2.293          -0.1324
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           8.9831          -1.5581           -34.20           -37.79
          -1.4452           0.3290           -41.81           -32.76
          -0.6122           0.8772           -33.83           -38.18
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.672          -10.997           -29.65           -2.141
            2.048            1.732           -34.48           20.031
            5.054           -2.938           -30.06            1.548
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            23.89           3.3257           -16.03           11.000
            11.12          -0.8766           -13.31            9.104
            11.12          -3.9862           -13.79            3.851
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.71051           -7.543          -0.3903          -9.6386
         -0.75812          -11.644         -11.9982           0.8305
          0.06667          -13.658          -7.1040          -9.7493
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.073          -2.6982           0.6268          -10.689
           -4.733          -0.6552          -0.9792           -4.943
           -6.963           0.9179           0.6614            1.948
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -5.3916           -8.517          -2.6914           -0.603
          -2.6299          -10.546           1.9065           -7.375
          -0.7428           -4.658           0.5202           -9.107
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.282           1.9946          -0.9161           7.4224
           -3.643           0.4144         -13.8626           0.7254
          -13.812           0.0515          -0.6378           0.5102
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.4504           0.3543            1.883           -4.959
          -0.3629           2.0044           -2.741            5.450
         -11.1274          -4.9728           -5.164            5.303
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.427           -4.304            19.57           14.239
            3.148            7.615            20.55            9.115
           -3.084            8.945            28.29            7.245
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          30.1649            3.951           11.484           0.8485
           0.8593           -1.841           21.040          -3.9501
          13.6694            1.953            9.556          -1.4222
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.779          0.09731           -7.321           1.1792
           19.988          5.25111           -6.244           0.3658
            7.619         -4.60774            5.408          -1.0094
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          4.19273           8.8778           -6.444           -27.73
         20.57414          -0.8284           -9.249            17.21
          0.09375          11.1390           -6.835           -15.11
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           9.3029            9.107            3.642            8.055
           7.4345            1.679            6.035            4.099
          -0.1982            5.664            2.511            4.367
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.363           0.5705          -10.496           -2.677
            3.508          -1.8288           -9.076           -1.548
            1.012           1.1709          -10.355           -1.482
 rnd_95776.volume rnd_95787.volume
            20.79           -76.92
           -71.51           -46.73
           -14.63           -60.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.744 2.703 12.79 7.638 6.781 0.7383 1.523 3.693 4.295 3.317 2.424
[2,] 4.474 3.125 14.85 8.983 8.137 0.8596 1.836 4.480 5.372 4.848 3.250
[3,] 5.001 3.391 16.79 9.796 9.051 0.9790 1.997 5.054 5.968 5.631 3.694
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.834 2.719 2.997  7.881 3.975 5.100 3.458  9.107 4.675  8.983 3.586
[2,] 3.988 3.176 4.108  9.678 4.776 6.450 4.905 10.822 5.710 10.715 4.152
[3,] 4.519 3.474 4.825 10.968 5.244 7.551 5.812 12.326 6.697 11.796 4.725
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.61 7.301 0.5740 6.891  6.816 1.068 7.261 0.4439 6.342 1.717 1.144
[2,] 17.73 8.612 0.6875 8.017  8.791 1.247 8.729 0.5226 7.860 2.018 1.286
[3,] 19.78 9.500 0.7715 8.941 10.001 1.447 9.705 0.5872 8.686 2.334 1.380
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.842 6.846 6.619 4.490 2.992 3.702 1.452 2.945 1.184 4.032 4.616
[2,] 8.364 8.288 8.223 5.269 4.400 4.193 1.654 3.461 1.370 4.718 5.699
[3,] 9.175 9.389 9.087 5.835 4.924 4.581 1.833 3.836 1.514 5.430 6.244
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.623 1.619 2.850  4.18 4.838 2.316 3.441 3.660 1.359 3.258 2.818
[2,] 3.219 1.961 3.451  5.03 5.966 2.768 5.038 4.379 1.641 4.818 3.874
[3,] 3.608 2.133 3.801  5.69 6.667 3.129 6.115 4.855 1.797 6.393 4.925
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.153 1.947 3.531 0.6610 2.648 1.115 2.665 2.611 2.183 4.766 1.496
[2,] 4.014 3.134 4.001 0.7949 3.827 1.291 3.090 3.027 3.100 5.755 1.812
[3,] 5.001 4.143 4.405 0.8830 4.465 1.392 3.523 3.314 3.651 6.389 1.964
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.125 2.983 3.229 1.505 3.928 3.159 4.562 4.383 5.174 4.603 3.714
[2,] 4.206 3.402 4.486 1.687 4.540 4.558 5.751 6.336 5.954 6.049 5.176
[3,] 4.804 3.768 5.178 1.895 4.985 5.166 6.461 7.317 6.517 7.209 6.763
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.140 3.367 2.648 3.650 1.912 1.954 1.806 2.736 2.791 6.455 5.115
[2,] 1.275 4.378 2.980 4.912 2.333 2.421 2.039 3.632 3.463 7.569 5.882
[3,] 1.391 5.783 3.250 5.964 2.602 2.927 2.282 4.199 3.825 8.228 6.643
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.434 2.413 2.815 2.669 2.702 2.526 0.5887 1.178 11.00 7.140
[2,] 3.091 3.350 3.358 3.210 3.227 2.898 0.6867 1.475 15.23 8.197
[3,] 3.579 3.881 4.032 3.999 3.770 3.207 0.7649 1.661 17.17 9.248
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    4.755    3.433   16.25    9.699    8.611   0.9375    1.934
[2,] 2562.036 1640.623 7885.93 4949.370 4707.490 460.7408 1073.814
[3,] 2338.507 1378.596 8206.18 4088.272 4147.939 490.5693  821.358
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    4.689    5.454    4.211    3.078    3.599    3.453    3.806
[2,] 2655.644 3376.915 3701.024 2265.652 2936.590 1718.334 2940.686
[3,] 2447.484 2721.397 2998.311 1836.934 2224.780 1473.368 2648.240
       [,15]    [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]
[1,]   10.01    5.047    6.477    4.391   11.56    5.937   11.41    4.554
[2,] 5878.01 2771.100 4132.099 3641.233 6118.34 3431.523 6114.18 2189.666
[3,] 5403.36 2266.895 4109.638 3261.712 6176.91 3662.908 5161.77 2359.883
        [,23]    [,24]    [,25]   [,26]    [,27]   [,28]   [,29]    [,30]
[1,]    17.28    9.271   0.7289    8.75    8.656   1.356    9.22   0.5636
[2,] 11902.06 4780.331 396.1201 4289.30 5809.925 673.460 5070.74 288.7727
[3,]  9169.91 4198.479 366.3259 4142.54 4990.962 767.938 4440.50 280.1990
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    8.054    2.18   1.453    8.688    8.693    8.405    5.702    3.799
[2,] 4858.669 1109.54 614.828 5036.023 4890.395 5107.196 2885.534 3376.643
[3,] 3868.962 1227.54 523.563 3946.641 4617.903 4047.916 2624.948 2313.232
        [,39]   [,40]   [,41]   [,42]   [,43]    [,44]    [,45]    [,46]
[1,]    4.701   1.844    3.74   1.503    5.12    5.861    3.331    2.055
[2,] 2061.363 827.615 1902.69 722.088 2564.09 3498.008 1952.850 1158.952
[3,] 1930.761 826.665 1729.45 673.162 2813.20 2672.194 1705.716  878.452
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    3.619    5.308    6.144    2.941    4.369    4.648   1.725
[2,] 2037.352 2927.284 3652.946 1585.943 3850.786 2515.968 963.601
[3,] 1667.503 2784.640 3115.112 1527.477 3627.112 2194.196 765.706
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    4.137    3.578    4.004    2.472    4.484   0.8393    3.362
[2,] 3715.527 2783.074 2601.071 2571.315 1969.920 462.1367 2892.633
[3,] 4398.450 3182.687 3120.743 2834.849 1927.264 402.4485 2406.620
       [,61]    [,62]    [,63]    [,64]    [,65]    [,66]    [,67]
[1,]   1.416    3.384    3.316    2.773    6.053    1.899    3.969
[2,] 681.967 1635.643 1602.609 2303.586 3376.013 1070.118 2946.277
[3,] 543.452 1772.120 1412.946 2018.811 2904.815  794.700 2428.528
        [,68]  [,69]   [,70]    [,71]    [,72]    [,73]    [,74]   [,75]
[1,]    3.788    4.1   1.912    4.988    4.011    5.793    5.565    6.57
[2,] 1712.533 3259.5 796.728 2382.688 3439.584 3664.936 4789.034 3084.67
[3,] 1695.823 2705.7 903.401 2155.378 2544.508 3083.435 3830.329 2772.12
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    5.845    4.716   1.448    4.275    3.363    4.635    2.427
[2,] 4107.729 3773.689 597.316 2928.798 1430.299 3439.322 1399.529
[3,] 4104.522 4555.250 582.758 3954.191 1356.421 3540.613 1206.800
        [,83]    [,84]    [,85]    [,86]    [,87]    [,88]   [,89]
[1,]    2.481    2.294    3.475    3.544    8.196    6.495    3.09
[2,] 1496.529  988.823 2498.917 2146.371 4138.132 3038.435 1994.54
[3,] 1721.464 1073.478 2205.668 1699.206 3377.175 3232.302 1887.76
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]   [,96]
[1,]    3.064    3.574    3.389    3.431    3.207   0.7476   1.496
[2,] 2432.568 1916.239 1867.561 1846.211 1488.489 369.8881 928.761
[3,] 2051.133 2335.315 2495.660 2041.662 1437.109 352.6398 799.114
        [,97]    [,98]
[1,]    13.97    9.067
[2,] 11013.72 4213.577
[3,]  8316.90 4481.421
[1] "--- VAR model 2017-10-01 09:31:00  completed"
[1] "Completed training sample:  2017-10-01 09:31:00 - 2017-10-01 17:30:00"
[1] "SpVAR;   training sample:  2017-10-01 10:01:00 - 2017-10-01 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          7.2383         2.80115         -36.86         -56.98
          1.0087        -0.07329         -73.35         -65.82
          0.4961         1.13086         -76.08         -62.50
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -53.14          3.481           2.4090           -7.501
         -65.08          2.224           2.1900           -4.986
         -74.79          3.884           0.2597            6.155
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.330            3.238            9.911           -13.34
          -13.401          -10.001            4.862           -29.48
           -3.771           -8.107            5.786           -31.05
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.7184           -5.287           -22.32           17.680
           7.6586           -2.722           -19.95            3.592
           2.2737          -18.515           -36.23            3.325
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
             7.96          -20.168           -5.516            34.86
            16.92            1.723           -4.430            18.15
           -10.71            2.025            8.218            31.73
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -52.33           -7.672          -143.88           -61.54
           -65.60            2.503           -92.53           -46.13
           -65.76           -7.436          -120.55           -66.20
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.879           -51.99           -66.07           -12.11
           -8.804           -72.24           -70.49           -11.55
           -7.188           -48.04           -47.76           -12.85
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -66.96           -7.561           -38.12           -22.64
           -48.59           -7.326           -63.88           -22.79
           -63.59           -8.432           -52.57           -19.74
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.87           -57.93           -29.16           -47.89
           -13.76           -75.27           -46.74           -41.08
           -17.12           -75.04           -58.28           -62.14
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.317           -1.972            5.543           -5.432
            1.219            7.433            8.774            1.581
            7.833            1.530           10.131           -1.132
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.1588          -3.0503           -47.60           -41.88
           5.2022          -0.2534           -29.86           -55.38
           2.2221          -1.5010           -35.08           -46.45
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.546           -6.818           -29.17            20.15
            6.976           -1.289           -31.49            11.18
            2.412           -5.910           -27.05             4.43
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.230            5.418           -5.867            7.328
            6.978           -5.058          -11.665            8.057
           26.459            7.111           -8.567            9.382
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.07655          -2.4973           -3.530          -12.149
          2.05078         -16.4777          -11.557           -1.419
         -0.63589          -0.4886           -5.195          -13.008
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.055            3.684           0.1898          -10.218
           -2.303            5.651           0.1324            1.746
          -11.593           -5.631           0.7796           -3.314
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.661          -4.4337           2.9982            1.570
           -1.705         -10.6362           0.2771           -7.692
           -1.942          -0.6172           3.6321           -5.112
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.541          2.40548            2.595            5.588
           -4.905          2.52466           -7.025           11.934
           -9.698         -0.09428           -4.583            6.374
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.868           3.0544          -3.3424            4.185
            6.411           1.3001           0.1082            5.653
           -5.931          -0.2495           3.1066            3.383
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.297            6.288            15.83            16.14
           -5.912           -6.687            35.71            16.13
           -2.527            5.418            21.49            14.55
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            19.24          -0.1956            9.853            3.601
            13.05           0.4742           17.136            2.161
            17.88           2.7281            7.109           -0.740
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           19.803            1.635          -0.3775          -2.1913
           21.565            2.189          -0.8417           4.5086
            7.583            3.269           3.4300           0.4839
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -6.0832           13.456           12.780          17.0951
          -0.9134           -9.874           -5.462          -8.2377
           7.2242            6.350          -16.641          -0.5358
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.058            5.835            12.68            9.138
           13.264            9.494             3.54            7.536
            7.862            8.960            13.62            8.021
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.433         -7.02774           -8.717          -1.7357
           -6.698          0.07115           -9.871           0.9332
            5.712          1.19488           -9.739          -0.7869
 rnd_95776.volume rnd_95787.volume
          -35.856           -70.07
            5.894           -50.29
          -21.248           -70.26
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.512 2.804 13.34 7.551 6.507 0.8328 1.545 3.784 4.200 3.389 2.425
[2,] 4.251 3.172 15.11 8.800 8.020 0.9567 1.787 4.547 5.276 4.913 3.283
[3,] 4.797 3.455 17.00 9.683 8.974 1.0623 1.948 5.000 5.836 5.647 3.745
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.805 2.665 2.935  7.829 3.907 5.131 3.530  9.066 4.623  9.51 3.493
[2,] 3.908 3.114 4.146  9.721 4.764 6.536 4.767 10.878 5.734 11.19 4.140
[3,] 4.477 3.468 4.906 11.036 5.264 7.574 5.771 12.341 6.662 12.24 4.740
     [,23] [,24]  [,25] [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 14.40 7.156 0.5625 7.077  6.708 1.023 7.260 0.4329 6.850 1.704 1.136
[2,] 18.62 8.701 0.6625 8.311  8.767 1.242 8.696 0.5099 8.215 2.048 1.297
[3,] 20.33 9.474 0.7468 9.247 10.123 1.446 9.705 0.5816 8.979 2.377 1.383
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.636 6.999 6.313 4.639 3.009 3.816 1.438 2.957 1.219 4.200 4.780
[2,] 8.158 8.555 8.068 5.543 4.442 4.444 1.661 3.469 1.412 4.914 5.906
[3,] 9.181 9.595 8.994 5.974 5.020 4.843 1.841 3.824 1.551 5.549 6.522
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.583 1.586 2.944 4.195 4.820 2.268 3.472 3.745 1.420 3.399 2.874
[2,] 3.172 1.869 3.532 5.036 5.846 2.741 5.178 4.360 1.686 4.947 3.927
[3,] 3.583 2.039 3.865 5.701 6.601 3.145 6.154 4.838 1.855 6.369 4.924
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.111 2.014 3.631 0.6653 2.858 1.115 2.748 2.758 2.175 4.615 1.496
[2,] 4.118 3.144 4.063 0.7950 4.027 1.303 3.145 3.131 3.191 5.792 1.815
[3,] 5.055 4.113 4.499 0.8887 4.689 1.407 3.587 3.412 3.712 6.355 1.976
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.179 2.958 3.254 1.525 3.843 3.052 4.523 4.381 5.020 3.791 3.328
[2,] 4.338 3.441 4.601 1.708 4.526 4.404 5.781 6.147 5.809 5.646 4.966
[3,] 4.878 3.847 5.302 1.887 4.992 5.030 6.506 7.200 6.328 6.767 6.416
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.160 2.827 2.676 3.426 1.964 2.029 1.859 2.727 2.848 6.571 5.458
[2,] 1.290 4.004 3.046 4.526 2.379 2.526 2.097 3.695 3.601 7.667 6.189
[3,] 1.393 5.501 3.309 5.706 2.686 3.015 2.354 4.219 4.058 8.299 6.987
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.388 2.355 2.897 2.674 2.743 2.545 0.5838 1.232 10.83 7.258
[2,] 2.967 3.345 3.480 3.252 3.367 2.970 0.6821 1.509 15.18 8.420
[3,] 3.460 3.878 4.014 3.955 3.854 3.253 0.7583 1.689 17.30 9.497
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.46    3.561   16.95    9.589    8.263   1.057   1.962    4.805
[2,] 2623.95 1623.867 7760.33 4951.071 5137.007 516.078 984.018 2763.184
[3,] 2436.31 1502.131 8551.16 4428.980 4412.936 505.891 849.899 2277.574
         [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    5.333    4.303    3.08    3.562    3.384    3.727    9.942
[2,] 3499.059 3898.073 2425.35 2982.190 1766.149 3209.743 6314.485
[3,] 2735.395 3050.304 1974.59 2393.330 1671.287 2874.255 5724.665
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.962    6.516    4.483   11.51    5.871   12.08    4.435    18.28
[2,] 2986.719 4436.810 3509.946 6587.21 3717.672 6458.30 2436.745 12938.03
[3,] 2454.437 4193.965 3564.199 6386.36 3715.585 5440.89 2528.848  8937.38
        [,24]    [,25]    [,26]    [,27] [,28]    [,29]    [,30]    [,31]
[1,]    9.086   0.7143    8.987    8.518   1.3    9.219   0.5498    8.698
[2,] 5425.042 383.5133 4775.190 6185.425 771.0 5246.493 295.2962 4969.383
[3,] 4106.538 377.8442 4442.278 5546.167 812.3 4720.240 306.4007 3971.778
        [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    2.164   1.443    8.427    8.888    8.016    5.891    3.821
[2,] 1243.633 685.947 5198.464 5390.731 5506.671 3324.847 3581.008
[3,] 1323.825 524.845 4616.436 4760.958 4355.577 2441.707 2562.718
        [,39]   [,40]    [,41]   [,42]    [,43]   [,44]   [,45]    [,46]
[1,]    4.846   1.826    3.755   1.548    5.334    6.07    3.28    2.014
[2,] 2495.872 910.226 1987.102 779.492 2795.087 3800.78 2017.33 1082.951
[3,] 2109.839 870.702 1763.345 705.760 2825.427 3033.02 1827.11  894.232
        [,47]    [,48]   [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    3.739    5.327    6.12    2.879    4.408    4.755   1.803    4.316
[2,] 2138.611 3053.323 3626.66 1687.616 4210.718 2446.850 996.851 3938.633
[3,] 1718.785 2929.154 3358.73 1690.535 3643.190 2297.815 847.381 4396.596
       [,55]    [,56]    [,57]   [,58]    [,59]   [,60]   [,61]   [,62]
[1,]    3.65    3.951    2.557    4.61   0.8448    3.63   1.416    3.49
[2,] 2932.32 2955.658 2645.945 1997.78 476.9123 3108.73 738.295 1675.44
[3,] 3256.11 3212.747 2906.240 2117.98 435.2859 2632.39 582.178 1890.71
        [,63]    [,64]   [,65]    [,66]    [,67]    [,68]    [,69]   [,70]
[1,]    3.503    2.762    5.86    1.899    4.037    3.756    4.132   1.937
[2,] 1622.642 2558.636 3835.32 1126.676 3234.686 1926.449 3565.309 841.742
[3,] 1485.517 2077.322 2866.97  856.000 2444.216 1884.344 2887.403 879.270
       [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    4.88    3.876    5.743    5.563    6.375    4.814    4.227   1.473
[2,] 2619.60 3479.579 3946.973 4726.058 3202.090 4584.222 4038.934 619.065
[3,] 2308.14 2663.527 3268.985 4108.549 2752.623 4089.115 4451.502 576.581
       [,79]    [,80]   [,81]    [,82]    [,83]    [,84]    [,85]    [,86]
[1,]    3.59    3.398    4.35    2.494    2.577    2.361    3.463    3.617
[2,] 3107.97 1595.407 3240.68 1471.355 1647.546 1062.150 2732.174 2415.310
[3,] 4133.56 1417.699 3808.88 1365.758 1803.613 1172.490 2230.634 2049.668
        [,87]   [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]    8.344    6.93    3.032    2.991    3.678    3.396    3.483
[2,] 4329.045 3197.10 1929.745 2603.274 2113.715 2027.276 2140.677
[3,] 3480.636 3555.14 1950.125 2149.186 2191.642 2466.358 2053.701
        [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    3.232   0.7414   1.564    13.75    9.216
[2,] 1678.449 386.5467 955.658 11655.82 4678.199
[3,] 1452.723 363.0933 829.746  9096.31 4814.347
[1] "--- VAR model 2017-10-01 10:01:00  completed"
[1] "Completed training sample:  2017-10-01 10:01:00 - 2017-10-01 18:00:00"
[1] "SpVAR;   training sample:  2017-10-01 10:31:00 - 2017-10-01 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.045           3.233        -106.62         -65.76
           7.857           1.928         -45.20         -41.98
           4.220           6.421         -88.08         -65.26
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -73.31         0.2026           2.8414           0.9405
         -70.77         2.6124           1.1615          -6.0940
         -48.49         4.1658          -0.9378           6.7017
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -15.387          -9.1643           5.0477           -28.03
            3.264           0.3691           0.7826           -22.49
           13.287          -3.2463           5.4447           -17.28
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           11.525          -20.428           -37.10         11.77036
           -2.887          -11.262           -30.32         -1.15394
            3.714           -2.786           -29.76         -0.02174
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -21.172           0.6932            4.466            14.84
            6.795         -13.9394            5.070            40.22
          -12.431          10.9992           -5.504            15.01
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -49.04           -3.559          -162.32          -100.70
           -46.86           -8.656           -96.63           -50.56
           -72.40           -2.502           -98.03           -32.42
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.463           -39.62           -41.24           -8.901
           -7.941           -78.24          -111.68          -11.610
           -6.992           -51.88           -54.28          -12.613
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -86.24           -6.210           -44.80           -23.41
           -32.12           -7.713           -59.65           -21.63
           -63.56           -8.126           -74.37           -23.54
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.36           -49.22           -62.85           -54.83
           -16.97           -65.63           -84.28           -63.74
           -14.08           -55.74           -46.61           -71.99
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.08635          10.6229           -2.919           0.8711
          3.25335           1.0314            8.819          -0.1460
          0.69735          -0.6527           -1.674           1.1194
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.2734         -0.19245           -56.26           -22.58
          -0.1186          1.39486           -36.04           -56.63
           6.0372         -0.03114           -34.15           -40.46
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.3988           -5.909           -28.94            3.477
           0.3792           -3.146           -25.93           11.072
          16.2355           -3.442           -27.34            6.610
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.826            5.058          -27.471           -8.903
            9.467           -3.674            1.279            6.821
           11.304            3.607          -21.989            6.480
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3080           -10.65           -6.178           -9.249
           0.7565           -22.58          -22.787          -15.582
           3.5602           -11.22           -6.936          -11.337
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -15.647            1.094           1.3513          -11.561
           -7.529            5.456           0.7658          -15.237
          -17.914            7.156          -1.1813           -3.935
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.1119          -0.9429           -2.757            3.025
          -2.3510         -16.5140            1.869           -9.121
          -0.9856          -9.2003           -3.193           -8.859
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.444          -4.1227           -6.468            6.030
           -6.690           0.4968           -4.660            2.103
          -16.552           5.5626           -5.619           10.136
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.068            3.471          -0.5016           5.5628
            2.441            2.056          11.6333          -0.4874
           -4.873           -3.032          11.5830           7.9574
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.652           -2.037            26.56           36.434
           -3.027            1.022            22.21            4.308
           -1.173            6.801            16.54           10.240
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           17.558            2.774            20.83          13.2271
           12.750           -1.045            25.70          -0.7704
            8.793            4.285             3.59           3.6100
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            30.55            8.854           -4.871           0.7708
            17.14            5.550           -3.612           3.6577
            17.81            6.405            3.174           1.7483
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.914           6.2922           -4.390            2.526
           -2.652          -0.6333            3.526           -4.379
            3.677           9.1282           -1.587            1.014
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.191            1.957           7.9537            4.494
            7.595            6.160           0.6594            2.242
            6.815            3.317           7.6517            9.118
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.7264         -4.90628           -9.491          -3.5747
           0.1535          5.14853           -8.584           0.8682
          -1.1324         -0.04615          -10.086          -0.2987
 rnd_95776.volume rnd_95787.volume
            18.27           -69.23
           -37.59           -45.87
           -16.39           -49.91
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.376 2.956 14.08 7.457 6.504 0.8941 1.537 3.765 4.141 3.395 2.439
[2,] 4.166 3.278 15.97 8.841 7.998 1.0254 1.758 4.544 5.225 5.011 3.347
[3,] 4.742 3.587 18.27 9.628 8.966 1.1230 1.926 5.000 5.812 5.770 3.766
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.728 2.534 2.892  7.923 4.100 5.051 3.462  9.152 4.606  9.474 3.579
[2,] 3.863 2.975 4.136  9.818 4.865 6.572 4.793 11.186 5.776 10.837 4.172
[3,] 4.449 3.358 4.906 11.150 5.299 7.693 5.860 12.638 6.891 11.999 4.745
     [,23] [,24]  [,25] [,26]  [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 14.23 7.302 0.5303 6.896  6.671 0.9742 6.994 0.4455 6.892 1.680 1.155
[2,] 18.25 8.858 0.6468 8.258  8.795 1.2095 8.620 0.5261 8.423 2.043 1.313
[3,] 19.98 9.687 0.7177 9.206 10.202 1.4166 9.508 0.5988 9.098 2.363 1.393
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.587 7.039 6.156 4.693 3.125 3.774 1.445 3.096 1.255 4.156 4.798
[2,] 8.108 8.612 7.859 5.482 4.414 4.499 1.669 3.626 1.444 4.867 5.898
[3,] 9.227 9.494 8.801 5.895 4.988 4.926 1.827 3.987 1.577 5.476 6.580
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.709 1.596 2.834 4.227 5.005 2.357 3.562 3.880 1.476 3.372 3.048
[2,] 3.325 1.882 3.525 5.181 5.904 2.804 5.444 4.377 1.735 4.783 4.029
[3,] 3.690 2.043 3.880 5.749 6.662 3.218 6.252 4.921 1.902 6.267 4.980
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.072 2.003 3.798 0.6694 2.986 1.096 2.676 2.820 2.244 4.344 1.463
[2,] 4.116 3.185 4.188 0.7981 4.218 1.283 3.105 3.152 3.237 5.593 1.818
[3,] 5.070 4.092 4.687 0.8801 4.973 1.374 3.550 3.441 3.699 6.200 1.987
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.150 3.170 3.102 1.527 3.824 2.962 4.569 4.226 5.072 3.751 3.236
[2,] 4.420 3.621 4.529 1.735 4.461 4.367 5.759 6.055 5.836 5.513 4.950
[3,] 4.935 4.017 5.306 1.931 4.938 4.931 6.443 7.017 6.327 6.593 6.255
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.174 2.730 2.728 3.410 1.949 2.047 1.781 2.628 3.066 6.686 5.272
[2,] 1.295 3.984 3.076 4.560 2.337 2.556 2.053 3.618 3.793 7.675 6.035
[3,] 1.399 5.453 3.380 5.774 2.662 3.046 2.296 4.197 4.154 8.344 6.804
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.212 2.394 2.818 2.722 2.794 2.588 0.5794 1.242 10.68 7.469
[2,] 2.805 3.316 3.502 3.296 3.502 3.011 0.6748 1.517 15.02 8.584
[3,] 3.396 3.839 3.958 3.934 3.971 3.280 0.7564 1.683 17.37 9.616
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.288    3.754   17.87    9.469    8.259   1.135   1.952    4.781
[2,] 2650.192 1538.416 8196.25 5158.088 5055.391 545.221 926.892 2762.267
[3,] 2459.916 1581.084 9647.60 4142.291 4400.324 497.365 854.130 2267.110
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    5.259    4.312    3.097    3.464    3.217    3.673   10.06
[2,] 3460.769 4002.494 2489.603 2971.631 1694.275 3211.344 6297.50
[3,] 2762.956 3107.010 1873.409 2396.624 1691.640 2865.551 5739.98
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    5.207    6.414    4.396   11.62    5.849   12.03    4.545    18.07
[2,] 2844.789 4566.249 3600.280 6984.86 3785.044 5714.32 2327.722 12413.87
[3,] 2279.256 4344.237 3662.701 6388.01 4082.399 5596.33 2454.637  8817.74
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    9.272   0.6734    8.757    8.471   1.237    8.881   0.5657
[2,] 5445.134 402.2280 4932.925 6225.262 778.594 5472.150 303.9996
[3,] 4260.098 337.8469 4419.616 5615.723 800.797 4359.296 310.6064
        [,31]    [,32]   [,33]    [,34]    [,35]    [,36]   [,37]    [,38]
[1,]    8.752    2.133   1.467    8.364    8.938    7.818    5.96    3.968
[2,] 5258.620 1261.790 679.020 5134.380 5388.051 5305.825 3076.84 3386.532
[3,] 3735.587 1290.162 502.836 4784.582 4341.485 4303.098 2353.23 2523.290
        [,39]   [,40]    [,41]   [,42]    [,43]    [,44]   [,45]    [,46]
[1,]    4.793   1.835    3.931   1.593    5.278    6.093    3.44    2.027
[2,] 2659.746 907.007 2051.459 776.862 2749.585 3725.406 2093.70 1082.443
[3,] 2177.491 807.349 1798.934 688.133 2725.593 3166.428 1738.22  864.406
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    3.599    5.368    6.356    2.992    4.523    4.927   1.875
[2,] 2275.795 3254.375 3401.673 1650.142 4472.023 2200.036 989.930
[3,] 1761.475 2704.179 3352.579 1716.177 3338.116 2442.731 846.507
        [,54]   [,55]    [,56]    [,57]    [,58]  [,59]    [,60]   [,61]
[1,]    4.282    3.87    3.902    2.543    4.823   0.85    3.792   1.391
[2,] 3683.587 2861.78 2974.584 2689.019 1916.386 472.09 3234.855 724.000
[3,] 4398.997 3179.07 3215.339 2790.745 2285.054 402.88 2861.177 535.614
        [,62]    [,63]   [,64]    [,65]    [,66] [,67]    [,68]    [,69]
[1,]    3.399    3.581    2.85    5.517    1.858     4    4.026    3.939
[2,] 1708.618 1529.557 2533.98 3825.305 1172.792  3368 1899.276 3584.309
[3,] 1868.892 1499.370 1943.75 2904.935  869.463  2385 1889.638 3002.110
       [,70]    [,71]    [,72]    [,73]    [,74]    [,75]    [,76]
[1,]   1.939    4.856    3.761    5.802    5.366    6.441    4.763
[2,] 894.785 2494.672 3485.806 3807.887 4710.365 3135.499 4389.085
[3,] 919.970 2299.246 2485.893 3136.905 3849.583 2652.642 3925.895
        [,77]   [,78]    [,79]    [,80]   [,81]    [,82]    [,83]    [,84]
[1,]    4.109   1.491    3.467    3.465    4.33    2.475    2.599    2.262
[2,] 4067.780 593.074 3150.900 1541.631 3288.24 1400.287 1662.983 1108.761
[3,] 4153.448 573.979 4043.102 1522.675 3847.00 1385.323 1799.903 1116.429
        [,85]    [,86]   [,87]    [,88]    [,89]   [,90]    [,91]    [,92]
[1,]    3.337    3.893    8.49    6.695    2.808    3.04    3.578    3.457
[2,] 2700.373 2425.301 4092.33 3190.507 1874.183 2491.82 2259.173 2017.229
[3,] 2309.849 1841.408 3555.43 3411.390 2078.048 2101.82 2002.422 2333.750
        [,93]    [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    3.548    3.287   0.7358   1.578    13.56    9.485
[2,] 2292.513 1670.646 375.5582 945.201 11461.86 4594.234
[3,] 2033.865 1413.227 371.2187 791.948  9474.47 4707.476
[1] "--- VAR model 2017-10-01 10:31:00  completed"
[1] "Completed training sample:  2017-10-01 10:31:00 - 2017-10-01 18:30:00"
[1] "SpVAR;   training sample:  2017-10-01 11:01:00 - 2017-10-01 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.273          4.7529         -72.63         -55.81
          -4.378         -2.3671         -99.89         -45.74
          10.681         -0.4524         -39.98         -65.50
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -57.93        -0.4312            4.530          -17.764
         -40.76         1.0484            4.040           -1.443
         -53.61         1.1381            5.475           -3.569
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.915           1.2698            6.722           -13.35
          -13.218         -29.8415           -1.901           -28.49
           -3.199          -0.8164           -1.947           -16.87
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.057          -3.1099           -2.601            5.021
            7.672          -0.3438            2.533            8.610
           -1.202         -20.3119          -11.137            5.795
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.377           0.3506            6.084            27.17
            9.641          -4.0157           16.012            27.18
           -5.795           0.6816           11.164            14.42
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.91          -1.9018           -126.8           -54.84
           -50.40           0.1275           -150.8           -52.07
           -49.18          -0.6084           -129.3           -66.88
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.431           -61.79           -73.82           -11.24
           -5.863           -51.42           -65.65           -10.89
           -5.923           -60.37           -74.14           -10.98
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -49.61           -7.228           -51.49           -21.53
           -66.55           -5.676           -75.45           -18.05
           -67.72           -7.140           -59.99           -23.11
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.89           -54.00           -74.79           -49.15
           -14.79           -46.65           -42.85           -55.49
           -13.36           -48.42           -49.31           -63.77
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.5523           -4.377            4.036           2.7870
           0.6574           -7.389            1.497          -1.4830
          -4.0796            5.185           -4.949           0.6997
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3189            1.397           -36.16           -38.42
           3.0191            1.074           -38.85           -51.21
           1.6396            1.381           -30.03           -33.33
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           13.198           0.5661           -29.33            9.118
           12.138           2.7054           -17.80            9.795
            8.039          -1.1826           -20.70           -2.660
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.946          -6.2595          -15.225            5.617
            9.162           0.8017           -2.234            8.657
           -2.415           0.3871          -16.815           15.243
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.09107           -6.047           -9.974          -28.741
         -0.01526           -6.544           -2.564           -5.586
         -0.65806           -6.311           -8.973           -6.646
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.043           6.6479          0.34874           -2.318
          -14.641           2.6854         -0.08697           -4.944
            2.082           0.7731          0.54167           -6.235
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.7566           -8.010            3.029           -5.374
           0.7805           -6.254            8.920           -5.030
           0.7648           -6.154            0.788            0.752
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.514            8.365           -2.469           -5.087
           -1.966           -1.844          -10.787            5.652
           -4.917            3.045            4.009           -3.165
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.4745           -1.583           0.8088           1.9859
         -13.6497            2.737           0.3877           0.9729
           0.1333           -2.398          12.4706           8.9474
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.1205            7.440            25.35            24.92
           2.3024            4.541            22.66            15.95
          -0.6643           -2.368            31.88            11.64
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           30.830           2.2489            11.10          6.03766
           21.367           1.2390            29.13         -0.28454
            8.703           0.1588            20.02         -0.02939
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
             5.13          4.21749            1.339           4.2587
            25.80         -0.07803           -6.960          -0.3393
            19.93          5.38915            1.259           0.9082
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.688           0.6309          -6.0790            2.555
           -9.735          -1.2073           0.3977            4.047
            1.999           1.8945          -5.1660            4.269
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.995           -4.617           -9.979           -6.902
           -6.024            1.629            3.399            2.280
           -2.634           -6.573           -5.338           -3.279
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.9762          -8.1603           -8.541           -2.624
           0.6138           4.6887           -8.718           -1.425
          -3.7404           0.8469           -9.190           -2.897
 rnd_95776.volume rnd_95787.volume
          -17.796           -53.19
           -9.233           -56.93
          -19.063           -47.49
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.383 2.862 14.30 7.470 6.635 0.9154 1.498 3.837 4.182 3.408 2.419
[2,] 4.222 3.208 16.06 8.921 8.069 1.0593 1.789 4.518 5.206 5.038 3.313
[3,] 4.739 3.493 18.40 9.639 8.884 1.1565 1.980 4.999 5.772 5.732 3.785
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.732 2.570 2.882  8.111 4.034 5.062 3.529  9.548 4.321  9.624 3.622
[2,] 3.835 3.023 4.059  9.785 4.853 6.484 4.628 11.207 5.572 10.911 4.152
[3,] 4.395 3.383 4.901 10.986 5.310 7.641 5.652 12.587 6.663 12.061 4.744
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.73 7.487 0.5244 6.900 6.751 0.9841 6.885 0.4498 6.994 1.638 1.139
[2,] 17.84 9.032 0.6099 8.192 8.747 1.2315 8.608 0.5365 8.541 2.040 1.345
[3,] 19.73 9.836 0.6699 9.258 9.989 1.4063 9.410 0.6089 9.377 2.313 1.441
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.743 6.940 6.442 4.473 3.124 3.802 1.375 3.047 1.258 4.313 4.722
[2,] 8.157 8.767 7.982 5.286 4.434 4.413 1.619 3.625 1.444 5.077 5.834
[3,] 9.207 9.764 8.772 5.748 5.021 4.851 1.814 3.974 1.587 5.601 6.519
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.695 1.608 2.884 4.221 5.006 2.458 3.578 3.871 1.472 3.405 3.005
[2,] 3.324 1.841 3.519 5.182 5.976 2.919 5.532 4.384 1.734 4.976 4.057
[3,] 3.702 2.019 3.931 5.823 6.699 3.314 6.299 4.877 1.889 6.401 4.986
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.109 2.036 3.646 0.6670 3.064 1.090 2.637 2.739 2.228 4.423 1.429
[2,] 4.212 3.146 4.013 0.7872 4.295 1.267 3.152 3.075 3.261 5.662 1.812
[3,] 5.141 4.186 4.545 0.8818 5.052 1.373 3.521 3.348 3.710 6.376 1.992
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.232 3.211 3.118 1.498 3.763 2.855 4.409 3.999 4.849 3.862 3.047
[2,] 4.507 3.641 4.598 1.718 4.364 4.374 5.589 6.017 5.624 5.634 4.726
[3,] 5.043 4.069 5.402 1.913 4.850 4.902 6.217 6.779 6.169 6.786 6.257
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.181 2.751 2.800 3.463 1.921 2.008 1.811 2.720 2.986 6.834 5.367
[2,] 1.308 3.936 3.076 4.402 2.316 2.572 2.059 3.626 3.697 7.895 6.008
[3,] 1.420 5.428 3.393 5.575 2.635 3.091 2.292 4.191 4.081 8.544 6.846
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.055 2.300 2.823 2.750 2.741 2.495 0.5815 1.234 10.64 7.700
[2,] 2.695 3.249 3.549 3.321 3.451 2.908 0.6762 1.508 15.03 8.541
[3,] 3.330 3.802 3.997 3.877 3.870 3.178 0.7525 1.684 17.24 9.684
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]     [,7]
[1,]    4.295    3.634    18.16    9.486    8.425   1.162    1.902
[2,] 2884.560 1656.389  8350.76 5569.691 5244.180 608.786 1116.449
[3,] 2458.451 1576.661 10247.47 4167.749 4244.111 530.060  969.193
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]   [,14]  [,15]
[1,]    4.872    5.311    4.327    3.071    3.469    3.263    3.66   10.3
[2,] 2723.486 3539.524 4237.264 2584.674 3073.132 1817.766 3264.57 6249.3
[3,] 2444.529 2847.560 3121.562 2091.875 2451.546 1736.108 3136.88 5702.9
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]  [,22]    [,23]
[1,]    5.123    6.429    4.482   12.12    5.486   12.22    4.6    17.44
[2,] 3080.497 4625.806 3419.173 6700.81 4017.700 5870.03 2315.9 13006.40
[3,] 2462.735 4617.580 3704.563 6543.33 4172.040 5870.79 2621.5  9624.39
        [,24]    [,25]    [,26]    [,27]  [,28]    [,29]    [,30]    [,31]
[1,]    9.507   0.6659    8.762    8.572   1.25    8.742   0.5712    8.881
[2,] 5769.844 355.6019 5042.998 6352.404 845.46 5900.495 333.8565 5598.184
[3,] 4448.333 316.3330 4925.097 5507.071 775.40 4340.452 328.8391 4419.746
        [,32]   [,33]    [,34]    [,35]   [,36]   [,37]    [,38]    [,39]
[1,]    2.079   1.447    8.563    8.813    8.18    5.68    3.967    4.828
[2,] 1389.029 815.941 5241.758 6117.173 5382.21 3217.91 3592.275 2558.023
[3,] 1244.035 591.256 4874.978 4908.083 4153.51 2576.93 2690.567 2301.308
       [,40]    [,41]   [,42]    [,43]    [,44]    [,45]    [,46]    [,47]
[1,]   1.747    3.869   1.598    5.477    5.996    3.422    2.042    3.662
[2,] 975.389 2242.792 809.773 3058.281 3912.242 2222.583 1024.055 2302.967
[3,] 934.255 1858.992 749.988 2703.319 3323.614 1859.107  947.558 2000.004
       [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    5.36    6.357    3.121    4.544    4.916    1.87    4.323    3.816
[2,] 3432.04 3726.015 1798.496 4817.511 2351.098 1046.53 4143.608 3112.063
[3,] 3033.54 3458.734 1792.838 3439.339 2438.716  855.97 4598.568 3311.462
        [,56]    [,57]   [,58]    [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    3.948    2.586    4.63   0.8469    3.891   1.384    3.349    3.478
[2,] 3243.952 2738.077 1914.98 477.6242 3436.214 737.945 1971.843 1595.226
[3,] 3366.494 3153.494 2436.51 453.5553 3037.557 604.314 1790.410 1513.982
        [,64]    [,65]    [,66]    [,67]    [,68]   [,69]   [,70]    [,71]
[1,]    2.829    5.616    1.814    4.104    4.077    3.96   1.902    4.778
[2,] 2720.146 4036.627 1272.553 3586.610 1960.925 3859.15 961.872 2524.672
[3,] 2018.644 3349.732  946.041 2584.782 2074.895 3238.14 960.231 2415.605
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    3.626    5.599    5.078    6.158    4.905    3.869   1.499
[2,] 3784.289 3922.557 5134.026 3253.398 4683.538 4125.924 642.393
[3,] 2525.743 3108.348 3564.909 2894.162 4321.126 4682.511 631.770
        [,79]    [,80]    [,81]   [,82]   [,83]  [,84]    [,85]    [,86]
[1,]    3.493    3.555    4.398    2.44    2.55    2.3    3.454    3.792
[2,] 3214.110 1453.977 3103.752 1477.35 1835.15 1119.1 2738.194 2490.140
[3,] 4268.685 1635.213 3906.667 1433.75 1958.71 1147.6 2399.290 1972.087
        [,87]    [,88]    [,89]   [,90]    [,91]    [,92]    [,93]
[1,]    8.679    6.816    2.609    2.92    3.585    3.492    3.481
[2,] 4513.050 3081.964 1992.000 2620.88 2456.662 2125.411 2394.067
[3,] 3729.593 3749.431 2233.261 2254.62 2098.245 2284.294 2000.099
        [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    3.168   0.7385   1.567    13.52    9.778
[2,] 1705.505 393.9795 990.560 12113.28 4218.823
[3,] 1463.908 377.2028 855.503  9647.65 5213.307
[1] "--- VAR model 2017-10-01 11:01:00  completed"
[1] "Completed training sample:  2017-10-01 11:01:00 - 2017-10-01 19:00:00"
[1] "SpVAR;   training sample:  2017-10-01 11:31:00 - 2017-10-01 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.057          2.6579         -52.64         -33.61
           2.177         -0.4642         -62.80         -59.19
           5.644          6.3315         -21.01         -46.83
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -46.01        2.91166          -1.4056          -0.1454
         -46.92       -1.62937           1.1273          -1.2540
         -37.96       -0.06676          -0.8475          -5.1420
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.136            4.770            6.857          -20.303
           -6.580            5.760            8.759           -9.971
            3.322           -2.644            2.966          -17.358
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.8343          -7.2505           -5.581            3.413
           4.8790          -0.6928            3.264           -2.183
           9.1896          -0.1418            3.541            9.634
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8129            2.158            4.341           16.320
          -7.9693            1.270           -5.360            7.285
          11.4528          -15.078            6.681           29.512
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -78.34          -10.554           -133.0           -51.41
           -51.98            5.317           -135.7           -75.06
           -53.99          -12.378           -125.2           -55.36
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.821           -42.05           -59.93           -7.748
           -6.598           -55.98           -67.19          -11.666
           -5.929           -59.16           -58.48           -9.547
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -27.40           -7.623           -50.54           -17.65
           -48.83           -7.398           -47.85           -19.16
           -54.46           -6.916           -59.40           -20.63
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.55           -33.29           -62.57           -71.58
           -11.95           -42.18           -61.58           -36.67
           -12.83           -44.60           -45.03           -52.54
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.901            1.110           3.4638          -0.8929
            9.499           12.911           0.2550           2.1471
           -6.987           -4.052          -0.1419           0.2120
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -12.481           2.5427           -28.51           -51.21
            3.754           1.7070           -36.24           -39.85
            1.053          -0.5903           -33.47           -37.81
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.150           -3.043           -22.03          -12.234
            6.704           -1.917           -28.62           13.055
            6.205           -3.210           -22.31           -2.076
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.367           -3.959           -15.96           15.244
            1.699          -12.234           -24.43           14.873
            3.100           -3.884           -21.52            9.016
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.907            6.050          -7.8520          -13.582
           -4.310           -9.333          -0.2522            2.737
           -3.775          -14.069          -8.2826           -7.322
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.149           2.6991           0.9218            2.900
           -7.039          -0.3192           0.2561          -15.385
            1.106          -1.3524           1.4979           -1.074
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7697          -0.3741           9.6727            1.271
           0.4939          -6.9584           0.5553            8.537
           0.1343          -5.9874           6.8415          -10.686
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           16.583           0.3096           2.5321            1.060
           -1.321           5.1713          -0.3337            5.848
           -9.669           1.1066          -3.7587           -3.551
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.186           2.0369           3.4126           -4.207
            8.447           1.4761           0.9039            1.790
           -2.335           0.1478          -4.3229            4.652
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.8503          8.68237            23.41            25.61
           7.5528          5.65898            32.83            12.93
           9.2602         -0.09823            21.59            17.80
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            15.03           2.2365            6.842          -1.6058
            11.35           1.2703           19.406           3.1379
            17.35           0.5852            9.094           0.5253
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.335           7.0773           0.6638           2.7177
           22.288           0.2125          -3.8379          -2.2733
            8.420           4.5253          -6.4599           0.9116
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.8808           -3.007           0.5827          -14.367
           2.6040           -1.602         -11.3073            9.238
           7.1075            3.000           0.8092            6.777
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.866            4.843            3.525            1.947
            3.408            3.741            3.804            5.102
            5.006            1.801            3.569           -0.121
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           4.7112           0.4583           -7.434           -4.304
          -2.0260          -5.6874           -9.450            1.262
          -0.8937           1.9828          -10.162           -4.930
 rnd_95776.volume rnd_95787.volume
           -64.59           -42.44
           -77.97           -71.74
           -49.42           -46.16
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.464 2.717 14.30 7.411 6.528 0.9612 1.424 3.815 4.118 3.455 2.377
[2,] 4.270 3.089 16.00 8.825 7.917 1.1046 1.731 4.497 5.233 5.148 3.266
[3,] 4.745 3.377 18.35 9.735 8.937 1.2116 1.904 4.976 5.733 5.802 3.782
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.792 2.564 2.879  7.894 3.753 4.765 3.368  8.777 4.111  9.50 3.451
[2,] 3.833 2.984 4.096  9.651 4.462 6.233 4.509 10.557 5.343 11.00 4.049
[3,] 4.398 3.326 4.863 11.013 4.963 7.266 5.546 11.949 6.524 12.11 4.590
     [,23]  [,24]  [,25] [,26]  [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,] 14.06  7.523 0.5044 7.052  6.558 0.9834 7.120 0.4492 7.033 1.701
[2,] 17.93  9.000 0.5914 8.245  8.758 1.2097 8.744 0.5316 8.493 2.074
[3,] 19.95 10.002 0.6613 9.185 10.057 1.3876 9.690 0.6002 9.365 2.313
     [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.126 6.868 6.936 6.588 4.384 3.155 3.840 1.437 3.101 1.238 4.230
[2,] 1.341 8.290 8.651 8.192 5.238 4.312 4.430 1.706 3.695 1.424 4.966
[3,] 1.436 9.542 9.765 9.014 5.710 4.970 4.794 1.889 4.074 1.571 5.595
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.656 2.651 1.484 2.838 4.271 4.893 2.525 3.544 3.871 1.479 3.384
[2,] 5.703 3.258 1.754 3.466 5.302 5.844 2.990 5.509 4.456 1.756 4.974
[3,] 6.373 3.628 1.903 3.906 5.929 6.583 3.343 6.279 4.985 1.907 6.501
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 3.045 2.903 2.019 3.457 0.6603 3.012 1.089 2.612 2.628 2.294 4.226
[2,] 4.047 4.129 3.140 3.870 0.7918 4.307 1.257 3.121 3.005 3.334 5.574
[3,] 4.914 5.135 4.173 4.344 0.8971 5.056 1.355 3.478 3.296 3.760 6.249
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.414 3.337 3.261 3.132 1.460 3.689 2.851 4.383 4.036 4.814 3.830
[2,] 1.788 4.541 3.711 4.577 1.692 4.271 4.519 5.571 6.254 5.649 5.645
[3,] 1.969 5.061 4.130 5.352 1.932 4.744 4.992 6.185 6.984 6.139 6.832
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.044 1.139 2.627 2.714 3.344 1.971 1.944 1.781 2.659 2.864 6.848
[2,] 4.818 1.314 3.906 3.059 4.310 2.330 2.554 2.052 3.606 3.613 7.903
[3,] 6.427 1.423 5.414 3.363 5.473 2.632 3.101 2.246 4.166 3.960 8.623
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 5.216 1.910 2.100 2.644 2.668 2.792 2.455 0.5861 1.233 10.79 7.759
[2,] 5.879 2.527 3.088 3.449 3.266 3.463 2.832 0.6808 1.523 15.40 8.788
[3,] 6.680 3.260 3.618 3.866 3.739 3.922 3.110 0.7599 1.682 17.65 9.885
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]    [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.399    3.45    18.16    9.41    8.289   1.221    1.808    4.844
[2,] 2873.281 1692.11  8252.80 5514.95 5154.878 626.491 1132.538 2741.737
[3,] 2380.609 1569.84 10353.47 4730.50 4772.268 572.968  912.589 2449.948
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    5.229    4.387    3.019    3.546    3.256    3.656   10.02
[2,] 3715.899 4392.749 2577.871 3022.079 1757.681 3353.980 6390.25
[3,] 2694.415 3079.088 2193.530 2481.048 1689.192 3015.537 6104.44
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.765    6.051    4.277   11.15    5.221   12.06    4.382    17.86
[2,] 2777.673 4625.189 3450.739 6753.20 3928.284 6378.25 2438.386 12806.04
[3,] 2501.236 4295.815 3716.649 6442.19 4308.867 5838.41 2487.796 10078.25
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    9.553   0.6405    8.955    8.328   1.249    9.042   0.5704
[2,] 5686.818 355.4803 4916.697 6680.293 810.731 5840.896 327.1859
[3,] 5021.382 340.4897 4658.949 5691.169 782.283 4806.961 320.8145
        [,31]   [,32]  [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    8.931    2.16   1.43    8.722    8.808    8.365    5.567    4.006
[2,] 5479.852 1364.68 837.91 5342.791 5950.051 5603.761 3299.381 3384.186
[3,] 4542.808 1180.42 590.98 5438.609 5215.086 4328.922 2615.021 2844.014
        [,39]    [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    4.877    1.825    3.938   1.572    5.372    5.913    3.366
[2,] 2542.454 1058.484 2311.165 808.647 2994.035 3789.743 2179.472
[3,] 2108.119  934.680 1976.288 764.388 2965.034 3274.215 1837.064
        [,46]    [,47]    [,48]    [,49]    [,50]  [,51]    [,52]    [,53]
[1,]    1.884    3.603    5.424    6.213    3.206    4.5    4.916    1.878
[2,] 1076.508 2291.395 3615.013 3677.620 1841.910 4854.1 2540.122 1089.292
[3,]  849.358 2073.385 3055.356 3487.701 1722.582 3468.2 2571.732  858.011
        [,54]    [,55]    [,56]    [,57]   [,58]    [,59]    [,60]   [,61]
[1,]    4.297    3.866    3.686    2.563    4.39   0.8385    3.825   1.383
[2,] 4195.722 3068.484 3379.033 2768.621 2001.38 502.8254 3544.152 721.787
[3,] 4817.786 3207.708 3514.451 3162.087 2271.21 485.4989 3047.546 583.221
        [,62]    [,63]    [,64]    [,65]    [,66]    [,67]    [,68]
[1,]    3.316    3.337    2.913    5.367    1.796    4.237    4.141
[2,] 1967.556 1676.853 2784.839 4182.312 1258.301 3545.896 2039.816
[3,] 1765.889 1557.830 2000.804 3252.473  951.035 2571.930 2084.433
        [,69]    [,70]    [,71]   [,72]    [,73]    [,74]    [,75]
[1,]    3.977    1.854    4.684    3.62    5.566    5.125    6.113
[2,] 3841.957  983.300 2477.505 4035.30 3956.714 5499.195 3403.314
[3,] 3192.538 1074.059 2377.588 2440.99 3093.903 3578.438 2763.792
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    4.864    3.866   1.446    3.335    3.446    4.246    2.503
[2,] 4772.698 4297.338 753.992 3327.597 1623.442 3129.657 1428.694
[3,] 4428.664 4897.041 627.370 4314.542 1609.222 3883.044 1410.905
        [,83]    [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    2.468    2.262    3.376    3.636    8.696    6.623    2.425
[2,] 1907.186 1171.445 2803.063 2535.240 4540.665 3121.169 1903.930
[3,] 2024.842 1052.692 2402.385 1866.651 3969.527 3650.937 2370.030
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]    [,96]
[1,]    2.667    3.357    3.387    3.545    3.118   0.7442    1.566
[2,] 2605.992 2549.791 2167.853 2358.410 1625.023 398.7887 1028.922
[3,] 2169.319 2011.009 2096.929 2119.023 1478.054 388.4696  822.426
       [,97]    [,98]
[1,]    13.7    9.852
[2,] 12659.6 4749.852
[3,]  9918.6 5209.337
[1] "--- VAR model 2017-10-01 11:31:00  completed"
[1] "Completed training sample:  2017-10-01 11:31:00 - 2017-10-01 19:30:00"
[1] "SpVAR;   training sample:  2017-10-01 12:01:00 - 2017-10-01 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           0.033           1.763         -7.691         -50.54
           6.642          -3.007        -36.855         -49.49
           9.852           3.067        -48.057         -38.00
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -53.43        1.96844            2.033           -6.152
         -56.32        0.03757            1.533            5.258
         -52.31        1.08796           -0.837            4.126
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.927            7.787           -1.473           -9.622
           -3.454           -6.196           -1.762          -10.629
           -2.090           -1.142            3.492          -10.406
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.753          -17.017           -8.582            2.661
            1.848            3.530           -3.627            5.472
           -1.101           -5.651           -8.251            3.608
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -19.165         -8.84387            9.752            24.80
            4.124        -11.52258           -7.088            15.00
            1.408          0.09786           -5.887            10.84
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -49.07          -10.261          -127.67           -53.33
           -59.43           -6.413           -76.16           -39.24
           -61.76           -7.029          -101.52           -46.40
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.207           -49.86           -65.65           -10.83
           -5.528           -52.88           -55.71           -11.11
           -5.119           -58.39           -51.08           -11.53
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -41.42           -5.856           -33.83           -23.14
           -54.81           -5.076           -64.90           -15.80
           -43.84           -4.975           -51.89           -17.82
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -10.979           -49.75           -46.73           -56.72
           -9.045           -61.00           -46.19           -46.10
          -10.509           -36.94           -47.92           -49.73
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            9.849            4.342            1.422          -2.7391
           -1.912            1.214           -5.208          -0.6552
            4.357           -1.655            7.428           0.5115
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -6.7362           1.7667           -34.01           -40.40
           2.2894          -0.7344           -31.27           -38.14
          -0.6961           0.1487           -31.94           -46.63
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.751           -3.445           -17.28        -0.184613
            5.125           -1.809           -22.22        13.863090
            5.499           -1.895           -19.37        -0.003255
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.290           -7.381          -13.303           -5.334
            4.511           -2.824           -6.585            3.147
            5.604           -1.383          -11.512            5.681
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.3641           -2.832           -12.67          -13.729
           0.3011          -13.361           -14.94          -13.450
           0.5163          -13.328           -10.08           -6.756
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.217          -1.7729           0.2910           -7.808
          -12.539          -0.5419          -0.8851          -13.912
          -12.946          -5.4911           0.6105           -9.765
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5463           -8.320            2.230         -12.0709
          -2.7493           -2.649            7.154          -2.2841
          -0.6776          -12.554           -1.001          -0.2169
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.056          -0.6815           -5.299            2.296
           -9.408           3.5355           -5.632           -1.924
           -3.719           3.9865            2.561           -6.512
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.930           3.9213            2.647          -2.5339
           -6.575           1.7931           12.904          -0.1435
           -8.210          -0.2504            6.820          15.4229
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -6.1318          -16.125            9.779           -2.825
          -1.7842            4.588           20.469            8.142
           0.1803            4.481           21.558           15.509
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.729           1.9620           13.842          -1.8327
            1.876           1.7233            1.104           0.8632
            7.448           0.7528            5.899           6.9855
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           13.541           -2.164            7.392           7.8616
            6.029           -1.352           -3.313          -0.9144
            3.370            2.565           -1.274          -0.3174
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.087           3.1006          -0.9102           -3.614
           10.099          -0.9807          12.7297           -9.339
            1.760           2.3266           3.2102           -1.360
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -3.1492           1.0881          -3.1294           -4.593
           0.5928          -0.3034          -0.4573           -0.340
           1.6655           0.2041          -0.1687            2.819
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3007           0.1916           -8.536           1.2820
         -10.2255          -6.1934           -7.853           0.8968
          -0.8977           2.4340           -7.742          -0.9917
 rnd_95776.volume rnd_95787.volume
           -14.18           -41.53
           -26.11           -39.53
           -31.19           -37.91
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.424 2.733 14.15 7.209 6.830 0.9595 1.462 3.883 4.136 3.479 2.504
[2,] 4.255 3.108 15.90 8.809 8.120 1.0955 1.748 4.568 5.217 5.183 3.358
[3,] 4.726 3.382 18.35 9.693 8.962 1.2003 1.903 5.035 5.704 5.776 3.824
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.742 2.448 3.031  7.727 3.829 4.784 3.355  8.813 4.011  8.233 2.697
[2,] 3.724 2.933 4.136  9.530 4.427 6.371 4.734 10.661 5.224  9.398 3.173
[3,] 4.255 3.331 4.793 10.957 4.963 7.414 5.738 12.077 6.558 10.374 3.661
     [,23] [,24]  [,25] [,26]  [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.71 7.538 0.5209 7.049  6.619 0.9575 7.158 0.4626 6.658 1.697 1.123
[2,] 17.66 8.859 0.6090 8.268  8.993 1.1840 8.682 0.5354 8.415 1.998 1.342
[3,] 19.88 9.827 0.6725 9.213 10.187 1.3496 9.632 0.5930 9.397 2.207 1.426
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.950 6.833 6.534 4.131 2.985 3.771 1.402 3.098 1.247 4.147 4.649
[2,] 8.185 8.547 8.065 5.082 4.200 4.399 1.631 3.663 1.403 4.837 5.444
[3,] 9.470 9.648 8.851 5.524 4.803 4.774 1.848 4.033 1.523 5.335 6.135
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.611 1.395 2.884 4.400 4.761 2.481 3.499 3.749 1.480 3.464 2.913
[2,] 3.265 1.624 3.496 5.416 5.831 2.981 5.457 4.346 1.740 5.086 4.065
[3,] 3.646 1.754 3.895 6.059 6.632 3.352 6.270 4.933 1.898 6.497 5.018
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.740 2.023 3.404 0.6887 3.113 1.056 2.643 2.617 2.331 4.318 1.371
[2,] 4.006 3.175 3.827 0.8112 4.338 1.216 3.112 3.032 3.315 5.588 1.692
[3,] 5.130 4.259 4.265 0.9127 5.053 1.317 3.429 3.352 3.769 6.262 1.874
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.471 3.115 3.150 1.431 3.605 2.821 4.278 3.954 4.920 3.799 3.093
[2,] 4.635 3.577 4.632 1.646 4.221 4.538 5.480 6.038 5.697 5.581 4.840
[3,] 5.239 4.003 5.321 1.909 4.655 5.034 6.110 6.826 6.184 6.773 6.365
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.104 2.556 2.678 3.186 2.141 1.980 1.753 2.639 2.882 7.080 5.047
[2,] 1.285 3.791 3.036 4.308 2.420 2.552 2.045 3.538 3.584 8.061 5.784
[3,] 1.413 5.386 3.326 5.557 2.671 3.086 2.206 4.092 3.913 8.806 6.546
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.923 1.962 2.596 2.612 2.841 2.343 0.5792 1.306 10.48 7.776
[2,] 2.470 2.984 3.319 3.193 3.400 2.730 0.6837 1.594 15.02 8.750
[3,] 3.211 3.461 3.754 3.687 3.822 3.000 0.7571 1.771 17.28 9.715
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]    [,6]     [,7]    [,8]
[1,]    4.348    3.47    17.96    9.155    8.673   1.218    1.857    4.93
[2,] 2857.585 1674.38  8213.13 5728.042 4968.382 598.033 1083.894 2723.39
[3,] 2327.810 1509.29 10359.77 4573.420 4291.386 555.111  850.335 2395.15
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    5.253    4.418    3.179    3.482    3.109    3.849    9.812
[2,] 3597.724 4346.316 2532.132 2850.755 1826.948 3183.932 6310.989
[3,] 2608.193 2884.951 2069.722 2329.754 1787.548 2741.059 6117.019
        [,16]    [,17]   [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.862    6.075    4.26   11.19    5.093   10.45    3.425    17.41
[2,] 2513.144 4759.915 3779.40 6787.01 3787.562 5127.75 1891.888 12606.56
[3,] 2539.475 4289.125 3667.59 6421.09 4484.470 4970.28 2066.892 10312.36
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]
[1,]    9.572   0.6615    8.951    8.405   1.216    9.09   0.5874    8.454
[2,] 5266.290 357.0204 4887.756 6888.633 788.062 5558.66 304.9916 5823.435
[3,] 4812.095 322.6720 4599.283 5414.595 732.901 4718.76 288.4494 4732.060
        [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    2.154   1.426    8.825    8.677    8.297    5.245    3.791
[2,] 1193.685 830.466 4890.486 5808.624 5350.022 3349.468 3342.835
[3,] 1060.079 546.697 5389.993 5065.470 4123.624 2450.266 2636.351
        [,39]   [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]
[1,]    4.788   1.781    3.934   1.584    5.266    5.903    3.316   1.771
[2,] 2562.396 942.200 2211.104 725.780 2816.309 3204.983 2218.337 939.827
[3,] 2099.325 982.808 1907.942 670.741 2545.308 3201.724 1835.757 750.157
        [,47]    [,48]    [,49]   [,50]    [,51]   [,52]   [,53]    [,54]
[1,]    3.662    5.588    6.045    3.15    4.443    4.76    1.88    4.399
[2,] 2235.265 3573.031 3809.776 1871.25 4737.846 2488.08 1033.64 4213.286
[3,] 1942.734 3072.206 3574.126 1733.66 3493.328 2640.21  860.09 4574.317
        [,55]   [,56]    [,57]    [,58]    [,59]    [,60]   [,61]    [,62]
[1,]    3.699    3.48    2.569    4.322   0.8745    3.953   1.341    3.356
[2,] 3207.125 3306.45 2768.459 1979.972 485.0346 3418.519 681.959 1858.418
[3,] 3329.293 3626.04 3212.556 2129.686 473.1080 2931.230 574.067 1629.077
        [,63]   [,64]    [,65]    [,66]    [,67]    [,68] [,69]    [,70]
[1,]    3.324    2.96    5.483    1.742    4.408    3.955     4    1.817
[2,] 1732.471 2666.27 4011.795 1121.154 3475.360 1990.241  3843  921.741
[3,] 1617.005 2029.08 3199.512  911.510 2762.351 2033.842  2963 1093.075
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    4.578    3.582    5.432    5.021    6.248    4.824    3.927
[2,] 2484.896 4022.326 3874.943 5162.996 3249.255 4626.303 4211.459
[3,] 2219.236 2463.419 3056.967 3601.780 2722.429 4341.262 4677.692
       [,78]    [,79]    [,80]    [,81]    [,82]    [,83]    [,84]
[1,]   1.402    3.246    3.401    4.046    2.719    2.514    2.226
[2,] 743.300 3167.875 1619.106 3281.011 1275.839 1822.461 1192.804
[3,] 664.319 4328.832 1534.734 3971.881 1278.677 1961.636  933.935
        [,85]   [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.352    3.66    8.991    6.409    2.442    2.491    3.297
[2,] 2665.366 2409.48 4359.283 3195.073 1753.635 2543.479 2339.097
[3,] 2327.188 1776.08 4011.926 3467.979 2321.761 1985.478 1985.565
        [,92]    [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]    3.317    3.607    2.975   0.7355    1.658    13.31    9.874
[2,] 2078.483 2113.946 1585.089 411.1060 1035.038 12167.74 4540.112
[3,] 2085.449 1974.592 1406.602 367.9086  873.328  9671.50 4775.943
[1] "--- VAR model 2017-10-01 12:01:00  completed"
[1] "Completed training sample:  2017-10-01 12:01:00 - 2017-10-01 20:00:00"
[1] "SpVAR;   training sample:  2017-10-01 12:31:00 - 2017-10-01 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.702          5.8676         -75.50         -50.40
          -3.970         -0.1186         -66.87         -48.69
           3.082          0.7843         -60.41         -57.51
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.34         0.3899           3.0123           -5.037
         -50.49         0.3531           0.8044          -12.750
         -52.08         1.6153          -0.5395            2.515
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.886           -1.268           0.9777           -19.75
           -5.350           -1.228           1.3271           -13.33
           -4.376          -11.305           0.1064           -17.98
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1607          -12.646           -8.982           6.8347
          -4.0665           -8.795          -16.316          -6.1593
           1.6271           -6.928           -6.926           0.8744
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.872          -14.256            4.647           13.580
           -6.018           -3.727            3.209            3.099
            5.300           -6.464           -2.338            6.588
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -56.75          -8.5395           -103.4           -55.10
           -68.16           0.6949           -119.0           -48.15
           -51.39          -5.3952           -132.6           -45.33
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.553           -59.71           -49.22           -9.963
           -3.607           -52.50           -33.80          -10.374
           -3.854           -54.45           -53.95          -10.872
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -40.67           -5.224           -39.24           -14.07
           -54.65           -4.958           -50.43           -19.07
           -50.43           -4.187           -39.30           -14.36
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.478           -56.00           -47.63           -44.92
           -8.976           -38.99           -46.66           -40.11
          -10.600           -47.09           -37.71           -48.77
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.1927          -12.241           0.2733           1.6084
           0.4791            7.452           6.2324           0.3546
           1.3554           -8.500           7.1711           3.3499
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.9157          -0.5606           -31.40           -49.46
           7.2358          -0.7192           -34.07           -41.07
           0.3793          -0.3411           -26.28           -40.70
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.801           0.3501           -19.22           13.190
            7.500          -2.1349           -24.31            1.383
            6.761          -1.2390           -19.20           13.414
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           9.3390            7.047            3.071            8.105
          -3.7844            2.904          -14.570            2.635
           0.2636           -1.636          -14.082            4.382
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.45097           -8.921          -13.916           -8.444
          1.16887            4.655            4.153          -10.060
          0.08589          -20.938           -8.743            3.148
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.010           -1.067          0.37485           -4.052
          -15.462            4.399         -0.08453           -4.688
            3.479            6.644         -0.69207          -12.291
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2957          -5.3299            7.428           -6.764
          -0.6527           0.3247           -2.195           -1.524
           0.4676          -9.8524           -1.677            3.701
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -14.155          -2.0500         -16.0670            6.354
            8.097           1.2896          -0.8533            8.106
            2.515           0.3277           6.5892            6.159
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -5.6904           0.9555           -5.227            1.432
           0.6572           2.0968           -4.211           -4.695
           8.3382           0.1474           -1.741           -4.209
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7435           -2.638            17.27           16.072
           3.4018            4.070            23.84            5.060
          -3.3899           -5.617            19.44            8.427
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.247           1.8396           10.339          -2.8384
            8.647           1.6446           11.905           1.8007
            8.627           0.1159            6.536           0.8484
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.926          -0.4452           -5.867           1.1190
            5.552           3.5276            2.333          -3.9356
           13.569           0.2172           -4.544           0.4464
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.881            3.962            8.571            6.129
            1.605            3.074            2.952          -14.823
            1.882           -1.028            2.578            4.799
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.115         -1.92788         -4.72143          -4.2451
           -1.506         -3.16057         -2.39326          -0.4781
           -3.065         -0.04528         -0.05916          -2.1395
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.5071           -3.792           -8.719           -3.632
          -2.7989            2.061           -8.612            1.865
           0.9898            1.000           -7.361           -1.330
 rnd_95776.volume rnd_95787.volume
             1.33           -37.28
           -24.77           -52.42
           -63.72           -54.33
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.225 2.650 13.88 7.084 6.895 0.992 1.423 3.859 3.887 3.495 2.429
[2,] 4.281 3.025 15.68 8.529 8.090 1.107 1.698 4.600 5.014 5.121 3.219
[3,] 4.729 3.288 18.11 9.438 9.031 1.213 1.865 5.101 5.499 5.638 3.732
     [,12] [,13] [,14]  [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.633 2.400 2.855  7.550 3.867 5.055 3.390  7.548 3.878  7.945 2.633
[2,] 3.624 2.907 3.927  8.954 4.371 6.588 4.769  9.780 5.183  9.152 3.111
[3,] 4.103 3.277 4.619 10.507 4.896 7.479 5.674 10.981 6.459 10.130 3.550
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.71 7.280 0.5200 6.908 6.440 0.9212 6.882 0.4592 6.735 1.647 1.056
[2,] 16.52 8.717 0.6040 8.122 8.748 1.0950 8.391 0.5273 8.388 1.969 1.282
[3,] 18.78 9.660 0.6659 9.101 9.912 1.2404 9.316 0.5821 9.353 2.182 1.380
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.700 6.851 6.051 3.936 2.880 3.559 1.419 3.021 1.254 3.994 4.443
[2,] 7.850 8.437 7.697 4.780 4.064 4.265 1.647 3.552 1.394 4.637 5.236
[3,] 9.223 9.503 8.494 5.184 4.619 4.618 1.868 3.913 1.509 5.054 5.874
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.568 1.396 2.839 4.208 4.637 2.373 3.440 3.932 1.493 3.359 3.007
[2,] 3.206 1.602 3.496 5.246 5.744 2.931 5.353 4.445 1.743 4.996 4.093
[3,] 3.632 1.706 3.893 5.895 6.575 3.284 6.121 4.986 1.922 6.352 5.027
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.570 1.917 3.364 0.6708 3.019 1.002 2.472 2.416 2.214 4.234 1.293
[2,] 3.839 3.116 3.812 0.8043 4.160 1.164 2.852 2.955 3.212 5.329 1.640
[3,] 4.961 4.210 4.257 0.8860 4.955 1.266 3.228 3.288 3.658 5.925 1.842
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.412 3.029 3.112 1.378 3.589 2.753 4.081 3.903 4.928 3.738 2.963
[2,] 4.515 3.565 4.516 1.605 4.267 4.431 5.365 5.941 5.673 5.595 4.740
[3,] 5.073 4.001 5.162 1.829 4.639 5.011 5.973 6.821 6.153 6.763 6.181
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.067 2.443 2.699 3.178 2.111 1.990 1.679 2.565 2.750 6.950 4.767
[2,] 1.266 3.688 3.016 4.181 2.417 2.484 1.972 3.498 3.422 7.972 5.640
[3,] 1.409 5.249 3.322 5.436 2.644 3.013 2.138 4.090 3.794 8.693 6.517
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.886 1.965 2.552 2.664 2.856 2.230 0.5336 1.284 10.17 7.654
[2,] 2.451 2.985 3.258 3.185 3.383 2.564 0.6509 1.630 14.50 8.664
[3,] 3.189 3.463 3.742 3.677 3.794 2.855 0.7259 1.794 16.75 9.647
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]   [,6]     [,7]   [,8]
[1,]    4.095    3.365    17.62    8.996    8.756   1.26    1.807    4.9
[2,] 3312.958 1715.896  8586.81 5587.072 4978.092 577.03 1089.269 2946.5
[3,] 2362.631 1515.400 10661.27 4755.676 4722.818 585.24  908.947 2591.9
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.936    4.438    3.084    3.344    3.048    3.626    9.587
[2,] 3724.622 4402.912 2486.287 2928.576 1929.401 3171.786 5663.021
[3,] 2658.629 2774.733 2221.315 2263.313 1779.478 2862.008 6468.151
       [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.91    6.419    4.305    9.584    4.924   10.09    3.343    16.14
[2,] 2397.05 4971.578 3946.141 7316.059 4046.087 5344.97 1949.550 12413.77
[3,] 2595.31 4163.674 3616.183 5874.537 4533.907 5108.68 2013.189 10494.64
        [,24]    [,25]    [,26]    [,27]  [,28]    [,29]    [,30]    [,31]
[1,]    9.244   0.6604    8.771    8.178   1.17    8.739   0.5831    8.552
[2,] 5640.285 361.3167 5026.201 6965.101 696.51 5648.560 304.9677 5883.149
[3,] 4898.779 329.9556 4831.515 5484.095 685.52 4760.673 290.0435 4868.181
        [,32]   [,33]    [,34]  [,35]    [,36]    [,37]    [,38]   [,39]
[1,]    2.091   1.341    8.508    8.7    7.684    4.998    3.657    4.52
[2,] 1270.112 854.218 4812.596 5791.9 5595.888 3190.952 3373.851 2764.74
[3,] 1106.009 603.671 5695.981 5147.0 4226.934 2362.048 2582.919 2081.59
        [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]    1.801    3.836   1.592    5.072    5.641    3.261   1.773    3.605
[2,]  985.277 2197.154 718.040 2772.140 3259.690 2257.712 925.225 2400.362
[3,] 1035.969 1933.210 678.593 2363.476 3133.795 2006.894 689.172 2013.073
        [,48]    [,49]    [,50]    [,51]    [,52]    [,53]    [,54]
[1,]    5.344    5.888    3.013    4.369    4.993    1.896    4.266
[2,] 3684.254 3988.621 2024.462 4824.922 2438.531 1058.761 4350.987
[3,] 3164.460 3764.222 1742.202 3491.931 2658.090  953.247 4615.001
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]   [,61]
[1,]    3.818    3.264    2.435    4.272   0.8518    3.833   1.272
[2,] 3267.016 3355.299 2889.320 2109.251 521.9985 3367.852 697.704
[3,] 3433.746 3697.264 3330.596 2229.513 437.2218 3165.753 585.181
        [,62]    [,63]    [,64]    [,65]    [,66]    [,67]    [,68]
[1,]    3.139    3.068    2.812    5.377    1.641    4.332    3.846
[2,] 1674.731 2002.142 2737.304 3805.528 1186.645 3478.596 2212.747
[3,] 1777.126 1696.245 2060.238 3046.827  988.053 2721.462 2136.460
        [,69]    [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.952    1.749    4.557    3.496    5.183    4.956    6.258
[2,] 3849.089  969.218 2714.431 4085.198 4095.778 5269.635 3305.372
[3,] 2942.514 1031.477 2141.698 2753.129 3090.808 3941.951 2803.186
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]   [,82]    [,83]
[1,]    4.747    3.763   1.355    3.102    3.428    4.035    2.68    2.527
[2,] 4897.351 4352.688 801.607 3250.494 1583.637 3196.689 1385.65 1749.810
[3,] 4468.619 4665.927 726.737 4394.680 1637.237 4087.495 1259.70 2005.076
        [,84]    [,85]    [,86]    [,87]    [,88]    [,89]    [,90]
[1,]    2.132    3.258    3.493    8.826    6.054    2.395    2.495
[2,] 1217.610 2798.328 2395.394 4594.026 3545.992 1842.498 2644.151
[3,]  972.542 2492.493 1928.128 4077.797 3840.931 2400.727 2064.356
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]    3.241    3.382    3.627    2.832   0.6776    1.631    12.92
[2,] 2382.314 2055.169 2132.220 1487.892 438.4293 1181.431 12161.12
[3,] 2166.607 2162.106 2020.173 1478.320 378.0502  880.113  9861.13
        [,98]
[1,]    9.719
[2,] 4776.734
[3,] 4991.325
[1] "--- VAR model 2017-10-01 12:31:00  completed"
[1] "Completed training sample:  2017-10-01 12:31:00 - 2017-10-01 20:30:00"
[1] "SpVAR;   training sample:  2017-10-01 13:01:00 - 2017-10-01 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.068          1.0567         -70.97         -51.85
          -2.070         -2.2095         -27.91         -34.84
          -5.516          0.9109         -21.59         -34.45
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -31.87           1.96           -1.771           -1.891
         -40.12           2.06            2.369           -4.695
         -43.74           1.94            0.190            2.564
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.357          -4.9968            3.406           -10.42
           -6.625         -10.8688            4.186           -25.57
            1.187          -0.5282            8.144           -17.87
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.182           -6.758          -5.6814            3.777
           -1.608          -13.072           0.3421           11.281
            2.896          -12.056         -10.7455           -5.580
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.090            1.471          -23.062            7.504
            4.402           -2.257          -17.301           11.414
          -21.782          -10.321           -7.378            9.728
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.74          -1.9607          -117.88           -50.68
           -41.12          -7.9183           -99.88           -46.85
           -52.24          -0.3347           -70.44           -37.63
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.099           -52.70           -61.84           -9.938
           -4.543           -55.67           -61.01           -8.940
           -4.253           -48.45           -59.20           -8.790
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -33.18           -4.398           -34.41           -14.84
           -32.76           -5.071           -41.88           -19.37
           -50.32           -4.956           -32.58           -17.76
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.265           -38.86           -57.72           -55.50
           -7.374           -45.38           -36.76           -40.90
           -9.018           -42.44           -37.93           -50.22
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.218           -9.775          10.8326         -1.23049
            5.285           -2.182          -0.2024          0.06333
            2.923            1.322           1.2490         -1.15430
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -0.08278           0.3852           -26.76           -34.15
         -0.30892          -0.6300           -23.56           -31.94
         -0.31082           1.0306           -26.33           -32.06
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          10.1623           -1.698            -8.96            4.662
           3.9537           -1.945           -13.06            9.873
          -0.9567           -1.750           -17.00            6.822
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -6.883          -0.8453          -10.186           -5.859
            5.743          -0.3971           -8.895            6.965
            3.389          -1.9292           -4.934           -2.841
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.5474          -10.298           -5.457           -5.769
           0.9698           -6.530          -20.412          -11.872
          -0.8488           -6.017           -1.319          -13.871
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.541           3.1236          -0.1789          -10.377
           -7.825           1.6007           2.0191           -9.813
          -20.997           0.7489           0.5229           -8.123
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8759           -7.905           -1.443           -8.059
          -1.4458           -6.471           -5.142          -10.552
          -1.9513           -6.241           -2.521           -8.563
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -15.34            1.402           -10.17           -3.691
           -10.37           -2.463           -12.71           -4.428
           -13.41            1.725           -11.31            8.101
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.410            1.181            8.072           10.917
          -17.716            1.227           -2.126            2.669
           -2.936           -2.448           -3.988           -2.819
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.474            9.406            20.03           5.9201
            4.466            8.656             7.38          23.5799
           -1.470           -2.067            15.78           0.2524
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.655           0.1298            -3.17            4.432
           14.223          -0.3023            10.93           -1.895
            9.930           2.1182            16.30           -1.504
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          12.6450           7.0648           -1.546          -0.8889
          -0.5539           3.8543            1.150           1.6804
          16.8534           0.7673           -3.224          -0.1993
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.4012          -0.6679          -7.8716           -2.260
         -11.5631          -5.8425          -3.2968            3.236
          -0.6463           0.2094          -0.1572           -6.721
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.569            6.030           11.541            7.543
            4.982            5.059            5.494            2.723
            3.258            4.330            2.064            4.805
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.644           -1.111           -6.883           -2.147
           -2.279           -5.406           -5.701           -2.013
           -3.904           -4.189           -7.239            1.086
 rnd_95776.volume rnd_95787.volume
         -36.6163           -65.30
          -0.5021           -46.34
          -2.6466           -54.82
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.088 2.584 13.64 6.872 6.429 1.041 1.395 3.981 3.973 3.421 2.334
[2,] 4.115 2.949 15.60 8.249 7.759 1.157 1.685 4.593 5.035 5.024 3.202
[3,] 4.584 3.192 17.73 9.069 8.608 1.263 1.837 5.042 5.508 5.467 3.672
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.535 2.369 2.926 7.096 3.608 4.967 3.287  7.284 3.751 7.727 2.604
[2,] 3.655 2.859 3.907 8.408 4.189 6.382 4.743  9.475 5.069 8.930 3.057
[3,] 4.134 3.192 4.673 9.896 4.670 7.387 5.577 10.701 6.469 9.906 3.526
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.54 6.873 0.5047 6.446 6.238 0.8724 6.745 0.4416 6.493 1.507 1.065
[2,] 15.95 8.394 0.5956 7.707 8.482 1.0325 8.049 0.5207 8.078 1.749 1.289
[3,] 18.30 9.263 0.6610 8.664 9.602 1.1622 9.055 0.5777 9.127 1.947 1.388
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.097 6.443 5.761 3.671 2.922 3.457 1.381 2.841 1.208 3.721 4.297
[2,] 7.384 8.024 7.305 4.480 4.046 4.134 1.583 3.416 1.354 4.349 4.991
[3,] 8.810 9.178 8.172 4.921 4.643 4.517 1.798 3.734 1.480 4.816 5.662
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.461 1.356 2.771 4.184 4.590 2.298 3.410 3.894 1.498 3.333 2.999
[2,] 3.089 1.551 3.414 5.067 5.474 2.910 5.288 4.462 1.746 4.942 4.031
[3,] 3.506 1.675 3.854 5.725 6.332 3.213 5.995 4.961 1.924 6.155 4.892
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.509 1.875 3.175 0.6817 2.936 0.9769 2.375 2.395 2.189 3.915 1.261
[2,] 3.697 3.192 3.717 0.8035 4.067 1.1286 2.770 2.887 3.131 4.915 1.592
[3,] 4.806 4.156 4.179 0.8866 4.845 1.2319 3.141 3.183 3.596 5.425 1.778
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.276 2.963 2.908 1.336 3.378 2.776 3.978 3.945 5.060 3.689 2.829
[2,] 4.320 3.478 4.370 1.559 4.099 4.348 5.182 5.763 5.762 5.496 4.614
[3,] 4.945 3.916 5.075 1.754 4.491 5.001 5.822 6.607 6.296 6.778 6.115
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.068 2.412 2.614 3.148 2.061 1.997 1.536 2.490 2.695 6.626 4.722
[2,] 1.275 3.834 2.905 4.173 2.364 2.522 1.853 3.301 3.344 7.650 5.663
[3,] 1.382 5.323 3.158 5.340 2.591 3.053 2.039 3.948 3.684 8.502 6.455
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.757 1.874 2.536 2.621 2.726 2.107 0.5353 1.282 10.25 7.046
[2,] 2.322 2.899 3.212 3.121 3.301 2.445 0.6431 1.614 14.36 8.155
[3,] 3.087 3.377 3.679 3.583 3.714 2.755 0.7267 1.781 16.53 9.299
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    3.922    3.281   17.32    8.727    8.164   1.321    1.772    5.055
[2,] 3131.649 1636.201 8728.61 5255.748 5003.310 581.557 1087.278 2637.375
[3,] 2328.532 1407.103 9685.58 4341.829 4294.740 583.947  844.602 2397.967
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    5.045    4.344    2.964    3.219    3.008    3.716    9.01
[2,] 3563.486 4237.119 2525.236 3032.965 1844.189 2982.159 5196.45
[3,] 2570.785 2485.447 2070.881 2225.939 1634.733 2952.619 6009.63
        [,16]    [,17]    [,18]   [,19]    [,20]    [,21]    [,22]
[1,]    4.581    6.308    4.173    9.25    4.763    9.812    3.307
[2,] 2451.413 4615.975 3938.188 6980.16 3927.583 5155.387 1844.996
[3,] 2378.520 4284.951 3379.089 5727.31 4629.049 4939.891 2023.721
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    15.92    8.728   0.6409    8.186    7.921   1.108    8.565
[2,] 11366.27 5550.783 364.3764 4865.573 6619.586 636.065 5058.839
[3,] 10316.32 4511.558 330.0227 4558.543 5185.492 614.399 4776.607
        [,30]    [,31]    [,32]   [,33]    [,34]    [,35]    [,36]
[1,]   0.5608    8.246    1.914   1.352    7.743    8.182    7.316
[2,] 317.7569 5534.747 1021.820 837.439 4796.789 5507.384 5173.686
[3,] 288.2260 4892.409  986.307 592.712 5535.966 5133.351 4218.645
        [,37]   [,38]    [,39]   [,40]    [,41]   [,42]    [,43]    [,44]
[1,]    4.662    3.71    4.389   1.754    3.608   1.534    4.725    5.457
[2,] 2957.999 3223.85 2612.687 892.448 2183.929 705.481 2593.165 2924.055
[3,] 2345.129 2624.38 2096.017 981.341 1735.785 687.552 2382.540 3080.362
        [,45]   [,46]    [,47]    [,48]    [,49]    [,50]   [,51]    [,52]
[1,]    3.125   1.722    3.519    5.312    5.829    2.918    4.33    4.945
[2,] 2149.517 867.903 2296.210 3292.425 3434.714 2057.184 4656.03 2509.384
[3,] 1910.614 726.581 2059.694 3070.057 3666.767 1567.850 3253.14 2495.894
        [,53]    [,54]    [,55]    [,56]    [,57]    [,58]    [,59]
[1,]    1.902    4.233    3.808    3.185    2.381    4.031   0.8657
[2,] 1032.471 4203.264 3101.649 3127.698 2975.297 2227.134 489.9168
[3,]  930.763 4225.506 3192.442 3536.948 3065.067 2199.121 431.4314
        [,60]  [,61]    [,62]    [,63]   [,64]    [,65]    [,66]   [,67]
[1,]    3.728   1.24    3.015    3.041    2.78    4.971    1.601    4.16
[2,] 3241.714 651.15 1643.189 1855.826 2578.07 3423.462 1119.539 3243.28
[3,] 3032.636 568.62 1705.669 1545.105 2038.00 2643.310  911.717 2771.23
        [,68]    [,69]   [,70]   [,71]    [,72]    [,73]   [,74]    [,75]
[1,]    3.763    3.693   1.696    4.29    3.525    5.051    5.01    6.426
[2,] 2096.856 3757.376 927.243 2673.84 3853.970 3826.573 4839.15 3173.531
[3,] 2073.782 2972.123 924.292 2115.66 2845.812 3056.522 3720.46 2923.135
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    4.684    3.592   1.357    3.063    3.319    3.998    2.617
[2,] 4692.629 4199.083 800.782 3433.139 1460.757 3154.331 1333.899
[3,] 4570.130 4621.579 615.204 4252.167 1427.380 3838.955 1222.881
        [,83]    [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    2.535    1.951    3.162    3.422    8.414    5.996    2.231
[2,] 1775.094 1192.951 2495.589 2281.577 4403.674 3600.632 1747.786
[3,] 1981.884  980.917 2494.917 1779.054 4273.650 3567.648 2343.951
       [,90]   [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]    2.38    3.22    3.328    3.462    2.675   0.6798    1.627    13.02
[2,] 2547.58 2270.58 1953.259 2143.456 1429.117 410.5748 1129.905 11578.87
[3,] 1996.08 2065.74 2025.965 1960.560 1463.553 389.6593  867.911  9429.32
        [,98]
[1,]    8.947
[2,] 4730.133
[3,] 5145.946
[1] "--- VAR model 2017-10-01 13:01:00  completed"
[1] "Completed training sample:  2017-10-01 13:01:00 - 2017-10-01 21:00:00"
[1] "SpVAR;   training sample:  2017-10-01 13:31:00 - 2017-10-01 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.874           1.490         -56.78         -51.93
          -1.497           7.575         -57.64         -42.76
           6.683           1.175         -37.53         -43.56
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -49.12         1.7145          -0.6294           -1.484
         -45.68        -1.3432          -1.0630           -1.845
         -49.16        -0.5387           1.1346           -4.615
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.898           -11.68            4.368           -17.82
           -6.518            -2.73            2.601           -13.32
           -8.551            -3.98           -1.250           -10.25
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.546          -12.829           -10.27           -2.393
           -4.258          -13.084           -10.40           -5.217
           -1.886           -9.497             3.64            1.924
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            0.291           -16.16           -2.844           13.276
          -14.333           -10.04           -6.315           -2.010
          -13.993           -10.89          -20.431            2.307
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -56.36          -6.1195          -101.79           -41.91
           -50.10          -2.2986           -71.91           -31.57
           -41.04           0.1254          -123.08           -43.27
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.933           -54.53           -66.53           -9.067
           -4.225           -54.08           -46.11           -8.237
           -3.657           -53.37           -31.39           -7.758
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -43.69           -3.862           -35.04           -16.37
           -48.32           -4.371           -49.41           -18.39
           -44.97           -4.471           -42.79           -15.95
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.059           -48.71           -34.60           -39.06
           -7.728           -55.30           -47.03           -33.16
           -9.428           -50.90           -50.54           -43.88
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4215           -3.294          -2.9114           0.5662
          -2.2005           -9.147          -3.8707          -3.9234
          -3.0959           -2.840          -0.4477           0.2669
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.7312          -1.9871           -30.79           -30.06
           3.3992          -0.2757           -21.25           -26.24
           0.8674           2.1135           -27.04           -21.26
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.159           -2.683          -30.804            3.896
            2.297           -0.947           -8.278           12.386
            2.325           -3.207          -22.207            2.184
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.516           -5.748          -21.603         -0.04718
            5.693           -4.238          -19.610          1.94205
            5.609            1.428           -3.996         -0.77837
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4628           -8.627           -11.56           -1.171
          -2.6047          -15.986           -10.71           -7.429
          -0.7520          -18.206           -13.48          -14.599
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.168           -2.488          0.06139           0.1058
           -9.614            3.971          0.90726          -7.3380
          -10.511           -6.110          0.31866          -1.2531
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.2697            1.868           -3.668           -9.571
           0.1477           -6.630            6.466           -5.272
          -0.1539           -6.624            0.721           -2.938
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.274          -0.8445           -9.521           -5.448
           -8.019           1.2533           -3.873            1.018
          -11.580           1.0722           -6.281            3.245
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.246           0.6489           -8.027          -1.2624
           -2.917          -1.4266            4.645          -4.8842
           -5.959          -0.6282            3.726           0.6716
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.389          -6.9656            12.06           -4.819
            6.252           0.1635            17.54           12.872
            7.215           9.2287            15.23            9.441
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.738        -1.548880           14.684           -2.337
           -4.743         0.021597           -4.507           -2.502
           10.665        -0.002089            9.892            1.097
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.093          -2.6402          -0.2666           0.8581
            3.450          -2.1834          -7.6378           1.1464
           -2.344           0.4535          -2.0256          -2.2786
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -6.6531           -3.301            1.405          -12.362
           0.7781            4.710            8.579           -8.205
          -1.3078            0.771           -8.508          -10.075
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.8773            8.765           3.1708           0.8931
           2.4227           -1.428          -0.5814          -4.2708
           0.6149           -3.984          -3.8459          -1.7230
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.063          -2.2736           -7.317          -0.5733
            0.233           2.0735           -6.224          -2.4783
           -2.450          -0.8007           -6.649          -2.4778
 rnd_95776.volume rnd_95787.volume
          -52.284           -45.70
          -39.329           -35.17
            7.713           -39.33
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.149 2.580 13.70 6.954 6.158 1.026 1.355 3.981 3.878 3.288 2.304
[2,] 4.107 2.921 15.41 8.251 7.412 1.154 1.634 4.536 4.865 4.903 3.234
[3,] 4.594 3.166 17.30 9.018 8.182 1.271 1.780 4.986 5.385 5.364 3.684
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.631 2.338 2.779 6.546 3.526 4.724 3.147  7.294 3.784 7.516 2.468
[2,] 3.661 2.834 3.899 7.797 4.115 6.229 4.671  9.410 5.085 8.708 2.899
[3,] 4.097 3.188 4.606 9.350 4.558 7.201 5.527 10.610 6.377 9.532 3.368
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.07 6.674 0.5061 6.356 6.104 0.8556 6.488 0.4368 6.146 1.448 1.015
[2,] 15.81 8.385 0.5942 7.597 8.195 1.0073 7.751 0.4987 7.867 1.682 1.214
[3,] 18.13 9.204 0.6582 8.649 9.463 1.1377 8.615 0.5556 8.943 1.887 1.332
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.820 6.028 5.624 3.406 2.811 3.448 1.368 2.685 1.182 3.669 4.207
[2,] 7.105 7.631 6.875 4.161 3.826 4.051 1.564 3.308 1.343 4.279 4.843
[3,] 8.363 8.781 7.858 4.561 4.429 4.406 1.785 3.631 1.461 4.741 5.456
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.507 1.308 2.542 4.129 4.524 2.286 3.404 3.858 1.458 3.265 2.862
[2,] 3.046 1.485 3.308 4.966 5.489 2.996 5.182 4.384 1.664 4.841 3.964
[3,] 3.432 1.598 3.765 5.638 6.296 3.242 5.843 4.897 1.827 6.029 4.747
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.413 1.784 3.111 0.6747 2.853 0.9355 2.259 2.277 2.166 3.890 1.207
[2,] 3.589 3.117 3.573 0.7851 3.934 1.0825 2.668 2.767 3.156 4.888 1.575
[3,] 4.714 4.159 4.098 0.8661 4.732 1.1933 3.050 3.019 3.602 5.400 1.761
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.315 2.831 2.852 1.355 3.231 2.779 3.944 3.726 4.862 3.737 2.596
[2,] 4.379 3.491 4.218 1.567 3.917 4.294 5.058 5.685 5.649 5.358 4.413
[3,] 4.946 3.899 5.035 1.759 4.276 4.901 5.658 6.526 6.275 6.705 5.870
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.079 2.414 2.491 2.978 2.007 1.934 1.437 2.295 2.651 6.232 4.976
[2,] 1.285 3.956 2.878 4.063 2.266 2.425 1.772 3.196 3.283 7.436 5.803
[3,] 1.400 5.219 3.134 5.266 2.462 2.950 1.949 3.794 3.679 8.188 6.537
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.554 1.659 2.407 2.494 2.621 2.008 0.4974 1.206 10.24 7.109
[2,] 2.154 2.781 3.076 3.040 3.250 2.350 0.6191 1.510 14.19 8.245
[3,] 2.992 3.353 3.552 3.479 3.610 2.614 0.7002 1.700 16.29 9.229
Root mean square errors of predictions:  
         [,1]     [,2]   [,3]    [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    3.999    3.276   17.4    8.83    7.819   1.303    1.721    5.056
[2,] 3152.470 1639.823 8447.7 5309.93 4932.899 631.142 1092.146 2598.727
[3,] 2461.911 1459.702 9379.8 4353.96 4144.300 638.470  844.080 2476.059
         [,9]    [,10]    [,11]    [,12]    [,13]   [,14]    [,15]
[1,]    4.924    4.175    2.926    3.342    2.969    3.53    8.312
[2,] 3513.825 4350.251 2714.306 3042.914 1915.937 3269.96 5065.114
[3,] 2761.204 2600.994 2108.716 2199.588 1744.832 2932.67 6172.372
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    4.478    5.999    3.996    9.262    4.804    9.544    3.133
[2,] 2536.069 4855.721 4127.492 7108.994 4062.717 5259.827 1818.699
[3,] 2345.543 4319.774 3533.729 5861.816 4601.920 4636.639 2051.015
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    15.33    8.474   0.6426    8.071    7.751   1.087    8.239
[2,] 12202.28 6069.797 372.3610 4977.251 6538.277 635.560 5072.250
[3,] 10612.93 4539.788 338.6342 4942.312 5658.643 632.430 4495.115
        [,30]    [,31]    [,32]   [,33]    [,34]    [,35]    [,36]
[1,]   0.5546    7.805    1.838   1.288    7.391    7.655    7.142
[2,] 287.9063 5873.100 1023.945 797.320 4872.255 5595.096 4728.054
[3,] 292.7107 5084.683 1022.912 653.802 5275.059 5194.740 4549.866
        [,37]   [,38]    [,39]    [,40]    [,41]   [,42]    [,43]    [,44]
[1,]    4.325    3.57    4.378    1.737    3.409   1.501    4.658    5.342
[2,] 2858.470 3103.51 2543.778  906.340 2310.168 763.332 2633.224 2868.834
[3,] 2234.132 2668.32 2070.442 1029.395 1792.094 688.109 2443.315 3006.214
        [,45]   [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]    3.184   1.661    3.228    5.243    5.745    2.903    4.322
[2,] 2068.867 840.768 2531.019 3300.937 3716.250 2316.412 4672.884
[3,] 1891.275 708.197 2149.643 3192.102 3688.040 1480.809 3228.400
        [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    4.899   1.851    4.146    3.635    3.064    2.266    3.951
[2,] 2491.656 957.834 4274.690 3279.233 3176.841 3056.756 2101.183
[3,] 2607.579 903.611 4297.722 3124.091 3654.437 3292.660 2399.323
        [,59]    [,60]   [,61]    [,62]    [,63]   [,64]    [,65]    [,66]
[1,]   0.8568    3.622   1.188    2.868    2.891    2.75    4.939    1.532
[2,] 479.9965 3239.313 651.362 1697.852 1881.122 2745.89 3539.608 1211.303
[3,] 437.3949 3144.917 600.417 1767.571 1442.473 2075.36 2745.432  941.608
       [,67]    [,68]    [,69]  [,70]    [,71]    [,72]    [,73]    [,74]
[1,]    4.21    3.595    3.621   1.72    4.103    3.529    5.008    4.732
[2,] 3420.80 2441.317 3716.898 941.12 2647.202 3914.805 3786.508 5133.928
[3,] 2748.57 2078.322 3286.265 955.65 2051.915 2825.402 3034.106 3831.730
        [,75]    [,76]    [,77]  [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    6.174    4.745    3.296   1.37    3.065    3.164    3.782    2.549
[2,] 3438.937 4592.940 4267.550 833.54 3748.317 1722.437 3305.373 1258.839
[3,] 3268.181 4819.448 4628.799 665.04 4070.075 1483.159 4006.909 1149.689
        [,83]    [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    2.455    1.824    2.915    3.367    7.914    6.318    1.974
[2,] 1750.446 1240.457 2658.699 2315.707 4849.729 3571.989 1783.252
[3,] 2007.675  971.471 2445.812 1986.106 4100.035 3597.957 2482.986
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]    [,96] [,97]
[1,]    2.107    3.057    3.168    3.329    2.549   0.6316    1.531    13
[2,] 2668.456 2289.909 2077.902 2297.495 1460.986 440.8314 1088.110 11744
[3,] 2241.168 2123.428 2023.689 1878.130 1368.772 391.3112  933.397  9582
        [,98]
[1,]    9.027
[2,] 4994.723
[3,] 4959.294
[1] "--- VAR model 2017-10-01 13:31:00  completed"
[1] "Completed training sample:  2017-10-01 13:31:00 - 2017-10-01 21:30:00"
[1] "SpVAR;   training sample:  2017-10-01 14:01:00 - 2017-10-01 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6524          -3.932         -46.44         -38.17
         -4.4601          -2.897         -24.77         -32.47
         -3.1401          -1.824         -44.23         -29.11
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -46.37        -1.1220           5.3236           -5.815
         -42.08         0.7794           0.5302           -3.864
         -47.62        -1.0493           1.6151           -4.249
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.572          -17.751           -3.755           -20.42
           -4.653           -2.889            4.228           -15.76
           -7.313           -3.770            4.065           -14.60
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.06911            -4.93           -6.299          -1.8867
         -1.36920           -18.69           -4.463           7.6628
          3.43043           -11.87          -10.526           0.4973
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.442        -15.22630            7.178           17.441
           -3.746         -0.02374           -9.469           -2.629
           -6.843         -5.77820          -14.047            3.035
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -44.57          -0.6368            -68.4           -27.30
           -34.81          -1.9737            -93.5           -50.06
           -53.46          -0.7709           -106.0           -39.24
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.739           -33.50           -50.92           -5.472
           -3.174           -38.46           -47.98           -6.922
           -3.621           -29.75           -32.94           -6.585
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -38.42           -3.187           -55.78           -15.24
           -36.80           -3.844           -50.03           -14.46
           -32.15           -3.806           -48.62           -13.29
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.477           -42.58           -45.62           -39.68
           -8.922           -45.71           -48.99           -53.93
           -6.084           -35.31           -41.90           -49.13
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -9.3637          -5.6444          4.10826          1.82881
           0.1444          -4.9590          2.20093         -1.08628
           2.5332          -0.4317         -0.01745          0.05897
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.036          -2.2391           -20.62           -28.33
            4.327          -0.5870           -21.18           -35.49
            3.019           0.5659           -24.50           -27.79
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.073           0.4496          -15.181          13.8362
            7.543          -0.6645           -7.711          -1.6159
            2.073          -0.8580          -15.190          -0.7089
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -2.8358           -7.140         -16.6446           -5.443
           8.2651           -4.628          -4.4249           -1.774
          -0.2042           -1.779           0.0572           -1.923
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -3.2911          -6.0156          -11.010          -10.387
          -0.3039         -21.5000          -10.394           -6.422
          -2.4082           0.9264           -7.032          -12.113
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.073           0.7347          -1.0228           -3.247
           -9.496           4.1435           0.8096          -14.814
          -11.628           0.6614           0.5098           -4.254
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -1.02348          -0.2358          -0.7302           -8.293
          1.11058          -3.8636           0.6406           -5.751
          0.07565          -0.1585          -4.7855           -3.900
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.125           -1.610            2.394           0.3107
          -10.235            1.131          -11.721           1.3755
           -8.416           -3.073           -1.356           0.4420
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.704          -0.2752           -1.947            1.014
           -6.466          -0.3549            4.385           -4.778
           -3.575          -0.4002           -5.854           -3.964
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.514           -2.590            18.60           12.070
           -6.542           -9.326            14.60           -2.368
           -7.766          -11.125            11.78           -2.337
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.475          -0.4231            3.409          -2.1965
            6.922          -0.0431            9.348          -1.2087
            2.022           0.1223           -2.101           0.5336
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.271           1.8808            1.581           -2.139
            2.232          -0.6374           -3.451            1.581
            3.635           5.1419           -2.768           -0.959
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.042          -3.3223           22.104           -8.452
           -1.867          -0.9809          -10.270          -14.989
           -2.704          -5.9269            4.464           -3.288
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           5.3349          -0.3298           1.8755            4.673
          -0.5259           0.3008           5.6978            2.257
           4.5011           3.5823          -0.3437           -2.152
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.4362          -4.8246           -4.940          -2.7339
          -0.9646          -0.5214           -4.556           0.4277
          -3.9077          -2.7165           -6.219          -1.4117
 rnd_95776.volume rnd_95787.volume
         -35.8097           -38.18
          -0.3458           -30.56
         -11.2704           -37.08
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.795 2.549 13.08 6.564 5.597 1.036 1.339 3.760 3.944 3.225 2.297
[2,] 3.963 2.851 14.60 7.813 6.880 1.163 1.603 4.382 4.903 4.847 3.243
[3,] 4.514 3.068 16.56 8.590 7.670 1.286 1.761 4.811 5.379 5.282 3.717
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.586 2.274 2.732 6.349 3.384 4.768 3.145  6.737 3.788 7.121 2.363
[2,] 3.607 2.701 3.830 7.685 3.988 6.275 4.663  8.916 5.182 8.098 2.805
[3,] 4.095 2.997 4.491 9.138 4.412 7.197 5.584 10.064 6.552 9.000 3.264
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.52 6.227 0.4700 5.987 5.784 0.8614 6.090 0.4307 5.736 1.412 0.9171
[2,] 15.13 7.964 0.5453 7.024 7.928 0.9816 7.503 0.4936 7.345 1.625 1.1269
[3,] 17.17 8.801 0.6111 8.198 9.261 1.1128 8.267 0.5469 8.348 1.789 1.2362
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.657 5.560 5.365 3.284 2.755 3.189 1.313 2.509 1.180 3.449 3.899
[2,] 6.916 7.198 6.505 4.020 3.693 3.906 1.521 3.172 1.346 4.025 4.532
[3,] 8.113 8.351 7.438 4.428 4.245 4.299 1.740 3.509 1.484 4.476 5.112
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.398 1.226 2.498 3.957 4.393 2.119 3.268 3.841 1.419 3.155 2.737
[2,] 3.008 1.427 3.103 4.736 5.197 2.804 5.074 4.391 1.636 4.509 3.793
[3,] 3.424 1.557 3.590 5.364 6.116 3.146 5.713 4.923 1.813 5.649 4.641
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.327 1.631 2.950 0.6305 2.765 0.9551 2.189 2.132 2.111 3.776 1.150
[2,] 3.456 3.011 3.447 0.7565 3.802 1.1023 2.630 2.621 3.110 4.811 1.515
[3,] 4.589 3.973 4.019 0.8324 4.599 1.2075 2.973 2.897 3.487 5.235 1.683
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.126 2.751 2.775 1.305 3.242 2.696 3.720 3.534 4.944 3.709 2.461
[2,] 4.069 3.336 4.058 1.484 3.839 4.341 4.854 5.434 5.655 5.384 4.408
[3,] 4.571 3.732 4.833 1.674 4.211 4.889 5.461 6.347 6.282 6.701 5.915
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.038 2.360 2.312 2.931 1.955 1.870 1.397 2.237 2.601 5.935 4.605
[2,] 1.215 3.939 2.698 3.954 2.267 2.372 1.690 3.202 3.197 7.133 5.471
[3,] 1.350 5.199 2.985 5.213 2.451 2.850 1.850 3.781 3.554 7.873 6.204
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.348 1.493 2.336 2.388 2.512 1.844 0.5079 1.194  9.982 6.637
[2,] 1.913 2.607 2.937 2.878 3.160 2.197 0.6253 1.470 13.684 7.748
[3,] 2.758 3.143 3.410 3.338 3.511 2.445 0.7002 1.635 15.965 8.813
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    3.549    3.237   16.61    8.335    7.108   1.315    1.701    4.775
[2,] 3391.857 1543.125 7824.61 5117.509 4829.076 639.456 1064.252 2717.770
[3,] 2610.977 1366.649 9431.05 4309.494 4095.195 660.470  878.576 2395.874
         [,9]    [,10]    [,11]    [,12]    [,13]   [,14]    [,15]
[1,]    5.008    4.095    2.917    3.283    2.887    3.47    8.062
[2,] 3517.804 4368.694 2764.510 3035.943 1760.645 3240.98 5228.866
[3,] 2671.190 2535.565 2192.277 2342.359 1567.305 2830.59 5967.770
        [,16]    [,17]    [,18]    [,19]   [,20]    [,21]    [,22]
[1,]    4.297    6.054    3.993    8.555    4.81    9.043    3.001
[2,] 2547.947 4925.812 4157.245 7052.008 4269.54 4654.514 1825.247
[3,] 2276.545 4255.148 3709.279 5633.832 4840.38 4741.833 2015.162
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    14.63    7.908   0.5968    7.602    7.345   1.094    7.733
[2,] 11840.33 5994.067 333.8822 4435.251 6545.284 568.320 5292.522
[3,]  9806.01 4523.064 332.9947 5104.020 5780.448 632.852 4190.495
        [,30]    [,31]   [,32]   [,33]    [,34]    [,35]    [,36]   [,37]
[1,]   0.5469    7.284   1.794   1.165    7.183    7.061    6.812    4.17
[2,] 291.1586 5539.056 969.633 790.587 4804.919 5518.949 4441.344 2799.29
[3,] 284.3404 4790.681 905.088 613.585 5120.463 5110.726 4355.693 2243.07
        [,38]   [,39]    [,40]    [,41]   [,42]   [,43]    [,44]    [,45]
[1,]    3.499    4.05    1.668    3.186   1.499    4.38    4.952    3.045
[2,] 2968.083 2723.43  927.170 2342.735 780.956 2504.06 2787.090 2191.832
[3,] 2528.898 2166.23 1018.803 1810.977 755.953 2365.59 2855.519 1976.147
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]   1.557    3.172    5.025    5.579    2.691    4.149    4.877   1.802
[2,] 880.760 2222.635 3141.694 3352.043 2217.575 4687.020 2569.056 983.628
[3,] 751.566 2180.646 3039.867 3891.914 1720.907 3169.251 2687.606 942.513
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    4.006    3.476    2.955    2.071    3.746   0.8007    3.511
[2,] 3890.140 3169.579 3084.660 3055.180 2152.898 504.7332 3150.369
[3,] 4107.793 3228.565 3645.018 3130.689 2496.122 419.3225 3124.464
       [,61]   [,62]    [,63]    [,64]    [,65]   [,66]   [,67]    [,68]
[1,]   1.213    2.78    2.707    2.681    4.795    1.46    3.97    3.493
[2,] 664.370 1759.98 1840.781 2757.131 3598.486 1191.07 3144.36 2278.641
[3,] 595.081 1674.75 1489.343 1903.672 2491.704  883.71 2513.68 2021.027
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]   [,76]
[1,]    3.524   1.657    4.117    3.423    4.724    4.488    6.278    4.71
[2,] 3574.594 854.798 2482.656 4108.745 3764.109 4983.438 3314.526 4711.49
[3,] 3168.421 934.413 2089.745 2714.416 3021.023 3959.364 3302.672 4815.75
        [,77]   [,78]    [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    3.124   1.318    2.996    2.936    3.722    2.482    2.375
[2,] 4415.585 761.641 3808.544 1679.439 3204.976 1386.323 1761.412
[3,] 4762.880 711.590 4096.470 1541.148 4101.724 1124.027 1907.893
        [,84]    [,85]    [,86]    [,87]    [,88]    [,89]    [,90]
[1,]    1.774    2.841    3.303    7.537    5.847    1.712    1.896
[2,] 1148.142 2765.940 2243.258 4776.267 3567.222 1638.267 2580.194
[3,]  907.419 2427.635 1874.126 4023.235 3530.633 2398.564 2119.386
        [,91]    [,92]    [,93]    [,94]   [,95]    [,96]    [,97]
[1,]    2.966    3.032    3.189    2.342   0.645    1.516    12.68
[2,] 2150.968 1939.048 2314.664 1440.782 440.363 1036.287 11300.76
[3,] 2090.246 2041.009 1847.433 1296.506 380.509  864.264  9928.97
        [,98]
[1,]    8.428
[2,] 4827.419
[3,] 5068.614
[1] "--- VAR model 2017-10-01 14:01:00  completed"
[1] "Completed training sample:  2017-10-01 14:01:00 - 2017-10-01 22:00:00"
[1] "SpVAR;   training sample:  2017-10-01 14:31:00 - 2017-10-01 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -6.312           1.795         -52.45         -34.53
           1.851          -1.486         -51.87         -25.51
          -2.807          -2.384         -22.41         -35.92
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -27.85         0.1731           3.1810          -10.915
         -37.87        -0.2423           3.0169           -1.481
         -32.07         1.7055           0.7375           -1.809
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -7.5933           -1.882           3.0082           -7.309
          -2.7400           -8.058           0.3113          -16.834
          -0.1658            1.257           2.9842           -7.941
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.6716           -4.777            2.870           1.6794
           0.7418          -10.420           -8.264           8.5096
          -1.9112           -9.680           -5.861          -0.5038
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.138          -10.544          -10.875          -0.2285
            5.622            3.407           -2.027           3.2968
          -12.075            1.548            4.109          12.0016
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -62.19           0.6077           -96.27           -26.16
           -33.87          -0.5996          -118.70           -35.88
           -30.76          -0.6071           -73.61           -32.05
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.896           -41.46           -39.31           -7.307
           -2.338           -39.57           -30.84           -3.408
           -2.393           -45.73           -39.04           -5.855
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -38.44           -3.008           -39.60           -9.711
           -37.04           -3.212           -30.21          -11.990
           -39.86           -2.886           -20.52          -11.552
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.803           -21.65           -38.56           -24.49
           -6.137           -30.20           -31.44           -24.05
           -5.956           -27.73           -31.97           -35.60
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2841           -7.672          -3.6100          -2.1990
           2.8646           -1.856          -3.5718           0.3898
           3.5095           -3.584           0.7879           1.2644
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.098           0.5988           -21.49           -17.78
           -5.581          -1.7117           -13.17           -24.13
            1.971           1.2122           -24.66           -16.16
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.0018           -1.069           -10.50           -1.027
           1.4242           -3.397           -13.05            5.418
          -0.1925           -2.520           -12.25           -6.202
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.563           -1.523           -6.471           -4.709
            3.514           -8.265          -10.091            3.057
            6.840           -2.372           -2.043            4.010
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8752          -10.286          -10.399           -6.550
          -0.2545           -4.365           -4.058           -5.520
           1.9189          -11.639           -4.998           -6.213
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.838          -0.6809          -1.9594           -4.131
           -8.169          -0.5043           0.5448           -7.105
           -2.260           1.1087           0.9748           -6.303
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6442           -6.524          -0.6526           -1.883
          -0.8350           -2.862          -2.8460           -5.613
          -0.9046           -4.581          -1.6422           -3.766
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.7256          -0.6624           0.3925          0.07186
          -9.4788          -0.1717          -2.2719         -0.64887
          -9.1122          -3.1828          -5.7147          3.84567
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.8267         -0.09982          -2.2232          -5.7835
          -0.6966          0.31939          -0.6554           0.7753
          -4.3817          0.17892          -5.7990          -1.6857
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7281          -0.1869            8.801           -2.108
           0.9570          -6.9577           -1.031            1.614
          -1.1462          -2.5394            3.820           -1.920
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.130          -0.6938            5.031           1.4587
            6.947          -1.5197            6.461           0.4493
           -4.035           0.1104            2.639          -3.1388
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          20.6853           -2.264           -4.913          -0.3163
           0.8435            2.246           -1.315          -0.5715
           4.9608            1.529           -3.675           1.6785
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -1.18212            4.526            9.622            2.097
         -5.04929           -0.580           -8.059           -2.677
          0.06145           -2.484          -10.066           -4.409
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3005           1.5307          4.81761          0.01405
           6.3283          -0.4103         -3.93346         -5.76328
          -1.8388          -3.3833         -0.06375         -0.18362
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.7313          -0.2741           -5.632          -0.2637
          -0.6225          -2.1274           -4.174          -2.5283
          -6.3664          -2.6491           -4.810          -0.8620
 rnd_95776.volume rnd_95787.volume
          -30.297           -30.29
          -13.033           -31.59
           -9.992           -39.16
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.916 2.389 12.19 6.243 5.431 1.026 1.372 3.633 3.756 3.098 2.153
[2,] 3.924 2.699 13.84 7.540 6.591 1.174 1.614 4.165 4.608 4.661 3.197
[3,] 4.446 2.926 16.13 8.416 7.333 1.293 1.762 4.530 5.065 5.061 3.614
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.360 2.350 2.653 5.768 2.737 3.740 3.060 5.799 3.861 7.868 1.876
[2,] 3.315 2.729 3.725 6.962 3.352 5.048 4.517 7.445 5.193 8.866 2.172
[3,] 3.905 3.010 4.398 8.410 3.717 5.855 5.473 8.432 6.406 9.691 2.548
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.80 6.045 0.4499 5.819 5.866 0.8278 5.852 0.4318 5.377 1.357 0.8382
[2,] 14.82 7.744 0.5352 6.834 7.631 0.9573 7.268 0.4941 7.007 1.545 1.0477
[3,] 16.90 8.527 0.5943 7.938 8.837 1.0819 8.021 0.5445 7.953 1.724 1.1450
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.238 5.475 4.957 3.182 2.659 3.068 1.244 2.510 1.106 3.272 3.680
[2,] 6.577 7.071 6.144 3.938 3.597 3.657 1.460 3.055 1.274 3.819 4.234
[3,] 7.768 8.071 7.054 4.370 4.217 4.085 1.673 3.347 1.423 4.257 4.774
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.260 1.211 2.375 3.850 4.198 2.097 3.244  3.56 1.351 2.858 2.725
[2,] 2.919 1.421 2.983 4.562 4.961 2.731 4.845  4.19 1.567 4.184 3.759
[3,] 3.346 1.551 3.468 5.118 5.744 3.081 5.640  4.65 1.762 5.454 4.457
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.328 1.688 2.911 0.6100 2.657 0.9164 2.134 2.022 2.069 3.541 1.143
[2,] 3.413 3.003 3.413 0.7687 3.746 1.0522 2.601 2.527 3.020 4.726 1.506
[3,] 4.421 3.910 3.970 0.8519 4.583 1.1636 2.992 2.781 3.444 5.200 1.645
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.957 2.598 2.715 1.274 3.223 2.667 3.655 3.358 4.820 3.707 2.360
[2,] 3.811 3.110 3.958 1.466 3.841 4.245 4.762 5.359 5.457 5.242 4.262
[3,] 4.393 3.547 4.763 1.666 4.221 4.743 5.337 6.176 6.177 6.601 5.917
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9929 2.251 2.238 2.845 1.925 1.837 1.406 2.086 2.547 5.690 4.473
[2,] 1.1784 3.983 2.633 3.998 2.239 2.279 1.666 3.013 3.117 6.848 5.307
[3,] 1.3312 5.126 2.933 5.198 2.430 2.773 1.808 3.573 3.455 7.472 5.994
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.334 1.472 2.212 2.384 2.370 1.790 0.4974 1.135  9.551 6.697
[2,] 1.905 2.472 2.786 2.842 2.996 2.115 0.6034 1.383 13.706 7.793
[3,] 2.655 2.998 3.309 3.273 3.375 2.358 0.6695 1.539 15.760 8.849
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    3.703    3.034   15.48    7.928    6.897   1.303   1.743    4.614
[2,] 3076.022 1471.265 7670.76 4953.467 4374.063 669.377 994.996 2384.998
[3,] 2448.811 1323.011 9715.49 4379.250 3766.286 633.424 828.263 2089.229
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.77    3.934    2.735    2.997    2.984    3.369    7.325
[2,] 3126.72 4079.864 2767.724 2728.299 1626.160 3063.832 4568.220
[3,] 2464.24 2311.307 1976.128 2417.835 1486.200 2738.151 5527.354
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    3.475    4.749    3.886    7.364    4.902    9.992    2.383
[2,] 2266.467 3972.186 3891.687 5469.809 4068.880 4786.802 1282.484
[3,] 1883.781 3476.254 3621.408 4636.594 4394.478 4585.686 1560.581
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    14.99    7.677   0.5712    7.389    7.449   1.051    7.431
[2,] 10503.01 5669.348 339.7825 4198.763 5717.968 563.458 5049.316
[3,]  9525.06 4181.785 302.4958 4731.909 5221.948 590.454 3975.721
        [,30]    [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]
[1,]   0.5483    6.828   1.724   1.064    6.651    6.952    6.294    4.041
[2,] 281.4829 5264.147 865.636 736.320 4660.041 5243.504 4252.709 2717.218
[3,] 268.0230 4406.319 896.030 541.153 4842.189 4558.629 4059.927 2219.445
        [,38]    [,39]  [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    3.376    3.896   1.58    3.188   1.404    4.155    4.673    2.869
[2,] 2838.862 2332.455 895.21 2040.412 739.718 2307.433 2452.813 2164.684
[3,] 2578.633 2131.823 955.53 1600.452 742.591 2203.010 2585.236 1915.944
       [,46]    [,47]   [,48]    [,49]    [,50]    [,51]   [,52]   [,53]
[1,]   1.538    3.015    4.89    5.331    2.662    4.119    4.52   1.715
[2,] 871.688 2115.299 2865.28 3096.077 2050.560 4216.812 2589.81 932.027
[3,] 725.897 2071.703 2717.75 3391.604 1671.024 3381.249 2362.36 942.750
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.629    3.461    2.957    2.144    3.696   0.7746    3.373
[2,] 3579.494 3033.330 2923.156 2909.827 2087.400 547.9923 3094.830
[3,] 4099.015 2805.249 3292.154 2933.680 2377.059 430.1606 3092.003
       [,61]   [,62]    [,63]    [,64]    [,65]    [,66]    [,67]    [,68]
[1,]   1.164    2.71    2.568    2.627    4.497    1.452    3.755    3.299
[2,] 605.775 1743.19 1775.142 2577.254 3666.622 1147.466 2817.252 2002.859
[3,] 582.141 1731.80 1361.658 1940.621 2540.749  775.533 2558.694 1999.115
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.448   1.618    4.093    3.387    4.642    4.264    6.121
[2,] 3373.930 849.040 2447.343 3869.875 3575.259 4892.647 2996.372
[3,] 3104.045 928.454 2052.133 2477.694 2823.153 3596.605 3390.271
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    4.707    2.997   1.261    2.858    2.842    3.613    2.445
[2,] 4342.099 4158.353 743.626 3849.688 1625.165 3290.494 1338.267
[3,] 4699.169 4808.471 725.444 3779.895 1513.849 3890.927 1106.237
        [,83]    [,84]    [,85]    [,86]    [,87]   [,88]    [,89]   [,90]
[1,]    2.332    1.785    2.649    3.234    7.225    5.68    1.694    1.87
[2,] 1580.016 1047.109 2547.645 2104.369 4465.269 3346.22 1592.813 2326.71
[3,] 1851.202  821.944 2249.191 1746.553 3500.577 3264.12 2165.932 1986.61
        [,91]    [,92]   [,93]    [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    2.809    3.027    3.01    2.273   0.6317   1.442    12.13    8.504
[2,] 1984.319 1811.669 2148.10 1320.376 400.1739 925.456 11517.65 4668.700
[3,] 2091.024 1902.580 1819.59 1220.967 339.7103 792.010  9112.75 4911.188
[1] "--- VAR model 2017-10-01 14:31:00  completed"
[1] "Completed training sample:  2017-10-01 14:31:00 - 2017-10-01 22:30:00"
[1] "SpVAR;   training sample:  2017-10-01 15:01:00 - 2017-10-01 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.213         -3.1067        -16.741         -36.58
           1.452         -2.7609        -10.681         -26.92
          -6.608         -0.5307         -7.034         -27.46
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.26        0.07676         -0.01154            1.940
         -29.45        0.35137          1.82039           -2.300
         -21.93        0.79268         -1.20116           -4.122
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -8.55018         -11.6119           -1.658          -13.160
          0.00962          -0.1032           -0.705           -8.399
         -3.05891          -2.0711            1.269           -4.926
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.2419           -1.792           0.4939           1.7911
          -0.2473           -8.560          -7.5430           3.5676
           1.5797           -2.578          -1.7277           0.1669
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.379            2.711           -5.660           -2.187
           -1.832           -1.476            3.697            7.674
           -6.678           -1.168           -3.171            9.443
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -30.23          -0.8137           -57.71           -29.31
           -26.66          -3.4201           -76.34           -35.81
           -27.09          -1.9806           -49.70           -27.03
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.844           -24.67           -32.19           -3.974
           -1.679           -16.79           -35.50           -5.008
           -1.947           -30.86           -38.51           -4.091
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -32.73           -2.590           -22.24           -7.799
           -22.72           -2.357           -33.80           -8.783
           -25.11           -2.260           -26.38           -8.711
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.551           -34.23           -24.28           -30.42
           -6.015           -27.41           -25.08           -24.45
           -4.786           -17.27           -22.57           -31.83
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -8.1973           -5.668           -2.649           -2.007
          -0.8686           -1.321           -6.125           -2.598
          -1.0889           -3.099           -1.403            1.818
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.7097          -0.1636           -14.49           -12.85
          -2.5737          -0.5227           -13.13           -16.97
          -4.3401          -0.1081           -16.19           -10.67
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.369          -1.7865          -10.921           -1.168
            2.079          -0.4583           -9.438            3.291
            1.020          -0.4033          -10.279            1.403
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.429          -0.3148           -2.555            4.244
           -1.155          -3.4917           -9.464           -2.285
            2.510          -2.5178          -10.730            2.377
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5997            4.304           0.9706           -2.928
          -0.8738           -5.467           6.1826            4.407
          -0.6511           -6.999          -8.9128           -3.679
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.0090           1.5751          -0.8778           -3.810
          -0.8254           0.1785           0.6981           -1.659
           5.3438           3.1456           1.2967            2.304
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5337           -2.771           0.7695          -1.9183
          -0.6715           -1.829           1.8078           0.6642
           0.3912            2.335          -3.7015           1.1794
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.5811           0.3229           -3.026           -0.356
           2.1166          -1.2006            2.916            1.378
          -3.7366           0.7040            2.778           -1.419
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.4056           0.2270           1.0511           -2.021
           2.7883          -0.1764          -0.4532            3.009
          -0.4378           1.0075          -4.7725           -3.741
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.755           -3.267            6.202            4.642
           -1.619            3.823            4.712           -1.373
           -3.591           -7.986            3.998            3.925
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           7.1738           1.3461           3.4943            1.775
           0.3691          -0.9737           2.5348           -2.277
           7.0478           0.7318           0.8076           -1.315
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.245           1.2768          -4.9126          -0.5527
            3.138           0.3654          -0.9538          -1.0130
            2.109          -0.1682          -2.3498          -1.2309
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.658         -7.35967           -1.784           -4.563
           -7.940         -1.66750            9.213            8.939
            2.302          0.07811           -2.678           -6.142
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.276           4.5719          4.23856           2.7101
            1.878           2.7512          0.01692          -0.1287
            2.767           0.8937          3.08328           4.8577
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.05102           2.2482           -3.631           -1.378
         -2.15651           0.2673           -2.900           -1.939
         -2.05257           0.3435           -3.006           -1.333
 rnd_95776.volume rnd_95787.volume
           -16.76           -25.74
           -19.91           -30.90
           -19.24           -23.57
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.880 2.242 12.34 5.592 4.863 1.022 1.342 3.380 3.570 2.788 1.967
[2,] 3.811 2.583 13.87 6.704 6.027 1.179 1.566 3.922 4.469 4.422 2.970
[3,] 4.258 2.788 15.52 7.758 6.861 1.308 1.733 4.333 4.936 4.805 3.375
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.245 2.245 2.574 3.480 2.684 3.755 2.900 5.416 3.725 7.491 1.735
[2,] 3.206 2.626 3.579 4.484 3.208 4.961 4.400 6.913 5.074 8.387 1.960
[3,] 3.841 2.937 4.278 5.152 3.561 5.726 5.294 8.018 6.162 9.129 2.291
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.14 5.693 0.4259 5.479 5.518 0.7914 5.488 0.4011 5.181 1.215 0.7924
[2,] 14.16 7.184 0.5149 6.561 7.217 0.9231 6.782 0.4644 6.773 1.407 0.9869
[3,] 15.72 7.811 0.5721 7.567 8.375 1.0608 7.575 0.5203 7.579 1.580 1.0853
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.858 5.199 4.603 3.164 2.568 2.845 1.161 2.265 1.001 3.072 3.408
[2,] 6.165 6.700 5.711 3.906 3.454 3.398 1.404 2.791 1.188 3.464 3.928
[3,] 7.310 7.679 6.564 4.265 4.030 3.788 1.611 3.130 1.343 3.956 4.413
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.130 1.138 2.290 3.553 3.836 2.094 3.028 3.359 1.326 2.793 2.551
[2,] 2.750 1.346 2.852 4.238 4.566 2.669 4.632 3.973 1.531 3.921 3.584
[3,] 3.207 1.474 3.305 4.766 5.325 2.960 5.306 4.394 1.702 5.010 4.232
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.158 1.488 2.783 0.5738 2.413 0.8897 1.996 1.883 1.966 3.358 1.053
[2,] 3.359 2.833 3.318 0.7214 3.405 1.0219 2.496 2.389 2.873 4.509 1.374
[3,] 4.235 3.692 3.784 0.8081 4.337 1.1406 2.905 2.659 3.417 5.046 1.533
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.866 2.411 2.680 1.225 3.176 2.523 3.486 3.274 4.700 3.792 2.412
[2,] 3.684 2.980 3.848 1.444 3.792 4.168 4.550 5.205 5.395 5.250 4.165
[3,] 4.318 3.365 4.572 1.614 4.093 4.626 5.062 5.911 6.114 6.576 5.804
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9781 2.226 2.015 2.926 1.815 1.794 1.344 1.994 2.431 5.413 4.384
[2,] 1.1548 4.015 2.440 4.088 2.094 2.220 1.575 2.895 3.031 6.252 5.187
[3,] 1.2862 5.090 2.765 5.079 2.273 2.696 1.729 3.479 3.336 6.917 5.879
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.268 1.385 2.138 2.249 2.394 1.751 0.4920 1.069  8.993 6.298
[2,] 1.780 2.370 2.680 2.706 2.895 1.990 0.5972 1.314 12.737 7.437
[3,] 2.512 2.884 3.131 3.131 3.276 2.212 0.6732 1.462 14.734 8.274
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    3.658    2.847   15.67    7.101    6.175   1.297   1.704    4.292
[2,] 2877.341 1479.217 7291.17 4263.813 4105.483 677.363 929.176 2293.695
[3,] 2190.106 1209.229 8026.22 4500.207 3779.414 653.566 856.351 2123.181
         [,9]   [,10]    [,11]   [,12]    [,13]    [,14]    [,15]    [,16]
[1,]    4.534    3.54    2.497    2.85    2.851    3.268    4.419    3.408
[2,] 3099.771 3957.17 2565.635 2639.24 1570.651 2867.473 3259.035 2025.851
[3,] 2414.483 2167.92 1850.170 2439.08 1517.780 2701.628 2926.216 1783.482
        [,17]    [,18]    [,19]   [,20]    [,21]    [,22]    [,23]
[1,]    4.768    3.682    6.878    4.73    9.513    2.204    14.15
[2,] 3737.453 3815.132 4952.642 3972.31 4347.957 1049.394 10071.09
[3,] 3296.763 3395.670 4682.959 4032.67 4156.932 1368.229  7869.09
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    7.229   0.5408    6.958    7.007   1.005    6.968   0.5093
[2,] 5052.503 333.7618 4161.927 5362.165 547.883 4595.482 269.7574
[3,] 3534.073 287.5206 4344.989 4900.104 602.681 3888.791 270.7010
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    6.579   1.543   1.006    6.169    6.602    5.844    4.018    3.261
[2,] 5030.870 817.717 678.325 4376.072 4873.154 3899.153 2641.213 2663.215
[3,] 3921.034 829.856 520.744 4529.854 4326.224 3730.743 1975.399 2394.811
        [,39]   [,40]    [,41]   [,42]  [,43]    [,44]    [,45]   [,46]
[1,]    3.613   1.475    2.876   1.271    3.9    4.328    2.704   1.445
[2,] 2142.029 909.158 1880.602 738.746 1847.0 2251.472 2006.775 829.308
[3,] 1930.077 911.509 1632.212 721.991 2203.2 2318.478 1901.755 690.837
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    2.907    4.512    4.871    2.659    3.845    4.265   1.684
[2,] 1961.362 2664.111 2855.426 1908.810 4041.600 2445.882 882.489
[3,] 1925.464 2514.088 3159.408 1475.646 2984.431 2164.206 856.173
        [,54]    [,55]   [,56]    [,57]    [,58]    [,59]    [,60]  [,61]
[1,]    3.547    3.239    2.74    1.889    3.534   0.7286    3.065   1.13
[2,] 3173.149 2903.229 2967.64 2780.032 2083.720 504.1196 2769.638 579.61
[3,] 3595.797 2595.191 2973.58 2730.168 2096.767 419.7771 3096.473 584.19
        [,62]    [,63]    [,64]    [,65]    [,66]   [,67]    [,68]
[1,]    2.535    2.392    2.496    4.264    1.338    3.64    3.062
[2,] 1727.647 1695.166 2415.654 3468.589 1018.059 2668.38 2018.028
[3,] 1714.246 1345.491 2132.360 2612.581  783.923 2597.07 1803.158
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.404   1.555    4.033    3.204    4.426    4.158    5.969
[2,] 3183.038 881.797 2387.470 3824.893 3372.594 4664.803 3053.653
[3,] 2846.329 830.609 1778.939 2313.682 2557.881 3230.584 3316.103
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    4.815    3.063   1.242    2.827    2.559    3.715    2.304
[2,] 4186.778 3914.401 707.895 3851.774 1587.333 3291.386 1205.456
[3,] 4566.217 4661.873 653.014 3607.038 1499.892 3476.927 1019.299
        [,83]   [,84]    [,85]    [,86]    [,87]    [,88]   [,89]    [,90]
[1,]    2.278   1.706    2.532    3.087    6.874    5.568    1.61    1.759
[2,] 1507.731 947.549 2420.983 2085.934 3605.930 3195.869 1440.19 2217.507
[3,] 1765.045 821.451 2223.052 1607.047 3411.890 3190.633 2043.72 1894.126
        [,91]    [,92]   [,93]    [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    2.715    2.856    3.04    2.224   0.6247   1.358    11.42    7.997
[2,] 1863.770 1735.544 1875.89 1090.647 390.3619 879.367 10398.81 4560.952
[3,] 1866.636 1815.830 1768.66 1113.155 358.1366 739.587  8540.61 4182.511
[1] "--- VAR model 2017-10-01 15:01:00  completed"
[1] "Completed training sample:  2017-10-01 15:01:00 - 2017-10-01 23:00:00"
[1] "SpVAR;   training sample:  2017-10-01 15:31:00 - 2017-10-01 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.06285          1.6944         -43.44         -13.59
         2.82743         -0.8422         -17.89         -25.78
         1.19957         -1.9083         -41.65         -30.01
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -20.97        0.05239            1.923          -0.9804
         -20.66       -0.16037            1.607           2.7483
         -26.15        0.24689            0.480           2.1281
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.033           -3.703          -4.7319           0.3215
           -1.889           -3.321           0.6363          -6.8275
            6.300            7.538           0.5432          -5.3517
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.4579           0.2257           -1.954           0.9446
          -0.6695          -2.1045           -3.897           1.0738
          -2.3656          -5.9096           -4.739           6.2570
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.9147           -4.383            4.738           11.239
           1.6454           -0.940            4.507            8.488
          -0.0956            3.695            1.751            7.376
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.26          -3.4954           -81.53           -48.05
           -21.32           1.3999           -52.66           -26.47
           -26.48           0.1885           -45.87           -22.75
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.628           -15.67           -25.33           -4.908
           -1.735           -37.52           -33.41           -2.347
           -1.230           -22.50           -33.69           -3.249
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -21.44           -1.914           -35.00           -5.779
           -17.57           -2.594           -17.11           -7.215
           -34.80           -1.810           -30.41           -7.573
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.497           -14.07           -14.24           -20.75
           -4.573           -21.11           -21.13           -15.89
           -5.438           -19.52           -14.47           -25.05
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           8.7532            1.642            5.807          2.63389
           0.9899            2.909            6.028          0.16124
           7.0316            2.956            2.971         -0.09469
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          1.74428          -0.5750           -13.85            -8.42
          0.06197          -0.1193           -18.26           -21.10
          2.65538          -0.1030           -14.34           -19.31
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4777          -2.2041           -9.406            2.121
           1.7989          -2.4931           -7.161           -1.701
           2.5588          -0.7014          -12.640            9.971
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.380          -2.6115           4.6501            8.627
            4.937          -1.2674          -5.9193           -1.942
           -2.523          -0.5606           0.5231            1.244
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.474         -12.6932          -10.905           0.1757
           -1.568           3.6504           -2.058         -10.3418
           -1.692          -0.3566           -5.086          -3.6569
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.095          -5.8009           0.8144           -2.935
          -10.584           0.2166          -0.1482           -6.139
           -1.881           1.1216           0.6458          -13.305
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6518           -1.074          -0.6596           -3.343
           1.0817           -3.441          -1.9233           -5.459
          -0.5197           -4.751          -1.4186           -5.226
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.885           0.4743           0.9989            2.501
           -1.166           0.8434          -4.9202            3.972
           -2.854           0.4660          -5.9171            1.253
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.258           1.5313           1.2443           2.8568
           -4.775           2.1261           1.6080           0.8220
           -1.200           0.1332           0.3923           0.0894
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.120          -2.1123           0.7769           -2.147
           -4.713          -4.3937           9.3314            3.976
           -2.835           0.6474           2.0311            2.262
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.973           1.1004            5.627            3.153
           -3.463           1.8738           -6.939            1.145
            4.236          -0.0461            2.657            2.328
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.342           3.0586           -2.756            2.326
            2.635           0.6401            4.105            1.164
           -0.591           1.5350           -2.849            1.718
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.2689          -0.7895            7.392           5.0143
           0.1848          -1.9430            3.478          10.1481
          -3.0935          -5.8625            2.950           0.3138
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.966           -1.657          -0.3653           -1.678
           -1.225           -2.101          -3.1320           -3.204
           -2.451           -2.940          -0.7197           -1.161
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.7669         -0.59034           -2.633          -2.0249
          -2.2996         -0.04592           -3.050           0.3280
          -5.2809         -1.20204           -2.671           0.1643
 rnd_95776.volume rnd_95787.volume
           -10.54           -34.65
            14.55           -26.71
           -28.48           -22.56
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.703 2.113 10.26 4.782 4.271 1.018 1.312 3.224 3.372 2.609 1.954
[2,] 3.665 2.454 11.62 5.983 5.475 1.172 1.504 3.755 4.337 4.189 2.952
[3,] 4.139 2.663 13.36 7.023 6.390 1.299 1.656 4.183 4.798 4.649 3.322
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.111 2.149 2.531 2.456 2.571 3.096 2.698 5.367 3.574 7.830 2.232
[2,] 3.081 2.499 3.424 3.254 3.037 4.267 4.242 6.725 4.855 8.756 2.549
[3,] 3.684 2.813 4.093 3.971 3.430 5.013 5.119 7.859 5.849 9.381 2.872
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 10.90 5.416 0.3997 4.909 4.978 0.7894 4.707 0.3831 4.833 1.169 0.7603
[2,] 13.84 6.804 0.4868 6.140 6.733 0.9186 5.885 0.4470 6.177 1.372 0.9470
[3,] 15.29 7.438 0.5357 7.120 7.751 1.0343 6.836 0.5047 7.138 1.530 1.0312
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.212 4.880 4.511 3.106 2.427 2.623 1.095 2.165 0.9889 2.844 2.940
[2,] 5.513 6.332 5.482 3.784 3.272 3.119 1.296 2.671 1.1706 3.264 3.521
[3,] 6.743 7.152 6.242 4.101 3.799 3.484 1.507 2.961 1.3144 3.695 4.007
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.013 1.121 2.181 3.373 3.653 1.968 2.811 3.163 1.288 2.705 2.500
[2,] 2.536 1.323 2.764 4.075 4.370 2.584 4.425 3.759 1.504 3.792 3.445
[3,] 2.969 1.429 3.165 4.549 5.065 2.924 5.102 4.123 1.676 4.761 4.061
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.050 1.456 2.477 0.5763 2.273 0.8484 1.954 1.791 1.824 2.587 0.972
[2,] 3.074 2.696 2.991 0.7202 3.041 0.9897 2.356 2.252 2.788 3.692 1.288
[3,] 3.980 3.439 3.422 0.7967 3.972 1.1099 2.822 2.488 3.255 4.203 1.433
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.706 2.350 2.511 1.151 3.034 2.297 3.316 3.035 4.439 3.815 2.170
[2,] 3.520 2.862 3.645 1.356 3.570 3.920 4.293 4.920 5.175 5.140 3.913
[3,] 3.984 3.242 4.377 1.531 3.910 4.352 4.774 5.612 5.803 6.376 5.547
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9568 2.179 1.976 2.825 1.809 1.797 1.186 1.854 2.263 5.160 4.149
[2,] 1.1202 3.868 2.344 4.024 2.049 2.183 1.405 2.802 2.832 5.978 4.969
[3,] 1.2554 4.990 2.635 4.943 2.234 2.640 1.541 3.357 3.125 6.688 5.604
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.122 1.346 1.901 2.064 2.245 1.495 0.4711 1.082  8.496 5.923
[2,] 1.643 2.241 2.448 2.528 2.705 1.797 0.5736 1.294 12.158 7.045
[3,] 2.330 2.739 2.947 2.931 3.057 2.012 0.6522 1.440 14.060 7.821
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    3.432    2.683   13.03    6.072    5.423   1.292   1.666    4.094
[2,] 2794.699 1408.737 6168.59 4060.175 3869.769 656.033 831.113 2173.448
[3,] 2172.849 1167.971 7432.78 4154.353 3719.868 633.577 781.680 2080.683
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.282    3.313    2.481    2.681    2.729    3.214    3.119
[2,] 3079.421 3701.178 2498.630 2534.105 1439.881 2605.122 2410.880
[3,] 2319.100 2276.639 1721.354 2281.350 1459.466 2531.224 2569.867
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    3.265    3.931    3.426    6.815    4.539    9.943    2.835
[2,] 1826.113 3315.570 3696.530 4576.327 3709.740 4424.593 1389.524
[3,] 1799.791 2973.051 3234.647 4593.356 3685.354 3802.697 1493.423
       [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]   13.85    6.878   0.5075    6.233    6.321   1.002    5.978   0.4865
[2,] 9620.05 4649.829 313.7652 4165.095 5120.031 530.446 3988.551 260.1214
[3,] 7336.15 3393.118 252.5869 4072.060 4336.577 536.741 3928.173 264.6166
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    6.137   1.484   0.9654    5.349    6.197    5.728    3.944
[2,] 4343.138 812.586 637.6961 4016.204 4556.180 3517.277 2441.194
[3,] 4041.004 764.303 460.9100 4385.880 3753.827 3371.877 1787.314
        [,38]    [,39]  [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    3.081    3.331   1.39    2.749   1.256    3.611    3.733    2.557
[2,] 2478.169 1905.804 783.35 1765.964 707.416 1809.094 2188.370 1741.418
[3,] 2180.014 1751.794 869.08 1442.979 675.103 1956.414 2159.719 1743.971
       [,46]    [,47]    [,48]    [,49]    [,50]   [,51]    [,52]   [,53]
[1,]   1.423    2.769    4.283    4.639    2.499    3.57    4.017   1.636
[2,] 794.174 1918.605 2581.480 2708.009 1891.230 3859.20 2293.227 877.617
[3,] 609.458 1739.451 2284.116 2891.543 1545.882 2868.09 1911.510 834.327
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.435    3.175    2.603    1.849    3.145   0.7318    2.886
[2,] 3001.038 2676.876 2587.170 2562.398 1893.226 487.6768 2282.115
[3,] 3252.313 2428.105 2854.655 2411.374 1878.239 384.7179 2885.935
       [,61]    [,62]    [,63]    [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   1.077    2.481    2.275    2.316    3.285   1.234    3.436    2.984
[2,] 575.533 1486.217 1541.910 2381.735 2974.184 955.228 2542.864 1844.913
[3,] 567.248 1753.949 1192.932 1897.188 2269.755 709.343 2107.404 1719.042
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.189   1.461    3.853    2.917    4.211    3.854    5.637
[2,] 2983.534 810.446 2123.538 3587.880 3078.330 4372.649 3003.382
[3,] 2737.102 802.931 1802.747 2133.373 2359.839 3048.985 2963.877
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    4.844    2.755   1.215    2.768    2.509    3.587    2.297
[2,] 3890.361 3677.035 658.019 3608.425 1424.271 3235.647 1087.994
[3,] 4260.321 4440.708 639.811 3559.588 1358.960 3242.577 1005.119
        [,83]   [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    2.282   1.506    2.355    2.874    6.552    5.269    1.424
[2,] 1399.548 849.742 2372.154 1922.343 3408.315 3087.883 1355.491
[3,] 1676.162 716.522 2087.864 1492.511 3387.403 2926.531 1865.510
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]   [,96]   [,97]
[1,]    1.709    2.414    2.621    2.851    1.898   0.5982   1.374   10.79
[2,] 2023.997 1741.212 1649.030 1704.537 1126.153 369.5126 801.721 9820.18
[3,] 1777.748 1853.854 1675.550 1608.314 1022.684 350.6654 711.491 7975.00
        [,98]
[1,]    7.521
[2,] 4308.760
[3,] 3835.307
[1] "--- VAR model 2017-10-01 15:31:00  completed"
[1] "Completed training sample:  2017-10-01 15:31:00 - 2017-10-01 23:30:00"
[1] "SpVAR;   training sample:  2017-10-01 16:01:00 - 2017-10-02 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.243          2.9927        -16.493         -24.27
          -2.923          2.1520         -6.329         -16.43
          -2.661         -0.9462        -41.108         -26.78
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.53         0.3639            1.307           1.2299
         -19.42        -0.9347            0.473           0.8055
         -21.21         0.5741            1.262          -2.1960
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.661           -4.547           -3.120           -3.973
            1.570           -1.639            1.030           -2.009
           -2.619            1.572            2.777           -2.671
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.82499          -0.5281          -0.2460          -0.5444
         -0.07013          -2.0922          -3.8606           5.0497
          0.28790          -0.9817          -0.4053           0.6904
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.9148          -6.7661          -5.0446            1.070
           0.3585          -0.3410          -1.4046           -3.357
          -1.1317           0.4807          -0.5338            6.472
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.683           2.4424           -69.65           -27.71
          -18.129           0.7736           -46.35           -19.21
          -17.750          -2.2631           -42.71           -19.64
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8317           -15.58           -20.27           -3.436
          -1.4024           -34.27           -26.50           -1.712
          -0.7492           -15.26           -26.16           -1.323
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -26.357           -1.691           -18.15           -6.859
           -9.737           -2.144           -18.90           -4.135
          -32.942           -1.436           -23.88           -4.219
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.166           -17.13           -18.60           -22.19
           -4.641           -16.76           -18.72           -15.29
           -4.125           -13.71           -25.26           -17.48
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.831            1.918           2.5746          -1.5046
           -3.707           -4.333           1.1354          -0.3685
            1.850           -2.913           0.1883           0.8444
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2693           1.6323          -10.545           -6.012
          -0.4307          -1.3062           -9.558          -14.752
          -0.2334           0.8347          -10.863          -12.578
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6225          1.14314           -8.792          -2.4924
           0.9002         -0.09063           -7.047          -0.4634
          -0.8771         -1.58364           -7.190           3.0886
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -8.550          -0.6697           -1.488           4.9142
            3.845          -2.5446           -7.055           4.2581
           -5.774          -2.5250          -12.484           0.6338
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.288           -9.882          -7.9757           -5.900
           -1.202           -2.229          -0.3092           -7.845
           -1.412           -4.842          -3.0746           -1.798
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.038           -1.391           0.7495           -5.002
           -6.450           -1.316           0.4226           -6.584
           -1.641            1.227           0.3287          -10.216
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.48716          -0.5157          -0.1607           -4.880
         -0.07347          -2.9947           0.7866           -2.872
          0.39950          -3.0473           1.4595           -1.908
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -3.4353           1.6914           -1.470           0.9681
           0.8904          -0.1011           -5.115          -6.5208
          -2.1847           0.6383           -4.811          -2.5781
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.594          1.08534           -3.403          -4.4211
           -7.952          0.44346           -1.179           0.3861
           -2.527          0.05043           -2.470           0.7611
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.3530           -3.429            1.355          -5.7471
           3.9569            1.128            2.130          -0.1133
          -0.9015           -2.032            1.228           1.3994
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.669          -0.6787            1.592          -0.7506
           -4.678           0.8453           -2.357          -2.0284
            2.826          -0.1094           -3.036           0.6539
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.320           4.4673           -2.898          0.06157
           -6.511           0.5780           -1.739          0.37050
           -3.996          -0.2958           -2.908         -0.01823
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.914            2.142           0.5701        -0.005068
           -3.399            1.603           1.3254        -0.854652
           -3.579           -1.271          -4.5398        -2.021342
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           3.1205         -0.70253          -2.8662          -2.6635
          -0.9628         -3.37346          -2.2516          -1.3139
          -2.1183          0.01077          -0.4728          -0.2026
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.7821          -2.0002           -2.377           1.9838
           0.0831           0.1478           -2.578          -0.8425
          -5.3358          -0.7528           -2.684          -1.0413
 rnd_95776.volume rnd_95787.volume
           -23.16           -9.489
           -22.74          -26.676
           -18.65          -22.954
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.524 1.879  9.733 4.089 3.789 0.9063 1.282 2.963 3.158 2.586 1.947
[2,] 3.389 2.218 11.138 5.197 4.932 1.0531 1.472 3.566 4.051 3.875 2.812
[3,] 3.836 2.440 12.699 6.191 5.779 1.1836 1.586 3.957 4.540 4.382 3.203
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.013 1.943 2.508 2.400 2.438 2.924 2.538 4.572 3.288 7.363 2.292
[2,] 2.833 2.310 3.337 3.105 2.902 4.121 4.094 6.233 4.656 8.308 2.640
[3,] 3.362 2.604 3.884 3.801 3.320 4.867 4.841 7.405 5.661 8.918 2.940
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  9.971 4.906 0.3785 4.498 4.428 0.7663 4.399 0.3697 4.527 1.120
[2,] 12.725 6.254 0.4703 5.701 5.784 0.8812 5.500 0.4271 5.709 1.317
[3,] 14.178 6.844 0.5230 6.612 6.925 0.9787 6.333 0.4840 6.346 1.477
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.7283 3.837 4.429 4.104 2.816 2.329 2.382 0.9903 2.047 0.8803 2.524
[2,] 0.9061 5.050 5.753 5.030 3.467 3.059 2.857 1.2248 2.555 1.0605 2.959
[3,] 0.9925 6.324 6.548 5.624 3.792 3.588 3.222 1.4312 2.823 1.1942 3.341
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.747 1.857 1.025 2.041 3.138 3.510 1.936 2.729 2.879 1.263 2.492
[2,] 3.395 2.371 1.244 2.611 3.760 4.184 2.525 4.148 3.354 1.500 3.488
[3,] 3.928 2.788 1.353 3.031 4.276 4.809 2.830 4.800 3.683 1.675 4.383
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 2.327 1.951 1.480 2.344 0.5712 2.208 0.7847 1.827 1.776 1.758 2.401
[2,] 3.163 2.830 2.525 2.798 0.6936 2.911 0.9433 2.187 2.136 2.682 3.450
[3,] 3.791 3.604 3.206 3.207 0.7605 3.736 1.0640 2.603 2.377 3.172 3.968
      [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.9164 2.571 2.129 2.258 1.105 2.760 2.203 3.078 2.814 4.239 3.643
[2,] 1.1973 3.374 2.705 3.384 1.318 3.344 3.643 3.962 4.520 4.935 4.843
[3,] 1.3380 3.783 3.064 4.067 1.474 3.722 4.151 4.458 5.196 5.523 5.865
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.057 0.9449 2.111 1.828 2.624 1.730 1.749 1.061 1.824 2.014 4.807
[2,] 3.725 1.0949 3.696 2.233 3.773 2.005 2.115 1.277 2.658 2.492 5.655
[3,] 5.296 1.2292 4.793 2.515 4.725 2.190 2.490 1.399 3.201 2.850 6.135
     [,88]  [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 4.025 0.9651 1.096 1.765 1.891 2.122 1.317 0.4712 1.057  8.061 5.046
[2,] 4.782 1.4964 2.018 2.234 2.337 2.523 1.594 0.5574 1.247 11.469 6.273
[3,] 5.379 2.1185 2.500 2.640 2.685 2.901 1.770 0.6285 1.394 13.041 6.994
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    3.205    2.385   12.36    5.193    4.811   1.151   1.629    3.762
[2,] 2736.136 1425.965 6551.42 3880.278 3820.759 648.826 874.458 2400.724
[3,] 2173.748 1231.595 7380.05 4069.981 3642.610 653.783 712.483 2075.206
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.011    3.283    2.472    2.557    2.467    3.185    3.048
[2,] 3068.846 3492.714 2454.577 2411.798 1512.900 2664.080 2383.257
[3,] 2480.381 2474.129 1855.577 2188.747 1453.185 2404.176 2652.184
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]
[1,]    3.096    3.713    3.223    5.805    4.176    9.35    2.91   12.66
[2,] 1903.185 3512.567 3886.975 5125.416 3988.767 4655.34 1585.92 9564.60
[3,] 1952.968 3134.734 3124.052 4837.777 3894.834 3921.90 1565.73 7564.50
       [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    6.23   0.4807    5.711    5.623   0.9731    5.586   0.4694
[2,] 4692.09 337.6038 4239.585 4501.693 526.4216 3993.840 258.7201
[3,] 3364.09 276.9034 4051.450 4606.895 515.2508 3799.320 275.6087
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    5.748   1.422   0.9248    4.872    5.624    5.212    3.575
[2,] 4208.299 838.897 652.2636 3972.484 4442.417 3517.544 2448.140
[3,] 3352.513 810.028 489.8605 4604.953 3782.463 3044.796 1856.315
        [,38]    [,39]   [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    2.958    3.025   1.258    2.599   1.118    3.205    3.488    2.358
[2,] 2399.030 1909.660 871.878 1850.643 715.338 1867.921 2412.921 1783.960
[3,] 2268.662 1801.070 895.956 1452.183 664.426 1878.166 2390.563 1774.599
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]   1.301    2.591    3.984    4.457    2.458    3.466    3.656   1.603
[2,] 853.453 1970.409 2507.247 2755.507 1960.870 3779.936 2082.957 979.503
[3,] 641.943 1861.804 2463.084 2869.685 1547.534 2920.286 1840.553 900.850
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.165    2.955    2.478    1.879    2.977   0.7254    2.803
[2,] 2952.513 2592.157 2479.351 2475.257 1848.220 475.9629 2296.413
[3,] 3210.283 2527.915 2700.978 2390.088 1896.761 377.4198 2831.980
        [,61]   [,62]    [,63]    [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   0.9964    2.32    2.256    2.232    3.049   1.164    3.264    2.704
[2,] 633.4419 1455.92 1435.275 2450.049 2996.762 932.339 2643.342 2018.641
[3,] 595.4215 1706.05 1261.994 2050.286 2370.807 722.442 2070.162 1741.637
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    2.868   1.404    3.505    2.798    3.908    3.574    5.383
[2,] 3049.462 868.780 2285.249 3510.179 3018.129 4278.960 3056.573
[3,] 2729.228 796.981 1977.434 2406.703 2472.229 3101.589 2999.759
        [,76]    [,77] [,78]    [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    4.626    2.612   1.2    2.681    2.321    3.332    2.196    2.221
[2,] 3861.013 3756.935 669.2 3670.264 1552.862 3279.707 1226.149 1438.970
[3,] 4002.707 4554.357 675.8 3692.917 1398.215 3442.030 1066.193 1589.704
       [,84]    [,85]    [,86]    [,87]    [,88]    [,89]    [,90]
[1,]   1.348    2.316    2.558    6.104    5.111    1.225    1.392
[2,] 858.622 2339.449 1775.236 3603.641 3124.675 1383.696 2049.931
[3,] 692.353 2158.365 1673.348 2878.363 2979.149 1814.287 1785.764
        [,91]    [,92]    [,93]    [,94]    [,95]   [,96]   [,97]    [,98]
[1,]    2.242    2.401    2.694    1.673   0.5984   1.342   10.24    6.408
[2,] 1655.734 1662.106 1653.036 1086.563 360.2514 800.615 9870.38 4508.611
[3,] 1702.534 1599.347 1731.926  930.646 351.1288 754.451 7509.27 3743.308
[1] "--- VAR model 2017-10-01 16:01:00  completed"
[1] "Completed training sample:  2017-10-01 16:01:00 - 2017-10-02 00:00:00"
[1] "SpVAR;   training sample:  2017-10-01 16:31:00 - 2017-10-02 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.569          0.3847        -15.760         -6.862
          -2.041         -2.0838         -6.441        -10.369
          -3.746         -1.6183        -21.608        -17.144
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.930        0.08255           0.5559            1.066
        -12.908       -0.55497           0.4711           -1.750
         -9.511        0.50416          -0.8255           -1.764
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.9133          -0.3251           2.5919          -7.1576
          -1.3693           0.6751           0.9701           0.2841
          -3.3513          -0.3098           0.8774          -4.9002
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.016          -6.3823          -7.2373            2.373
            1.728           0.1855           0.8767            1.361
            1.183          -2.7749          -0.6702            2.983
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.118           -1.708         -5.73296          -0.2897
           -1.428           -7.152         -0.08783           3.4823
            1.843            1.296          2.64084           1.8373
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -17.75          -3.4338           -52.96           -15.19
           -11.96          -0.7277           -31.21           -15.59
           -10.81          -0.8772           -37.65           -17.26
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8689           -6.181           -18.35           -3.132
          -0.4528          -16.947           -20.40           -2.889
          -1.0772          -13.751           -14.68           -1.765
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -17.638           -1.434           -14.37           -3.714
           -9.671           -1.453           -11.21           -3.664
          -12.305           -1.213           -15.97           -4.299
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.590           -7.031           -8.779          -16.337
           -2.607           -8.011          -11.479          -11.984
           -2.859          -11.130          -11.774           -9.929
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.5327           -0.231          -0.3554          0.06351
           5.0816            1.128          -0.1495          0.47802
          -0.1533           -4.059          -1.4108          1.59585
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.420           0.1895           -4.798           -5.428
           -4.531           0.6932           -9.642          -10.110
           -2.131          -0.3414           -7.929          -12.977
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.973          -0.6597           -1.484          -1.3409
           -0.955           0.1776           -8.457           5.5147
            2.762          -1.0825           -3.641           0.6978
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8143         0.009375            1.247        -0.009134
          -5.3989        -2.488987           -2.404         1.605671
           3.6137        -0.644833           -5.502         2.214309
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.8640            1.421           -3.206           -1.318
          -0.4868            1.465           -2.576           -2.268
          -1.1130           -2.474            1.368           -1.042
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.362          -3.3356          -0.4972           -3.433
           -1.272          -0.6218           0.6484           -4.877
           -1.326           0.8861           0.2160           -2.587
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6331           -3.935          -0.5245            1.980
          -0.3291           -1.896           0.5461           -1.791
           1.0200            2.323          -0.5656           -2.081
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.919           1.8554            1.447           4.7578
           -1.633          -0.1819           -5.375           0.9977
           -3.184           0.7225           -2.117           1.0294
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.111           0.2854            0.855           0.8258
           -5.497          -0.4849           -1.616          -0.8536
           -2.023          -1.0970           -3.045          -1.8814
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.615           2.1464           -1.306          -0.7885
           -2.889          -0.6711            4.009           0.3499
           -2.102          -7.1318            4.591          -0.3032
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.4742          1.25668           0.4968           0.4264
           2.5803          0.18364          -1.5852          -1.6654
           0.5877          0.01649           2.9387           2.0776
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.0506          0.04889          -0.4719         -0.02305
          -0.4328         -0.56039           3.2813          1.26257
           1.3189         -0.57420          -0.1616          0.16564
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.014           0.5055            1.712          -0.1632
           -0.395          -1.2563           -4.166           1.0316
            1.228          -0.6017           -2.369          -0.4158
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.2911          -1.4383          -2.7450          -1.5005
          -0.5421          -0.6494           2.9735           1.9768
           1.2653           1.2760           0.1057           0.6678
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.530          -0.4015           -2.268          -2.4372
           -2.628           0.5336           -1.629          -0.5841
           -3.032           0.3226           -1.856           1.1744
 rnd_95776.volume rnd_95787.volume
            3.379           -12.70
          -16.371           -12.94
            4.139           -14.14
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.406 1.696  8.274 3.647 3.586 0.7862 1.236 2.770 2.982 2.496 1.796
[2,] 3.202 2.039  9.404 4.824 4.505 0.9315 1.411 3.307 3.806 3.726 2.683
[3,] 3.676 2.264 10.470 5.644 5.376 1.0447 1.545 3.691 4.253 4.172 3.038
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.856 1.781 2.262 2.234 2.259 2.686 2.413 4.376 3.164  6.50 2.224
[2,] 2.631 2.166 3.124 2.908 2.729 3.789 3.749 5.867 4.442  7.64 2.576
[3,] 3.132 2.423 3.679 3.583 3.125 4.464 4.497 7.025 5.361  8.33 2.861
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  8.806 4.522 0.3583 3.903 4.036 0.7068 3.914 0.3453 3.959 0.9897
[2,] 11.382 5.798 0.4383 5.013 5.270 0.8265 4.923 0.4078 5.135 1.1614
[3,] 12.959 6.403 0.4940 5.727 6.210 0.9190 5.517 0.4608 5.796 1.3230
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.7057 3.515 3.912 3.518 2.517 2.068 2.271 0.9646 1.966 0.8128 2.146
[2,] 0.8543 4.455 5.005 4.465 3.085 2.765 2.679 1.1772 2.402 0.9711 2.584
[3,] 0.9317 5.750 5.814 5.075 3.495 3.300 3.044 1.3715 2.610 1.0951 2.940
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.581 1.750 0.9691 1.932 3.129 3.373 1.827 2.686 2.723 1.196 2.314
[2,] 3.095 2.193 1.1356 2.498 3.708 3.977 2.471 4.021 3.209 1.386 3.287
[3,] 3.657 2.612 1.2421 2.924 4.202 4.609 2.786 4.668 3.494 1.572 4.262
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 2.134 1.795 1.351 2.076 0.5174 2.018 0.7228 1.684 1.625 1.659 2.172
[2,] 2.971 2.664 2.331 2.563 0.6279 2.683 0.8742 2.097 1.987 2.464 3.155
[3,] 3.585 3.345 3.021 2.853 0.7020 3.469 0.9920 2.432 2.213 2.942 3.595
      [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.8463 2.295 1.827 2.088 1.075 2.610 1.963 2.867 2.668 4.030 3.417
[2,] 1.1287 3.125 2.357 3.098 1.222 3.140 3.375 3.708 4.348 4.704 4.526
[3,] 1.2424 3.523 2.667 3.744 1.368 3.466 3.881 4.185 4.946 5.252 5.601
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.948 0.8335 1.901 1.736 2.502 1.657 1.728 0.9082 1.666 1.813 4.613
[2,] 3.369 1.0124 3.427 2.120 3.647 1.898 2.061 1.1336 2.406 2.267 5.329
[3,] 4.951 1.1382 4.338 2.331 4.505 2.058 2.422 1.2671 2.953 2.636 5.727
     [,88]  [,89]  [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97]
[1,] 3.705 0.8099 0.9605 1.555 1.597 1.954 1.212 0.4675 0.9575  7.704
[2,] 4.533 1.3019 1.7513 1.903 1.986 2.352 1.429 0.5463 1.1861 10.905
[3,] 4.990 1.7701 2.1053 2.216 2.240 2.707 1.602 0.6135 1.3209 12.470
     [,98]
[1,] 4.508
[2,] 5.515
[3,] 6.325
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]     [,6]   [,7]     [,8]
[1,]    3.056    2.153   10.51    4.631    4.554   0.9984   1.57    3.518
[2,] 2607.053 1398.006 5516.20 3896.626 3365.234 616.6892 840.32 2229.441
[3,] 2227.972 1214.165 5679.51 3617.764 3620.770 583.6877 776.04 2022.859
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    3.787    3.169    2.281    2.357    2.262    2.872    2.837
[2,] 2918.154 3414.973 2459.790 2300.995 1521.252 2660.217 2297.988
[3,] 2344.204 2315.685 1760.140 2097.580 1340.437 2398.259 2582.298
        [,16]   [,17]    [,18]    [,19]    [,20]    [,21]    [,22]   [,23]
[1,]    2.868    3.41    3.064    5.557    4.017    8.254    2.824   11.18
[2,] 1890.542 3298.08 3540.640 4823.969 3848.196 4956.584 1605.071 8900.14
[3,] 1878.279 2913.21 3065.790 4768.428 3704.968 4096.541 1535.929 7646.34
        [,24]    [,25]    [,26]    [,27]    [,28]   [,29]    [,30]
[1,]    5.742   0.4549    4.956    5.125   0.8976    4.97   0.4385
[2,] 4479.123 311.5751 3883.300 4182.855 528.6889 3685.57 267.6182
[3,] 3354.153 281.2949 3417.132 4055.017 495.8068 3073.02 264.8698
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    5.027   1.257   0.8961    4.464    4.968    4.468    3.197
[2,] 4036.127 750.041 594.3133 3377.888 3852.284 3392.591 2201.785
[3,] 3318.424 782.003 458.8559 4486.086 3651.498 2979.480 2026.582
        [,38]    [,39]   [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    2.626    2.883   1.225    2.497   1.032    2.725    3.278    2.223
[2,] 2265.897 1753.584 832.854 1702.809 655.912 1777.295 2107.433 1630.351
[3,] 2222.492 1786.058 868.596 1258.974 624.736 1729.003 2404.557 1751.181
       [,46]    [,47]    [,48]    [,49]   [,50]    [,51]    [,52]   [,53]
[1,]   1.231    2.453    3.973    4.283    2.32    3.411    3.458   1.518
[2,] 730.746 1954.960 2456.558 2599.938 2054.12 3693.398 2094.640 866.049
[3,] 621.084 1875.281 2440.744 2875.487 1586.47 2925.374 1705.491 914.738
        [,54]   [,55]   [,56]    [,57]    [,58]   [,59]    [,60]    [,61]
[1,]    2.939    2.71    2.28    1.716    2.636   0.657    2.563   0.9178
[2,] 2880.746 2550.20 2429.94 2343.907 1855.646 439.258 2182.567 606.9465
[3,] 3349.470 2476.84 2496.65 2371.692 1546.133 387.261 2714.286 578.7446
        [,62]    [,63]    [,64]    [,65]   [,66]    [,67]   [,68]    [,69]
[1,]    2.138    2.063    2.106    2.759   1.075    2.914    2.32    2.652
[2,] 1544.050 1411.716 2249.341 2823.205 921.829 2617.734 1838.70 2824.334
[3,] 1518.145 1202.041 1982.783 2127.773 640.943 2008.270 1538.16 2594.566
       [,70]    [,71]    [,72]    [,73]    [,74]    [,75]    [,76]
[1,]   1.365    3.314    2.493    3.641    3.389    5.117    4.339
[2,] 717.037 2153.714 3388.425 2901.636 4236.525 2994.416 3664.077
[3,] 758.054 1811.738 2366.222 2395.581 2910.623 2883.817 4071.116
        [,77]   [,78]    [,79]    [,80]    [,81]    [,82]    [,83]   [,84]
[1,]    2.474   1.058    2.414    2.205    3.177    2.104    2.194   1.153
[2,] 3392.175 709.267 3518.598 1501.426 3275.136 1141.419 1387.402 837.278
[3,] 4477.949 642.143 3282.633 1195.297 3263.859  982.748 1569.528 698.680
        [,85]    [,86]    [,87]    [,88]    [,89]   [,90]    [,91]
[1,]    2.116    2.302    5.858    4.704    1.028    1.22    1.974
[2,] 2141.462 1680.861 3292.880 3224.525 1258.137 1807.48 1353.581
[3,] 2113.830 1660.524 2589.358 2573.321 1480.171 1442.11 1401.689
        [,92]    [,93]   [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    2.028    2.482   1.539   0.5936   1.216    9.783    5.724
[2,] 1456.952 1614.389 934.751 348.8392 864.151 9526.400 3921.282
[3,] 1277.854 1655.004 893.496 344.7112 717.331 7465.772 3822.400
[1] "--- VAR model 2017-10-01 16:31:00  completed"
[1] "Completed training sample:  2017-10-01 16:31:00 - 2017-10-02 00:30:00"
[1] "SpVAR;   training sample:  2017-10-01 17:01:00 - 2017-10-02 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          3.8682          0.5979         -5.001         -6.357
         -0.8402          2.0283         -7.444        -12.046
         -3.9190         -2.8735         -9.418         -5.969
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.126         1.1643          0.94745            2.198
         -5.432         0.2542          0.00485           -1.362
         -5.453        -0.1376          1.79188           -2.354
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -6.9947          -4.5965          -0.4535           -3.790
           0.5173           0.4931          -1.5754           -3.380
           0.1176          -1.4930           0.5416           -2.306
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.613           -5.280          -5.4829          -1.1659
           -1.158           -4.495          -4.0453           3.3331
            2.460           -1.065           0.9783           0.6826
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8402           0.6012         -1.08178            1.667
          -0.9914          -2.6093         -0.06072            1.019
          -4.0639          -4.2190         -2.66820            1.835
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.5687          -2.2413          -29.634           -9.191
          -5.2322          -0.4338           -8.303           -7.119
         -20.6390          -3.8289          -13.755           -5.818
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5846          -16.375          -10.607           -1.196
          -0.5530          -12.770          -14.177           -1.701
          -0.3324           -2.636           -9.151           -1.230
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.465          -1.0059           -11.35          -2.5480
          -11.479          -0.6651           -16.00          -0.6067
           -7.834          -1.3709           -13.12          -2.0386
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.326           -6.406           -5.640           -8.390
           -1.711          -10.608           -3.480           -8.722
           -1.504           -7.535           -8.245           -5.968
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.657           -2.453           1.2677          0.95416
            5.375            1.822           0.4796          0.08529
            1.351            1.604          -0.5085          0.11587
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.861         -0.36865           -7.953           -1.758
           -1.159          0.68581           -3.982           -9.016
           -1.825          0.05041           -1.736           -4.777
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.2679          -0.2353           -3.318           2.7970
          -0.9428           0.3197           -2.753           1.5522
           0.5085          -0.9979           -5.521          -0.3869
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.7116          -0.1712           -2.841            1.078
          -1.1249           1.2824           -1.746           -1.590
          -0.5955          -1.6610            1.562            3.803
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4447           -3.385           0.9066            1.150
           0.7041           -2.741          -3.8119           -3.745
           0.4024           -2.635          -1.0907           -2.437
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.9495           0.6790          -0.2782          -3.6843
           1.3583           0.9875          -0.1341          -0.6988
          -2.2025          -1.7160           0.6225          -1.4598
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3451          -1.9614           0.8649          -1.2755
           0.5189           0.4434           0.8327           0.6626
           0.8650           1.8047          -0.8176          -0.6884
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.605           0.5477           2.1068          -1.9799
           -1.058           0.6394          -6.2902           0.3593
            1.862          -0.4219          -0.9933           2.5339
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.6459           1.2493            1.764           3.6926
          -5.6862           0.4261           -2.011           0.3587
           0.5433          -0.7434           -2.655          -2.4908
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.04242          -0.7594           2.4374           4.3169
         -1.48996          -1.2210           1.8651           1.2767
         -0.47662           2.6770           0.9007          -0.7069
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.269          -2.2722            1.987           3.8060
           -1.249           0.2721           -2.048           0.7041
            2.733           0.7843           -1.142           0.8830
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.671          -0.3273           -1.397         -1.92726
           -0.110           0.8529           -2.624         -0.05063
           -2.962          -1.1312           -1.975         -0.20257
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.315            1.505           6.4733           -2.034
            2.301           -1.037          -8.9012            4.842
            2.928           -1.365           0.9362           -5.461
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2560           0.4798          0.07207           0.5062
           1.0009          -0.3123         -1.64054          -1.0130
           0.1859          -0.5219          2.38314           1.3261
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2451          -0.5494           -2.341          -1.0058
          -1.8916           1.9859           -1.587          -1.5139
          -0.4880           1.3460           -1.678          -0.6075
 rnd_95776.volume rnd_95787.volume
           -8.413          -11.084
           -5.652           -8.706
           -1.452           -2.715
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.218 1.553 7.253 3.256 3.309 0.6977 1.200 2.585 2.642 2.318 1.741
[2,] 2.875 1.880 8.404 4.345 4.082 0.8470 1.343 3.105 3.458 3.497 2.503
[3,] 3.321 2.093 9.380 5.212 4.841 0.9433 1.468 3.450 3.923 3.923 2.860
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.777 1.604 2.195 2.102 2.196 2.519 2.239 3.104 3.003 5.980 2.189
[2,] 2.536 2.009 3.015 2.774 2.620 3.612 3.523 4.364 4.072 7.062 2.510
[3,] 2.981 2.292 3.512 3.441 3.025 4.298 4.237 5.416 4.981 7.786 2.764
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  8.092 4.130 0.3418 3.563 3.651 0.6574 3.418 0.3311 3.499 0.9803
[2,] 10.180 5.054 0.4033 4.423 4.821 0.7800 4.505 0.3918 4.770 1.1485
[3,] 11.864 5.653 0.4564 5.218 5.766 0.8835 5.048 0.4421 5.446 1.2914
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.6229 3.278 3.732 3.126 2.295 1.902 2.053 0.9002 1.865 0.7297 1.815
[2,] 0.7578 4.077 4.735 4.014 2.846 2.620 2.437 1.0880 2.238 0.8746 2.263
[3,] 0.8400 5.250 5.404 4.695 3.263 3.104 2.832 1.2272 2.450 0.9846 2.608
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.332 1.587 0.8718 1.745 2.823 2.904 1.791 2.650 2.627 1.083 2.104
[2,] 2.844 2.035 1.0425 2.354 3.433 3.563 2.263 3.829 3.134 1.338 3.129
[3,] 3.326 2.457 1.1571 2.777 3.957 4.210 2.592 4.414 3.383 1.517 3.973
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.980 1.699 1.312 1.860 0.5039 1.834 0.7005 1.653 1.464 1.511 2.060
[2,] 2.635 2.439 2.207 2.309 0.5980 2.489 0.8309 2.007 1.769 2.303 2.979
[3,] 3.282 3.146 2.796 2.620 0.6710 3.237 0.9438 2.344 2.025 2.731 3.423
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.7485 2.167 1.556 1.908 0.9332 2.453 1.823 2.809 2.483 3.858 3.128
[2,] 0.9947 2.930 2.037 2.867 1.1141 2.871 3.104 3.505 3.995 4.534 4.182
[3,] 1.1190 3.351 2.333 3.534 1.2688 3.150 3.554 3.976 4.625 5.094 5.140
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.768 0.7645 1.799 1.626 2.479 1.462 1.669 0.8353 1.476 1.647 4.440
[2,] 3.201 0.9467 3.119 2.009 3.444 1.740 1.962 1.0423 2.176 2.084 5.143
[3,] 4.624 1.0704 4.079 2.224 4.376 1.894 2.258 1.1861 2.654 2.419 5.570
     [,88]  [,89]  [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97]
[1,] 3.454 0.7469 0.8504 1.334 1.347 1.837 1.097 0.4540 0.8912  6.983
[2,] 4.219 1.1886 1.5377 1.690 1.689 2.215 1.267 0.5268 1.1193  9.839
[3,] 4.660 1.5857 1.7911 1.949 1.914 2.538 1.465 0.5948 1.2634 11.333
     [,98]
[1,] 3.963
[2,] 5.029
[3,] 5.741
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.816    1.972    9.211    4.135    4.202   0.886   1.524    3.283
[2,] 2220.175 1286.294 5148.564 3491.083 2899.349 582.538 730.831 2086.100
[3,] 2016.926 1115.631 5054.592 3490.812 3157.192 503.901 719.078 1824.933
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    3.355    2.943    2.211    2.256    2.036    2.787    2.67
[2,] 2707.898 3177.074 2182.595 2195.877 1468.638 2508.648 2195.20
[3,] 2245.896 2157.462 1677.986 1901.099 1338.018 2183.574 2471.06
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    2.788    3.199    2.844    3.942    3.813    7.594    2.779
[2,] 1733.010 3139.868 3299.671 3721.547 3337.080 4558.161 1490.371
[3,] 1835.415 2827.203 2856.418 3891.883 3481.380 3977.402 1405.760
       [,23]    [,24]   [,25]    [,26]    [,27]    [,28]   [,29]    [,30]
[1,]   10.28    5.244   0.434    4.524    4.636   0.8348    4.34   0.4204
[2,] 7493.80 3534.886 259.818 3180.426 3819.509 509.3999 3561.60 254.2089
[3,] 7393.43 3071.859 259.163 3358.557 3837.434 503.3626 2762.35 248.5538
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    4.443   1.245   0.7909    4.163    4.739    3.969    2.915
[2,] 3933.313 725.918 523.7467 2939.587 3536.867 3054.578 2041.773
[3,] 3188.249 716.518 439.7277 4013.572 3159.423 2954.799 1937.185
        [,38]    [,39]   [,40]    [,41]    [,42]    [,43]    [,44]
[1,]    2.416    2.607   1.143    2.368   0.9266    2.304    2.961
[2,] 2186.581 1593.642 741.360 1500.925 585.1108 1639.805 1975.024
[3,] 2018.421 1750.901 688.932 1210.679 548.5602 1573.965 2092.013
        [,45]   [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]    2.015   1.107    2.216    3.584    3.688    2.275    3.365
[2,] 1545.136 693.567 1916.588 2371.148 2503.804 1677.457 3352.722
[3,] 1670.825 609.125 1787.118 2386.781 2720.994 1533.713 2665.226
        [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    3.335   1.375    2.672    2.515    2.157    1.666    2.361
[2,] 2074.689 953.033 2809.977 2108.418 2122.888 2153.440 1660.896
[3,] 1545.911 866.678 2969.646 2373.984 2411.873 2083.530 1501.581
        [,59]    [,60]    [,61]    [,62]    [,63]    [,64]    [,65]
[1,]   0.6399    2.329   0.8896    2.099    1.859    1.918    2.616
[2,] 390.7002 2042.020 542.0480 1380.678 1205.918 2109.498 2609.935
[3,] 369.2738 2509.972 543.0788 1469.646 1195.932 1780.961 2046.164
        [,66]    [,67]    [,68]    [,69]   [,70]    [,71]    [,72]
[1,]   0.9505    2.752    1.976    2.422   1.185    3.115    2.315
[2,] 794.7781 2392.943 1595.565 2596.744 738.246 1809.543 3047.990
[3,] 621.9385 1973.128 1378.018 2507.155 736.721 1571.590 2100.342
        [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    3.567    3.153    4.899    3.973    2.245   0.9708    2.284
[2,] 2543.579 3797.079 2890.470 3367.482 3237.422 677.5034 3090.912
[3,] 2277.055 2826.089 2816.696 3624.676 4048.366 606.1208 3189.219
        [,80]    [,81]    [,82]    [,83]   [,84]    [,85]    [,86]
[1,]    2.065    3.149    1.856    2.119   1.061    1.875    2.091
[2,] 1432.311 2900.324 1144.788 1251.707 756.322 1939.219 1548.686
[3,] 1157.231 3275.251  907.586 1356.547 687.030 1844.096 1490.289
        [,87]    [,88]     [,89]   [,90]    [,91]   [,92]    [,93]   [,94]
[1,]    5.638    4.386    0.9484    1.08    1.694    1.71    2.333   1.393
[2,] 3149.675 2940.293 1121.8855 1554.42 1258.560 1236.95 1501.616 767.383
[3,] 2594.470 2400.356 1273.4534 1114.31 1177.921 1092.66 1504.277 893.213
        [,95]   [,96]    [,97]    [,98]
[1,]   0.5765   1.132    8.867    5.032
[2,] 324.2060 821.712 8409.642 3756.627
[3,] 335.2242 710.838 6824.302 3359.181
[1] "--- VAR model 2017-10-01 17:01:00  completed"
[1] "Completed training sample:  2017-10-01 17:01:00 - 2017-10-02 01:00:00"
[1] "SpVAR;   training sample:  2017-10-01 17:31:00 - 2017-10-02 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.5346         -1.0467         -8.717         -7.009
         -0.6951         -0.7221         -4.598        -10.392
         -2.3471          0.3098        -11.607         -9.166
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.169         0.6341          1.34614          -0.5502
         -1.335        -0.4311         -0.34563          -2.9259
         -9.333         1.6331          0.03421          -5.1349
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -4.3239          -0.4814           0.6909         0.005746
           0.4334          -0.8873           0.5849        -1.749537
          -4.6015          -1.0920           1.0105        -4.357198
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.03906           1.7505          0.72774           -1.135
          1.52745          -3.9170         -0.07445            0.613
         -0.38533          -0.7346         -1.54609            3.257
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.5810          -5.8925         -11.3809           -2.346
           0.5432           1.6576          -3.0197           -1.214
          -0.1133          -0.7932           0.2727            1.811
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.593          -3.2665           -33.30          -13.572
          -10.010          -0.5418           -22.15           -9.389
           -4.078          -0.4528           -13.46          -10.339
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.06242           -8.230            -6.93          -2.0473
         -0.34075          -13.393           -10.77           0.5884
         -0.38858           -8.042           -14.15          -1.0614
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.420          -0.2461            3.368          -0.3137
           -8.361          -0.4956           -7.058          -0.6372
          -11.837          -0.5708          -13.241          -0.9535
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.0577          -2.7130          -5.1909           -3.743
          -0.8177           0.3143          -0.3785           -1.728
          -1.7947         -11.1256          -9.5887           -9.122
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.874          0.07091           0.6973          0.01885
           -1.926         -3.43262          -1.8375         -0.66900
            1.526         -1.22601          -2.5705          0.23404
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1916          0.06533           -1.823           0.9614
          -0.7417          0.34709           -1.832          -2.0571
          -0.2319          0.11744           -4.396          -2.8494
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.479           0.1385          -4.2050           -1.705
           -1.539           0.2830           0.3525            2.196
           -0.794          -0.8572          -2.7709           -1.021
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.2341           1.0160            7.325           1.1352
           3.6237          -0.2613           -8.759           0.3852
           1.2726           0.9643            5.672          -0.3553
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.6997           0.9239            1.522            1.500
           0.1679           0.4878            2.927            2.602
          -0.4104          -3.9957           -3.558           -1.329
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.4269           2.4368         -0.93164           -2.254
           2.5395           1.3418          0.23433            2.104
           2.6343           0.4703          0.04926            1.260
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5765           0.3459          -0.9548          -0.5495
           0.8913           2.2570          -1.1584          -0.9831
           0.8160          -0.2470           0.9055           2.3741
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.428           0.3086            2.555          -1.9589
            0.649          -0.1938           -2.717           0.6959
            1.982           0.2833            1.347           2.3206
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.793         -1.95703           0.9351          -2.5699
           -0.630         -0.05818          -0.3738          -1.1260
            1.875          1.41386          -3.4916           0.1392
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.787          0.07936            0.624          -0.4696
            2.100          1.81140           -3.862           3.9106
           -6.739         -5.79232            3.246          -4.7242
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6885          -1.3335            3.343          -0.1999
           2.9129          -0.7744            1.008           0.4432
          -1.7865          -0.1379            1.458          -0.7666
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.530           1.8441          -1.0366           0.5561
            1.468           0.1294          -0.3262           0.7557
            1.129          -0.1092          -0.9541          -1.1701
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.4962          -1.4707           2.8056          -4.0158
          -2.3319          -1.7831           0.1204           0.2133
           0.4788           0.9446           1.4016          -2.8799
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.0054        -0.008122           0.1430           0.3253
           0.9650        -0.330105          -0.5485          -1.5173
          -0.8353         0.207429           0.2708           1.0872
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.2276          -0.6530          -1.3810           0.7948
           1.0251          -1.4192          -1.2873          -1.3141
           0.3563           0.8619          -0.8588           0.2336
 rnd_95776.volume rnd_95787.volume
           -4.147          -15.359
           -3.549           -3.255
           -5.099           -7.358
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.064 1.407 6.784 2.871 2.946 0.6345 1.049 2.394 2.505 2.112 1.686
[2,] 2.660 1.697 7.916 3.761 3.702 0.7563 1.215 2.821 3.253 3.112 2.404
[3,] 3.069 1.930 8.992 4.530 4.483 0.8422 1.355 3.219 3.733 3.525 2.701
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.619 1.517 2.067 1.875 2.023 2.284 2.129 2.819 2.707 5.645 2.050
[2,] 2.390 1.878 2.876 2.540 2.396 3.371 3.238 4.014 3.780 6.670 2.319
[3,] 2.770 2.155 3.315 3.111 2.807 4.022 3.938 5.119 4.659 7.402 2.560
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  6.855 3.367 0.3279 3.029 3.303 0.6180 3.052 0.3107 2.958 0.959
[2,]  8.594 4.332 0.3801 3.961 4.282 0.7540 4.044 0.3734 4.218 1.107
[3,] 10.154 4.996 0.4296 4.747 5.166 0.8634 4.670 0.4283 4.889 1.232
      [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43]
[1,] 0.5456 2.876 3.239 2.892 2.152 1.746 1.828 0.830 1.611 0.6532 1.569
[2,] 0.6842 3.493 4.155 3.565 2.616 2.333 2.122 1.021 1.991 0.7913 1.979
[3,] 0.7760 4.641 4.814 4.208 2.942 2.802 2.378 1.143 2.195 0.9153 2.299
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 1.973 1.492 0.7919 1.547 2.532 2.656 1.703 2.470 2.476 1.043 1.920
[2,] 2.427 1.932 0.9711 2.163 3.106 3.294 2.113 3.511 2.920 1.279 2.828
[3,] 2.741 2.268 1.0826 2.556 3.620 3.874 2.409 4.137 3.142 1.447 3.655
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.903 1.684 1.230 1.716 0.4704 1.709 0.6749 1.486 1.378 1.438 1.785
[2,] 2.402 2.338 2.108 2.212 0.5693 2.206 0.8054 1.801 1.637 2.128 2.636
[3,] 2.995 2.900 2.528 2.538 0.6372 2.936 0.9066 2.101 1.860 2.498 3.056
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6841 2.004 1.414 1.759 0.8956 2.303 1.648 2.612 2.203 3.759 2.905
[2,] 0.8947 2.718 1.869 2.555 1.0583 2.665 2.843 3.220 3.679 4.385 4.005
[3,] 1.0075 3.134 2.112 3.175 1.1846 2.966 3.242 3.661 4.257 4.909 4.865
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.620 0.6785 1.714 1.500 2.407 1.323 1.545 0.7267 1.353 1.451 3.895
[2,] 2.980 0.8393 2.883 1.805 3.199 1.600 1.832 0.9121 1.986 1.865 4.658
[3,] 4.222 0.9586 3.839 2.004 4.070 1.771 2.106 1.0300 2.426 2.164 5.196
     [,88]  [,89]  [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96]  [,97]
[1,] 3.204 0.6455 0.7367 1.126 1.201 1.662 0.9858 0.4054 0.8555  6.211
[2,] 3.853 1.0725 1.3573 1.485 1.502 1.952 1.1751 0.4848 1.0802  8.751
[3,] 4.321 1.4248 1.5772 1.750 1.747 2.338 1.3440 0.5494 1.2099 10.099
     [,98]
[1,] 3.619
[2,] 4.540
[3,] 5.185
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]    2.62    1.786    8.614    3.646    3.741   0.8058   1.333    3.04
[2,] 2044.65 1155.786 4970.896 2959.853 2730.697 501.3906 746.352 1819.68
[3,] 1866.58 1120.920 5198.549 3077.112 3081.369 451.7262 729.867 1887.36
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    3.181    2.681    2.142    2.056    1.927    2.624    2.38
[2,] 2527.910 2785.421 2087.788 2142.855 1348.716 2436.558 2089.26
[3,] 2231.466 2018.079 1499.728 1706.319 1286.736 2009.850 2188.76
        [,16]  [,17]    [,18]   [,19]    [,20]    [,21]    [,22]    [,23]
[1,]    2.569    2.9    2.703    3.58    3.437    7.168    2.603    8.705
[2,] 1564.056 3021.5 2972.320 3481.68 3214.541 4329.522 1319.950 6316.460
[3,] 1781.633 2673.1 2732.410 3871.26 3318.459 3911.822 1322.153 6589.754
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    4.275   0.4164    3.846    4.194   0.7848    3.876   0.3946
[2,] 3321.807 234.3056 3110.033 3320.454 526.2550 3232.058 252.3118
[3,] 3033.293 243.8762 3188.670 3522.909 512.6230 2847.297 255.6040
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    3.756   1.218   0.6928    3.652    4.113    3.673    2.733
[2,] 3664.177 673.725 503.1130 2415.739 3170.097 2539.241 1812.472
[3,] 3012.406 659.726 446.1512 3722.553 2963.456 2724.960 1640.876
        [,38]    [,39]   [,40]    [,41]    [,42]    [,43]    [,44]
[1,]    2.217    2.321   1.054    2.046   0.8295    1.992    2.505
[2,] 1885.816 1313.510 724.728 1425.792 544.2208 1470.353 1722.440
[3,] 1891.269 1307.012 625.328 1124.681 560.3847 1425.966 1552.386
        [,45]   [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]    1.894   1.006    1.965    3.215    3.372    2.162    3.136
[2,] 1496.203 684.886 1841.481 2192.600 2375.088 1523.544 3040.366
[3,] 1448.286 583.126 1659.461 2266.645 2483.668 1410.386 2665.847
        [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    3.144   1.324    2.439    2.416    2.139    1.561    2.179
[2,] 1886.756 902.007 2529.795 1786.301 1975.278 2085.981 1700.816
[3,] 1413.287 825.671 2821.327 2180.634 2090.547 1700.197 1514.753
        [,59]   [,60]   [,61]    [,62]    [,63]    [,64]    [,65]    [,66]
[1,]   0.5973    2.17   0.857    1.887    1.749    1.825    2.267   0.8687
[2,] 390.6829 1700.02 535.601 1240.028 1078.500 1912.270 2362.892 702.6395
[3,] 348.8618 2359.94 507.085 1317.873 1075.768 1594.384 1884.989 564.4442
        [,67]    [,68]    [,69]   [,70]    [,71]    [,72]    [,73]
[1,]    2.545    1.795    2.234   1.137    2.925    2.093    3.317
[2,] 2237.232 1490.175 2257.074 687.058 1632.963 2823.388 2294.020
[3,] 1902.488 1196.782 2298.048 648.389 1586.011 1898.807 2122.944
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    2.798    4.774    3.689    2.058   0.8615    2.176    1.905
[2,] 3590.496 2749.574 3359.043 3047.676 602.0354 2825.341 1222.730
[3,] 2609.008 2689.120 3365.938 3643.956 564.4129 3087.940 1061.130
        [,81]    [,82]    [,83]    [,84]    [,85]    [,86]    [,87]
[1,]    3.056    1.681    1.962   0.9227    1.718    1.843    4.946
[2,] 2567.123 1096.353 1200.026 671.7011 1771.481 1426.138 3112.688
[3,] 3067.441  923.577 1266.254 583.1597 1698.094 1338.154 2805.020
        [,88]     [,89]     [,90]   [,91]    [,92]   [,93]   [,94]
[1,]    4.069    0.8197    0.9355    1.43    1.526    2.11   1.252
[2,] 2606.344 1043.5904 1389.0563 1180.37 1099.168 1248.54 779.335
[3,] 2385.041 1142.9180  978.8917 1128.09 1085.439 1568.30 794.831
        [,95]   [,96]    [,97]    [,98]
[1,]   0.5148   1.086    7.887    4.595
[2,] 323.8104 803.488 7511.708 3340.128
[3,] 315.1373 664.051 6143.502 3053.225
[1] "--- VAR model 2017-10-01 17:31:00  completed"
[1] "Completed training sample:  2017-10-01 17:31:00 - 2017-10-02 01:30:00"
[1] "SpVAR;   training sample:  2017-10-01 18:01:00 - 2017-10-02 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.585           2.806         -12.01         -5.490
           3.488           2.387         -16.75         -3.693
           2.591           3.928         -19.22         -5.452
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.177         0.8854          -0.6222          -2.1609
         -7.795         0.1777           0.5118           0.7836
         -3.370         0.4811           0.9415           1.1498
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.7616            1.077          0.05879           -2.447
          -0.7229           -3.715          1.06840           -6.892
           1.5367            5.269          5.80748           -5.570
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.7537            8.402           -5.528            9.892
          -0.8364            6.587           -4.002            8.969
          -2.3862            4.805           -9.533           12.266
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.005           -3.798           -6.479          -1.6218
           -2.590           -4.249            2.820          -0.5413
           -3.948           -3.927           -3.956          -2.0321
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.092           -2.963           -19.71           -4.312
          -15.396            1.168           -28.02           -3.361
           -8.728           -1.673           -24.20           -8.272
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.36513           -5.006          -1.9135          -0.2224
         -0.43662           -5.905           0.4643          -0.4420
          0.03787           -6.093          -1.5411          -1.0110
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.167          -0.2908           -4.915           -1.592
           -2.390           0.3580           -4.440           -1.035
           -8.649           0.1339           -3.142           -1.867
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.058           -3.277           -1.722           -6.621
           -2.266           -7.912           -2.475           -7.759
           -2.036           -2.813           -6.636           -6.379
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -2.8923          -2.6157            4.221          -2.0442
          -2.6839          -1.3547            1.309           0.8002
          -0.4761          -0.4517            3.594          -0.2046
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.2087           2.2450           -6.511           -1.548
          -0.6986           1.1029           -4.731           -5.062
          -0.6192           0.8671           -7.047           -1.662
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.6684           -2.265           -1.700          -4.9479
          -1.1130           -1.472           -1.680          -0.1652
           0.6401           -2.395           -1.338          -2.6568
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.7015          0.08749          -0.2905           0.5236
          -0.9355         -2.72142          -5.8338          -1.7462
           2.3391         -3.97709          -3.2066           2.3333
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.1279           -2.340          1.23278           -2.246
           1.0969           -2.127         -0.06579            1.291
          -0.2845           -8.274         -2.90456           -2.205
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.070          -1.2129           0.5526           -1.193
            2.163           0.6895          -0.1399            1.657
            2.340          -2.7736          -0.1222            6.034
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.58142           -2.573          0.07832           -2.585
          0.10960           -1.791         -2.44495           -4.467
          0.03614           -1.347         -1.90326           -3.056
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.155           -1.517           0.9609           0.3367
           -3.247           -2.234          -1.2976          -0.6444
           -0.483           -2.641           0.5404          -2.8185
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.762         -0.29314            3.365          -1.8388
           -1.689         -0.06765            2.005           1.1473
           -1.072         -0.05204            2.818          -0.2759
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.631            6.489            8.398            2.722
            4.118            8.183            2.319            6.895
            2.795            7.182            8.797            8.744
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.5501          -2.1244           0.7508           0.8963
           6.3737          -0.8748           3.7280           0.2467
           7.8297          -1.5119           4.3454           0.8106
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.097          -0.6049          -2.5774           0.5301
            7.295           1.1825          -3.2709          -0.1335
            5.946          -0.7439           0.1766           1.0806
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.274            1.014            5.338            2.896
           -0.981            2.950            2.030            1.620
           -3.697            3.661            8.609            2.481
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1084          -0.5259          -0.2031           0.4192
           0.3413          -0.4366          -0.1636          -0.2937
          -0.8809          -0.7347          -0.9114          -1.2868
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2618         0.413334           -1.823            130.9
           1.0222         1.315218           -1.638            138.2
           3.1204        -0.001838           -1.934            148.8
 rnd_95776.volume rnd_95787.volume
           -2.813           -1.690
          -16.496           -9.422
            3.094           -9.331
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.957 1.237 6.401 2.478 2.524 0.5486 0.9713 2.275 2.331 1.946 1.662
[2,] 2.539 1.527 7.253 3.311 3.194 0.6938 1.1394 2.636 2.966 2.917 2.302
[3,] 2.897 1.731 8.417 4.017 3.928 0.7846 1.2833 2.990 3.379 3.319 2.515
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.558 1.385 2.128 1.666 1.875 2.236 2.068 2.674 2.496 5.201 1.956
[2,] 2.355 1.711 2.759 2.229 2.297 3.199 3.070 3.790 3.501 6.183 2.235
[3,] 2.666 2.026 3.122 2.792 2.639 3.865 3.732 4.747 4.370 6.858 2.501
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.956 3.181 0.3012 2.688 3.027 0.5725 2.599 0.2928 2.815 0.917 0.4786
[2,] 7.512 3.862 0.3470 3.458 3.917 0.7001 3.570 0.3601 3.826 1.054 0.6195
[3,] 8.962 4.411 0.3926 4.082 4.639 0.8067 4.141 0.4128 4.450 1.170 0.7224
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.582 2.889 2.457 1.925 1.628 1.510 0.7285 1.478 0.5779 1.305 1.586
[2,] 3.225 3.617 3.087 2.309 2.162 1.807 0.9139 1.801 0.6982 1.668 2.009
[3,] 4.151 4.332 3.792 2.605 2.524 2.051 1.0408 2.008 0.8319 1.966 2.305
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.471 0.7710 1.456 2.223 2.471 1.631 2.365 2.191 0.9599 1.679 1.745
[2,] 1.845 0.9418 2.059 2.852 2.962 1.998 3.280 2.683 1.1648 2.556 2.223
[3,] 2.132 1.0600 2.416 3.283 3.439 2.214 3.827 2.950 1.3236 3.380 2.778
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.585 1.139 1.545 0.4656 1.636 0.6340 1.402 1.290 1.356 1.730 0.6401
[2,] 2.193 1.943 1.968 0.5586 2.069 0.7510 1.686 1.562 2.004 2.501 0.8042
[3,] 2.707 2.386 2.276 0.6345 2.711 0.8603 1.980 1.771 2.356 2.860 0.9237
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.881 1.332 1.652 0.8079 2.150 1.526 2.452 2.048 3.567 2.724 1.404
[2,] 2.495 1.723 2.404 0.9600 2.494 2.604 3.125 3.557 4.166 3.759 2.630
[3,] 2.874 1.965 3.004 1.1015 2.785 3.026 3.501 4.077 4.654 4.605 3.949
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6196 1.593 1.380 2.378 1.285 1.324 0.5951 1.302 1.403 3.625 2.891
[2,] 0.7670 2.643 1.652 3.017 1.516 1.669 0.7482 1.842 1.717 4.361 3.389
[3,] 0.8915 3.522 1.847 3.851 1.677 1.901 0.8510 2.309 2.001 4.832 3.800
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.6158 0.6252 1.009 1.117 1.553 0.898 0.3947 3.194  5.69 3.107
[2,] 0.9296 1.1891 1.270 1.338 1.819 1.084 0.4649 4.947  8.18 3.970
[3,] 1.2548 1.3852 1.487 1.566 2.060 1.193 0.5260 6.550  9.40 4.586
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]
[1,]    2.485    1.571    8.129    3.147    3.205   0.6966   1.233
[2,] 1897.995 1051.385 4003.516 2577.856 2297.161 498.6213 699.143
[3,] 1636.913  955.078 5012.273 2669.469 2684.973 429.9691 693.029
         [,8]    [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    2.889    2.96    2.471    2.111    1.979    1.758    2.702
[2,] 1561.109 2152.92 2550.360 1869.423 2073.411 1179.041 2060.641
[3,] 1656.608 1898.89 1859.378 1188.401 1464.593 1273.784 1716.655
        [,15]    [,16]   [,17]    [,18]    [,19]   [,20]    [,21]    [,22]
[1,]    2.116    2.381    2.84    2.625    3.395    3.17    6.605    2.484
[2,] 1736.992 1557.275 2684.48 2664.440 3152.831 2880.69 3923.658 1268.824
[3,] 1973.758 1525.511 2546.33 2490.266 3355.928 3071.27 3484.304 1318.182
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    7.563    4.039   0.3825    3.414    3.844   0.727    3.301
[2,] 5374.276 2572.312 202.1965 2552.576 2917.881 472.975 2872.528
[3,] 5736.924 2500.322 215.5854 2546.867 2917.888 470.364 2463.528
        [,30]    [,31]   [,32]    [,33]    [,34]    [,35]    [,36]
[1,]   0.3718    3.575   1.164   0.6077    3.279    3.669    3.121
[2,] 246.0091 3040.789 610.461 461.6677 2266.665 2553.951 2193.703
[3,] 236.9028 2668.252 597.059 436.1324 3069.015 2797.365 2583.971
        [,37]    [,38]    [,39]    [,40]    [,41]    [,42]    [,43]
[1,]    2.444    2.067    1.918   0.9251    1.877   0.7338    1.657
[2,] 1498.304 1670.409 1164.913 647.6698 1207.231 459.8044 1220.056
[3,] 1414.678 1528.742 1139.023 584.7125 1043.429 531.0230 1221.350
        [,44]    [,45]   [,46]   [,47]    [,48]    [,49]    [,50]    [,51]
[1,]    2.014    1.868   0.979    1.85    2.823    3.138    2.071    3.003
[2,] 1447.647 1306.610 634.903 1708.22 2096.020 1918.047 1353.927 2667.954
[3,] 1326.153 1255.091 571.105 1483.21 1908.666 2050.520 1119.963 2313.910
        [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    2.782   1.219    2.132    2.216    2.012    1.446    1.962
[2,] 1819.491 774.624 2262.075 1616.266 1778.774 1847.939 1431.007
[3,] 1438.231 737.737 2597.152 1956.442 1863.290 1624.978 1341.657
        [,59]    [,60]   [,61]    [,62]    [,63]    [,64]    [,65]
[1,]   0.5913    2.077   0.805    1.781    1.638    1.722    2.196
[2,] 362.1969 1486.845 472.493 1097.954 1033.731 1731.860 2119.962
[3,] 353.3088 2057.354 492.610 1218.427  979.958 1454.801 1629.214
        [,66]    [,67]    [,68]    [,69]   [,70]   [,71]    [,72]    [,73]
[1,]   0.8129    2.388    1.692    2.097   1.026    2.73    1.938    3.113
[2,] 571.3597 1924.362 1282.750 2050.826 608.688 1484.61 2476.793 2275.183
[3,] 533.4113 1675.264 1108.562 2113.565 634.056 1454.59 1808.573 1851.016
      [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]   [,81]
[1,]    2.6    4.529    3.458    1.783   0.7868    2.023    1.752    3.02
[2,] 3414.4 2525.792 3041.497 2610.412 530.6110 2474.755 1066.919 2179.66
[3,] 2337.2 2437.195 3122.064 3458.106 533.5206 2732.673  970.077 2807.73
       [,82]    [,83]    [,84]    [,85]    [,86]    [,87]   [,88]    [,89]
[1,]   1.632    1.681   0.7557    1.653    1.781    4.603    3.67   0.7819
[2,] 943.904 1193.977 532.2774 1528.684 1161.093 2846.179 2075.69 817.4567
[3,] 841.011 1066.252 476.0337 1635.523 1205.913 2442.832 2019.23 989.3278
         [,90]   [,91]   [,92]    [,93]  [,94]    [,95]    [,96]    [,97]
[1,]    0.7939   1.281   1.419    1.972   1.14   0.5012    4.055    7.225
[2,] 1187.2985 905.726 863.242 1111.393 713.24 288.3136 4434.399 6897.632
[3,]  833.8991 908.240 955.178 1133.987 585.14 288.7855 5039.576 5436.523
        [,98]
[1,]    3.945
[2,] 2899.778
[3,] 2696.647
[1] "--- VAR model 2017-10-01 18:01:00  completed"
[1] "Completed training sample:  2017-10-01 18:01:00 - 2017-10-02 02:00:00"
[1] "SpVAR;   training sample:  2017-10-01 18:31:00 - 2017-10-02 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5871         -0.9431         -3.471         -4.828
          0.1417          0.7909         -7.638         -8.334
         -0.8041          1.3201         -4.188         -5.305
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.826        0.04116         -0.53446          -0.0845
         -4.427        0.11953         -0.09576          -3.1724
         -6.691        0.60704         -0.77302           1.0236
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.1110           2.9590           2.9972         -1.97864
          -0.7936          -0.1234           1.4618         -0.07065
          -0.6736          -2.3124           0.4738         -3.17337
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3626            9.059           -2.444            6.396
           1.2498           14.293            1.944            6.803
           1.0708           10.395           -1.362            7.998
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.4604           0.5277           0.9094           0.7183
          -0.7882          -4.9705          -0.6891           6.9190
           2.0006           2.5318          -1.6192          -2.1171
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.848           3.1199           -22.61           -7.286
           -8.016          -0.1081           -10.56           -5.015
           -4.304           0.8659           -16.64           -6.563
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.02051           -2.031           -3.195         -0.03215
         -0.24195           -3.679           -9.925         -0.78895
         -0.15044           -6.078           -3.050         -0.23812
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.363          -0.3064           -7.143           -2.136
           -4.432          -0.1915           -6.612           -1.108
           -7.746          -0.0123           -8.754           -1.775
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2997           -5.642           -4.083           -7.947
          -0.4558           -6.115           -3.590           -6.290
          -0.7357           -8.903           -5.947           -9.008
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9031           1.0097          0.08038          -0.7682
          -0.8402           0.4500          0.05740           0.4293
           1.0064          -0.7959          0.59994          -0.4532
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.3615           0.5296           -2.731           -5.784
          -1.2254           0.1278           -3.171           -5.005
           1.4458          -0.4229           -2.090           -3.325
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.551          -0.6393           -2.104          0.52792
            2.253          -0.5279           -3.268         -0.33574
            2.300           0.1848           -0.504         -0.06369
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.611            1.182           -2.063          -0.3466
            0.220           -1.386           -1.015           0.9506
            1.582           -1.371           -2.302           1.0009
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.68155           3.9801           1.7330         0.003544
         -0.03839          -0.2312          -1.7675         0.800192
         -1.78797          -2.4816           0.8678         0.189545
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.3016          2.40303           0.8192           0.3045
           2.1948         -0.45996           0.2084           0.6340
           0.4745          0.03997           0.1906           2.3124
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3766           0.2101           -1.213          -1.6484
          -0.3231          -0.2322            1.074          -1.1818
          -0.2461           1.4561            1.243          -0.5166
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2345          -0.2410            0.223         -0.75725
          -0.9045          -0.5649           -1.256         -0.49021
          -1.1837           0.3397           -1.660         -0.06863
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.4583          1.73868          -0.4634           0.7398
           0.7016         -0.07044          -1.1156          -1.1035
          -0.9663          0.07325           0.3064          -2.2453
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.082          -3.7112           3.7820           1.3254
           -2.270          -3.1019           4.0420           0.7275
            1.299           0.3401          -0.8891          -2.4609
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.3445           1.0017          -0.2673           2.2502
           0.7261           0.3184          -0.5541          -0.2943
          -0.4738           0.3338           1.7224           0.3528
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.8777          -0.6106           0.6042          -0.8807
           1.7559           0.8548          -0.3310           0.1242
          -0.9705          -1.0762          -0.2692           0.7544
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.1827          -0.9743            5.050           2.0174
           0.8509           0.9542            3.290          -0.4521
          -1.5202          -0.1118           -1.081          -0.8435
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7812          -0.6157         -0.05498           0.5709
          -0.8377           0.6096          0.71387           0.3861
           0.9698           0.8177          0.58844           0.2281
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4498           0.5529           -1.062            123.0
          -0.6979           0.7450           -1.013            114.4
           0.5447           0.1547           -1.272            113.0
 rnd_95776.volume rnd_95787.volume
          0.06272           -6.844
         -8.54922           -4.185
         -1.13286           -5.428
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.690 1.037 5.322 2.128 2.103 0.5124 0.8954 2.123 2.244 1.768 1.453
[2,] 2.165 1.297 6.159 2.827 2.717 0.6322 1.0311 2.453 2.789 2.734 2.081
[3,] 2.441 1.513 6.939 3.549 3.404 0.7156 1.1305 2.795 3.157 3.052 2.345
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.383 1.309 1.901 1.493 1.764 1.947 1.816 2.513 2.444 4.862 1.796
[2,] 2.083 1.546 2.524 2.035 2.173 2.848 2.656 3.417 3.242 5.797 2.085
[3,] 2.388 1.806 2.925 2.602 2.538 3.494 3.216 4.282 3.985 6.411 2.310
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 5.253 2.676 0.2724 2.352 2.672 0.4954 2.446 0.2822 2.255 0.8606
[2,] 6.679 3.359 0.3146 3.061 3.604 0.6194 3.173 0.3466 3.114 0.9958
[3,] 7.982 3.852 0.3568 3.552 4.232 0.7089 3.748 0.3910 3.730 1.1191
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.4601 2.287 2.387 1.952 1.882 1.485 1.387 0.6957 1.280 0.5260 1.123
[2,] 0.5802 2.731 3.019 2.551 2.296 2.001 1.645 0.8580 1.586 0.6524 1.387
[3,] 0.6749 3.453 3.589 3.201 2.559 2.338 1.861 0.9529 1.789 0.7637 1.596
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.272 1.403 0.6969 1.360 2.096 2.233 1.404 2.240 2.064 0.9218 1.497
[2,] 1.609 1.735 0.8591 1.917 2.626 2.650 1.820 3.073 2.553 1.1070 2.340
[3,] 1.877 2.019 0.9721 2.242 3.001 3.100 2.038 3.655 2.794 1.2722 3.093
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.596 1.453 1.146 1.509 0.4454 1.563 0.6145 1.326 1.179 1.207 1.557
[2,] 2.029 2.031 1.813 1.846 0.5238 1.939 0.7288 1.578 1.397 1.898 2.332
[3,] 2.554 2.517 2.199 2.112 0.5967 2.535 0.8277 1.855 1.573 2.204 2.664
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5967 1.561 1.165 1.489 0.7201 1.894 1.345 2.125 1.797 3.292 2.611
[2,] 0.7487 2.234 1.464 2.124 0.8874 2.262 2.244 2.792 3.242 3.929 3.526
[3,] 0.8396 2.627 1.657 2.719 1.0198 2.524 2.646 3.134 3.764 4.350 4.348
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.465 0.5752 1.487 1.211 2.163 1.096 1.197 0.5224 1.240 1.137 3.292
[2,] 2.571 0.7083 2.535 1.490 2.877 1.362 1.525 0.6614 1.699 1.427 3.858
[3,] 3.788 0.8160 3.254 1.697 3.584 1.518 1.749 0.7560 2.153 1.618 4.321
     [,88]  [,89]  [,90]  [,91] [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.732 0.5181 0.5738 0.8187 0.896 1.453 0.7506 0.3578 4.316 5.396
[2,] 3.178 0.7789 1.0428 1.0860 1.120 1.716 0.9184 0.4292 5.926 7.750
[3,] 3.608 1.0650 1.2163 1.2767 1.308 1.950 1.0253 0.4827 7.340 8.896
     [,98]
[1,] 2.689
[2,] 3.508
[3,] 4.062
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    2.146   1.317    6.758    2.702    2.671   0.6506   1.137    2.695
[2,] 1569.473 903.066 3593.590 2158.344 1993.943 429.5025 592.873 1424.380
[3,] 1307.298 903.165 3707.438 2486.179 2378.119 388.6821 537.357 1553.540
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]   [,16]
[1,]    2.85    2.245    1.845    1.757    1.662    2.414    1.895    2.24
[2,] 1919.17 2418.394 1727.908 1805.275  953.951 1926.283 1603.305 1471.08
[3,] 1714.70 1571.729 1252.514 1354.505 1081.281 1713.948 1881.158 1519.94
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.472    2.307    3.191    3.103    6.174    2.28    6.671
[2,] 2409.619 2246.995 2684.354 2469.920 3659.579 1229.40 4781.081
[3,] 2346.570 2102.128 2992.160 2687.072 3173.293 1150.79 5069.049
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    3.398   0.3459    2.987    3.393   0.6291    3.107   0.3583
[2,] 2354.501 182.3847 2271.036 2803.631 431.1548 2342.007 233.2296
[3,] 2186.649 195.2368 2089.083 2573.424 399.7996 2313.267 209.9245
        [,31]   [,32]    [,33]    [,34]    [,35]    [,36]   [,37]    [,38]
[1,]    2.863   1.093   0.5843    2.904    3.031    2.479    2.39    1.885
[2,] 2489.899 580.962 409.6521 1731.834 2141.958 1904.893 1524.96 1555.657
[3,] 2381.737 592.008 399.7581 2450.190 2251.960 2240.353 1310.81 1400.468
        [,39]    [,40]    [,41]    [,42]   [,43]    [,44]    [,45]   [,46]
[1,]    1.761   0.8834    1.625   0.6679   1.426    1.615    1.781   0.885
[2,] 1024.344 582.2149 1085.917 447.4705 942.583 1142.132 1184.627 582.483
[3,] 1009.063 480.7407  960.906 460.2508 916.573 1120.999 1195.575 527.219
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    1.727    2.662    2.836    1.783    2.844    2.621   1.171
[2,] 1566.795 1832.846 1653.518 1342.230 2440.157 1741.062 710.600
[3,] 1348.732 1683.881 1866.583 1063.370 2294.539 1315.853 726.798
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    1.901    2.026    1.845    1.455    1.916   0.5656    1.985
[2,] 2085.859 1453.271 1644.884 1629.962 1232.920 319.6077 1330.228
[3,] 2343.619 1798.061 1723.264 1442.208 1188.244 331.4524 1892.435
        [,61]    [,62]   [,63]    [,64]    [,65]    [,66]    [,67]
[1,]   0.7803    1.684   1.497    1.532    1.977   0.7578    1.982
[2,] 454.2533  990.137 868.967 1698.915 2012.605 524.2211 1852.380
[3,] 454.9391 1130.560 839.853 1298.863 1493.954 440.5687 1603.139
        [,68]   [,69]    [,70]    [,71]    [,72]    [,73]    [,74]
[1,]    1.479    1.89   0.9144    2.405    1.708    2.699    2.282
[2,] 1027.593 1756.37 601.2293 1433.679 2082.000 2098.408 3128.243
[3,]  901.312 1968.68 582.5369 1299.298 1625.984 1652.020 2217.093
        [,75]    [,76]   [,77]    [,78]    [,79]    [,80]    [,81]   [,82]
[1,]    4.181    3.316    1.86   0.7304    1.889    1.538    2.746   1.391
[2,] 2485.399 2747.553 2450.31 479.1075 2380.406 1005.387 2198.814 937.850
[3,] 2163.930 2949.256 3225.64 469.8699 2364.946  943.261 2479.521 776.419
       [,83]    [,84]    [,85]    [,86]    [,87]   [,88]    [,89]
[1,]    1.52   0.6633    1.574    1.444    4.181    3.47   0.6579
[2,] 1094.87 470.3632 1347.253 1000.539 2331.859 1882.14 674.3106
[3,]  993.93 424.5137 1533.093  882.739 2257.242 1980.96 842.1036
         [,90]  [,91]   [,92]    [,93]    [,94]    [,95]   [,96]    [,97]
[1,]    0.7287   1.04   1.138    1.845   0.9532   0.4544    5.48    6.852
[2,] 1009.4826 827.25 778.373 1059.709 613.4743 274.8452 4708.02 6449.553
[3,]  725.9934 778.20 783.992 1072.517 528.6869 255.9930 5022.40 5064.277
        [,98]
[1,]    3.414
[2,] 2612.609
[3,] 2374.361
[1] "--- VAR model 2017-10-01 18:31:00  completed"
[1] "Completed training sample:  2017-10-01 18:31:00 - 2017-10-02 02:30:00"
[1] "SpVAR;   training sample:  2017-10-01 19:01:00 - 2017-10-02 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5097         -0.8155         -6.136         -9.842
          1.0238          1.3287          1.513         -8.108
          0.2413          1.2443         -5.972         -5.622
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.606        0.56606          -0.6589          -2.0641
         -9.117       -0.40887           0.4853          -0.3962
         -7.911       -0.03409          -0.5995          -2.1099
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.3508           0.0984           2.4738           -3.209
          -4.3415          -1.4354           1.6334           -1.650
          -1.1246          -0.6228          -0.1517           -4.500
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1598            9.376           -2.449            5.736
           0.1456            8.270           -1.569            6.923
           0.4733            8.640           -3.317            3.413
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.158          -0.1103         -2.33960          -0.2285
           -1.815          -1.1149         -5.71983          -1.1287
           -4.490          -1.2815         -0.06613           1.4569
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.883           1.4920           -18.66          -10.316
           -6.250          -0.3988           -18.91           -2.145
           -1.776           2.7407           -19.30           -5.385
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02631           -7.433           -6.245          0.23714
          0.16463           -2.489           -8.005          0.02542
          0.42143           -2.126           -6.761         -0.28208
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.978          0.35511           -5.931          -1.6392
           -9.879          0.47504           -7.347          -0.6351
           -8.120         -0.01224          -10.824          -0.6364
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7387           -6.599           -5.313           -2.585
           0.0146           -8.254           -6.055           -6.939
          -0.8058           -9.548           -5.513           -6.100
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.04749           -2.450           2.1836          0.65838
         -1.54121           -3.442           1.4616         -0.09782
         -0.70983           -1.183          -0.8283         -0.22452
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.6790         -0.04972           -2.191           -3.989
          -0.8046          0.74831           -3.644           -3.960
          -0.6390          0.72964           -2.990           -2.834
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.132          -1.7452           -2.294          -0.6370
            1.040           0.6363           -1.852           0.5839
           -1.455           0.1840           -2.606           0.8630
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           3.9636           0.5338           0.9012           0.7479
           1.4722          -0.9694           1.3474          -1.6126
           0.9587          -0.2199          -3.6052           0.6554
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.14917           -1.061          -0.5971            2.716
          0.06652            1.411           0.5480           -3.044
         -0.36330           -3.193          -0.1505            1.049
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -2.1528            1.629          0.17136          -0.1592
          -0.8810            1.253         -0.03076           1.4808
           0.4068            1.187          0.44271           0.4902
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1611           0.6839           1.4093          -0.7946
          -0.5603           0.1422          -0.9868           1.2340
          -0.1792           0.5581           0.6236          -0.5089
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          1.23356          -0.3408          -1.5907           0.5431
          1.11985           0.6675           2.4559           2.2986
         -0.01515           0.6414          -0.7657           2.1977
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.781          -0.3997         -0.15637           1.6087
            1.421          -0.2952          0.26311          -0.3654
            2.125           1.1657          0.06504           0.2077
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6926          -0.9067            3.596          -2.6748
           0.6202          -0.9598            1.716           4.6408
           1.0841           2.0947            1.361          -0.6629
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.4504         -0.08561            0.373           0.2586
           0.7367         -0.24922           -1.517           1.1627
           0.2203          0.34693            1.002          -1.7283
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.0621           0.3463           1.0250           0.2502
           0.6846           1.5273           0.3229          -0.3452
           0.5622           0.2918           1.4702           0.4830
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.023          -1.0862            4.444          -1.9433
           -2.867           0.4365            5.209          -0.5354
           -1.469           0.6962            3.550           1.6150
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8045          -0.2282          -0.8507          -0.8788
          -0.4621          -0.9919          -0.6593          -0.4426
          -0.8561          -0.0131           0.5577           0.9782
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -1.74789          -0.9948          -0.2737            108.8
          0.89218          -0.3039          -0.1735            107.0
         -0.06039          -0.6241          -0.3443            107.7
 rnd_95776.volume rnd_95787.volume
            3.423           -8.537
           -7.300           -7.266
           -5.837           -5.775
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.505 0.8829 4.781 1.844 1.766 0.4534 0.8448 1.795 2.097 1.699 1.334
[2,] 1.961 1.1447 5.720 2.395 2.416 0.5647 0.9668 2.096 2.555 2.518 1.906
[3,] 2.210 1.3438 6.413 2.866 3.007 0.6492 1.0690 2.396 2.862 2.780 2.157
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.258 1.202 1.710 1.306 1.665 1.740 1.595 2.212 2.310 4.448 1.704
[2,] 1.939 1.444 2.338 1.815 2.053 2.561 2.311 3.046 2.965 5.138 1.984
[3,] 2.205 1.668 2.652 2.358 2.456 3.198 2.895 3.764 3.605 5.865 2.201
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 4.332 2.167 0.2484 2.060 2.303 0.4570 2.053 0.2624 1.843 0.7663
[2,] 5.807 2.818 0.2848 2.679 3.126 0.5772 2.613 0.3101 2.517 0.8816
[3,] 6.689 3.216 0.3206 3.222 3.752 0.6503 3.080 0.3602 3.129 1.0090
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.4083 1.937 1.953 1.690 1.663 1.387 1.233 0.5868 1.123 0.4867 1.027
[2,] 0.5085 2.374 2.499 2.225 1.994 1.846 1.472 0.7491 1.365 0.5877 1.224
[3,] 0.5848 2.993 2.918 2.740 2.257 2.128 1.638 0.8560 1.547 0.6736 1.373
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.040 1.234 0.6574 1.269 2.042 2.074 1.283 2.170 1.841 0.8278 1.395
[2,] 1.323 1.574 0.7999 1.727 2.500 2.500 1.676 2.838 2.255 1.0309 2.136
[3,] 1.580 1.814 0.8997 2.006 2.803 2.854 1.902 3.263 2.512 1.1661 2.924
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.408 1.321 1.120 1.313 0.4191 1.486 0.6260 1.245 1.078 1.107 1.418
[2,] 1.796 1.873 1.665 1.609 0.4986 1.820 0.7461 1.504 1.283 1.786 2.112
[3,] 2.290 2.279 2.009 1.865 0.5562 2.332 0.8213 1.787 1.466 2.070 2.464
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5636 1.414 1.076 1.278 0.6497 1.675 1.182 1.857 1.599 2.913 2.354
[2,] 0.7037 2.011 1.342 1.893 0.8289 1.957 1.892 2.353 2.762 3.531 3.212
[3,] 0.7768 2.355 1.494 2.414 0.9588 2.233 2.229 2.649 3.273 3.921 3.739
     [,77]  [,78] [,79] [,80] [,81]  [,82] [,83]  [,84] [,85]  [,86] [,87]
[1,] 1.365 0.4930 1.398 1.147 2.056 0.9986 1.106 0.4617 1.195 0.9703 2.842
[2,] 2.339 0.6027 2.373 1.369 2.739 1.2288 1.396 0.5978 1.603 1.2215 3.439
[3,] 3.226 0.7002 2.969 1.583 3.316 1.3986 1.600 0.6568 2.012 1.4132 3.873
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.484 0.4726 0.5018 0.7156 0.8111 1.364 0.7100 0.3524 4.817 4.910
[2,] 2.899 0.7112 0.9474 0.9394 0.9746 1.622 0.8505 0.4094 6.422 7.344
[3,] 3.299 0.9618 1.0831 1.0898 1.1362 1.845 0.9371 0.4598 7.958 8.361
     [,98]
[1,] 2.228
[2,] 2.910
[3,] 3.377
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    1.912   1.121    6.072    2.341    2.242   0.5758   1.073    2.279
[2,] 1405.859 815.454 3514.007 1710.379 1846.134 376.5884 526.113 1211.052
[3,] 1141.934 787.658 3243.677 1762.892 2002.392 358.5084 510.473 1299.874
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    2.663    2.157    1.693    1.597   1.527    2.171    1.658
[2,] 1634.158 2080.070 1524.738 1652.107 894.274 1785.734 1411.006
[3,] 1442.467 1318.908 1129.427 1175.780 935.294 1398.861 1684.558
        [,16]   [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    2.114    2.21    2.025    2.808    2.933    5.648    2.164
[2,] 1344.312 2102.02 1871.676 2344.554 2080.623 2877.632 1135.462
[3,] 1509.144 2143.33 1950.821 2475.180 2295.596 3166.843 1066.320
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    5.501    2.751   0.3154    2.616    2.925   0.5804    2.607
[2,] 4328.608 2015.672 156.0621 1916.726 2365.098 394.4927 1807.998
[3,] 3715.078 1735.647 164.8031 2002.943 2322.109 335.3607 1825.144
        [,30]    [,31]    [,32]    [,33]   [,34]   [,35]    [,36]    [,37]
[1,]   0.3332    2.341   0.9731   0.5185    2.46    2.48    2.146    2.112
[2,] 184.9615 1918.668 487.8509 339.2250 1536.43 1744.08 1620.161 1231.103
[3,] 205.0880 2079.055 549.2950 323.2839 2038.94 1687.23 1789.530 1184.189
        [,38]   [,39]    [,40]   [,41]   [,42]   [,43]   [,44]    [,45]
[1,]    1.762   1.566   0.7451   1.426   0.618   1.304   1.321    1.568
[2,] 1363.123 899.481 521.1631 868.189 368.711 745.202 914.089 1093.506
[3,] 1184.424 804.793 463.6289 814.217 368.276 695.433 967.744 1007.838
        [,46]    [,47]    [,48]    [,49]   [,50]    [,51]    [,52]   [,53]
[1,]   0.8349    1.611    2.594    2.633    1.63    2.755    2.338   1.051
[2,] 509.9020 1310.430 1613.194 1561.563 1206.92 2046.638 1457.169 687.622
[3,] 461.0475 1142.189 1419.480 1542.522 1005.24 1802.309 1239.014 609.813
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    1.772    1.788    1.677    1.422    1.668   0.5322    1.887
[2,] 1809.248 1247.780 1486.032 1379.428 1039.557 302.1568 1177.038
[3,] 2235.086 1590.267 1453.338 1257.912 1055.288 275.9544 1631.229
       [,61]    [,62]   [,63]    [,64]  [,65]    [,66]    [,67]   [,68]
[1,]   0.795    1.581   1.369    1.405    1.8   0.7157    1.795   1.367
[2,] 454.216  943.312 778.087 1568.358 1752.4 471.5334 1600.402 898.275
[3,] 384.397 1081.238 794.270 1172.767 1419.3 368.2960 1372.501 733.639
        [,69]   [,70]    [,71]    [,72]    [,73]   [,74]    [,75]   [,76]
[1,]    1.623   0.825    2.127    1.501    2.358    2.03    3.699    2.99
[2,] 1562.267 576.054 1133.793 1654.005 1616.739 2521.21 2233.288 2445.70
[3,] 1676.590 539.285 1202.890 1318.504 1361.138 1963.94 1907.341 2142.21
        [,77]   [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]
[1,]    1.734   0.626    1.775   1.456    2.611   1.268   1.404   0.5863
[2,] 2125.491 387.950 2146.139 836.197 2024.620 801.372 954.321 424.9513
[3,] 2486.928 399.006 1995.968 889.475 2092.503 747.432 875.065 304.5533
        [,85]   [,86]    [,87]    [,88]    [,89]    [,90]    [,91]  [,92]
[1,]    1.518   1.232    3.609    3.154   0.6002   0.6373   0.9088   1.03
[2,] 1195.251 830.360 2167.023 1673.246 594.6919 899.3322 680.9871 604.64
[3,] 1361.628 795.435 1992.866 1762.722 724.6509 587.5072 618.2443 653.61
       [,93]    [,94]    [,95]    [,96]    [,97]   [,98]
[1,]   1.731   0.9016   0.4475    6.117    6.235    2.83
[2,] 982.691 524.0687 233.1938 4752.130 6111.753 2094.22
[3,] 985.228 440.2505 234.2242 5260.697 4472.977 1917.99
[1] "--- VAR model 2017-10-01 19:01:00  completed"
[1] "Completed training sample:  2017-10-01 19:01:00 - 2017-10-02 03:00:00"
[1] "SpVAR;   training sample:  2017-10-01 19:31:00 - 2017-10-02 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.287         -0.2448         -4.411         -9.051
          -4.347          0.5876         -2.450         -5.113
           1.562          0.6571         -8.627         -7.265
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.921        1.14489            1.245           -1.622
        -10.175        0.09398            1.501           -0.337
         -3.078       -0.43788            1.506           -1.707
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.8103          -0.5814          -0.5141            1.166
           0.2581          -1.0578          -2.7189           -3.498
          -1.1260          -1.4992           2.1619           -1.248
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.6885            15.13          -0.9129            6.604
           2.2612            10.94           2.2510            4.983
           0.1466            10.95           0.2412            4.174
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.2285           4.7716           1.6750            6.598
           0.8112           1.1523           0.4057            2.617
          -4.0828           0.3942           4.6659            6.820
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3284           -3.032           -15.95           -3.565
          -9.0821           -2.138           -13.45           -7.826
          -3.3032            2.041           -19.66          -12.090
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.52375           -5.289           -7.498           0.2295
         -0.32558           -5.823           -3.908          -0.1304
         -0.07747           -4.439           -6.854          -0.5592
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -12.074         -0.17408           -7.014          -2.8119
           -9.286          0.08951           -7.653          -2.0417
           -4.997         -0.39521           -8.600          -0.9019
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8992           -6.209           -4.106           -7.144
          -1.3500           -8.534           -8.953           -7.533
          -0.6970           -6.898           -7.727           -8.091
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -4.2456          -1.6925           2.1393           0.8212
          -0.2211           0.3223           0.3751          -0.6308
          -1.2273          -2.5704           0.7361          -0.2524
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4483           0.4023           -4.384           -3.487
          -0.2276           0.1313           -5.164           -4.537
           0.9078          -0.2798           -5.069           -3.946
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.515           0.9328          -0.7461          -3.1564
           -1.694          -0.7813          -1.9663           2.9398
            1.809          -0.5589          -4.7821           0.7071
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.128           0.1096            4.283           3.6374
            4.955           1.7591            5.095           0.5308
            3.601           3.7217           -2.727           1.1170
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2213           -4.657           -3.816          0.02658
           0.6193            5.147            3.522          1.52301
          -0.8243            1.232            1.828          4.09473
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.9832         -0.78214           0.1142           0.7986
          -0.3812          0.69429           0.5385           0.0653
           2.1167         -0.07012           0.4744          -0.3954
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6828          -0.6967            3.822           0.1085
           0.6668           1.0199            1.152           2.4151
          -0.8306          -1.9989            1.297           3.5217
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.7187           1.0496           -1.623           -1.231
           3.0186           1.3391            2.564            2.200
           1.1356          -0.1704            1.274           -1.076
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.775          -1.8338            1.678           4.7612
            1.233          -1.7466           -2.447           0.3498
            3.532          -0.6573            2.482          -2.0562
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.821            2.726            3.828            4.054
            1.547            4.092            2.224            7.121
            1.267           -3.513            4.654            1.380
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.778           0.4865           0.6584           0.5103
            5.798           0.3037           3.8458          -0.3176
            5.325          -0.5015           3.7892          -2.4013
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.76683           0.4289           -3.506         -0.02848
         -0.05736          -1.9748           -0.305          1.77845
          4.02756           1.0975            2.137          0.68611
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.294           0.9035           1.1329           0.9592
           -4.302           0.5476          -0.7986           2.1741
           -1.472           1.5448          -2.2506           0.2895
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6730         -0.58000          -0.1322          -0.3922
          -0.5467          0.01177          -0.2901          -0.3486
          -0.4808         -0.13865           0.3887           0.6994
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2538           0.2418          -0.9695            117.5
          -0.6886          -0.1711          -1.5173            115.2
          -2.3455          -1.2440          -1.0911            117.8
 rnd_95776.volume rnd_95787.volume
            9.051           -3.534
            5.492           -5.248
           -2.195           -9.716
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.335 0.7892 4.399 1.483 1.530 0.3967 0.7725 1.726 1.886 1.535 1.145
[2,] 1.769 0.9828 5.241 1.934 2.019 0.5063 0.8961 1.973 2.337 2.304 1.673
[3,] 2.031 1.1203 5.857 2.425 2.402 0.5792 1.0094 2.194 2.611 2.584 1.921
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.163 1.140 1.625 1.170 1.591 1.655 1.453 2.000 2.084 4.041 1.567
[2,] 1.800 1.332 2.109 1.628 1.962 2.368 2.060 2.814 2.817 4.780 1.920
[3,] 2.079 1.527 2.442 2.159 2.270 2.988 2.606 3.446 3.367 5.455 2.160
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.581 1.829 0.2216 1.722 2.146 0.4092 1.682 0.2281 1.570 0.6880
[2,] 4.758 2.335 0.2561 2.226 2.723 0.5308 2.140 0.2811 2.108 0.7971
[3,] 5.378 2.737 0.2897 2.720 3.271 0.5953 2.580 0.3238 2.578 0.9142
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43]
[1,] 0.3452 1.702 1.661 1.444 1.402 1.254 1.063 0.4698 1.008 0.4164 0.8618
[2,] 0.4204 2.061 2.049 1.913 1.654 1.668 1.266 0.5923 1.205 0.5134 1.0187
[3,] 0.4877 2.550 2.302 2.258 1.933 1.903 1.407 0.6865 1.361 0.5975 1.1635
      [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 0.8376 1.202 0.6031 1.032 1.829 1.928 1.221 2.034 1.638 0.7487 1.293
[2,] 1.0777 1.495 0.7334 1.512 2.215 2.361 1.578 2.690 2.003 0.9279 1.993
[3,] 1.2497 1.730 0.8379 1.769 2.500 2.701 1.771 3.042 2.267 1.0309 2.637
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.251 1.223 0.9985 1.238 0.3720 1.338 0.6395 1.126 0.9523 1.018 1.356
[2,] 1.621 1.705 1.5417 1.449 0.4421 1.663 0.7331 1.330 1.1472 1.616 1.937
[3,] 2.039 2.077 1.8247 1.660 0.4962 2.104 0.7985 1.609 1.2984 1.859 2.212
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5042 1.347 0.9975 1.158 0.6058 1.508 1.029 1.715 1.496 2.789 2.084
[2,] 0.6303 1.864 1.2306 1.701 0.7746 1.771 1.695 2.140 2.451 3.352 2.887
[3,] 0.7053 2.206 1.3519 2.182 0.8850 2.057 2.041 2.411 2.907 3.725 3.393
     [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.325 0.4416 1.357 1.018 1.955 0.9048 0.9442 0.4248 1.123 0.8534
[2,] 2.241 0.5258 2.175 1.224 2.605 1.1276 1.2658 0.5324 1.493 1.0912
[3,] 3.023 0.6039 2.722 1.394 3.167 1.2835 1.4104 0.5949 1.845 1.2727
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.685 2.279 0.4102 0.4616 0.6309 0.7075 1.232 0.5742 0.3372 5.252
[2,] 3.249 2.711 0.6296 0.8412 0.7988 0.8317 1.446 0.7056 0.3959 6.784
[3,] 3.651 3.031 0.8663 0.9677 0.9515 0.9678 1.640 0.7788 0.4395 8.215
     [,97] [,98]
[1,] 4.732 1.880
[2,] 6.579 2.407
[3,] 7.395 2.787
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    1.695   1.002    5.586    1.883    1.943   0.5037   0.9809
[2,] 1278.540 645.740 3141.160 1368.960 1451.054 346.8480 500.5925
[3,] 1099.855 592.557 2881.564 1613.387 1434.773 310.0641 512.1440
         [,8]     [,9]   [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    2.192    2.396    1.95    1.454    1.477   1.448    2.063    1.486
[2,] 1054.741 1521.350 1894.20 1344.711 1514.230 759.695 1482.770 1248.180
[3,] 1056.768 1282.867 1287.96 1040.339 1147.745 823.108 1356.470 1561.795
       [,16]    [,17]    [,18]   [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.02    2.101    1.845    2.54    2.646    5.132    1.99    4.548
[2,] 1266.00 1867.370 1610.008 2182.13 2088.822 2814.052 1223.26 3452.857
[3,] 1258.40 2008.832 1759.696 2193.02 2034.258 2896.490 1089.81 2764.494
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    2.322   0.2814    2.187    2.725   0.5196    2.135   0.2897
[2,] 1600.864 141.5415 1554.932 1848.481 372.7109 1459.212 181.0970
[3,] 1574.147 149.2727 1722.269 1997.851 296.9607 1588.254 177.1701
        [,31]    [,32]    [,33]    [,34]   [,35]    [,36]    [,37]
[1,]    1.994   0.8736   0.4383    2.161    2.11    1.834    1.781
[2,] 1550.247 443.8108 264.5539 1280.153 1321.90 1382.619  967.132
[3,] 1636.974 493.3604 272.4458 1656.618 1155.96 1322.217 1102.577
        [,38]  [,39]    [,40]  [,41]    [,42]   [,43]   [,44]   [,45]
[1,]    1.592   1.35   0.5966   1.28   0.5287   1.094   1.064   1.526
[2,] 1212.275 756.53 397.6213 726.99 331.0757 598.683 747.408 979.907
[3,] 1010.174 676.70 382.6014 698.30 336.9291 619.722 697.543 960.405
        [,46]    [,47]    [,48]    [,49]   [,50]    [,51]   [,52]    [,53]
[1,]   0.7658    1.311    2.323    2.449    1.55    2.583    2.08   0.9507
[2,] 459.8976 1217.411 1377.764 1501.923 1102.53 1939.611 1270.57 604.2294
[3,] 446.8170 1012.008 1277.711 1444.925  885.28 1566.929 1171.03 495.2186
        [,54]    [,55]    [,56]    [,57]   [,58]    [,59]  [,60]   [,61]
[1,]    1.641    1.589    1.552    1.268   1.572   0.4724    1.7   0.812
[2,] 1671.834 1136.349 1310.616 1294.892 831.174 263.2623 1088.4 395.127
[3,] 1903.189 1362.373 1305.973 1075.896 891.646 248.4131 1420.5 348.983
      [,62]   [,63]    [,64]    [,65]    [,66]   [,67]   [,68]    [,69]
[1,]   1.43   1.209    1.292    1.722   0.6402    1.71   1.267    1.471
[2,] 780.47 705.061 1383.989 1524.429 416.9606 1420.52 794.489 1373.247
[3,] 997.37 670.303 1012.165 1176.239 348.8335 1301.26 616.943 1506.296
        [,70]    [,71]    [,72]    [,73]  [,74]    [,75]    [,76]    [,77]
[1,]   0.7693    1.915    1.306    2.177    1.9    3.541    2.646    1.683
[2,] 531.9957 1023.600 1484.874 1412.270 2139.7 2050.571 2202.710 1991.666
[3,] 471.9998 1153.315 1253.928 1222.761 1722.7 1791.163 1963.600 2236.491
        [,78]    [,79]   [,80]    [,81]   [,82]   [,83]    [,84]    [,85]
[1,]   0.5608    1.723   1.293    2.483   1.149   1.199   0.5394    1.426
[2,] 314.4703 1873.105 749.861 1897.092 741.663 929.203 353.8412 1084.171
[3,] 327.5238 1803.587 734.561 1985.900 675.814 685.770 292.4736 1195.365
       [,86]   [,87]    [,88]    [,89]    [,90]    [,91]    [,92]   [,93]
[1,]   1.084    3.41    2.895   0.5209   0.5861   0.8012   0.8984   1.564
[2,] 749.549 2015.75 1617.264 526.5132 775.1434 539.9579 481.9366 835.337
[3,] 722.171 1837.22 1494.144 655.9407 527.4209 569.8308 545.4593 851.467
        [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.7291   0.4282    6.669    6.009    2.387
[2,] 452.0394 228.7107 4732.507 5038.819 1657.718
[3,] 363.4402 210.2759 5107.155 3720.054 1548.376
[1] "--- VAR model 2017-10-01 19:31:00  completed"
[1] "Completed training sample:  2017-10-01 19:31:00 - 2017-10-02 03:30:00"
[1] "SpVAR;   training sample:  2017-10-01 20:01:00 - 2017-10-02 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.568          0.7293         -8.668        -10.350
           6.754          0.2137          9.234         -8.557
           2.377          1.9854          5.811          1.060
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.660         0.3002         -2.66275           1.4130
         -2.368        -0.8535          0.06985          -3.2907
         -8.524        -1.7773         -1.63063          -0.5259
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.369            1.865          -3.5753          0.05984
           -2.533           -6.511           0.9158         -0.91107
           -2.023            1.298           2.6155         -6.05164
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.778          0.04738          -2.2900           12.806
            2.766          7.18863          -0.8522            7.735
           -0.149          7.04312          -1.7514           11.142
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            6.375            3.658           11.778            4.972
           -2.342           -2.542           -3.064            5.423
           11.266            5.893           -1.961           -4.220
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           18.346            7.752          -11.880           -9.344
           -7.964           -1.160           -4.943          -12.775
            2.555            2.717          -16.311           -8.863
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.9212           -6.424           -8.691           0.1179
           0.2495           -5.708           -2.338           0.2177
          -0.7286           -9.995           -8.390           0.7755
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.1977          0.05469           -2.220          -1.3827
         -12.8459          0.14710          -16.516          -1.6145
          -0.7413         -0.68162           -5.994          -0.7719
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.514           -4.853           -8.243          -8.6896
           -1.178           -9.606           -1.968          -0.7016
           -1.725           -9.877           -6.458         -10.2241
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.380          -3.3271           1.8061           0.3240
            1.650          -2.8990           0.1380          -0.5932
            2.648          -0.5443          -0.4899           1.0812
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.858           2.3835            2.833          -1.9052
           -3.913          -0.5762           -3.562           0.6938
           -1.107           1.2902           -1.696          -3.3717
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9655           1.8749          -1.2560            3.694
           1.1301           0.6666          -0.8276           -5.346
          -1.0091           0.3436          -1.9644            1.222
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -6.037           0.2287           -5.851          7.40931
           -6.214           1.3789           -2.510          1.54035
           -1.616           1.2647           -6.037         -0.06952
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2185            3.645           3.3841          -0.8024
           1.0289           -6.437          -0.8243           3.4460
          -0.1640           -1.700          -3.9740         -10.3180
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.026          -2.5907           0.9899          -0.4141
            1.998           0.3936          -0.2450          -0.3696
            1.517          -0.2400           1.3162           0.9392
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.9343           0.1896           0.7167           -2.641
          -1.4569           6.1206           3.7028           -1.818
           0.4796          -2.1488           2.6194            4.638
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -1.25637          -0.4562          -0.9281          2.61470
          0.00986          -0.2945          -1.5239         -0.00261
          5.84014          -0.5886           4.1369          1.53966
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.225           0.6447          -0.3492         -0.22705
           -2.757           1.5228           7.3710         -0.01118
            5.381           1.1295           3.4760          7.53204
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.246          -0.3096          -2.9788           11.172
            4.511           2.2343          -4.8929           -8.953
            2.587           3.9693           0.9802            3.076
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.410           0.8409            4.520          -3.0130
           -2.857          -0.7571            6.611           2.9670
            1.482          -1.1880           -7.770           0.6612
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.9432           -1.239           -2.188           1.1039
           6.4228           -1.048           -2.799           0.7891
         -10.0718            1.142           -1.506           0.6846
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.2734            2.167           -3.085           -2.519
          -5.2431           -3.912            5.600           -5.695
          -1.0858            2.145            1.192           -0.737
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.0912           1.5552           0.8103           0.8411
           1.7644           0.2658           0.7778           0.6081
          -0.3358          -0.3283          -2.4199          -1.9102
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.4055          -0.7935          -0.1131            94.68
          -2.7458          -0.2495          -1.2678            83.35
           0.9242          -1.2653          -0.9277            79.87
 rnd_95776.volume rnd_95787.volume
          -15.987           -9.357
           -2.265          -11.979
          -19.035           -2.789
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.229 0.7305 3.731 1.303 1.800 0.3620 0.7071 1.509 1.650 1.422 0.9798
[2,] 1.607 0.9137 4.709 1.753 2.082 0.4599 0.8394 1.747 2.114 2.039 1.4811
[3,] 1.863 1.0454 5.323 2.130 2.391 0.5306 0.9583 1.992 2.393 2.359 1.7018
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.076 1.080 1.537 1.214 1.559 1.581 1.357 1.838 1.862 3.591 1.490
[2,] 1.609 1.295 1.989 1.624 1.961 2.209 1.941 2.738 2.605 4.413 1.840
[3,] 1.863 1.449 2.344 2.136 2.231 2.754 2.430 3.354 3.120 4.924 2.068
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.007 1.609 0.1957 1.428 1.794 0.3903 1.316 0.2130 1.121 0.6469
[2,] 3.855 2.033 0.2326 1.884 2.250 0.4963 1.770 0.2593 1.594 0.7720
[3,] 4.442 2.373 0.2586 2.329 2.750 0.5564 2.117 0.2931 2.003 0.8876
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40] [,41]  [,42]
[1,] 0.3257 1.386 1.275 1.278 1.311 1.083 0.9108 0.3903 0.853 0.3679
[2,] 0.3878 1.773 1.638 1.568 1.558 1.510 1.0799 0.4955 1.059 0.4536
[3,] 0.4534 2.085 1.864 1.859 1.801 1.771 1.1758 0.5813 1.206 0.5351
      [,43]  [,44] [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.7215 0.7222 1.082 0.5580 0.9385 1.744 1.680 1.120 1.881 1.439
[2,] 0.8565 0.9185 1.352 0.6904 1.3672 2.065 2.065 1.479 2.454 1.830
[3,] 1.0080 1.0824 1.592 0.7867 1.6382 2.317 2.377 1.653 2.784 2.083
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]
[1,] 0.7167 1.139 1.171 1.173 0.9837 1.184 0.3293 1.261 0.6129 1.095
[2,] 0.8819 1.728 1.516 1.612 1.4346 1.361 0.4007 1.604 0.7347 1.267
[3,] 0.9873 2.285 1.875 1.972 1.7015 1.519 0.4608 1.992 0.8016 1.544
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72]
[1,] 0.8491 0.8966 1.167 0.4813 1.214 0.9114 1.112 0.5448 1.418 1.029
[2,] 1.0298 1.4289 1.738 0.5765 1.726 1.1121 1.578 0.7088 1.642 1.696
[3,] 1.1879 1.6859 1.993 0.6501 1.983 1.2268 2.018 0.8310 1.910 1.970
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.595 1.420 2.582 1.842 1.262 0.3899 1.338 0.9023 1.871 0.8172 0.9191
[2,] 1.958 2.296 3.181 2.684 2.070 0.4737 1.950 1.1445 2.414 1.0241 1.1617
[3,] 2.196 2.674 3.535 3.197 2.771 0.5432 2.527 1.2985 2.940 1.1718 1.3089
      [,84] [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]
[1,] 0.3628 1.007 0.7941 2.452 2.115 0.3478 0.3761 0.5486 0.5926 1.042
[2,] 0.4653 1.382 1.0048 2.933 2.653 0.5076 0.7079 0.7124 0.7280 1.280
[3,] 0.5347 1.709 1.1827 3.304 2.980 0.7045 0.8434 0.8319 0.8401 1.492
      [,94]  [,95] [,96] [,97] [,98]
[1,] 0.4778 0.3436 5.510 4.461 1.686
[2,] 0.5923 0.3994 7.110 6.129 2.154
[3,] 0.6592 0.4434 8.574 6.987 2.495
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    1.56   0.9277    4.737    1.654    2.286   0.4597   0.8979
[2,] 1232.09 653.3199 3421.094 1395.793 1243.862 337.6374 538.4976
[3,] 1123.34 604.6161 2953.269 1440.043 1399.301 315.0483 550.2355
         [,8]     [,9]    [,10]    [,11]    [,12]   [,13]    [,14]
[1,]    1.916    2.095    1.806    1.244    1.366   1.372    1.952
[2,] 1047.050 1574.372 1738.426 1322.009 1424.315 849.473 1502.133
[3,] 1139.042 1333.834 1413.342  997.726 1116.267 774.430 1476.832
        [,15]   [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    1.541    1.98    2.007    1.723    2.334    2.365    4.56    1.892
[2,] 1284.255 1416.35 1836.604 1652.467 2415.216 2168.064 3053.86 1284.413
[3,] 1652.082 1266.50 1958.381 1739.956 2305.659 2044.233 2598.62 1123.946
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    3.818    2.044   0.2486    1.814    2.278   0.4956    1.671
[2,] 2870.992 1479.424 149.5492 1462.180 1616.395 364.9455 1408.594
[3,] 2627.043 1456.730 134.5593 1630.034 1881.783 299.3561 1383.535
        [,30]    [,31]    [,32]    [,33]   [,34]    [,35]    [,36]
[1,]   0.2705    1.423   0.8215   0.4136    1.76    1.619    1.623
[2,] 175.9997 1349.691 501.4189 250.5870 1316.08 1222.999 1080.642
[3,] 162.7253 1443.776 521.2384 279.5398 1305.03 1060.649 1188.640
        [,37]    [,38]   [,39]    [,40]   [,41]    [,42]    [,43]    [,44]
[1,]    1.664    1.375   1.157   0.4956   1.083   0.4672   0.9162   0.9171
[2,] 1002.441 1252.194 690.671 363.3209 746.624 315.7505 549.4324 675.5331
[3,] 1075.560 1102.754 553.724 361.8501 687.562 337.9803 632.6465 681.5999
       [,45]    [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]   1.374   0.7085    1.192    2.215    2.134    1.423    2.389
[2,] 964.490 484.0632 1183.396 1315.062 1429.110 1149.241 1876.484
[3,] 999.752 448.7373 1074.150 1251.522 1401.136  879.433 1564.398
        [,52]    [,53]    [,54]    [,55]    [,56]    [,57]   [,58]
[1,]    1.827   0.9101    1.446    1.487    1.489    1.249   1.503
[2,] 1346.393 611.6837 1547.205 1146.985 1316.415 1242.934 799.443
[3,] 1183.982 528.2205 1779.217 1311.793 1351.881 1088.981 803.385
        [,59]    [,60]    [,61]   [,62]   [,63]    [,64]    [,65]    [,66]
[1,]   0.4181    1.601   0.7782    1.39   1.078    1.139    1.481   0.6112
[2,] 271.8970 1180.394 482.3897  759.42 693.585 1324.311 1534.223 377.6080
[3,] 270.8412 1404.901 381.4115 1050.00 704.895 1065.039 1160.408 357.7071
        [,67]   [,68]    [,69]    [,70]  [,71]    [,72]    [,73]    [,74]
[1,]    1.542   1.157    1.412   0.6918    1.8    1.307    2.025    1.804
[2,] 1459.479 758.477 1332.229 539.7502  984.6 1604.799 1353.138 2147.164
[3,] 1163.390 616.397 1497.999 516.3571 1162.0 1192.293 1181.340 1632.688
        [,75]    [,76]    [,77]    [,78]    [,79]   [,80]    [,81]   [,82]
[1,]    3.279    2.339    1.602   0.4951    1.699   1.146    2.376   1.038
[2,] 2211.185 2323.051 1953.268 320.1566 1689.427 838.046 1815.362 734.662
[3,] 1834.166 2067.397 2192.776 316.5295 1912.312 730.095 1998.324 677.876
       [,83]    [,84]    [,85]   [,86]    [,87]    [,88]    [,89]    [,90]
[1,]   1.167   0.4608    1.279   1.008    3.114    2.686   0.4417   0.4775
[2,] 845.694 346.7896 1126.698 732.934 1914.263 1906.236 440.0076 713.8130
[3,] 717.775 313.4259 1196.496 742.399 1810.408 1615.619 581.4344 545.7113
        [,91]    [,92]   [,93]    [,94]    [,95]    [,96]    [,97]
[1,]   0.6967   0.7525   1.323   0.6068   0.4363    6.997    5.665
[2,] 540.8123 503.2962 884.625 416.5548 242.3807 5349.075 5001.449
[3,] 511.5089 498.9859 913.226 344.5293 229.2885 5702.425 3994.929
        [,98]
[1,]    2.141
[2,] 1594.963
[3,] 1500.101
[1] "--- VAR model 2017-10-01 20:01:00  completed"
[1] "Completed training sample:  2017-10-01 20:01:00 - 2017-10-02 04:00:00"
[1] "SpVAR;   training sample:  2017-10-01 20:31:00 - 2017-10-02 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.2717          1.6383         -11.82         -10.18
         -2.0134          1.5384         -19.64         -12.17
          0.3323          0.9957         -16.05          -9.98
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.236        -0.6858          -0.1412          -0.6400
         -4.919        -0.2940          -1.3108           0.3639
        -12.248        -0.2386           0.6099          -2.8309
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.112          -3.5439           1.8015           0.4383
           -1.287          -0.9161          -1.2530          -3.0856
           -3.336          -2.4602           0.6081          -2.2080
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.0423            16.38            1.569            7.513
          -1.5372            13.39           -3.284            1.826
           0.7306            17.93           -1.715            9.695
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.266           -3.220           -1.296            5.659
           -4.453            2.049            3.393            4.320
            1.956           -4.942           -4.241            4.190
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.986           1.0884           -20.29           -15.22
          -14.916           2.9544           -19.29           -11.20
          -19.125          -0.4158           -19.34           -10.35
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4501           -11.78          -17.285           2.2165
           0.3471           -10.23          -12.976           1.1127
           0.5402           -13.47           -9.932           0.8604
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.548          -0.8491           -14.99          -0.5756
          -11.343          -0.6664           -14.53          -4.8577
          -10.543          -0.3834           -11.03          -3.6105
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.384          -16.048          -14.880           -12.66
           -1.998           -8.439           -8.729           -12.00
           -1.674          -11.439          -13.182           -11.67
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.367           0.2129           -1.850            1.225
            1.066           1.6599           -2.375            0.110
           -1.855          -4.6548           -1.443           -0.034
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.3031           0.0112           -5.375           -5.969
           0.3393          -0.4057           -4.807           -7.467
           0.2004           0.3364           -5.063           -7.518
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.1447           1.2022           -3.889           0.4354
           0.7563          -0.4280           -3.118           0.4314
           2.6391          -0.2109           -2.223           2.9978
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -4.00954          -0.9991           -7.951          -1.2762
         -3.90482          -2.3917           -7.157           0.3536
          0.04371          -4.1291            2.024          -0.2952
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.01709           -3.728          -0.9298           -5.631
          0.41422           -6.240           0.6034            2.792
         -0.13377           -1.044          -2.8817           -5.068
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1163          -1.1583           1.2313          -2.5938
          -1.7176           4.7595          -0.3629          -2.9758
          -1.7845          -0.2527           1.0590           0.5929
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2879           -4.049          0.06293          -0.1013
           0.3616            1.191          0.26576          -3.5987
          -0.2059           -2.438          1.86856          -0.2194
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          3.46551          -0.5706            4.941            1.174
         -0.03818           0.9345           -2.655            1.450
          1.90002           1.5233            2.844            1.572
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.608           0.9875          -0.2524           -4.068
            3.454           0.4309          -2.9255           -1.651
           -1.818           1.6797           2.2174           -1.971
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.165           0.6049           -3.923            2.066
           -1.357          -1.6699            2.866           -4.101
            1.927          -0.4983            4.404            1.179
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.082          -0.2147           1.4702           1.6092
           -5.250           1.7480           0.5373          -0.4654
            0.858           0.4878          -0.6126           0.4150
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.05971            2.392            0.119          0.34443
          4.35969            1.945           -1.973          0.05044
         -6.53716            1.740           -4.577         -0.23775
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.600            1.921            4.331            7.445
            2.893            1.349            3.300            0.119
           -2.446           -0.100            8.480           -2.305
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.02215           1.0459          1.14314           1.7945
          0.80844           0.4796         -0.09833          -2.4871
         -0.06152          -1.4605         -1.28162           0.9737
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         1.886306          0.07830          -0.8125            110.4
        -3.738551          1.79245          -0.4638            113.5
        -0.002389         -0.06644          -1.8968            114.2
 rnd_95776.volume rnd_95787.volume
          -13.631           -12.58
          -17.218           -14.01
           -1.054           -12.69
Standard Errors of predictions:  
       [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]
[1,] 0.9823 0.7120 3.518 1.066 1.619 0.3449 0.6606 1.433 1.584 1.233
[2,] 1.4058 0.8693 4.418 1.417 1.866 0.4275 0.7900 1.651 1.961 1.972
[3,] 1.6243 0.9709 4.986 1.734 2.108 0.4859 0.9014 1.853 2.283 2.238
      [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
[1,] 0.9555 1.088 1.018 1.739 1.209 1.477 1.497 1.216 1.850 1.816 3.232
[2,] 1.3793 1.567 1.212 2.096 1.515 1.825 2.038 1.815 2.526 2.481 3.874
[3,] 1.5685 1.810 1.353 2.474 2.047 2.026 2.530 2.200 3.082 2.995 4.416
     [,22] [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 1.514 2.470 1.279 0.1934 1.279 1.510 0.3833 1.170 0.1987 1.028 0.6444
[2,] 1.802 3.263 1.654 0.2250 1.657 1.843 0.4858 1.583 0.2384 1.386 0.7629
[3,] 2.025 3.905 1.929 0.2500 2.049 2.234 0.5490 1.893 0.2711 1.672 0.8619
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3118 1.284 1.110 1.057 1.315 1.021 0.8223 0.3612 0.7266 0.2944
[2,] 0.3671 1.627 1.428 1.345 1.565 1.415 0.9576 0.4456 0.9326 0.3873
[3,] 0.4252 1.872 1.664 1.580 1.780 1.654 1.0816 0.5140 1.0697 0.4536
      [,43]  [,44] [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.6772 0.6240 1.113 0.4990 0.8866 1.618 1.667 1.098 1.677 1.380
[2,] 0.7707 0.7843 1.348 0.6167 1.2635 1.943 1.966 1.426 2.222 1.713
[3,] 0.8918 0.8990 1.564 0.6975 1.4970 2.197 2.243 1.622 2.605 1.924
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]
[1,] 0.6899 1.163 1.108 1.054 0.9586 1.061 0.3563 1.195 0.6004 1.033
[2,] 0.8367 1.661 1.378 1.451 1.3953 1.246 0.4163 1.484 0.7134 1.205
[3,] 0.9422 2.137 1.712 1.803 1.6474 1.404 0.4778 1.833 0.7910 1.450
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71]  [,72]
[1,] 0.7650 0.8659 1.098 0.4641 1.185 0.8681 1.082 0.4976 1.212 0.9327
[2,] 0.9716 1.3474 1.598 0.5670 1.633 1.0515 1.466 0.6529 1.452 1.5547
[3,] 1.1005 1.6126 1.868 0.6325 1.895 1.1687 1.858 0.7671 1.680 1.8220
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.446 1.330 2.370 1.702 1.186 0.3546 1.295 0.7711 1.776 0.7155 0.8634
[2,] 1.788 2.010 2.975 2.472 1.987 0.4452 1.893 0.9509 2.250 0.8707 1.0599
[3,] 2.006 2.341 3.359 2.960 2.548 0.5129 2.406 1.1052 2.790 0.9911 1.2486
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]
[1,] 0.3122 0.9762 0.7826 2.324 1.947 0.2905 0.3216 0.4753 0.4756 0.972
[2,] 0.3983 1.3571 0.9480 2.696 2.395 0.4509 0.5998 0.6053 0.5792 1.214
[3,] 0.4586 1.6554 1.0798 2.978 2.718 0.6057 0.7200 0.7110 0.6980 1.387
      [,94]  [,95] [,96] [,97] [,98]
[1,] 0.4030 0.3466 5.856 4.202 1.430
[2,] 0.5015 0.4138 7.485 5.709 1.854
[3,] 0.5664 0.4520 8.949 6.691 2.153
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]     [,7]    [,8]
[1,]    1.247   0.9042    4.467    1.354    2.056   0.438   0.8389    1.82
[2,] 1242.527 616.2537 3301.601 1152.031 1145.663 312.007 535.4374 1012.88
[3,] 1005.407 534.3315 2856.317 1235.637 1211.313 285.392 536.2014 1039.11
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    2.011    1.566    1.213    1.382   1.293    2.208    1.535
[2,] 1429.963 1901.032 1229.183 1393.499 813.541 1447.190 1127.268
[3,] 1442.379 1308.876  922.786 1120.253 742.965 1623.146 1702.002
        [,16]  [,17]    [,18]    [,19]    [,20]    [,21]    [,22]    [,23]
[1,]    1.875    1.9    1.544    2.349    2.306    4.104    1.922    3.137
[2,] 1325.512 1709.5 1665.147 2125.511 2089.077 2639.190 1207.540 2634.012
[3,] 1087.526 1852.1 1536.423 2182.447 2071.592 2619.009 1141.586 2651.437
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    1.624   0.2456    1.624    1.918   0.4868    1.486   0.2523
[2,] 1296.725 141.9746 1300.395 1305.600 368.6762 1318.332 162.7470
[3,] 1226.713 134.5524 1490.528 1560.410 316.1426 1281.483 159.5271
        [,31]    [,32]    [,33]   [,34]    [,35]    [,36]   [,37]    [,38]
[1,]    1.305   0.8183   0.3959    1.63    1.409    1.343    1.67    1.297
[2,] 1148.993 504.5905 239.4364 1234.01 1109.814 1026.777 1048.03 1210.727
[3,] 1154.817 495.6939 265.2801 1144.36 1056.157 1024.138 1048.46 1057.408
       [,39]    [,40]    [,41]    [,42]    [,43]    [,44]   [,45]    [,46]
[1,]   1.044   0.4587   0.9226   0.3739   0.8599   0.7924   1.414   0.6336
[2,] 606.387 322.4929 722.4575 310.8720 454.8370 587.0616 939.494 447.7829
[3,] 621.233 316.5435 647.4990 291.8979 554.4047 542.9589 980.814 402.6767
        [,47]    [,48]    [,49]    [,50]   [,51]    [,52]   [,53]    [,54]
[1,]    1.126    2.054    2.117    1.394    2.13    1.753   0.876    1.477
[2,] 1112.334 1329.215 1288.372 1124.150 1800.73 1252.939 585.060 1466.015
[3,]  991.974 1267.031 1334.614  955.363 1679.76 1084.032 535.095 1661.744
        [,55]    [,56]    [,57]   [,58]    [,59]    [,60]    [,61]   [,62]
[1,]    1.407    1.339    1.217   1.347   0.4524    1.518   0.7624   1.312
[2,] 1011.344 1231.124 1252.844 808.288 266.1261 1085.765 476.1863 765.096
[3,] 1255.393 1323.695 1082.163 799.468 289.6402 1329.362 422.0198 998.399
        [,63]  [,64]    [,65]    [,66]    [,67]   [,68]    [,69]    [,70]
[1,]   0.9715    1.1    1.395   0.5894    1.505   1.102    1.374   0.6319
[2,] 740.0417 1275.6 1434.855 402.4239 1388.424 733.200 1222.515 522.3082
[3,] 638.5189 1094.7 1193.825 346.3990 1187.988 630.276 1410.610 497.5379
        [,71]    [,72]    [,73]    [,74]   [,75]    [,76]    [,77]
[1,]    1.539    1.184    1.836    1.689    3.01    2.161    1.506
[2,]  986.511 1536.951 1298.380 1861.527 2222.17 2215.708 1969.791
[3,] 1044.313 1173.900 1124.863 1482.659 1927.42 2011.613 1970.324
        [,78]    [,79]    [,80]    [,81]    [,82]   [,83]    [,84]   [,85]
[1,]   0.4503    1.645   0.9791    2.255   0.9086   1.096   0.3965    1.24
[2,] 332.5181 1705.848 687.5756 1706.772 613.1779 759.728 305.6172 1164.93
[3,] 314.7249 1835.759 695.8951 2039.140 584.9171 815.373 280.6911 1171.28
        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]   [,92]   [,93]
[1,]   0.9937    2.951    2.473   0.3689   0.4084   0.6035   0.604   1.234
[2,] 661.1582 1689.157 1723.983 426.1318 625.5658 463.2422 408.339 898.929
[3,] 638.8201 1563.897 1587.615 499.6082 492.2812 460.9074 481.355 828.054
        [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.5117   0.4401    7.436    5.335    1.816
[2,] 368.8796 279.3318 5759.965 4775.284 1458.296
[3,] 325.1740 224.8693 6061.922 4311.181 1351.524
[1] "--- VAR model 2017-10-01 20:31:00  completed"
[1] "Completed training sample:  2017-10-01 20:31:00 - 2017-10-02 04:30:00"
[1] "SpVAR;   training sample:  2017-10-01 21:01:00 - 2017-10-02 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7242          2.4911         -28.22         -17.83
         -1.6803          1.3035         -10.90         -20.98
          0.5246         -0.4478         -17.80         -23.00
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.52         2.0247          -2.2693           0.2059
         -15.15         0.7300           1.1663          -0.4410
         -19.57         0.1897          -0.4153          -2.3748
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.239           -0.566        -0.013806           -7.120
           -6.331           -1.832         0.779213           -1.295
           -1.421           -2.651        -0.005241           -8.247
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.0971            17.75          -2.6406           13.047
          -2.3693            20.94           0.3387            9.991
          -2.8471            16.86          -3.1385            7.018
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.777           -0.948            4.616           11.753
           -1.700           -7.011           -7.816            1.484
           -2.467            5.681           -1.144            2.030
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -28.91        -5.920069           -42.70           -21.27
           -18.55         0.003344           -39.80           -20.39
           -17.41        -2.375787           -41.73           -17.59
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4632           -25.33           -18.80          -0.1941
          -0.5770           -20.81           -30.08          -1.2261
          -0.4893           -18.02           -20.26          -1.4574
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -17.21          -1.2681           -19.81           -4.512
           -20.81          -1.1619           -18.02           -4.197
           -22.48          -0.5228           -19.21           -5.182
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.702           -20.93           -13.80           -15.53
           -3.116           -18.47           -18.29           -16.58
           -2.712           -19.39           -18.61           -18.54
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           7.8103            2.974         -3.41737          0.04115
           3.0374            6.853         -0.63785          1.54713
          -0.7192            1.627         -0.08064          1.17366
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          3.40784           0.6601           -10.41          -10.363
         -0.30953          -1.2264            -8.18           -8.825
          0.05237           0.6423            -7.83          -10.143
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7036         -0.45032           -4.452           7.4041
           3.2786         -0.73642           -6.401          -0.3887
           1.9530          0.05757           -4.213           5.3199
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.3483           -2.094          -0.1657           -0.828
          -0.2845            2.692           3.2546           -2.307
           1.5555           -2.899          -3.6034           -1.677
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2320           0.6517           -5.386           -3.176
          -1.1091          -8.7711           -2.099           -0.319
           0.4144           1.4952           -1.632           -7.545
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.044          -0.4472           0.4261            1.690
           -5.267          -1.3746           0.2008           -2.253
           -4.545           1.1249          -0.4432           -2.147
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.5907            1.335           3.3878          0.06834
          -0.8709           -2.553          -0.1407          3.12915
          -0.1050           -1.765          -1.8589         -0.56538
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.5465           1.5467            3.500           1.3470
           6.0590           0.7652            4.225           1.3871
          -4.4368           0.3103           -2.184           0.5784
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.935           2.9663          -3.4972          -0.3468
            2.287           0.1165           2.4675          -3.3330
            2.121           0.7940          -0.3368           3.6150
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.245           -3.044            7.023           -0.154
           -1.109           -3.460            8.783            2.831
            1.404            0.845           11.393            8.072
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.547           0.7039            4.511           0.6132
            2.002          -0.3805            3.407          -0.1604
            4.926           0.2645            1.500          -1.2129
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.5317           -1.223          1.66446          -0.4873
           6.6945            1.742         -0.52428           0.5273
          -0.3104            1.794         -0.06713           0.5423
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.485           1.8953          -0.5124           -1.534
            5.044           1.6073           8.6487            1.629
            6.773          -0.7872          -1.1564           -5.395
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.66297           0.1795          0.02886           1.2186
         -0.01651           0.9501          2.01502           0.9021
          1.20123           0.8195         -0.24395          -0.2641
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           6.3231          -0.1440          -0.8698            120.3
          -1.2556           0.9046          -0.8004            107.6
          -0.9581           1.0708          -1.8316            125.5
 rnd_95776.volume rnd_95787.volume
          -14.657           -18.88
            9.829           -20.09
           -8.513           -16.93
Standard Errors of predictions:  
       [,1]   [,2]  [,3]   [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]
[1,] 0.9791 0.6705 3.313 0.9411 1.490 0.2930 0.6596 1.336 1.650 1.261
[2,] 1.3454 0.8136 4.093 1.2611 1.692 0.3656 0.7762 1.599 1.979 1.947
[3,] 1.5375 0.9360 4.663 1.5828 1.863 0.4218 0.8794 1.797 2.251 2.205
      [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
[1,] 0.9737 1.064 0.996 1.802 1.169 1.446 1.263 1.166 1.821 1.777 3.138
[2,] 1.3534 1.590 1.194 2.236 1.466 1.752 1.805 1.712 2.381 2.369 3.697
[3,] 1.5361 1.867 1.316 2.606 1.976 1.965 2.357 2.141 2.904 2.845 4.162
     [,22] [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30]  [,31]
[1,] 1.471 2.116 1.206 0.1776 1.163 1.226 0.3499 1.036 0.2085 0.8929
[2,] 1.730 2.728 1.511 0.2075 1.507 1.533 0.4473 1.402 0.2500 1.1975
[3,] 1.974 3.154 1.786 0.2326 1.841 1.885 0.5172 1.662 0.2795 1.4213
      [,32]  [,33] [,34] [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]
[1,] 0.6278 0.3001 1.062 1.012 0.9973 1.442 1.012 0.8397 0.3289 0.6778
[2,] 0.7386 0.3710 1.353 1.301 1.2121 1.686 1.383 0.9741 0.4079 0.8916
[3,] 0.8398 0.4167 1.603 1.547 1.4269 1.886 1.613 1.0803 0.4774 1.0186
      [,42]  [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.2710 0.6374 0.5535 1.025 0.4941 0.867 1.503 1.633 1.028 1.651 1.279
[2,] 0.3456 0.7351 0.7057 1.251 0.6158 1.177 1.820 1.913 1.335 2.182 1.558
[3,] 0.4020 0.8288 0.8252 1.466 0.6860 1.349 2.082 2.146 1.517 2.535 1.753
      [,53] [,54] [,55]  [,56]  [,57]  [,58]  [,59] [,60]  [,61] [,62]
[1,] 0.6826 1.154 1.048 0.9937 0.9021 0.9918 0.3722 1.046 0.5876 1.007
[2,] 0.8143 1.623 1.301 1.3359 1.2945 1.2021 0.4258 1.337 0.7001 1.167
[3,] 0.9126 2.111 1.612 1.7022 1.5653 1.3418 0.4891 1.705 0.7653 1.394
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71]  [,72]
[1,] 0.7958 0.8712 1.092 0.4485 1.154 0.8341 1.072 0.5017 1.219 0.9298
[2,] 0.9485 1.3555 1.616 0.5631 1.603 0.9676 1.461 0.6427 1.409 1.5056
[3,] 1.0489 1.5243 1.781 0.6332 1.832 1.1252 1.870 0.7494 1.584 1.7295
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.448 1.387 2.204 1.657 1.170 0.3191 1.206 0.7423 1.596 0.6724 0.8365
[2,] 1.800 2.025 2.650 2.214 1.781 0.3788 1.752 0.9227 2.043 0.8108 1.0052
[3,] 1.973 2.336 2.962 2.640 2.247 0.4298 2.069 1.0260 2.461 0.9481 1.1599
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]
[1,] 0.3519 0.9545 0.7156 2.295 1.884 0.2573 0.2738 0.4136 0.4186 0.9631
[2,] 0.4270 1.3375 0.8916 2.648 2.333 0.3750 0.5401 0.5291 0.5109 1.1732
[3,] 0.4663 1.6530 1.0149 2.971 2.596 0.5134 0.6523 0.6201 0.6302 1.3243
      [,94]  [,95] [,96] [,97] [,98]
[1,] 0.3848 0.3332 6.001 3.993 1.262
[2,] 0.4872 0.3979 7.930 5.480 1.706
[3,] 0.5532 0.4394 9.510 6.199 1.980
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]    [,5]    [,6]     [,7]    [,8]
[1,]    1.243   0.8515    4.207    1.195   1.892   0.372   0.8376   1.696
[2,] 1016.780 507.7553 2647.744  924.963 884.311 240.941 450.7661 967.716
[3,]  820.025 509.8602 2462.268 1054.027 859.173 231.893 455.5137 904.083
         [,9]    [,10]    [,11]    [,12]   [,13]    [,14]    [,15]
[1,]    2.096    1.602    1.236    1.351   1.265    2.289    1.485
[2,] 1203.202 1634.620 1035.657 1302.278 725.502 1459.043  973.757
[3,] 1183.048 1140.498  800.647 1078.606 609.149 1473.266 1460.848
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    1.836    1.604    1.481    2.312    2.257    3.985    1.868
[2,] 1090.105 1421.740 1380.308 1690.282 1725.580 2152.399 1002.642
[3,]  980.586 1668.996 1417.476 1831.523 1735.724 2106.959 1047.292
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    2.687    1.532   0.2255    1.477    1.557   0.4444    1.316
[2,] 1896.184 1002.722 118.3903 1056.280 1013.890 307.0045 1040.262
[3,] 1744.658 1048.185 115.7213 1165.813 1209.745 286.1593  984.504
        [,30]   [,31]    [,32]    [,33]   [,34]   [,35]   [,36]   [,37]
[1,]   0.2647   1.134   0.7972   0.3811   1.349   1.285   1.266   1.831
[2,] 152.0100 879.261 428.6436 240.3161 923.536 900.407 759.176 963.290
[3,] 137.8000 843.497 440.5594 209.0704 947.818 923.576 829.597 931.249
        [,38]   [,39]    [,40]    [,41]    [,42]    [,43]    [,44]   [,45]
[1,]    1.286   1.066   0.4177   0.8607   0.3441   0.8094   0.7028   1.301
[2,] 1038.311 543.902 265.7292 638.3714 236.3365 403.4054 482.4476 789.924
[3,]  913.910 514.677 273.3008 542.6960 226.3061 421.8965 471.2243 843.369
        [,46]   [,47]    [,48]    [,49]   [,50]    [,51]   [,52]    [,53]
[1,]   0.6274   1.101    1.908    2.074   1.306    2.097   1.625   0.8668
[2,] 404.8942 877.145 1131.852 1097.489 938.481 1571.492 978.989 489.1937
[3,] 333.1163 726.243 1114.189 1072.734 792.130 1422.561 885.681 453.9830
        [,54]    [,55]    [,56]    [,57]   [,58]    [,59]    [,60]
[1,]    1.466    1.331    1.262    1.146   1.259   0.4727    1.328
[2,] 1257.766  849.418  983.769 1022.983 748.587 227.8784  918.024
[3,] 1486.337 1048.540 1162.529  969.766 656.841 265.0723 1164.930
        [,61]   [,62]  [,63]    [,64]    [,65]    [,66]    [,67]   [,68]
[1,]   0.7462   1.279   1.01    1.106    1.387   0.5696    1.466   1.059
[2,] 419.2453 649.896 568.85 1144.242 1312.974 375.1876 1225.872 540.393
[3,] 340.6274 839.498 493.25  768.238  823.463 319.0633  977.205 632.842
        [,69]    [,70]   [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    1.362   0.6371   1.547    1.181    1.839    1.761    2.799
[2,] 1092.628 442.5854 779.646 1304.854 1177.127 1626.337 1621.983
[3,] 1286.542 424.6556 797.254  937.752  891.386 1283.337 1457.393
        [,76]    [,77]    [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    2.104    1.485   0.4052    1.531   0.9425    2.026   0.8538
[2,] 1618.084 1480.066 224.9676 1400.530 603.9218 1406.262 499.2110
[3,] 1584.286 1509.610 223.8122 1213.775 494.3212 1510.683 541.4739
       [,83]    [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]   1.062   0.4468    1.212   0.9087    2.914    2.392   0.3267
[2,] 614.195 266.5198 1032.422 586.0758 1455.647 1515.926 300.6229
[3,] 637.667 206.3733 1070.362 534.2505 1485.481 1255.160 386.4046
        [,90]    [,91]    [,92]   [,93]    [,94]    [,95]   [,96]   [,97]
[1,]   0.3477   0.5253   0.5316   1.223   0.4886   0.4231    7.62    5.07
[2,] 512.9890 363.6056 322.6029 738.269 329.2581 239.5796 5711.43 4135.84
[3,] 402.9539 356.2498 406.7090 676.924 288.8466 205.4902 5784.32 3191.99
        [,98]
[1,]    1.602
[2,] 1265.692
[3,] 1107.932
[1] "--- VAR model 2017-10-01 21:01:00  completed"
[1] "Completed training sample:  2017-10-01 21:01:00 - 2017-10-02 05:00:00"
[1] "SpVAR;   training sample:  2017-10-01 21:31:00 - 2017-10-02 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.719         -0.8249         -12.55         -11.19
          -1.404         -1.6985         -22.38         -18.87
           6.105          3.6124         -16.45         -11.66
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.7146       -0.45393         -2.20957         -10.1159
        -4.6394       -3.97288          0.05321          -2.5189
       -14.2719       -0.09095          0.66906           0.9325
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.295            5.374            7.634            2.732
            2.838           -8.466           -2.738          -19.364
           -4.371            1.976            5.708           -1.019
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         1.240761            52.03            6.282            5.611
         0.005644            22.23            3.275            3.718
         4.629103            45.08           -4.199           22.180
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.284          -10.085           16.246            6.963
            4.809           13.161           -2.407           -2.696
            6.818            1.838            6.027           26.339
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -12.82          -13.246             3.27          -20.634
           -23.28           -7.414           -17.20           -9.531
           -16.29           -8.434           -10.07          -10.717
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1192          -17.006           -23.84           -3.186
           0.7308           -6.132           -14.71           -2.372
          -0.3658          -13.146           -21.70           -6.401
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.511           0.1967           -10.56            5.070
          -11.207           1.0596           -15.65           -2.486
           -2.163           0.1292           -14.00            5.518
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.8833            3.858           -9.106          -8.0705
          -1.6999           -2.490           -4.108           0.7499
          -0.9653          -18.077          -18.540         -19.9959
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           15.849           4.6066          -1.2665          -0.9342
            5.114          10.5802           0.8598           2.0267
            8.376           0.9082           4.4077           2.6252
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.668          -0.1825          -2.4075          -7.8015
            6.923           1.2706           0.2169           2.0907
            1.601           1.6746          -2.0113          -0.9968
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.673           3.7372           2.9186          -0.8214
            4.940          -0.4319          -0.1065          -1.5138
            2.744           2.4896           3.0521           2.6657
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.084            1.295            9.928           -4.080
           -7.200           -4.298            6.971           -3.342
           -7.416           -2.643          -12.495           -0.472
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2311            8.506           -1.896           0.9398
           1.5264           -2.994            1.746          -3.4908
          -3.8930            5.059            6.638          -4.0179
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.9297         -12.3221           -0.657           -2.697
           2.8520          -0.1118           -1.459            3.604
          -0.4894           0.8057            2.555           -3.518
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.778          -5.4040           1.1131           -1.331
           -2.115          -0.2862          -3.6747           -5.982
           -1.126          -1.2466           0.7989           -7.929
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.360           -2.325          -0.7652          -1.8139
            0.643            1.032           1.6283          -0.7887
           -4.103            1.412          -1.8671          -3.7249
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.238           2.3664           0.2913          -0.4598
            2.598          -2.0922           7.8633           0.2630
           -1.786           0.3162          -4.4079           7.1742
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
             6.68            7.541            7.027            5.489
             5.48            1.461            5.649           15.990
             1.75           15.563            2.011           10.340
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           21.257          -0.6885           13.219            1.379
            4.975           1.3497            8.091            7.324
            4.934          -1.1223            7.887            1.724
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.136          -4.6652           0.9283          -3.6510
           18.115           2.4813           3.9221          -0.3858
           11.505          -0.7114           2.2211          -0.1943
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.793           1.8869           -1.753            5.912
           13.737          -0.2336           13.127            8.290
            1.569           2.2320            7.910          -13.623
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.9622           1.1515          0.57439           0.3537
           0.7321           0.8936          0.01871          -1.3083
           0.9239          -0.1660         -1.27478           0.7470
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.882           -1.059           0.8554            87.88
           -2.084            4.998           3.3176            99.28
           -2.389           -1.572           0.2429            95.86
 rnd_95776.volume rnd_95787.volume
           29.688          -22.040
          -21.213           -5.838
           -9.004          -12.537
Standard Errors of predictions:  
       [,1]   [,2]  [,3]   [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]
[1,] 0.9744 0.6480 3.221 0.8857 1.406 0.2684 0.6658 1.325 1.624 1.296
[2,] 1.3230 0.7950 3.859 1.2082 1.637 0.3310 0.7930 1.582 1.985 1.852
[3,] 1.4623 0.9079 4.285 1.5289 1.824 0.3792 0.8914 1.825 2.210 2.099
      [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
[1,] 0.9936 1.196 1.003 1.987 1.457 1.529 1.332 1.237 1.695 1.742 3.037
[2,] 1.2903 1.637 1.232 2.430 1.846 1.849 1.993 1.846 2.328 2.401 3.591
[3,] 1.4808 1.906 1.352 2.877 2.282 2.080 2.365 2.317 2.877 2.930 4.046
     [,22] [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30]  [,31]
[1,] 1.503 2.176 1.123 0.2338 1.184 1.069 0.4903 1.028 0.2058 0.9096
[2,] 1.812 2.891 1.437 0.2940 1.560 1.463 0.5790 1.380 0.2471 1.1732
[3,] 2.065 3.390 1.790 0.3449 1.894 1.808 0.6736 1.713 0.2741 1.4737
      [,32]  [,33] [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]
[1,] 0.6387 0.3119 1.015 0.9724 0.8887 1.464 1.059 0.8363 0.3292 0.7104
[2,] 0.7599 0.3853 1.312 1.2257 1.1304 1.697 1.399 0.9841 0.4126 0.9242
[3,] 0.9009 0.4338 1.531 1.4625 1.3329 1.898 1.639 1.1030 0.4634 1.0495
      [,42]  [,43]  [,44] [,45]  [,46]  [,47] [,48] [,49] [,50] [,51]
[1,] 0.2512 0.6275 0.4915 1.005 0.4843 0.8786 1.466 1.538 1.005 1.593
[2,] 0.3339 0.7227 0.6298 1.236 0.5916 1.2625 1.782 1.759 1.283 2.117
[3,] 0.3839 0.8326 0.7544 1.432 0.6739 1.4140 1.975 2.003 1.477 2.441
     [,52]  [,53] [,54] [,55]  [,56]  [,57] [,58]  [,59] [,60]  [,61]
[1,] 1.171 0.6778 1.090 1.018 0.9851 0.8858 1.041 0.3775 1.030 0.5577
[2,] 1.434 0.8142 1.573 1.281 1.3425 1.2989 1.207 0.4331 1.303 0.6685
[3,] 1.644 0.9020 1.958 1.561 1.6588 1.5710 1.353 0.4943 1.656 0.7453
      [,62]  [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71]
[1,] 0.9885 0.7883 0.8835 1.070 0.4606 1.070 0.8311 1.043 0.4654 1.185
[2,] 1.1375 0.9326 1.3233 1.533 0.5700 1.480 0.9565 1.462 0.6077 1.413
[3,] 1.3406 1.0488 1.5153 1.724 0.6250 1.737 1.0560 1.781 0.6986 1.573
      [,72] [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]
[1,] 0.9015 1.468 1.340 2.095 1.567 1.243 0.2790 1.265 0.7229 1.529 0.6987
[2,] 1.4323 1.811 1.927 2.482 2.163 1.758 0.3324 1.670 0.9021 1.925 0.8183
[3,] 1.6512 1.968 2.257 2.752 2.596 2.162 0.3796 2.003 1.0158 2.310 0.9367
      [,83]  [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]
[1,] 0.8353 0.3498 0.9693 0.7271 2.210 1.657 0.2329 0.2819 0.3608 0.3658
[2,] 0.9728 0.4340 1.3841 0.8766 2.565 1.997 0.3075 0.4486 0.4627 0.4463
[3,] 1.1091 0.4828 1.6689 0.9775 2.914 2.230 0.4068 0.5097 0.5183 0.5340
      [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.9391 0.4038 0.3250  6.205 3.812 1.136
[2,] 1.0979 0.4748 0.3896  8.319 5.349 1.495
[3,] 1.2428 0.5272 0.4324 10.040 5.937 1.829
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.237   0.8228    4.09   1.125   1.786   0.3408   0.8455   1.682
[2,] 850.665 437.7233 2020.86 781.064 796.586 184.1705 409.4194 822.571
[3,] 591.955 416.8117 1768.94 890.559 764.698 175.9064 386.9795 863.537
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]   [,15]   [,16]
[1,]    2.062    1.645   1.262    1.519   1.274    2.524    1.85   1.942
[2,] 1083.934 1257.080 782.368 1062.337 679.286 1329.463 1077.74 988.339
[3,]  925.013  939.046 690.680  928.862 530.316 1464.160 1275.79 905.848
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    1.692    1.571    2.152    2.212    3.856   1.908    2.763
[2,] 1408.910 1302.507 1517.303 1570.960 1821.648 962.525 1808.822
[3,] 1209.759 1330.946 1606.070 1595.048 1771.309 940.617 1683.329
        [,24]    [,25]    [,26]    [,27]    [,28]   [,29]    [,30]   [,31]
[1,]    1.426   0.2968    1.503    1.357   0.6226   1.306   0.2613   1.155
[2,]  852.023 169.5257  965.112  950.243 292.8135 874.028 129.9491 704.209
[3,] 1013.856 171.4181 1020.552 1010.060 327.2177 965.046 112.9167 847.679
        [,32]    [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]
[1,]   0.8111   0.3961   1.289   1.235   1.128   1.859   1.345   1.062
[2,] 391.3428 214.9293 790.379 709.264 664.013 816.645 868.488 493.046
[3,] 459.9544 189.5529 749.488 758.442 671.282 806.091 812.057 473.407
        [,40]   [,41]   [,42]    [,43]    [,44]   [,45]   [,46]   [,47]
[1,]   0.4181   0.902   0.319   0.7968   0.6241   1.276   0.615   1.116
[2,] 236.3314 562.011 209.046 340.7321 374.3329 683.857 322.881 861.739
[3,] 200.6479 472.624 180.144 393.0860 394.7592 688.515 306.816 605.126
       [,48]   [,49]   [,50]    [,51]   [,52]    [,53]    [,54]   [,55]
[1,]   1.862   1.954   1.276    2.023   1.487   0.8607    1.384   1.293
[2,] 963.429 810.329 758.368 1324.779 786.853 428.6851 1077.664 738.924
[3,] 809.167 911.346 695.271 1156.442 763.426 369.0482 1108.603 848.469
       [,56]   [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]
[1,]   1.251   1.125   1.322   0.4794   1.308   0.7082   1.255   1.001
[2,] 866.875 903.005 581.087 201.8573 757.888 350.4258 534.908 473.585
[3,] 926.113 839.846 580.147 226.3984 971.778 313.1933 674.315 456.215
       [,64]    [,65]    [,66]   [,67]   [,68]   [,69]   [,70]   [,71]
[1,]   1.122    1.359   0.5848   1.359   1.055   1.324   0.591   1.504
[2,] 936.386 1043.024 319.2527 971.601 449.955 973.295 371.447 731.575
[3,] 701.608  749.719 243.6417 864.957 425.243 967.002 327.451 658.007
        [,72]    [,73]    [,74]    [,75]   [,76]    [,77]    [,78]
[1,]    1.145    1.864    1.702    2.661    1.99    1.578   0.3543
[2,] 1057.895 1009.127 1315.764 1265.233 1416.84 1181.606 171.7833
[3,]  780.888  731.303 1116.338 1128.402 1365.16 1196.119 174.1167
        [,79]   [,80]    [,81]    [,82]   [,83]    [,84]   [,85]    [,86]
[1,]    1.606   0.918    1.942   0.8873   1.061   0.4442   1.231   0.9233
[2,] 1037.195 512.907 1110.767 404.7435 473.924 244.2271 939.141 465.3510
[3,] 1050.675 443.785 1213.731 433.3645 506.337 201.0364 886.380 411.1868
        [,87]    [,88]    [,89]   [,90]    [,91]    [,92]   [,93]    [,94]
[1,]    2.806    2.104   0.2958   0.358   0.4582   0.4645   1.193   0.5128
[2,] 1237.312 1058.817 190.8425 331.670 275.3894 242.9510 540.552 237.4228
[3,] 1315.421  942.694 253.0456 230.047 221.9161 278.6867 553.507 217.7647
        [,95]   [,96]    [,97]    [,98]
[1,]   0.4126    7.88    4.841    1.442
[2,] 204.2921 5266.38 3566.634  924.433
[3,] 178.2605 5342.70 2447.306 1001.562
[1] "--- VAR model 2017-10-01 21:31:00  completed"
[1] "Completed training sample:  2017-10-01 21:31:00 - 2017-10-02 05:30:00"
[1] "SpVAR;   training sample:  2017-10-01 22:01:00 - 2017-10-02 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.581         -3.7312        -35.114        -0.2777
           4.182          0.6544          7.806       -15.0606
           5.509         -2.5045         27.162         3.5883
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.140          2.073           0.9684          -9.0780
          5.564          0.110          -1.0175           3.8689
         -7.196          1.452           3.8962           0.8579
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -10.4937            3.322           13.783           -16.79
           0.9303          -10.790           -1.650           -24.92
           4.8371            3.904           -4.417           -15.04
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.069            46.66            32.00            30.43
            3.662            43.86            13.92            32.65
            5.040            69.20            -2.62            31.65
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          18.1954            9.739           -1.614           -12.61
         -12.6172            8.884           14.120            16.70
          -0.6348          -16.375           -1.066            12.37
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.408          -12.365           -23.47           -2.392
            8.346           -9.909           -31.96           -2.707
           -1.784           -1.399           -18.57          -17.243
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.085           -3.141          -12.300           -1.936
           -1.481            1.102            8.377            6.222
           -1.738          -21.017          -11.145            1.913
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.410            2.802          2.53099           -3.556
          -13.431            1.803         -3.40065            1.179
            4.752           -3.227          0.09437            2.239
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.6277            6.738           18.220          4.24114
           0.2743            8.570            6.686          0.07067
           2.7416           -1.447           -6.105         -0.89226
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -22.622           -7.292            5.235          -1.1351
           -1.739          -10.738            3.737           2.7491
           11.768            9.179            1.057          -0.9474
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.7303            2.098          -1.1708          -16.569
           0.7655            2.444          -0.7515            4.438
          -1.6092            1.515          -1.6190           -2.283
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.356           4.3908            2.662            4.221
            4.753           2.0752           -4.444            8.835
            3.320          -0.1672            1.998           -4.822
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.646           13.100           3.7527          -10.767
           -6.139            1.329           0.5531           10.084
            5.149            1.423          14.1531            7.038
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.274           15.326            9.183            4.400
           -2.141           -7.701           -1.392           12.634
            6.109           10.516           -5.981           -2.461
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.3335            7.752            2.911            2.052
          14.3402            3.103           -2.123            2.935
          -1.0424            3.041            1.253            8.552
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2639          -1.7242           -8.717           -2.076
          -0.4410           0.2302            1.268           -1.083
          -0.6198           7.1773            4.094            1.446
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2186           -1.024           -6.321            1.628
          -3.6487           -1.345            5.013            3.923
          -2.0835            1.279            2.095           -3.219
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.384          -0.3027           -4.558            4.615
           -3.269           3.6363            6.285            4.451
            1.206          -2.9670           12.446            1.794
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.070           -0.645            3.658           -3.558
           11.924           22.227           13.449            8.880
           -8.154           -9.406          -22.840           12.546
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            11.72           0.5057           10.232          0.41163
             5.37           1.3543            4.434         -5.96016
            10.41           1.4675           16.257          0.09108
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           15.947           -6.960          -0.3799          -0.8324
            7.493            5.733          -2.6380          -3.0632
           12.480           -0.115           1.9537           2.8058
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.767         -1.83337           0.2236           -2.942
           -4.786          0.07685           4.9381            9.226
           -2.831         -2.41627          14.4259           -6.154
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.442          -1.6929          -4.9323          -3.0198
           -1.574          -3.5922           1.4171          -0.5685
           -2.788          -0.2526           0.3865          -2.1277
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            5.312          -2.6576           -4.082           127.57
            2.308           0.7831           -3.010            73.23
            1.241          -0.3378           -2.798            98.06
 rnd_95776.volume rnd_95787.volume
           -0.906           -2.447
            7.317           -8.865
           19.691          -13.410
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.046 0.6227 3.132 0.854 1.494 0.2438 0.6652 1.351 1.632 1.352 0.9387
[2,] 1.384 0.7590 3.736 1.294 1.719 0.3153 0.7822 1.700 2.240 1.945 1.2359
[3,] 1.596 0.8473 4.246 1.769 2.060 0.3552 0.8716 1.967 2.550 2.235 1.4512
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.191 0.9705 2.143 1.975 1.709 1.328 1.253 1.609 1.495 2.956 1.485
[2,] 1.705 1.2032 2.575 2.566 1.951 2.001 1.871 2.219 2.289 3.551 1.751
[3,] 2.012 1.3364 3.009 3.177 2.192 2.419 2.370 2.699 2.828 4.094 1.971
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30]  [,31]  [,32]
[1,] 2.505 1.240 0.2354 1.416 1.218 0.5453 1.137 0.2349 0.9205 0.7105
[2,] 3.265 1.668 0.3016 1.931 1.800 0.6916 1.557 0.2892 1.2687 0.8894
[3,] 4.003 2.022 0.3537 2.370 2.269 0.8279 2.009 0.3388 1.7241 0.9995
      [,33] [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3874 1.059 0.9112 0.8447 1.458 1.061 0.7738 0.2968 0.6720 0.2342
[2,] 0.4606 1.336 1.2245 1.1027 1.789 1.399 0.9631 0.3712 0.9039 0.3036
[3,] 0.5237 1.701 1.4946 1.3242 2.054 1.660 1.0781 0.4320 1.0093 0.3502
      [,43]  [,44]  [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.6823 0.6838 0.9907 0.5036 0.9525 1.542 1.466 0.952 1.516 1.088
[2,] 0.8385 0.8816 1.2159 0.5969 1.2711 1.798 1.726 1.164 2.017 1.350
[3,] 1.0005 1.0403 1.4095 0.6846 1.4556 1.982 1.966 1.362 2.333 1.527
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61]  [,62]
[1,] 0.6582 1.085 1.068 1.005 0.8398 1.039 0.4172 1.045 0.5837 0.9846
[2,] 0.8016 1.648 1.352 1.334 1.3232 1.199 0.4821 1.322 0.6788 1.1358
[3,] 0.8999 2.125 1.629 1.654 1.6079 1.363 0.5386 1.689 0.7416 1.3782
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71]  [,72]
[1,] 0.8048 0.8904 1.095 0.4742 1.017 0.8215 1.063 0.4735 1.246 0.9999
[2,] 0.9561 1.3375 1.590 0.5789 1.478 0.9544 1.423 0.6075 1.479 1.4467
[3,] 1.0787 1.5106 1.796 0.6416 1.754 1.0489 1.767 0.7096 1.675 1.6731
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.512 1.507 2.080 1.470 1.309 0.2924 1.221 0.7393 1.533 0.7160 0.8077
[2,] 1.799 2.038 2.397 2.147 1.809 0.3437 1.654 0.8775 1.923 0.8151 0.9569
[3,] 1.978 2.469 2.718 2.607 2.161 0.3874 2.020 0.9821 2.292 0.9296 1.0876
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]
[1,] 0.3469 0.8396 0.6618 2.137 1.467 0.2228 0.2765 0.3213 0.3426 0.9136
[2,] 0.4257 1.2492 0.8002 2.601 1.834 0.3020 0.3981 0.4146 0.4186 1.1126
[3,] 0.4791 1.5352 0.8924 2.973 2.133 0.4001 0.4556 0.4693 0.4826 1.2573
      [,94]  [,95] [,96] [,97] [,98]
[1,] 0.3914 0.3317 6.179 3.678 1.209
[2,] 0.4740 0.4066 8.143 5.515 1.786
[3,] 0.5376 0.4475 9.728 6.125 2.161
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.329   0.7907    3.977   1.084   1.898   0.3096   0.8447   1.716
[2,] 687.607 329.6763 1548.076 738.962 645.571 151.8902 312.6522 783.202
[3,] 604.577 286.0628 1532.710 915.522 862.988 124.3003 292.1454 752.716
         [,9]    [,10]   [,11]   [,12]   [,13]    [,14]    [,15]  [,16]
[1,]    2.073    1.716   1.192   1.513   1.232    2.721    2.508   2.17
[2,] 1165.830 1062.249 610.768 926.312 540.333 1085.216 1243.830 715.93
[3,]  925.108  837.389 577.743 812.198 441.802 1182.973 1423.436 759.01
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    1.686    1.591    2.043    1.898    3.754   1.885    3.181   1.575
[2,] 1137.221 1056.026 1161.757 1317.211 1494.855 705.312 1590.842 847.552
[3,] 1032.486 1104.691 1166.688 1262.180 1547.270 686.836 1760.148 868.416
        [,25]    [,26]    [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.2989    1.798    1.546   0.6924   1.444   0.2983   1.169   0.9022
[2,] 143.2925  997.527 1007.094 323.2437 808.371 128.1654 663.289 406.5023
[3,] 140.4113 1044.394 1049.744 345.6767 964.805 134.0252 886.932 346.5014
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]    [,39]    [,40]
[1,]   0.4919   1.345   1.157   1.073   1.852   1.347   0.9826   0.3769
[2,] 189.3060 618.104 621.437 538.504 786.978 692.440 435.5758 169.4224
[3,] 189.2988 800.214 651.152 557.022 767.024 678.783 368.1689 167.8581
        [,41]    [,42]    [,43]    [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.8534   0.2974   0.8664   0.8684   1.258   0.6395   1.209   1.958
[2,] 459.2826 146.8086 370.2978 422.7255 535.639 243.5126 639.507 703.221
[3,] 341.0881 132.4838 414.7428 419.5734 541.639 254.6287 538.742 633.053
       [,49]   [,50]    [,51]   [,52]    [,53]    [,54]   [,55]   [,56]
[1,]   1.862   1.209    1.925   1.381   0.8359    1.378   1.356   1.277
[2,] 691.276 508.485 1011.211 607.317 347.5594  942.266 629.288 665.622
[3,] 715.924 537.231  890.847 542.149 310.6305 1019.099 690.827 743.828
       [,57]  [,58]    [,59]   [,60]    [,61]  [,62]   [,63]   [,64]
[1,]   1.066   1.32   0.5298   1.327   0.7412   1.25   1.022   1.131
[2,] 776.864 454.81 183.6152 614.793 263.2271 430.13 392.074 758.184
[3,] 693.932 492.25 182.3644 798.705 226.9544 593.08 379.448 533.537
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]  [,72]
[1,]   1.391   0.6021   1.291   1.043   1.349   0.6013   1.583   1.27
[2,] 875.661 252.3469 814.483 369.143 719.022 289.0942 604.445 794.29
[3,] 633.898 210.0624 717.935 330.453 795.611 278.6119 597.102 638.51
      [,73]    [,74]   [,75]    [,76]   [,77]    [,78]   [,79]    [,80]
[1,]   1.92    1.914   2.641    1.867   1.662   0.3713   1.551   0.9387
[2,] 740.71 1042.073 904.711 1188.614 948.889 137.2959 847.682 359.1327
[3,] 624.36 1058.730 973.049 1123.483 897.932 135.7048 880.857 335.0826
       [,81]    [,82]   [,83]    [,84]   [,85]    [,86]    [,87]   [,88]
[1,]   1.946   0.9092   1.026   0.4405   1.066   0.8404    2.713   1.863
[2,] 881.839 296.0142 389.738 187.4651 702.661 341.7592 1126.685 835.492
[3,] 947.493 339.5315 392.832 166.9927 678.066 300.1864 1093.608 827.711
        [,89]    [,90]   [,91]    [,92]  [,93]    [,94]    [,95]    [,96]
[1,]   0.2829   0.3511   0.408   0.4351   1.16   0.4971   0.4212    7.846
[2,] 154.8898 217.5769 199.009 182.6887 482.42 203.0495 178.7037 4030.297
[3,] 199.4319 168.3593 167.040 182.5186 444.82 192.7661 142.0723 4042.951
        [,97]   [,98]
[1,]    4.671   1.535
[2,] 3121.933 999.043
[3,] 2024.317 924.514
[1] "--- VAR model 2017-10-01 22:01:00  completed"
[1] "Completed training sample:  2017-10-01 22:01:00 - 2017-10-02 06:00:00"
[1] "SpVAR;   training sample:  2017-10-01 22:31:00 - 2017-10-02 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -14.773          -1.792          39.94        -25.970
         -17.118          11.879          15.29          2.011
          -7.543           7.051          31.08          9.635
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.620          4.631            2.264            10.45
        -11.486          3.173            9.508            20.83
         -1.272          6.734            6.612            25.20
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.223            2.581            10.44          -5.5753
           10.991            5.708            11.42          -9.5512
            1.371           10.808            14.48          -0.7875
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           19.428           -1.405            2.236            39.78
            2.934            8.405            6.481            30.20
           11.251            2.930           -3.596            15.59
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           23.474            17.38            13.22          -0.9876
           43.454            52.14            32.51          19.2982
            7.658            22.75            18.64           9.8853
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            27.69           -19.51            2.304            21.03
            44.59           -12.49           54.407            11.51
            11.36           -12.46           41.603            48.72
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.893            11.98             2.81            20.82
            2.415            13.34            40.19            20.24
            1.494            39.10            36.86            11.04
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -44.009          3.80486          -15.101           -1.296
           -5.340          0.03372           -8.911           -6.085
           -3.987          1.56743           14.986           -3.583
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.6375          -12.217           -6.359          -11.843
          -7.1274          -11.908            1.450          -11.115
          -0.1475           -6.831            6.372           -3.928
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            18.88           -4.695            5.214         -0.01678
            30.24           22.984            6.493          1.30431
            23.14           16.240            2.924         -0.16539
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.951          -0.5549           -9.370           -8.043
            9.075           0.6422            4.261          -12.713
           12.189          -0.5067           -2.958          -21.307
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0518            3.684            4.486          -16.205
          -5.9014           -4.582           -3.039            2.329
          -0.8421           -1.941           -4.773            9.009
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.531            3.956          -14.039            5.903
           -7.587            4.343          -11.718            3.133
           -9.603           -4.513            6.416            4.959
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.189            1.405           0.7585           -8.799
           -3.230           -7.327           2.2963           -4.369
            1.955           -9.279           8.0970          -12.003
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          15.0106           -1.862           -1.009           13.936
          -5.1943            7.219            5.705            4.027
          -0.3029            2.429           -2.238            4.793
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.09692            8.509            21.18          -0.3214
         -5.57637           -4.760            16.61          14.7510
         -3.87118           -9.705            15.90           8.5371
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -22.045          -0.5162          -10.557            4.949
           23.534          -0.2990            6.472            3.807
            2.777           2.6679            3.371            2.557
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.723          3.29796           -5.301          -26.027
           -9.190         -0.25256           -2.366          -19.416
           19.218          0.02622          -12.013           -5.862
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           13.887            9.299            2.962           -1.489
           -7.925          -26.057          -16.761          -23.865
           11.762            8.973           23.158          -12.078
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -45.30          -0.8123            2.534           11.581
           -47.43           0.9808           -2.355           10.922
           -95.06           1.0791          -32.416            2.795
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            30.42           8.1689           4.3542          -5.1893
            52.42           0.8763           4.1785           1.7127
            37.46           9.2025           0.2842          -0.7316
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.206            3.876          -44.799           -9.515
            5.459            7.151            1.686           -7.456
           20.875           10.869           -1.772            9.127
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.383           -4.377           -0.326            1.030
            6.385            2.144            1.365            2.558
            5.215            4.501            5.680            4.497
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           18.073          -1.7365           -5.291            64.83
            9.615          -0.8416           -4.452            44.03
            2.119          -1.6226           -4.438            50.32
 rnd_95776.volume rnd_95787.volume
           -33.65            22.06
            -8.48            23.90
           -20.34            45.58
Standard Errors of predictions:  
      [,1]   [,2]  [,3]   [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.091 0.6560 2.625 0.8792 1.502 0.2387 0.6432 1.545 1.726 1.345 0.969
[2,] 1.449 0.7737 3.283 1.3522 1.795 0.2962 0.7872 1.894 2.276 2.096 1.241
[3,] 1.701 0.8491 3.748 1.8700 2.079 0.3323 0.8790 2.227 2.599 2.423 1.412
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.205 0.9328 2.108 2.118 1.639 1.450 1.291 1.610 1.650 2.507 1.451
[2,] 1.854 1.1742 2.701 2.778 1.922 2.022 1.912 2.305 2.417 3.114 1.734
[3,] 2.193 1.2831 3.191 3.374 2.179 2.464 2.443 2.761 2.923 3.540 1.925
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30]  [,31]  [,32]
[1,] 2.394 1.200 0.2512 1.389 1.103 0.6430 1.076 0.2550 0.9031 0.8325
[2,] 3.519 1.758 0.3283 1.969 1.632 0.7739 1.570 0.3108 1.2470 1.0140
[3,] 4.284 2.157 0.3805 2.530 2.244 0.9463 2.112 0.3587 1.6570 1.1920
      [,33] [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3979 1.053 0.8843 0.8473 1.474 1.022 0.7957 0.3046 0.7484 0.2342
[2,] 0.5059 1.342 1.1641 1.2079 1.812 1.444 0.9629 0.3868 0.9404 0.3050
[3,] 0.5935 1.713 1.4656 1.4668 2.038 1.605 1.0733 0.4497 1.0556 0.3481
      [,43]  [,44] [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.7953 0.7274 1.011 0.4983 0.9727 1.530 1.388 0.938 1.499 1.034
[2,] 1.0364 0.9642 1.266 0.6119 1.3537 1.756 1.622 1.187 1.987 1.221
[3,] 1.2506 1.2845 1.424 0.7104 1.5485 1.964 1.887 1.324 2.265 1.415
      [,53] [,54] [,55] [,56]  [,57]  [,58]  [,59]  [,60]  [,61]  [,62]
[1,] 0.6711 1.024 1.034 0.989 0.8264 0.9489 0.4284 0.9629 0.5839 0.9498
[2,] 0.7920 1.478 1.326 1.345 1.2680 1.1548 0.4998 1.2761 0.6675 1.1163
[3,] 0.9065 1.952 1.624 1.635 1.5784 1.3019 0.5581 1.6505 0.7477 1.3159
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71]  [,72]
[1,] 0.8133 0.8999 1.096 0.4950 1.081 0.8133 1.036 0.4915 1.354 0.9862
[2,] 0.9391 1.2839 1.498 0.6120 1.504 0.9688 1.383 0.6171 1.581 1.5169
[3,] 1.0991 1.5068 1.769 0.6597 1.747 1.0675 1.676 0.7074 1.797 1.7597
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.495 1.552 2.091 1.433 1.864 0.2797 1.831 0.7678 1.796 0.7298 0.8153
[2,] 1.751 2.135 2.379 2.137 2.479 0.3334 2.374 0.9978 2.295 0.8426 0.9609
[3,] 1.986 2.576 2.692 2.658 3.159 0.3691 2.989 1.1692 2.673 0.9542 1.1006
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]
[1,] 0.3324 0.8338 0.6938 2.274 1.464 0.2712 0.2750 0.3151 0.3036 0.9252
[2,] 0.4105 1.2860 0.8183 2.700 1.784 0.3449 0.4005 0.4267 0.3934 1.0955
[3,] 0.4686 1.5414 0.9120 3.104 2.028 0.4458 0.4748 0.4869 0.4511 1.2832
      [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.3915 0.3297  6.479 3.553 1.139
[2,] 0.4546 0.3911  8.423 5.278 1.771
[3,] 0.5244 0.4315 10.085 5.978 2.245
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.385   0.833    3.333   1.116   1.907   0.3032   0.8168   1.962
[2,] 618.476 265.771 1277.696 665.607 636.324 113.6043 293.9708 710.593
[3,] 576.394 226.584 1170.807 836.885 680.578  97.5449 253.4333 758.241
        [,9]    [,10]  [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]   2.192    1.708   1.23   1.531   1.185    2.677    2.689   2.081
[2,] 961.509 1041.129 502.00 912.641 462.035 1094.143 1165.119 650.860
[3,] 812.427  787.647 436.13 758.750 335.138 1100.289 1239.946 665.398
       [,17]  [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   1.841   1.64    2.044    2.095    3.184   1.843    3.041   1.523
[2,] 913.231 913.21 1068.750 1144.512 1196.721 614.596 1670.370 833.057
[3,] 912.030 985.07  985.329 1065.437 1090.485 541.146 1583.418 809.627
       [,25]    [,26] [,27]    [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.319    1.764   1.4   0.8165   1.367   0.3239   1.147   1.057
[2,] 136.973  904.213 779.4 279.0567 740.757 115.1337 557.181 375.043
[3,] 124.524 1029.141 997.9 352.8131 915.416 116.0298 706.975 405.958
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]  [,39]    [,40]
[1,]   0.5052   1.337   1.123   1.076   1.872   1.298   1.01   0.3868
[2,] 202.4098 538.873 490.491 557.746 683.401 660.533 351.28 154.4355
[3,] 201.1488 689.361 576.891 539.165 603.986 454.826 307.22 148.6689
        [,41]    [,42]  [,43]    [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9504   0.2973   1.01   0.9237   1.284   0.6328   1.235   1.942
[2,] 368.8768 126.6534 430.59 409.9897 493.334 230.0526 609.924 559.459
[3,] 310.6692 108.7351 453.51 549.8763 422.509 233.8481 487.134 568.912
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.762   1.191   1.904   1.313   0.8522   1.301   1.313   1.256
[2,] 543.800 470.841 845.085 420.035 272.5742 690.145 537.489 591.047
[3,] 624.767 380.886 704.653 463.262 285.6282 826.219 607.863 601.426
       [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.049   1.205   0.544   1.223   0.7415   1.206   1.033   1.143
[2,] 623.091 426.393 166.848 542.625 209.5785 379.977 304.112 593.340
[3,] 609.007 389.505 160.917 678.203 218.2599 451.500 370.030 510.972
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]  [,71]   [,72]
[1,]   1.392   0.6285   1.372   1.033   1.315   0.6241   1.72   1.252
[2,] 661.848 233.2225 678.088 341.118 594.146 241.7886 528.59 746.725
[3,] 609.690 159.5158 575.584 290.450 613.257 224.0641 552.74 577.958
       [,73]   [,74]   [,75]   [,76]    [,77]    [,78]    [,79]    [,80]
[1,]   1.898   1.971   2.656    1.82    2.367   0.3551    2.325   0.9749
[2,] 591.294 950.241 735.048 1027.20 1058.129 117.6405  979.199 412.9153
[3,] 606.412 934.222 816.263 1024.03 1269.470 102.4960 1176.746 394.8781
      [,81]    [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   2.28   0.9268   1.035   0.4221   1.059   0.881   2.888   1.859
[2,] 926.13 272.8604 329.549 156.0017 634.375 281.171 942.896 660.299
[3,] 887.48 290.1108 347.712 146.4326 550.482 260.782 991.687 625.382
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]
[1,]   0.3444   0.3493   0.4002   0.3855   1.175   0.4972   0.4187
[2,] 138.0684 188.6161 186.3563 162.1143 380.111 149.6337 136.2676
[3,] 183.0432 165.2862 151.9315 142.9948 432.899 169.3295 118.0901
        [,96]    [,97]   [,98]
[1,]    8.227    4.512   1.446
[2,] 3487.667 2528.684 879.214
[3,] 3593.628 1818.963 893.981
[1] "--- VAR model 2017-10-01 22:31:00  completed"
[1] "Completed training sample:  2017-10-01 22:31:00 - 2017-10-02 06:30:00"
[1] "SpVAR;   training sample:  2017-10-01 23:01:00 - 2017-10-02 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -6.595           4.387         -17.26         -4.866
          -9.570           1.629         -28.94        -22.166
           1.606          -1.643         -33.80        -28.074
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -31.53         -1.701            5.742          22.7615
          -3.78          2.519            6.928          10.3696
           4.57          3.637           12.864           0.7989
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           36.612            38.57           -2.183           11.807
           23.267            31.99           11.682           -1.275
            8.979            16.33           12.187           -8.144
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.3908            81.96            45.33           20.830
           0.1760            77.01            13.32            3.934
           0.8353            56.34           -16.61           24.973
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            42.77            11.09            8.441            27.61
            38.53            45.12           63.228            50.60
            15.13            41.87           69.022            69.07
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -30.43           -6.826           -67.18           -13.48
           -14.26          -14.528           -56.39           -34.90
           -11.45          -16.464           -73.89           -30.26
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.3505           -42.41            7.877            4.811
          -0.4075           -48.06          -29.866           -3.912
          -2.0728           -30.99          -31.073           -5.701
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.474          -1.5026           -9.854           -33.85
          -23.789          -5.8831          -13.651           -22.06
          -40.636          -0.7578          -27.200           -12.75
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -10.404           -26.58          -12.477       -12.058621
           -1.955           -10.29           -6.384        -8.609375
           -5.279           -23.50           -7.132        -0.004709
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -15.393          -8.7820           -0.360           -2.655
           13.874           9.2424           -5.762           -6.441
           -5.898           0.6883           -1.379           -2.202
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.985          4.10227          -13.397           -20.26
            1.988          5.00251           -8.271           -13.68
            5.391         -0.02899           -7.735           -21.33
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.6751           1.3574            3.450            9.810
          -0.5378           0.3623           -8.279          -14.394
          11.3278           5.2757          -17.327            6.648
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.955            2.479           -20.20            2.136
           12.208           12.023           -13.90            7.184
            5.948           -1.743           -10.76           15.225
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.2867            9.378           7.7404           -7.725
           1.8251            5.886           0.8349            2.510
          -0.2611           11.424          -5.4155           -4.779
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.6247           1.9677            5.211           11.994
           2.4511           5.8275           -3.851           -1.998
           1.6476           0.7066           -3.310           10.308
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            3.948            1.989           8.4128            4.959
            1.007            6.443           0.6058            8.874
           -2.226           10.370           3.6472            7.631
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -0.02894           -5.391            8.330            3.760
         17.85905            2.273            7.093           -2.291
         12.65754            7.572           13.930            1.569
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           5.8260          -3.5966          -0.5091          -3.3295
           0.7357           7.0934          -2.1434          -4.1995
          14.1443          -0.1883          16.1850          -0.1732
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -28.893           -19.54            7.726           15.169
            4.365           -10.56            5.932           -7.122
            1.249           -10.70           17.665            2.640
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            53.82           -2.295            46.22            2.374
            60.76            4.464            84.39           10.600
            38.56            3.104            76.46            3.763
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            81.71          -0.5224            9.109         -2.25857
            91.05          -1.5460           -5.119         -0.08418
            75.88          -2.1147            2.594         -0.77461
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.889           -6.792            7.055        -0.007087
           -1.953            5.063           29.941         0.795171
           11.885           -1.166           16.060         4.709702
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.268            7.480            7.751            7.814
            4.720            8.903           11.168           11.275
            5.729            7.167            8.027            6.758
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            8.577           0.6976          -10.616           -78.55
            4.226           0.1150           -8.854          -107.36
           -0.872           6.3429           -3.984           -91.24
 rnd_95776.volume rnd_95787.volume
            33.82           -13.74
            21.89           -37.21
           -43.61           -33.48
Standard Errors of predictions:  
      [,1]   [,2]  [,3]   [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.111 0.6484 1.701 0.9454 1.514 0.2311 0.6993 1.660 1.903 1.391 1.050
[2,] 1.485 0.7724 2.195 1.4423 1.869 0.2862 0.8618 2.109 2.458 2.195 1.307
[3,] 1.750 0.8606 2.530 1.9564 2.234 0.3302 0.9610 2.479 2.917 2.649 1.487
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.217 0.913 2.600 2.197 1.553 1.432 1.441 1.615 1.580 2.988 1.358
[2,] 1.952 1.190 3.245 2.888 1.846 2.029 1.881 2.282 2.383 3.739 1.600
[3,] 2.293 1.343 3.853 3.506 2.196 2.586 2.425 2.779 2.902 4.313 1.742
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30]  [,31] [,32]
[1,] 2.277 1.228 0.3013 1.470 1.138 0.7562 1.014 0.2578 0.9904 1.021
[2,] 3.634 1.718 0.4002 2.088 1.727 0.9332 1.630 0.3319 1.4023 1.287
[3,] 4.558 2.336 0.4477 2.748 2.351 1.1435 2.147 0.3970 1.8033 1.491
      [,33] [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.4966 1.252 0.9372 0.8949 1.592 1.099 0.8068 0.2831 0.7744 0.2645
[2,] 0.6065 1.600 1.3055 1.4101 1.931 1.521 0.9495 0.3770 1.0118 0.3601
[3,] 0.7313 2.048 1.6827 1.7391 2.176 1.708 1.0927 0.4447 1.1195 0.4163
      [,43]  [,44] [,45]  [,46]  [,47] [,48] [,49]  [,50] [,51]  [,52]
[1,] 0.8033 0.7836 1.036 0.5710 0.9675 1.478 1.389 0.9204 1.509 0.9815
[2,] 1.0671 1.0570 1.293 0.7062 1.4377 1.753 1.642 1.1330 1.979 1.1731
[3,] 1.3165 1.3774 1.443 0.7888 1.6920 1.967 1.891 1.2818 2.368 1.3140
      [,53]  [,54] [,55]  [,56]  [,57]  [,58]  [,59] [,60]  [,61]  [,62]
[1,] 0.6764 0.9988 1.071 0.9637 0.8532 0.9189 0.4423 1.037 0.6305 0.9228
[2,] 0.8183 1.4288 1.296 1.4323 1.2739 1.1465 0.5306 1.327 0.7217 1.1354
[3,] 0.9581 1.9874 1.632 1.7002 1.5422 1.2974 0.5917 1.679 0.7955 1.3072
      [,63]  [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72]
[1,] 0.7625 0.9004 1.195 0.4851 1.106 0.7951 1.004 0.5055 1.421 1.143
[2,] 0.9225 1.2337 1.576 0.6123 1.521 0.9429 1.409 0.6392 1.679 1.585
[3,] 1.0438 1.4634 1.838 0.6890 1.818 1.0381 1.726 0.7260 1.934 1.849
     [,73] [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.535 1.482 2.073 1.467 2.373 0.2561 2.128 0.7402 2.113 0.6738 0.8463
[2,] 1.862 2.239 2.417 2.280 3.152 0.3171 2.850 0.9648 2.632 0.8434 1.0029
[3,] 2.083 2.693 2.718 2.715 3.894 0.3587 3.502 1.1482 3.141 0.9570 1.1320
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]
[1,] 0.3422 0.8238 0.6808 2.293 1.602 0.3736 0.3126 0.3490 0.3457 0.875
[2,] 0.4236 1.2716 0.8121 2.708 1.925 0.4850 0.4286 0.4549 0.4295 1.048
[3,] 0.4815 1.5201 0.9261 3.182 2.139 0.5837 0.5041 0.5139 0.5079 1.212
      [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.3748 0.3363  6.477 3.514 1.219
[2,] 0.4684 0.3916  8.538 5.506 1.797
[3,] 0.5513 0.4281 10.349 6.261 2.468
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]   [,4]    [,5]     [,6]     [,7]     [,8]
[1,]   1.411   0.8234    2.16    1.2   1.923   0.2935   0.8881    2.108
[2,] 762.946 325.0510 1074.18  843.7 848.340 130.7003 390.0152 1007.431
[3,] 717.854 293.9642  973.83 1023.8 947.591 127.6250 329.3862 1009.739
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]   [,15]   [,16]
[1,]    2.416    1.767   1.333    1.546   1.159    3.302    2.79   1.972
[2,] 1205.268 1315.042 602.783 1181.544 591.727 1503.061 1451.83 773.390
[3,] 1216.141 1148.639 550.464  932.570 480.909 1609.795 1539.17 920.914
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    1.818    1.829    2.051    2.006    3.794   1.725    2.892
[2,] 1113.293  936.519 1247.946 1382.449 1740.719 654.203 2193.501
[3,] 1241.606 1185.572 1228.948 1282.174 1665.319 534.264 2131.023
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    1.559   0.3827    1.867    1.446   0.9602    1.288   0.3273
[2,]  930.598 203.9261 1148.971 1005.583 423.5695  988.660 161.9119
[3,] 1225.661 155.4379 1383.865 1235.292 511.8229 1081.484 168.7659
       [,31]   [,32]    [,33]  [,34]  [,35]   [,36]   [,37]   [,38]
[1,]   1.258   1.296   0.6306   1.59   1.19   1.136   2.022   1.395
[2,] 768.929 606.535 269.6321 771.95 703.95 844.041 846.804 814.196
[3,] 878.186 583.437 316.4446 989.34 822.30 788.413 777.024 601.966
       [,39]    [,40]    [,41]    [,42]  [,43]    [,44]   [,45]    [,46]
[1,]   1.025   0.3594   0.9834   0.3359   1.02   0.9951   1.316   0.7251
[2,] 387.705 192.8323 504.2961 189.2654 544.10 549.4258 598.799 321.8413
[3,] 418.851 182.7843 371.0558 161.6929 597.19 684.0064 495.691 272.1391
       [,47]   [,48]   [,49]   [,50]    [,51]   [,52]   [,53]    [,54]
[1,]   1.229   1.877   1.764   1.169    1.916   1.246   0.859    1.268
[2,] 823.714 730.233 678.123 511.772  991.993 497.667 356.631  791.368
[3,] 690.954 691.519 726.426 464.326 1006.748 458.491 385.996 1069.900
       [,55]   [,56]   [,57]   [,58]    [,59]   [,60]    [,61]   [,62]
[1,]   1.361   1.224   1.083   1.167   0.5617   1.317   0.8006   1.172
[2,] 564.199 820.642 732.689 530.970 227.0436 641.517 272.0043 512.338
[3,] 768.992 709.541 673.184 470.438 202.7397 796.105 259.2956 501.653
        [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]    [,70]
[1,]   0.9683   1.143   1.517   0.616   1.404   1.01   1.275   0.6419
[2,] 402.1808 653.294 795.660 289.380 808.862 392.49 765.491 302.9894
[3,] 378.2769 609.609 733.883 244.788 770.989 336.50 772.036 266.7387
       [,71]   [,72]   [,73]    [,74]   [,75]    [,76]    [,77]    [,78]
[1,]   1.804   1.452   1.949    1.881   2.632    1.863    3.013   0.3252
[2,] 693.199 850.048 816.694 1300.286 962.438 1351.702 1607.650 144.8177
[3,] 742.615 737.090 724.082 1158.241 963.372 1141.204 1771.129 129.9560
        [,79]    [,80]    [,81]    [,82]   [,83]    [,84]   [,85]    [,86]
[1,]    2.702   0.9399    2.683   0.8557   1.075   0.4346   1.046   0.8645
[2,] 1468.510 479.2667 1215.028 392.8142 416.858 193.3932 750.344 342.9213
[3,] 1576.472 482.1866 1327.794 350.3684 406.649 177.3111 645.026 344.7559
        [,87]   [,88]    [,89]    [,90]    [,91]    [,92]   [,93]   [,94]
[1,]    2.911   2.035   0.4744   0.3969   0.4432   0.4389   1.111   0.476
[2,] 1115.672 826.329 239.5337 227.1757 225.9368 197.4202 446.847 217.540
[3,] 1294.946 722.187 251.6068 205.5421 185.2712 210.0267 471.715 225.264
       [,95]    [,96]    [,97]    [,98]
[1,]   0.427    8.225    4.462    1.548
[2,] 155.431 4307.879 3283.139 1022.566
[3,] 133.939 4530.313 2309.050 1310.188
[1] "--- VAR model 2017-10-01 23:01:00  completed"
[1] "Completed training sample:  2017-10-01 23:01:00 - 2017-10-02 07:00:00"
[1] "SpVAR;   training sample:  2017-10-01 23:31:00 - 2017-10-02 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-01 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           9.570         -0.4364        -18.078          4.241
           5.834          1.3940        -20.725         -6.074
         -10.623         -4.9105         -9.133        -20.013
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -43.95          6.660            17.27            35.83
         -18.64          1.470            20.36            51.28
         -35.03          6.561            12.93            19.73
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            47.69           0.1835            5.847          -16.313
            33.35          36.3344           16.254            8.536
            36.52          19.6992           28.655          -16.574
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           10.051            6.392           -11.35            42.27
          -16.245           45.069            27.05            32.78
           -2.488           16.970            25.83            22.00
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           19.444            41.78           12.457           -13.49
           -5.312            21.29           39.469            51.25
            1.459            15.07            4.687            10.66
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            29.49           10.901           -75.34           -10.89
           -21.57           -4.567            29.84           -15.25
            25.87          -10.400           -55.57            30.95
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            6.946           -22.93           -15.16           13.982
            5.799           -16.39           -21.85           15.922
            5.354            10.63            15.34            2.694
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            5.317           -2.248           -23.00           -14.30
          -23.907           -2.011           -29.63           -27.17
          -25.184           -6.183           -47.51           -16.18
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.828            11.70           -47.96          -17.121
          -15.133           -14.08           -23.39           -8.524
          -12.358           -21.12           -22.22            2.670
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.951            9.058            8.102           1.9373
          -15.781           10.236            3.561          -0.3532
          -19.639           -9.023           12.337          -5.4460
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.755            3.412            2.207           -25.47
            2.468            1.519          -12.040           -13.60
           -4.400            5.020            2.882           -29.23
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.390           -4.071           -4.277           -1.148
           19.275            2.413          -27.153           -8.666
            5.725            2.455           -6.953           -9.179
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -0.08695           -1.283           16.352           18.141
          4.48187            1.045           -9.702           -1.373
        -16.64733           -8.267          -15.950           13.559
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -8.638          -0.7543          -0.6545            4.075
            5.722          20.8000          -3.7392           -1.009
           -9.600          -5.6446         -14.1320           14.277
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.384         -14.7111           -4.905           12.294
            1.328          -0.6226            4.033           -4.448
           -6.982          -8.2138           -1.341            9.007
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.456          -11.657            7.362          -0.4848
           -7.170          -15.159            3.030          -2.7044
           -2.573           -9.032            5.978          -7.7967
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.069           0.8409            3.271           -1.670
           -6.787          -0.9344            3.415           -2.681
          -13.336           4.9263          -24.178            5.496
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.860            3.923          25.9559           -2.159
            4.048           -4.684          -0.4068            4.819
           -6.628            4.396          13.8006          -12.849
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           15.063          26.6384           -34.08           -9.615
            4.175          -0.5486           -13.31           -8.652
           21.762           7.6980            13.71          -17.872
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            49.92          -5.5280            50.44           -8.648
            36.37          -0.9673            34.66           -6.121
            23.70          -0.9593            25.90           -8.326
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            39.88            5.998           13.203           -3.476
            56.38            6.218            7.876           -2.822
            64.83           11.415            7.538           -4.525
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            7.171           -2.272            24.61           -1.100
            8.900           -4.757            32.72          -30.691
            2.047           -3.818            18.09            1.254
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            20.18            10.75            17.32            28.54
            15.92            11.54            22.75            24.82
            10.99            11.26            19.72            20.07
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           22.552          -0.8633           -3.202            67.63
           12.127           2.6511           -1.392            53.22
            9.668           1.4735           -4.506            49.47
 rnd_95776.volume rnd_95787.volume
            26.79          -26.481
           -29.20           -8.159
           -46.11           18.247
Standard Errors of predictions:  
      [,1]   [,2]  [,3]   [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.142 0.6560 1.884 0.9353 1.579 0.2099 0.7214 1.664 2.053 1.413 1.055
[2,] 1.504 0.8020 2.494 1.4972 2.028 0.2560 0.8984 2.150 2.542 2.242 1.344
[3,] 1.763 0.8776 2.928 2.0349 2.413 0.2941 1.0197 2.580 3.039 2.742 1.499
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.224 1.047 2.752 2.265 1.653 1.673 1.481 1.661 1.697 3.159 1.192
[2,] 1.967 1.328 3.477 2.942 1.966 2.179 2.114 2.405 2.633 4.131 1.390
[3,] 2.336 1.523 4.082 3.501 2.282 2.641 2.622 2.825 3.081 5.013 1.532
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 2.491 1.312 0.3334 1.623 1.239 0.8699 1.030 0.2763 1.047 1.008 0.5004
[2,] 3.983 1.999 0.4415 2.310 1.870 1.1498 1.681 0.3632 1.529 1.329 0.6303
[3,] 5.047 2.735 0.5065 3.106 2.693 1.3893 2.252 0.4219 1.993 1.570 0.7542
     [,34]  [,35]  [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]  [,43]
[1,] 1.294 0.9614 0.9393 1.658 1.028 0.8144 0.2893 0.8406 0.2790 0.8674
[2,] 1.633 1.4805 1.4875 2.014 1.540 0.9944 0.3695 1.0555 0.3914 1.1451
[3,] 2.240 1.8845 1.8557 2.296 1.739 1.1462 0.4283 1.1903 0.4539 1.3920
      [,44] [,45]  [,46] [,47] [,48] [,49]  [,50] [,51]  [,52]  [,53]
[1,] 0.8039 1.050 0.5386 1.003 1.445 1.393 0.9308 1.591 0.8553 0.6706
[2,] 1.1727 1.320 0.7385 1.474 1.764 1.636 1.1284 2.143 1.0850 0.8022
[3,] 1.5013 1.508 0.8366 1.766 2.042 1.852 1.2789 2.529 1.2291 0.9372
      [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63]
[1,] 0.9856 1.062 1.035 0.8268 1.017 0.4409 1.011 0.6285 0.972 0.7897
[2,] 1.5325 1.359 1.490 1.3172 1.231 0.5282 1.375 0.7252 1.168 0.9579
[3,] 2.1567 1.720 1.803 1.6236 1.381 0.6048 1.721 0.8007 1.414 1.0640
      [,64] [,65]  [,66] [,67]  [,68]  [,69]  [,70] [,71] [,72] [,73]
[1,] 0.8858 1.207 0.5236 1.055 0.8497 0.8804 0.4892 1.413 1.304 1.527
[2,] 1.2817 1.643 0.6593 1.473 0.9726 1.3342 0.6140 1.690 1.768 1.875
[3,] 1.5223 1.906 0.7530 1.782 1.0647 1.7159 0.7015 1.944 2.070 2.117
     [,74] [,75] [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]
[1,] 1.632 2.093 1.559 2.095 0.2388 2.223 0.8037 2.325 0.7233 0.8175
[2,] 2.339 2.432 2.380 2.974 0.2981 2.925 0.9909 2.839 0.8821 0.9830
[3,] 2.755 2.723 2.783 3.785 0.3330 3.476 1.1802 3.268 1.0067 1.1155
      [,84]  [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]
[1,] 0.3411 0.7941 0.7095 2.327 1.659 0.4823 0.3439 0.5314 0.6866 0.8594
[2,] 0.4343 1.2593 0.8982 2.767 2.106 0.6062 0.4579 0.7163 1.0041 1.0494
[3,] 0.4934 1.5231 1.0068 3.184 2.398 0.7275 0.5487 0.8834 1.2245 1.2311
      [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.3728 0.3387  6.725 3.530 1.284
[2,] 0.4818 0.3834  8.685 5.447 2.088
[3,] 0.5842 0.4225 10.394 6.453 2.843
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]    [,5]     [,6]     [,7]     [,8]
[1,]   1.45   0.833    2.392    1.188   2.005   0.2665   0.9161    2.113
[2,] 719.74 339.447 1202.332  860.141 935.952 107.8173 393.8987 1001.149
[3,] 676.90 262.029 1128.431 1013.821 961.910 106.5669 354.8214 1049.384
         [,9]    [,10]   [,11]    [,12]  [,13]    [,14]    [,15]   [,16]
[1,]    2.607    1.794   1.339    1.554   1.33    3.494    2.877   2.099
[2,] 1102.660 1281.051 613.324 1133.150 601.30 1564.182 1380.422 783.694
[3,] 1225.151 1160.452 487.802  926.926 547.91 1573.216 1397.109 852.187
        [,17]    [,18]   [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.124    1.881    2.11    2.154    4.012   1.513    3.164    1.666
[2,] 1026.972 1110.104 1278.84 1480.903 1958.097 525.610 2286.718 1109.627
[3,] 1098.158 1140.569 1091.10 1177.008 2089.692 475.283 2279.519 1372.858
        [,25]   [,26]    [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.4234    2.06    1.573   1.105    1.308   0.3509   1.329   1.281
[2,] 212.9401 1209.07 1030.402 553.185  977.300 173.4415 820.309 636.785
[3,] 182.6506 1528.03 1426.308 573.694 1102.602 157.8551 940.338 615.497
        [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.6354    1.643   1.221   1.193   2.105   1.306   1.034   0.3674
[2,] 282.0202  733.744 828.246 848.615 840.984 843.005 419.774 169.0298
[3,] 304.6836 1128.084 857.850 816.259 811.974 595.605 419.474 159.3992
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.067   0.3543   1.101   1.021   1.333   0.684   1.274   1.834
[2,] 469.587 201.9199 549.978 628.157 589.256 371.726 794.462 744.745
[3,] 404.817 169.1248 582.300 689.571 536.006 289.200 715.080 756.711
       [,49]   [,50]    [,51]   [,52]    [,53]    [,54]   [,55]   [,56]
[1,]   1.769   1.182    2.021   1.086   0.8516    1.252   1.348   1.315
[2,] 630.656 469.316 1056.368 491.129 323.8219  863.354 624.302 787.992
[3,] 638.498 442.703  987.663 424.892 356.5965 1116.368 775.523 747.833
      [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.05   1.291   0.5599   1.284   0.7981   1.234   1.003   1.125
[2,] 754.34 510.925 213.9633 685.496 266.1737 476.039 398.832 681.480
[3,] 698.31 460.591 216.8072 761.161 249.7387 586.989 340.800 604.268
       [,65]    [,66]  [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.533   0.6649   1.34   1.079   1.118   0.6212   1.794   1.656
[2,] 819.844 294.6826 755.93 348.247 737.474 273.0593 682.211 877.766
[3,] 710.345 267.5929 737.74 318.627 793.835 249.6224 707.179 793.043
       [,73]    [,74]   [,75]   [,76]   [,77]    [,78]    [,79]   [,80]
[1,]   1.939    2.073   2.658    1.98    2.66   0.3032    2.822   1.021
[2,] 800.630 1232.323 911.412 1322.88 1552.40 131.3158 1399.400 426.380
[3,] 723.024 1070.958 900.745 1060.42 1722.97 109.0804 1380.815 471.633
        [,81]    [,82]   [,83]    [,84]   [,85]    [,86]    [,87]   [,88]
[1,]    2.952   0.9184   1.038   0.4331   1.008   0.9009    2.955   2.106
[2,] 1198.483 371.5206 401.635 197.8479 719.043 405.1964 1100.857 954.260
[3,] 1190.724 356.9104 387.875 172.1585 630.245 334.6020 1159.205 844.806
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]   [,96]
[1,]   0.6124   0.4367   0.6748   0.8719   1.091   0.4733   0.4301    8.54
[2,] 270.2185 222.3648 353.3388 539.0235 443.119 224.5944 132.2011 4043.27
[3,] 295.9494 222.5151 380.3613 515.5179 473.497 243.0519 130.5961 4200.44
        [,97]    [,98]
[1,]    4.483    1.631
[2,] 3051.980 1210.855
[3,] 2545.726 1420.026
[1] "--- VAR model 2017-10-01 23:31:00  completed"
[1] "Completed training sample:  2017-10-01 23:31:00 - 2017-10-02 07:30:00"
[1] "SpVAR;   training sample:  2017-10-02 00:01:00 - 2017-10-02 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.894          27.856          33.41        -12.709
         -28.646           6.529         -95.03         -9.152
          -1.688           6.341         -48.77         -6.824
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -38.76         3.5779          24.9744           -47.19
         -30.41         0.9792          -0.1468            22.02
         -14.07         0.7734          14.0308            40.16
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -84.81           -42.51           -11.08            25.27
            10.05           -16.57           -11.99           -81.02
            45.19           -15.90            27.69           -17.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            28.04           -64.67           -14.02            58.06
            12.21            21.83            24.25            43.15
            31.58            67.35           -42.02            46.28
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            30.52            36.85            54.78            36.36
            19.05            40.21            96.98            99.68
           -29.19            14.84            85.72            43.34
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            32.85            1.772           -54.33          -49.387
            47.01            8.545           -24.93           -3.653
           -39.59           -4.890           -93.41          -41.424
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -3.3577            8.938           -46.42           -18.83
           6.5417          -15.682           -68.00           -14.60
           0.2121          -25.569           -34.06           -10.28
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -10.6727           -7.361          -13.355           -48.04
          -0.1553            1.224           -1.991           -53.68
          -0.9777           -5.171          -30.951           -21.27
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.977           -18.14            4.217           -27.62
          -14.849           -31.66          -31.275           -20.58
          -10.941           -15.80           -6.511           -50.48
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.546          -0.7581            6.341          -0.7699
          -15.826         -12.9137            1.877           2.3661
          -18.096           2.5071            1.922           0.1943
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -19.696           -3.799           24.478           -10.52
           -5.913           -4.015           -2.392            34.52
          -16.433           -6.712            1.206           -11.22
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -16.0789           0.7735           -35.00            5.761
           0.9693         -11.1043            13.74           14.450
          44.5416           3.5541            33.97           -1.142
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.587           24.267            25.07           -11.03
           23.111          -14.461           -28.01            18.78
           -1.595           -5.867            38.84            12.55
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.413          -14.108          -3.3170           -9.848
           -3.972           13.838          31.8707            9.082
           -6.171           -5.398           0.4822           33.202
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.176           20.763          -1.3858           -7.543
            5.425            4.649          -7.4250           41.374
           35.297           19.903          -0.2398          -14.635
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.964          -14.403            1.119            8.457
          -17.212            8.553            2.687           -8.120
            1.108           -8.129           -8.301           18.230
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.059           0.2731           -1.399            1.050
          -14.260          -0.9948          -27.042           -5.919
           22.551          -4.9451           25.264           16.709
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.404            5.212           18.624           6.7895
           -4.030           13.561           -9.035         -15.8548
           -2.532           -1.147           19.637           0.4119
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            35.14            49.73            39.41            28.24
            49.04            33.25            39.15            34.24
            28.31            13.76            24.64            17.25
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            129.9            3.461            98.43           -4.050
            132.7            5.180            35.56            1.981
            141.0            3.577            69.69           -7.916
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            82.62           -7.472           -8.895          -8.2306
            39.59           12.093          -20.259           2.0602
           100.96           18.251           -2.613           0.5029
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -23.7101           24.767           -63.87           17.156
         -10.7807           20.216            -1.44          -30.102
          -0.2604            4.929           -45.94           -9.625
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            9.340           24.733            13.85            17.18
           -4.939            9.171            42.87            56.89
            8.446           34.623            27.20            40.57
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.234            2.428           -2.820            155.7
           10.561            5.700           -8.520            224.2
            2.829           -1.038           -5.563            197.6
 rnd_95776.volume rnd_95787.volume
            25.17          -35.725
           -34.07           -7.699
            23.71          -31.639
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.219 0.6708 2.107 1.246 1.700 0.2149 0.7648 1.847 2.110 1.526 1.002
[2,] 1.539 0.8293 2.793 1.791 2.138 0.2640 0.9557 2.392 2.692 2.502 1.326
[3,] 1.833 0.9373 3.237 2.429 2.664 0.3103 1.1002 2.803 3.293 3.140 1.537
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.350 1.087 3.143 2.611 1.681 1.722 1.599 1.909 2.066 3.531 1.090
[2,] 2.037 1.387 3.993 3.212 2.106 2.240 2.287 2.604 2.672 4.761 1.312
[3,] 2.393 1.566 4.655 3.848 2.486 2.769 2.773 3.070 3.094 5.668 1.469
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 2.761 1.468 0.3564 1.834 1.349 0.9621 1.114 0.2857 1.163 1.163 0.5296
[2,] 4.378 2.292 0.4790 2.621 2.078 1.2481 1.835 0.3693 1.772 1.566 0.6491
[3,] 5.540 2.951 0.5631 3.277 3.023 1.5074 2.510 0.4522 2.368 1.834 0.8012
     [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]  [,43]
[1,] 1.371 1.176 1.112 1.662 1.051 0.8059 0.3093 0.8071 0.3096 0.9509
[2,] 1.836 1.621 1.759 2.022 1.602 0.9781 0.3812 1.0583 0.4269 1.3168
[3,] 2.332 2.166 2.235 2.313 1.848 1.1364 0.4521 1.2035 0.5118 1.5761
      [,44] [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54]
[1,] 0.8091 1.055 0.5589 1.004 1.380 1.469 0.8636 1.449 0.898 0.6835 1.051
[2,] 1.2113 1.298 0.7321 1.481 1.730 1.685 1.0893 1.977 1.109 0.8204 1.631
[3,] 1.5496 1.512 0.8173 1.732 2.077 1.920 1.2803 2.395 1.279 0.9955 2.103
     [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]  [,63]  [,64]
[1,] 1.036 1.055 0.7462 1.028 0.4657 0.9913 0.6344 0.9404 0.8206 0.9096
[2,] 1.401 1.479 1.2558 1.266 0.5526 1.3511 0.7417 1.1670 1.0285 1.3078
[3,] 1.725 1.831 1.6178 1.440 0.6338 1.7227 0.8126 1.4540 1.1505 1.6596
     [,65]  [,66] [,67]  [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.299 0.5402 1.146 0.8521 0.9209 0.4856 1.578 1.477 1.615 1.739 2.121
[2,] 1.779 0.6876 1.537 1.0064 1.3709 0.6038 1.961 1.976 1.947 2.439 2.499
[3,] 2.154 0.8167 1.843 1.1259 1.7522 0.6882 2.337 2.346 2.225 3.059 2.886
     [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.805 2.184 0.2478 2.324 0.7951 2.310 0.7890 0.7782 0.3759 0.7796
[2,] 2.600 3.248 0.2852 3.065 1.0145 2.980 0.9943 0.9550 0.4590 1.3582
[3,] 3.153 4.070 0.3267 3.731 1.2157 3.545 1.0917 1.0732 0.5494 1.6528
      [,86] [,87] [,88]  [,89]  [,90]  [,91] [,92]  [,93]  [,94]  [,95]
[1,] 0.7745 2.463 1.881 0.5805 0.5638 0.8877 1.147 0.8477 0.3693 0.3310
[2,] 0.9645 2.987 2.331 0.7153 0.8705 1.2427 1.524 1.1234 0.4894 0.3812
[3,] 1.1352 3.412 2.600 0.8794 1.1400 1.5348 1.897 1.3157 0.5986 0.4162
      [,96] [,97] [,98]
[1,]  6.635 3.448 1.428
[2,]  8.839 5.143 2.271
[3,] 10.674 6.376 3.030
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]   1.548   0.8519    2.676    1.582    2.158   0.2729   0.9712
[2,] 679.904 352.8623 1325.960  931.092  938.088 110.9707 414.7061
[3,] 720.004 315.9914 1185.255 1187.562 1150.299 118.0005 394.3747
         [,8]     [,9]    [,10]   [,11]    [,12]  [,13]    [,14]    [,15]
[1,]    2.345    2.679    1.938   1.272    1.714   1.38    3.991    3.315
[2,] 1100.342 1210.122 1435.069 628.807 1103.392 623.98 1781.596 1353.647
[3,] 1057.968 1372.934 1372.538 562.108  909.114 525.18 1732.471 1533.732
       [,16]    [,17]   [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]   2.135    2.186    2.03    2.425    2.623    4.484   1.385    3.506
[2,] 917.776 1037.013 1183.20 1281.541 1225.987 2311.364 528.334 2458.659
[3,] 956.513 1178.317 1135.42 1175.818 1129.611 2225.160 477.493 2456.701
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    1.865   0.4526    2.328    1.714   1.222    1.414   0.3628
[2,] 1273.287 231.5837 1355.576 1143.708 575.410 1055.127 169.3269
[3,] 1345.413 214.2609 1423.565 1588.838 611.571 1239.843 188.8396
        [,31]   [,32]    [,33]    [,34]    [,35]   [,36]   [,37]   [,38]
[1,]    1.477   1.477   0.6725    1.742    1.493   1.412   2.111   1.334
[2,]  966.976 759.059 271.6266  883.101  807.657 986.466 832.287 875.574
[3,] 1136.826 690.496 339.8582 1040.722 1039.474 997.478 812.806 666.442
       [,39]    [,40]   [,41]    [,42]   [,43]   [,44]  [,45]    [,46]
[1,]   1.023   0.3927   1.025   0.3931   1.207   1.027   1.34   0.7097
[2,] 401.123 161.2480 495.373 212.6633 659.207 652.279 546.87 342.1816
[3,] 418.639 175.9824 414.648 204.3882 626.752 699.418 561.49 263.0508
       [,47]   [,48]   [,49]   [,50]  [,51]  [,52]    [,53]   [,54]
[1,]   1.274   1.752   1.866   1.097   1.84   1.14   0.8679   1.334
[2,] 788.393 755.531 597.296 480.489 972.77 470.97 328.3379 902.324
[3,] 650.013 831.433 665.312 486.794 978.87 460.75 408.0562 961.079
       [,55]   [,56]    [,57]   [,58]    [,59]   [,60]    [,61]   [,62]
[1,]   1.316   1.339   0.9476   1.305   0.5913   1.259   0.8056   1.194
[2,] 682.089 750.693 730.9008 534.847 215.2551 664.370 278.0592 500.016
[3,] 728.862 780.342 738.0902 496.244 224.6944 773.321 240.2711 627.598
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]    [,70]
[1,]   1.042   1.155   1.649   0.686   1.455   1.082   1.169   0.6166
[2,] 448.670 679.962 879.822 307.844 741.029 387.520 734.897 259.6737
[3,] 373.039 739.386 878.909 318.865 735.715 365.258 789.625 238.9869
       [,71]   [,72]   [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
[1,]   2.004   1.876   2.051    2.208    2.693    2.292    2.773   0.3147
[2,] 841.852 950.027 786.456 1237.857  956.674 1353.842 1739.507 102.0875
[3,] 919.906 914.742 779.452 1335.744 1044.166 1290.921 1775.426 115.3718
        [,79]  [,80]    [,81]   [,82]    [,83]    [,84]  [,85]    [,86]
[1,]    2.951   1.01    2.934   1.002   0.9882   0.4773   0.99   0.9836
[2,] 1446.801 455.98 1361.973 437.891 400.6272 190.6251 804.85 415.8843
[3,] 1539.072 484.70 1389.149 326.244 354.2764 218.4572 681.56 433.2812
        [,87]   [,88]    [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]    3.127   2.388   0.7372   0.716   1.127   1.457   1.076   0.469
[2,] 1223.512 996.927 302.4859 479.966 629.283 726.029 533.436 232.425
[3,] 1193.881 834.024 370.0900 532.674 651.816 817.294 495.651 249.373
        [,95]    [,96]    [,97]    [,98]
[1,]   0.4204    8.425    4.379    1.813
[2,] 136.7634 4226.667 2760.966 1278.263
[3,] 120.9415 4329.557 2727.478 1450.954
[1] "--- VAR model 2017-10-02 00:01:00  completed"
[1] "Completed training sample:  2017-10-02 00:01:00 - 2017-10-02 08:00:00"
[1] "SpVAR;   training sample:  2017-10-02 00:31:00 - 2017-10-02 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          20.587           4.046        -31.811        -29.859
           8.729           5.761          7.504        -14.076
          16.292           2.072        -13.702         -1.355
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.60         1.5933            5.728           12.124
         -11.30        -1.0245           -2.433           16.459
         -24.84         0.4258            4.459           -3.263
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           18.922           7.9357           -8.069           -7.778
           -6.622           9.8862           11.605          -30.286
            4.683           0.7348           -2.285          -10.327
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.615           11.795            16.66            58.89
            9.909           -8.546            29.21            29.87
           -0.600            2.752            52.41            53.19
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           17.120           24.005          -8.1215            8.114
            2.572           -4.368          -0.1646           13.407
           -2.431            7.685         -13.7877           -8.379
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -27.8441           3.7153           -6.716          -27.919
           0.8881          -0.2929          -38.297          -11.633
         -21.3168         -13.1223            8.726           -2.971
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.01771          -16.565          -24.623           -3.894
         -2.37047            7.294           -6.966            2.356
         -1.57994            2.897           -5.961           -6.123
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -19.330          -0.3785            1.687           -21.59
          -16.926           1.7514          -21.393           -14.90
           -2.985          -2.7646            3.952           -34.40
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           3.1667           27.939            1.029          -17.600
          -0.8732           -5.878          -18.341           -4.091
           2.6900          -13.059          -24.299            5.089
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.8662           -3.353           -7.390            3.796
           6.5505          -11.546           -8.566           -2.659
           1.5949           -8.594           10.111           -0.286
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -6.334            6.363            1.756            6.199
           -6.459           -2.560          -15.362          -13.778
            3.805           -2.678            4.842          -14.492
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           14.281           1.6171            4.477            17.84
           14.859          -0.6238            5.298            13.27
            5.505          -6.0391           -9.978            18.53
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -6.847           20.746           -19.26           0.2927
           11.552            7.406           -25.23          -3.7313
            9.267            7.870            45.04           7.4992
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.418           14.339            7.751           -1.517
           -3.335          -19.987          -17.085          -13.177
            7.417            7.166           -8.842           -7.805
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.063           -6.191           -2.196           -8.925
            6.714           -4.029            4.782          -11.127
          -17.069           -3.015            6.926            7.027
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.605            6.862           -9.223          -3.5780
           -1.543            9.201            2.864           0.5546
            1.713            7.555           -2.521          13.3696
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.070           0.1552           -2.927            6.139
           -4.483          -3.0885            4.844           13.983
            9.271          -3.5599           16.029            4.152
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           5.9288           -5.719            28.95            17.93
          -0.9906           -7.503            14.59            16.26
           9.0836           -1.859            29.91            14.16
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           12.177            12.96           -2.906            6.121
           11.750            35.11           13.382            5.064
           -9.678            13.29           28.499           30.853
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            12.79         -1.22736          -16.738         -10.6908
           -18.05          1.87163          -39.512          -0.1885
           -12.28         -0.09468           -7.155           5.8428
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -41.03           0.1462            5.575           1.7431
            -8.76          -6.8144           -2.309           0.9605
             5.19          -3.3647           -2.819          -0.9155
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.7713            3.922          -13.102            2.521
           0.9409            5.989           -6.626           -7.045
          -5.3998            2.623           -2.353           26.097
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.850            8.062           -7.088           -6.516
            1.940            5.287           -8.906          -17.431
           -1.332            4.431          -16.764          -10.455
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.708           -8.422           -7.717           -5.595
           -5.954            4.965           -7.338            5.333
            5.237            1.669           -5.086           16.193
 rnd_95776.volume rnd_95787.volume
            4.967          -18.678
           70.983           -8.009
           64.697           -6.836
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.375 0.7147 2.542 1.417 1.827 0.2261 0.8106 2.082 2.307 1.611 1.056
[2,] 1.751 0.9499 3.389 2.310 2.268 0.2792 1.0395 2.656 2.861 2.651 1.400
[3,] 2.059 1.0900 3.941 2.865 2.948 0.3301 1.2400 3.049 3.356 3.306 1.639
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.460 1.181 3.386 2.907 1.869 1.818 1.617 2.046 2.461 4.268 1.173
[2,] 2.327 1.509 4.269 3.556 2.334 2.535 2.393 2.742 3.027 5.587 1.407
[3,] 2.640 1.664 5.021 4.131 2.835 3.293 3.076 3.306 3.400 6.512 1.546
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.090 1.728 0.3719 2.032 1.560 1.172 1.268 0.3496 1.451 1.272 0.5826
[2,] 4.882 2.431 0.5388 2.881 2.552 1.581 2.355 0.4537 2.267 1.691 0.7750
[3,] 6.283 3.326 0.6140 3.641 3.425 1.878 2.915 0.5596 2.788 2.116 0.9743
     [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42] [,43]
[1,] 1.612 1.383 1.410 1.787 1.196 0.8976 0.3602 0.9518 0.3602 1.024
[2,] 2.228 1.865 2.053 2.296 1.799 1.0732 0.4640 1.2102 0.5023 1.422
[3,] 2.919 2.527 2.746 2.561 2.085 1.2180 0.5388 1.4208 0.6248 1.740
      [,44] [,45]  [,46] [,47] [,48] [,49]  [,50] [,51]  [,52]  [,53]
[1,] 0.8789 1.142 0.6368 1.167 1.409 1.473 0.8449 1.500 0.9848 0.7630
[2,] 1.3068 1.394 0.8199 1.661 1.843 1.711 1.0932 2.108 1.1889 0.9381
[3,] 1.6810 1.606 0.9374 1.919 2.123 1.958 1.3193 2.575 1.4057 1.1346
     [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64]
[1,] 1.125 1.110 1.097 0.7155 1.124 0.4855 0.9717 0.6458 1.047 0.946 1.062
[2,] 1.712 1.489 1.553 1.3237 1.349 0.5808 1.4431 0.7721 1.327 1.182 1.499
[3,] 2.192 1.864 1.938 1.6981 1.598 0.6992 1.9176 0.8546 1.660 1.371 1.850
     [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.453 0.5680 1.183 0.8599 1.014 0.5142 1.694 1.680 1.680 1.848 2.134
[2,] 2.231 0.7151 1.622 1.0733 1.457 0.6442 2.181 2.216 1.993 2.523 2.640
[3,] 2.636 0.8259 1.894 1.1807 1.908 0.7564 2.666 2.581 2.288 3.251 3.097
     [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.931 2.514 0.2621 2.500 1.017 2.690 0.8443 0.7772 0.4099 0.8309
[2,] 2.883 3.747 0.3152 3.406 1.346 3.626 1.0378 0.9610 0.5018 1.5124
[3,] 3.425 4.731 0.3625 4.086 1.645 4.263 1.1878 1.1003 0.6018 1.8630
      [,86] [,87] [,88]  [,89]  [,90] [,91] [,92]  [,93]  [,94]  [,95]
[1,] 0.8093 2.579 1.928 0.7285 0.7098 1.108 1.279 0.8711 0.3821 0.3163
[2,] 1.1146 3.228 2.299 0.8900 1.1325 1.641 1.759 1.1419 0.5473 0.3694
[3,] 1.3269 3.626 2.759 1.0537 1.4016 2.031 2.244 1.3661 0.6900 0.4131
      [,96] [,97] [,98]
[1,]  7.032 3.665 1.743
[2,]  9.393 5.750 2.468
[3,] 11.296 7.019 3.403
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   1.746   0.9075    3.228    1.799    2.319   0.2871   1.029    2.644
[2,] 724.995 418.4753 1498.306 1219.797  899.164 109.5711 435.195 1103.350
[3,] 725.015 357.4363 1345.397 1134.049 1259.105 117.7603 452.062 1001.528
         [,9]    [,10]   [,11]    [,12] [,13]    [,14]    [,15]    [,16]
[1,]    2.929    2.046   1.342    1.854   1.5    4.299    3.692    2.373
[2,] 1132.030 1408.117 614.644 1211.700 628.7 1738.956 1369.406  935.061
[3,] 1173.333 1321.301 569.776  833.943 468.8 1767.958 1405.203 1076.475
        [,17]    [,18]    [,19]    [,20]    [,21]  [,22]    [,23]    [,24]
[1,]    2.309    2.053    2.597    3.125    5.419   1.49    3.924    2.195
[2,] 1181.129 1179.375 1220.971 1178.681 2411.136 519.39 2527.803 1143.044
[3,] 1406.023 1292.274 1235.023 1035.215 2237.142 427.54 2644.352 1518.194
        [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   0.4723    2.581    1.981   1.489    1.61   0.444    1.843   1.615
[2,] 260.6928 1365.716 1350.649 709.045 1326.93 193.349 1164.484 744.618
[3,] 196.9007 1488.724 1526.960 677.801 1149.04 219.012 1085.386 851.431
        [,33]    [,34]    [,35]    [,36]   [,37]   [,38]  [,39]    [,40]
[1,]   0.7399    2.048    1.757    1.791   2.269   1.519   1.14   0.4574
[2,] 341.6923 1028.188  836.245  997.958 964.837 899.053 393.43 195.6136
[3,] 394.8962 1261.381 1140.881 1218.941 758.719 703.723 385.16 183.0971
       [,41]    [,42] [,43]   [,44]  [,45]    [,46]   [,47]   [,48]  [,49]
[1,]   1.209   0.4574   1.3   1.116   1.45   0.8086   1.482   1.789   1.87
[2,] 499.831 234.0843 659.8 646.748 534.86 345.3472 790.850 794.737 582.33
[3,] 497.776 248.4840 671.1 707.090 533.37 303.9361 642.706 705.003 636.89
       [,50]   [,51]   [,52]    [,53]   [,54]  [,55]   [,56]    [,57]
[1,]   1.073   1.905   1.251   0.9689   1.428   1.41   1.393   0.9086
[2,] 463.914 989.888 445.419 364.9014 862.796 664.00 735.086 744.7075
[3,] 493.932 989.498 501.542 426.8259 915.750 749.08 775.140 711.2986
       [,58]    [,59]   [,60]    [,61]  [,62]   [,63]   [,64]    [,65]
[1,]   1.427   0.6166   1.234   0.8201   1.33   1.201   1.348    1.846
[2,] 499.069 213.0935 713.512 282.9700 544.84 474.299 707.256 1132.011
[3,] 572.550 260.3033 844.443 244.9604 667.43 464.304 725.505  938.507
        [,66]   [,67]   [,68]   [,69]   [,70]    [,71]   [,72]   [,73]
[1,]   0.7212   1.503   1.092   1.287   0.653    2.151   2.133   2.133
[2,] 290.5724 741.314 429.500 699.861 259.540  918.401 966.545 717.207
[3,] 276.2650 654.298 329.058 824.289 265.062 1025.479 884.871 751.118
        [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]    [,81]
[1,]    2.346    2.71    2.453    3.192   0.3328    3.175   1.291    3.415
[2,] 1148.882 1039.74 1431.194 1858.387 117.1162 1546.976 589.801 1626.165
[3,] 1370.861 1082.60 1236.509 1931.193 119.6820 1509.194 632.454 1499.579
       [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]    [,89]
[1,]   1.072   0.987   0.5205   1.055   1.028    3.275    2.448   0.9251
[2,] 403.554 377.985 193.6023 845.031 512.550 1298.425  837.616 341.8619
[3,] 386.387 358.335 222.2057 727.470 481.406 1103.598 1019.453 377.1871
        [,90]   [,91]   [,92]   [,93]    [,94]    [,95]    [,96]    [,97]
[1,]   0.9013   1.407   1.624   1.106   0.4852   0.4017    8.929    4.654
[2,] 590.1659 809.254 807.677 493.721 262.1006 127.5623 4164.340 2962.773
[3,] 552.1887 800.264 932.194 501.371 280.9782 123.6740 4195.890 2691.334
        [,98]
[1,]    2.213
[2,] 1168.820
[3,] 1566.543
[1] "--- VAR model 2017-10-02 00:31:00  completed"
[1] "Completed training sample:  2017-10-02 00:31:00 - 2017-10-02 08:30:00"
[1] "SpVAR;   training sample:  2017-10-02 01:01:00 - 2017-10-02 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -13.000         -3.9931         -8.602         -32.42
          -3.649          0.5534        -37.901          -6.69
         -12.583         -2.0321        -54.238         -10.22
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.689          3.481            4.287           34.661
         -8.820         -1.183           -9.961          -21.046
        -23.046          3.771           -8.501            2.611
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            35.70            4.091           0.4728           -17.71
           -38.00          -27.269           0.6261            14.88
            27.03            2.137           4.8919           -39.89
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -15.335           -7.205         -13.2382           37.848
           -9.358           39.493          20.7298            3.452
           -8.654           33.812           0.4093           44.610
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           27.921           -19.20            1.099           10.736
          -10.961            13.45           15.813            9.604
            2.624           -10.73           30.470           21.813
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -64.84           2.5048            5.666          -17.257
           -71.20           0.1107          -79.592           -2.136
            11.88           2.4117          -56.503          -40.494
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.882           -24.40           -2.785           -11.85
            2.606           -15.61           13.126           -15.84
            1.161           -34.20          -51.727           -15.80
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -41.26          -5.7712           -20.03           -45.32
           -12.56           5.9335           -29.14           -54.79
           -12.13           0.1782            22.01           -24.83
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2278           -1.869           -5.109            24.84
          -0.6999            4.942           -4.306           -12.42
          -2.8325          -16.789          -13.052           -18.02
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.782            6.964         -11.5352            1.236
           -7.629          -17.964           3.2822           -1.671
           -2.784           -3.717          -0.7822            1.977
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -9.928           1.9591            7.124           -7.651
           -7.041          -0.5823           -8.405           -4.108
            8.479           2.1150           -4.779           -7.700
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -8.920           -8.282          -8.6695           -3.239
           -1.793           -2.779           0.9009          -10.542
           -4.062           -2.199         -11.4485            3.501
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.734          -6.3593           28.983           15.850
            1.544          -6.7951           -6.524            7.336
           13.375          -0.6484           12.595           14.139
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          3.27208            6.501          -0.7488           -5.399
          0.01143           15.030          19.7218           15.520
          2.57076            7.968           1.7134           -1.108
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.948         -26.1172            2.679           -0.695
            2.797           4.7494            1.481           -9.031
           13.398           0.6909           -5.348           15.054
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -8.812            3.251         -0.01904            9.212
            6.506           -1.189         -0.01776           -6.733
           -1.709            5.625         -5.63321           -3.270
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           12.793            8.179            8.922            6.600
            3.944           -3.455           -8.408            2.493
          -11.437            1.440           -1.099            4.594
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           10.661           -3.036          -19.911         -11.5275
            3.659            4.607            1.474           8.0672
            9.286           -1.486           15.378          -0.9612
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
       -20.399331          -19.010            1.685            15.94
         0.754409            5.628            7.592           -10.97
        -0.006227           16.143           28.985            28.17
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            47.25           -3.192            8.906           8.1585
            49.18           -4.242           16.554           0.4496
            66.09           -3.236           71.972           6.0293
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            27.42           -5.259            7.808            3.640
            26.92           -2.174           -2.688            2.961
            61.23            9.728           10.373           -3.049
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            13.70          -0.4219          -27.307            4.250
           -14.09           2.7423            2.497          -24.843
           -18.83           2.1858          -11.205            1.852
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.258            11.87           18.381            4.639
           10.015            11.06            5.155           -1.689
           -2.411            13.20           23.679           22.328
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
        -14.18261            3.616           -6.267            62.92
          2.00476            9.497           -4.884            47.74
          0.09762           -0.642           -6.608            60.31
 rnd_95776.volume rnd_95787.volume
           15.103           -16.36
            6.976           -12.10
            7.102           -40.37
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.446 0.8355 2.753 1.662 2.078 0.2866 0.9709 2.239 2.578 1.827 1.225
[2,] 1.913 1.0978 3.710 2.565 2.688 0.3725 1.2127 2.882 3.283 2.909 1.588
[3,] 2.234 1.2578 4.322 3.275 3.432 0.4264 1.3899 3.298 3.808 3.627 1.820
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.746 1.326 3.414 3.098 1.995 1.946 1.994 3.076 2.472 4.279 1.212
[2,] 2.597 1.943 4.480 3.853 2.609 2.753 2.892 4.057 3.099 5.960 1.448
[3,] 3.049 2.553 5.129 4.516 3.081 3.600 3.511 5.051 3.519 7.028 1.642
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.712 1.914 0.4185 2.217 1.870 1.333 1.591 0.4270 1.804 1.407 0.5943
[2,] 5.615 2.938 0.5737 3.296 2.997 1.732 2.639 0.5516 2.655 1.826 0.8115
[3,] 7.023 3.721 0.6835 4.070 3.984 2.062 3.387 0.6888 3.249 2.322 1.0382
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]  [,44]
[1,] 2.021 1.694 1.630 1.793 1.290 1.007 0.3588 1.025 0.4148 1.146 0.8878
[2,] 2.616 2.287 2.348 2.388 1.893 1.256 0.4783 1.304 0.5567 1.697 1.4491
[3,] 3.242 2.989 3.128 2.721 2.193 1.413 0.5711 1.521 0.6940 2.025 1.8519
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.180 0.6753 1.313 1.698 1.546 0.8954 1.462 1.030 0.8167 1.301 1.085
[2,] 1.451 0.8639 1.851 2.139 1.910 1.1329 2.334 1.260 1.0446 1.828 1.505
[3,] 1.666 0.9887 2.138 2.481 2.179 1.3370 2.983 1.476 1.2494 2.419 2.009
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.152 0.7329 1.190 0.5476 0.9858 0.7174 1.014 1.075 1.162 1.481
[2,] 1.609 1.4019 1.600 0.6513 1.5382 0.8503 1.369 1.334 1.646 2.494
[3,] 2.053 1.7548 1.957 0.7823 2.1057 0.9590 1.741 1.523 2.050 2.909
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6304 1.363 0.9236 1.203 0.5473 1.899 1.791 1.758 2.045 2.158 2.239
[2,] 0.7772 1.875 1.1516 1.776 0.6754 2.378 2.398 2.096 2.697 2.668 3.179
[3,] 0.9126 2.140 1.2940 2.289 0.8190 2.814 2.689 2.442 3.387 3.159 3.746
     [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 2.918 0.2828 2.676 1.041 3.074 0.918 0.8393 0.4330 0.9373 0.9205
[2,] 4.219 0.3472 3.819 1.481 4.049 1.150 1.0203 0.5646 1.5858 1.2696
[3,] 5.630 0.4095 4.654 1.780 4.754 1.365 1.1904 0.6712 1.9877 1.4595
     [,87] [,88]  [,89]  [,90] [,91] [,92]  [,93]  [,94]  [,95]  [,96]
[1,] 2.739 2.010 0.8892 0.9336 1.306 1.458 0.9228 0.5093 0.3255  7.113
[2,] 3.590 2.472 1.1095 1.3687 1.869 2.039 1.2708 0.6773 0.3741  9.406
[3,] 4.072 3.006 1.3668 1.7918 2.395 2.822 1.5210 0.8196 0.4150 11.445
     [,97] [,98]
[1,] 3.845 1.914
[2,] 6.246 3.009
[3,] 7.723 3.826
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   1.837   1.061    3.496    2.11    2.639   0.3639   1.233    2.844
[2,] 730.879 415.881 1453.094 1141.36  995.352 138.9957 424.410 1059.628
[3,] 674.803 358.655 1294.570 1189.03 1247.001 121.1491 396.562  936.536
         [,9]   [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.273    2.32   1.556    2.217   1.684    4.335    3.935   2.534
[2,] 1187.009 1322.21 590.405 1123.190 829.833 1694.183 1337.867 981.771
[3,] 1127.699 1265.41 518.717  932.673 966.864 1458.183 1375.930 956.751
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    2.472    2.532    3.907    3.139    5.433   1.539    4.714    2.43
[2,] 1137.236 1223.566 1544.476 1091.203 2423.413 462.933 2460.110 1302.04
[3,] 1354.561 1163.148 1757.941  974.888 2174.658 452.449 2464.494 1333.78
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5314    2.816    2.375   1.692    2.021   0.5422    2.291   1.787
[2,] 229.1919 1424.601 1367.946 646.276 1229.778 203.9850 1137.847 679.546
[3,] 217.0751 1394.211 1533.092 653.028 1239.794 240.9920 1094.028 837.901
        [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.7547    2.567    2.15    2.07   2.277   1.638   1.279   0.4556
[2,] 322.7620  969.626  897.93  986.50 920.933 808.688 437.985 184.7229
[3,] 378.1901 1118.302 1123.95 1207.63 761.703 647.193 378.612 182.2763
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.302   0.5268   1.455   1.127   1.499   0.8575   1.667   2.156
[2,] 470.457 216.8049 731.407 668.887 493.106 314.6870 762.482 760.306
[3,] 456.988 242.0537 645.644 673.489 477.621 280.9244 624.200 733.915
       [,49]   [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   1.964   1.137    1.857   1.308   1.037   1.652   1.378   1.463
[2,] 655.278 405.377 1062.625 423.834 380.364 750.118 609.212 655.994
[3,] 611.910 414.747 1084.833 448.746 400.375 925.430 776.917 745.093
        [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.9306   1.512   0.6953   1.252   0.9109   1.287   1.365   1.476
[2,] 698.0341 624.488 206.0036 689.696 266.6464 536.987 461.894 680.392
[3,] 616.4564 658.551 253.0521 839.908 258.9742 628.414 428.697 714.547
       [,65]    [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]    1.88   0.8005   1.731   1.173   1.528   0.695   2.412   2.275
[2,] 1172.01 265.5471 751.847 401.738 763.121 231.142 835.642 931.172
[3,]  874.20 279.4060 602.075 344.777 843.400 270.547 878.385 710.375
       [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   2.232    2.597   2.741    2.843    3.706   0.3591    3.398   1.323
[2,] 666.987 1027.044 916.307 1318.012 1779.407 117.6902 1591.089 614.721
[3,] 731.993 1196.806 988.004 1157.636 2177.374 126.7817 1553.888 576.937
        [,81]   [,82]   [,83]    [,84]  [,85]   [,86]    [,87]   [,88]
[1,]    3.903   1.166   1.066   0.5499   1.19   1.169    3.478   2.552
[2,] 1539.441 404.339 338.883 211.5959 747.14 510.730 1355.906 840.990
[3,] 1454.685 429.628 358.235 212.0195 699.93 420.418 1121.560 998.469
       [,89]   [,90]   [,91]    [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   1.129   1.186   1.658    1.851   1.172   0.6467   0.4133    9.033
[2,] 387.604 584.524 781.358  833.157 510.355 260.8109 107.7332 3594.579
[3,] 466.235 675.436 874.116 1139.026 488.103 269.5378 104.9348 3808.533
        [,97]   [,98]
[1,]    4.882    2.43
[2,] 2874.791 1356.09
[3,] 2653.520 1380.83
[1] "--- VAR model 2017-10-02 01:01:00  completed"
[1] "Completed training sample:  2017-10-02 01:01:00 - 2017-10-02 09:00:00"
[1] "SpVAR;   training sample:  2017-10-02 01:31:00 - 2017-10-02 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           9.917          4.2974         -27.94          11.40
          12.887          2.8922         -37.37          17.71
           9.850         -0.9245          29.42          13.65
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -26.960          3.494            9.180           32.202
         -3.524         -0.354            6.058           28.345
         -1.630          3.998           -1.485            7.349
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            46.88            28.80            6.547         -17.5170
            28.35            43.88           11.543           0.3272
            22.38            18.80           -1.498         -14.0660
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           11.207          -20.469          -0.6331           23.094
            2.439           32.272          -1.0976            8.385
            2.624            6.735          50.3181           17.959
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           23.807            9.934           -1.449           -41.34
            8.723          -12.028          -33.719           -19.21
           45.682           21.990            9.614            16.97
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -46.27          -1.9944            24.37           -12.23
           -60.19           2.0820           -56.85            21.00
            26.85           0.1717           -43.93           -27.86
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.314           -2.470          -22.165            8.335
           -1.922           23.085           10.890          -29.123
           -3.559            3.872            3.424           15.165
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            4.062           0.6788           33.616           -2.451
           17.668          -0.8989           -8.133          -18.768
            7.792          -0.7687          -10.944          -13.405
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.784         -25.0326          -24.778          -24.590
           -5.701          -0.2403          -16.523          -17.752
           -8.626         -23.7304           -6.259           -2.086
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -13.4979           -6.267          -3.8903          -1.8432
          -4.7253           -2.509          -5.3393          -2.2672
           0.1597            9.807          -0.6116          -0.1616
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          15.3386           1.9799            7.556          -11.951
           0.6174          -1.0335            2.843           -9.122
          -1.1928           0.5551           -9.610           -4.372
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.340            4.294            1.744            2.730
           12.552            7.012           -4.362            5.216
            7.287            8.225          -17.528           -2.939
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.160           -3.166            1.745          -10.578
            4.130           10.184          -13.361           -3.761
           -7.736           11.169           -6.274           -4.424
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.863          -0.2775           -1.173           -1.345
           12.649         -25.9247          -18.260          -11.705
            6.123         -18.1003          -21.085          -12.584
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.993          11.8237           -6.169           20.047
            7.171          -0.6173           -5.319           14.090
          -20.447           9.5697            2.314           -7.574
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.7246          -0.6735            8.393            1.321
           0.4298          10.6112           -5.367            6.279
           0.4107          -1.8671            6.264           10.356
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.562           1.3068            6.333           -8.875
           -3.405           0.7376           10.283            3.407
           11.754           1.4151           -8.463            3.502
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.166          -4.6626           4.2026            25.19
            4.743          -4.3132          -0.9675            13.24
           13.265          -0.2622          22.7005            14.72
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.795           25.944            3.544          -0.5507
            7.341           -5.496           -1.612         -11.4507
          -19.518          -11.534           25.188          -9.6907
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.674           1.9911          -2.0325            9.790
           -8.453           0.8264          -4.9439            3.875
           14.853           2.0121          -0.8694            8.524
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.372           0.1781            2.572          -0.6555
            6.480          -1.0461            0.218          -1.8497
          -31.392          -7.3921           -6.150          -5.8292
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.381           9.4434            18.39           10.679
            6.310           9.5303            -1.48            2.909
            2.142          -0.4185            10.71           17.772
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.9341            7.881           -22.09           -3.201
          -5.5958           13.066           -19.85          -15.138
           0.7622           -4.034           -17.13           -7.620
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.468         -0.08376           -6.443            21.27
           10.616          1.31043           -6.470            73.00
           -1.236         -4.03183           -4.415            53.02
 rnd_95776.volume rnd_95787.volume
          -15.298           -11.14
           54.459            19.15
            3.549           -25.58
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.730 0.9341 3.634 1.831 2.255 0.3654 1.084 2.719 2.894 1.994 1.465
[2,] 2.215 1.2105 4.705 2.795 2.959 0.4644 1.368 3.355 3.824 3.459 1.836
[3,] 2.537 1.3567 5.600 3.537 3.727 0.5303 1.564 3.776 4.491 4.220 2.125
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.901 1.520 3.934 3.278 2.221 2.201 2.326 3.252 2.655 5.256 1.297
[2,] 2.793 2.135 5.043 4.164 2.875 3.059 3.154 4.413 3.444 6.899 1.520
[3,] 3.288 2.792 5.794 4.914 3.289 3.978 3.882 5.607 4.077 8.131 1.746
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.541 2.275 0.4916 2.371 2.102 1.688 1.679 0.4852 2.106 1.812 0.7266
[2,] 7.032 3.321 0.6793 3.677 3.358 2.158 2.768 0.6444 3.021 2.344 0.9989
[3,] 8.395 4.320 0.7974 4.726 4.429 2.553 3.587 0.7756 3.721 2.848 1.2838
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.173 1.992 1.928 2.291 1.443 1.186 0.4605 1.114 0.4750 1.384 1.076
[2,] 2.784 2.685 2.798 2.760 2.065 1.433 0.5865 1.431 0.6370 2.077 1.801
[3,] 3.535 3.364 3.696 3.166 2.430 1.605 0.6647 1.733 0.7892 2.496 2.334
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.302 0.8018 1.488 1.858 1.612 1.029 1.685 1.109 0.8602 1.381 1.149
[2,] 1.598 1.0215 2.113 2.355 2.054 1.266 2.618 1.404 1.1258 1.969 1.699
[3,] 1.815 1.2269 2.461 2.693 2.363 1.501 3.158 1.622 1.3484 2.516 2.250
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.138 0.8229 1.320 0.6008 1.083 0.7668 1.163 1.237 1.245 1.653 0.7216
[2,] 1.789 1.5196 1.799 0.7243 1.748 0.8892 1.559 1.530 1.780 2.770 0.9133
[3,] 2.181 1.9893 2.114 0.8492 2.388 0.9875 1.943 1.710 2.272 3.275 1.0376
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.463 1.035 1.210 0.5759 2.232 2.067 1.922 2.322 2.531 2.495 3.391
[2,] 2.086 1.278 1.906 0.7389 2.760 2.713 2.288 3.079 3.092 3.523 5.065
[3,] 2.407 1.450 2.420 0.9133 3.269 3.101 2.670 3.841 3.598 4.093 6.548
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.3068 3.136 1.351 3.192 0.9463 0.9025 0.5564 1.069 1.130 3.513 2.188
[2,] 0.4018 4.365 1.802 4.445 1.2159 1.0932 0.6966 1.781 1.493 4.258 2.799
[3,] 0.4816 5.042 2.098 5.158 1.4375 1.3175 0.8307 2.205 1.726 4.797 3.364
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.974 1.185 1.605 1.622 1.067 0.6074 0.3337  7.489 4.198 2.235
[2,] 1.321 1.752 2.344 2.353 1.408 0.8032 0.3908  9.697 6.902 3.389
[3,] 1.587 2.248 2.946 3.242 1.715 0.9827 0.4381 11.618 8.575 4.436
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.197   1.186    4.615    2.325    2.863   0.4639   1.377   3.453
[2,] 695.588 387.122 1502.702 1061.759  963.787 144.1241 419.245 988.227
[3,] 622.176 307.980 1526.967 1090.285 1138.998 128.7587 381.453 871.236
         [,9]    [,10]  [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.675    2.532   1.86    2.414   1.931    4.995    4.163   2.821
[2,] 1257.306 1421.062 556.51 1029.095 753.445 1586.941 1290.555 918.028
[3,] 1183.399 1215.466 537.69  871.531 904.870 1434.262 1312.187 802.952
        [,17]    [,18]   [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.795    2.954    4.13    3.371    6.675   1.647    5.766    2.889
[2,] 1068.513 1071.049 1499.75 1102.782 2246.526 398.833 2699.775 1216.261
[3,] 1278.716 1138.078 1739.03 1097.616 2164.198 431.473 2305.715 1389.191
        [,25]   [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.6243    3.01    2.669   2.143    2.132   0.6161    2.674   2.301
[2,] 235.7280 1413.40 1316.995 676.136 1106.732 213.2588 1088.671 747.560
[3,] 209.9396 1492.77 1451.937 685.855 1146.963 216.9599 1092.369 812.907
        [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.9227    2.759    2.529    2.448   2.909   1.832   1.507   0.5848
[2,] 344.6471  875.137  905.334 1019.309 774.028 742.963 404.322 182.5861
[3,] 405.4481 1095.549 1019.062 1214.659 779.231 644.018 362.754 157.3331
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]
[1,]   1.415   0.6032   1.757   1.366   1.653   1.018   1.89   2.359
[2,] 451.439 213.4355 778.368 725.880 466.139 318.276 753.71 728.066
[3,] 491.421 234.2081 696.078 746.994 432.891 341.696 634.70 656.736
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.047   1.307    2.14   1.408   1.092   1.753   1.459   1.445
[2,] 640.089 370.684 1007.14 432.949 365.195 705.994 629.640 693.642
[3,] 587.314 405.306  888.51 408.341 373.113 787.491 741.464 627.546
       [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.045   1.677   0.7629   1.375   0.9738   1.477   1.571   1.581
[2,] 642.313 614.620 203.4466 689.617 226.2947 522.127 452.721 639.684
[3,] 645.486 557.505 222.9159 818.173 216.0030 582.763 383.658 709.655
        [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]    2.099   0.9163   1.857   1.314   1.537   0.7313   2.834   2.625
[2,] 1117.190 281.5198 747.657 376.661 740.093 232.7681 816.385 883.757
[3,]  878.688 247.5468 604.290 344.172 750.326 269.9061 881.013 755.315
      [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   2.44    2.949   3.214    3.168    4.306   0.3896    3.982   1.716
[2,] 624.67 1016.597 893.179 1250.433 1891.870 130.4503 1526.620 599.405
[3,] 691.58 1154.095 924.985 1047.767 2086.406 133.4944 1268.400 540.487
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]   [,88]
[1,]    4.053   1.202   1.146   0.7066   1.357   1.435    4.461   2.778
[2,] 1555.711 383.845 310.148 210.6866 716.049 490.582 1209.733 877.631
[3,] 1315.564 385.585 369.770 227.5629 653.974 435.853 1111.292 938.473
       [,89]   [,90]   [,91]    [,92]   [,93]    [,94]    [,95]   [,96]
[1,]   1.237   1.505   2.038    2.059   1.354   0.7713   0.4238    9.51
[2,] 448.700 648.746 859.158  857.475 462.058 264.2100 102.2568 3097.11
[3,] 441.916 707.903 897.192 1121.381 492.565 284.7093  99.5567 3217.34
        [,97]    [,98]
[1,]    5.331    2.838
[2,] 2754.731 1280.788
[3,] 2558.106 1439.377
[1] "--- VAR model 2017-10-02 01:31:00  completed"
[1] "Completed training sample:  2017-10-02 01:31:00 - 2017-10-02 09:30:00"
[1] "SpVAR;   training sample:  2017-10-02 02:01:00 - 2017-10-02 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -15.4403         -5.8722          11.67          8.189
         -0.5525          1.0166          36.64        -15.942
         11.5571          0.8746          -4.44        -15.460
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          5.139         3.6279            0.796            6.727
         10.133        -2.6694            4.448            3.975
         -4.085         0.6862            2.656            9.392
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.904            7.393            5.602           -16.40
            5.183           -2.493            8.024           -28.04
           12.949           11.922           18.900           -25.96
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.789            1.344           31.198            30.84
          -12.498          -14.098          -11.311            35.76
          -23.149            8.105           -5.784            40.83
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.531          -1.1705            36.72            21.18
           -1.847           9.0442           -12.38            20.35
           -6.296           0.9046            22.39            11.17
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -36.42          -0.2163           -25.11            4.851
            23.13          -9.5988           -11.48           -6.078
            13.94           2.8947            13.77            1.954
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.985          -0.9538           -43.25            9.235
           -2.425          -8.2484            25.65            8.754
           -3.374         -11.0318            20.04           17.560
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            14.04            4.047            4.709            7.471
           -24.76           -0.211          -32.683           -5.113
           -18.88            2.429            5.112           21.905
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -4.3613          -6.6862           12.418            1.423
           0.7629           0.9181            1.366           13.006
          -7.4277           8.7547           -6.403          -13.474
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.074            8.326            8.637           2.8374
            9.307            6.259            5.697          -0.5388
           20.761            6.706            5.022          -1.1015
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.363           -3.194           -7.366         -17.5243
           -7.645           -4.646            9.681           0.4709
           -2.747            1.166           -2.077          -8.1521
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.614           -4.310            5.242           7.1856
            1.901           -6.656           -4.795           0.6807
           10.422            2.151            5.054           0.7892
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -13.468           11.126            2.752            6.525
            5.814           -5.005           -2.749            1.218
           -4.697            7.911           -3.199            4.062
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.5646            1.704            9.013            9.477
          -0.7326           -8.440           -2.324           -1.165
           1.9257            4.524           -7.711           -6.603
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.3040            5.993            4.927           14.447
          11.2269           -6.246            1.646           -5.180
          -0.6924            2.606            1.963            2.505
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5903        -10.91571           10.646           -17.71
          -7.2541         -0.05105           -2.436             9.70
          -1.8627         12.13007            1.878           -14.51
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.872           -5.077            1.491          -12.241
          -13.626            3.866          -12.481            3.155
            5.584           -1.858            2.974            5.752
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.061           -1.375           -3.377          -24.981
          -26.539            5.642           -1.171            2.216
            5.710           -5.748            1.509           13.158
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -20.930           -14.77           19.875            6.502
           -5.942           -11.83            2.438           -9.683
            4.787            10.86           17.293           17.236
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.247           0.6768           -8.297            8.073
          -12.483          -0.2249            6.537           -7.581
           -1.918           2.6444          -17.981           -4.889
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.009            6.385           -4.247           -3.214
           20.010            5.706            1.336           -1.261
           -0.554           -3.371           -1.336           -1.942
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.458           -9.803           -4.901          -10.117
           17.915            5.138          -33.057            2.194
           12.617            2.686           -8.299            9.452
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.937          -15.162          -10.202          -3.0823
           -2.474            6.667            5.987         -16.4090
            2.359          -19.275            2.460          -0.6785
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            0.334          -0.9254           -6.798           -24.61
            4.805          -0.9568           -5.720           -18.01
            8.963           1.6981           -5.287           -24.13
 rnd_95776.volume rnd_95787.volume
            3.075           4.8880
           -8.547           0.2099
           -2.063          -6.0623
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.901 1.019 4.033 2.180 2.707 0.4662 1.238 3.019 3.082 2.271 1.537
[2,] 2.504 1.336 5.098 3.455 3.522 0.5478 1.566 3.663 4.099 3.800 1.938
[3,] 2.929 1.463 6.017 4.284 4.316 0.6305 1.731 4.143 4.774 4.634 2.294
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.030 1.663 4.402 3.570 2.371 2.618 2.520 4.074 2.838 5.865 1.490
[2,] 2.979 2.296 5.491 4.531 3.122 3.618 3.585 5.438 3.760 7.547 1.775
[3,] 3.467 2.933 6.350 5.432 3.617 4.649 4.328 6.803 4.442 8.891 2.068
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.894 2.426 0.5860 2.501 2.350 1.895 2.085 0.5746 2.543 2.122 0.8382
[2,] 7.933 3.679 0.7927 4.068 3.730 2.364 3.457 0.7423 3.536 2.844 1.1125
[3,] 9.572 4.831 0.9230 5.229 4.832 2.874 4.408 0.8817 4.306 3.421 1.4642
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.699 2.397 2.252 2.586 1.653 1.292 0.5439 1.199 0.5464 1.624 1.341
[2,] 3.308 3.206 3.502 3.106 2.462 1.565 0.6865 1.621 0.7195 2.363 2.116
[3,] 4.117 3.971 4.268 3.515 2.882 1.762 0.7781 1.914 0.8932 2.865 2.689
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.472 0.8452 1.594 2.158 1.860 1.077 1.979 1.275 0.9404 1.544 1.238
[2,] 1.808 1.1550 2.435 2.622 2.304 1.395 3.073 1.523 1.2672 2.344 1.897
[3,] 2.054 1.3382 2.885 3.037 2.700 1.696 3.685 1.772 1.5379 3.008 2.539
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.144 0.8983 1.522 0.6522 1.215 0.8110 1.253 1.447 1.475 1.904 0.8001
[2,] 1.892 1.6575 2.124 0.7924 1.914 0.9346 1.708 1.741 2.083 2.977 1.0399
[3,] 2.535 2.2304 2.458 0.9229 2.537 1.0433 2.119 1.968 2.631 3.552 1.1822
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.572 1.229 1.313 0.6892 2.595 2.514 2.160 2.286 2.915 2.656 3.593
[2,] 2.237 1.540 2.136 0.8735 3.281 3.207 2.604 3.265 3.451 3.915 5.650
[3,] 2.556 1.699 2.662 1.0291 3.814 3.697 3.055 4.155 4.019 4.550 7.151
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4014 3.423 1.570 3.725 1.058 1.004 0.6385 1.074 1.184 4.058 2.643
[2,] 0.4884 5.087 2.062 5.109 1.325 1.247 0.8013 1.946 1.609 4.816 3.281
[3,] 0.5765 5.915 2.321 5.936 1.566 1.504 0.9512 2.566 1.836 5.537 3.955
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95] [,96] [,97] [,98]
[1,] 1.106 1.472 1.817 1.954 1.196 0.6715 0.3274 6.736 4.609 2.408
[2,] 1.565 2.072 2.790 2.983 1.623 0.9288 0.3937 8.310 7.988 3.891
[3,] 1.802 2.642 3.418 3.925 1.933 1.1740 0.4461 9.511 9.574 5.081
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   2.414   1.294    5.122    2.768    3.437   0.592   1.572   3.834
[2,] 667.184 353.371 1275.801 1097.090  922.271 117.697 392.563 848.751
[3,] 621.703 244.204 1307.914 1036.672 1020.670 127.757 301.549 792.378
         [,9]    [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.914    2.884   1.951   2.578   2.112    5.589    4.533   3.011
[2,] 1105.747 1246.837 483.404 892.239 648.039 1343.591 1142.068 830.879
[3,] 1001.906 1085.378 501.846 725.352 746.642 1304.721 1225.865 747.457
        [,17]  [,18]    [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    3.325    3.2    5.173    3.604    7.448   1.892    6.215    3.081
[2,] 1021.532 1043.5 1473.834 1009.532 1943.387 394.275 2555.059 1131.822
[3,] 1195.253  992.5 1673.017  967.543 1923.707 434.885 2192.147 1281.203
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.7442    3.176    2.984   2.407    2.647   0.7297    3.229   2.695
[2,] 218.4262 1312.865 1185.618 578.552 1128.409 192.3105 1005.524 774.866
[3,] 193.5371 1344.687 1256.665 668.913 1119.523 194.6877 1005.637 778.018
       [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.064    3.428   3.044    2.86   3.284   2.099   1.641   0.6906
[2,] 299.342  782.288 871.371 1097.46 703.969 746.906 361.524 171.4294
[3,] 389.541 1003.499 959.075  998.60 673.375 613.008 330.737 149.8842
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]  [,48]
[1,]   1.523   0.6939   2.062   1.702   1.869   1.073   2.024   2.74
[2,] 446.649 191.5843 702.279 670.151 429.506 322.138 753.440 609.62
[3,] 416.123 216.5886 662.838 679.158 399.168 276.575 632.974 627.47
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.362   1.368   2.514   1.619   1.194   1.961   1.572   1.452
[2,] 556.259 363.044 961.803 341.036 347.616 721.591 588.116 616.662
[3,] 575.768 394.572 832.254 371.050 356.561 771.585 690.658 690.654
       [,57]   [,58]    [,59]   [,60]  [,61]   [,62]   [,63]   [,64]
[1,]   1.141   1.933   0.8283   1.543   1.03   1.591   1.837   1.874
[2,] 570.040 606.441 184.1105 605.214 190.05 475.285 396.438 601.816
[3,] 610.802 506.186 193.6540 681.221 189.74 513.292 375.623 657.798
       [,65]   [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   2.418   1.016   1.997   1.561   1.667   0.8752   3.295   3.193
[2,] 936.356 271.840 650.959 379.786 689.750 219.6560 821.576 814.362
[3,] 792.757 230.126 506.116 293.703 649.789 222.6224 796.355 752.723
       [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   2.743    2.903   3.702    3.373    4.563   0.5098    4.346   1.994
[2,] 594.873  954.117 755.436 1177.023 1784.324 113.8220 1540.127 546.861
[3,] 653.817 1051.527 843.095  948.940 1793.783 125.4013 1235.144 435.797
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]   [,88]
[1,]    4.73   1.343   1.275   0.8108   1.364   1.503    5.153   3.357
[2,] 1431.18 327.015 302.605 198.1455 664.281 445.926 1061.891 795.606
[3,] 1236.51 340.989 343.709 209.7408 684.109 362.156 1117.567 903.763
       [,89]   [,90]   [,91]    [,92]   [,93]    [,94]   [,95]    [,96]
[1,]   1.404   1.869   2.307    2.481   1.519   0.8528  0.4157    8.554
[2,] 453.412 596.586 866.620  922.443 448.967 262.5989 89.4883 1991.682
[3,] 365.123 670.852 807.597 1044.148 429.702 293.8312 85.8408 1893.307
        [,97]    [,98]
[1,]    5.852    3.058
[2,] 2670.089 1250.667
[3,] 2159.778 1337.200
[1] "--- VAR model 2017-10-02 02:01:00  completed"
[1] "Completed training sample:  2017-10-02 02:01:00 - 2017-10-02 10:00:00"
[1] "SpVAR;   training sample:  2017-10-02 02:31:00 - 2017-10-02 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.316         -0.1032          29.26        -25.231
          10.617          2.7143          -9.63         -3.794
          -4.098         11.5245         -19.89        -23.585
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.463          2.667           0.9077          -0.8935
        -11.451          0.370           7.7283           2.9378
         -8.864          3.684           3.8129           2.0627
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.5506           0.8889            9.499           -24.28
          -0.5980          -5.7021            7.621           -26.25
           6.8520          22.3200            1.974           -11.45
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.910          -27.942          -29.036            33.75
            2.588            7.327          -19.702            29.86
           11.396          -26.689           -2.127            33.65
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.107           13.935           25.178            11.31
            2.518          -14.247            9.106            25.47
            6.323            5.364           -9.043            -4.18
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            -8.02          0.03897           -2.588            2.256
           -11.15          0.81385           13.499          -15.845
           -13.54         -0.74981          -14.587           24.415
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.677           -2.853          -12.194           0.2449
            3.273           -4.271           -4.836          -3.1334
            2.143            4.701           10.209          -3.2872
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -21.77            2.784           -13.16           -7.457
           -10.18            2.606           -16.86           -1.446
           -16.21            1.063           -14.02          -15.378
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.159            1.311           -5.895           -24.30
           -7.098          -35.500          -15.089            -8.44
           -6.966           -3.180          -19.651           -33.84
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            11.20           13.040          -9.9264        -0.007742
             7.97           -4.808           0.4951         2.923307
            10.54           12.624          -6.3817        -2.800204
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.02438          -1.6526           -7.315            1.075
          3.15850          -0.5631           -6.083          -13.390
          8.87845          -3.0239           -4.287          -15.933
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9223           2.8654            10.76            8.138
          14.6132           0.4061            -4.59          -23.520
           7.6542           6.3417            -3.33           14.232
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           15.271           4.4589           0.8293           -2.527
           -5.369           5.8807          12.4806            1.957
            8.089          -0.9599         -13.5293            2.304
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.6197          -3.3093          -0.3708           0.8075
           2.9421          -6.9341          -9.2474         -14.1144
          -0.5308           0.7668           5.6702          -0.1421
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.596            2.990           -2.375           -5.603
           -2.162            5.517           -2.462           -3.278
          -11.024           -3.181            2.630           -6.636
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.033           -8.298            5.634          -0.8292
           -4.615           -6.895           -2.993          -1.9026
           -1.130           -1.120           -0.191         -10.0112
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           17.286           1.2646            2.033          -9.1739
           -5.735           8.8694            1.647          -0.6244
           -3.088          -0.2379           -7.340          -5.2179
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.374           4.2800           6.7283            2.969
           -4.853           1.4784          -0.3202            4.880
          -10.593           0.4573          -0.8630            5.878
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.164          -10.634            4.579            3.984
            6.443           16.715           -1.929           19.121
           17.403            3.353           -6.294            6.907
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.4942          -0.9786            8.603        -3.719357
           9.2658           1.8257           14.697         0.006358
          -1.3991           1.3172           10.223        -4.607499
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.607           -2.590         -0.03845           3.5162
           -7.787            2.318          0.73910           2.4902
           11.505           -6.021          2.49551          -0.8139
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.485           -2.514           18.024            1.549
           -2.880            2.410          -18.807            3.049
            6.272           11.800            4.435            7.344
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.780            1.408           -3.079            11.57
            2.709            7.447            7.962            11.32
           -6.995           11.252            7.011            11.65
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.3511          -0.7487           -6.111          -13.157
           6.2092          -3.9538           -7.632           10.300
           0.3157           1.6228           -5.867            9.974
 rnd_95776.volume rnd_95787.volume
            56.87           0.1664
           -13.07         -12.8936
           -35.97          17.6679
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.038 1.145 4.661 2.632 3.065 0.5144 1.377 3.329 3.564 2.511 1.799
[2,] 2.757 1.465 5.715 4.048 3.968 0.6324 1.719 4.022 4.642 4.190 2.249
[3,] 3.232 1.679 6.811 4.957 4.800 0.7369 1.900 4.469 5.337 4.964 2.619
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.243 2.038 4.834 3.885 2.572 2.865 2.832 4.816 3.337  6.906 1.668
[2,] 3.362 2.720 5.971 4.922 3.380 4.072 3.960 5.928 4.181  8.596 1.984
[3,] 3.842 3.429 6.826 5.747 3.880 5.061 4.665 7.177 4.910 10.017 2.287
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.400 2.671 0.6594 2.741 2.898 2.215 2.567 0.6765 3.007 2.390 1.041
[2,]  8.887 4.196 0.8737 4.616 4.364 2.759 4.027 0.9277 4.010 3.102 1.339
[3,] 10.646 5.308 1.0320 5.811 5.619 3.349 5.050 1.0717 4.798 3.694 1.703
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.115 2.647 2.657 2.895 1.858 1.436 0.6506 1.517 0.6423 1.985 1.540
[2,] 3.689 3.582 3.913 3.497 2.588 1.764 0.7820 1.894 0.8432 2.664 2.584
[3,] 4.683 4.366 4.753 3.903 3.096 2.013 0.8880 2.196 1.0115 3.166 3.132
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.638 1.034 1.795 2.299 2.025 1.220 2.327 1.349 1.107 1.922 1.358
[2,] 2.037 1.366 2.727 2.790 2.486 1.573 3.375 1.737 1.421 2.934 2.205
[3,] 2.289 1.529 3.301 3.301 2.928 1.909 4.004 2.012 1.666 3.589 2.755
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.275 0.9612 1.824 0.6888 1.382 0.8492 1.422 1.746 1.634 2.075 0.9246
[2,] 2.088 1.8919 2.498 0.8426 2.111 0.9737 1.853 2.032 2.284 3.376 1.2180
[3,] 2.889 2.6282 2.760 0.9917 2.843 1.1182 2.263 2.271 2.930 4.044 1.3938
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.791 1.444 1.435 0.8061 2.966 2.718 2.307 2.589 3.268 3.299 4.196
[2,] 2.592 1.761 2.395 0.9966 3.672 3.581 2.855 3.712 3.791 4.529 6.166
[3,] 2.946 1.935 2.968 1.1820 4.251 4.124 3.320 4.688 4.390 5.201 7.626
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4491 3.812 1.840 4.008 1.194 1.068 0.7376 1.179 1.360 4.497 2.861
[2,] 0.5745 5.470 2.346 5.718 1.527 1.378 0.9242 2.160 1.783 5.349 3.556
[3,] 0.6562 6.367 2.645 6.678 1.777 1.632 1.0783 2.755 2.100 6.041 4.230
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.298 1.589 2.096 2.246 1.400 0.8056 0.3641 6.574  5.212 2.748
[2,] 1.778 2.204 3.156 3.377 1.891 1.1103 0.4389 7.924  8.692 4.403
[3,] 2.040 2.819 3.811 4.304 2.225 1.3513 0.4947 9.217 10.682 5.587
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.588   1.454    5.919    3.342    3.892   0.6532   1.748   4.228
[2,] 697.043 342.879 1241.562 1154.476  946.029 138.0568 386.620 847.323
[3,] 633.066 308.029 1390.523 1073.484 1013.570 141.9883 303.315 731.104
         [,9]    [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    4.526    3.188   2.284   2.849   2.588    6.138    4.933   3.266
[2,] 1115.917 1258.974 506.650 939.834 675.826 1315.368 1134.256 823.248
[3,]  988.363  999.034 503.816 697.818 783.852 1241.584 1113.646 714.960
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    3.638    3.596    6.116   4.237    8.769   2.118    6.857    3.392
[2,] 1086.059 1039.199 1297.179 945.709 1921.275 403.627 2649.003 1214.375
[3,] 1128.463  925.417 1518.794 966.322 1930.381 426.948 2200.280 1220.381
        [,25]    [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   0.8373    3.481    3.679   2.812    3.259   0.859   3.818   3.035
[2,] 215.1576 1393.812 1224.921 617.832 1164.538 238.296 995.643 742.380
[3,] 206.1191 1325.287 1328.200 712.414 1143.970 201.353 988.974 752.499
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.322    3.956   3.361    3.374   3.676   2.359   1.824   0.8262
[2,] 316.236  741.375 905.924 1078.398 736.039 676.184 384.504 162.8756
[3,] 394.720 1082.925 937.013 1012.641 650.290 638.127 363.652 157.8757
       [,41]    [,42]  [,43]   [,44]  [,45]   [,46]   [,47]   [,48]
[1,]   1.927   0.8156   2.52   1.955   2.08   1.312   2.279   2.919
[2,] 425.312 205.0595 666.84 778.855 454.38 335.249 770.748 593.278
[3,] 416.870 209.6945 642.58 664.473 391.81 258.200 697.959 662.403
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.571   1.549   2.954   1.713   1.406   2.441   1.724   1.619
[2,] 541.401 372.477 917.747 410.860 334.199 831.924 652.244 620.466
[3,] 580.821 406.411 808.576 381.407 326.664 775.971 619.431 749.638
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.221   2.316   0.8746   1.755   1.078   1.806   2.217   2.075
[2,] 611.636 640.771 182.2015 599.003 178.800 446.007 390.410 598.975
[3,] 684.730 440.192 196.2530 714.479 206.369 487.447 380.101 688.898
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   2.635   1.174   2.274   1.834   1.822   1.024   3.767   3.451
[2,] 999.349 297.595 703.270 378.591 719.639 219.974 812.260 875.519
[3,] 835.811 254.379 525.631 300.962 658.180 238.524 804.170 767.523
       [,73]    [,74]   [,75]    [,76]    [,77]    [,78]   [,79]   [,80]
[1,]   2.929    3.287   4.149    4.189    5.328   0.5703    4.84   2.337
[2,] 631.092  998.400 721.425 1164.594 1695.826 134.5032 1472.62 546.463
[3,] 636.422 1074.589 830.633  959.969 1684.016 118.9829 1223.16 458.353
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]    5.09   1.517   1.356   0.9366   1.497   1.727    5.71   3.634
[2,] 1530.74 356.979 326.595 209.0020 679.481 433.120 1087.20 792.347
[3,] 1294.67 341.071 328.135 208.5243 641.523 416.450 1053.90 859.873
       [,89]   [,90]   [,91]    [,92]   [,93]   [,94]   [,95]    [,96]
[1,]   1.649   2.018   2.661    2.852   1.778   1.023  0.4623    8.348
[2,] 456.085 573.115 885.716  946.427 477.038 286.810 91.9868 1660.496
[3,] 375.363 659.569 801.964 1001.972 440.025 289.069 85.6490 1767.089
        [,97]   [,98]
[1,]    6.619    3.49
[2,] 2610.534 1291.12
[3,] 2331.040 1290.89
[1] "--- VAR model 2017-10-02 02:31:00  completed"
[1] "Completed training sample:  2017-10-02 02:31:00 - 2017-10-02 10:30:00"
[1] "SpVAR;   training sample:  2017-10-02 03:01:00 - 2017-10-02 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          21.871          -3.169         -16.04        -8.5932
           5.563           7.160         -26.28       -13.1087
          11.673           7.349         -15.59         0.5738
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.099        -1.1736            3.226          -14.236
          2.464         4.2639            9.856            3.029
        -15.716         0.1717            0.991           -9.458
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.529            3.433           12.749           -22.79
          -30.017          -13.510            1.915           -14.40
            1.919          -12.406           -6.161           -29.31
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -13.882            10.70           -5.393            37.81
           -8.354           -36.38           -9.856             7.24
          -15.909           -23.86            1.723            31.79
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           18.182           13.489           -23.40           -12.51
           -2.555            2.774           -25.45            12.66
           -2.895          -17.841           -43.00            10.33
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -17.99          10.2717           -20.17          -30.142
           -17.66           0.8934            12.71           -4.521
           -11.89           5.3037           -35.49           -4.999
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.2968          -19.589          -31.210           10.735
           0.3457            6.368          -23.459           -2.821
           5.5069          -10.405           -9.193           -7.527
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            5.020           1.5600            4.717            6.226
          -13.576          -0.2409          -21.394            8.361
            4.633          -2.2240           -7.463           -6.126
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -3.7834          -18.426          -0.1947           -8.977
           0.9269           -9.145          -2.9712           -7.518
          -7.3134          -13.199         -12.7507          -24.370
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.623          -8.0300            6.285          -1.2405
           -2.195          -9.7974           -0.657          -0.9003
            6.353           0.6504            3.204          -2.3318
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -14.071            2.391          18.2919        -0.008701
            6.494            3.644          -0.3571         5.417149
           -3.094           -5.379          -9.3638       -13.365823
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          15.7878           0.4325            4.491          -0.5899
           0.3998           8.2799           -2.832           1.9107
           5.1957           2.0045            6.640          10.1277
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.742            5.082            5.203          6.56956
           14.629           -3.563           -6.699         -0.02721
           13.282            5.062           16.922          5.09057
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3635          -17.064          -16.197           -8.459
           3.1727            3.826           -7.084          -21.240
           3.3847            8.258          -11.733           -6.392
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           8.5907         -2.28148            1.910           -2.676
         -16.6232         -6.18423           -2.246           -2.528
          -0.7863         -0.06859           -2.416          -24.441
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.7684            3.058          -11.836          -3.6726
          -0.4882           11.783            6.342          -0.1924
          -2.0745          -11.498            2.069          22.5615
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           18.888            9.013            4.296           -5.705
           -8.743           -1.317            5.092           -4.292
           33.708            1.902            7.174          -10.075
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.7696           3.2251           10.999           10.827
          -2.4515          -0.8972           13.969            8.026
          -6.7356          -2.0601           -5.037            7.750
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           18.165            8.333            0.399          -19.384
           -5.549           10.433          -14.293           18.958
            8.020           11.601            9.311           -1.157
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           46.239         -4.45822            3.457           -6.363
            8.772         -0.04202           -8.884           -1.097
            6.207         -2.15249          -13.845           -6.052
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.331          0.28983           0.9322           0.9674
           -4.355          0.03777           8.3671           0.1130
          -10.253         -2.58307          -6.6173          -2.9510
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.030           -4.412           0.1152          -22.308
          -12.384            5.400          -4.3608           20.332
           -8.595            8.681          16.7135            1.019
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.4527            1.412           0.7786           -11.67
         -10.3654            4.776         -11.4834           -12.84
           0.8463           -9.819           0.8756           -14.59
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -7.381          -3.2266           -6.125            4.089
           -3.027          -0.6522           -9.218           -6.996
           -4.745          -1.6925           -5.567           -0.771
 rnd_95776.volume rnd_95787.volume
           -8.347         -28.1742
           64.454          -0.7698
           10.124          -8.3308
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.216 1.406 5.504 2.987 3.288 0.5982 1.471 3.861 4.073 2.956 1.968
[2,] 2.936 1.687 6.389 4.568 4.333 0.7198 1.807 4.469 5.326 4.984 2.567
[3,] 3.458 1.960 7.415 5.521 5.274 0.8261 2.020 5.052 5.925 5.588 2.914
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.528 2.287 5.104 4.271 2.745 3.129 3.213 5.577 3.701  7.744 1.799
[2,] 3.703 2.959 6.366 5.351 3.510 4.500 4.246 7.140 4.570  9.511 2.129
[3,] 4.120 3.646 7.419 6.163 4.075 5.471 5.129 8.473 5.235 10.864 2.500
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.316 3.214 0.7695 3.145 3.253 2.547 2.822 0.8018 3.423 2.752 1.247
[2,] 10.665 4.813 1.0075 5.084 4.766 3.127 4.443 1.0773 4.453 3.543 1.620
[3,] 12.389 6.111 1.1845 6.465 6.131 3.745 5.564 1.2375 5.369 4.244 1.955
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.542 2.852 3.234 3.175 2.094 1.821 0.7200 1.691 0.7286 2.274 1.865
[2,] 4.289 3.947 4.581 3.830 2.943 2.146 0.8733 2.048 0.9747 3.047 2.901
[3,] 5.566 4.771 5.522 4.285 3.561 2.402 0.9992 2.393 1.1296 3.602 3.550
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.863 1.192 1.939 2.607 2.247 1.440 2.484 1.560 1.209 2.149 1.565
[2,] 2.245 1.496 3.135 3.211 2.798 1.874 3.574 1.939 1.523 3.177 2.407
[3,] 2.487 1.669 3.727 3.618 3.275 2.172 4.399 2.264 1.786 3.873 3.105
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.498 1.153 2.166 0.8473 1.627 0.9062 1.563 1.846 1.802 2.454 1.014
[2,] 2.321 2.180 2.849 0.9794 2.383 1.0384 2.036 2.182 2.572 3.690 1.365
[3,] 3.227 2.882 3.139 1.1245 3.120 1.1744 2.489 2.445 3.229 4.363 1.555
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.985 1.670 1.505 0.8649 3.316 2.964 2.639 2.911 3.628 3.501 4.857
[2,] 2.918 1.962 2.641 1.0487 4.097 3.811 3.174 4.223 4.270 4.760 6.949
[3,] 3.296 2.157 3.292 1.2476 4.644 4.418 3.646 5.161 4.996 5.511 8.311
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5117 4.084 2.082 4.297 1.342 1.149 0.8879 1.395 1.633 5.086 3.212
[2,] 0.6531 5.780 2.603 6.078 1.680 1.516 1.0859 2.455 2.065 5.901 3.921
[3,] 0.7456 6.749 2.906 7.142 1.955 1.792 1.2591 3.065 2.394 6.710 4.570
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.383 1.810 2.277 2.501 1.577 0.9903 0.3734 6.400  6.166 3.279
[2,] 1.888 2.523 3.400 3.720 2.138 1.2925 0.4526 7.564  9.688 4.977
[3,] 2.174 3.051 4.012 4.643 2.479 1.5263 0.5158 8.712 11.720 6.298
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   2.814   1.785    6.989    3.792   4.176   0.7596   1.868   4.903
[2,] 611.375 295.974 1029.596 1097.180 895.340 127.0684 333.202 714.252
[3,] 579.443 316.980 1194.405  983.782 954.225 128.6253 286.437 747.825
         [,9]    [,10]   [,11]  [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    5.172    3.753   2.499   3.21   2.905    6.481    5.424   3.486
[2,] 1089.205 1273.718 523.090 858.92 595.782 1207.631 1023.190 694.062
[3,]  823.658  802.002 437.469 573.30 675.906 1208.943  970.341 657.131
        [,17]   [,18]    [,19]   [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    3.974   4.081    7.082   4.699    9.834   2.284    8.02    4.082
[2,] 1026.449 880.768 1415.290 850.896 1752.191 361.339 2727.29 1136.936
[3,]  987.558 912.963 1447.758 810.611 1666.775 416.034 2000.72 1195.066
        [,25]    [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   0.9771    3.994    4.131   3.235    3.584   1.018   4.347   3.494
[2,] 206.3900 1267.660 1105.418 575.565 1089.067 228.332 904.018 708.213
[3,] 197.6955 1267.637 1223.979 654.062 1062.858 193.277 952.004 741.564
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.583    4.498   3.622    4.107   4.032   2.659   2.312   0.9143
[2,] 328.132  767.522 865.891 1029.694 679.870 656.320 360.505 156.8248
[3,] 347.609 1125.904 850.805  978.504 609.735 636.461 341.953 154.1214
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.148   0.9251   2.888   2.368   2.365   1.513   2.463   3.311
[2,] 366.772 205.4776 643.616 705.130 397.726 287.064 781.873 595.032
[3,] 392.591 181.2324 609.709 649.646 339.834 235.209 639.753 528.586
       [,49]   [,50]   [,51]  [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.853   1.828   3.155   1.98   1.535   2.729   1.987   1.902
[2,] 529.191 380.981 815.436 365.90 294.064 742.872 580.305 562.592
[3,] 540.150 348.530 813.702 370.73 295.954 702.980 622.581 711.611
       [,57]  [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.464   2.75   1.076   2.066   1.151   1.985   2.344   2.288
[2,] 587.381 587.55 155.916 552.675 160.865 414.176 368.991 582.416
[3,] 598.319 418.04 175.382 639.184 174.157 454.263 350.456 619.968
       [,65]   [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   3.116   1.287   2.52   2.121   1.911   1.098   4.211   3.764
[2,] 874.682 290.055 679.05 326.931 688.689 188.225 763.362 760.297
[3,] 738.977 236.304 486.49 283.970 623.662 214.491 694.018 709.174
       [,73]   [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   3.351   3.697   4.607    4.445    6.167   0.6498    5.187   2.644
[2,] 559.438 970.695 714.344 1023.711 1577.429 128.7987 1298.077 495.906
[3,] 569.693 941.902 823.204  881.760 1446.927 114.1813 1105.685 409.812
        [,81]   [,82]   [,83]   [,84]   [,85]   [,86]    [,87]   [,88]
[1,]    5.456   1.705   1.459   1.128   1.772   2.073    6.458   4.079
[2,] 1364.317 320.648 313.861 198.405 641.021 401.128  949.811 713.650
[3,] 1190.287 316.982 303.260 202.221 582.506 384.813 1013.713 745.392
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]
[1,]   1.756   2.299   2.891   3.175   2.003   1.257  0.4742    8.127
[2,] 407.849 557.631 801.469 874.082 458.235 263.630 81.1697 1279.414
[3,] 341.777 544.415 676.117 881.599 398.262 257.648 78.5045 1372.218
       [,97]    [,98]
[1,]    7.83    4.164
[2,] 2371.46 1188.399
[3,] 2093.45 1224.536
[1] "--- VAR model 2017-10-02 03:01:00  completed"
[1] "Completed training sample:  2017-10-02 03:01:00 - 2017-10-02 11:00:00"
[1] "SpVAR;   training sample:  2017-10-02 03:31:00 - 2017-10-02 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8538          2.4347         -20.50          15.22
          7.6266          2.7557          20.47         -18.93
          5.0154          0.3163          17.29         -13.10
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         9.9947        -0.4267          -0.9664           -2.943
         0.3092         3.3991          -5.2690            7.876
       -14.6945         0.7119           3.9309           10.557
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           18.657           17.906            8.573           -14.63
           -5.665           11.149            4.111           -17.55
            5.973            2.456           11.159           -17.41
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.531          -26.747           -9.584            31.15
            7.294          -17.677          -13.811            41.59
           14.083           -1.191            5.113            27.34
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.242           30.292            44.04           26.779
          -13.657           14.148            17.10           27.994
            8.800           -6.427            35.32            9.066
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -52.7758           -7.195          -25.368           -19.45
          12.5107           -7.102          -61.690           -20.75
           0.3783            1.897            8.327           -29.90
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.1977         -17.4676          -15.995          -0.5172
           0.1786           0.9436           -6.423           4.9180
           1.7961         -31.2247          -12.969           8.6757
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            15.11         -1.99573           14.397           4.8566
           -18.99         -0.06752          -25.607          -0.1234
           -13.48          4.25027           -2.009           7.1118
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            6.417            3.732            2.877            2.236
            3.243            8.651           -5.959           13.170
           -1.552           -6.525           -9.953          -14.035
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -12.921           -4.242           0.5014           2.7954
            5.004           -5.265           4.6461          -2.0779
            1.395           14.419           3.0605           0.2511
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.913          -1.4961          -18.812          -14.370
           -5.879           0.3926           -2.757          -29.881
            3.257          -1.6298           -9.104           -2.632
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.721           4.3045          -15.135            2.221
            8.874          -0.4413          -22.458           -4.278
            7.683          -2.4792           -5.676            5.376
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.5954           -3.163          -13.838            2.308
          -2.8219            1.787            6.132            6.679
          -0.1373            4.843          -19.020            2.956
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.868           -3.984           -7.569          -0.3111
            4.315          -14.905           -4.013          -2.5464
           -3.628           -6.216           -2.539          -5.8811
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          11.5450            6.884          -6.2561          -0.5466
         -10.9640           -4.922           5.1216           0.9925
           0.2847            2.594          -0.8615          -4.4476
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6891           -7.725          -2.9471          -12.612
          -4.0818            2.932           0.2818           -9.000
          -3.4531          -12.558           6.4653            1.698
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3001            2.259            1.918           11.113
         -11.7009           -2.187           -1.085            1.362
           2.8325            1.988           -4.744           -3.442
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.811           0.1757            3.451           0.8174
           -5.555           2.9900            7.476           8.1922
           -7.065          -3.9786           14.009           7.2155
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          5.24584            2.684          -0.2803         -11.1675
          5.06433            9.758         -10.3567          -0.3885
         -0.07202           -4.036          -1.9526           9.6038
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -25.70           0.5169          -11.561           -1.056
            -8.14          -0.9138            7.132            8.865
           -19.00           0.4999           -4.031            4.055
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.009           -1.038           -7.108            2.407
           -7.446           -6.829           -3.227           -4.413
           -3.454           -3.331           -4.966            6.023
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           12.130          0.05284           0.1907            5.048
           -3.271          3.98325           1.9855            3.876
            1.885         -3.60140          12.5649           -5.152
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           9.5013           -4.660          -13.301           -7.714
           0.1414           -3.442           -7.339           -3.842
          -3.3892           -3.410           -2.709          -10.858
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.5026           -4.615           -6.132           13.583
           9.3536           -2.259           -7.209            5.188
           0.5385           -1.771           -7.657           17.434
 rnd_95776.volume rnd_95787.volume
            10.18           -21.75
           -26.03           -15.27
           -85.51           -27.88
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.315 1.595 6.353 3.321 3.726 0.6735 1.616 4.212 4.229 3.273 2.159
[2,] 3.209 1.882 7.351 4.943 4.756 0.8104 1.934 5.161 5.615 5.403 2.771
[3,] 3.742 2.136 8.418 6.067 5.779 0.9064 2.163 5.757 6.265 6.183 3.116
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.882 2.465 5.667 4.481 3.143 3.630 3.523  7.622 4.024  8.529 1.916
[2,] 4.092 3.122 6.955 5.449 3.801 4.911 4.689  9.387 4.986 10.316 2.286
[3,] 4.573 3.870 7.976 6.303 4.376 5.848 5.555 10.662 5.695 11.681 2.700
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.136 3.722 0.9411 3.495 3.682 2.764 3.100 0.894 3.647 3.065 1.470
[2,] 11.548 5.250 1.1906 5.617 5.186 3.359 4.889 1.174 4.852 3.817 1.851
[3,] 13.592 6.598 1.3492 7.081 6.621 4.037 6.191 1.370 5.907 4.486 2.170
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.909 3.254 3.699 3.529 2.294 1.967 0.8135 2.000 0.8506 2.500 2.155
[2,] 4.776 4.333 5.113 4.273 3.161 2.331 0.9776 2.278 1.0813 3.281 3.279
[3,] 6.104 5.270 6.158 4.695 3.793 2.588 1.1100 2.635 1.2378 3.872 3.892
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.065 1.393 2.161 2.817 2.585 1.618 2.683 1.856 1.322 2.488 1.860
[2,] 2.474 1.704 3.506 3.470 3.125 2.088 3.942 2.333 1.654 3.460 2.678
[3,] 2.713 1.869 4.096 3.923 3.603 2.365 4.961 2.642 1.937 4.205 3.464
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.693 1.314 2.377 0.8974 1.925 1.017 1.792 2.088 2.093 2.645 1.114
[2,] 2.710 2.538 3.105 1.0574 2.797 1.170 2.302 2.485 2.953 4.007 1.468
[3,] 3.653 3.229 3.402 1.2094 3.660 1.332 2.813 2.757 3.718 4.762 1.680
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.109 1.921 1.719 0.9688 3.586 3.161 3.063 3.324 4.027 3.947 5.219
[2,] 3.117 2.328 2.918 1.1533 4.376 4.137 3.656 4.737 4.646 5.094 7.460
[3,] 3.561 2.514 3.731 1.3527 5.069 4.780 4.092 5.551 5.289 5.860 8.888
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.6113 4.501 2.472 4.486 1.516 1.321 1.007 1.590 1.795 5.434 3.682
[2,] 0.7607 6.276 2.893 6.423 1.842 1.717 1.190 2.753 2.290 6.434 4.516
[3,] 0.8578 7.239 3.171 7.556 2.114 1.986 1.379 3.283 2.600 7.302 5.221
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.556 2.008 2.508 2.684 1.866 1.205 0.4111 6.003  6.581 3.679
[2,] 2.094 2.686 3.731 3.924 2.379 1.458 0.4974 7.117 10.858 5.327
[3,] 2.401 3.262 4.353 4.940 2.843 1.698 0.5539 8.244 12.822 6.774
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   2.94   2.025    8.067    4.218   4.731   0.8552   2.052   5.349
[2,] 634.21 285.309 1056.008 1045.127 843.713 128.6969 303.753 851.266
[3,] 549.48 288.275 1170.706 1004.295 937.157 115.8963 276.384 728.127
        [,9]    [,10]   [,11]  [,12]  [,13]    [,14]  [,15]   [,16]  [,17]
[1,]    5.37    4.156   2.742   3.66   3.13    7.197   5.69   3.992   4.61
[2,] 1054.45 1227.250 495.864 829.13 547.21 1150.936 885.16 609.889 944.17
[3,]  793.30  858.298 406.730 582.76 652.73 1114.752 904.40 619.308 906.26
       [,18]    [,19]  [,20]   [,21]   [,22]    [,23]    [,24]   [,25]
[1,]   4.473    9.679   5.11   10.83   2.433    9.061    4.726   1.195
[2,] 883.687 1564.001 840.27 1656.81 355.791 2592.038 1057.223 208.214
[3,] 850.025 1443.044 785.83 1564.28 410.541 2046.287 1140.976 181.209
        [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    4.438    4.676   3.509    3.936   1.135   4.632   3.892   1.867
[2,] 1255.324 1042.711 544.990 1079.372 217.423 913.654 649.595 321.244
[3,] 1230.902 1174.823 639.190 1084.085 201.369 961.777 672.897 323.389
        [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]  [,41]
[1,]    4.964   4.132    4.697   4.482   2.913   2.498   1.033   2.54
[2,]  783.462 816.860 1007.792 687.477 620.740 357.043 154.781 311.57
[3,] 1085.049 856.532  979.618 555.433 598.512 321.006 150.048 377.69
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.08   3.175   2.737   2.622   1.769   2.744   3.577   3.283
[2,] 190.59 606.401 705.633 388.914 280.175 788.246 578.485 501.055
[3,] 172.01 587.119 598.326 318.282 219.026 604.439 522.832 512.400
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   2.054   3.407   2.356   1.679   3.159   2.362   2.15   1.669
[2,] 376.910 824.494 403.787 283.574 686.508 550.171 604.23 619.859
[3,] 316.794 859.534 353.964 287.930 682.215 627.292 699.22 569.684
       [,58]  [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   3.018   1.14   2.444   1.291   2.276   2.651   2.658   3.359
[2,] 570.209 159.62 579.271 165.087 412.503 384.680 594.662 859.054
[3,] 397.315 167.61 673.810 182.281 461.602 341.130 644.886 734.671
       [,66]   [,67]  [,68]   [,69]  [,70]   [,71]   [,72]  [,73]   [,74]
[1,]   1.414   2.678   2.44   2.183   1.23   4.554   4.013   3.89   4.221
[2,] 272.940 655.247 375.46 673.122 178.64 715.879 761.999 569.44 963.269
[3,] 233.405 491.354 270.42 663.923 201.81 730.637 683.771 524.63 826.550
       [,75]   [,76]    [,77]    [,78]    [,79]   [,80]    [,81]   [,82]
[1,]   5.113   5.012    6.627   0.7763    5.715   3.139    5.696   1.925
[2,] 661.781 919.320 1521.599 129.2298 1248.603 428.966 1312.374 298.478
[3,] 721.169 827.100 1379.620 113.1558 1030.018 370.993 1136.173 296.476
       [,83]   [,84]   [,85]   [,86] [,87]   [,88]   [,89]  [,90]   [,91]
[1,]   1.678   1.279   2.019   2.279   6.9   4.676   1.976   2.55   3.185
[2,] 312.751 180.807 641.541 405.879 983.3 746.457 400.230 509.16 788.475
[3,] 285.435 199.330 510.556 351.428 986.0 747.888 335.173 528.34 640.102
       [,92]   [,93]   [,94]  [,95]    [,96]    [,97]    [,98]
[1,]   3.408   2.369   1.531  0.522    7.623    8.357    4.672
[2,] 816.980 421.147 234.326 79.950 1091.297 2465.421 1099.570
[3,] 856.990 444.679 248.248 69.538 1187.900 1946.756 1194.513
[1] "--- VAR model 2017-10-02 03:31:00  completed"
[1] "Completed training sample:  2017-10-02 03:31:00 - 2017-10-02 11:30:00"
[1] "SpVAR;   training sample:  2017-10-02 04:01:00 - 2017-10-02 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.699          11.767        -50.055         -22.38
          -1.842           5.119          7.390         -18.51
          13.501          -4.290         -8.453         -19.31
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.825        -0.9317          5.44599            2.958
         -1.155         1.4875          2.05622            4.695
        -17.313         0.6999          0.03184           21.142
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            14.26          16.9483           -2.190           0.7274
           -16.27           0.7504            3.474         -15.9145
            26.70          17.8901            1.949          -8.2215
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -15.070           36.326            3.824            26.89
           -4.004            1.840            4.190            24.52
           -7.198            7.219           -5.255            34.57
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           8.7302            6.145            45.27           18.471
          -0.8444            9.396            20.52           15.496
          -5.8408           -8.213            41.88            7.112
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -55.637          -8.9336            21.27           -17.73
           -3.481           0.6775           -80.42           -17.67
            4.200          -3.8005           -27.39           -32.46
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1848            4.638            5.074            6.217
           0.5393          -14.364          -12.323            1.422
           1.5928          -22.412          -43.667            8.442
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -18.815          -5.0038           -7.835          -15.614
           -9.728           8.4741          -18.443           -5.996
          -27.128          -0.3359           -8.489           -4.339
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5853         -16.3559           3.5634            6.128
           2.5262         -28.2270          -0.2087          -36.339
          -7.3963           0.8306         -20.0890          -31.367
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.836            5.579           10.171           2.0729
           -1.402           -9.040            3.609          -0.8463
            6.545            2.759            3.036           1.9592
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.761          -3.7017           -8.502         -0.09535
           -8.358          -0.6105            1.539        -20.37771
            4.609           1.0550           -5.506        -11.25602
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.047            3.704           -7.759           -19.63
            8.618            6.382           -1.613            20.70
            5.166           -2.832          -13.488             6.90
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.604            6.397            6.515            4.028
            3.265           -1.635           -7.801            2.150
            3.643           -1.302            5.271            9.787
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.5475            3.858           -11.56           -1.553
          -3.0475            8.724            13.72            2.859
          -0.7581          -16.990           -10.16            1.834
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.058          -12.774          -0.4936           0.4382
          -15.343            1.486          -4.0564         -15.0230
           16.175           -4.369          -1.8710          11.9903
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.471         18.03752           -4.623           3.0712
           -1.903        -14.36616           -1.946          -0.5112
           -1.522         -0.06646            3.078          -1.3908
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -15.175            5.338           -18.66            7.698
            5.082           -5.451            10.86            1.455
          -18.729            3.848           -19.18           -2.134
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          4.47567          -0.2535          -11.089           8.3975
        -11.76039           1.1498            9.701           2.1313
          0.09825          -1.2410            6.174           0.7213
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -16.382            6.924           -7.610           -8.285
           -7.164           -5.304           -3.520            1.727
            2.380            4.834           -9.469           -4.251
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.656           0.1734           14.432           -5.015
            4.072          -2.0759            2.708            6.158
           16.020          -0.2422            5.677            3.360
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.591           0.9616            4.192         13.04624
          -21.882          -6.3125            2.354          0.66748
            4.014           1.8668           -1.238          0.08672
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.237           10.389          -31.050           0.0831
           -4.091            6.013           -8.258          -2.4357
           -2.248           -8.509          -17.770         -23.0943
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.8208           -1.574           12.812           8.1415
           0.5132           -9.411           -8.963           4.5895
           3.6936           -3.988          -10.192          -0.7511
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.8480            1.285           -6.689           -1.452
          -7.5282            1.275           -6.838           -5.463
           0.7069           -3.443           -7.449           -1.976
 rnd_95776.volume rnd_95787.volume
            47.32           -13.74
           -68.55           -15.80
            52.14           -36.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.519 1.783 6.999 3.708 3.735 0.7386 1.778 4.468 4.579 3.608 2.342
[2,] 3.456 2.138 8.236 5.338 4.832 0.8860 2.073 5.275 5.908 5.716 2.978
[3,] 3.985 2.387 9.266 6.565 5.963 1.0005 2.285 5.860 6.544 6.415 3.331
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.088 2.668 6.023 4.638 3.597 3.894 3.675  8.706 4.332  9.503 2.120
[2,] 4.305 3.330 7.417 5.771 4.309 5.222 4.807 10.130 5.324 11.274 2.512
[3,] 4.834 4.086 8.457 6.650 4.882 6.215 5.741 11.385 5.999 12.648 2.903
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.032 4.118 1.101 3.903 4.005 3.294 3.261 1.045 3.990 3.193 1.637
[2,] 13.058 5.778 1.317 6.032 5.758 3.877 5.128 1.300 5.361 4.057 2.041
[3,] 15.149 7.365 1.494 7.760 7.296 4.426 6.573 1.548 6.578 4.729 2.321
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.429 3.511 3.891 3.886 2.535 2.271 0.8727 2.200 0.9813 3.001 2.405
[2,] 5.408 4.745 5.322 4.642 3.442 2.645 1.0451 2.494 1.2152 3.704 3.813
[3,] 6.766 5.704 6.602 5.019 4.208 2.926 1.1839 2.867 1.3580 4.268 4.317
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.294 1.597 2.357 3.121 2.999 1.896 2.859 2.072 1.454 2.666 2.064
[2,] 2.713 1.915 3.770 3.829 3.584 2.345 4.414 2.598 1.795 3.719 2.910
[3,] 2.996 2.096 4.388 4.368 3.987 2.615 5.448 2.887 2.078 4.567 3.842
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.884 1.516 2.803 1.043 2.145 1.090 1.999 2.333 2.253 2.766 1.196
[2,] 2.899 2.843 3.516 1.187 3.097 1.286 2.533 2.713 3.264 4.355 1.565
[3,] 3.863 3.521 3.815 1.314 4.045 1.449 3.135 3.049 4.017 5.138 1.790
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.330 2.043 1.849 1.032 3.789 3.438 3.352 3.965 4.563 4.416 5.622
[2,] 3.459 2.526 3.192 1.264 4.753 4.412 4.094 5.326 5.131 5.406 8.040
[3,] 4.029 2.731 4.144 1.479 5.414 5.100 4.561 6.162 5.848 6.240 9.567
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7049 4.771 2.548 4.647 1.596 1.469 1.194 1.816 2.001 5.650 4.213
[2,] 0.8745 6.456 2.978 6.728 1.946 1.869 1.435 2.869 2.519 6.701 4.929
[3,] 0.9717 7.581 3.305 8.061 2.222 2.152 1.646 3.417 2.817 7.658 5.619
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.667 2.238 2.647 2.852 2.027 1.623 0.4357 5.608  7.683 4.125
[2,] 2.187 2.932 3.858 4.087 2.610 1.900 0.5335 6.732 11.993 5.810
[3,] 2.510 3.494 4.525 5.146 3.164 2.134 0.5996 7.945 14.176 7.459
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   3.198   2.265    8.888   4.709   4.743   0.9379   2.258   5.674
[2,] 604.146 301.117 1108.026 979.900 782.321 124.9113 272.110 715.514
[3,] 506.367 270.483 1083.238 975.359 891.769 118.5894 245.593 651.229
        [,9]    [,10]   [,11]   [,12]   [,13]    [,14]  [,15]   [,16]
[1,]   5.815    4.582   2.974   3.921   3.388    7.648   5.89   4.568
[2,] 952.990 1131.395 469.412 765.550 508.756 1104.951 876.34 605.406
[3,] 717.935  743.295 381.139 561.088 604.200 1037.084 843.53 585.768
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]  [,23]    [,24]
[1,]   4.945   4.666   11.05   5.501   12.07   2.691   10.2    5.229
[2,] 887.900 791.097 1321.73 790.231 1548.51 344.337 2627.7 1034.444
[3,] 860.427 800.847 1326.49 705.500 1463.15 371.322 1959.9 1165.520
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   1.399    4.957    5.086   4.183    4.141   1.328   5.066   4.055
[2,] 184.535 1173.637 1055.953 522.031 1010.171 197.400 913.824 638.473
[3,] 179.949 1245.873 1143.682 544.758 1049.128 214.225 973.153 620.384
       [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.078    5.624   4.458   4.942   4.935   3.219   2.884   1.108
[2,] 311.383  792.241 814.769 926.527 648.002 594.445 346.107 146.756
[3,] 281.746 1037.875 807.935 997.335 487.167 617.795 319.671 141.998
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.794   1.246   3.811   3.054   2.913   2.028   2.993   3.963
[2,] 299.719 182.936 553.926 755.194 369.934 269.844 750.980 566.426
[3,] 361.030 154.736 541.618 516.860 324.386 217.449 573.202 536.561
       [,49]   [,50]  [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.808   2.407   3.63   2.631   1.846   3.386   2.621   2.392
[2,] 501.066 352.224 858.47 399.729 268.571 661.906 523.619 562.492
[3,] 445.500 295.466 815.10 321.517 267.493 676.423 640.186 651.665
       [,57]  [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.926   3.56   1.324   2.724   1.384   2.538   2.963   2.861
[2,] 613.861 541.55 144.633 570.370 174.263 397.192 353.466 602.560
[3,] 530.004 378.29 143.918 663.833 170.522 471.396 354.875 597.564
       [,65]   [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   3.512   1.519   2.958   2.594   2.348   1.31   4.812   4.365
[2,] 858.475 257.629 652.601 379.463 663.882 186.53 732.191 705.981
[3,] 696.013 221.646 527.138 264.470 674.443 195.67 661.965 652.815
       [,73]   [,74]   [,75]   [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   4.256   5.035   5.794   5.607    7.139   0.8951    6.059   3.236
[2,] 600.106 907.559 598.777 795.981 1466.921 132.1173 1109.947 393.246
[3,] 512.818 790.841 716.280 795.264 1323.661 108.0967 1014.317 365.952
      [,81]   [,82]   [,83]   [,84]   [,85]  [,86]   [,87]  [,88]   [,89]
[1,]    5.9   2.027   1.865   1.516   2.306   2.54   7.175   5.35   2.117
[2,] 1241.7 283.994 294.778 203.208 566.864 390.66 919.245 652.95 361.160
[3,] 1133.5 273.865 272.646 205.590 473.711 322.12 946.255 688.66 314.272
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   2.841   3.361   3.621   2.574   2.061  0.5533    7.121    9.757
[2,] 483.613 716.472 747.363 419.465 252.257 78.5970  950.584 2350.129
[3,] 484.898 603.243 798.037 456.637 247.699 69.8067 1076.931 1929.150
        [,98]
[1,]    5.238
[2,] 1044.318
[3,] 1194.059
[1] "--- VAR model 2017-10-02 04:01:00  completed"
[1] "Completed training sample:  2017-10-02 04:01:00 - 2017-10-02 12:00:00"
[1] "SpVAR;   training sample:  2017-10-02 04:31:00 - 2017-10-02 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.195           4.797        -18.445       -20.7515
           3.519          -1.518         -5.778         0.4711
           6.657           5.795         -3.486       -19.3638
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          5.382         1.9869          -0.4469          -14.633
         -9.074        -0.2303          -2.5190           10.406
         -5.493        -1.8507           7.5472            2.922
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -12.394           -3.479           -0.586           -17.28
          -10.081          -16.043           -5.029           -25.25
            3.531           -1.239            6.659           -16.68
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -10.935           -3.212           -13.52            33.14
           -6.671          -22.718            12.83            38.62
           -5.751          -19.901           -16.47            29.75
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            9.054           21.913          -0.6869            17.05
            9.796           -2.344          36.4807            17.24
            3.181           11.665         -19.7912           -10.43
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -21.7820            7.187           -14.31           -3.575
           0.7154            3.660           -42.16           -7.716
          -4.2639           -2.527            13.31          -12.197
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.573          -18.172           -6.578           5.4990
            1.147          -14.318          -21.365           5.3642
            2.435           -7.394          -16.080          -0.6493
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -15.9709          -0.9368            7.192          -0.3124
          -0.4783           2.0215           -5.455           1.5404
         -21.2635          -2.1570          -15.563          -8.7688
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.023            1.582            1.441          -13.397
           -1.085          -17.154          -14.696            5.169
           -1.552            2.113           -5.456          -16.100
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.967           0.7056          -5.0731          -1.2696
            4.666           6.8987           1.3889          -0.8121
           -1.404           2.1859          -0.6717          -1.6313
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.9957            1.208           -4.966        -16.65194
           3.1839            4.089            4.838        -13.18449
          -2.2982           -1.738          -10.065         -0.07716
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           4.5839            2.868          -16.778           9.5853
           6.7952           -3.338           -2.212           5.7337
          -0.7892            0.106           -4.951           0.3333
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.723            6.360           -13.29            6.775
           11.839           -3.423           -10.62            4.021
           -3.426            2.864            -6.49            5.251
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.0349           -7.819          -12.165           0.7091
           0.8047           -7.658          -13.126         -11.8822
           1.2497          -11.257           -2.879         -10.7508
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.274            7.385          -1.5308           4.8699
          -14.543           -7.928           1.8300          -0.5497
           -5.695            1.914          -0.1109         -19.9553
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.920          -6.0704            5.688           11.046
           -5.247           9.6314          -10.150           -5.063
           -1.149           0.2643            5.865            5.112
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           13.398            4.301           -1.528            4.858
           -4.801            2.061            5.244            1.655
           16.400            1.908            3.672           -3.681
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.362           -1.400            6.204           12.958
           10.481            5.907            9.118            6.371
           -8.463           -1.864            5.280            3.007
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -0.152           -2.958           -8.399           -1.424
           -4.528            2.533            2.771            7.098
           -2.438            3.861            4.687            3.179
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.793          -1.1620            6.940           -9.504
            8.489           0.6864           -6.498          -10.048
           -6.795          -1.1910          -13.207           -9.028
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.796            3.150            6.687           3.1330
          -11.330           -3.283            1.818          -2.0487
          -16.462           -4.373           -5.376           0.3609
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           8.2382            5.238            2.569            1.908
          11.9772            1.509           -7.212           13.496
           0.4287            3.703            6.505            6.888
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -12.989          -0.3814            3.903           -1.279
            2.253          -8.4846          -13.459          -13.973
           -1.410           2.0078          -14.926          -23.525
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.801           0.0219           -8.646            7.824
           11.943          -4.9294           -7.621            3.374
           -4.261          -1.5182           -7.690           14.766
 rnd_95776.volume rnd_95787.volume
          -24.994           -6.739
            6.338           -3.551
           -1.447          -17.076
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.831 2.039 7.394 4.033 3.905 0.7765 1.847 4.728 4.830 3.789 2.420
[2,] 3.726 2.417 8.700 5.703 5.211 0.9293 2.132 5.484 6.210 6.004 3.112
[3,] 4.207 2.690 9.468 7.021 6.418 1.0627 2.376 6.178 6.834 6.717 3.489
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.311 2.775 6.245 4.878 3.718 4.123 3.948  9.013 4.514  9.899 2.246
[2,] 4.562 3.457 7.617 5.961 4.438 5.553 5.151 10.719 5.664 11.798 2.688
[3,] 5.054 4.227 8.652 6.995 5.076 6.493 6.064 12.034 6.349 13.045 3.077
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.145 4.744 1.219 4.344 4.740 3.482 3.437 1.161 4.125 3.517 1.793
[2,] 13.764 6.386 1.454 6.403 6.389 4.147 5.449 1.429 5.666 4.322 2.200
[3,] 16.005 7.912 1.618 8.215 7.945 4.685 6.995 1.655 6.936 5.021 2.498
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41] [,42] [,43] [,44]
[1,] 4.837 3.700 4.233 4.087 2.844 2.422 0.9696 2.345 1.107 3.207 2.581
[2,] 5.817 5.065 5.808 4.792 3.814 2.887 1.1758 2.676 1.317 3.995 4.002
[3,] 7.102 6.148 7.048 5.177 4.580 3.199 1.3130 3.069 1.461 4.649 4.553
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.544 1.729 2.573 3.281 3.293 1.947 2.992 2.256 1.588 3.000 2.331
[2,] 3.014 2.023 4.069 3.966 3.935 2.430 4.758 2.820 1.917 4.079 3.260
[3,] 3.264 2.234 4.757 4.469 4.315 2.701 5.834 3.150 2.221 5.032 4.176
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.104 1.617 3.033 1.146 2.392 1.148 2.299 2.668 2.551 3.102 1.388
[2,] 3.215 3.037 3.731 1.271 3.370 1.342 2.785 3.021 3.638 4.953 1.740
[3,] 4.224 3.742 4.057 1.392 4.351 1.535 3.304 3.307 4.313 5.667 1.964
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 2.665 2.232 2.085 1.154 4.048 3.765 3.608 4.216 4.622 4.750  6.151
[2,] 3.899 2.707 3.655 1.393 4.939 4.771 4.394 5.635 5.331 5.899  8.546
[3,] 4.496 2.914 4.617 1.642 5.521 5.422 4.855 6.484 5.983 6.665 10.007
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7809 5.176 2.721 4.861 1.775 1.520 1.407 2.198 2.234 6.356 4.633
[2,] 0.9395 6.805 3.168 7.010 2.101 1.991 1.609 3.331 2.739 7.270 5.414
[3,] 1.0514 7.988 3.507 8.458 2.390 2.299 1.800 3.823 3.080 8.115 6.050
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.788 2.292 2.782 2.994 2.199 1.778 0.4239 4.880  8.37 4.745
[2,] 2.321 3.023 3.935 4.183 2.834 2.064 0.5291 5.871 13.08 6.369
[3,] 2.639 3.622 4.652 5.239 3.379 2.317 0.6022 6.941 15.07 7.907
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.595   2.59    9.39   5.121   4.958   0.986   2.346   6.004
[2,] 549.147 294.03 1039.53 914.456 782.658 115.799 241.465 630.053
[3,] 443.218 267.85  847.46 928.825 849.726 116.885 237.475 645.137
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.134    4.811   3.072   4.205   3.524   7.931   6.194   4.721
[2,] 885.046 1056.305 443.766 711.640 467.405 988.995 777.102 549.829
[3,] 647.239  682.939 357.694 493.365 551.595 930.402 829.798 558.644
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   5.236   5.013   11.45   5.732   12.57   2.853   10.34    6.024
[2,] 843.453 750.438 1315.62 775.866 1455.73 334.939 2516.31  969.510
[3,] 763.121 725.461 1240.68 650.860 1261.94 339.299 1852.13 1059.230
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.548    5.516    6.019   4.421   4.364   1.474   5.239   4.466
[2,] 179.795 1066.734  971.514 511.014 958.964 188.831 880.638 569.511
[3,] 161.088 1167.252 1071.225 494.111 994.490 189.316 907.506 579.597
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.277   6.142   4.699   5.375   5.189   3.611   3.075   1.231
[2,] 288.997 733.022 784.167 902.016 567.467 576.439 356.523 150.843
[3,] 268.510 924.015 790.365 905.230 444.176 574.793 312.579 132.527
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.978   1.406   4.073   3.278   3.231   2.196   3.267   4.166
[2,] 292.044 161.720 540.195 693.434 366.401 237.951 714.921 505.410
[3,] 340.949 143.320 539.269 492.507 283.874 215.241 558.646 467.048
       [,49]   [,50]   [,51]   [,52]   [,53]  [,54]  [,55]   [,56]   [,57]
[1,]   4.182   2.473   3.799   2.865   2.016   3.81   2.96   2.671   2.054
[2,] 488.399 329.725 839.083 383.679 243.465 626.78 516.66 551.520 582.982
[3,] 401.583 267.118 765.537 318.049 254.659 668.06 591.93 621.276 495.786
       [,58]   [,59]   [,60]   [,61]  [,62]   [,63]  [,64]   [,65]   [,66]
[1,]   3.851   1.455   3.037   1.458   2.92   3.388   3.24   3.939   1.762
[2,] 492.944 124.650 538.307 157.859 356.39 321.332 588.17 875.504 238.115
[3,] 361.441 128.946 624.373 168.915 403.02 304.994 525.44 624.491 206.335
       [,67]   [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]
[1,]   3.385   2.834   2.648   1.465   5.141   4.78   4.582   5.353
[2,] 645.325 347.277 680.622 177.036 641.791 664.82 568.734 847.974
[3,] 507.503 244.658 639.917 197.370 559.297 583.98 468.408 727.274
       [,75]   [,76]    [,77]    [,78]    [,79]   [,80]    [,81]   [,82]
[1,]   5.869   6.031    7.811   0.9916    6.573   3.455    6.173   2.253
[2,] 602.364 793.228 1345.304 118.4740 1001.956 367.767 1145.330 255.156
[3,] 615.801 703.763 1180.711 107.0064  948.325 341.250 1073.308 258.527
      [,83]   [,84]   [,85]   [,86]   [,87]   [,88]  [,89]  [,90]   [,91]
[1,]   1.93   1.787   2.791   2.837   8.072   5.883   2.27   2.91   3.533
[2,] 291.63 176.982 567.418 359.239 800.086 635.066 335.62 447.00 630.963
[3,] 260.70 182.826 425.680 319.549 817.835 612.397 284.96 452.74 562.695
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   3.802   2.792   2.257  0.5382   6.196   10.63    6.025
[2,] 662.607 405.317 238.092 71.8037 740.200 2280.06  963.422
[3,] 715.238 417.343 238.667 65.2461 839.848 1698.09 1062.531
[1] "--- VAR model 2017-10-02 04:31:00  completed"
[1] "Completed training sample:  2017-10-02 04:31:00 - 2017-10-02 12:30:00"
[1] "SpVAR;   training sample:  2017-10-02 05:01:00 - 2017-10-02 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -11.30574          3.1545       -18.7708         -1.693
       -13.59336          5.2764        -0.7023        -10.895
        -0.07361         -0.6282       -28.5300         -6.320
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.872          2.056            5.419          -17.250
         10.760          0.933           -2.571           -1.917
         -1.489         -3.860            3.128            2.651
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -11.668            6.012           -3.912           -10.72
           -6.479          -13.221           -4.903           -17.45
          -12.160          -12.502           -2.345           -18.03
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.719           -4.794          -8.7877            13.17
           -7.391          -24.874         -12.9862            36.63
           -6.095          -19.292           0.1893            30.41
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.032            6.226           -21.57           -5.469
            2.589           11.519            19.54           14.098
           -4.466           -1.887            27.50           22.185
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -40.91            7.843          -30.268            8.355
            11.38            1.807          -59.888          -34.707
           -15.51           -2.023            9.423           -9.642
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.2584           -6.826            5.363           -3.969
           0.9889          -19.271            1.659            3.606
           2.1764          -29.649          -30.368            5.723
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
             2.70          -0.3542           -2.895          -11.890
           -14.41           0.4613            3.718          -13.250
           -10.09          -1.2168            1.670           -8.522
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.439            2.816            3.538           14.127
           -3.149           -1.301           11.735            5.360
           -1.555           -3.701           -7.282           -7.998
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           18.973           -1.760            6.913            6.175
           -1.372            5.975            2.228            1.010
           -2.485           -8.473           -3.866            2.672
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.015         -2.80601          -2.2549          -22.168
          -11.853         -0.09782          -6.3654          -15.246
            8.450          2.31638           0.3383           -8.881
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7316           7.1851           -9.297            2.117
          -0.9967          -0.5172          -22.624            2.893
           2.5125           1.4300           -3.537            6.994
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.755           -4.720          -12.518          12.2822
            4.536            1.296            2.799           5.9471
           16.716           -5.911          -14.050          -0.7123
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.840          -0.5538         -12.7373          -0.4413
           -3.847         -10.2507          -0.4075          -4.5319
            3.119          -4.0469          -0.1324          -9.3059
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.404           21.740          -0.2370           -4.502
           -7.454            8.524           0.1096           16.666
           -4.280            4.230           0.9552           -3.328
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.368            1.746           8.1790           -4.977
           -7.130            5.394          -0.2994           11.620
           -1.322            7.822          -4.2120            6.326
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.5253          -2.0440            4.379           -2.167
          11.8346           1.6409            4.364            1.624
          -0.2549          -0.3191           -1.364            3.904
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -10.49          1.30373          -25.898         -13.0505
            -3.40          2.56694           -3.202         -10.7125
            10.72         -0.09566           17.739          -0.9432
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -8.929          -17.558           24.992            17.47
            1.678          -15.699            4.063           -12.67
            1.554           -1.096            2.527            -7.30
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.4317          2.93267          -2.8192          -13.921
         -11.7847          0.01248           0.2008           -1.459
         -19.7979          0.62342         -10.0988           -5.258
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.8435          -0.2323           4.0528           -4.580
           0.2877           4.9779           2.8993            1.574
         -19.0586          -2.1829          -0.2324            4.086
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.275            3.146           -4.156            1.421
           14.068            4.318           -8.293            5.825
           -7.980            1.326            2.532            9.953
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.2117          -0.6997           -9.595           -1.696
          -7.5488          -3.4999            3.077           -7.646
          -0.0503          -5.5215          -12.426          -10.007
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.936          -1.5820           -8.638           0.6764
           -4.816          -0.1418          -10.006          -4.1949
           -3.331          -0.4371           -9.492          -2.6663
 rnd_95776.volume rnd_95787.volume
           -27.33           0.5561
           -12.36         -33.9835
           -21.46         -12.7608
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.116 2.156 7.803 4.304 4.096 0.8236 1.971 4.913 5.172 3.911 2.564
[2,] 4.015 2.516 9.205 6.046 5.409 0.9774 2.239 5.727 6.576 6.382 3.383
[3,] 4.463 2.794 9.908 7.318 6.692 1.1021 2.495 6.390 7.229 7.102 3.732
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.549 2.827 6.439 5.276 4.008 4.442 4.138  9.483 4.980 10.23 2.734
[2,] 4.753 3.569 7.687 6.234 4.847 5.955 5.479 11.105 6.152 12.23 3.232
[3,] 5.306 4.325 8.761 7.362 5.438 6.914 6.348 12.252 6.805 13.38 3.634
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.699 5.079 1.335 4.682 4.948 3.643 3.694 1.232 4.311 3.905 1.878
[2,] 14.322 6.750 1.561 6.572 6.678 4.369 5.801 1.509 5.965 4.604 2.286
[3,] 16.782 8.356 1.741 8.537 8.278 4.935 7.344 1.713 7.313 5.225 2.593
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.100 3.956 4.485 4.327 3.167 2.821 1.035 2.569 1.229 3.436 2.767
[2,] 6.094 5.285 6.155 4.954 4.193 3.344 1.276 2.924 1.444 4.239 4.290
[3,] 7.339 6.374 7.372 5.428 4.981 3.670 1.396 3.311 1.588 4.909 4.835
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.675 1.862 2.702 3.415 3.555 2.111 3.102 2.506 1.739 3.167 2.542
[2,] 3.115 2.186 4.260 4.116 4.227 2.588 4.884 3.017 2.041 4.310 3.536
[3,] 3.379 2.407 5.001 4.619 4.629 2.874 5.970 3.394 2.338 5.254 4.463
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.293 1.676 3.270 1.188 2.498 1.196 2.481 2.770 2.880 3.451 1.532
[2,] 3.450 3.304 3.997 1.325 3.628 1.401 3.007 3.170 3.950 5.260 1.887
[3,] 4.504 4.066 4.360 1.462 4.657 1.596 3.545 3.431 4.636 6.009 2.113
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 2.811 2.356 2.261 1.280 4.467 4.162 3.907 4.433 4.913 4.985  6.666
[2,] 4.141 2.881 3.916 1.542 5.378 5.071 4.670 5.939 5.619 6.153  8.979
[3,] 4.785 3.127 4.962 1.808 5.891 5.705 5.179 6.766 6.300 6.960 10.482
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8449 5.689 2.889 5.035 1.820 1.725 1.487 2.483 2.376 6.694 4.813
[2,] 1.0177 7.287 3.322 7.265 2.203 2.188 1.692 3.744 2.857 7.656 5.628
[3,] 1.1276 8.447 3.680 8.695 2.476 2.480 1.900 4.242 3.196 8.453 6.309
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.920 2.411 2.991 3.210 2.430 1.970 0.4533 4.123  8.748 5.033
[2,] 2.458 3.131 4.121 4.413 2.952 2.257 0.5541 5.151 13.812 6.712
[3,] 2.748 3.698 4.745 5.383 3.547 2.475 0.6291 6.196 15.892 8.321
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.957   2.738    9.909   5.466   5.201   1.046   2.503   6.238
[2,] 535.725 274.393 1033.223 898.271 747.401 111.328 224.444 622.816
[3,] 412.480 257.018  775.538 872.142 833.670 107.745 233.227 599.781
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14] [,15]  [,16]  [,17]
[1,]   6.568    4.966   3.256   4.507   3.589   8.177   6.7   5.09   5.64
[2,] 859.241 1066.886 467.077 668.998 460.976 888.148 702.4 576.70 839.09
[3,] 635.135  659.137 333.442 498.812 516.920 889.451 828.5 521.66 743.14
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]    [,24]   [,25]
[1,]   5.255   12.04   6.324   12.99   3.471   11.05    6.449   1.696
[2,] 759.764 1222.67 764.063 1417.62 364.896 2406.91  940.487 170.987
[3,] 678.096 1094.79 615.428 1150.78 351.443 1850.61 1042.139 162.990
        [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.945    6.283   4.626   4.691   1.564   5.475   4.958   2.385
[2,]  975.638  948.997 510.413 946.187 184.603 872.220 516.022 275.830
[3,] 1152.774 1034.848 485.430 952.977 171.192 894.880 522.516 259.006
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.477   5.024   5.695   5.495   4.022   3.583   1.314   3.263
[2,] 705.670 741.289 891.802 510.403 581.198 379.918 157.910 295.293
[3,] 865.302 753.945 858.439 469.258 568.807 319.621 119.625 328.754
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]
[1,]   1.56   4.363   3.514   3.397   2.364   3.431   4.337   4.514   2.68
[2,] 160.62 525.222 693.631 337.704 242.338 696.675 486.099 483.924 316.68
[3,] 139.59 523.977 471.758 276.790 213.018 554.344 443.374 399.268 264.46
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   3.939   3.183   2.209   4.021   3.228   2.912   2.128   4.153
[2,] 798.007 355.120 226.044 618.383 520.009 545.274 602.451 486.031
[3,] 726.579 329.127 241.206 635.734 576.094 612.486 501.383 368.638
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.509   3.172   1.518   3.151   3.518   3.657   4.382   1.946
[2,] 124.182 556.711 154.340 359.434 326.012 571.869 839.690 233.175
[3,] 130.711 617.454 161.894 397.186 277.771 513.455 614.676 201.166
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.569   2.992   2.871   1.626   5.673   5.285   4.961   5.629
[2,] 643.395 350.765 676.388 181.847 633.478 612.807 541.217 836.267
[3,] 506.924 257.049 644.750 199.732 508.722 552.919 473.872 685.893
       [,75]  [,76]    [,77]   [,78]   [,79]   [,80]    [,81]   [,82]
[1,]   6.239   6.33    8.465   1.073   7.224   3.669    6.394   2.311
[2,] 576.969 763.15 1272.658 120.025 963.488 347.014 1107.915 262.460
[3,] 602.467 688.27 1144.009 102.721 903.884 334.808 1010.688 239.020
      [,83]   [,84]   [,85]   [,86] [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.19   1.888   3.154   3.018   8.5   6.111   2.438   3.061   3.798
[2,] 284.95 170.872 592.681 335.648 786.0 617.308 324.454 422.611 599.883
[3,] 246.84 182.848 422.058 303.006 758.1 602.910 260.006 416.403 497.354
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   4.076   3.085   2.501  0.5756   5.236   11.11    6.391
[2,] 640.668 354.749 233.312 67.4229 653.035 2261.18  939.446
[3,] 652.105 415.902 214.548 63.0465 728.471 1662.98 1040.720
[1] "--- VAR model 2017-10-02 05:01:00  completed"
[1] "Completed training sample:  2017-10-02 05:01:00 - 2017-10-02 13:00:00"
[1] "SpVAR;   training sample:  2017-10-02 05:31:00 - 2017-10-02 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -5.670        -2.64298        -21.118          12.22
          10.064         0.03585          7.043          16.82
          -5.227        -3.48890          3.090         -15.10
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          6.499          1.913          -2.6066           -2.744
          8.401          0.862          -0.1922           20.482
          3.378          2.471           1.6371           -6.446
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.090          -7.2789           3.2382           -16.19
            8.018          -0.5322           4.9023           -14.91
           12.452          19.0496           0.6795           -12.75
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.1405          14.9902         -16.7846            28.56
          -3.8018          -3.5970           0.6775            30.31
           0.8864          -0.6112           1.2157            32.49
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -13.822           -3.531            2.042           -1.466
            4.973           -5.994          -15.169           15.441
           17.576           15.308           17.959            2.663
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -17.25           6.1188           -21.54          18.2300
            15.79           0.8611           -33.99         -29.5933
            -4.05           5.5905            19.73           0.5278
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.9297            16.66            3.517           12.268
          -3.4948           -22.75            4.323            3.197
           3.6320           -11.60          -12.259           10.364
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            10.19            4.727           10.691         -14.5941
            24.16            2.231           17.762          -3.9099
           -16.33            1.331           -7.333          -0.5434
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.248            5.189           0.4786          -12.187
           -2.854           -5.042           3.4900           15.002
            8.300           21.462          -1.4790            6.112
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.1789           -9.692           -3.404            1.845
           0.7153           -6.984           -5.385            3.019
          -5.9909          -10.447           -6.539           -1.020
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.222            1.014          -7.9191            1.025
           -5.039           -2.593          -7.6289          -23.078
            3.322            1.129           0.3553          -10.530
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.9888           1.2351            6.058          14.8374
          11.5104           2.9209          -10.192           0.6325
           3.1092           0.9384           -3.914          -2.2724
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           18.560            8.196          -8.0875            4.156
           -1.923            4.904          19.9183            4.283
           -1.797            4.570           0.4624            6.617
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.921            6.484            8.440            5.182
            5.298            5.705           -7.552           -2.088
            2.560            6.373           16.581           12.704
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -14.741            2.250           -1.314          -0.8892
            5.993          -11.561            1.864          -6.7268
           -1.330           -2.652            1.441          -0.6692
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.163           2.2429           -1.331            6.973
           -4.414          -2.0531           -2.490           -3.046
           -4.429           0.5474            4.872           -2.736
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           11.320           0.2556           10.955            3.619
            8.850           2.9415            2.668           -4.660
           -1.517           1.2420           -9.161            7.117
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.309            3.947            2.621           -5.370
            5.898            4.541            5.133            8.662
           -7.495            2.996           -2.951            1.802
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2816            3.557           -1.390            4.046
           3.8409            5.748            5.998            5.987
          -1.8434           -2.455            2.815            8.720
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            30.74            1.028           22.606            1.800
            17.32            2.519           35.696            2.115
            27.34           -2.883            9.429            2.996
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.066          -0.2588           -1.867           -1.056
           26.595           3.4612           -1.051           -1.923
           10.860          -5.6732            1.711           -1.672
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -10.126          -4.0857          12.8810            8.253
           -5.192           0.8644          -0.4497           -7.830
           -1.746          -0.2418          12.5599           12.481
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.322           -6.980            1.310           10.665
            3.298            3.891           -1.742           -3.359
           -1.189            4.832            3.598            9.679
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -12.425           12.282           -7.658            3.040
           -8.661           -5.059           -8.591            3.734
           -1.751            7.035           -9.067            1.257
 rnd_95776.volume rnd_95787.volume
            57.51         23.18261
            45.77        -37.68417
           -15.79         -0.07748
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.277 2.205  8.230 4.509 4.306 0.896 1.981 5.243 5.555 4.126 2.549
[2,] 4.256 2.602  9.569 6.233 5.595 1.077 2.236 5.994 6.758 6.536 3.431
[3,] 4.666 2.891 10.236 7.506 6.857 1.200 2.509 6.667 7.473 7.210 3.778
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.617 2.849 6.493 4.787 4.056 4.447 4.400  9.768 5.113 10.56 2.999
[2,] 4.984 3.634 7.844 5.823 4.880 5.964 5.605 11.261 6.389 12.56 3.441
[3,] 5.508 4.410 8.998 6.935 5.420 7.029 6.498 12.475 6.972 13.78 3.833
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.716 5.262 1.425 4.885 5.239 3.789 3.886 1.401 4.478 3.996 1.981
[2,] 14.873 7.016 1.658 6.719 7.008 4.555 5.989 1.683 6.131 4.676 2.372
[3,] 17.353 8.502 1.820 8.865 8.593 5.066 7.478 1.910 7.448 5.378 2.691
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.140 4.278 4.583 4.451 3.295 2.856 1.061 2.645 1.276 3.513 2.897
[2,] 6.079 5.479 6.285 5.094 4.346 3.421 1.337 3.056 1.486 4.371 4.350
[3,] 7.382 6.515 7.449 5.633 5.051 3.796 1.441 3.434 1.643 4.990 4.917
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.750 1.959 2.925 3.480 3.779 2.158 3.437 2.666 1.718 3.263 2.701
[2,] 3.254 2.269 4.557 4.208 4.514 2.621 5.393 3.191 2.109 4.405 3.720
[3,] 3.526 2.492 5.315 4.723 4.977 2.920 6.409 3.562 2.387 5.471 4.758
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.470 1.803 3.543 1.204 2.582 1.290 2.657 2.815 2.978 3.897 1.609
[2,] 3.674 3.436 4.048 1.369 3.769 1.490 3.227 3.247 4.253 5.860 1.977
[3,] 4.720 4.302 4.426 1.507 4.783 1.689 3.767 3.505 4.920 6.665 2.205
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 3.131 2.525 2.439 1.369 4.569 4.232 4.094 4.535 5.105 5.173  6.743
[2,] 4.431 3.057 4.125 1.621 5.442 5.186 4.836 5.972 5.788 6.359  9.122
[3,] 5.095 3.335 5.202 1.868 5.951 5.814 5.437 6.813 6.489 7.173 10.723
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9677 5.931 3.000 5.289 1.903 1.888 1.568 2.676 2.441 6.792 5.102
[2,] 1.1097 7.633 3.437 7.415 2.285 2.308 1.777 3.970 2.958 7.759 5.859
[3,] 1.2264 8.932 3.787 8.942 2.570 2.560 1.980 4.450 3.311 8.548 6.622
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.994 2.524 3.115 3.294 2.516 2.087 0.4974 3.689  9.298 5.292
[2,] 2.540 3.205 4.171 4.463 3.046 2.415 0.6031 4.574 14.490 7.007
[3,] 2.799 3.789 4.823 5.407 3.636 2.632 0.6813 5.578 16.763 8.489
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.162   2.8  10.45   5.726   5.469   1.138   2.515   6.658   7.054
[2,] 521.795 265.5 938.04 826.843 686.559 114.723 199.300 558.304 739.715
[3,] 367.828 242.0 698.71 803.934 761.763 101.803 218.963 560.958 612.794
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.239   3.236   4.593   3.618   8.245   6.079   5.151   5.647
[2,] 974.307 441.431 658.864 433.436 845.910 637.061 521.355 763.558
[3,] 584.850 303.842 450.544 480.157 847.250 724.015 453.185 714.890
       [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.587   12.4   6.493   13.41   3.808   11.07   6.682   1.809
[2,] 667.315 1076.9 736.234 1307.94 324.220 2316.14 891.835 163.032
[3,] 631.844 1031.7 536.325 1090.50 324.783 1717.96 922.912 144.358
        [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    6.204   6.652   4.812   4.935   1.779   5.687   5.075   2.516
[2,]  886.533 894.757 485.666 875.795 179.444 804.607 466.456 250.468
[3,] 1111.524 955.396 426.506 860.533 173.551 812.798 510.662 244.302
       [,34]   [,35]  [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.527   5.432   5.82   5.653   4.185   3.627   1.348   3.359
[2,] 623.550 657.962 826.36 476.066 544.416 361.799 156.152 293.962
[3,] 804.907 677.296 768.42 461.864 494.904 316.396 103.397 301.252
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.621   4.461   3.679   3.492   2.487   3.714   4.419   4.798
[2,] 146.192 499.870 623.666 334.481 220.055 671.585 454.809 474.549
[3,] 134.757 462.798 440.512 260.604 197.948 525.856 412.207 402.926
      [,50]   [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]
[1,]   2.74   4.364   3.386   2.182   4.144   3.43   3.137   2.289   4.499
[2,] 286.03 798.804 337.031 235.017 568.742 491.48 522.681 562.155 376.235
[3,] 247.32 665.481 304.178 214.739 623.364 570.07 569.405 497.567 343.778
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.529   3.278   1.638   3.374   3.575   3.782   4.948   2.043
[2,] 124.938 527.700 143.299 351.792 310.735 583.332 841.092 220.788
[3,] 121.172 566.038 153.036 373.518 253.994 475.425 610.256 187.555
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.975   3.206   3.097   1.738   5.803   5.374   5.199   5.759
[2,] 602.679 331.274 639.473 166.766 568.125 575.859 494.629 746.622
[3,] 483.201 256.185 608.892 178.696 462.793 505.463 477.476 630.213
       [,75]   [,76]    [,77]   [,78]   [,79]  [,80]   [,81]   [,82]
[1,]   6.482   6.569    8.562   1.229   7.532   3.81   6.716   2.417
[2,] 524.250 710.818 1180.627 104.398 923.401 322.12 998.785 243.143
[3,] 563.833 637.679 1083.518 100.358 891.434 305.60 960.589 225.735
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.397   1.991   3.398   3.099   8.624   6.479   2.532   3.205
[2,] 255.084 160.971 563.640 321.163 721.273 553.289 302.319 379.533
[3,] 213.053 167.903 386.293 285.938 689.238 593.260 225.787 388.595
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.955   4.182   3.195   2.65  0.6316   4.685   11.81   6.72
[2,] 533.264 578.705 329.805 233.40 65.5426 519.762 2135.63 882.62
[3,] 465.457 586.874 381.779 201.33 60.9160 613.634 1619.74 920.90
[1] "--- VAR model 2017-10-02 05:31:00  completed"
[1] "Completed training sample:  2017-10-02 05:31:00 - 2017-10-02 13:30:00"
[1] "SpVAR;   training sample:  2017-10-02 06:01:00 - 2017-10-02 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         12.3286         -0.7963        -14.820        -18.428
         -7.6715          5.1651        -11.023         -4.528
         -0.9642         -0.2620         -4.412        -13.356
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -16.808         -3.314           7.0394            2.994
         -3.168          3.114          -0.9012          -11.280
        -16.565          1.975           0.7426          -19.560
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.359           -6.444          -1.9661           -8.824
           -5.376            5.581          -0.3517           -6.992
          -26.563          -10.934          -3.0952          -19.307
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -3.76904           11.179            6.068            19.41
         -4.61977           -9.255            3.251            15.22
         -0.05443          -29.214           -7.912            25.61
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.5250          -11.769           20.515           -7.144
           0.8629            8.645            3.895           12.704
          -6.5659            9.604           -0.782           10.279
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -31.611            1.728          -27.961           10.092
          -27.997            1.633           -9.722          -11.623
           -1.613            1.314           -7.994           -7.848
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            5.605           -6.765           -3.765            8.779
           -3.039           -3.645            4.796           13.825
            1.014           -1.831           -1.499           11.523
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -15.012            2.560          -23.998           -8.872
           -9.183            1.944          -19.489            3.800
          -10.541            3.474            1.191            1.302
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.4340           -4.315          -22.897           -2.375
          -3.1673          -11.885           -4.962          -11.274
          -0.1244           -8.802          -13.328          -16.895
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.927          -14.956            2.395           1.4032
            8.247            8.043            7.390           1.2159
           -4.894            2.323            1.711          -0.9445
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            7.085           0.1754           -4.177          -14.217
           -6.143          -0.4936          -10.960          -16.807
           -2.657          -0.1208           -8.722           -6.988
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -6.2789           0.2606           -6.095           -4.367
           0.6047           2.1905          -22.060            1.039
          -0.2952           2.3072           -9.575            2.210
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.744           -3.576           -9.623           25.499
            8.111           -4.837           -3.536           12.616
            7.983           -3.699          -11.176            2.913
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.929          19.9702           8.6812         4.199916
           -3.397          -0.8265          -3.5708         6.320715
            3.325          -5.2865          -0.6307         0.003453
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.316           2.0569            3.802            7.436
           10.806          -2.0078            2.956           -7.394
            1.743           0.7203           -1.234           11.813
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.935           -5.813            4.941          -12.504
           -2.663           -2.490           10.103            3.742
           -4.705            1.815            1.065            6.207
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.206            4.748          -0.6539           -8.111
            8.316           -1.817          -7.4532           -3.317
           15.174            0.652           5.4506           -1.103
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -11.1665           -2.366           -6.246           10.218
         -13.2214            4.722           -2.422          -11.846
           0.6571           -1.638           -1.571            3.822
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           12.067           3.0236         -23.8338          -27.684
           -4.977          -5.2752           6.9333           -6.605
           13.222           0.5337          -0.8124          -13.111
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -23.741           3.1199            7.731          -12.211
          -22.345          -0.7452          -18.405          -11.809
           -8.116          -1.2840            9.920           -4.025
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.808            2.300            9.281            9.795
          -20.292           -2.549            6.367           -1.085
           -5.449           -3.172            2.536            3.267
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.252           -1.068            5.023            4.513
          -15.871            6.261            6.508           -6.642
            4.780           -1.833            9.242           -7.978
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -2.31527            1.419          -0.2865         -9.89563
         -9.43667           -4.500          -3.9519         -0.06107
         -0.01658           -9.709           0.9422        -14.14657
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.374            4.639           -8.133            3.583
            2.341            2.055           -9.161           10.533
            2.031           -1.465           -8.827           15.235
 rnd_95776.volume rnd_95787.volume
           -18.52           0.7451
           -11.90         -14.9680
           -36.22          -7.8165
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.321 2.218  8.453 4.494 4.380 0.9144 1.984 5.305 5.524 4.053 2.507
[2,] 4.328 2.601  9.731 6.014 5.608 1.0973 2.255 6.006 6.589 6.391 3.463
[3,] 4.752 2.924 10.500 7.219 6.771 1.2188 2.509 6.716 7.398 7.151 3.813
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.563 2.858 5.991 4.262 3.674 4.564 4.450  9.956 5.045 10.57 3.198
[2,] 4.984 3.654 7.504 5.397 4.484 5.997 5.598 11.462 6.400 12.82 3.614
[3,] 5.458 4.481 8.703 6.415 5.102 6.978 6.492 12.774 7.053 14.11 3.971
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.505 5.183 1.532 4.808 4.869 3.821 4.122 1.458 4.468 3.980 2.062
[2,] 14.855 6.931 1.735 6.527 6.768 4.536 5.906 1.758 6.061 4.603 2.476
[3,] 17.592 8.420 1.904 8.588 8.354 5.100 7.238 1.988 7.264 5.228 2.739
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.343 4.427 4.522 4.298 3.423 2.933 1.178 2.883 1.282 3.577 3.012
[2,] 6.236 5.602 6.213 5.032 4.442 3.432 1.443 3.277 1.504 4.365 4.504
[3,] 7.528 6.512 7.177 5.633 5.074 3.852 1.542 3.633 1.684 5.007 5.033
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.703 2.044 3.189 3.611 3.805 2.292 3.581 3.074 1.790 3.304 2.856
[2,] 3.253 2.353 4.657 4.394 4.554 2.730 5.540 3.537 2.154 4.612 3.911
[3,] 3.573 2.573 5.435 4.883 5.111 2.986 6.631 3.862 2.418 5.707 5.024
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.707 1.845 3.674 1.209 2.586 1.290 2.747 2.940 3.076 4.149 1.660
[2,] 3.729 3.568 4.143 1.378 3.792 1.514 3.315 3.356 4.586 6.079 2.011
[3,] 4.965 4.389 4.541 1.521 4.855 1.742 3.871 3.628 5.217 6.823 2.257
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 3.182 2.729 2.575 1.408 4.442 4.200 4.087 4.507 4.972 5.084  7.031
[2,] 4.647 3.265 4.425 1.674 5.308 5.235 4.873 5.899 5.994 6.266  9.252
[3,] 5.377 3.561 5.673 1.935 5.972 5.835 5.442 6.770 6.668 7.118 10.902
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.013 6.096 2.903 5.048 1.995 2.035 1.575 2.716 2.474 7.150 5.183
[2,] 1.148 7.724 3.342 7.364 2.369 2.444 1.829 4.021 2.950 8.042 6.104
[3,] 1.272 9.062 3.723 8.864 2.606 2.734 2.026 4.502 3.347 8.758 6.914
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.130 2.570 3.181 3.351 2.560 2.211 0.5322 3.289  9.989 5.141
[2,] 2.637 3.286 4.243 4.519 3.109 2.526 0.6361 4.176 14.777 6.827
[3,] 2.886 3.848 4.949 5.497 3.653 2.774 0.7185 5.028 17.171 8.327
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.218   2.816  10.73   5.706   5.562   1.161   2.519   6.737
[2,] 477.945 233.906 830.03 688.289 603.065 104.464 184.619 484.855
[3,] 337.731 230.322 679.21 687.600 653.248  91.356 189.407 517.424
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.015   5.146   3.183   4.525   3.629   7.608   5.412   4.665
[2,] 618.296 850.846 411.507 600.068 392.087 778.107 570.066 442.586
[3,] 579.488 552.707 274.576 382.940 446.697 758.989 597.338 419.305
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]  [,23]   [,24]   [,25]
[1,]   5.796   5.651  12.64   6.406   13.42   4.061   10.8   6.582   1.945
[2,] 669.925 584.977 978.05 678.129 1249.17 290.094 2097.2 792.365 140.244
[3,] 614.333 566.032 970.87 510.471 1015.12 283.434 1622.7 823.187 134.995
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   6.105   6.183   4.852   5.235   1.851   5.674   5.054   2.619
[2,] 760.142 809.607 421.016 728.148 169.342 705.286 398.082 235.914
[3,] 961.142 843.314 401.283 720.565 159.635 689.337 427.112 201.588
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.785   5.622   5.742   5.457   4.347   3.724   1.496   3.661
[2,] 553.706 591.063 733.763 450.792 487.544 306.779 143.486 268.070
[3,] 726.095 571.715 618.754 435.701 422.258 301.380  93.577 270.079
       [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]   [,49]
[1,]   1.628   4.542   3.825   3.433   2.596   4.05   4.586   4.832
[2,] 135.438 430.899 576.662 311.533 200.709 584.43 430.942 430.754
[3,] 130.589 422.323 386.857 254.695 179.205 482.43 366.942 399.692
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.911   4.548   3.904   2.273   4.195   3.627   3.438   2.342
[2,] 255.257 727.734 301.222 206.490 554.021 460.044 441.515 525.904
[3,] 208.483 627.684 266.961 189.261 578.935 542.969 564.546 440.006
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.665   1.536   3.284   1.638   3.488   3.733   3.906   5.268
[2,] 329.915 113.631 477.586 136.691 319.480 278.587 585.802 765.181
[3,] 319.860 110.794 522.000 148.223 344.155 237.637 428.245 533.383
       [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]  [,73]   [,74]
[1,]   2.107   4.04   3.465   3.269   1.789   5.641   5.333   5.19   5.724
[2,] 195.521 583.15 308.623 619.773 155.907 500.333 538.255 457.01 655.161
[3,] 176.609 465.76 244.979 611.102 167.142 471.326 443.529 417.10 572.110
       [,75]   [,76]    [,77]  [,78]   [,79]   [,80]  [,81]   [,82]
[1,]   6.313   6.456    8.928  1.286   7.741   3.687   6.41   2.533
[2,] 576.396 630.889 1035.511 92.926 816.923 284.901 923.33 220.211
[3,] 503.348 581.438  993.152 94.355 816.074 282.681 849.48 186.660
       [,83] [,84]   [,85]   [,86]  [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.584   2.0   3.449   3.141   9.08   6.582   2.704   3.263   4.039
[2,] 233.008 160.0 510.693 276.756 633.75 555.115 267.786 352.724 483.478
[3,] 211.181 150.2 348.535 272.361 597.39 559.037 202.077 344.856 438.612
       [,92]  [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.255   3.25   2.807  0.6758   4.176   12.68   6.529
[2,] 522.140 303.78 210.513 59.9835 443.082 1875.11 773.333
[3,] 538.972 330.43 197.513 57.5325 482.125 1506.07 821.099
[1] "--- VAR model 2017-10-02 06:01:00  completed"
[1] "Completed training sample:  2017-10-02 06:01:00 - 2017-10-02 14:00:00"
[1] "SpVAR;   training sample:  2017-10-02 06:31:00 - 2017-10-02 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          7.6698          -3.026         33.552         -15.36
          4.0266          -0.399         -5.285         -20.49
         -0.5081           2.655          8.645          14.96
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         18.600          3.802           4.0952           0.7509
          2.425          3.181          -3.6966          -6.5398
        -19.731          6.549           0.6076           6.6115
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.462          -3.6382            2.655           -10.57
          -11.417          -0.3901           -1.335           -17.74
            1.771          -1.3781           -3.891           -14.91
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -18.004          -2.8769           -4.832           12.557
           -8.792          -0.8246           -3.537            7.244
           -2.759          -8.1108            1.945           19.776
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.5599           -5.681         -46.2839          -21.614
          11.3877           14.309          17.6294            6.435
           1.4632            5.811          -0.1015           20.799
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            34.56           -2.419            3.761            6.346
            13.88           14.317           42.871            1.303
            17.57           -6.255          -16.021            0.795
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.622           -7.980          -10.537           10.812
           -1.260           14.608           14.776           16.445
            6.334            2.045            5.173            7.573
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -22.00          -0.1135            3.953          -23.422
           -16.99           1.3659           -8.713           -2.056
            20.94          -0.9823            5.170            2.791
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.6712          12.1765          20.4701          19.1559
          -6.2902          -9.8756           0.8559          -0.1714
           0.8508           0.5954         -19.6788         -10.9506
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -17.9680            0.245            7.551            3.517
           9.0519            1.057           11.029           -2.798
           0.4244           10.848           11.499           -1.516
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           10.710            1.756           0.7677           -7.072
            2.354           -1.170          -3.4238           -9.377
            3.598            1.467          -2.4271           -8.510
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.5339           -2.694           -4.035           -9.381
          -2.4862            2.414          -11.475            7.844
           0.5271            2.297          -12.208           -1.526
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.210          -0.8669           14.191           16.435
           18.260          -0.7429           -2.621            6.785
            9.832          -3.6494            9.614           15.150
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          4.20249           2.7312           1.4026           14.614
          3.15605          19.3959           6.3807            2.424
         -0.01695           0.8713          -0.7793            6.541
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           16.371            1.571          -0.8236           -3.287
            7.324            3.880           0.3632           11.904
            3.251            3.431          -1.7261            6.060
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.533           -2.928           8.4979            7.412
           -3.354            4.767           3.9538           11.154
           -7.693            5.709           0.9374            4.758
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           16.697          -0.4007           -5.543            2.556
           -8.466           0.2805           13.434            3.695
           25.197           1.2405            8.156            2.553
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.156           1.1502           13.890            7.650
           11.423           3.3585           -8.423           10.410
           -1.056           0.7922            2.420            5.782
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           10.617           -8.279            8.223          -13.438
            3.697           -4.775           15.807            8.426
            5.645          -11.023           17.750           -3.548
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.788            1.701            16.24          -6.4408
           -2.899            0.723            15.31          -2.1873
           35.163           -1.693             5.75           0.5588
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.740           2.7874            2.747          -0.1604
            2.733           0.2191            8.039          -3.5068
            2.274          -2.2259            1.040          -1.1479
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.672            1.710            18.73         -10.2193
           -7.699            4.188           -17.68           0.9795
           13.144            2.300            41.19          -6.0788
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.493          3.70012            1.968            1.309
            3.339          2.49190            3.717            4.067
           -2.471          0.02454           -2.308           -5.915
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.7926            9.096          -10.995            5.144
           9.8673           -7.252           -9.270            3.964
          -0.1569            3.545           -9.235            7.597
 rnd_95776.volume rnd_95787.volume
           66.997            3.979
           -5.091           -1.060
           16.637            8.180
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.330 2.361  8.421 4.584 4.367 1.037 1.974 5.096 5.238 4.049 2.520
[2,] 4.426 2.725  9.841 5.979 5.571 1.270 2.236 5.844 6.443 6.372 3.396
[3,] 4.875 3.050 10.675 7.256 6.763 1.401 2.478 6.467 7.142 7.092 3.761
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.459 2.954 5.512 3.844 3.713 4.479 4.459 10.28 4.937 10.25 3.234
[2,] 4.872 3.733 6.793 4.865 4.506 5.884 5.621 11.93 6.191 12.56 3.606
[3,] 5.413 4.512 8.044 5.977 5.132 6.885 6.460 13.36 6.968 13.88 4.014
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.471 5.344 1.515 4.805 4.760 3.904 4.190 1.479 4.622 4.004 2.104
[2,] 14.915 6.900 1.723 6.388 6.728 4.632 5.885 1.753 6.049 4.795 2.504
[3,] 17.707 8.487 1.934 8.475 8.310 5.210 7.304 1.977 7.341 5.449 2.795
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.387 4.335 4.556 4.100 3.326 3.241 1.228 2.953 1.275 3.568 2.899
[2,] 6.256 5.557 6.279 4.947 4.503 3.831 1.505 3.358 1.542 4.257 4.526
[3,] 7.536 6.484 7.307 5.630 5.089 4.326 1.606 3.732 1.716 4.893 5.035
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.638 1.973 3.150 3.940 3.740 2.250 3.663 3.430 1.821 3.285 2.888
[2,] 3.210 2.343 4.610 4.623 4.548 2.672 5.799 3.875 2.188 4.620 4.031
[3,] 3.553 2.513 5.353 5.140 5.189 2.962 6.898 4.228 2.458 5.834 5.251
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.792 1.885 3.897 1.237 2.623 1.296 2.762 3.064 3.070 4.323 1.681
[2,] 3.908 3.668 4.329 1.386 3.924 1.551 3.367 3.507 4.673 6.168 2.032
[3,] 5.082 4.544 4.736 1.527 4.991 1.763 3.974 3.771 5.333 6.982 2.310
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.277 2.877 2.674 1.463 4.447 4.249 4.275 4.653 4.804 5.129 5.540
[2,] 4.767 3.402 4.399 1.743 5.246 5.318 5.071 5.974 5.796 6.203 7.350
[3,] 5.468 3.717 5.629 1.976 5.901 5.937 5.677 6.938 6.397 7.093 9.167
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.043 5.228 3.044 4.512 2.048 2.132 1.632 2.690 2.764 7.044 5.366
[2,] 1.200 6.620 3.488 6.830 2.371 2.518 1.915 4.076 3.245 8.085 6.208
[3,] 1.317 8.044 3.833 8.248 2.622 2.838 2.100 4.616 3.656 8.906 7.080
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.185 2.531 3.040 3.377 2.536 2.228 0.5292 2.582 10.14 5.259
[2,] 2.632 3.301 4.165 4.520 3.099 2.534 0.6519 3.376 15.27 6.878
[3,] 2.919 3.834 4.866 5.415 3.656 2.832 0.7427 3.940 17.48 8.432
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.229   2.998  10.69   5.821   5.546   1.317   2.507   6.472
[2,] 409.993 191.472 716.47 539.916 486.437 102.943 147.660 402.232
[3,] 287.632 192.548 581.68 578.168 539.386  83.199 150.169 389.591
        [,9]   [,10] [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.651   5.141   3.2   4.392   3.751   6.999   4.881   4.715   5.687
[2,] 527.829 692.045 320.3 482.662 321.083 558.502 419.518 358.979 536.686
[3,] 433.545 438.169 227.2 331.751 356.508 606.055 488.311 345.634 503.052
       [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.662  13.05   6.269   13.02   4.107   10.76   6.786   1.923
[2,] 481.504 852.57 525.403 1020.85 224.234 1726.69 613.927 115.530
[3,] 447.740 847.14 449.902  831.09 248.100 1342.52 695.051 123.458
       [,26]   [,27]   [,28]  [,29]   [,30]   [,31]   [,32]   [,33]  [,34]
[1,]   6.102   6.045   4.957   5.32   1.878   5.869   5.084   2.671   6.84
[2,] 591.984 668.866 350.790 581.22 132.221 548.928 371.231 191.124 447.37
[3,] 783.445 685.908 335.574 608.53 128.780 585.023 363.974 174.737 591.17
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]   [,42]
[1,]   5.504   5.786   5.206   4.224   4.115   1.559   3.75   1.618
[2,] 489.141 607.664 389.425 426.883 287.321 122.438 225.00 121.989
[3,] 469.843 525.592 378.163 333.649 282.634  78.855 229.08 106.165
       [,43]   [,44]  [,45]   [,46] [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.531   3.681   3.35   2.505   4.0   5.003   4.749   2.857   4.651
[2,] 326.519 488.971 257.15 177.953 473.3 340.189 364.158 202.871 632.282
[3,] 339.396 310.415 214.33 127.637 382.7 316.095 351.424 179.554 525.503
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.356   2.312   4.172   3.667   3.545   2.393   4.949  1.571
[2,] 253.741 170.677 456.860 395.536 384.679 442.667 265.112 87.981
[3,] 237.603 157.490 501.052 473.303 456.907 377.223 270.202 90.234
       [,60]   [,61]   [,62]   [,63]   [,64]  [,65]   [,66]   [,67]
[1,]   3.331   1.646   3.507   3.891   3.898   5.49   2.135   4.161
[2,] 410.533 119.870 270.817 240.025 495.676 618.89 160.549 487.043
[3,] 433.862 117.738 296.968 194.747 361.359 460.03 154.509 376.883
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74] [,75]   [,76]
[1,]   3.654   3.396   1.858   5.647   5.396   5.429   5.909   6.1   6.513
[2,] 255.436 491.255 133.235 391.448 449.860 383.551 527.129 456.1 490.650
[3,] 210.567 494.050 130.929 380.206 371.057 359.116 496.254 380.8 484.102
       [,77]  [,78]   [,79]   [,80]  [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   7.036  1.324   6.639   3.865   5.73   2.601   2.707   2.072   3.416
[2,] 679.355 83.466 571.260 239.521 721.14 168.131 188.531 140.965 430.751
[3,] 770.446 76.521 642.776 223.545 650.43 157.423 184.045 121.135 304.575
       [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   3.509   8.945   6.814   2.775   3.214   3.861   4.289   3.221
[2,] 239.128 558.280 439.115 206.332 297.946 400.508 422.468 250.399
[3,] 236.866 525.347 478.684 177.679 274.479 353.865 419.614 273.010
      [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.83  0.672   3.278   12.88   6.678
[2,] 169.61 53.551 305.978 1606.31 623.579
[3,] 178.11 50.055 285.815 1197.17 685.946
[1] "--- VAR model 2017-10-02 06:31:00  completed"
[1] "Completed training sample:  2017-10-02 06:31:00 - 2017-10-02 14:30:00"
[1] "SpVAR;   training sample:  2017-10-02 07:01:00 - 2017-10-02 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.035           3.472         20.954        -22.873
           5.615           8.171         -2.889        -17.520
           1.428           4.561         -8.604          1.669
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        11.1979       0.126792           3.0227          10.9272
        10.2986      -0.007053           0.2462          -9.2447
        -0.2765       1.170042           7.6947          -0.8083
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.253          -9.2501           -3.622           -6.453
           -1.030          -0.1982            6.236          -16.132
            6.106           1.8623            1.275          -21.778
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.154           -1.076           -4.939            21.43
           -7.617           -1.971           -1.315            20.52
           -8.464           -8.442            5.244            26.25
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.712           -4.369            9.017           13.191
           17.874           12.355            8.451            4.375
            8.922           18.899           30.643            3.275
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            4.929            5.296           10.846         -10.1632
           11.252            3.372           16.693           9.0834
           -7.023            4.549           -6.338           0.1915
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.921         -16.4019           -5.485           -3.770
           -1.439          -0.4619           -6.607          -10.521
            3.048          -1.7762            4.348           -7.681
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.805           1.9251           0.1793            27.75
          -22.441          -0.8787          -6.1034            15.34
            4.145          -0.3773         -10.1849            16.56
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.609           10.767            4.130            6.005
           -5.654            4.674            8.151           26.769
           -9.774           -0.168           -4.036            7.527
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            6.436            1.205            2.359           2.8409
            9.106           -1.250            8.361          -0.6224
           10.274            7.417            8.871          -2.4706
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           15.029          -3.0446           0.8632         -13.0558
           10.784          -1.0148           3.8360         -11.1727
            5.901           0.1685           4.1197           0.8773
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -13.1872           6.2677           -15.23            2.817
           0.2843          -1.2179           -14.61            1.847
           3.0621           0.4954           -23.58            5.309
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.7084           0.6519           -3.675           14.166
           5.4360          -0.8547           -8.579           11.908
           9.5813          -2.9697           -6.128            5.011
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -5.690           -4.241           -6.477           11.035
            3.398            3.015           -3.351           -4.719
           -2.803           -6.477          -10.142           -8.057
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           12.226            1.569          -2.5169           -4.405
          -11.545           -5.060          -0.6403           11.083
            3.533           -7.941           0.6479           -8.432
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.576           7.9924           -7.417           -9.638
           -6.111          -8.0743           -2.055           -7.677
           -3.695          -0.8498            9.686            4.513
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.836           2.7431           -7.445            3.912
          -11.664           0.5567            6.908           -4.659
          -14.492           2.6271          -15.821            6.010
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -3.7068        -0.004571           -3.735            1.347
         -10.5405        -1.748332            6.169            5.070
          -0.3094        -3.763665          -14.274           -0.336
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.935           -4.352         -17.7919            7.215
           -8.153           -5.076          -0.1379           -1.582
           -8.826           12.643          -4.2306           -3.318
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.165          -2.5527            2.383           -3.984
          -19.582          -0.3559          -14.461            2.095
          -13.100          -0.6842          -20.578           -4.914
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -21.230          -7.0496            2.888            3.686
           -4.875          -0.6679           -3.443            3.687
          -25.954           1.7512            2.681           -4.279
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.635            1.286           12.960           16.618
            1.953            7.786           -6.744            5.435
           -1.967            5.373          -17.880           10.244
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.3540            4.003            7.923            5.490
          -6.5969            6.217            6.086            3.793
           0.7839            4.153            4.191            2.581
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.713            2.220           -11.59           -0.319
           -1.408            1.183           -12.47            3.573
            7.792            5.650           -11.38            1.596
 rnd_95776.volume rnd_95787.volume
           -14.95           -8.641
           -29.23            3.901
           -24.48           -3.476
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.220 2.421  8.086 4.584 4.257 1.127 1.842 4.630 4.780 4.013 2.365
[2,] 4.285 2.772  9.574 6.065 5.681 1.334 2.135 5.450 6.223 6.134 3.166
[3,] 4.759 3.142 10.492 7.307 6.957 1.521 2.362 6.195 6.955 6.893 3.581
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.408 2.983 5.214 3.659 3.792 4.494 4.394 10.19 5.007  8.609 3.412
[2,] 4.564 3.709 6.393 4.688 4.502 6.036 5.468 11.88 6.148 10.779 3.925
[3,] 5.161 4.432 7.521 5.880 5.087 7.090 6.316 13.25 6.956 12.062 4.288
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.607 5.446 1.493 4.576 4.684 3.929 4.337 1.614 4.648 3.911 2.181
[2,] 14.449 6.897 1.754 6.065 6.672 4.552 6.030 1.858 6.063 4.898 2.532
[3,] 17.272 8.426 1.972 8.135 8.089 5.117 7.342 2.050 7.353 5.586 2.847
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.463 4.383 4.635 4.319 3.544 3.391 1.231 2.997 1.310 3.517 2.850
[2,] 6.293 5.793 6.387 5.154 4.661 3.987 1.513 3.506 1.555 4.164 4.448
[3,] 7.484 6.776 7.462 5.827 5.182 4.517 1.645 3.962 1.731 4.879 4.976
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.507 1.929 3.211 3.839 3.905 2.285 3.652 3.555 1.796 3.365 2.947
[2,] 3.091 2.265 4.334 4.544 4.754 2.708 5.792 4.036 2.162 4.582 4.090
[3,] 3.521 2.429 5.068 5.079 5.265 2.994 6.907 4.436 2.405 5.714 5.217
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.827 1.943 4.028 1.230 2.576 1.372 2.813 3.167 3.217 4.427 1.691
[2,] 3.996 3.677 4.451 1.384 3.974 1.615 3.438 3.662 4.840 6.487 2.071
[3,] 5.063 4.659 4.857 1.525 5.131 1.832 4.065 3.948 5.483 7.350 2.344
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.509 3.120 2.716 1.433 4.261 3.755 4.200 4.657 4.817 5.284 5.095
[2,] 4.970 3.545 4.518 1.757 5.043 4.904 5.061 5.929 5.781 6.311 7.019
[3,] 5.638 3.933 5.864 2.006 5.635 5.487 5.702 6.900 6.443 7.160 8.804
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.076 4.982 3.113 4.064 1.984 2.084 1.667 2.748 2.826 7.111 5.555
[2,] 1.240 6.465 3.541 6.348 2.320 2.492 1.947 4.156 3.257 8.172 6.366
[3,] 1.371 7.871 3.818 7.897 2.588 2.821 2.154 4.760 3.663 9.017 7.247
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.171 2.358 2.813 3.117 2.662 2.312 0.5686 1.719 10.26 5.223
[2,] 2.616 3.144 3.941 4.255 3.157 2.654 0.6807 2.034 15.08 6.857
[3,] 2.886 3.689 4.714 5.220 3.761 2.904 0.7685 2.239 17.27 8.366
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   4.089   3.074  10.27   5.82   5.406  1.432   2.339   5.879   6.069
[2,] 351.188 167.821 636.60 493.29 467.147 88.537 134.021 357.199 494.950
[3,] 257.110 183.745 532.96 506.17 498.709 90.880 125.644 365.858 385.629
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.095   3.003   4.327   3.788   6.621   4.647   4.815   5.707
[2,] 576.230 261.472 377.001 273.770 459.417 364.015 301.281 500.484
[3,] 390.635 207.757 299.346 301.230 491.993 440.841 294.218 461.764
      [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   5.58  12.94   6.358  10.93   4.333   10.93   6.915   1.896   5.811
[2,] 404.17 758.22 443.265 805.59 240.846 1441.40 525.693 114.338 494.395
[3,] 392.64 729.54 404.041 672.32 214.676 1175.28 601.114 112.046 673.355
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   5.948   4.989   5.507   2.05   5.902   4.966   2.77   6.937   5.566
[2,] 590.191 285.552 520.281 114.22 483.507 366.262 159.68 387.908 470.433
[3,] 567.890 290.338 520.210 107.72 516.612 333.466 161.75 503.185 436.596
       [,36]   [,37] [,38]   [,39]   [,40]   [,41]   [,42]   [,43]   [,44]
[1,]   5.886   5.485   4.5   4.306   1.563   3.806   1.664   4.466   3.619
[2,] 545.756 349.138 376.1 260.461 109.278 226.029 104.038 276.825 424.158
[3,] 479.217 337.817 281.3 263.847  80.218 229.173  94.435 315.922 276.856
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.183   2.45   4.078   4.875   4.959   2.902   4.637   4.515   2.28
[2,] 224.484 147.49 361.565 301.947 336.766 180.598 558.355 237.261 149.50
[3,] 209.637 108.86 326.185 281.973 281.118 158.555 467.350 228.582 130.92
       [,54]   [,55]  [,56]   [,57]   [,58]  [,59]   [,60]   [,61]   [,62]
[1,]   4.273   3.742   3.59   2.468   5.115  1.562   3.271   1.742   3.573
[2,] 386.202 352.276 350.73 387.644 235.153 78.754 375.900 105.840 245.445
[3,] 423.926 402.215 386.23 355.302 241.533 79.626 402.962 107.461 269.312
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   4.022   4.085   5.621   2.147   4.456   3.962   3.449   1.82
[2,] 228.431 449.128 588.876 148.502 437.086 209.063 448.332 126.15
[3,] 183.174 320.055 429.126 136.295 330.824 211.460 464.415 120.40
       [,71]   [,72]   [,73]   [,74]   [,75]  [,76]  [,77]  [,78]   [,79]
[1,]   5.411   4.768   5.333   5.913   6.117   6.71   6.47  1.367   6.327
[2,] 335.099 391.774 350.760 455.866 397.016 428.64 599.51 76.515 511.690
[3,] 312.091 305.817 326.308 438.156 353.219 420.05 660.03 72.528 557.623
       [,80]  [,81]  [,82]   [,83]   [,84]  [,85]   [,86]  [,87]   [,88]
[1,]   3.953   5.16   2.52   2.647   2.117   3.49   3.588   9.03   7.054
[2,] 209.687 605.75 149.32 169.757 125.021 387.17 201.140 500.13 386.224
[3,] 177.136 583.37 142.55 164.116 114.261 288.16 208.333 473.18 430.091
       [,89]   [,90]   [,91]   [,92]  [,93]   [,94]  [,95]   [,96]   [,97]
[1,]   2.757   2.995   3.572   3.958   3.38   2.936  0.722   2.183   13.03
[2,] 181.391 258.192 342.859 359.803 210.86 161.844 46.482 135.002 1373.38
[3,] 151.208 239.816 321.123 375.433 253.96 146.568 44.321 116.380 1043.19
       [,98]
[1,]   6.633
[2,] 551.834
[3,] 595.270
[1] "--- VAR model 2017-10-02 07:01:00  completed"
[1] "Completed training sample:  2017-10-02 07:01:00 - 2017-10-02 15:00:00"
[1] "SpVAR;   training sample:  2017-10-02 07:31:00 - 2017-10-02 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.338           1.145         43.759          13.24
         -10.777          -3.278         -3.215         -14.85
           3.640           2.793         27.120          19.00
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.221          4.597           -3.529           -23.73
         16.170         -4.226            3.356            11.05
         -8.351          3.623            5.721           -10.59
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -22.8809          -19.193            4.635           -32.17
         -11.1704           -9.165            2.058           -33.90
          -0.0052            3.874            7.401           -18.45
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.534          -10.963          -7.1485            24.16
          -18.359          -19.648          -1.9795            26.68
          -18.646           -7.731          -0.9804            15.86
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            9.132           19.150           34.055          -0.2499
           -2.404           -7.338           16.748          13.7752
          -14.933          -11.967            6.848          -8.6698
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           10.001            5.743            32.05          -10.776
            4.488            8.924            49.51            6.877
           20.742            8.271            24.89           31.002
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.602           -13.89           -8.814           5.5921
            3.684            17.86           11.555          11.1462
           -0.909            32.85           16.126           0.2737
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            8.311           5.5535           21.058            25.49
           -8.985           0.5991           -1.766            30.60
           14.494           0.9482           16.789            15.36
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.7145            5.927            4.983            -7.44
          -0.1142          -15.635           10.678            11.24
           5.0725          -10.929          -12.503            -1.52
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.817           -3.750           -8.876           1.0346
            7.309            9.352           -3.065          -0.1717
            2.646           -3.055           -1.864           2.5491
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.052            4.241            3.705           -0.863
            1.956           -0.543            9.403           -5.771
            1.658            3.495            5.513            2.958
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.0448            5.819         -16.7003           10.194
           3.0591            2.170           2.0535            3.240
           4.5623            4.407          -0.1895           -4.977
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.383           -5.413          -17.618           11.905
            5.028            7.147          -10.393            9.924
            2.294            5.739           -1.118            2.581
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          4.79683          -13.881           -1.458            16.63
         -3.71728          -11.240          -13.665           -14.60
         -0.07706           -1.007           -4.750            -6.41
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.550          -12.673           1.4401          -0.7684
            1.743            6.577           2.5956           9.9511
          -15.037           -1.989          -0.6796         -12.3053
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -5.7126            9.957          -0.6294            2.268
          -5.9865            3.191           5.6237           11.520
          -0.9871            2.731          -5.8693           -3.109
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.187            3.233            4.052          10.1311
           23.409            4.810            3.244           0.2951
           -2.177            4.336            5.250          -7.8074
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.948          -2.4082          -11.205            3.684
            4.811          -0.1908            2.518           -4.881
            5.352          -1.2140           11.456            3.708
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7701            2.640            1.201            7.923
          -6.3027          -17.834            4.343            6.554
          -8.7027           -1.123           -2.516           -2.747
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           25.659          5.89365           15.449          -3.3937
           12.250          0.19755            2.323          -0.3760
            6.325          0.09044           18.331           0.6471
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -7.752            4.885           -4.021           -1.818
            4.449            2.404           -1.211           -1.095
           11.457           -1.577           -5.525           -1.429
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.3425            3.437            6.857           20.622
           3.5981           -4.912            7.692           10.742
          -1.8308            0.751            2.945            7.799
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.793           10.183           3.8628           0.7128
            1.043          -10.480           1.2480           0.4777
            0.550            9.998           0.6995          -6.4435
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           11.396          -1.8412           -8.909           10.030
           -5.894           0.4783          -11.858            8.598
           -5.311          -0.3962          -11.351            3.565
 rnd_95776.volume rnd_95787.volume
           -40.80            5.892
           -10.66            4.345
            13.24           33.802
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.178 2.303  7.467 4.581 4.573 1.269 1.785 4.569 4.763 3.974 2.466
[2,] 4.180 2.697  9.081 6.031 5.793 1.483 2.088 5.441 6.015 5.950 3.298
[3,] 4.683 3.054 10.036 7.316 7.003 1.672 2.280 6.065 6.919 6.852 3.706
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.376 2.679 4.458 3.587 3.686 4.703 4.320 10.40 4.964  7.200 3.519
[2,] 4.623 3.466 5.672 4.630 4.387 6.279 5.721 12.28 6.184  8.997 4.045
[3,] 5.280 4.242 6.601 5.737 5.021 7.310 6.688 13.57 7.296 10.090 4.474
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.326 5.163 1.523 4.560 4.591 3.765 4.367 1.701 4.468 4.165 2.214
[2,] 14.096 6.610 1.819 6.079 6.354 4.358 6.128 1.933 5.986 5.186 2.540
[3,] 17.052 7.932 2.050 7.949 7.915 4.888 7.415 2.130 7.167 5.865 2.836
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.276 4.335 4.609 4.489 3.490 3.575 1.336 3.168 1.217 3.475 2.874
[2,] 6.275 5.620 6.384 5.225 4.675 4.170 1.538 3.693 1.496 4.278 4.384
[3,] 7.431 6.528 7.435 5.856 5.221 4.738 1.669 4.229 1.688 4.975 5.035
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.632 1.979 3.137 3.748 4.028 2.282 3.773 3.821 1.721 3.378 2.869
[2,] 3.158 2.277 4.372 4.335 4.887 2.734 6.078 4.389 2.152 4.692 4.145
[3,] 3.543 2.450 5.064 4.907 5.404 3.044 7.188 4.818 2.412 5.880 5.498
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.843 2.059 4.163 1.232 2.638 1.501 2.811 3.238 3.422 4.461 1.655
[2,] 4.061 3.729 4.648 1.392 3.964 1.723 3.368 3.685 4.980 6.329 2.103
[3,] 5.140 4.793 5.014 1.515 5.143 1.965 3.988 3.961 5.669 7.144 2.377
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.700 3.186 2.983 1.420 4.255 3.775 4.278 4.431 4.660 5.375 4.633
[2,] 4.952 3.610 4.756 1.743 5.048 4.864 5.019 5.752 5.633 6.421 6.793
[3,] 5.725 3.961 5.941 1.999 5.645 5.414 5.810 6.743 6.258 7.209 8.383
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.092 4.640 3.070 4.065 1.974 2.096 1.659 2.928 2.745 6.999 5.287
[2,] 1.254 6.011 3.486 6.051 2.311 2.505 1.948 4.192 3.220 8.208 6.559
[3,] 1.389 7.551 3.795 7.637 2.562 2.870 2.147 4.743 3.576 8.945 7.548
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.054 2.087 2.388 2.106 2.557 2.357 0.5930 1.687 10.75 5.039
[2,] 2.489 2.966 3.262 2.976 3.128 2.655 0.7055 2.097 15.32 6.677
[3,] 2.761 3.535 3.896 3.768 3.799 2.896 0.8005 2.346 17.48 7.916
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   4.035   2.924   9.483   5.817   5.807  1.611   2.266   5.802
[2,] 266.347 137.681 506.818 384.721 348.832 75.359 106.331 289.717
[3,] 206.954 140.565 419.072 406.094 385.823 75.637  89.790 262.855
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.049   5.046   3.131   4.287   3.402   5.661   4.554   4.681
[2,] 360.189 434.228 214.823 309.706 215.695 343.933 287.098 233.347
[3,] 335.494 333.282 165.842 250.294 239.768 331.277 332.351 239.426
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]  [,25]
[1,]   5.972   5.486  13.21   6.304   9.143   4.469   10.57   6.556  1.934
[2,] 408.049 367.881 640.58 361.625 529.016 195.575 1115.49 404.772 97.475
[3,] 367.135 339.671 566.46 379.773 448.191 187.510  941.06 430.082 92.831
      [,26]   [,27]   [,28]   [,29] [,30]   [,31]   [,32]   [,33] [,34]
[1,]   5.79   5.829   4.781   5.546  2.16   5.673   5.288   2.811   6.7
[2,] 394.25 430.833 215.321 421.652 90.12 390.762 303.097 122.081 333.1
[3,] 502.35 462.956 217.217 409.480 87.80 386.494 268.654 123.709 390.5
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.504   5.853   5.701   4.432   4.539  1.697   4.023  1.546   4.412
[2,] 350.871 433.287 262.181 304.971 210.691 74.704 186.051 85.321 244.736
[3,] 325.690 373.622 259.503 228.029 220.472 63.494 202.097 76.660 249.105
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.649   3.342   2.513   3.984   4.759   5.115   2.898   4.791
[2,] 324.659 171.285 110.536 298.581 213.648 271.285 147.585 467.288
[3,] 242.872 157.498  88.821 250.720 225.457 226.310 131.366 376.480
       [,52]   [,53]   [,54]   [,55]  [,56]   [,57]   [,58]  [,59]  [,60]
[1,]   4.852   2.186   4.289   3.643   3.61   2.615   5.287  1.565   3.35
[2,] 211.757 126.727 319.423 293.346 284.40 304.890 202.709 63.433 290.13
[3,] 195.052 106.707 347.614 354.360 309.07 295.244 184.434 58.797 321.42
      [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]
[1,]  1.906   3.569   4.112   4.345   5.665   2.102   4.699   4.046
[2,] 83.042 182.009 172.600 354.846 440.217 127.218 322.758 166.392
[3,] 92.516 209.454 142.284 265.664 325.020 108.646 281.797 159.994
       [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   3.788  1.804   5.403   4.794   5.432   5.627   5.918   6.825
[2,] 363.204 99.037 266.511 300.771 257.472 359.686 310.401 344.481
[3,] 349.277 95.971 247.815 233.235 287.002 345.099 267.334 321.436
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   5.883  1.387   5.892   3.898   5.161   2.507   2.661   2.107
[2,] 487.169 60.440 374.775 162.064 439.554 117.820 134.578 100.118
[3,] 481.825 58.679 448.250 147.215 457.049 108.459 137.395  88.473
       [,85]   [,86]   [,87]   [,88]   [,89]  [,90]   [,91]   [,92]
[1,]   3.718   3.485   8.888   6.714   2.608   2.65   3.032   2.675
[2,] 294.180 165.175 420.432 380.744 137.944 206.74 217.934 206.213
[3,] 217.573 152.518 348.731 366.338 117.007 188.58 209.015 226.669
       [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   3.247   2.992  0.753   2.142   13.65   6.398
[2,] 176.710 119.961 37.482 122.122 1070.37 429.734
[3,] 211.527 113.450 37.094 103.232  826.61 417.078
[1] "--- VAR model 2017-10-02 07:31:00  completed"
[1] "Completed training sample:  2017-10-02 07:31:00 - 2017-10-02 15:30:00"
[1] "SpVAR;   training sample:  2017-10-02 08:01:00 - 2017-10-02 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          8.3232          0.3429        -14.011         -1.576
         -0.8482         -0.2923          6.049          5.270
         -2.8431          2.3958        -12.183         -9.035
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.09          4.894           2.4911            15.77
         -22.61          6.914          -2.4225            11.77
         -13.09          1.151          -0.7992           -11.25
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            15.15            5.382            8.545           -15.70
            17.01           15.320            8.704           -20.68
           -18.03            1.496            4.497           -15.45
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -10.574           16.082           4.7400            40.92
           -3.932          -10.984          -3.4499            21.64
          -10.031           -1.913           0.4388            37.75
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -20.209           -4.553           38.314           13.925
           -5.986          -24.937           -1.186            6.287
           -6.469            5.606           20.460            9.497
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            7.655           -7.948           -2.124            7.938
           -7.482            4.340          -27.139           19.945
          -13.043            1.614           -1.798           -2.009
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6278           21.347          -27.804           -2.275
          -4.4779            3.626           -2.471            2.780
          -4.6076           -6.568           -4.144            1.484
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.081          -3.2630            7.126            32.13
           15.441          -0.2128          -17.193            16.91
           -9.499          -0.1375           12.769            21.68
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.264            8.749         -15.0748          -33.371
            6.541          -12.808          -4.2623           17.287
           -7.988            2.782           0.4955           -4.586
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -17.78           -15.02          -7.9676           -1.652
           -23.06           -28.00          -8.5780           -5.668
           -17.37           -14.29          -0.8976           -2.211
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -10.157           -1.825           -9.896           -5.968
           -5.322           -1.430           -1.491          -23.346
           -7.997           -2.292           11.512           -5.227
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.8996            2.475           -3.987            5.356
           7.5483            3.330          -10.282           11.100
           9.1602            3.527          -15.759            1.383
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.064            8.129          0.01006            3.285
            2.420            5.876          1.26555            6.145
            9.768            7.674         15.03882            6.464
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -7.627           8.4584            9.884         12.50612
           -1.314           0.8772          -20.806        -10.29228
            4.573           1.9713            6.295          0.02753
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.472           -5.393            9.998          -5.2701
           24.067           -3.262            2.551          -5.3600
          -26.405          -16.846            1.315           0.1984
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -9.542          -0.7789          -15.070           -3.186
           -1.466          -5.5551            7.025          -11.590
           -6.236           7.4252           -1.991           -1.129
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -15.844          0.79433           -12.15          -4.1858
          -16.588          5.97992           -13.95          -0.4908
           -4.043          0.07097           -11.82           2.9843
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -18.08            3.774          -0.1932           21.791
            -8.42           -5.521          -7.2217            8.474
           -16.08           -2.067          -5.1028           14.365
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.479            9.812           13.226           10.573
            6.378           13.465           10.040           26.303
          -10.410          -16.801            1.377           -3.121
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.947         -2.25301            10.72         -18.3843
           -8.208          0.01063            -2.96         -12.2194
           24.166         -0.97591            15.93           0.7756
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           18.766           4.2727           7.9896          -6.8052
            7.510           1.5953          -1.8755           0.9903
           -3.008          -0.6268          -0.6592          -7.3562
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -10.32            7.408          -27.655         -27.8644
           -19.05            7.162           -6.805         -14.6952
           -25.87           13.311          -13.190          -0.5676
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.170            3.292           12.606           16.240
            2.624            5.761            2.401            5.334
            1.961            5.802           12.524           10.453
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.117           2.9177           -9.602            4.853
           -2.042          -0.3477          -11.752            4.131
            3.767           7.1751          -10.048            4.795
 rnd_95776.volume rnd_95787.volume
            11.69            7.753
            50.76           11.357
           -38.71           -1.956
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.294 2.485 7.284 4.382 4.714 1.294 1.752 4.577 4.646 3.807 2.302
[2,] 4.460 2.939 8.656 5.793 5.965 1.565 2.006 5.402 6.021 5.923 3.130
[3,] 4.992 3.290 9.608 7.060 6.864 1.738 2.208 6.001 6.978 6.718 3.599
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.203 2.717 3.467 3.445 3.536 4.477 4.215 10.28 4.634  7.396 3.547
[2,] 4.482 3.387 4.492 4.442 4.199 5.910 5.475 11.84 6.327  9.058 3.997
[3,] 5.186 4.125 5.306 5.413 4.720 6.746 6.469 13.15 7.376 10.259 4.456
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.021 4.828 1.584 4.203 4.317 3.631 4.086 1.650 4.349 4.295 2.135
[2,] 14.171 6.518 1.859 6.165 6.024 4.379 5.912 1.913 5.943 5.185 2.469
[3,] 16.843 7.807 2.083 8.031 8.030 4.872 7.192 2.141 7.084 5.965 2.779
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.136 4.451 4.246 4.461 3.422 3.370 1.289 3.208 1.137 3.554 2.873
[2,] 6.206 5.791 6.277 5.178 4.693 4.054 1.499 3.835 1.385 4.305 4.377
[3,] 7.210 6.627 7.187 5.848 5.287 4.613 1.648 4.369 1.546 5.031 4.984
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.718 1.853 3.072 3.666 3.967 2.298 3.787 3.739 1.778 3.523 2.988
[2,] 3.128 2.229 4.297 4.269 4.931 2.811 5.828 4.380 2.137 4.840 4.328
[3,] 3.488 2.449 5.095 4.745 5.349 3.101 6.994 4.876 2.393 5.934 5.439
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.924 2.050 4.179 1.227 2.738 1.495 3.050 3.195 3.470 4.265 1.766
[2,] 4.313 3.775 4.683 1.409 3.849 1.727 3.552 3.712 5.015 6.298 2.134
[3,] 5.266 4.922 5.015 1.555 5.115 1.967 4.097 4.011 5.753 7.162 2.452
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.986 3.066 3.444 1.443 4.213 3.899 4.579 4.559 4.485 5.067 3.925
[2,] 5.353 3.584 4.951 1.746 5.140 5.103 5.288 5.716 5.343 6.082 5.613
[3,] 6.188 3.903 6.167 2.015 5.862 5.683 6.017 6.627 5.971 6.788 6.706
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.087 3.778 2.989 3.635 1.871 2.140 1.678 2.910 2.980 6.860 5.715
[2,] 1.264 4.753 3.387 4.984 2.285 2.517 2.003 3.978 3.549 7.844 7.040
[3,] 1.421 6.011 3.785 6.301 2.520 2.964 2.215 4.643 3.923 8.748 7.803
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.902 1.577 2.178 1.699 2.613 2.382 0.6261 1.927 11.36 4.702
[2,] 2.370 2.360 2.632 2.197 3.239 2.723 0.7376 2.378 15.59 6.622
[3,] 2.646 2.801 3.051 2.742 3.879 2.987 0.8423 2.699 17.47 7.899
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]   4.183   3.155   9.249   5.565   5.986  1.643  2.225   5.812   5.899
[2,] 255.391 133.324 397.408 321.845 310.537 74.709 83.034 243.759 325.356
[3,] 190.539 125.668 354.343 342.879 288.604 64.338 78.433 222.213 299.782
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   4.834   2.923   4.068   3.451   4.403   4.375   4.49   5.686
[2,] 385.487 180.196 266.291 171.764 242.642 238.276 192.35 327.669
[3,] 269.384 150.977 221.733 200.104 239.913 262.727 183.20 276.499
       [,18]  [,19]   [,20]   [,21]   [,22]  [,23]   [,24]  [,25]   [,26]
[1,]   5.352  13.06   5.884   9.392   4.504  10.19   6.131  2.012   5.337
[2,] 296.935 498.95 365.954 444.257 156.529 992.48 372.005 82.635 383.146
[3,] 292.708 485.87 322.150 409.221 167.408 773.35 365.065 79.918 437.249
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.481   4.611   5.188  2.096   5.522   5.454   2.711   6.521
[2,] 356.932 207.971 363.001 82.176 344.094 246.755 105.358 296.029
[3,] 451.123 181.523 348.057 81.634 327.593 250.562 108.331 311.844
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.652   5.392   5.664   4.346   4.279  1.636   4.073  1.444   4.513
[2,] 314.668 392.714 223.384 272.864 191.541 64.990 178.618 67.105 206.392
[3,] 273.765 297.346 230.892 206.805 186.926 58.249 177.737 58.432 221.179
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.649   3.451   2.354   3.901   4.655   5.037   2.918   4.809
[2,] 280.500 131.659 105.155 255.251 185.873 248.822 137.515 376.318
[3,] 202.577 131.074  86.328 232.620 175.968 176.120 111.341 328.517
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.748   2.258   4.473   3.795   3.713   2.604   5.306  1.558
[2,] 193.857 100.623 281.987 266.027 269.361 269.262 179.698 58.955
[3,] 182.088  91.604 291.616 279.767 256.715 268.344 152.386 55.781
       [,60]  [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.477  1.898   3.873   4.057   4.407   5.416   2.243   5.062
[2,] 229.875 73.447 154.752 160.623 307.579 393.650 101.797 303.476
[3,] 286.210 80.147 173.518 129.017 239.506 289.898 102.610 263.780
       [,68]   [,69]  [,70]  [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   3.893   4.373  1.832   5.35   4.951   5.814   5.789   5.696   6.434
[2,] 157.821 302.217 83.461 250.22 279.725 224.829 292.911 246.722 285.797
[3,] 131.191 312.427 85.530 239.40 212.402 243.795 284.852 226.447 256.105
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]
[1,]   4.985  1.381   4.797   3.796   4.616   2.376   2.718  2.131   3.695
[2,] 340.839 54.706 245.124 135.439 289.684 111.424 112.493 92.842 230.407
[3,] 311.723 55.254 312.560 143.431 327.556  90.344 132.978 80.386 203.549
       [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   3.784   8.711   7.257   2.415   2.003   2.766   2.157   3.318
[2,] 163.745 323.226 349.300 120.142 149.204 125.568 118.317 162.664
[3,] 142.211 329.044 285.880 100.030 128.127 131.050 139.392 181.277
       [,94]   [,95]   [,96]  [,97]   [,98]
[1,]   3.025  0.7951   2.447  14.43   5.971
[2,] 112.091 33.1362 118.401 907.13 396.096
[3,] 104.226 34.5516 108.562 669.23 365.853
[1] "--- VAR model 2017-10-02 08:01:00  completed"
[1] "Completed training sample:  2017-10-02 08:01:00 - 2017-10-02 16:00:00"
[1] "SpVAR;   training sample:  2017-10-02 08:31:00 - 2017-10-02 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -10.89         -18.978        -36.165         -5.089
          -13.22           5.189         30.683        -19.364
          -12.53         -12.193          6.133         13.106
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -24.82         -7.871            3.116           13.606
         -18.67          4.363            4.497          -10.510
         -50.37          1.696           -1.168            6.706
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.922          -18.810             0.46          -39.936
          -15.329            5.877           -12.43           -6.241
            6.618          -22.377           -10.85          -32.038
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           26.509          -11.877          -14.392            33.26
            5.581          -11.175          -11.371            24.52
            5.870           -4.466           -7.008            32.03
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -34.17            -1.51           -6.326           12.742
           -24.95           -45.89            5.651            1.672
           -25.92           -22.06           19.651          -22.505
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -37.54            6.732            42.98           -3.350
            44.31            1.689           -53.48            4.829
            19.86            5.451            40.38           -7.343
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.9416           -25.78          -12.678           -9.392
          -0.3487            23.48            4.142          -25.003
           7.1748           -21.67          -21.289           -7.566
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.198           3.4010          -11.734           -13.30
          -26.992          -0.3455          -12.442           -14.60
           18.904          -3.2571            9.384           -21.95
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           4.3277          -18.466           -7.872           -7.546
           0.1068          -12.555           -2.845          -10.596
          -5.0663           -8.775          -25.574          -29.137
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            10.88            5.356            6.813          -9.7378
           -16.44          -20.538           21.102           0.3753
            13.42           -5.324           26.725          -0.7277
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -15.32            5.779           7.8329           -20.20
           -21.29           -2.565          -0.3882           -10.99
           -11.51           -2.622           4.2112           -11.12
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           15.381            5.073         -10.3282           -4.448
           14.261            4.196          -5.8196            0.183
           -5.656            1.983           0.2168            3.989
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           22.217          -3.2698            1.426           -7.334
           -2.341           0.7521          -20.525            8.960
            9.847           6.8763          -24.546           22.980
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.6725            6.203          -29.249          -21.862
          -1.2798          -24.000           -6.801            5.085
          -0.2291          -16.039          -29.381          -31.521
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.774           1.1868           5.4443            7.595
          -38.563          -2.6676           1.2976           -3.704
            2.616          -0.9443           0.6198          -29.470
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -10.066            4.924           -13.30           -9.139
          -10.280          -10.801           -12.21           -7.410
           -7.577          -14.418           -10.79           -4.834
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.189           10.206           -9.763           -2.236
          -15.035            2.434          -17.954           -3.895
           -4.391            7.907          -15.430            4.170
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -40.487            3.967           -7.737            3.501
           -9.782            1.756          -17.089           -7.514
          -30.460            1.876          -19.640          -21.300
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           12.368           -8.393            22.90           19.312
           -6.243          -12.906            19.05           -3.612
          -10.219          -19.006            32.76            3.452
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -9.245           0.3217           -1.635           -2.599
           11.023           0.9676           -0.277            1.391
           -3.963          -3.1285            2.795           10.284
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.007            1.710           -3.937           -4.907
          -12.406            2.899            6.747            1.272
           18.251            4.801           -2.713            3.667
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.365            0.533            9.162          -18.152
            4.555            7.291            2.928           -4.231
          -22.204          -14.293           25.106           -2.552
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.616           -4.486            5.383            4.948
            1.012           12.692            2.302            3.616
            9.421            7.729           13.925           15.085
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.138           12.498          -12.184           3.4179
            2.090            1.346           -9.736          -0.9468
          -17.520            3.503          -10.634          -0.1979
 rnd_95776.volume rnd_95787.volume
          -39.928           -9.337
          -18.577            7.248
            4.363           -9.215
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.498 2.374 6.855 3.948 4.652 1.469 1.752 4.790 4.806 3.776 2.496
[2,] 4.565 2.899 8.354 5.362 6.113 1.811 1.964 5.611 6.133 6.102 3.236
[3,] 5.051 3.395 9.291 6.723 7.088 2.020 2.131 6.251 6.972 6.890 3.678
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.129 2.959 3.365 3.372 3.482 4.105 4.134 10.37 4.565  8.322 3.671
[2,] 4.470 3.695 4.355 4.368 4.132 5.439 5.358 11.87 6.204  9.994 4.227
[3,] 5.238 4.366 5.202 5.369 4.652 6.179 6.422 13.05 7.257 11.289 4.718
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.659 4.942 1.611 3.880 3.890 3.586 3.695 1.640 4.142 4.296 2.249
[2,] 14.165 6.456 1.903 5.984 5.871 4.277 5.477 1.938 5.761 5.189 2.590
[3,] 16.834 7.693 2.103 7.817 7.835 4.778 6.770 2.155 6.968 5.924 2.857
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.675 4.259 4.434 4.747 3.411 3.467 1.304 3.105 1.173 3.513 2.854
[2,] 5.903 5.668 6.225 5.510 4.568 4.238 1.524 3.732 1.405 4.388 4.262
[3,] 6.914 6.611 7.045 6.152 5.237 4.795 1.679 4.307 1.555 5.020 4.884
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.614 1.827 2.935 3.548 4.039 2.223 3.677 3.751 1.741 3.412 2.952
[2,] 3.102 2.224 4.257 4.226 4.848 2.750 5.741 4.459 2.012 4.895 4.278
[3,] 3.547 2.447 5.116 4.744 5.385 3.071 6.890 5.055 2.281 6.155 5.356
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.731 2.140 4.064 1.202 2.807 1.505 2.936 3.323 3.508 4.393 1.937
[2,] 4.166 3.856 4.559 1.393 3.957 1.730 3.426 3.710 5.012 6.404 2.249
[3,] 5.214 4.979 4.970 1.528 5.169 1.977 4.132 3.997 5.748 7.119 2.609
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.157 3.111 3.864 1.518 4.211 4.127 4.849 4.801 4.628 4.917 3.736
[2,] 5.538 3.568 5.541 1.858 5.250 5.175 5.602 5.892 5.498 6.107 5.324
[3,] 6.346 3.901 6.726 2.095 5.922 5.786 6.265 6.625 6.178 6.722 6.415
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.105 3.738 2.887 3.576 1.950 2.004 1.677 3.026 2.902 6.635 5.665
[2,] 1.285 4.603 3.331 4.800 2.341 2.443 2.007 3.962 3.472 7.705 6.862
[3,] 1.446 5.934 3.702 6.145 2.606 2.925 2.233 4.589 3.888 8.537 7.537
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.848 1.568 1.959 1.911 2.680 2.415 0.6342 1.921 11.02 4.877
[2,] 2.305 2.425 2.604 2.443 3.291 2.803 0.7563 2.356 14.83 6.565
[3,] 2.642 2.898 3.020 2.940 3.957 3.041 0.8712 2.668 17.01 7.813
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]   4.442   3.015   8.705   5.013   5.907  1.866  2.225   6.082   6.102
[2,] 270.662 153.564 440.674 334.903 366.007 97.642 81.794 269.720 351.687
[3,] 199.503 163.037 375.223 374.175 331.107 82.669 76.494 254.437 305.961
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.795   3.169   3.973   3.757   4.273   4.282   4.421   5.212
[2,] 442.278 190.149 294.673 204.184 255.074 256.200 205.339 329.291
[3,] 295.369 161.218 251.858 214.762 262.630 288.209 197.251 270.648
       [,18]  [,19]   [,20]  [,21]   [,22]  [,23]   [,24]  [,25]   [,26]
[1,]   5.249  13.17   5.797  10.57   4.662   11.0   6.276  2.046   4.927
[2,] 314.669 531.79 387.647 510.76 193.465 1034.5 383.276 93.463 420.391
[3,] 326.587 501.99 347.525 484.56 193.336  839.3 386.228 82.764 464.183
      [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.94   4.553   4.692  2.082   5.26   5.456   2.856   5.937   5.408
[2,] 405.76 215.114 373.057 95.325 369.57 268.544 118.527 332.653 345.114
[3,] 478.80 196.671 367.179 86.983 361.73 263.711 111.339 332.165 314.124
      [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.63   6.028   4.331   4.403  1.656   3.943  1.489   4.461   3.624
[2,] 403.22 258.125 280.450 224.885 72.760 191.038 71.424 242.670 292.108
[3,] 304.41 252.585 236.345 207.051 65.037 198.477 61.545 225.021 220.154
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.319   2.32   3.727   4.505   5.129   2.822   4.669   4.764  2.211
[2,] 154.242 117.03 284.578 211.859 247.421 149.386 406.927 222.509 93.016
[3,] 158.806  94.16 261.903 199.082 216.504 126.293 351.450 219.737 99.252
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.333   3.749   3.468   2.717   5.161  1.527   3.565  1.911   3.728
[2,] 323.914 285.629 290.365 295.995 190.758 64.890 257.389 78.728 163.012
[3,] 344.385 297.398 289.355 290.737 182.505 57.917 306.906 88.240 213.133
       [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]
[1,]   4.219   4.454   5.578   2.46   5.279   3.951   4.906  1.928   5.348
[2,] 152.370 330.406 430.096 105.38 337.641 161.304 366.506 98.893 289.266
[3,] 137.136 259.734 287.000 122.07 286.042 145.533 351.814 89.325 253.009
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   5.241   6.158   6.097   5.877   6.243   4.744  1.403   4.746
[2,] 288.086 258.919 315.139 273.831 334.252 350.054 60.563 247.983
[3,] 238.852 258.923 279.700 260.167 259.342 330.292 61.280 345.522
       [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   3.666   4.541   2.476   2.545   2.129   3.842   3.685   8.426
[2,] 153.300 295.439 119.574 128.951 101.833 236.122 175.877 361.419
[3,] 149.171 354.052 105.682 148.438  90.313 213.664 161.541 339.392
       [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]   7.194   2.347   1.992   2.487   2.426   3.403   3.066  0.8053
[2,] 357.433 127.081 170.729 158.366 140.502 176.228 131.407 38.0316
[3,] 287.757 119.142 146.319 141.136 150.983 202.801 108.814 39.8998
       [,96] [,97]   [,98]
[1,]   2.439  14.0   6.192
[2,] 125.916 916.3 405.671
[3,] 115.506 767.7 390.956
[1] "--- VAR model 2017-10-02 08:31:00  completed"
[1] "Completed training sample:  2017-10-02 08:31:00 - 2017-10-02 16:30:00"
[1] "SpVAR;   training sample:  2017-10-02 09:01:00 - 2017-10-02 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.684         6.11751         17.485         -3.600
           4.133        -0.01692        -36.662          5.463
          -2.065        -6.14608         -6.042        -23.841
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -28.434         7.8752            5.472          10.7533
        -15.652         0.2506            4.363           0.7179
         -5.549         2.3712            6.288           7.7210
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -10.7886          -18.696            7.999           -22.81
          -8.2138            1.246           -6.561           -21.60
           0.9178           -3.742            1.181           -31.43
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.988           -12.92          -16.263            31.68
           -6.957           -15.26          -16.823            34.29
           -2.729           -11.58           -5.969            23.68
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -25.435            2.939          -12.917            2.949
          -25.535          -13.719           -1.083            4.090
           -6.677          -23.533          -27.494          -10.722
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -14.138            7.195          -55.852           -8.056
          -18.389           -2.318            3.445           -4.388
            6.653            1.885          -55.108          -21.042
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.194            13.39           13.549          -5.1268
           -5.125           -19.71           -8.797           0.6645
           -5.072             2.68           -6.244           4.8014
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.4826          -4.1269           -8.240          12.4344
           6.6693          -3.1521           20.878           0.2981
         -21.9312          -0.9461           -2.286          11.8106
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1724         5.761393          -21.838          -33.336
          -2.0460        11.586670           -5.144          -25.311
          -1.3746         0.003156           -2.489           -1.293
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -18.825           -4.327          -13.089          -0.4612
           -3.291           -8.838            2.635          -2.3787
           -7.625           -9.114           -5.272          -0.3387
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           5.7249           -3.413          -14.454          -11.218
           2.7560           -3.688           -1.138          -27.846
          -0.2614           -1.703           -1.997           -6.946
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7423            4.766           -5.651            4.589
           2.0126            2.358          -12.050            6.018
           2.6808            3.605          -17.026           10.928
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -11.26           -6.518           0.1562            19.39
            20.19           -3.999           0.9524            19.51
            13.93            3.608           9.1359            11.97
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.5330           12.881          17.4660           12.185
           1.0813            7.109          -0.5837            7.926
          -0.9945           10.209           2.3797            4.316
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.897          -12.000           0.7215           -8.718
           17.781            1.724           2.6554           10.947
           -2.062           -6.487           1.8390           18.704
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.477          0.09146           -9.355           -5.595
           -4.132          3.93047            0.234           -7.053
           -5.278          5.63345           -3.088            1.695
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -20.2181          6.52819           -14.31           -8.673
          -9.2935          1.64325           -10.63           -1.797
          -0.8791          0.02092           -16.45           -5.120
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.624           0.3375           -9.621            7.655
          -14.983           1.0644           -2.920            4.627
           -2.254          -2.5745            2.595            1.581
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.040            5.248           2.6205            1.056
           17.536            3.130           0.5377          -13.094
            1.476           -9.192           7.4641           -2.846
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.832          0.07829           4.4947           0.8082
            1.120         -0.69504           0.4728          -0.5030
          -14.610          0.62120          -2.7463           3.2754
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -10.134            3.705          -0.8957           -6.230
           -3.184            3.262           1.6681           -5.354
            2.712           -3.878           7.0922           -6.448
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.335            5.218           19.049           -15.10
          -11.789            3.567           -9.073           -17.47
           -7.191           -4.347            1.077           -17.72
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.8974            1.087           -3.680           -3.325
           4.5987           -1.600           -1.390           -3.527
          -0.6721           -2.664           -1.513           -4.128
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.141           6.5540           -10.10            3.978
           -1.386           0.2468           -10.59            7.327
            3.039          -0.6735           -11.44           10.684
 rnd_95776.volume rnd_95787.volume
           0.7573            -4.21
           0.5447            -1.94
           3.3302           -24.84
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.550 2.615 7.285 3.902 4.224 1.593 1.627 4.658 4.838 3.746 2.425
[2,] 4.593 2.986 8.610 5.465 5.750 1.953 1.899 5.571 6.209 5.972 3.242
[3,] 5.114 3.408 9.386 6.945 6.826 2.205 2.075 6.254 7.068 6.660 3.687
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.075 2.407 3.026 3.175 3.414 4.148 3.763  8.609 4.636  8.327 3.438
[2,] 4.353 2.872 4.075 4.086 4.118 5.349 5.205 10.127 6.171 10.020 4.172
[3,] 5.121 3.302 4.878 5.039 4.634 6.111 6.224 11.166 7.184 11.165 4.678
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.391 4.843 1.679 4.165 4.097 3.603 3.785 1.638 4.329 4.010 2.294
[2,] 14.020 6.284 1.970 5.983 6.140 4.164 5.597 1.935 5.787 4.953 2.629
[3,] 16.843 7.833 2.157 7.706 7.876 4.546 7.025 2.152 7.086 5.642 2.882
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.469 3.980 4.423 4.700 3.554 3.552 1.281 3.443 1.163 3.416 2.844
[2,] 5.656 5.443 6.051 5.453 4.675 4.268 1.480 3.973 1.387 4.459 4.187
[3,] 6.868 6.508 6.891 6.049 5.390 4.905 1.623 4.434 1.517 4.941 4.884
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.616 1.802 3.016 3.642 4.060 2.303 3.730 3.958 1.686 3.465 3.068
[2,] 3.107 2.185 4.267 4.300 4.887 2.739 5.777 4.660 2.034 5.069 4.429
[3,] 3.565 2.376 5.122 4.766 5.349 3.044 7.020 5.213 2.285 6.112 5.416
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.882 2.210 4.063 1.118 2.850 1.510 3.001 3.241 3.426 4.429 1.944
[2,] 4.360 4.048 4.491 1.354 4.189 1.741 3.571 3.665 4.872 6.422 2.339
[3,] 5.429 5.212 4.875 1.511 5.343 2.005 4.231 3.910 5.645 7.212 2.745
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.325 3.151 4.137 1.594 4.313 4.318 4.959 4.789 4.486 4.597 3.394
[2,] 5.808 3.603 5.583 1.924 5.359 5.360 5.775 5.893 5.431 5.688 4.887
[3,] 6.481 3.942 6.680 2.159 6.009 6.095 6.455 6.568 6.238 6.414 5.888
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.114 3.460 2.874 3.592 1.887 1.955 1.716 3.192 3.103 6.528 5.398
[2,] 1.310 4.418 3.320 4.927 2.327 2.437 2.054 4.043 3.573 7.531 6.601
[3,] 1.510 5.733 3.685 6.148 2.574 2.893 2.288 4.709 4.002 8.444 7.299
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.746 1.574 2.024 2.050 2.764 2.441 0.6673 1.887 10.80 4.745
[2,] 2.291 2.515 2.675 2.600 3.343 2.776 0.7879 2.353 14.86 6.332
[3,] 2.658 2.901 3.072 2.972 3.928 3.033 0.9177 2.727 16.91 7.844
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.507   3.321   9.251   4.955   5.364   2.023   2.066   5.915
[2,] 366.959 181.576 577.734 481.850 491.363 142.148 123.309 384.925
[3,] 283.214 206.787 470.887 539.616 463.197 128.969 105.189 357.757
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.143   4.757   3.08   3.905   3.057   3.842   4.031   4.335
[2,] 490.109 585.637 270.96 387.847 197.294 343.725 323.888 290.008
[3,] 425.253 371.188 221.09 339.823 205.051 337.526 371.381 267.728
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]   [,23]  [,24]   [,25]
[1,]   5.268   4.779  10.93   5.887  10.57   4.366   10.66   6.15   2.132
[2,] 425.212 452.751 671.55 512.971 701.80 297.672 1414.21 504.31 129.727
[3,] 372.054 429.743 592.21 462.973 620.14 266.327 1175.35 588.73 110.513
      [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.29   5.203   4.575   4.807   2.08   5.497   5.092   2.913   5.675
[2,] 540.85 575.807 262.921 519.219 129.61 483.651 366.016 161.563 436.409
[3,] 611.57 621.201 229.670 534.475 118.73 514.916 340.232 148.831 490.606
       [,35]   [,36]   [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.053   5.617   5.969   4.513   4.51  1.626   4.373  1.476   4.338
[2,] 467.505 519.965 348.161 382.375 298.01 93.364 249.618 95.169 360.805
[3,] 449.335 415.286 329.781 337.941 304.39 83.986 247.741 77.607 268.093
       [,44]   [,45]   [,46]  [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.612   3.322   2.289   3.83   4.625   5.155   2.925   4.737
[2,] 386.890 211.205 155.604 380.00 287.699 342.578 186.597 555.458
[3,] 316.622 220.026 117.649 356.87 258.883 273.932 167.363 502.139
       [,52]   [,53]   [,54]   [,55]  [,56]   [,57]   [,58] [,59]   [,60]
[1,]   5.025   2.141   4.399   3.896   3.66   2.807   5.159  1.42   3.619
[2,] 309.792 143.240 465.876 402.314 412.03 427.032 240.931 96.18 386.525
[3,] 294.174 131.111 430.041 392.359 407.32 413.323 238.814 84.56 417.608
       [,61]   [,62]   [,63]  [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   1.918   3.811   4.115   4.35   5.624   2.469   5.492   4.001
[2,] 109.048 243.736 215.558 436.11 585.513 163.706 488.195 220.226
[3,] 125.239 285.703 171.479 359.19 413.363 180.973 362.085 201.363
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   5.253   2.024   5.477   5.484   6.297   6.081   5.697   5.837
[2,] 472.104 135.731 400.452 399.910 372.681 432.330 385.566 421.780
[3,] 461.788 123.244 342.321 365.214 363.208 365.247 386.438 373.358
      [,77]  [,78]   [,79]  [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   4.31  1.414   4.393   3.65   4.562   2.397   2.482   2.179   4.053
[2,] 442.80 86.725 345.961 209.34 424.543 171.437 183.338 142.295 312.557
[3,] 413.48 94.736 460.018 201.33 463.193 138.594 196.314 126.765 303.872
      [,86]  [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]   3.94   8.29   6.855   2.217   1.999   2.571   2.604   3.509   3.099
[2,] 223.22 472.86 478.518 186.924 247.049 220.187 201.365 236.780 166.495
[3,] 226.81 480.82 392.115 169.678 182.048 190.186 181.148 259.874 153.926
       [,95]   [,96]   [,97]   [,98]
[1,]  0.8473   2.397   13.71   6.025
[2,] 52.7616 177.050 1285.23 527.901
[3,] 59.2502 173.542 1016.91 583.037
[1] "--- VAR model 2017-10-02 09:01:00  completed"
[1] "Completed training sample:  2017-10-02 09:01:00 - 2017-10-02 17:00:00"
[1] "SpVAR;   training sample:  2017-10-02 09:31:00 - 2017-10-02 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.239           -2.00        -16.937         -34.08
         -15.255           -1.31          1.369         -22.76
         -11.611          -11.15         -3.239         -43.86
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -51.47          3.922           -9.667            4.382
         -28.17          6.168           -2.038           13.511
         -25.44          4.068           -1.790           -4.612
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.908            6.475          13.3735           -17.52
           10.189            4.135           0.5901           -21.55
           11.495           10.864           0.7860           -11.46
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5732           -8.601          -12.230            16.22
          -9.9400           -7.901           -9.052            30.51
           6.1650          -12.071          -12.190            27.59
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.062            6.106            37.86            49.17
           -7.528           14.489            11.15            15.12
           -1.656          -18.340            32.45            20.32
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -13.126           -1.548          -34.575          -21.342
           -7.472            3.719          -43.804          -10.252
            6.768          -12.925            5.924           -1.741
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.3266           -7.081           -20.53            6.109
          -0.3805          -26.227           -32.43           -1.934
           0.8302            2.603           -19.91           -1.602
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -35.84          -0.2626           -25.13           -18.74
           -23.73          -4.4243           -26.35           -21.04
           -47.38           0.9588           -33.87           -15.06
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.6040           -19.28           -35.37          -15.408
           0.5045           -32.64           -19.49          -10.266
          -4.4332           -24.89           -16.24           -7.954
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -18.19           0.7874           -18.45           -3.443
           -20.98          17.6496           -16.31            4.880
           -12.47          -9.7493           -10.10           -1.092
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.8612           -4.073           14.287          -12.122
          -0.2863            1.890           -7.137           -2.253
          -3.8533            0.552           -2.098          -17.290
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -0.686            3.702          -11.990           15.873
            9.977            1.981           -2.619           11.408
            8.630            4.785           -8.541           -1.267
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           27.809           14.879           -3.275            8.008
            5.897            7.435           16.169            4.749
            5.021            6.471            1.522            4.410
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -0.952          0.03498            3.275            3.377
            4.706          8.57798           12.599            3.202
            3.015          4.86077           -4.750           10.592
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.2635          -12.556           0.9895           17.672
          -0.6292          -10.509          -3.1394           -2.872
          18.6202           -5.464           3.3794           -2.710
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.455            8.941           -2.288          -12.255
          -10.116            6.980           -4.431            9.070
           -5.588           -3.568            6.595           -9.473
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -13.86           -2.944          -38.219          -11.320
            10.09            4.046          -20.850          -11.443
           -10.21            6.003           -6.031           -2.008
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.620           11.955           -26.23            1.469
          -36.801            3.453           -10.61           -4.985
           -3.626            2.094           -11.97            3.561
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            38.69           25.616            31.34           16.103
            10.28           -7.334            16.11            2.329
            18.81            1.059            34.11            0.238
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.681           4.0598          -11.127           -6.754
            9.390          -0.6001           19.602           -3.033
           -9.042           1.9085            5.238           -6.646
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           16.158          11.5182           -3.436          -5.3083
            6.249          -0.4355           -3.031           0.6149
           12.693           4.4766           10.920          -3.6418
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.4385           -5.349           -4.950          -23.404
           5.0510            3.150           13.597            5.228
           0.4882            1.385           -8.283          -15.815
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.9376           -4.496          -0.2389           11.405
           0.2989           14.160           3.2795           -2.383
           3.5226           -7.879          -4.1602           -2.806
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           19.564           1.8329           -7.259            8.480
            3.846           5.4513          -10.937            5.762
            1.022          -0.1471          -10.044            6.421
 rnd_95776.volume rnd_95787.volume
            55.83          -24.366
            11.11           -5.819
            51.66           -3.743
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.588 2.730 7.472 4.165 4.657 1.634 1.608 5.063 5.122 3.792 2.642
[2,] 4.462 3.090 8.346 5.707 6.271 2.078 1.933 5.787 6.302 6.053 3.439
[3,] 4.947 3.436 9.228 7.015 7.246 2.306 2.103 6.455 7.228 6.678 3.973
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.975 2.763 3.118 3.290 3.359 4.262 3.756  8.622 4.422  8.496 3.713
[2,] 4.470 3.279 4.115 4.284 4.094 5.368 5.119 10.035 5.788 10.127 4.405
[3,] 5.191 3.700 4.931 5.122 4.600 6.076 6.199 11.131 6.854 11.431 4.877
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.073 4.973 1.779 4.253 4.211 3.414 3.976 1.660 4.713 3.922 2.273
[2,] 14.708 6.436 2.091 5.808 6.096 3.988 5.505 1.958 6.009 4.818 2.583
[3,] 16.921 7.964 2.310 7.916 7.977 4.400 6.795 2.201 7.056 5.761 2.824
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.479 4.357 4.590 4.674 3.686 3.629 1.232 3.493 1.185 3.281 2.585
[2,] 5.567 5.747 6.334 5.400 4.707 4.267 1.431 4.103 1.393 4.338 4.052
[3,] 6.803 6.666 7.118 6.006 5.491 4.968 1.587 4.510 1.514 4.893 4.712
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.628 1.805 3.083 3.665 4.091 2.349 3.838 4.147 1.825 3.793 3.292
[2,] 3.041 2.120 4.336 4.280 4.944 2.773 5.906 4.727 2.166 5.257 4.495
[3,] 3.531 2.314 5.114 4.764 5.422 3.050 7.128 5.253 2.403 6.411 5.512
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.898 2.281 3.976 1.172 2.877 1.522 3.034 3.292 3.560 4.469 1.870
[2,] 4.526 4.181 4.456 1.433 4.398 1.792 3.622 3.643 4.991 6.455 2.260
[3,] 5.403 5.247 4.862 1.590 5.685 2.056 4.377 3.899 5.836 7.229 2.627
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.284 3.142 4.355 1.630 4.395 4.488 4.785 4.573 4.483 4.488 3.389
[2,] 5.835 3.549 5.860 2.004 5.380 5.495 5.741 5.615 5.459 5.701 4.974
[3,] 6.613 3.874 6.976 2.264 5.962 6.320 6.365 6.439 6.332 6.333 5.973
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.172 3.442 2.878 3.782 1.865 2.061 1.717 3.106 3.353 6.518 5.398
[2,] 1.375 4.470 3.364 4.972 2.259 2.555 2.063 4.126 3.881 7.491 6.586
[3,] 1.572 5.620 3.728 6.165 2.516 2.982 2.329 4.753 4.283 8.341 7.388
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.778 1.604 2.267 2.348 2.665 2.564 0.7089 1.878 10.57 4.845
[2,] 2.424 2.574 2.836 2.861 3.332 2.840 0.8335 2.370 14.74 6.462
[3,] 2.838 2.930 3.204 3.210 3.972 3.107 0.9924 2.780 16.95 8.036
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]   [,8]
[1,]   4.556   3.466   9.488   5.289   5.913   2.075   2.042   6.43
[2,] 371.075 202.421 520.267 545.755 587.617 179.566 150.074 391.98
[3,] 298.778 210.421 550.982 570.830 507.718 139.740 115.987 400.00
        [,9]   [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   6.505   4.815   3.354   3.778   3.508   3.96   4.177   4.265
[2,] 513.524 660.096 307.967 466.757 247.157 375.74 383.868 327.526
[3,] 495.117 394.441 278.357 369.141 239.814 379.95 392.763 293.378
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.413   4.769  10.95   5.616  10.79   4.714   10.25   6.315   2.259
[2,] 456.608 486.522 718.23 522.475 771.08 331.611 1719.91 571.505 153.689
[3,] 398.226 489.282 673.80 513.551 741.61 292.926 1170.37 656.204 137.454
     [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.4   5.347   4.335   5.049   2.108   5.985   4.981   2.886   5.687
[2,] 553.3 616.609 288.452 532.653 145.183 521.325 391.457 171.690 462.511
[3,] 752.5 719.830 259.985 557.343 140.689 517.482 441.925 159.835 547.134
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   5.532   5.829   5.936   4.681   4.609   1.565   4.436   1.504
[2,] 524.313 610.582 378.277 409.506 313.893 101.714 300.938 102.561
[3,] 472.655 454.472 367.804 395.424 356.000  96.234 262.173  83.071
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.166   3.282   3.337   2.292   3.915   4.653   5.195   2.983
[2,] 396.977 436.558 214.098 155.445 426.499 309.491 388.328 206.195
[3,] 316.772 336.392 251.042 129.956 379.409 292.579 311.455 177.773
       [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]   [,58]
[1,]   4.874   5.265   2.317   4.817   4.181   3.68   2.896   5.049
[2,] 627.934 317.632 163.348 509.213 428.068 486.32 490.196 281.485
[3,] 558.333 320.531 145.644 513.209 446.278 412.93 443.490 272.088
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.488   3.653   1.933   3.853   4.181   4.521   5.675   2.375
[2,] 115.455 465.434 132.357 276.792 218.214 489.268 651.594 177.582
[3,]  96.379 503.780 141.051 343.757 194.287 423.289 455.123 187.201
       [,67]  [,68]  [,69]  [,70]   [,71] [,72]   [,73]   [,74]   [,75]
[1,]   5.441   3.99   5.53   2.07   5.581   5.7   6.076   5.807   5.693
[2,] 554.170 231.03 548.42 163.04 434.229 443.6 443.928 455.823 435.644
[3,] 435.411 217.20 529.66 147.35 359.399 436.5 384.332 441.011 448.797
       [,76]   [,77]   [,78]  [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.699   4.303   1.488   4.37   3.655   4.802   2.369   2.618
[2,] 491.887 509.302 100.689 398.95 243.710 451.594 178.160 211.293
[3,] 385.635 462.834 106.658 476.59 224.730 509.854 155.081 214.910
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.181   3.945   4.258   8.277   6.855   2.257   2.037   2.878
[2,] 159.806 379.916 273.346 516.517 527.678 230.623 281.692 238.428
[3,] 151.203 330.184 253.552 513.074 468.431 206.381 195.862 208.645
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.982   3.384   3.256  0.9002   2.385   13.42   6.153
[2,] 228.563 279.705 170.719 61.3179 202.259 1436.98 598.228
[3,] 203.652 302.457 176.474 75.3747 203.410 1170.72 668.273
[1] "--- VAR model 2017-10-02 09:31:00  completed"
[1] "Completed training sample:  2017-10-02 09:31:00 - 2017-10-02 17:30:00"
[1] "SpVAR;   training sample:  2017-10-02 10:01:00 - 2017-10-02 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          15.351          -8.726         -5.185          8.894
           4.094          -3.534        -19.808         -9.020
          14.032         -13.932          7.449        -10.854
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -39.52         0.2383           0.7426            15.14
           3.85         3.6877           4.1547             3.33
         -36.90         2.0325          -1.2162            19.22
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           17.552            1.664            7.403           -14.16
            3.398            7.275           13.855           -12.74
            5.557           -6.874            4.097           -18.02
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -12.671           6.3557          -14.170            34.70
            3.724          -9.2220           -1.002            23.33
           -7.461           0.3096           -3.970            29.33
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.69            3.268           32.177          10.3832
            11.86           -3.586          -13.578           0.4865
           -12.14            9.424            6.757          -4.1613
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.268           -3.215           -24.27          -13.665
          -15.457            3.357            14.98          -15.795
           15.821            3.542           -60.57           -6.252
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.531          -15.412         -32.2913           2.1172
            1.400           -7.967          -0.0157          -6.5671
           -1.514            6.707          -6.0258           0.7461
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.741        -2.554037            4.926           6.9949
           -6.803         1.586767          -21.556          -0.3979
          -12.356        -0.008213           11.953         -11.6706
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.7305           12.469          -25.423           -37.59
           2.5955           -7.308           -3.151           -11.35
          -9.1309           -3.515          -23.650           -22.96
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -19.037           -13.66           13.035            4.768
           -2.414           -10.34           -2.888           -6.297
          -18.341           -13.69           10.644            2.355
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -27.128          -4.7997            3.991           -22.45
          -17.474          -3.0112          -20.448           -10.18
           -7.531          -0.1765            1.873           -26.38
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -8.1883          -0.2334           -13.43            7.438
           8.1751          -1.2164           -10.61           16.879
          -0.4769           3.3238           -10.05           -6.962
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.0073           -2.604         26.51808            14.22
          15.1035            2.883         -0.01925             6.24
           0.7287            2.621         -1.03210            10.95
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           14.996           -16.63          -0.1955           17.139
           -2.090            12.61           9.4690          -10.881
            6.117           -14.18           5.4398            5.857
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           11.034            2.406            4.085            2.727
            2.682            2.465            1.112            4.726
            6.579           -8.451           -3.089            8.178
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.190           3.9141            7.302            1.239
           -4.203          -0.8778            2.009            5.043
           -4.946          13.2604           10.362            7.854
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          11.9376            6.003           16.947            2.084
          -0.1227           -6.898            1.092            1.536
           5.1040           -3.369           -1.118            1.548
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.694           -2.246          -9.9584           35.944
            5.739           -1.653          -0.8377            7.335
           -6.904            3.341           1.1939           27.231
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7105          -12.670            10.39           13.020
          -0.1340           -3.505            31.54            1.860
           1.5764          -11.727            20.99            6.424
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           17.020           -3.598           -5.047         -5.10877
           -1.508            1.231            1.896         -2.29890
            2.187           -3.988            5.720         -0.09314
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.837            2.053           -13.00            3.404
           -6.891           -1.465             6.40           -6.044
            7.278            1.315            -7.71           -4.076
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
             2.71           0.5764          -10.741            9.544
           -13.06           1.4807          -21.994          -24.020
           -10.78         -11.2923           -3.031            1.672
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           12.637          14.3699           11.357            6.521
            5.020           0.7561           18.906           16.224
            9.901          18.0414            9.115            7.988
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1402           0.7882          -11.059            2.494
          -3.9818           2.9194           -9.943            5.911
           1.0226          -0.3339           -9.998            5.093
 rnd_95776.volume rnd_95787.volume
           2.3637          -16.946
          13.7141          -15.623
          -0.1153           -3.001
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.639 2.762 7.777 4.372 5.185 1.798 1.600 4.929 5.014 3.704 2.796
[2,] 4.493 3.159 8.827 5.834 7.054 2.222 1.936 5.805 6.392 5.920 3.597
[3,] 4.946 3.503 9.840 7.274 8.002 2.464 2.129 6.352 7.279 6.569 4.121
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.997 3.045 3.240 3.396 3.252 4.243 4.070  8.091 4.997  9.136 3.694
[2,] 4.288 3.482 4.248 4.394 4.048 5.237 5.218  9.575 6.247 10.913 4.414
[3,] 5.058 4.048 4.996 5.169 4.523 6.014 6.170 10.740 7.197 12.293 4.842
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.873 5.008 1.790 4.263 4.339 3.313 4.112 1.685 4.858 4.129 2.274
[2,] 14.833 6.522 2.113 6.013 6.347 3.891 5.446 1.980 6.118 4.928 2.642
[3,] 16.973 7.855 2.355 7.712 8.055 4.346 6.876 2.196 7.135 5.859 2.852
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.701 4.616 4.759 4.583 3.675 3.830 1.230 3.552 1.159 3.320 2.602
[2,] 5.773 6.045 6.544 5.293 4.673 4.482 1.453 4.279 1.370 4.283 4.028
[3,] 6.791 6.895 7.357 5.982 5.438 5.159 1.605 4.860 1.501 4.795 4.659
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.529 1.778 3.046 3.838 4.241 2.454 3.858 4.298 1.866 4.084 3.453
[2,] 2.956 2.098 4.297 4.387 4.997 2.848 6.109 4.881 2.222 5.553 4.574
[3,] 3.478 2.287 5.123 4.916 5.520 3.110 7.391 5.465 2.477 6.767 5.707
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.010 2.392 3.737 1.168 3.098 1.502 2.985 3.223 3.516 4.710 2.018
[2,] 4.726 4.377 4.360 1.440 4.443 1.769 3.614 3.606 4.808 6.618 2.378
[3,] 5.654 5.425 4.809 1.602 5.892 2.036 4.402 3.895 5.678 7.313 2.728
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.266 3.178 4.593 1.640 4.394 4.996 4.885 4.662 4.742 4.338 3.448
[2,] 5.612 3.584 5.987 2.017 5.435 6.081 5.835 5.656 5.769 5.719 4.928
[3,] 6.387 3.852 6.892 2.264 6.041 6.840 6.540 6.394 6.745 6.256 6.011
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.217 3.417 2.913 3.919 1.984 2.144 1.789 3.372 3.631 6.474 5.437
[2,] 1.403 4.562 3.463 5.063 2.349 2.563 2.125 4.346 4.253 7.432 6.699
[3,] 1.610 5.586 3.867 6.284 2.632 2.995 2.363 4.963 4.627 8.267 7.451
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.786 1.611 2.408 2.478 2.874 2.484 0.7438 2.191 11.45 4.989
[2,] 2.518 2.681 3.003 2.991 3.502 2.799 0.9091 2.927 15.19 6.721
[3,] 2.964 3.132 3.486 3.467 4.110 3.024 1.0692 3.513 17.38 8.099
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.621   3.507   9.876   5.551   6.584   2.283   2.032   6.259
[2,] 450.099 261.941 713.333 659.897 817.005 223.033 186.332 523.908
[3,] 353.287 258.529 742.701 742.300 645.286 182.028 151.343 440.581
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.367   4.704   3.55   3.806   3.867   4.114   4.313   4.129
[2,] 677.072 788.908 386.73 523.825 288.550 469.465 476.183 411.690
[3,] 595.011 486.317 343.36 458.272 352.489 449.096 465.294 344.751
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]   [,23]  [,24]   [,25]
[1,]   5.388   5.169  10.27   6.345   11.6   4.691   11.27   6.36   2.272
[2,] 524.442 557.627 874.66 640.666 1019.6 412.919 2030.39 713.55 191.997
[3,] 505.040 562.612 831.01 610.531  966.6 340.014 1409.51 747.87 177.569
       [,26]  [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.414   5.51   4.207   5.222   2.139   6.169   5.243   2.888
[2,] 724.384 791.29 348.415 609.928 177.637 635.110 459.484 229.646
[3,] 824.848 847.19 330.966 716.989 162.220 627.236 541.305 183.810
       [,34]   [,35]   [,36]  [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   5.969   5.861   6.043   5.82   4.667   4.864   1.562   4.511
[2,] 572.452 666.757 767.276 452.14 492.885 397.408 132.235 407.444
[3,] 610.900 566.816 574.158 476.08 475.324 436.557 116.284 393.765
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.471   4.216   3.304   3.212   2.257   3.868   4.874   5.385
[2,] 125.008 462.292 525.303 261.453 190.238 517.755 362.830 451.489
[3,] 104.573 368.041 399.928 313.000 155.642 476.495 379.119 400.600
       [,50] [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   3.116   4.9   5.458   2.369   5.186   4.385   3.822   3.038   4.746
[2,] 246.965 809.2 395.321 206.172 642.820 512.494 622.465 626.149 383.566
[3,] 213.181 710.5 419.988 187.070 660.503 583.069 529.947 547.478 346.539
       [,59]   [,60]   [,61]  [,62]   [,63]   [,64]  [,65]   [,66]   [,67]
[1,]   1.483   3.934   1.907   3.79   4.093   4.464   5.98   2.563   5.417
[2,] 143.802 543.971 159.503 348.06 276.219 560.264 794.16 214.757 623.020
[3,] 120.245 661.060 172.378 429.24 251.460 515.940 531.54 228.406 520.698
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]
[1,]   4.035   5.832   2.082   5.579   6.344   6.204   5.92   6.021
[2,] 282.934 656.123 200.593 546.643 592.152 545.015 546.92 561.396
[3,] 241.429 583.257 175.809 450.431 534.962 504.586 509.59 596.930
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   5.508   4.378   1.545   4.339   3.699   4.977   2.52   2.723
[2,] 636.734 601.539 119.320 516.320 319.866 547.606 214.65 239.829
[3,] 433.202 587.859 134.877 550.746 294.247 635.838 203.11 264.829
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.271   4.282   4.611   8.221   6.904   2.267   2.046   3.058
[2,] 196.192 468.517 378.254 623.571 668.580 303.178 366.168 306.456
[3,] 176.373 409.394 311.403 618.720 557.230 267.374 276.384 302.249
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.147   3.649   3.154  0.9445   2.782   14.54   6.336
[2,] 286.257 341.903 220.421 89.2941 331.633 1705.45 769.218
[3,] 299.491 367.565 195.348 96.1636 331.779 1441.44 772.011
[1] "--- VAR model 2017-10-02 10:01:00  completed"
[1] "Completed training sample:  2017-10-02 10:01:00 - 2017-10-02 18:00:00"
[1] "SpVAR;   training sample:  2017-10-02 10:31:00 - 2017-10-02 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          13.481          0.4763         -12.64        -12.616
           7.996         -1.1131         -32.75        -21.851
           7.906          0.9243         -17.02         -6.165
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.69        -1.3816          -3.6110            3.962
         -41.50        -0.6514           0.1633            9.533
         -20.26         1.9478          -3.2936           -4.343
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           11.562            9.017            4.038            6.068
           -7.027           -9.962           -6.547           -6.157
            8.200           12.011           -6.930           -5.094
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.045            5.160          -11.803            23.89
           -9.486            2.575            1.805            17.54
           -4.769          -10.473          -11.159            20.58
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.403            1.977          -6.9350           -14.36
           -5.756           -5.072          -5.4634           -22.62
          -14.399            2.162          -0.2306           -15.74
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           14.447           -8.495            5.876          -18.442
          -39.606           -6.989          -11.047            4.341
           -4.434           -3.820          -62.083          -24.374
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           5.0289          -23.358          -34.234          -18.740
           3.3241           -2.394          -10.580            3.182
          -0.9296          -13.098           -1.717           -4.085
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -23.430           1.2369           -20.28            7.186
          -20.381          -4.7086           -20.90            3.468
           -4.012           0.3989           -13.93           23.581
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.774          -10.697           -40.51           -34.61
           -3.893          -27.976           -27.26           -20.95
           -9.470            4.143           -14.11           -31.50
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.008            4.686           29.752            0.766
           -4.300            1.246           14.851           -1.102
           -4.704            2.267            8.231            2.216
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           11.897           -1.095           -14.14           -16.49
            3.374           -1.934           -13.24           -18.48
            1.552           -3.105           -12.29           -23.62
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.183           -2.798            1.864           -1.064
           -6.152           -1.863           -9.114           -3.920
            3.800           -4.011          -24.853           -2.084
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.861          -2.8915          -12.439            17.40
            9.267           0.3506           -1.021            18.36
           -6.237          -0.5995            3.927            10.70
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.574           11.483            7.555          -18.946
            1.253           -5.319          -12.279            5.078
           -1.296           22.422            2.230            1.260
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.832           -6.897           0.3579            3.444
           -1.840            7.795          -1.7842           -9.174
           -9.999            6.422          -1.5512            6.939
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.828           0.5879           -3.665            3.144
           -4.749           3.8522            4.999            9.378
           -3.343         -13.7603            2.475            7.255
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.568           11.061            1.588          -12.700
           16.984           10.914            4.794           -3.304
           10.852            4.464           10.153           -6.836
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.712          -0.4576          -11.854            4.518
            2.592           3.2414            7.396           -6.154
            3.039          -0.1002            3.675            7.616
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -10.524           -9.139           10.810          -24.623
            7.579            6.203           -3.262            4.807
           17.229            7.941            4.201            4.190
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.394           -1.044           7.1331          -0.7414
          -11.123            1.555         -21.0501           1.7207
            2.286            2.318           0.2187           2.3275
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            13.52           5.7405           2.6613           7.6736
           -20.36          -0.1422          -0.2817           1.1884
           -18.15          -0.2330           1.3852           0.2755
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.371           -6.515            3.366          -26.084
           -2.451           -9.672            3.344            6.462
           -2.784            3.369          -14.614          -14.701
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.053           -4.431           1.0402           -3.064
            5.402            5.595           3.5312            7.487
            5.617            9.700          -0.6884           -2.045
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.3271           -7.202           -6.830            99.32
           4.6045            5.452           -7.462           108.88
          -0.6283           -4.609           -6.676            89.64
 rnd_95776.volume rnd_95787.volume
             2.86          -16.405
            37.94            5.591
           -55.46          -16.372
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.685 2.840  7.504 4.521 5.218 1.804 1.578 5.019 5.346 3.765 2.752
[2,] 4.627 3.228  8.896 5.951 6.911 2.252 1.885 5.848 6.655 5.918 3.611
[3,] 5.108 3.548 10.087 7.315 8.038 2.531 2.089 6.313 7.602 6.562 4.133
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.065 3.040 3.306 3.489 3.280 4.210 3.998  7.811 5.504  8.805 3.899
[2,] 4.404 3.529 4.212 4.398 4.025 5.277 5.106  9.344 6.607 10.598 4.628
[3,] 5.123 4.064 4.946 5.224 4.493 6.033 6.083 10.695 7.678 12.095 5.039
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.154 5.048 1.815 4.367 4.365 3.169 4.363 1.710 4.843 4.223 2.242
[2,] 14.292 6.618 2.147 6.135 6.475 3.839 5.676 2.048 6.186 5.052 2.631
[3,] 16.873 7.849 2.416 7.597 8.091 4.263 7.104 2.280 7.355 5.807 2.819
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.873 4.815 4.935 4.760 3.873 3.794 1.232 3.736 1.180 3.197 2.740
[2,] 6.001 6.046 6.477 5.427 4.818 4.532 1.454 4.561 1.364 4.168 4.003
[3,] 6.975 6.955 7.318 6.075 5.493 5.222 1.630 5.117 1.489 4.799 4.609
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.696 1.791 3.128 4.038 4.428 2.392 3.943 4.335 1.875 4.018 3.494
[2,] 3.121 2.098 4.522 4.571 5.089 2.820 6.079 4.962 2.204 5.537 4.620
[3,] 3.565 2.280 5.278 5.074 5.608 3.113 7.374 5.574 2.444 6.755 5.721
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.127 2.356 3.804 1.194 3.203 1.540 3.100 3.093 3.517 4.898 2.033
[2,] 4.775 4.281 4.496 1.442 4.651 1.819 3.827 3.548 4.857 6.729 2.375
[3,] 5.742 5.407 4.950 1.604 6.076 2.050 4.576 3.913 5.826 7.449 2.702
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.277 3.085 4.681 1.665 4.603 5.152 4.922 4.614 4.867 3.823 3.408
[2,] 5.681 3.523 6.047 2.054 5.553 6.254 5.900 5.520 5.871 5.286 4.758
[3,] 6.546 3.782 6.917 2.318 6.158 6.952 6.607 6.288 6.876 5.900 5.841
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.227 3.391 2.845 3.962 2.023 2.112 1.781 3.674 3.741 6.445 5.682
[2,] 1.428 4.565 3.401 5.224 2.401 2.543 2.117 4.547 4.298 7.475 7.040
[3,] 1.633 5.623 3.785 6.241 2.718 2.989 2.363 5.170 4.661 8.218 7.766
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.745 1.644 2.591 2.677 2.809 2.537 0.7442 4.373 11.59 5.130
[2,] 2.707 2.907 3.197 3.213 3.502 2.842 0.9034 6.079 15.29 6.814
[3,] 3.223 3.325 3.657 3.655 4.209 3.061 1.0967 7.646 17.32 8.063
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.679   3.606   9.529   5.741   6.626   2.291   2.004   6.373
[2,] 493.901 270.979 843.564 683.115 799.995 237.916 182.111 529.850
[3,] 382.074 260.138 839.486 751.121 724.837 204.248 158.682 420.192
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.788   4.781   3.495   3.892   3.861   4.199   4.431   4.165
[2,] 699.902 806.086 412.569 558.389 316.235 460.545 472.704 411.969
[3,] 648.715 500.615 355.055 461.946 355.989 457.989 497.707 352.333
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]  [,24]
[1,]   5.346   5.077   9.918   6.989   11.18   4.952   11.62   6.41
[2,] 561.535 560.595 905.342 645.415 1041.37 440.022 1937.81 755.62
[3,] 516.574 583.982 918.815 690.508 1029.13 351.942 1583.58 745.13
       [,25]   [,26]   [,27]   [,28]  [,29]   [,30]  [,31]   [,32]   [,33]
[1,]   2.304   5.546   5.543   4.025   5.54   2.172   6.15   5.363   2.847
[2,] 202.453 760.698 844.396 382.620 641.06 198.719 679.42 489.529 243.224
[3,] 195.932 791.047 856.607 326.912 754.17 177.242 702.47 505.746 178.442
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.188   6.115   6.267   6.044   4.918   4.818   1.564   4.744
[2,] 618.372 645.484 740.532 460.497 506.072 437.571 136.585 461.941
[3,] 627.637 606.931 601.253 481.952 465.674 458.203 129.985 409.524
       [,42]  [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.499   4.06   3.479   3.423   2.274   3.972   5.127   5.623
[2,] 120.792 472.17 515.396 277.536 193.099 576.624 378.442 442.663
[3,] 105.176 419.73 403.244 304.348 157.261 480.372 388.775 416.006
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   3.037   5.008   5.505   2.381   5.102   4.437   3.97   2.992
[2,] 263.625 816.837 426.340 204.488 672.594 533.539 637.26 631.133
[3,] 232.780 736.811 448.314 186.621 683.083 595.905 562.81 583.050
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]  [,65]
[1,]   4.831   1.516   4.067   1.955   3.937   3.927   4.466   6.22
[2,] 422.840 142.666 595.385 170.996 396.074 306.989 591.339 814.68
[3,] 365.736 124.060 690.192 166.915 442.924 291.282 567.979 563.94
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]  [,73]  [,74]
[1,]   2.582   5.431   3.918   5.944   2.114   5.845   6.543   6.25   5.86
[2,] 216.690 660.123 300.157 675.965 212.349 548.513 625.850 574.48 534.71
[3,] 227.327 573.975 242.912 592.815 189.608 470.013 535.997 524.78 531.72
      [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   6.18   4.855   4.328   1.558   4.306   3.613   5.031   2.569
[2,] 579.77 644.513 586.281 128.808 539.705 328.818 601.091 228.388
[3,] 631.93 462.745 598.165 140.101 579.517 293.365 603.003 225.032
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.681   2.261   4.665   4.751   8.184   7.215   2.216   2.087
[2,] 250.213 202.304 472.980 373.444 668.724 733.878 365.248 423.333
[3,] 277.283 185.246 434.548 318.464 602.871 578.930 309.039 284.823
      [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.29   3.399   3.567   3.221   0.945   5.553   14.71   6.514
[2,] 330.57 313.749 369.300 226.299  90.425 745.433 1762.33 791.896
[3,] 313.66 307.642 412.308 200.604 109.790 818.650 1436.22 761.015
[1] "--- VAR model 2017-10-02 10:31:00  completed"
[1] "Completed training sample:  2017-10-02 10:31:00 - 2017-10-02 18:30:00"
[1] "SpVAR;   training sample:  2017-10-02 11:01:00 - 2017-10-02 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.119           5.562        -22.050          11.25
           5.758          -7.139         -6.005         -19.19
          12.154          -1.322        -13.397         -21.05
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -23.43        -2.5904          -2.1845           14.892
         -16.30        -2.5970          -0.9871           -6.165
         -21.14        -0.5946          -2.2730            0.162
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.06816            1.438           -4.172           -0.732
         17.72663            9.925            2.441          -10.754
         -4.60844          -11.077            2.972           -7.495
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.1776          -0.5109          -11.703            17.51
           4.5470           3.1618            1.476            21.71
          -4.9542          -2.4989            4.906            28.66
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.035           0.1826           -6.800          26.7803
           -2.742          -9.5693           -9.374           0.5281
            2.063           5.6103           10.175           1.4545
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -21.1662            6.080           -44.06           -33.34
          -0.2567           13.012           -78.61           -24.27
         -39.0593            3.301           -32.34           -23.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.099           -24.16           -30.11          -3.6314
            3.368           -10.08           -13.90           5.5798
           -2.376           -44.72           -27.39           0.6508
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.767            4.834           -1.539           10.586
          -22.591           -3.191          -26.051           -2.002
          -25.295           -0.973          -20.528           10.002
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -10.7893          -21.226           -16.13           -4.339
           0.5284           -1.261           -11.21          -17.306
          -3.0170           -9.479           -19.31          -22.163
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.898           -3.339            3.995           0.6705
           -2.527           -9.160            7.062          -2.3515
           -4.703           -6.840            5.666           0.5013
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.1058         -0.02188          -11.169           -1.075
           6.5529          0.66587           -6.137          -12.627
           6.9080         -0.68649           -8.480          -10.610
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.994           3.5344          -17.642           -8.968
            2.103           0.7005           -5.407            2.791
            8.441           1.8789           -9.661           -1.589
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.9137           -4.523            2.707           11.775
           9.2910           -4.605          -10.507            4.438
          -3.5229           -2.917          -12.794            5.897
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7699            1.649            3.913           -2.150
           0.2235           -2.686           12.829           13.541
          -0.4535          -10.788          -22.333           -4.191
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.5589         -26.0746           0.6401            4.068
           4.2889          -2.4485          -2.1521          -11.543
           7.6131          -0.7419           1.4015           -5.316
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -8.3228           12.849         -14.4904           4.2966
           0.1031            3.691           3.6382          12.6764
          -1.5169          -11.029          -0.6655          -0.7744
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            9.225            4.724          -3.9570            3.886
            5.871            3.674           0.9521            7.960
           12.037            3.922           1.5647          -11.831
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
             1.78           12.606           0.5219            8.981
            -7.56            2.376           5.7231           16.109
            -8.02           -1.869           7.6313           24.096
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           11.025            4.436           0.5365          10.3906
            1.997            8.505         -20.4743          -0.9113
           -3.085           -3.676          -5.0961           3.8688
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.765           0.8490           -6.479          6.28167
            4.798           0.1132           -1.367          2.00918
           -6.433          -0.4987            5.343         -0.07824
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.431            1.947          -10.159           7.2426
           -0.542           -4.901           -4.444          -0.1327
           10.122            2.069            1.558          -1.1220
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.281           14.820            8.537           -3.255
           -9.251           -1.844           -1.735           -5.470
          -20.142            5.208           11.286           -6.651
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.127            2.134           11.508           11.097
           12.027            9.685            8.673           11.551
            9.086           14.822            2.594           -2.742
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.735           -9.843           -9.166            60.61
           -5.764            2.541           -8.680            53.24
           -8.817           -4.593           -8.275            59.93
 rnd_95776.volume rnd_95787.volume
           -43.86           -34.71
           -24.17           -25.81
           -33.86           -27.83
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.728 2.943  7.712 4.494 5.624 1.929 1.579 4.946 5.107 3.739 2.762
[2,] 4.636 3.346  9.207 5.960 7.290 2.385 1.898 5.800 6.531 5.846 3.618
[3,] 5.151 3.707 10.382 7.123 8.368 2.625 2.087 6.255 7.588 6.596 4.118
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.037 3.130 3.408 3.508 3.333 4.006 4.225 6.875 5.415  8.897 3.816
[2,] 4.311 3.536 4.151 4.402 4.056 5.289 5.445 8.521 6.624 10.477 4.567
[3,] 5.038 4.085 4.884 5.217 4.464 6.000 6.300 9.913 7.829 12.229 5.035
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.288 4.860 1.805 4.371 4.469 3.245 4.476 1.731 4.786 4.287 2.181
[2,] 14.383 6.479 2.172 6.105 6.341 3.734 5.818 2.086 6.065 5.063 2.580
[3,] 16.670 7.665 2.409 7.622 8.085 4.111 7.077 2.300 7.220 5.811 2.758
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.637 4.854 4.709 4.780 4.018 3.831 1.196 3.792 1.146 3.132 2.580
[2,] 5.881 5.973 6.273 5.429 4.927 4.548 1.427 4.563 1.342 4.171 3.774
[3,] 7.102 6.813 7.080 5.920 5.549 5.178 1.616 5.104 1.472 4.838 4.495
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.755 1.671 3.100 3.979 4.294 2.432 3.954 4.374 1.891 4.024 3.490
[2,] 3.173 1.976 4.459 4.625 4.897 2.780 5.965 5.076 2.301 5.608 4.603
[3,] 3.622 2.171 5.257 5.136 5.371 3.102 7.261 5.684 2.537 6.925 5.659
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.132 2.318 3.962 1.128 3.209 1.578 3.073 3.111 3.478 4.833 2.006
[2,] 4.721 4.254 4.623 1.420 4.649 1.847 3.778 3.679 4.835 6.649 2.348
[3,] 5.720 5.422 5.130 1.572 6.055 2.087 4.650 4.056 5.867 7.390 2.684
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.471 3.104 4.562 1.734 4.568 5.336 4.772 4.642 4.945 4.022 3.587
[2,] 5.775 3.520 5.989 2.146 5.489 6.283 5.821 5.552 6.034 5.465 4.967
[3,] 6.621 3.804 6.900 2.412 6.079 7.007 6.539 6.357 7.068 5.996 5.998
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.204 3.360 2.803 4.038 1.924 2.195 1.728 3.573 3.884 6.427 5.685
[2,] 1.438 4.614 3.362 5.520 2.322 2.608 2.095 4.615 4.407 7.470 7.016
[3,] 1.631 5.751 3.752 6.658 2.676 3.061 2.329 5.338 4.765 8.310 7.718
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.789 1.717 2.629 2.789 2.786 2.628 0.7371 4.718 10.98 4.923
[2,] 2.821 3.010 3.239 3.307 3.462 2.938 0.9080 6.362 15.00 6.658
[3,] 3.383 3.434 3.679 3.760 4.187 3.167 1.0916 8.029 17.14 7.898
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   4.733   3.737   9.794   5.706   7.141   2.45   2.005   6.281
[2,] 536.656 310.186 978.981 762.012 902.950 272.80 205.111 589.573
[3,] 436.759 310.351 933.783 759.498 799.599 213.55 168.770 455.987
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.486   4.748   3.507   3.857   3.974   4.327   4.455   4.232
[2,] 792.262 874.769 454.909 595.451 320.408 461.290 517.486 449.884
[3,] 751.903 594.610 382.686 507.476 398.199 500.962 545.091 363.113
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.086   5.365   8.73   6.876   11.3   4.846   11.79   6.172   2.292
[2,] 672.409 668.774 980.05 742.608 1077.2 488.449 2137.77 834.100 235.102
[3,] 551.315 616.868 985.94 812.309 1227.6 412.558 1640.30 797.061 203.039
       [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]  [,33]   [,34]
[1,]   5.551   5.675   4.12   5.684   2.199   6.078   5.444   2.77   5.888
[2,] 829.470 875.628 359.65 723.522 226.608 724.992 524.192 268.10 704.209
[3,] 888.241 976.385 334.82 784.315 188.333 762.565 555.099 189.79 774.909
       [,35]  [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   6.164   5.98   6.069   5.102   4.865   1.518   4.815   1.455
[2,] 677.403 806.79 501.376 555.170 477.153 151.642 494.056 135.864
[3,] 638.149 638.85 459.280 496.889 481.858 147.546 445.471 118.015
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   3.977   3.276   3.498   2.121   3.936   5.053   5.453   3.088
[2,] 536.191 536.225 306.632 205.509 623.963 458.629 458.042 262.031
[3,] 477.145 475.199 339.829 175.135 542.116 435.013 429.784 268.285
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   5.021   5.554   2.401   5.109   4.432   3.977   2.943   5.031
[2,] 869.378 501.651 255.482 760.501 584.260 687.532 694.380 463.953
[3,] 806.056 497.877 208.024 790.802 640.842 628.814 654.240 432.812
       [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]   [,66]
[1,]   1.433   4.075   2.003   3.903   3.95   4.417   6.138   2.547
[2,] 167.811 654.750 186.861 427.848 382.45 653.860 888.865 237.779
[3,] 131.183 755.305 189.226 527.460 332.10 646.707 627.710 252.901
       [,67]   [,68]   [,69]   [,70] [,71]   [,72]  [,73]   [,74]  [,75]
[1,]   5.678   3.941   5.793   2.203   5.8   6.776   6.06   5.895   6.28
[2,] 711.388 323.163 755.484 245.861 592.5 645.841 648.99 592.734 673.19
[3,] 630.469 280.930 667.031 214.359 508.4 603.926 579.58 602.970 716.16
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.107   4.554   1.529   4.266   3.559   5.127   2.443   2.787
[2,] 720.212 668.893 153.059 615.647 361.207 732.763 253.130 274.261
[3,] 480.523 654.470 149.556 668.085 324.407 724.500 258.967 311.923
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.194   4.537   4.932   8.161   7.219   2.271   2.181   3.339
[2,] 230.403 568.690 405.695 741.168 800.229 424.665 481.234 368.226
[3,] 198.091 521.949 352.669 708.485 626.110 363.491 321.605 339.603
       [,92]   [,93]   [,94]    [,95]   [,96]   [,97]   [,98]
[1,]   3.541   3.538   3.338   0.9359   5.991   13.94   6.252
[2,] 346.187 399.863 255.401 103.2318 830.941 1991.20 872.481
[3,] 348.003 458.641 230.432 117.9377 953.254 1611.80 827.060
[1] "--- VAR model 2017-10-02 11:01:00  completed"
[1] "Completed training sample:  2017-10-02 11:01:00 - 2017-10-02 19:00:00"
[1] "SpVAR;   training sample:  2017-10-02 11:31:00 - 2017-10-02 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.6681          -4.062         -56.05         -34.46
          0.2037          -2.317         -51.53         -13.54
         -0.3141          -5.559         -44.41         -37.89
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -41.85          2.211          -0.4852           -18.26
         -60.14         -3.473           0.5747           -20.44
         -37.65          1.382           2.0699            -7.97
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -15.26           -16.27           -3.152           -14.00
           -19.95           -22.85           -8.313           -33.57
           -10.12           -10.78           -7.198           -29.05
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.636           -6.799           -14.81            29.97
            1.248          -17.614           -13.33            37.61
            1.543          -14.988           -20.36            31.96
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -41.94           -28.84           -56.28           -53.73
           -23.06           -38.44           -35.09           -47.41
           -39.55           -28.75           -42.38           -35.87
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -59.94          19.1389           -61.61           -39.53
           -32.61           0.7389           -48.44           -33.05
           -36.97           9.1601           -80.89           -48.55
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.433            1.218            -8.23           -3.930
           -1.021          -11.870           -34.86           -7.451
           -2.853          -22.536           -22.86           -9.448
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -26.95          -2.7651           -42.11           -16.95
           -10.46           0.3593           -28.40           -11.05
           -37.69           2.2692           -20.19           -10.39
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           3.6942           -12.62           -21.72           -23.88
          -4.9112           -16.67           -26.12           -39.37
           0.1027           -12.24           -13.50           -25.07
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            15.49           0.6094            9.543         -0.46834
            14.62         -10.5190            2.696         -0.34349
            13.81           0.4014           -5.793          0.07885
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.006           -2.747           -40.96           -49.48
           -5.179            1.558           -13.99           -39.45
            3.992           -1.405           -16.37           -24.68
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.800           0.2914           -33.37          -10.739
           -8.651          -3.7460           -31.08            1.450
            1.657          -0.7901           -35.23           -2.411
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -25.19           -16.18           -31.70            4.017
            13.23           -16.40           -20.34            8.958
           -20.75           -12.09           -48.40            1.019
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.294           -12.91            6.967           14.409
           -1.157           -21.51          -22.759          -17.513
           -3.525           -16.55           -9.029           -9.742
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.755            1.990           4.2585          -26.634
            6.589            8.236          -0.1114           -6.431
          -21.669           -4.724           1.4749           12.940
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -3.65444         -25.9786           -9.444          -24.037
         -0.52291          -2.4645           -2.417          -26.351
          0.09217           0.7944           -4.251           -9.969
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -26.90            2.132           -17.76           -7.909
           -44.83            3.132           -19.27           -4.892
           -16.71           -4.788           -18.53            1.452
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -12.21         -1.54945          -13.922           14.221
           -18.26         -2.43956            2.531           -3.578
           -13.37         -0.08995          -10.339            7.417
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -17.809            -9.71           -2.543           -4.649
           -7.111           -15.22          -12.856           -9.777
          -18.646           -14.97          -21.884          -16.691
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.7087         1.640492        -19.29516           -6.929
          -7.4018        -0.002912         -8.47280           -1.815
          -3.3316        -1.274135         -0.02393           -3.096
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -21.282           -7.443           -3.465          -1.9663
           -1.643            4.116           -8.253          -1.5743
           -7.513           -2.397           -6.327          -0.8097
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.787           5.0950            18.93             1.72
            2.755          -4.6637             9.01            29.89
            1.725           0.5928            11.58            16.63
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.4096           -2.093           0.4924           3.7173
           0.7311            0.820          -1.2915          -0.3921
           0.1582            2.733          -2.7133          -3.3198
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -13.067           1.3491           -8.247            199.2
          -10.698           0.7794          -10.561            183.9
            5.645          -8.2087           -6.732            170.7
 rnd_95776.volume rnd_95787.volume
           -80.08           -23.47
           -77.68           -27.51
           -93.21           -39.52
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.680 2.978  7.417 4.668 5.612 1.977 1.598 4.602 5.205 3.604 2.802
[2,] 4.759 3.360  8.995 6.074 7.346 2.419 1.892 5.401 6.478 5.777 3.638
[3,] 5.312 3.717 10.333 7.276 8.407 2.668 2.071 5.906 7.452 6.458 4.214
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.982 3.183 3.460 3.588 3.411 4.190 4.043 5.832 5.306  8.914 3.832
[2,] 4.133 3.594 4.158 4.498 4.128 5.381 5.372 7.263 6.595 10.473 4.652
[3,] 4.790 4.094 4.772 5.241 4.543 6.066 6.451 8.434 7.670 12.402 5.073
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.806 4.817 1.768 4.450 4.536 3.235 4.508 1.654 4.653 4.299 2.197
[2,] 14.125 6.464 2.143 6.039 6.321 3.755 5.818 2.028 6.109 5.032 2.585
[3,] 16.288 7.501 2.428 7.529 8.035 4.104 7.101 2.234 7.279 5.872 2.779
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.489 4.727 4.828 4.647 3.949 3.767 1.213 3.929 1.044 3.175 2.656
[2,] 5.941 5.914 6.197 5.334 4.870 4.508 1.411 4.642 1.271 4.231 3.916
[3,] 7.096 6.827 7.140 5.893 5.532 5.206 1.609 5.181 1.436 4.920 4.651
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.738 1.702 3.259 3.986 4.236 2.375 4.151 4.344 1.892 3.954 3.538
[2,] 3.135 2.028 4.527 4.689 5.024 2.817 5.820 5.030 2.286 5.470 4.637
[3,] 3.622 2.219 5.334 5.184 5.534 3.112 7.199 5.709 2.520 6.831 5.567
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.969 2.416 3.925 1.156 3.151 1.564 3.033 3.140 3.375 4.862 1.975
[2,] 4.496 4.326 4.585 1.438 4.409 1.845 3.785 3.678 4.745 6.607 2.307
[3,] 5.513 5.471 5.136 1.567 5.847 2.061 4.567 4.040 5.825 7.443 2.626
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.511 3.171 4.586 1.804 4.799 5.351 4.637 4.513 4.800 4.030 3.787
[2,] 5.670 3.573 5.953 2.153 5.765 6.469 5.786 5.758 6.042 5.521 5.086
[3,] 6.577 3.901 6.848 2.394 6.369 7.174 6.478 6.544 7.053 6.250 6.100
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.181 3.543 2.821 3.997 1.954 2.222 1.789 3.652 3.901 6.238 5.370
[2,] 1.402 4.846 3.409 5.588 2.321 2.721 2.092 4.622 4.384 7.212 6.697
[3,] 1.605 5.915 3.770 6.643 2.707 3.070 2.327 5.312 4.721 8.098 7.515
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.688 1.653 2.691 2.855 2.649 2.549 0.7397  6.817 10.29 4.677
[2,] 2.772 3.091 3.323 3.374 3.452 2.912 0.9049  9.875 14.69 6.437
[3,] 3.406 3.506 3.717 3.776 4.119 3.147 1.0879 13.159 16.75 7.480
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]   [,7]    [,8]
[1,]   4.673   3.782    9.418   5.928   7.126   2.511   2.03   5.844
[2,] 620.597 320.051 1046.988 799.399 975.170 286.744 208.15 581.372
[3,] 485.608 327.068 1046.208 823.950 840.877 231.315 173.24 491.881
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.61   4.576   3.558   3.786   4.043   4.394   4.556   4.332
[2,] 793.29 928.860 477.366 588.740 343.293 474.287 558.035 478.192
[3,] 757.74 593.924 437.395 498.272 403.391 481.641 553.607 390.347
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.321   5.134   7.405   6.738   11.32   4.866   11.18   6.116
[2,] 694.673 727.733 890.493 805.585 1130.86 542.547 2271.88 886.670
[3,] 575.903 734.698 882.034 805.699 1366.63 416.632 1668.61 782.996
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.246   5.651    5.76   4.107   5.724   2.101   5.909   5.459
[2,] 249.009 839.944  905.80 392.363 756.784 241.453 814.220 538.230
[3,] 234.623 924.921 1020.46 340.665 837.544 192.834 814.059 622.639
      [,33]   [,34]   [,35]  [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   2.79   5.701   6.003   6.13   5.902   5.014   4.783   1.54   4.989
[2,] 280.20 800.494 731.064 799.36 538.670 586.414 509.500 148.35 508.551
[3,] 209.61 798.078 701.484 729.33 515.140 539.893 535.755 159.29 473.498
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.326   4.032   3.373   3.477   2.161   4.138   5.061   5.379
[2,] 149.326 575.096 592.070 314.205 226.939 646.442 507.947 555.901
[3,] 137.307 516.496 515.970 373.172 185.227 580.500 455.081 477.191
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   3.016   5.271   5.517   2.403   5.021   4.492   3.77   3.068
[2,] 311.491 839.222 521.354 264.009 777.535 616.827 694.41 738.224
[3,] 272.365 871.602 555.559 218.128 841.531 633.587 656.29 689.038
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.984   1.468   4.002   1.986   3.851   3.987   4.286   6.174
[2,] 487.512 175.881 634.389 201.236 465.851 393.906 686.014 920.129
[3,] 475.956 128.309 789.961 188.933 525.675 344.071 695.278 705.231
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   2.508   5.728   4.027   5.824   2.291   6.094   6.795   5.888
[2,] 245.241 706.487 338.599 780.800 241.767 656.988 747.742 712.109
[3,] 258.186 685.887 321.884 696.445 215.070 556.849 638.107 599.021
      [,74]   [,75]   [,76]   [,77] [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   5.73   6.095   5.118   4.809   1.5   4.499   3.582   5.076   2.481
[2,] 735.84 754.920 776.164 698.320 155.2 680.199 393.848 803.309 257.834
[3,] 639.68 748.609 602.704 692.820 161.0 697.722 331.175 739.087 286.486
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.821   2.272   4.637   4.954   7.921   6.819   2.144   2.099
[2,] 323.157 222.881 582.740 411.569 744.615 823.206 452.416 537.216
[3,] 292.321 209.755 538.773 360.138 757.505 701.164 407.011 340.412
       [,91]   [,92]   [,93]   [,94]    [,95]    [,96]   [,97]   [,98]
[1,]   3.417   3.625   3.364   3.237   0.9393    8.657   13.06   5.939
[2,] 401.187 369.966 455.411 289.750 107.2255 1469.705 2155.71 909.857
[3,] 342.530 348.597 462.315 245.216 124.2302 1789.093 1655.07 783.787
[1] "--- VAR model 2017-10-02 11:31:00  completed"
[1] "Completed training sample:  2017-10-02 11:31:00 - 2017-10-02 19:30:00"
[1] "SpVAR;   training sample:  2017-10-02 12:01:00 - 2017-10-02 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.290          5.8351        -26.504          8.010
          -1.286         -0.4726          2.600        -13.566
           2.572          3.2376         -9.109         -6.053
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.1493         2.4404           4.0002            8.296
         6.5340         0.7141          -0.3233            6.629
        -4.3505         1.3728           1.4917           -9.807
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.195          -5.8575          -3.3281          -26.078
            2.941          -0.3372          -4.2840          -19.902
           -4.192           8.6850          -0.3411           -6.932
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5379          -10.681           -9.808            21.80
          -4.9528          -12.376          -12.709            22.22
           1.8011           -1.346           -4.661            25.47
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -16.264          -14.844          -32.870          -16.607
          -16.202          -20.830           -8.327           -9.565
           -9.843           -7.287          -12.416           -6.205
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -31.775         -15.0080          -33.914           -10.65
            4.664          -5.9153          -47.446           -18.93
           -5.137           0.6092           -5.404           -16.08
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           7.8683           -16.61           -13.71            6.801
          -0.3782           -14.77           -20.94           11.856
          -2.1867           -14.49           -10.08           -4.926
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.886            2.980            3.974           -1.446
          -13.494           -2.854          -15.034           -7.462
          -13.689           -1.386          -15.323            5.095
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.632          -13.876          -10.439           -23.64
           -5.658            4.825            4.565           -11.43
           -4.188          -18.911          -13.089           -10.93
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.981           -1.395          -12.136           2.9445
            1.185           -5.635          -10.033          -2.2174
            3.681           -4.952           -5.147          -0.8221
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.3769          0.05962          -12.644           -12.47
          -4.5004          0.32206          -10.922           -16.44
          -0.8254         -0.38614           -3.622           -11.83
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.2439           -3.854          -11.827            1.853
          -4.0828           -3.671           -7.751            4.521
          -0.1284           -1.428          -11.907            1.246
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.272           2.0783            3.244           -3.955
            2.912          -1.3782          -15.196            2.129
            1.896          -0.2685            1.186            1.969
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9064            5.818           -2.755            1.315
          -1.4845           -3.322            7.116            9.452
          -0.2837          -18.645          -17.821           -7.623
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.9531           5.2996           0.4605           -7.178
          -2.5868           6.6564          -0.2770            5.998
           5.9348           0.9443           0.7457           -2.744
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.397           0.9898         -0.02593           10.243
            1.255          -1.9387          1.39868           -5.831
           -1.425           6.0310          5.96754            6.756
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           18.746           -2.233            8.773            2.244
           11.714            3.130           15.134            4.228
            2.531           -2.462           -7.960            3.480
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.2604          -0.9100           3.1098           -1.984
          16.2903          -1.6340           0.3643           15.459
          -0.2394          -0.9205           1.1493            3.043
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.7034          -10.393           11.137           -4.320
          -3.1053            3.325            8.121            6.382
          -0.2956           -5.733            1.526            1.976
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           17.389          -0.5448            2.843           3.2908
            2.345          -0.1570            6.474          -0.4528
            2.880           0.5109            3.484          -0.7024
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -18.875           -1.753          -0.7058            3.318
           -1.693           -2.020           1.8529           -2.896
            2.545            3.074          -0.3813           -1.513
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.919            4.952           17.251          -11.104
            2.725            8.598            4.910            1.093
           -6.006            4.623            2.698            4.852
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.684           2.2202            8.949           13.386
            6.001          10.7871            2.711            1.455
            4.236          -0.2923            5.696            1.855
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.5959           -5.978           -14.01            76.32
          -3.5721           -4.567           -15.01            88.48
           0.2336           -3.192           -10.35            82.64
 rnd_95776.volume rnd_95787.volume
           -30.21           -14.01
            10.68           -16.25
           -24.74           -20.23
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.745 2.954  8.179 4.692 5.724 2.004 1.573 4.631 5.208 3.713 2.755
[2,] 4.772 3.360  9.876 6.043 7.486 2.443 1.863 5.481 6.466 5.744 3.596
[3,] 5.275 3.766 11.247 7.219 8.574 2.694 2.030 5.970 7.366 6.389 4.194
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.958 3.256 3.408 3.771 3.547 4.243 4.210 5.880 5.510  9.317 3.935
[2,] 5.136 3.694 4.104 4.582 4.346 5.329 5.571 7.450 6.725 10.723 4.644
[3,] 5.921 4.198 4.703 5.348 4.891 6.002 6.449 8.526 7.753 12.671 5.036
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.102 4.883 1.797 4.520 4.550 3.241 4.512 1.716 4.708 4.223 2.200
[2,] 14.227 6.563 2.196 6.158 6.398 3.674 5.804 2.093 6.017 4.987 2.564
[3,] 16.574 7.814 2.458 7.626 7.934 4.051 7.126 2.280 7.282 5.765 2.788
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.421 4.759 5.117 4.515 3.778 3.706 1.163 3.981 1.024 3.131 2.682
[2,] 5.733 5.921 6.426 5.248 4.741 4.546 1.415 4.721 1.249 4.268 3.931
[3,] 7.030 6.833 7.350 5.706 5.370 5.191 1.612 5.335 1.388 4.925 4.726
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.661 1.690 3.404 3.990 4.204 2.397 4.260 4.609 1.789 3.772 3.531
[2,] 3.019 1.964 4.776 4.684 4.902 2.835 5.827 5.231 2.207 5.425 4.663
[3,] 3.468 2.147 5.489 5.129 5.358 3.142 7.172 5.935 2.442 6.602 5.670
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.054 2.603 3.598 1.152 3.226 1.538 3.057 3.006 3.405 4.843 1.962
[2,] 4.517 4.352 4.266 1.416 4.619 1.830 3.795 3.542 4.809 6.473 2.286
[3,] 5.504 5.489 4.894 1.553 5.982 2.078 4.520 3.900 5.792 7.292 2.632
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.407 3.068 4.764 1.854 4.497 5.340 4.592 4.433 4.625 3.852 3.829
[2,] 5.441 3.455 5.976 2.180 5.471 6.417 5.800 5.715 5.945 5.510 5.051
[3,] 6.368 3.797 6.951 2.394 6.211 7.134 6.549 6.411 6.839 6.271 6.247
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.151 3.605 2.896 3.962 1.981 2.299 1.716 3.766 3.767 6.190 5.457
[2,] 1.393 4.945 3.413 5.698 2.342 2.745 2.005 4.685 4.297 7.066 6.764
[3,] 1.582 5.865 3.791 6.658 2.706 3.123 2.258 5.394 4.680 7.871 7.488
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.616 1.708 2.652 2.822 2.637 2.357 1.770  7.774 10.51 4.661
[2,] 2.696 3.101 3.322 3.358 3.504 2.716 2.266 11.043 14.03 6.406
[3,] 3.359 3.549 3.711 3.759 4.150 2.901 2.770 14.178 16.74 7.519
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.755   3.751   10.39   5.958    7.268   2.544   1.998   5.881
[2,] 652.706 353.291 1221.17 840.204 1064.580 308.439 220.221 646.797
[3,] 495.931 375.207 1187.32 871.256  922.324 250.627 177.755 522.312
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.613   4.715   3.499   5.026   4.134   4.327   4.788   4.505
[2,] 845.447 966.818 509.779 722.237 385.039 504.494 574.263 554.026
[3,] 778.271 616.998 476.363 649.990 440.245 506.732 608.631 494.683
       [,17]   [,18]    [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.388   5.346    7.466   6.996   11.83   4.996   11.56   6.201
[2,] 711.047 804.978 1009.419 850.643 1171.18 544.052 2412.32 967.233
[3,] 609.544 716.874  914.484 851.133 1489.33 430.007 1875.87 935.974
       [,25]   [,26]    [,27]   [,28]  [,29]   [,30]   [,31]   [,32]
[1,]   2.281   5.739    5.778   4.116   5.73   2.179   5.978   5.363
[2,] 278.402 922.666  992.421 381.915 805.51 264.214 826.588 585.187
[3,] 244.064 992.383 1035.211 376.207 911.88 199.365 904.875 638.319
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.794   5.614   6.044   6.497   5.734   4.797   4.706   1.477
[2,] 290.526 805.313 777.070 857.636 590.215 632.094 581.006 177.736
[3,] 241.387 897.639 752.309 787.148 494.025 556.422 552.696 170.545
       [,41] [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   5.056   1.3   3.976   3.406   3.379   2.146   4.323   5.067   5.338
[2,] 559.665 157.8 639.995 633.967 314.665 220.632 738.988 541.240 556.318
[3,] 548.338 133.5 541.986 579.021 376.578 191.638 596.909 460.887 476.827
       [,50]  [,51]   [,52]   [,53]  [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   3.044   5.41   5.852   2.271   4.79   4.484   3.878   3.306   4.568
[2,] 333.729 877.05 545.826 285.472 860.18 671.808 734.401 769.329 505.784
[3,] 298.879 922.57 618.494 230.215 829.99 711.831 693.807 738.133 528.984
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]  [,65]   [,66]
[1,]   1.462   4.097   1.953   3.882   3.817   4.324   6.15   2.491
[2,] 181.818 729.152 218.714 496.294 413.516 749.359 947.51 258.966
[3,] 140.578 838.710 217.119 541.637 359.845 711.951 740.69 287.656
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   5.596   3.896   6.049   2.354   5.711   6.781   5.831   5.629
[2,] 704.163 350.352 796.017 253.045 687.485 784.908 781.718 795.973
[3,] 729.772 347.711 783.315 218.515 648.746 687.961 671.000 640.835
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   5.873   4.891   4.862   1.461   4.577   3.678   5.031   2.515
[2,] 824.162 869.233 726.821 173.214 746.707 398.384 903.344 275.934
[3,] 745.913 660.857 810.901 165.549 695.836 364.163 759.972 299.043
      [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.92   2.179   4.782   4.784   7.861   6.929   2.052   2.169
[2,] 330.69 228.593 614.965 455.850 751.807 881.779 476.187 571.096
[3,] 328.56 229.412 589.580 409.131 765.152 708.530 441.812 380.582
       [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]   [,98]
[1,]   3.367   3.583   3.349   2.993   2.247    9.871   13.34   5.919
[2,] 441.570 401.402 509.088 297.636 312.159 1730.473 2050.91 969.570
[3,] 364.910 372.781 490.574 225.334 351.629 1961.635 2016.84 868.326
[1] "--- VAR model 2017-10-02 12:01:00  completed"
[1] "Completed training sample:  2017-10-02 12:01:00 - 2017-10-02 20:00:00"
[1] "SpVAR;   training sample:  2017-10-02 12:31:00 - 2017-10-02 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7731           1.728         -30.90         -9.039
         -0.5301          -3.060         -18.11         -4.230
         -8.2356           3.383         -16.93        -21.491
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -12.842          2.045           0.1637          -12.153
         -6.511          3.611           0.6573           -3.373
          2.147          2.326           4.5752            1.132
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.846           5.6030          0.04739            -4.15
           -2.893         -12.4695         -1.97513           -12.59
           -8.660           0.7743          1.27149           -18.08
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.014            1.852           -6.614            35.61
           -2.587           -1.035            4.293            26.47
            4.534           -4.093           -4.807            29.86
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -12.164           -8.605           -4.720           1.8501
           -2.187           -5.740           -7.572           0.3093
           -2.145           -4.904           13.843          13.9012
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -11.82           -7.991           -17.32           -9.657
           -23.65            7.237           -55.12          -15.685
           -18.09           -2.962           -21.87          -25.585
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.160           -8.009           -18.12         -8.32695
            2.496          -13.504           -14.26         -0.46426
           -4.150          -25.024           -17.25          0.03556
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.411            1.714           -15.03          -9.2127
           -7.008           -1.329           -11.30           0.4095
          -19.323           -2.604            -5.89          -5.7018
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.806          -25.967          -17.041           -3.988
           -5.100            5.511           -9.788          -10.609
           -1.051           -9.165            0.982           -5.341
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6108           -2.216            5.102            3.255
          -0.6452            6.771           -4.079            4.203
           1.2035            4.590           -2.723           -1.352
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.318          -0.9014            1.669           -5.444
            1.043          -2.5543          -11.633          -10.914
            5.034           3.5320           -3.835          -15.650
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.041         -0.24779           -9.240            9.053
            2.305         -3.42966           -6.372           -3.775
            5.297          0.08508          -13.774            5.167
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           13.443          -0.4494            5.050           11.774
            9.784           2.3793            2.536           15.108
            4.538           0.8513           -8.803            3.501
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.678           -7.534           -4.479          -4.9067
           -2.560            6.662            9.033           0.7384
           -1.837            9.648           12.726           7.7966
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.817          -8.3094           0.2765            2.815
           -8.214          -0.4847           0.9495          -10.215
            7.415           5.3861          -1.8748           -7.733
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.707           -3.282           11.171           0.4934
           -0.540           -8.990            2.508          -0.9168
           -3.174            1.465            1.650          -4.3015
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.5837          -4.7038           -9.489           6.3364
           3.0784           0.7858            6.900          -1.9161
          -7.8670          -2.0527            5.904          -0.9161
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.488            1.666            5.725           -7.301
            1.634           -3.800           -1.351            5.109
            8.543            1.543           -2.793           -5.960
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.3454           -2.918           -8.652          -16.236
           7.6673            7.648            1.907           -2.274
           0.4040            4.622            8.795            1.214
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -17.176          0.06583           -4.596          -6.6472
           -9.564         -2.05145          -17.818          -0.6079
           -3.186         -0.50848          -12.222          -5.3219
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -14.373           1.2850            1.782           0.4666
           -9.657           0.2142           -3.496           0.1080
          -19.413          -1.9780           -1.937          -2.8814
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.139          -3.7263           -3.279            5.052
            9.709           0.7688            5.146            3.957
            5.671           7.5244            1.608           -4.697
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -3.08994           -1.088          -0.3922          -0.3467
          1.58746            1.381          -3.2475          -1.6570
         -0.09349           -1.818           2.8822           1.4980
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            8.003          -2.5426           -11.28            128.7
            4.492           2.6855            -7.76            122.3
           -6.929          -0.8197           -11.09            106.5
 rnd_95776.volume rnd_95787.volume
           0.6623           -7.445
          10.5371          -14.725
          -4.1180          -19.221
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.688 2.800  8.328 4.670 5.520 1.960 1.534 4.592 5.047 3.738 2.523
[2,] 4.700 3.230  9.899 5.935 7.315 2.388 1.787 5.376 6.434 5.895 3.381
[3,] 5.180 3.569 11.135 7.106 8.507 2.652 1.988 5.889 7.321 6.514 4.074
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.913 3.276 3.358 3.643 3.716 4.151 4.041 5.530 5.482  9.373 4.005
[2,] 5.047 3.651 4.060 4.489 4.512 5.208 5.507 7.157 6.720 10.582 4.663
[3,] 5.841 4.159 4.687 5.227 5.014 5.894 6.452 8.170 7.758 12.428 5.065
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.854 4.771 1.806 4.326 4.455 3.308 4.550 1.701 4.754 4.124 2.147
[2,] 14.006 6.380 2.183 6.063 6.283 3.731 5.640 2.104 6.103 4.868 2.445
[3,] 16.439 7.668 2.430 7.494 7.785 4.113 6.955 2.301 7.293 5.690 2.677
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.588 4.648 4.896 4.442 3.707 3.615 1.085 3.906 1.065 3.082 2.683
[2,] 5.861 5.883 6.230 5.141 4.648 4.520 1.320 4.657 1.237 4.089 3.888
[3,] 7.014 6.857 7.206 5.608 5.246 5.112 1.531 5.248 1.381 4.762 4.613
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.610 1.646 3.349 3.943 4.298 2.443 4.298 4.569 1.737 3.738 3.510
[2,] 2.944 1.924 4.681 4.621 4.915 2.875 5.953 5.254 2.134 5.375 4.699
[3,] 3.372 2.096 5.308 5.030 5.355 3.189 7.005 5.880 2.373 6.556 5.656
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.985 2.598 3.631 1.129 3.097 1.566 2.965 2.980 3.293 4.725 1.977
[2,] 4.622 4.390 4.232 1.384 4.517 1.813 3.646 3.503 4.781 6.311 2.286
[3,] 5.503 5.605 4.824 1.522 5.978 2.069 4.380 3.865 5.668 7.082 2.620
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.276 2.710 4.768 1.811 4.649 5.151 4.465 4.291 4.670 3.816 3.776
[2,] 5.403 3.173 5.940 2.121 5.562 6.322 5.668 5.696 5.987 5.581 5.124
[3,] 6.317 3.590 6.880 2.356 6.239 7.081 6.398 6.327 6.925 6.238 6.274
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.132 3.503 2.892 3.908 2.036 2.340 1.619 3.616 3.700 6.264 5.340
[2,] 1.373 4.794 3.418 5.660 2.378 2.805 1.852 4.491 4.267 7.219 6.644
[3,] 1.544 5.792 3.762 6.609 2.690 3.204 2.072 5.250 4.620 8.082 7.395
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.528 1.592 2.665 2.804 2.618 2.333 1.751  8.087 10.66 4.614
[2,] 2.681 3.051 3.283 3.289 3.436 2.660 2.238 11.261 13.64 6.326
[3,] 3.317 3.477 3.704 3.733 4.012 2.846 2.711 14.441 16.13 7.428
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.684   3.555   10.58   5.93    7.01   2.489   1.948   5.831
[2,] 654.742 361.962 1202.27 823.05 1078.64 306.686 205.691 628.111
[3,] 488.934 341.039 1145.93 878.30  975.99 259.225 195.982 540.336
        [,9]    [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]
[1,]   6.409    4.746   3.203   4.968   4.16   4.264   4.626   4.719
[2,] 896.769 1024.191 505.764 716.532 361.87 513.032 589.397 574.949
[3,] 784.870  622.917 510.658 660.691 447.69 526.162 601.927 491.383
       [,17]   [,18]    [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   5.271   5.131    7.022   6.962   11.9   5.086   11.24   6.059
[2,] 706.609 840.827 1020.853 873.081 1103.7 536.615 2438.71 951.638
[3,] 620.288 755.092  885.840 871.058 1464.4 444.487 1933.63 955.824
       [,25]   [,26]    [,27]   [,28]   [,29]  [,30]   [,31]   [,32]
[1,]   2.293   5.494    5.657   4.201   5.778   2.16   6.037   5.237
[2,] 275.407 954.332  995.555 387.736 748.872 278.05 859.837 581.259
[3,] 240.295 989.673 1033.020 389.016 914.440 209.66 897.234 661.900
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]  [,39]   [,40]
[1,]   2.726   5.825   5.902   6.217   5.641   4.708   4.59   1.377
[2,] 262.769 819.733 810.263 865.951 581.361 630.001 609.63 169.137
[3,] 245.375 865.713 791.520 813.667 503.596 546.642 536.56 174.194
       [,41]   [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]
[1,]   4.959   1.352   3.914   3.407   3.315   2.09   4.253   5.007
[2,] 570.071 141.578 603.792 632.247 305.684 224.11 734.760 541.642
[3,] 543.458 137.706 548.278 558.024 369.747 186.70 562.414 446.140
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]
[1,]   5.458   3.103   5.458   5.802   2.206   4.747   4.458   3.79
[2,] 535.401 340.277 925.679 582.668 278.618 867.737 701.775 792.90
[3,] 477.790 310.361 829.586 593.353 233.192 843.523 707.673 671.37
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64] [,65]
[1,]   3.299   4.611   1.434   3.932   1.988   3.766   3.784   4.182   6.0
[2,] 795.159 488.468 179.904 738.770 205.484 476.813 413.916 779.001 940.0
[3,] 783.108 520.532 142.355 880.094 223.974 545.460 366.836 684.106 722.2
      [,66]  [,67]   [,68]   [,69] [,70]   [,71]  [,72]  [,73]   [,74]
[1,]   2.51   5.43   3.442   6.054   2.3   5.904   6.54   5.67   5.449
[2,] 257.78 741.91 370.681 796.102 248.1 686.118 823.78 784.62 841.568
[3,] 287.80 735.42 377.363 780.276 230.2 635.291 716.74 666.64 619.212
      [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   5.93   4.846   4.795   1.438   4.448   3.673   4.963   2.585
[2,] 841.79 915.190 778.145 174.516 735.395 409.346 919.947 276.453
[3,] 782.27 626.076 813.742 158.468 730.180 352.858 766.936 282.324
       [,83]   [,84]   [,85]   [,86]   [,87]  [,88]   [,89]   [,90]
[1,]   2.972   2.056   4.591   4.699   7.954   6.78   1.941   2.021
[2,] 347.600 201.897 598.667 477.213 806.409 888.51 494.962 584.916
[3,] 347.948 209.038 610.951 398.222 816.319 729.36 439.029 374.412
       [,91]  [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.384   3.56   3.325   2.963   2.224   10.27   13.54   5.859
[2,] 430.871 386.23 500.139 287.329 312.998 1760.99 1912.51 972.311
[3,] 385.690 397.07 465.402 227.464 343.913 2031.55 1934.17 874.873
[1] "--- VAR model 2017-10-02 12:31:00  completed"
[1] "Completed training sample:  2017-10-02 12:31:00 - 2017-10-02 20:30:00"
[1] "SpVAR;   training sample:  2017-10-02 13:01:00 - 2017-10-02 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.077          6.0202        21.0860         -9.857
           4.016         -5.2720        -9.5356        -16.928
           5.190         -0.2802        -0.9495        -14.183
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.620          8.128          -0.9053          -6.1686
          2.885         -1.853           0.6710           0.7698
         -8.009          1.815           0.1450           0.5172
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -9.0325           -2.766         -3.50777           -3.400
          -0.5432           -6.873          0.03925          -17.049
          -7.6772           -2.534          1.28604           -6.868
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.930           -1.841           -3.598            14.04
            5.012            1.197            5.743            15.91
           -2.383           -7.874           -3.820            15.39
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.977          -14.223            2.880            3.108
           -5.670            3.281            4.644           -4.134
           -2.108            7.622            5.505           14.764
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.7321          -0.2430            -6.23          -12.795
         -15.8511          -4.2936             7.05           -3.473
         -10.7507          -0.8173            -8.95            2.948
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.527         -20.8098          -25.185           -7.045
            2.639          -7.1104          -12.893           -3.324
            1.485           0.4417           -1.315            1.608
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -11.30           -3.137          -16.868          -10.597
           -23.62           -7.190           -5.477           -2.557
           -12.09            0.841          -13.904           -1.204
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.305            -3.71          -16.179          -15.341
           -2.071           -13.20           -5.360           -3.210
           -7.403           -14.02           -9.603           -7.863
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           10.554            5.259           -4.002          -2.0569
            4.228           -4.952           -8.569           4.6896
            2.038           -7.592           -6.418           0.8085
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           5.5051          0.05536           5.1155           -8.573
           0.5118         -1.66706          -4.5638           -3.337
           0.7855          0.81635          -0.0226           -6.988
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.0429           1.0256         -12.9776          -1.1834
           3.1824           2.0260          -7.3817          -0.6468
          -0.1676          -0.8526           0.5379           4.9974
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           12.062            3.930            6.009            8.343
            1.369           -1.738            1.565           10.798
            2.283           -1.751          -17.821            6.229
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2286           3.9246          -0.5039            5.287
           1.2768          -0.9155          11.0774            8.514
          -0.3915          -1.1235          -6.3546           -7.051
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -7.2583            1.111          -2.0883            -7.16
          -0.7385           -1.337           0.8709             1.38
          18.6248            1.630          -0.7867            -0.19
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -5.0799           -2.995            2.520            2.071
          -0.1397           -5.685            4.258            5.661
           2.2550            4.903            2.457           -5.623
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.701          -3.7972          -0.7357            3.356
            8.711           0.6352          -1.4176            2.971
           -7.037          -1.3456          -2.4466           -2.757
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.015         -1.60841            4.434           0.3993
           -1.698         -0.32915            5.830           1.3273
            5.238          0.07125           -3.389           3.6006
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.051           0.3102         -0.07382          -11.651
           -5.903          -8.5034         -5.34966           -2.404
          -11.471          -1.9492        -12.59644           -1.902
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.0210            2.875          -12.188           -5.405
          -8.4838           -1.354            1.907           -5.607
          -0.8194            1.625           -1.860           -1.283
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.802            1.316          -2.2830            2.906
           -7.400            3.633          -0.2128            1.821
           -6.315           -6.091          -1.9560           -3.806
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.06496            6.677            4.026           16.754
         10.94471           -5.921           -8.175            6.306
         -2.63245           -3.557           -8.772           10.068
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.9594           4.2189           -2.667           0.2273
           0.0173          -0.8386            5.867           4.0530
           5.2062           2.5217           -0.349          -1.2366
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.8835           -2.877           -5.350            86.61
           0.2877           -0.623           -3.423            88.61
           6.5420           -3.807           -6.618            79.65
 rnd_95776.volume rnd_95787.volume
           11.689           -9.446
          -28.881           -5.097
            8.087            1.237
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.638 2.824  8.513 4.705 5.621 1.983 1.460 4.559 4.845 3.676 2.517
[2,] 4.608 3.237 10.140 5.909 7.338 2.453 1.707 5.329 6.214 5.692 3.273
[3,] 5.072 3.559 11.553 7.070 8.468 2.693 1.916 5.808 7.069 6.269 3.978
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.820 3.203 3.196 3.319 3.455 4.115 3.976 5.488 5.180  9.312 3.857
[2,] 4.992 3.603 3.837 4.171 4.283 5.057 5.586 7.176 6.468 10.437 4.470
[3,] 5.709 4.067 4.552 4.969 4.813 5.745 6.509 8.269 7.543 12.271 4.860
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.721 4.626 1.793 4.301 4.248 3.257 4.618 1.705 4.313 4.146 2.102
[2,] 13.434 6.197 2.159 5.948 6.140 3.760 5.608 2.148 5.678 4.909 2.417
[3,] 16.180 7.441 2.433 7.292 7.543 4.074 6.951 2.332 7.057 5.751 2.620
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.596 4.778 4.774 4.134 3.608 3.320 1.039 3.806 0.9893 3.238 2.653
[2,] 5.922 5.882 6.222 4.932 4.499 4.285 1.263 4.677 1.1458 4.093 3.842
[3,] 6.980 6.701 7.157 5.390 5.002 4.899 1.473 5.261 1.2691 4.723 4.560
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.568 1.617 3.246 3.864 4.115 2.475 4.265 4.485 1.759 3.700 3.476
[2,] 2.909 1.891 4.510 4.485 4.836 2.924 5.924 5.147 2.142 5.440 4.669
[3,] 3.307 2.042 5.102 4.826 5.326 3.227 6.939 5.787 2.337 6.599 5.662
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.895 2.600 3.548 1.074 3.246 1.524 3.004 3.001 3.409 4.619 1.855
[2,] 4.645 4.361 4.066 1.313 4.591 1.780 3.679 3.519 4.898 6.233 2.166
[3,] 5.485 5.604 4.663 1.467 5.972 2.022 4.344 3.880 5.713 7.016 2.480
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.146 2.564 4.706 1.719 4.555 5.255 4.499 4.170 4.749 3.778 3.747
[2,] 5.347 3.017 5.885 2.000 5.444 6.288 5.464 5.611 5.872 5.305 5.050
[3,] 6.220 3.469 6.761 2.253 6.135 7.009 6.229 6.317 6.737 5.943 6.030
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.112 3.561 2.850 4.007 2.069 2.304 1.542 3.656 3.735 6.142 5.363
[2,] 1.353 4.796 3.351 5.601 2.350 2.762 1.802 4.436 4.190 7.082 6.627
[3,] 1.495 5.683 3.717 6.516 2.657 3.089 2.007 5.107 4.552 7.864 7.470
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.416 1.576 2.655 2.838 2.654 2.199 1.781  7.977 10.15 4.501
[2,] 2.654 3.025 3.272 3.276 3.300 2.540 2.261 11.133 13.14 6.134
[3,] 3.280 3.457 3.704 3.725 3.988 2.718 2.751 14.201 15.62 7.211
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.62   3.586   10.81   5.975    7.138   2.518   1.854   5.789
[2,] 651.96 364.410 1269.48 823.992 1087.365 332.766 203.951 636.231
[3,] 488.07 341.357 1276.42 894.681  973.980 256.091 200.439 532.226
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.153    4.668   3.197   4.851   4.067   4.058   4.215   4.387
[2,] 896.738 1001.668 482.024 740.866 380.197 489.443 582.052 583.370
[3,] 776.462  605.336 521.299 638.465 434.802 564.632 622.458 505.882
       [,17]   [,18]    [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.225   5.049    6.969   6.578   11.82   4.898   11.07   5.874
[2,] 677.626 904.450 1065.521 892.670 1086.58 521.010 2355.02 950.531
[3,] 628.519 770.083  947.092 894.529 1487.42 439.171 2078.59 949.132
       [,25]   [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.276   5.461    5.394   4.136   5.865   2.165   5.477   5.264
[2,] 277.251 947.020 1021.834 432.958 733.445 301.212 851.004 605.892
[3,] 258.794 972.332 1010.064 361.942 946.415 209.226 966.088 690.477
      [,33]   [,34]   [,35]   [,36]  [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   2.67   5.836   6.068   6.062   5.25   4.581   4.215   1.32   4.833
[2,] 274.67 861.025 790.615 919.794 619.94 619.705 624.627 165.47 626.775
[3,] 233.41 851.368 740.059 815.253 501.14 503.731 547.331 174.58 554.905
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.256   4.112   3.368   3.261   2.053   4.122   4.906   5.225
[2,] 133.245 576.903 640.680 314.965 226.223 721.756 524.976 585.551
[3,] 125.747 543.311 565.891 362.288 177.209 549.786 410.820 514.335
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.143   5.416   5.696   2.234   4.699   4.414   3.676   3.302
[2,] 358.762 947.516 582.036 281.697 919.256 718.428 837.288 806.795
[3,] 314.610 832.746 609.703 215.195 860.785 738.344 672.361 811.318
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.506   1.364   4.121   1.935   3.814   3.811   4.329   5.865
[2,] 457.481 174.070 748.435 212.120 489.466 423.579 810.519 964.589
[3,] 526.222 150.655 880.167 220.708 532.547 377.001 678.149 742.593
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   2.355   5.265   3.256   5.976   2.183   5.784   6.673   5.713
[2,] 257.962 778.167 366.414 814.552 235.518 687.098 796.053 714.780
[3,] 278.436 732.315 394.655 766.836 239.347 652.277 713.399 689.178
       [,74]  [,75]   [,76]   [,77]   [,78]   [,79]  [,80]   [,81]   [,82]
[1,]   5.295   6.03   4.797   4.758   1.413   4.522   3.62   5.088   2.627
[2,] 865.173 795.96 858.455 780.578 177.361 740.454 406.03 901.882 257.014
[3,] 668.875 761.34 617.315 759.350 146.956 702.736 370.63 767.514 285.419
       [,83]   [,84]   [,85]   [,86] [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   2.926   1.958   4.642   4.743   7.8   6.81   1.798   2.001   3.371
[2,] 351.265 214.989 579.260 437.762 812.6 897.03 517.481 595.247 440.900
[3,] 318.827 203.475 583.263 409.656 787.9 794.58 444.000 385.350 400.120
       [,92]  [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.604   3.37   2.793   2.262   10.13   12.89   5.716
[2,] 376.890 452.07 292.756 321.038 1789.81 1923.54 960.528
[3,] 408.916 516.30 223.358 361.116 2031.97 1946.53 873.827
[1] "--- VAR model 2017-10-02 13:01:00  completed"
[1] "Completed training sample:  2017-10-02 13:01:00 - 2017-10-02 21:00:00"
[1] "SpVAR;   training sample:  2017-10-02 13:31:00 - 2017-10-02 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           -1.62         -0.0468         -25.07         -9.326
          -14.79         -3.7036         -15.76        -15.255
           -2.01         -4.2830         -18.06        -22.781
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         11.613          2.519            2.561          -6.3433
        -18.779          2.166           -2.079          -0.7013
         -4.012          3.115            1.547          -6.3468
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -0.04656           -8.730          -0.3605           -15.59
         -1.73462           -5.858          -0.6933           -15.42
        -17.47991           -3.137           0.6585           -12.93
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.312            5.204           -7.723            26.40
           -3.399          -15.571            2.490            24.66
            3.861            0.911           -6.451            24.38
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.427           -9.363          -13.182           0.8512
           -2.225           -3.085           -8.889          -4.0707
           -3.767           -6.310           -4.366          -5.2598
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -28.26           10.875           -47.64           -21.67
           -32.41           -6.670           -41.62           -22.42
           -21.42            7.059           -48.41           -23.62
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.163           -11.27           -3.676           6.6305
            2.767           -22.56          -33.040          -0.5729
            3.217           -22.70          -10.325           5.3376
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -13.89           2.0256          -17.108           -12.77
           -13.37          -0.6755           -1.096           -14.24
           -18.74          -2.0732          -23.254           -12.65
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.401           -8.932            4.222           -9.341
           -3.884          -15.824          -20.533          -14.098
           -1.340          -19.324           -5.043          -10.039
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.842            3.815          -3.2548            4.168
            2.899            8.419           0.1838           -3.261
            3.598            6.686           0.5104            1.637
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -10.051           0.7754          -14.175           -9.436
           -2.241           4.1953            5.835          -13.450
           -6.508          -0.8141           -4.304           -2.965
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4353          -0.5269          -0.5921         -1.80663
          -0.5946           0.6880          -9.2235         -0.06851
           5.2177           0.7215          -7.0866          2.03632
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           9.0871           -1.804         -12.9735           -11.75
           8.5051           -5.545          -6.0610            12.93
           0.9198           -3.808          -0.8648            -3.54
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.9495          -18.073          -14.039           -8.170
           1.0178          -17.355           -8.802          -11.270
          -0.5653            3.748           -7.713           -9.757
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.449           0.8633          -0.9626            7.009
          -13.030          -2.0534          -1.6216           -9.064
          -10.989           3.6879          -1.2663          -11.752
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.1100            2.463            7.206          -9.9674
          -0.2886           -7.889            2.135          -0.7924
           0.8408           -2.878            2.469          -8.8180
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -8.8519            2.193           -3.068           1.4957
           0.7512           -1.278            6.332          -2.1410
          -3.6314           -5.778           -4.303          -0.6273
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.085            2.431           -8.829          -8.9876
           -2.158            2.040           -9.237          -5.1723
            9.044            1.462           -1.272          -0.4221
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.147          0.06134         -5.59813           -9.889
          -10.677        -13.45740          2.58741            1.412
           -4.012         -9.89793          0.03825          -16.399
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.465           3.2972          -10.343           -1.312
           -7.719           0.3219           -7.146            4.008
           -3.753           0.1074            1.063            1.302
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.822           1.5383          -0.9512           2.1770
           -4.767           0.3213          -6.4035           1.3551
            1.651           1.9521          -6.3275           0.4262
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            7.252          -0.9012            7.381           16.539
           -1.582          -2.1172            4.846            4.235
            6.656          -1.8066           12.998           16.984
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.986           -3.212           -1.911            3.184
           -1.603            2.359            2.392           -3.405
            1.306           -4.692           -2.637           -1.004
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9343           -4.146           10.793            99.56
           4.5749           -3.463           13.169           103.32
          -0.2724           -5.303            9.575            94.34
 rnd_95776.volume rnd_95787.volume
           -48.78           -20.09
            27.88           -16.02
           -36.38           -24.24
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.287 2.794  8.269 4.619 5.614 1.972 1.456 4.460 4.971 3.529 2.536
[2,] 4.237 3.156  9.797 5.788 7.488 2.381 1.687 5.191 6.139 5.621 3.268
[3,] 4.810 3.468 11.203 7.041 8.486 2.640 1.903 5.666 6.885 6.186 3.916
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.620 3.044 3.135 3.155 3.549 3.952 4.064 5.783 5.358  9.079 3.610
[2,] 4.879 3.532 3.802 3.934 4.382 4.941 5.600 7.472 6.793 10.078 4.265
[3,] 5.474 3.980 4.377 4.676 4.837 5.571 6.467 8.654 7.998 11.765 4.661
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.802 4.706 1.786 4.260 4.266 3.169 4.426 1.639 4.239 4.003 2.007
[2,] 13.172 6.139 2.127 5.839 6.160 3.678 5.445 2.059 5.656 4.800 2.347
[3,] 15.703 7.315 2.387 7.226 7.539 4.019 6.833 2.246 6.929 5.616 2.610
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.783 4.746 4.713 3.909 3.452 3.180 1.003 3.858 0.9571 3.200 2.662
[2,] 6.138 5.959 6.197 4.613 4.372 4.234 1.247 4.625 1.1264 4.061 3.954
[3,] 7.175 6.700 7.114 5.066 4.866 4.837 1.431 5.283 1.2462 4.654 4.642
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.464 1.583 3.282 3.883 3.987 2.450 4.179 4.290 1.677 3.529 3.443
[2,] 2.853 1.864 4.509 4.438 4.640 2.915 5.925 5.019 2.029 5.111 4.695
[3,] 3.218 1.986 5.097 4.794 5.123 3.240 6.884 5.767 2.222 6.566 5.643
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.962 2.537 3.489 1.045 3.237 1.505 2.895 2.889 3.324 4.237 1.831
[2,] 4.565 4.249 4.017 1.271 4.527 1.716 3.591 3.472 4.895 5.826 2.122
[3,] 5.345 5.633 4.522 1.420 5.902 1.959 4.265 3.841 5.642 6.615 2.441
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.117 2.624 4.653 1.723 4.446 5.042 4.302 4.175 4.432 3.689 3.613
[2,] 5.423 2.989 5.974 2.003 5.367 6.137 5.416 5.598 5.596 5.091 4.968
[3,] 6.162 3.375 6.827 2.236 6.072 6.833 6.194 6.164 6.521 5.708 5.944
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.067 3.520 2.801 4.105 2.103 2.331 1.502 3.590 3.701 6.081 5.170
[2,] 1.286 4.695 3.317 5.495 2.363 2.746 1.771 4.375 4.099 7.015 6.333
[3,] 1.435 5.571 3.706 6.446 2.660 3.070 1.974 5.036 4.444 7.797 7.239
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.398 1.524 2.732 2.859 2.559 2.066 1.993  7.854  9.368 4.572
[2,] 2.630 3.084 3.307 3.298 3.314 2.381 2.691 10.914 12.715 6.104
[3,] 3.253 3.500 3.717 3.722 3.989 2.624 3.302 13.841 15.138 7.097
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.174   3.547   10.5   5.865    7.129   2.504   1.849   5.664
[2,] 644.499 354.072 1267.1 841.250 1194.756 321.539 205.447 640.509
[3,] 548.726 346.686 1309.8 966.638  962.576 275.155 212.458 547.201
        [,9]    [,10]  [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   6.312    4.482   3.22   4.597   3.866   3.98   4.006   4.506
[2,] 868.528 1054.775 497.08 788.742 431.626 518.69 566.633 619.821
[3,] 751.414  623.068 520.08 598.628 442.514 523.17 609.506 494.037
       [,17]  [,18]    [,19]    [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.019   5.16    7.344    6.804   11.53   4.584   11.18   5.975
[2,] 714.923 929.00 1140.610 1006.888 1054.70 547.737 2362.75 950.775
[3,] 620.509 779.88 1052.528 1017.927 1463.38 453.354 2061.11 958.773
       [,25]   [,26]    [,27]   [,28]  [,29]   [,30]   [,31]   [,32]
[1,]   2.269    5.41    5.417   4.024   5.62   2.081   5.383   5.083
[2,] 278.283  962.72 1071.243 450.149 764.96 300.603 902.798 638.648
[3,] 261.330 1026.34 1048.054 390.418 995.10 215.934 964.983 702.831
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40] [,41]
[1,]   2.549   6.074   6.026   5.984   4.964   4.384   4.038   1.274   4.9
[2,] 293.185 927.360 869.003 970.312 590.806 646.939 674.283 178.539 615.0
[3,] 275.162 896.191 738.370 842.353 504.833 514.996 563.604 169.478 615.3
       [,42]   [,43]  [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   1.215   4.063   3.38   3.129   2.01   4.167   4.931   5.062   3.111
[2,] 143.218 602.788 704.77 346.825 237.43 745.654 518.101 572.447 380.986
[3,] 128.552 548.448 586.42 358.962 165.36 572.828 437.171 523.516 340.917
        [,51]   [,52]  [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]    5.307   5.447   2.13   4.481   4.372   3.762   3.221   4.431
[2,] 1012.659 628.284 275.53 891.441 769.448 837.572 821.796 479.731
[3,]  844.918 684.651 218.20 993.746 754.959 670.332 891.806 500.816
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.327   4.111   1.912   3.676   3.669   4.221   5.381   2.325
[2,] 174.139 763.006 198.813 512.237 464.185 866.445 964.034 258.820
[3,] 153.143 913.089 227.801 554.674 396.339 676.425 755.388 290.504
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   5.228   3.332   5.909   2.189   5.646   6.403   5.462   5.302
[2,] 850.974 345.483 903.310 246.076 724.749 843.691 793.377 899.082
[3,] 705.747 377.806 796.689 239.511 684.869 724.455 724.672 621.864
       [,75]   [,76]   [,77]   [,78]  [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   5.627   4.685   4.588   1.355   4.47   3.557   5.213   2.67   2.961
[2,] 823.856 845.720 822.092 173.141 749.01 428.486 880.715 259.86 349.621
[3,] 807.236 622.693 787.057 153.532 723.04 398.471 812.674 294.27 331.328
       [,84]   [,85] [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   1.907   4.559   4.7   7.721   6.565   1.776   1.935   3.469   3.631
[2,] 226.595 602.861 425.0 843.384 881.875 537.153 646.350 449.621 396.503
[3,] 209.740 601.323 414.0 820.684 845.816 461.591 399.008 408.798 415.809
      [,93]   [,94]   [,95]    [,96]  [,97]   [,98]
[1,]   3.25   2.623   2.531    9.973   11.9   5.805
[2,] 507.64 285.174 435.961 1827.283 2072.6 975.203
[3,] 535.50 266.093 461.554 2052.457 1980.9 873.069
[1] "--- VAR model 2017-10-02 13:31:00  completed"
[1] "Completed training sample:  2017-10-02 13:31:00 - 2017-10-02 21:30:00"
[1] "SpVAR;   training sample:  2017-10-02 14:01:00 - 2017-10-02 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.08131         -2.4360        -26.607         -13.61
        -1.58156         -0.6663         -8.904         -21.29
        -9.56364         -8.1396        -10.121         -15.33
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.490         0.4611           0.3562           2.5849
         -1.763        -2.1675           1.3460           0.8392
         -9.793         2.6839           0.9601         -11.8647
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.260           -9.892           3.6764           -10.23
           -5.389           -3.911           5.6346           -12.77
           -5.873           -5.034           0.2768           -12.67
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.8113           -7.934           -3.033            28.12
           0.8250           -5.542           -8.712            31.04
           0.8929           -4.226           -3.555            26.29
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -11.00           -9.109            5.387          -2.4115
           -14.10           -4.824           -4.867           0.9090
           -13.28          -17.909          -13.142           0.5138
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -12.948           -7.197           -19.45           -14.94
           -4.086           -2.890           -43.36           -19.81
          -17.004            3.755           -14.46           -17.32
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.153           -10.68           -9.077          1.11166
            4.729           -18.80          -14.032         -1.19256
            1.898           -13.03          -29.742          0.09589
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -17.80           2.3027           -4.675           -9.434
           -19.50           0.3911          -14.249           -5.868
           -18.21           2.8356          -18.417           -3.727
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.950           -15.00           -3.926           -7.598
           -2.912           -13.10           -3.263           -7.676
           -4.031           -11.56          -14.372           -7.945
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.02822           -5.025          -11.283          -0.4667
          2.96426           -6.542          -10.199          -0.5226
          0.32920           -5.962           -3.017          -2.5449
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.177           0.9042           -4.975           -17.01
           -3.203           1.1620          -10.809           -11.49
           -1.277          -0.5535           -6.872           -15.51
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.871         0.006856          -11.570           -0.976
            3.887        -0.981242           -4.542            4.476
            2.869        -1.641523           -8.871           -0.450
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.484           -8.038            6.604           -9.331
            1.168           -1.502           -7.702            7.115
            2.197           -6.683           -9.554            9.545
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3513           -6.161            2.082          -2.5865
           0.6652            2.953            1.355          -0.7446
          -2.2380           -8.966           -1.837           5.3931
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -4.9013          -10.813          -0.8753          -0.7296
          -0.8063            2.225          -1.5804         -13.2012
           0.4605            1.542           0.5330           1.3494
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.794          -4.8579            1.735            1.309
           -2.846          -4.4704            2.477           -3.085
           -1.855          -0.3088           -1.257           -1.258
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.525           1.3262          -11.827            4.692
           -3.907          -0.6905            4.145            5.105
           -2.214          -1.8452            2.050           -4.532
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.255          -4.2202            2.742           -6.356
            1.753          -2.7342           -5.097           -3.595
           -8.195          -0.9418           -7.117          -16.559
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -9.595           -4.422            6.425            3.075
           -6.456           -9.305           12.482           -6.206
           -4.560          -13.879           11.222            1.645
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.523           2.2715           -5.958           0.5133
            3.870          -0.8481           -2.205           3.5205
           -5.909           1.9200           -4.239          -0.2063
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -15.506           -2.471           -1.596          -0.9172
           -7.678            0.308           -1.060          -4.0381
            2.187           -2.142           -1.954           0.1941
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -4.9530           -5.780          -2.5537          -3.9679
          -7.8330           -1.871          -5.5149          -5.5234
           0.8327          -10.205           0.8116           0.2073
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.89404          -0.2531            5.694            6.850
          0.05445           3.0682           -2.526           -3.115
          4.23117          -1.7134            1.313            1.768
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.182          -4.2754            6.604            93.20
           -1.684           0.7367            4.889            84.31
           -1.648          -2.4323            8.723            80.83
 rnd_95776.volume rnd_95787.volume
          -13.377           -17.71
          -44.097           -18.83
           -5.224           -14.91
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.010 2.632  8.173 4.439 5.488 1.931 1.443 4.373 5.040 3.491 2.501
[2,] 4.072 2.997  9.704 5.669 7.338 2.305 1.679 5.044 6.157 5.422 3.222
[3,] 4.655 3.363 10.984 6.883 8.351 2.584 1.879 5.537 6.871 6.025 3.884
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.650 2.800 3.038 3.119 3.315 3.778 4.059 5.732 5.279  8.877 3.461
[2,] 4.841 3.345 3.646 3.951 4.205 4.773 5.533 7.581 6.718  9.870 4.196
[3,] 5.492 3.822 4.215 4.563 4.770 5.442 6.342 8.570 7.877 11.571 4.654
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.664 4.275 1.751 4.166 4.099 3.212 4.218 1.660 4.249 3.725 2.014
[2,] 12.756 5.691 2.125 5.543 5.772 3.671 5.334 2.052 5.581 4.586 2.366
[3,] 15.186 6.923 2.355 7.045 7.214 4.014 6.605 2.229 6.760 5.402 2.586
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.567 4.421 4.453 3.706 3.427 3.149 1.009 3.918 0.8937 3.101 2.631
[2,] 6.029 5.700 5.905 4.392 4.190 4.140 1.186 4.634 1.0539 4.023 3.779
[3,] 7.016 6.515 6.859 4.784 4.815 4.673 1.358 5.170 1.1781 4.596 4.506
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.364 1.510 3.125 3.763 4.065 2.422 4.065 4.080 1.673 3.387 3.448
[2,] 2.825 1.790 4.419 4.285 4.630 2.876 5.731 4.886 1.996 4.998 4.613
[3,] 3.163 1.925 5.064 4.647 5.120 3.218 6.619 5.535 2.207 6.394 5.524
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.816 2.372 3.342 0.9714 3.109 1.395 2.705 2.827 3.133 4.338 1.796
[2,] 4.397 4.124 3.893 1.1957 4.364 1.625 3.458 3.371 4.761 5.805 2.096
[3,] 5.163 5.467 4.429 1.3530 5.796 1.861 4.084 3.717 5.580 6.526 2.400
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.877 2.522 4.363 1.658 4.269 4.768 4.377 4.153 4.082 3.428 3.121
[2,] 5.256 2.845 5.880 1.917 5.284 5.934 5.260 5.391 5.260 4.827 4.458
[3,] 5.990 3.202 6.639 2.171 5.934 6.600 6.035 5.961 6.191 5.499 5.639
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.063 3.325 2.655 3.997 2.092 2.239 1.462 3.571 3.421 5.363 4.938
[2,] 1.263 4.365 3.176 5.325 2.373 2.689 1.733 4.319 3.899 6.493 5.972
[3,] 1.406 5.375 3.546 6.176 2.640 3.057 1.926 4.877 4.253 7.405 6.959
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.392 1.523 2.684 2.770 2.464 1.994 2.045  7.897  9.509 4.141
[2,] 2.618 3.005 3.202 3.165 3.206 2.299 2.718 10.785 12.586 5.649
[3,] 3.128 3.358 3.565 3.566 3.842 2.514 3.337 13.420 15.300 6.738
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.822   3.342   10.38    5.637    6.969   2.452   1.832   5.553
[2,] 707.804 369.815 1350.27  910.353 1257.405 324.934 221.560 648.862
[3,] 582.671 393.749 1328.35 1007.383 1029.009 301.135 217.811 589.621
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]
[1,]   6.399    4.432   3.176   4.635   3.556   3.858   3.961   4.21
[2,] 913.283 1070.892 524.285 820.979 472.188 520.570 625.886 667.86
[3,] 787.011  678.213 560.176 669.504 477.634 545.602 589.102 581.16
       [,17]   [,18]    [,19]    [,20]   [,21]   [,22] [,23]    [,24]
[1,]   4.797   5.155    7.278    6.704   11.27   4.395    11    5.428
[2,] 753.179 970.566 1280.708 1072.234 1113.60 612.538  2417  969.987
[3,] 674.713 800.038 1031.938 1061.885 1558.81 519.481  2127 1017.666
       [,25]   [,26]    [,27]   [,28]    [,29]   [,30]   [,31]  [,32]
[1,]   2.224    5.29    5.205   4.079    5.356   2.108   5.395   4.73
[2,] 310.624  944.01 1049.107 458.801  843.168 311.210 934.029 690.76
[3,] 262.188 1122.38 1116.967 419.426 1005.448 224.740 985.036 736.56
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.557    5.799   5.614    5.654   4.707   4.351   3.998   1.281
[2,] 320.830 1016.198 928.698 1001.116 608.408 622.289 693.830 161.110
[3,] 268.886  926.326 814.587  900.695 489.655 612.585 559.260 170.761
       [,41]   [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.975   1.135   3.937   3.34   3.002   1.918   3.969   4.779
[2,] 638.931 144.196 661.494 700.32 399.083 247.854 806.528 528.682
[3,] 591.234 135.913 574.067 633.46 367.462 182.991 637.994 464.319
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   5.162   3.075    5.162   5.181   2.125    4.302   4.379   3.576
[2,] 572.126 400.511 1042.786 693.679 280.891  948.757 791.086 871.590
[3,] 564.412 372.737  855.090 671.598 243.208 1029.121 784.186 698.706
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   3.012   4.244   1.234   3.948   1.771   3.434   3.59   3.979
[2,] 870.898 515.609 179.970 790.586 215.146 556.284 473.81 925.333
[3,] 926.343 544.985 163.449 984.550 234.060 560.877 404.34 751.320
       [,65]  [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]   5.509   2.28   4.924   3.202    5.541   2.105   5.421   6.054
[2,] 995.574 278.95 916.046 339.716 1017.628 248.512 803.837 912.048
[3,] 770.014 301.96 741.314 379.461  795.805 262.991 696.697 745.769
       [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   5.558   5.273   5.183   4.353   3.963   1.35   4.222   3.371
[2,] 752.991 887.304 856.590 877.422 821.745 176.02 730.221 450.120
[3,] 763.709 656.823 842.418 679.993 891.189 159.65 809.692 406.839
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]  [,87]  [,88]   [,89]
[1,]   5.075   2.657   2.843   1.857   4.534   4.344   6.81   6.27   1.767
[2,] 908.272 288.777 384.512 240.219 627.058 483.126 945.06 867.17 572.239
[3,] 807.602 299.095 374.910 216.670 584.925 438.279 918.69 922.23 441.955
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   1.934   3.409   3.518   3.129   2.533   2.596   10.03   12.07
[2,] 668.735 450.591 395.296 529.565 295.040 462.187 1895.97 2128.67
[3,] 386.735 404.806 423.854 546.658 263.015 499.966 2061.42 2245.30
       [,98]
[1,]   5.258
[2,] 991.685
[3,] 948.422
[1] "--- VAR model 2017-10-02 14:01:00  completed"
[1] "Completed training sample:  2017-10-02 14:01:00 - 2017-10-02 22:00:00"
[1] "SpVAR;   training sample:  2017-10-02 14:31:00 - 2017-10-02 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.1705           2.720          1.402        -11.862
         -5.0638           2.346        -13.878          2.711
         -2.3819          -4.770          3.857         -7.556
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -13.793         0.8493           1.0542          -2.5846
        -12.287         1.8866          -2.3031          -0.8167
          1.472        -3.6920           0.4762           1.7512
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.657           -6.357           0.9074           -21.92
          -11.165           -3.846          -3.0153           -14.70
           -5.290           -4.368          -1.4868           -10.09
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5721           -2.140           0.8995            25.80
           1.1333           -4.270          -5.2583            23.96
           0.4068           -6.255          -6.5773            24.61
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.143           -8.755         -11.7943          -0.2021
          -11.737           -1.444          -4.1459           0.6679
           -6.776           -6.109           0.7272           6.5872
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            2.348           -2.106           -13.79         -13.1429
          -25.145           -2.111            10.88           6.4786
            4.101            2.862           -33.04          -0.2051
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.2885           5.1044           3.2366          2.14280
          -1.0689          -7.3149          -8.9485          0.08295
           0.5599           0.7716          -0.1754          3.28969
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -6.3934          -1.2730         -12.1811           -3.194
          -0.3672          -0.5439          -0.8121            2.366
         -11.6670           1.2313         -11.2091           -5.163
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2484          -16.655         -17.0149           -2.985
           0.9612           -1.276         -13.5313          -10.535
           0.5221           -9.944          -0.0582           -1.343
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.292           -4.435           3.8909          -0.8544
           -5.032           -5.045          -0.8539           0.5734
            2.258            4.846           0.9707          -0.1323
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.653          -0.7486          -10.629          -16.311
            4.835          -0.1630           -3.757           -6.422
            1.450          -0.2744           -6.068          -10.104
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -4.1837          -1.5146           -8.473            2.816
           0.9713           0.2353           -9.513           -7.754
           0.1173          -1.8478           -5.241            6.074
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.785           -1.176           -2.646           -2.714
           -1.353           -1.825            1.236            2.695
            3.619           -4.465          -11.325            2.472
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.75742            6.685          -0.4633           -1.606
          0.01358          -11.315          -3.5588           -1.982
          1.06412           -2.586          -2.2650           -5.306
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.383            4.270           -1.721            4.340
           -2.254           -3.013            1.413            4.642
           -2.021           -4.579            2.390           -3.827
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6769            3.023            2.891            4.691
          -0.9963            5.661            0.482            4.739
          -2.1774           -4.303            4.043            3.197
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3234           0.9378           3.4026          -3.0787
           3.5051          -0.9754           0.5228           1.7083
           6.6975           2.1779          -3.2749           0.5513
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.052          -1.0396          -3.9029           -4.643
           -1.287           0.5078           0.7189           -2.494
            2.860           0.9355           2.3039           -5.150
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.977           -6.728           -7.859          -0.2361
           -1.233          -12.232          -13.085         -12.0106
           -4.917           -3.392           -6.840          -5.9532
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -7.8283          -1.4471           -8.906           0.7422
          -0.8858          -0.8080           -2.911          -0.5405
         -13.3545           0.2576           -3.592          -7.4569
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -11.738          -4.4998           -1.769           1.5822
           -6.996          -0.1156            3.039           2.6410
           -2.205           0.8311           -1.706          -0.2314
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.0021            2.546           -2.105          10.4364
          -0.4015            1.030           -2.907          -4.5692
           2.5773           -4.895          -14.660          -0.3808
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3029           -4.613           -3.619           -5.149
          -2.5528           -5.879           -3.935           -3.827
          -5.5769           -0.255           -1.905            0.545
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.764          -0.8114            14.48           103.84
            9.379          -0.9848            12.22           104.37
            1.599           1.1070            13.97            84.79
 rnd_95776.volume rnd_95787.volume
           -27.92          -10.673
           -14.07            4.459
           -21.91           -3.641
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.789 2.539  7.817 4.404 5.382 1.771 1.363 3.922 4.683 3.331 2.478
[2,] 3.714 2.896  9.546 5.487 7.120 2.123 1.608 4.659 5.707 4.949 3.199
[3,] 4.309 3.222 10.810 6.614 8.067 2.444 1.800 5.100 6.445 5.597 3.803
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.616 2.794 2.980 3.082 3.308 3.716 3.863 5.720 5.265  8.707 3.378
[2,] 4.766 3.288 3.591 3.889 4.208 4.870 5.439 7.295 6.685  9.995 4.109
[3,] 5.427 3.752 4.070 4.375 4.796 5.458 6.274 8.372 7.835 11.516 4.585
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.323 4.218 1.750 4.172 3.973 3.116 4.226 1.684 4.257 3.460 1.965
[2,] 12.277 5.539 2.066 5.437 5.710 3.538 5.230 2.045 5.538 4.385 2.270
[3,] 14.754 6.735 2.266 6.758 7.057 3.872 6.437 2.241 6.732 5.083 2.504
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.571 4.286 4.298 3.494 3.231 2.865 0.956 3.737 0.8568 3.014 2.551
[2,] 5.788 5.525 5.843 4.129 3.982 3.757 1.139 4.513 0.9915 3.875 3.631
[3,] 6.788 6.300 6.809 4.489 4.566 4.276 1.313 4.956 1.1164 4.441 4.348
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.411 1.466 3.013 3.480 3.850 2.344 3.926 3.862 1.602 3.269 3.148
[2,] 2.788 1.735 4.197 3.876 4.489 2.804 5.354 4.702 1.941 4.844 4.274
[3,] 3.084 1.871 4.828 4.305 4.944 3.145 6.234 5.354 2.168 6.064 5.103
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.712 2.224 3.148 0.9257 2.957 1.363 2.616 2.837 2.945 4.036 1.677
[2,] 4.269 3.831 3.666 1.1410 4.170 1.603 3.305 3.285 4.569 5.545 1.969
[3,] 4.992 5.113 4.167 1.3070 5.668 1.828 3.954 3.603 5.247 6.178 2.253
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.702 2.373 4.141 1.594 4.041 4.376 4.383 4.132 4.021 3.291 2.681
[2,] 5.030 2.702 5.651 1.887 5.040 5.536 5.139 5.245 5.302 4.624 4.138
[3,] 5.828 3.040 6.462 2.158 5.712 6.219 5.789 5.789 6.125 5.340 5.270
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.012 3.357 2.519 4.085 2.056 2.176 1.363 3.482 3.161 5.235 4.998
[2,] 1.213 4.146 3.011 5.150 2.306 2.694 1.648 4.172 3.685 6.174 6.001
[3,] 1.333 5.048 3.387 5.956 2.567 3.065 1.862 4.660 4.041 6.964 6.881
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.395 1.429 2.571 2.648 2.378 1.940 2.087  8.061  9.474 4.166
[2,] 2.548 2.875 3.095 3.058 3.116 2.256 2.818 10.895 12.338 5.474
[3,] 3.054 3.248 3.477 3.475 3.722 2.474 3.469 13.683 14.886 6.525
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]    [,6]    [,7]   [,8]
[1,]   3.541   3.225    9.926   5.593    6.834   2.249   1.731   4.98
[2,] 655.603 372.005 1464.772 875.001 1246.149 312.902 228.103 672.18
[3,] 584.413 377.836 1356.026 987.405 1013.771 323.636 216.043 554.96
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15] [,16]   [,17]
[1,]   5.946   4.23   3.147   4.591   3.548   3.785   3.914   4.2   4.718
[2,] 872.284 978.52 540.848 829.978 463.398 535.491 633.989 695.2 841.504
[3,] 800.666 698.84 549.571 694.189 483.502 512.060 535.899 615.4 658.847
        [,18]    [,19]    [,20]   [,21]  [,22]   [,23]    [,24]   [,25]
[1,]    4.906    7.263    6.685   11.06   4.29   10.57    5.356   2.223
[2,] 1023.502 1210.548 1101.359 1312.08 625.52 2412.68  959.652 293.484
[3,]  836.044 1097.829 1092.687 1529.03 543.65 2187.59 1024.569 248.838
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    5.298    5.046   3.956    5.366   2.138    5.406   4.394   2.495
[2,]  932.178 1096.141 448.106  823.879 310.236  947.025 720.117 303.573
[3,] 1072.729 1108.992 420.558 1003.376 245.106 1022.947 687.224 282.726
       [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   5.804   5.443    5.458   4.437   4.103   3.639   1.214   4.746
[2,] 949.220 931.991 1058.236 588.160 622.302 649.685 165.727 676.385
[3,] 948.280 809.064  934.462 470.972 597.130 545.881 174.219 547.681
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.088   3.827   3.239   3.062   1.861   3.826   4.419   4.889
[2,] 133.411 651.196 690.769 374.231 248.329 780.985 456.398 617.201
[3,] 137.160 580.037 639.443 352.745 186.713 638.221 500.827 553.664
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.977   4.986   4.904   2.035   4.151   3.998   3.444   2.825
[2,] 411.462 972.977 717.226 292.902 955.733 772.811 881.228 833.727
[3,] 380.545 853.796 684.429 258.087 974.976 745.269 691.986 905.180
       [,58]   [,59]    [,60]   [,61]   [,62]   [,63]  [,64]    [,65]
[1,]   3.998   1.176    3.756   1.731   3.322   3.602   3.74    5.125
[2,] 501.811 178.309  785.807 225.783 539.933 442.609 933.78 1016.458
[3,] 529.936 170.419 1026.254 234.617 580.432 395.877 689.84  728.163
      [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   2.13   4.701   3.014    5.259   2.025   5.131   5.557   5.565
[2,] 275.51 910.617 345.281 1027.944 269.911 805.135 906.595 717.600
[3,] 292.94 786.500 372.700  837.576 279.685 718.774 757.372 712.467
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   5.247   5.106   4.179   3.404   1.286   4.263   3.199   5.187
[2,] 863.487 923.863 868.451 842.854 178.571 650.207 440.724 838.398
[3,] 655.294 819.629 714.216 872.134 148.060 770.030 415.012 799.582
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   2.611   2.763   1.731   4.422   4.014   6.647   6.347   1.772
[2,] 279.054 424.727 247.561 614.291 506.353 875.368 888.034 569.905
[3,] 301.890 390.568 231.388 554.856 443.765 860.843 899.814 450.289
       [,90]   [,91]   [,92]  [,93]   [,94]  [,95]   [,96]   [,97]  [,98]
[1,]   1.815   3.264   3.362   3.02   2.463   2.65   10.24   12.03   5.29
[2,] 667.044 460.756 409.191 538.09 308.142 506.30 1959.39 2112.75 949.28
[3,] 403.707 423.813 441.037 544.11 271.512 540.74 2213.29 2226.82 949.47
[1] "--- VAR model 2017-10-02 14:31:00  completed"
[1] "Completed training sample:  2017-10-02 14:31:00 - 2017-10-02 22:30:00"
[1] "SpVAR;   training sample:  2017-10-02 15:01:00 - 2017-10-02 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.9185           2.016        -23.467         -0.523
          5.8621          -1.559         -1.181         -7.164
          0.9544           1.085        -14.526        -10.143
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.387         3.0870           1.5862            1.748
          4.287        -1.8631           0.8727           -1.053
         -4.505         0.7994           0.4395            4.519
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -6.5674          -0.2200            2.160          -0.0972
          -1.3090          -5.7018            1.346         -11.8241
          -0.5753           0.1462            1.922          -7.8478
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7635          -1.0075           -2.186            16.92
           1.1814           0.9161            1.867            24.98
           2.8689          -3.6506           -2.721            18.18
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.442          -0.6682            6.197            3.279
           -5.881           0.2257            4.851            3.727
           -3.436           3.1530            7.088            7.237
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -16.574           -2.091          -27.374           -12.80
            5.003           -2.020          -37.400           -13.12
          -12.823            1.740            3.543            -5.93
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1446           -11.00          -12.770            1.612
          -0.2988            -7.81           -5.795            4.955
          -1.8834           -16.87          -12.697           -1.800
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.796          0.07528           -3.477           -2.788
           -9.219         -0.72232           -4.456           -3.509
           -9.573         -0.98083          -14.402           -1.249
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            0.358           -2.751           -8.748           -9.276
           -2.169           -9.167           -6.534           -2.138
           -2.207          -18.040          -12.953          -12.523
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4632          -0.4512           4.3040          -0.8090
           0.2817          -3.8918           2.4148           1.0058
           1.2378          -4.7539           0.9469           0.7332
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.733           0.7039           -8.384           -3.375
            1.395           0.9642           -8.907           -7.537
            1.782           0.7857           -1.302           -9.642
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.6531          -0.4828           -3.844            1.676
          -1.6880          -0.9872           -3.045            5.349
          -0.4501           0.3473           -6.176            3.892
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.7691           0.6511          -0.7921            1.983
          -0.3132          -4.1669          -2.9451            3.063
           4.8892           0.8802           0.1012            5.493
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.458          -4.2786          -3.4306           -3.243
           -1.217           1.1307           0.1465           -5.306
           -3.094          -0.8436           1.5405            5.507
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.674           -4.852           1.8968           -4.017
           -2.083            1.031          -0.4742           -1.355
           -3.860            2.520          -1.1936           -4.020
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.03742            3.264        -1.926708           -1.182
         -0.23662           -4.142         0.004792            6.172
         -0.19954            1.418         0.647766           -4.325
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           6.3637         -1.23619            2.368            4.038
           3.7735         -0.03845            4.642            5.318
          -0.3978         -0.29803            3.758            0.503
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.775           1.0995           1.3604          -1.7279
            6.020           0.5729           2.7124           4.0706
            6.712          -1.0817           0.5599          -0.7699
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.836           4.1531           -7.338           -2.142
            0.833          -0.7791           -5.980           -4.303
           -1.593          -3.3023           -3.549            2.326
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.853            1.601           0.1696            4.008
           -4.706            1.260          -3.2493            1.412
           -1.220            0.697          -4.5949            4.546
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.299          -0.8501          -2.5728          -0.3427
            1.678          -3.1424          -2.2929          -0.7846
           -6.676          -1.3874           0.2668          -2.4312
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.786           0.6188           11.466            1.420
            1.907          -1.8527            6.306          -10.897
           -3.465          -0.3840            2.074            5.098
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8899           0.8206           1.2547           0.6051
          -0.7221          -0.4332          -0.8718          -1.2430
           0.5432          -0.6767          -1.5989          -4.3851
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          1.20509           -2.174           -4.683           100.21
         -3.89884           -3.056           -7.421           102.68
         -0.05341           -1.425           -8.931            95.41
 rnd_95776.volume rnd_95787.volume
          -0.9945           -9.469
          -0.5220          -12.616
           5.9551           -4.003
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.674 2.346  7.309 4.413 5.127 1.630 1.329 3.710 4.560 3.260 2.393
[2,] 3.534 2.702  9.013 5.437 6.817 2.012 1.561 4.487 5.540 4.787 3.073
[3,] 4.149 3.065 10.269 6.588 7.766 2.365 1.718 4.962 6.204 5.325 3.680
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.631 2.635 2.868 2.964 3.243 3.509 3.703 5.378 4.965  8.338 3.120
[2,] 4.656 3.174 3.483 3.788 4.160 4.607 5.155 6.944 6.442  9.605 3.838
[3,] 5.347 3.580 3.925 4.210 4.765 5.081 6.104 8.044 7.560 11.161 4.331
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.961 3.953 1.639 4.030 3.856 2.979 4.204 1.634 4.148 3.315 1.908
[2,] 11.773 5.317 1.929 5.321 5.445 3.383 5.132 1.961 5.421 4.119 2.235
[3,] 14.119 6.399 2.121 6.596 6.795 3.698 6.386 2.175 6.577 4.729 2.433
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.318 4.154 3.943 3.150 3.035 2.772 0.9142 3.351 0.8032 2.835 2.480
[2,] 5.701 5.339 5.382 3.693 3.727 3.574 1.1055 4.001 0.9322 3.629 3.472
[3,] 6.616 5.989 6.458 4.139 4.353 3.989 1.2570 4.416 1.0601 4.153 4.114
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.347 1.454 2.957 3.075 3.670 2.321 3.552 3.640 1.603 3.335 3.005
[2,] 2.711 1.707 3.984 3.541 4.287 2.748 4.889 4.498 1.864 4.764 4.072
[3,] 2.990 1.853 4.639 4.022 4.812 3.064 5.737 5.052 2.080 5.928 4.853
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.585 2.119 2.856 0.9051 2.757 1.233 2.395 2.511 2.822 3.730 1.607
[2,] 4.144 3.732 3.426 1.1287 4.019 1.469 3.019 2.921 4.171 5.007 1.880
[3,] 4.823 4.938 3.919 1.2657 5.318 1.696 3.693 3.279 4.761 5.639 2.136
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.521 2.209 4.000 1.547 3.945 4.237 4.170 3.944 3.864 3.160 2.555
[2,] 4.662 2.486 5.334 1.831 4.903 5.355 4.895 5.047 5.093 4.523 3.937
[3,] 5.391 2.762 6.031 2.068 5.551 6.107 5.544 5.530 5.899 5.156 5.080
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.003 3.229 2.370 3.933 1.968 2.074 1.229 3.240 3.027 5.096 4.449
[2,] 1.171 3.967 2.950 4.968 2.260 2.606 1.515 3.981 3.530 5.976 5.477
[3,] 1.257 4.806 3.347 5.768 2.502 2.945 1.709 4.428 3.920 6.674 6.414
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.382 1.337 2.432 2.459 2.359 1.815 2.099  8.112  9.046 3.823
[2,] 2.428 2.650 2.905 2.890 3.040 2.060 2.835 10.989 11.650 5.214
[3,] 2.892 3.077 3.293 3.332 3.623 2.271 3.560 13.622 14.042 6.259
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]   [,6]    [,7]    [,8]
[1,]   3.395   2.979    9.282    5.604    6.511   2.07   1.687   4.711
[2,] 688.009 398.885 1569.636  945.236 1336.868 350.89 243.870 750.955
[3,] 646.895 430.626 1464.394 1107.301 1107.593 370.11 213.339 630.545
       [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.79    4.139   3.038   4.611   3.346   3.642   3.763   4.119
[2,] 936.25 1043.142 573.873 867.391 526.720 588.354 702.064 775.298
[3,] 831.16  694.247 602.489 782.368 492.664 538.294 547.183 691.275
       [,17]    [,18]    [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   4.456    4.702    6.829    6.305   10.59   3.962   10.11    5.019
[2,] 888.627 1067.450 1307.349 1221.621 1419.00 665.040 2580.95 1058.613
[3,] 637.659  972.609 1208.761 1177.394 1691.66 597.370 2319.88 1059.398
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   2.081    5.118    4.896   3.783    5.338   2.075    5.267   4.209
[2,] 302.664 1033.803 1144.160 476.655  876.296 322.577 1038.661 727.857
[3,] 262.541 1160.321 1209.851 444.522 1130.703 279.911 1108.203 691.046
       [,33]    [,34]   [,35]    [,36] [,37]   [,38]   [,39]   [,40]
[1,]   2.423    5.484   5.274    5.007   4.0   3.855   3.521   1.161
[2,] 346.284 1107.715 998.501 1090.106 573.9 643.762 671.475 184.969
[3,] 285.901  998.795 807.345 1062.624 556.2 669.235 526.874 178.040
       [,41]  [,42] [,43]  [,44]  [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   4.256   1.02   3.6   3.15   2.98   1.847   3.755   3.904   4.66
[2,] 650.321 140.82 674.4 723.16 404.10 266.262 794.429 522.760 659.18
[3,] 556.540 150.26 601.2 656.39 375.24 214.112 707.431 567.287 650.92
       [,50]   [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]
[1,]   2.948   4.511   4.623   2.035    4.235   3.816   3.282   2.691
[2,] 437.832 999.891 786.379 282.997 1012.438 817.829 963.867 914.060
[3,] 403.270 893.262 684.170 274.840 1049.867 785.564 734.750 962.404
       [,58]   [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]
[1,]   3.626   1.149    3.5   1.566   3.041   3.189   3.584   4.737   2.04
[2,] 563.232 200.702  870.2 237.607 546.828 444.228 913.979 993.996 290.54
[3,] 566.629 170.432 1036.7 251.963 633.324 443.318 682.964 772.085 301.51
       [,67]   [,68]    [,69]   [,70]  [,71]  [,72]   [,73]   [,74]
[1,]   4.471   2.806    5.079   1.965   5.01   5.38   5.296   5.009
[2,] 909.731 339.453 1050.122 291.600 866.13 974.60 762.889 937.063
[3,] 805.182 357.780  837.746 285.799 774.88 873.67 774.762 672.790
       [,75]   [,76]   [,77]   [,78] [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   4.906   4.013   3.245   1.274   4.1   3.009   4.995   2.499   2.634
[2,] 987.312 963.000 891.233 179.779 685.8 522.890 903.304 330.929 469.620
[3,] 886.116 736.655 955.628 136.126 807.6 470.289 871.957 319.577 408.053
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.561   4.115   3.843   6.471   5.649   1.755   1.698   3.088
[2,] 263.537 688.050 540.569 929.161 950.698 594.114 680.955 472.986
[3,] 235.494 577.460 507.815 884.508 993.395 467.674 465.309 461.438
       [,92]   [,93]   [,94]   [,95]  [,96]   [,97]    [,98]
[1,]   3.123   2.995   2.305   2.665   10.3   11.49    4.854
[2,] 451.548 570.900 289.699 567.282 2206.4 2184.73 1055.234
[3,] 493.917 586.581 284.854 640.784 2395.8 2333.23 1030.626
[1] "--- VAR model 2017-10-02 15:01:00  completed"
[1] "Completed training sample:  2017-10-02 15:01:00 - 2017-10-02 23:00:00"
[1] "SpVAR;   training sample:  2017-10-02 15:31:00 - 2017-10-02 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.629          -3.452         -5.434        -14.264
           2.257          -1.194        -16.640        -14.228
           2.802          -2.216        -10.333         -5.527
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.584        -0.5005         -0.90116            2.692
        -11.973         2.4833         -1.72251           -1.974
        -13.279        -1.3669          0.02374           -4.787
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.706          1.35228           5.3972           -5.661
           -1.935         -0.09684           0.5818           -3.768
           -4.717         -1.55816          -0.2628           -9.215
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.049          -2.7711           -3.417            16.94
           -1.395           0.6787           -0.106            10.85
           -0.690          -1.9362           -1.449            15.05
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.652           -3.890           2.4203            3.367
           -6.962           -1.188           0.3983           -3.708
           -6.147           -3.235          -5.1307            1.837
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.805          -0.5689           -19.37           -12.06
          -13.963           6.9501           -20.71           -11.52
            3.845           4.2559           -17.54           -13.93
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.07235          -18.461          -11.925           0.9738
          0.68745           -2.832          -10.137          -0.7985
          0.18135          -12.084           -6.868           1.5921
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.191           0.4898           -17.07          -3.8980
          -15.908          -2.6493           -16.38          -6.3370
           -4.906           0.9689           -12.42          -0.6469
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.493          -14.307           -3.764           -4.245
           -1.195           -5.891          -12.198          -13.696
           -1.990          -16.840          -14.246           -8.217
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3674           -0.934         -0.08541         -0.02851
           3.7514            4.559         -0.05028         -1.33364
           1.0961            1.872          1.27334          0.35391
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.583          -0.2209           -3.523           -7.297
            3.638           0.2319           -5.869          -10.027
            2.145          -0.1346           -7.040           -7.084
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6951          -1.8777           -6.663           -4.343
           2.1684          -0.1162           -7.548           -1.398
           0.6347          -0.2087           -3.777            1.747
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.7172           0.8687           0.8915          -0.8437
          -5.0353          -1.9628         -11.8618          -0.8989
          -0.3526          -4.1748         -10.2819           5.7089
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.7323            2.777          0.06097          -0.5571
           0.7525           -1.529          0.65962           1.0422
          -2.9732           -6.298         -9.82251          -2.7786
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.2668           0.3605           0.5502           -2.348
          -0.8918           7.8298          -0.2483            4.199
           0.8358           0.1085           1.6268            1.655
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.8233          -0.8486            1.296           -3.164
          -0.8714           1.8458           -3.672           -2.272
           0.2568          -2.4763            1.149            1.183
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.288            0.117          -10.678           1.7681
           -2.167            1.397            3.721          -0.9040
           -1.764           -2.947            2.733          -0.8956
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.851          -1.6270           1.4537          -1.3159
            2.486          -3.6084           0.4914           1.5310
            3.030           0.1471           0.3427           0.4416
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.6576          -0.0912          -7.4311          -0.9102
          -2.8969          -0.1818          -0.6918          -2.9335
          -0.3202          -1.1763          -5.7067          -0.4390
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.856           0.3603          -0.3014           -3.044
           -1.708          -0.2989          -4.5778            1.486
           -2.716           0.8524          -2.3518           -2.315
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.369          -0.1230          -1.5497           0.5461
           -2.729          -1.2295           0.5247           1.2987
           -5.387          -0.2766          -0.1833          -0.6760
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.364           -1.125           2.6008           0.1332
            3.400           -3.203           0.0445          -0.3732
            4.219           -2.421           2.2589          -2.6497
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.1361          -3.4763         -1.15154          -0.1734
          -0.7349           0.5902          0.06345           0.2630
           0.9915          -0.5212         -0.66981          -0.8870
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.9043           -1.454           -2.304            95.37
           2.2070           -1.896           -2.652           104.56
           2.9797           -1.013           -3.150           100.24
 rnd_95776.volume rnd_95787.volume
           -29.90          -13.917
           -28.63           -7.374
           -12.41          -11.358
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.588 2.199  7.372 4.087 4.676 1.390 1.318 3.552 4.214 3.118 2.210
[2,] 3.372 2.558  8.942 5.035 6.169 1.768 1.528 4.265 5.350 4.558 2.887
[3,] 3.926 2.873 10.158 6.165 6.818 2.085 1.681 4.691 5.939 5.085 3.485
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.367 2.520 2.806 2.871 3.216 3.363 3.341 5.211 4.727  8.483 2.942
[2,] 4.411 3.032 3.403 3.623 4.113 4.398 4.716 6.594 6.048  9.692 3.751
[3,] 5.102 3.447 3.853 4.058 4.623 4.845 5.479 7.522 6.957 11.236 4.169
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.572 3.806 1.592 3.791 3.591 2.726 3.911 1.535 3.949 3.219 1.794
[2,] 11.640 5.140 1.884 5.060 5.182 3.170 4.818 1.825 5.222 3.928 2.172
[3,] 13.735 6.304 2.035 6.538 6.627 3.485 5.965 2.038 6.233 4.470 2.367
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.928 3.731 3.621 2.880 2.954 2.640 0.8839 2.980 0.7774 2.802 2.459
[2,] 5.360 4.900 5.030 3.392 3.652 3.421 1.0687 3.610 0.9052 3.488 3.396
[3,] 6.144 5.433 6.114 3.902 4.172 3.770 1.2072 3.978 1.0327 4.044 3.982
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.289 1.325 2.766 2.875 3.530 2.218 3.459 3.334 1.487 3.190 2.950
[2,] 2.629 1.563 3.773 3.352 4.059 2.644 4.676 3.993 1.769 4.617 3.974
[3,] 2.896 1.718 4.388 3.826 4.605 2.969 5.476 4.389 1.975 5.722 4.713
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.491 1.915 2.698 0.8606 2.530 1.165 2.242 2.426 2.518 3.596 1.301
[2,] 3.810 3.461 3.173 1.0530 3.713 1.379 2.883 2.771 3.729 4.725 1.571
[3,] 4.634 4.637 3.632 1.2055 4.921 1.541 3.480 3.121 4.272 5.349 1.870
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.491 2.165 3.666 1.478 3.658 3.684 3.873 3.835 3.770 2.987 2.433
[2,] 4.563 2.416 4.830 1.761 4.566 4.956 4.559 4.848 4.953 4.328 3.780
[3,] 5.187 2.647 5.546 1.992 5.111 5.640 5.167 5.344 5.705 5.009 4.909
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9884 3.146 2.223 3.743 1.861 2.007 1.154 3.055 2.796 4.872 4.328
[2,] 1.1327 3.893 2.776 4.714 2.149 2.528 1.420 3.753 3.345 5.780 5.325
[3,] 1.2373 4.764 3.165 5.558 2.375 2.827 1.617 4.230 3.747 6.433 6.109
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.283 1.175 2.252 2.333 2.161 1.665 2.048  8.259  8.401 3.672
[2,] 2.312 2.549 2.741 2.733 2.721 1.930 2.797 11.222 11.093 4.991
[3,] 2.735 2.939 3.125 3.181 3.224 2.120 3.542 13.953 13.473 6.083
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.286   2.792    9.362    5.19    5.938   1.765   1.673   4.511
[2,] 657.339 397.991 1539.205  894.25 1223.737 332.415 235.418 717.924
[3,] 611.879 397.276 1465.536 1082.23  882.996 335.902 213.163 594.326
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    5.352    3.959   2.807   4.275   3.201   3.563   3.645   4.084
[2,] 1002.510 1011.116 565.095 866.879 512.485 585.847 672.216 779.939
[3,]  784.083  685.523 593.548 779.763 498.691 549.327 556.334 641.702
       [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   4.271    4.243    6.617    6.002   10.77   3.736    9.616    4.834
[2,] 861.967 1012.466 1228.995 1147.547 1426.13 707.822 2688.556 1050.565
[3,] 618.456  847.782 1100.999 1046.024 1728.67 553.129 2217.936 1109.964
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   2.021    4.814    4.559   3.462    4.967   1.949    5.015   4.088
[2,] 306.660 1019.242 1136.607 491.806  855.613 300.211 1038.900 684.470
[3,] 233.843 1259.339 1256.003 440.868 1069.790 276.002 1034.977 648.949
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.278    4.988   4.738    4.598   3.657   3.751   3.353   1.122
[2,] 372.134 1109.296 966.146 1062.105 545.134 653.081 661.534 182.703
[3,] 286.682  913.147 713.316 1057.272 586.484 613.273 482.124 170.730
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]  [,48]
[1,]   3.785   0.9871   3.559   3.123   2.907   1.682   3.512   3.65
[2,] 619.649 141.0487 631.608 712.558 392.971 252.110 780.779 524.23
[3,] 508.460 151.1979 622.547 632.076 369.607 217.004 681.166 561.19
       [,49]   [,50]   [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   4.483   2.817   4.393   4.234   1.889    4.051   3.746   3.163
[2,] 609.451 437.437 956.762 668.500 290.985 1015.383 809.933 876.958
[3,] 661.046 410.590 866.905 553.750 267.459 1028.010 770.885 802.348
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   2.432   3.426   1.093   3.213   1.479   2.847   3.081   3.198
[2,] 876.834 507.988 184.544 826.514 224.653 551.024 407.187 836.476
[3,] 938.514 537.621 178.499 982.330 209.022 592.697 436.943 634.273
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]    [,72]
[1,]   4.567   1.653   4.433   2.749   4.655   1.876   4.645    4.678
[2,] 932.281 267.525 893.611 326.165 956.416 291.309 831.089 1008.258
[3,] 762.081 308.772 750.439 328.931 829.382 283.478 698.902  818.657
       [,73]  [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   4.918   4.87   4.788   3.792   3.09   1.255   3.995   2.822   4.753
[2,] 731.550 901.76 977.043 952.536 879.91 168.274 697.427 505.959 871.716
[3,] 739.190 684.12 860.645 767.253 952.51 151.461 834.965 462.373 895.568
       [,82]   [,83]   [,84]   [,85]  [,86]   [,87]   [,88]   [,89]
[1,]   2.363   2.548   1.466   3.879   3.55   6.186   5.496   1.629
[2,] 326.875 467.535 251.322 663.322 558.36 945.790 943.535 584.886
[3,] 307.603 384.672 235.271 593.078 514.04 859.245 910.450 444.675
       [,90]  [,91]   [,92]   [,93]   [,94] [,95]   [,96]   [,97]    [,98]
[1,]   1.492   2.86   2.963   2.745   2.115   2.6   10.49   10.67    4.662
[2,] 687.810 475.36 433.047 502.575 296.678 579.3 2310.78 2202.94 1028.433
[3,] 444.906 456.02 495.165 526.042 267.251 661.2 2521.94 2325.72 1057.661
[1] "--- VAR model 2017-10-02 15:31:00  completed"
[1] "Completed training sample:  2017-10-02 15:31:00 - 2017-10-02 23:30:00"
[1] "SpVAR;   training sample:  2017-10-02 16:01:00 - 2017-10-03 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.132         -0.1076        -0.8801         -6.377
           1.519          0.9621        -4.9042         -7.559
           1.009         -1.7116        -7.5009         -4.709
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.287        -0.3115           0.8886            1.392
         -9.207         1.2436          -0.5268            1.754
         -6.599        -0.2906          -0.0955            1.343
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           6.4764           -1.280          -0.3657          -0.5491
          -0.4931            3.285           0.9645          -3.6962
           0.1063           -2.951           0.3642          -7.6015
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.0662          -2.4623            2.276            14.44
           0.9885           0.6834           -2.041            13.17
          -1.8043          -0.9198            2.011            12.99
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          1.48200            1.179          -3.9299            1.638
         -0.07157            1.613          -0.3135            2.574
         -0.39470            1.855           4.3891            1.847
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.172            9.449         -20.7793          -9.6127
           -5.444           -1.809          -5.6515          -3.4757
            6.374            2.576           0.8751           0.1392
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.5629          -1.0787            3.081          -1.1989
          -0.7689          -3.8882           -8.779           4.3145
          -1.0628          -0.1696           -4.834           0.7801
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.903           0.8507           -7.847           1.3928
           -6.137          -0.2519            3.288           0.8061
           -3.325          -0.5260           -9.002          -1.8036
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.254           -2.713          -12.325         -11.5501
           -1.206            1.738           -2.530          -5.5499
           -1.359           -8.225           -2.084          -0.1587
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.691          -5.5276            2.838           2.1746
            2.832          -2.9605            5.460          -0.1954
           -4.339           0.4707            4.730           0.9986
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.354         -0.05435           -7.750           -8.217
            0.484         -1.10495           -7.057          -13.433
            1.228         -0.01108           -4.309          -10.095
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
         -6.50671           0.0895           -4.672           4.5007
         -0.65591           0.5348          -10.312          -0.8502
          0.06539          -1.0932          -10.690          -0.3854
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.0268           -2.088           -4.178           4.5419
           0.8339           -1.650            9.039          -0.3357
          -4.3546           -2.613           -1.187           0.1388
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.352           0.3604           -2.083          -0.3778
            1.002           3.1219           -1.964          -1.3056
            1.330           2.5849            2.169           0.8713
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.118            1.827          -0.4741           -3.855
            1.028           -0.599           0.4646            1.931
           -3.841            2.280           0.3649            1.916
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.27906           -4.552           1.7033           0.4363
         -0.33626            1.567           4.4758           5.4763
          0.09097            1.743          -0.7024           0.4161
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.790           0.1640           -2.487           2.6966
           -3.213          -1.8283           -4.780          -0.6306
            3.693          -0.1791            2.958           0.2657
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           6.1131          -1.9677          -1.4505           7.9917
          -2.7102          -0.6917          -2.2982          -0.5766
          -0.4353           0.1805           0.3917           1.1280
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.788           -6.280            3.176         -8.03854
           -4.390           -1.449           -3.588          0.09514
           -2.120           -4.896           -3.717         -4.62233
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.598          0.62575           3.1147           0.9671
           -6.464          0.80463          -5.2993           1.2191
            2.194         -0.09002          -0.3499          -0.2132
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.667          -0.1042           3.6267           1.5469
            1.032           0.8250           1.8667          -0.5791
           -2.739          -1.4906           0.2061           1.0094
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3608           2.8091          -9.0315          -0.2425
          -4.4530           0.1748          -0.7737           6.3022
          -0.8276           0.6486          -5.6661          -3.1876
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.8189           0.2904          -0.9751          -1.3727
           1.2824          -0.3204           1.7164           0.7449
           0.6195           0.1929          -0.1375           2.4006
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.224           1.5193           -2.111            118.4
            1.022          -0.4505           -2.042            114.4
            1.891          -1.0535           -2.812            111.8
 rnd_95776.volume rnd_95787.volume
            5.210           -8.092
           -8.508           -2.309
          -27.489            1.188
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.438 2.016 7.240 3.808 4.288 1.258 1.213 3.380 3.973 2.790 2.093
[2,] 3.117 2.340 8.476 4.800 5.712 1.624 1.446 4.008 4.864 4.042 2.766
[3,] 3.616 2.672 9.819 5.745 6.305 1.955 1.608 4.405 5.454 4.482 3.261
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.164 2.414 2.590 2.765 3.117 3.073 3.144 4.957 4.402  8.039 2.882
[2,] 4.275 2.847 3.321 3.468 3.934 4.061 4.555 6.402 5.886  9.125 3.671
[3,] 4.883 3.259 3.796 4.022 4.399 4.605 5.291 7.139 6.696 10.320 4.021
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.364 3.627 1.503 3.497 3.588 2.645 3.618 1.408 3.496 2.893 1.746
[2,] 11.513 4.927 1.790 4.784 5.053 3.083 4.516 1.699 4.750 3.491 2.051
[3,] 13.298 6.109 1.956 6.273 6.324 3.353 5.465 1.925 5.748 3.873 2.236
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.789 3.456 3.401 2.571 2.785 2.511 0.8518 2.738 0.7168 2.692 2.304
[2,] 4.941 4.711 4.724 3.152 3.469 3.198 1.0274 3.361 0.8537 3.373 3.210
[3,] 5.716 5.187 5.614 3.666 3.911 3.613 1.1522 3.705 0.9779 3.939 3.863
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.123 1.270 2.692 2.712  3.34 2.103 3.220 2.807 1.345 3.062 2.657
[2,] 2.519 1.514 3.649 3.178  3.89 2.536 4.326 3.400 1.649 4.422 3.728
[3,] 2.803 1.632 4.238 3.571  4.38 2.835 5.294 3.888 1.840 5.324 4.394
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.355 1.823 2.460 0.7374 2.452 1.144 1.976 2.283 2.349 3.355 1.198
[2,] 3.579 3.282 2.925 0.9145 3.610 1.308 2.594 2.633 3.530 4.647 1.458
[3,] 4.396 4.451 3.383 1.0877 4.679 1.472 3.186 2.917 4.081 5.277 1.720
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.298 2.085 3.255 1.357 3.267 3.257 3.388 3.643 3.770 2.833 2.358
[2,] 4.353 2.346 4.416 1.611 3.949 4.423 4.155 4.648 4.811 4.150 3.675
[3,] 4.907 2.606 5.069 1.807 4.421 5.022 4.705 5.089 5.607 4.790 4.756
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8976 3.053 2.148 3.358 1.678 1.890 1.047 2.706 2.423 4.699 4.109
[2,] 1.0555 3.722 2.653 4.363 1.971 2.380 1.273 3.420 2.882 5.595 4.872
[3,] 1.1602 4.549 3.008 5.156 2.188 2.691 1.478 3.902 3.293 6.265 5.599
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.190 1.159 2.018 2.070 2.019 1.493 1.940  8.499  7.387 3.423
[2,] 2.054 2.337 2.477 2.468 2.506 1.815 2.684 11.238 10.331 4.744
[3,] 2.466 2.703 2.880 2.900 2.936 2.005 3.393 13.959 12.636 5.886
Root mean square errors of predictions:  
        [,1]   [,2]     [,3]     [,4]     [,5]    [,6]   [,7]    [,8]
[1,]   3.096   2.56    9.194    4.835    5.445   1.598   1.54   4.292
[2,] 661.418 404.38 1500.661  994.946 1284.777 349.444 267.77 733.171
[3,] 624.014 439.47 1687.590 1074.873  909.026 370.898 240.07 622.130
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.045   3.543   2.657   4.018   3.066   3.288   3.511   3.958
[2,] 955.430 995.714 615.606 978.864 513.583 708.155 712.643 817.152
[3,] 840.393 659.379 588.415 803.816 540.150 626.219 694.134 670.270
       [,17]    [,18]    [,19]   [,20]   [,21]  [,22]    [,23]    [,24]
[1,]   3.902    3.993    6.294    5.59   10.21   3.66    9.352    4.606
[2,] 904.029 1122.389 1379.413 1330.28 1470.42 773.93 3013.344 1135.565
[3,] 739.431  916.125 1076.121 1087.39 1641.20 559.09 2266.071 1229.721
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.908    4.441    4.556   3.359    4.594   1.788    4.439   3.673
[2,] 330.911 1111.699 1211.607 539.453  920.392 323.784 1095.121 665.574
[3,] 268.409 1381.361 1294.820 448.257 1048.072 307.993 1102.281 570.844
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.217    4.811    4.388    4.319   3.265   3.536   3.189   1.082
[2,] 366.411 1079.790 1090.127 1116.368 621.113 704.428 674.050 195.617
[3,] 303.420  978.631  739.248 1032.597 637.100 615.023 573.134 177.580
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.477   0.9103   3.419   2.926   2.696   1.612   3.418   3.444
[2,] 663.563 157.8722 692.024 761.047 461.705 280.733 839.043 564.260
[3,] 530.849 162.3786 692.654 731.437 418.784 207.065 734.014 554.803
       [,49]  [,50]    [,51]   [,52]   [,53]    [,54]   [,55]  [,56]
[1,]   4.242   2.67    4.089   3.564   1.708    3.888   3.374   2.99
[2,] 678.661 482.67  983.803 653.598 325.049 1086.465 890.653 917.61
[3,] 686.012 431.33 1039.223 642.188 277.947 1009.264 791.841 869.35
        [,57]   [,58]    [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]    2.315   3.124   0.9364    3.114   1.453   2.509   2.899   2.983
[2,]  929.298 538.470 184.1784  901.920 215.704 572.049 446.898 897.025
[3,] 1023.918 578.752 200.5181 1013.713 230.336 630.110 427.009 697.412
       [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    4.26   1.521   4.188   2.648    4.134   1.723   4.149    4.136
[2,] 1095.04 283.376 967.580 366.085 1016.065 296.057 755.289 1018.840
[3,]  851.38 310.838 770.916 385.933  847.601 278.400 676.970  810.206
       [,73]   [,74]    [,75]    [,76]    [,77]  [,78]   [,79]   [,80]
[1,]   4.302   4.627    4.787    3.597    2.994   1.14   3.876   2.728
[2,] 818.971 982.926 1017.875 1032.475  959.660 189.12 724.911 530.002
[3,] 752.128 705.607  980.815  814.766 1028.422 163.94 890.699 482.796
       [,81]  [,82] [,83]   [,84]   [,85]   [,86]    [,87]   [,88]   [,89]
[1,]   4.264   2.13   2.4   1.329   3.437   3.077    5.967   5.218   1.511
[2,] 948.412 352.19 492.5 247.024 711.786 531.104 1034.109 891.313 570.210
[3,] 935.778 323.94 427.3 255.516 639.651 542.770  959.737 939.787 464.276
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   1.471   2.562   2.629   2.564   1.896   2.464   10.79    9.38
[2,] 690.940 489.548 457.607 505.400 351.084 631.551 2503.97 2459.53
[3,] 462.783 499.921 518.479 520.805 290.343 706.747 2819.50 2477.46
        [,98]
[1,]    4.346
[2,] 1118.641
[3,] 1186.129
[1] "--- VAR model 2017-10-02 16:01:00  completed"
[1] "Completed training sample:  2017-10-02 16:01:00 - 2017-10-03 00:00:00"
[1] "SpVAR;   training sample:  2017-10-02 16:31:00 - 2017-10-03 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7924        -0.57869         -2.050         -2.180
         -1.5502         0.04958        -11.285          4.872
         -2.7273        -0.52894         -1.847         -5.367
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         3.4836        -2.3295          -0.7919           -1.294
         1.6550         0.2172           1.4809            1.392
        -0.4325        -1.7938          -0.5521           -4.328
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -12.379           -4.656           0.7505           -9.224
            3.757           -1.359          -2.5632           -8.828
           -6.117           -2.173           1.9979            1.446
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.7087          0.08909           -1.556            9.108
          -0.8731         -5.59765           -2.647            8.446
           0.7153          0.35398           -1.327            8.199
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.2180           0.9642           -0.848          -0.5617
          -0.3507          -0.8090           -1.624           1.5188
          -2.6544          -4.9776            1.924           3.4493
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.737           -1.820           -7.760          -10.619
           -7.767           -3.351           -7.065           -2.565
            1.196           -1.152          -11.358           -5.996
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2089          -0.1438           0.6448            2.941
          -0.1337          -1.6250          -6.5464            0.913
           0.4484          -0.7040          -2.3568           -0.280
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.727            2.222           -4.195            2.599
            5.317            1.040            1.195           -5.558
           -6.616            0.103           -6.984           -1.650
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.6323         -2.37801           0.8445           -2.270
           1.6343         -0.09957          -5.1921           -2.151
           0.3606         -5.83057          -1.4801           -2.947
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4647          -0.6571          -2.4475           1.2465
           1.2114           1.7722           3.8565          -0.2320
           0.4619           3.5520           0.6401           0.6446
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8384           0.1923           5.1023           0.3993
          -2.0431           0.3950           0.7984           3.0228
           0.4830           0.8426          -1.4246           0.2068
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4049          -0.6217           0.4629           -1.097
           2.4652          -0.1122           0.9182           -1.161
           2.3418           0.3451          -0.1236           -1.265
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.555           -1.359          -0.8400            2.301
            1.420           -2.109           0.6295           -2.868
           -1.348           -1.787           3.6651            2.952
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4858           -2.140           0.1248         -0.06407
           1.3957           -1.897           1.7423         -2.35933
           1.4774            2.261           0.2362         -0.39426
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.1396           6.2395           0.2143         -0.19447
          -1.7707          -0.9775          -0.4134          3.03629
           0.8940          -0.6305          -0.2043          0.02683
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.9770            2.302            1.908           0.7272
          -1.7866           -1.659            1.249           4.5327
          -0.9806            1.110            3.686          -0.2686
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.5488         -1.74331           -1.532           2.8774
           4.8148         -0.03416            6.041           0.4103
           1.8255         -1.11813            3.547           0.5458
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.328          -0.5940           -3.808           -2.627
            2.730          -0.1664           -4.523            4.312
            3.126           1.6061           -4.621           -4.730
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.872           -1.502            5.701           1.5194
            4.780            1.048            5.447           0.7212
           -1.394           -2.067            2.589           3.6384
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.970           0.2845          -0.1823          -2.5801
           -2.578          -1.1823          -5.6189           2.5777
            2.099           0.1153           1.0471          -0.8795
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.9551           -2.814          -1.6864           0.9793
          -2.7656           -2.217          -0.6473          -0.2654
          -0.5068           -1.116           2.5595           0.3246
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.850          -1.5836            8.722         -4.67281
            4.161           2.5114            1.018          3.86372
            7.651           0.1276            4.171         -0.02091
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5159          -0.8166         -0.07389           0.6911
           1.0998          -0.5363         -0.72268           0.1877
          -0.1315          -0.2823         -0.08548          -0.4094
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.01987          -1.4770           -2.236            94.56
          3.28997           2.1359           -1.669            98.12
          0.97367          -0.8631           -3.342            93.13
 rnd_95776.volume rnd_95787.volume
           -1.861           -9.051
            3.039           -1.321
            0.689           -8.055
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.086 1.843 6.760 3.383 3.768 1.169 1.129 3.102 3.532 2.654 1.955
[2,] 2.852 2.137 8.038 4.304 5.167 1.527 1.370 3.641 4.479 3.836 2.552
[3,] 3.283 2.403 9.397 5.288 5.810 1.812 1.517 4.068 5.028 4.214 3.107
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.039 1.833 2.355 2.514 2.892 2.961 2.983 4.607 4.084 7.278 2.617
[2,] 4.007 2.209 3.190 3.384 3.744 4.016 4.439 6.028 5.356 8.381 3.281
[3,] 4.697 2.602 3.688 3.881 4.250 4.507 5.090 6.851 6.266 9.295 3.629
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.722 3.523 1.387 3.171 3.171 2.438 3.097 1.366 3.094 2.727 1.708
[2,] 10.881 4.787 1.684 4.489 4.665 2.933 4.098 1.636 4.344 3.290 1.987
[3,] 12.554 5.910 1.849 5.967 5.928 3.221 5.163 1.837 5.343 3.607 2.147
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.638 3.212 3.072 2.494 2.478 2.315 0.8176 2.606 0.7040 2.598 2.328
[2,] 4.658 4.413 4.294 2.986 3.182 2.994 0.9827 3.265 0.8324 3.175 3.154
[3,] 5.488 4.955 5.204 3.452 3.632 3.368 1.1149 3.575 0.9454 3.786 3.700
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.042 1.165 2.449 2.402 3.128 2.008 3.010 2.608 1.250 2.904 2.448
[2,] 2.388 1.397 3.499 2.900 3.749 2.408 4.115 3.204 1.555 4.096 3.569
[3,] 2.661 1.535 4.022 3.307 4.249 2.753 4.947 3.706 1.721 4.860 4.211
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.098 1.662 2.377 0.7111 2.218 1.058 1.946 2.009 2.117 3.091 1.053
[2,] 3.250 3.089 2.832 0.8681 3.342 1.254 2.466 2.478 3.279 4.328 1.324
[3,] 4.058 4.170 3.198 1.0150 4.351 1.399 3.028 2.743 3.928 5.059 1.583
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.983 2.052 2.915 1.271 2.700 3.090 3.263 3.400 3.594 2.632 2.089
[2,] 3.911 2.349 4.044 1.490 3.325 4.300 3.953 4.369 4.615 4.025 3.413
[3,] 4.586 2.575 4.789 1.666 3.902 4.861 4.478 4.765 5.335 4.723 4.446
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8242 2.713 1.930 3.207 1.550 1.824 0.9845 2.317 2.273 4.405 3.997
[2,] 0.9765 3.371 2.434 4.126 1.827 2.249 1.1831 3.156 2.669 5.185 4.696
[3,] 1.0837 4.206 2.712 4.913 2.054 2.557 1.3481 3.605 3.022 5.798 5.344
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.051 1.054 1.743 1.874 1.837 1.400 1.939  7.976  7.085 3.341
[2,] 1.797 2.078 2.207 2.253 2.313 1.694 2.664 10.921 10.003 4.556
[3,] 2.220 2.473 2.611 2.612 2.731 1.880 3.365 13.378 12.289 5.624
Root mean square errors of predictions:  
       [,1]   [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   2.65   2.34    8.585    4.296    4.784   1.485   1.434   3.939
[2,] 672.09 373.67 1502.607  919.265 1222.241 339.304 268.380 659.222
[3,] 561.68 380.08 1682.480 1062.165  918.043 337.218 225.369 626.827
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]   4.485   3.37   2.483   3.859   2.328   2.991   3.192   3.673   3.76
[2,] 951.931 957.09 566.958 902.722 426.334 743.553 782.907 821.898 937.47
[3,] 789.541 603.32 612.519 847.194 474.970 639.898 656.768 694.659 707.61
        [,18]   [,19]    [,20]    [,21]   [,22]    [,23]    [,24]   [,25]
[1,]    3.788    5.85    5.186    9.242   3.323    8.536    4.473   1.761
[2,] 1136.229 1343.60 1198.100 1436.570 684.096 2957.213 1120.236 330.315
[3,]  861.131 1125.49 1123.651 1389.142 536.337 2164.168 1197.901 263.516
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]  [,33]
[1,]    4.027    4.027   3.095    3.933   1.735    3.928   3.463   2.17
[2,] 1098.397 1182.422 563.621  927.268 311.015 1053.862 635.697 350.70
[3,] 1358.583 1264.465 460.692 1085.875 289.121 1075.314 511.098 281.46
        [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]    4.619    4.079    3.901   3.167   3.147   2.939   1.038   3.309
[2,] 1005.447 1045.692 1036.943 567.437 689.739 656.066 188.427 679.622
[3,] 1003.006  779.269 1015.946 598.617 605.133 533.348 182.003 503.881
        [,42]   [,43]   [,44]   [,45]  [,46]  [,47]  [,48]   [,49]  [,50]
[1,]   0.8939   3.299   2.956   2.593   1.48   3.11   3.05   3.971   2.55
[2,] 153.5072 630.922 735.451 427.595 266.59 864.04 561.87 714.217 459.29
[3,] 154.9636 712.854 668.907 406.089 219.87 685.23 549.26 691.168 461.12
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]   [,58]
[1,]   3.823   3.312   1.587   3.687   3.109   2.664   2.11   3.018
[2,] 969.615 643.249 319.888 998.302 897.651 857.985 900.14 532.367
[3,] 949.301 643.883 254.894 904.452 772.462 839.985 968.14 513.503
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]    [,65]   [,66]
[1,]   0.903   2.816   1.344   2.471   2.551   2.688    3.925   1.337
[2,] 172.062 864.157 232.611 523.652 501.384 865.499 1046.894 277.729
[3,] 181.824 962.980 214.203 607.539 406.771 747.281  905.294 299.821
       [,67]   [,68]   [,69]   [,70]   [,71]    [,72]   [,73]   [,74]
[1,]   3.788   2.606   3.701   1.614   3.429    3.924   4.143   4.317
[2,] 873.890 395.245 968.988 268.726 670.629 1033.364 771.272 948.468
[3,] 828.002 364.531 886.450 257.356 705.516  783.732 727.499 657.614
        [,75]    [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]    4.563    3.342   2.653   1.047   3.445   2.451   4.073   1.969
[2,] 1000.794 1052.426 933.019 180.988 691.823 512.365 897.209 334.235
[3,]  925.272  854.296 984.728 162.419 869.447 413.613 921.419 323.974
       [,83]  [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.317   1.25   2.943   2.886   5.594   5.075   1.334   1.339
[2,] 454.740 226.77 740.314 483.914 945.029 851.995 503.897 618.801
[3,] 420.651 223.37 602.172 489.625 897.067 881.907 450.763 463.743
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]    [,97]    [,98]
[1,]   2.213   2.379   2.333   1.778   2.462   10.13    8.997    4.242
[2,] 467.777 432.239 485.444 329.096 631.561 2578.30 2440.749 1070.713
[3,] 482.354 457.075 502.053 281.887 710.584 2670.68 2467.206 1139.391
[1] "--- VAR model 2017-10-02 16:31:00  completed"
[1] "Completed training sample:  2017-10-02 16:31:00 - 2017-10-03 00:30:00"
[1] "SpVAR;   training sample:  2017-10-02 17:01:00 - 2017-10-03 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.3301          1.9863         0.3875         -1.162
          0.9197          0.8517         3.0529          4.641
          0.9886          0.3046        -1.3322         -5.331
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.860          2.726          0.42960           0.7851
         -4.307          0.916         -0.40930          -2.5727
          5.566         -1.019          0.02436          -0.9589
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.3257          -0.8745          -0.7446           -6.920
           0.7766          -0.7826          -0.5304           -4.789
          -2.2588          -0.0899          -0.5564           -2.915
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.219            2.881         -1.28584           12.867
            1.496           -3.130          0.07206           11.524
           -1.909           -2.225         -3.73564            6.157
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.789          -0.5206           -8.848           -2.407
           -3.464          -2.7864           -5.818           -4.747
           -4.810          -2.4695           -1.101           -1.373
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3445           -1.243           -8.857           -6.782
           3.5236            1.687           -4.804           -2.534
          -7.0743            1.615           -0.797           -3.145
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1252           -1.400            5.084           5.4716
          -0.2429           -2.659           -5.533          -0.3956
          -0.2657           -3.551           -1.469           1.6660
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.3801          -1.4947          -3.3839          -4.9070
           2.7080          -1.5625           2.9016          -0.7036
          -5.0234          -0.5727          -0.2132          -0.2065
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.3251          -1.9717           -1.836           4.3791
           0.7708           0.2365           -2.926           0.7919
          -0.1250           0.1350            5.454           2.0258
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          4.28219          -0.4941           1.8472           0.2305
          4.07769          -1.6822           0.9639           0.4705
         -0.02505           0.1252           0.3833          -0.1327
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4115           0.8423          0.09833          -0.1514
           2.5208          -0.5257          0.41653          -4.4996
           1.1476          -0.3937         -1.21939          -2.2361
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.1791           1.0659           -1.519          -0.3925
          -0.5694           0.2825           -2.820           1.8756
          -1.3164           0.3167           -4.218          -2.3263
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.604           2.1362           -2.058            0.775
           -3.213          -0.1935            6.475            3.623
            1.336          -0.4859           -1.201           -1.179
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.0564           0.7881          -0.2104          -3.1263
           0.7933          -1.7308           0.3335           1.2600
           0.6841           3.7773           3.1377           0.7678
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.4763           -1.185           0.4151          -0.2758
          -0.3426            5.191           0.3164          -0.7779
           0.2334            1.149           1.2055          -0.7171
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6090          0.76225         -0.08358           -2.547
           0.2932         -0.07303          1.10643            1.180
           0.1321          0.25448          0.90441            2.323
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.5330          -0.5614           -1.888            3.547
          -1.6764           0.3348           -3.327           -1.673
          -0.4221           1.2583            0.854            1.192
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.437          -0.2754          1.48048          0.01422
           -1.477           0.4182          1.72559          0.94134
           -1.001          -0.9536         -0.08605          0.65786
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.7818          -4.1910           0.2689          -1.6851
           2.8851           2.6164          -1.4051           1.5061
           0.1336          -0.7702           0.2784           0.1764
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.868           0.6609           -3.147          -0.6646
            3.465           0.5850           -6.222          -1.1855
            1.093          -0.4569            1.716          -0.1652
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.01575           2.1271           0.4402           2.0392
         -8.07618          -0.1564          -0.4836           1.3075
         -2.00377           0.3561          -1.0384          -0.3767
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.746          0.62952           0.3011           -1.577
            3.187         -0.02605          -0.3657            1.476
            1.813         -1.43637           1.4433           -1.076
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.504          -0.6357          -2.0625           -1.785
           -1.226          -0.8278          -0.3669           -2.051
           -1.239          -0.4592          -0.2869            1.502
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.749          0.66098           -1.925            82.22
            2.693          0.19780           -3.325            88.57
           -1.757          0.09657           -3.306            76.55
 rnd_95776.volume rnd_95787.volume
            7.980           -6.238
           -3.963           -2.408
            1.068           -3.580
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.026 1.696 6.139 3.007 3.185 0.9967 1.015 2.767 3.190 2.453 1.632
[2,] 2.707 1.997 7.488 3.817 4.686 1.3646 1.238 3.298 4.109 3.402 2.264
[3,] 3.097 2.228 8.957 4.796 5.311 1.6026 1.378 3.659 4.643 3.719 2.714
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.839 1.696 2.181 2.273 2.737 2.744 2.840 4.162 3.780 5.856 2.501
[2,] 3.828 2.082 3.052 3.212 3.449 3.758 4.195 5.624 5.034 6.984 3.125
[3,] 4.526 2.400 3.588 3.742 3.943 4.262 4.847 6.365 5.873 7.971 3.454
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.077 3.303 1.201 2.862 2.733 2.354 2.807 1.188 2.805 2.642 1.576
[2,]  9.874 4.555 1.476 4.089 4.318 2.873 3.722 1.485 3.978 3.112 1.839
[3,] 11.584 5.451 1.648 5.498 5.584 3.115 4.835 1.688 4.993 3.403 2.001
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.377 2.939 2.724 2.333 2.320 2.238 0.7711 2.276 0.6814 2.433 2.110
[2,] 4.390 4.045 3.952 2.815 2.944 2.824 0.9384 2.927 0.8097 2.925 2.968
[3,] 5.216 4.613 4.861 3.310 3.418 3.191 1.0429 3.259 0.9104 3.530 3.472
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.885 1.087 2.352 2.136 2.827 1.844 2.853 2.500 1.129 2.500 2.250
[2,] 2.179 1.322 3.300 2.646 3.419 2.236 3.935 3.032 1.450 3.741 3.306
[3,] 2.460 1.448 3.760 3.028 3.949 2.545 4.656 3.498 1.623 4.461 3.994
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.891 1.529 2.225 0.6556 1.986 1.034 1.882 1.936 2.017 2.676 0.9621
[2,] 2.867 2.734 2.652 0.8020 2.880 1.195 2.287 2.311 3.205 4.042 1.1758
[3,] 3.689 3.681 2.971 0.9286 3.772 1.319 2.761 2.599 3.652 4.684 1.3898
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.299 1.936 2.281 1.131 2.561 2.809 3.120 3.118 3.145 2.470 1.834
[2,] 3.393 2.278 3.598 1.367 3.118 3.818 3.751 4.116 3.990 3.779 3.105
[3,] 4.063 2.500 4.383 1.533 3.648 4.274 4.165 4.488 4.633 4.447 4.173
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7473 2.518 1.798 2.819 1.392 1.703 0.8562 2.125 2.011 4.106 3.741
[2,] 0.8933 3.176 2.254 3.738 1.699 2.129 1.0511 2.833 2.322 4.904 4.335
[3,] 0.9862 3.874 2.486 4.507 1.900 2.424 1.2184 3.340 2.628 5.473 4.977
      [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 0.9192 0.947 1.486 1.577 1.733 1.280 1.708  7.771  6.665 3.200
[2,] 1.5317 1.754 1.908 1.933 2.246 1.559 2.474 10.686  9.309 4.383
[3,] 1.9086 2.117 2.226 2.242 2.618 1.754 3.167 12.890 11.316 5.260
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   2.573   2.154    7.795    3.819    4.045   1.266   1.289   3.514
[2,] 664.959 390.406 1589.338  871.318 1273.702 345.382 262.449 665.065
[3,] 557.983 366.062 1821.275 1076.025  926.584 311.467 224.286 587.652
        [,9]   [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   4.051   3.114   2.073   3.605   2.154   2.77   2.887   3.476
[2,] 959.430 873.858 581.554 951.726 447.270 790.89 840.671 777.895
[3,] 801.407 556.921 554.844 894.945 442.256 699.68 711.353 708.420
       [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   3.485    3.607    5.286    4.799    7.436   3.176    7.717    4.195
[2,] 951.744 1144.265 1401.372 1232.544 1410.389 693.949 2883.927 1162.122
[3,] 744.923  899.724 1105.133 1120.475 1423.754 545.583 2245.327 1110.183
       [,25]    [,26]   [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.526    3.635    3.47   2.989    3.564   1.509    3.562   3.355
[2,] 317.582 1082.230 1239.00 610.432  905.776 330.052 1045.387 609.289
[3,] 271.926 1361.810 1312.40 446.161 1143.701 297.743 1118.049 510.623
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   2.001    4.288    3.732    3.459   2.963   2.946   2.842   0.9792
[2,] 350.926 1039.528 1029.885 1061.374 583.459 672.058 638.207 198.1840
[3,] 293.025 1044.063  821.817 1048.724 645.512 643.041 551.093 168.6507
      [,41]    [,42]   [,43]  [,44]   [,45]  [,46]   [,47]   [,48]  [,49]
[1,]   2.89   0.8653   3.089   2.68   2.393   1.38   2.986   2.712   3.59
[2,] 682.36 162.0890 601.625 773.27 404.965 278.91 858.142 578.883 712.47
[3,] 530.76 154.2059 732.188 668.07 423.228 219.03 667.503 545.542 732.21
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]
[1,]   2.342    3.623   3.174   1.433    3.174   2.858   2.402   1.942
[2,] 468.265 1004.396 635.977 337.380 1031.381 897.297 798.495 840.043
[3,] 450.839  922.074 646.421 270.291  900.446 830.449 860.281 913.380
       [,58]    [,59]   [,60]   [,61]  [,62]   [,63]   [,64]    [,65]
[1,]   2.825   0.8325   2.522   1.312   2.39   2.458   2.561    3.398
[2,] 534.981 171.2140 773.000 222.501 481.50 467.512 922.985 1122.498
[3,] 496.589 173.4260 902.744 206.538 573.54 441.071 649.186  877.376
       [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.222   2.919   2.459    2.896   1.436   3.253   3.567   3.962
[2,] 250.484 924.969 444.302 1031.102 284.583 659.140 958.514 771.582
[3,] 274.632 828.076 382.020  927.526 257.357 701.605 711.140 670.507
      [,74]   [,75]    [,76]    [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   3.96   3.993    3.137    2.328   0.9489   3.198   2.283   3.579
[2,] 995.37 910.445 1059.866  928.574 181.3694 716.995 503.986 909.835
[3,] 663.33 872.433  869.067 1033.084 154.8954 822.483 388.387 933.325
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.768   2.163   1.087   2.699   2.553   5.214   4.751   1.167
[2,] 360.616 473.013 225.936 693.959 430.122 993.717 811.443 454.084
[3,] 315.581 430.046 228.374 655.916 456.519 900.614 906.342 421.975
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   1.203   1.887   2.002   2.201   1.626   2.169    9.868    8.463
[2,] 547.323 443.174 414.443 529.506 329.821 663.473 2718.169 2408.306
[3,] 438.765 424.931 420.417 498.846 297.703 732.557 2671.444 2384.808
        [,98]
[1,]    4.064
[2,] 1109.633
[3,] 1077.876
[1] "--- VAR model 2017-10-02 17:01:00  completed"
[1] "Completed training sample:  2017-10-02 17:01:00 - 2017-10-03 01:00:00"
[1] "SpVAR;   training sample:  2017-10-02 17:31:00 - 2017-10-03 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.8524         -0.2519          3.302         11.950
         -1.8631          1.0718          2.919         -1.733
          0.4963         -1.9612          4.543          3.385
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.271        -0.9494           2.1431          -2.7779
          3.767         1.0831           0.3184          -0.7894
          5.824        -0.1578           0.2046          -2.4145
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.972            3.940           2.2724           -6.414
           -4.109           -6.160          -1.5029           -5.732
           -4.678           -2.915          -0.8633           -6.033
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.9802          -0.4923            1.926            9.413
          -0.5020          -2.9045           -2.654           10.959
           0.7892          -4.7040           -2.137            8.063
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.110            2.545          0.07517           6.1659
           -6.008            3.461          3.52748           0.2658
           -1.565           -6.542         -2.61445           1.0136
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.625          -2.3086           0.8621            2.740
            1.450          -1.4210          -3.9629            1.406
            1.328          -0.2126          -0.2561           -1.603
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5989          -0.6831            3.042           0.3117
          -0.1181           2.4426            3.385           1.3776
           0.1265          -3.3062           -1.861          -0.4593
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           10.652          -1.5742            6.885          -0.2737
           -2.270           0.4877            3.878          -0.6666
            4.248           0.4613            2.090          -1.1450
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.4411           -0.959           -6.601           -3.871
           0.9643            7.418            4.139            2.736
          -0.3987           -2.928            3.773            6.445
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2282          -0.6686           0.9914          0.44077
           2.6789           1.0011           0.9309         -0.03044
           1.4765           2.6123          -0.1655         -0.07396
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.515          0.12724           1.7160          -2.8160
           -1.386          0.21262          -0.5996          -0.5516
            3.397         -0.02272           3.4515          -2.8879
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3479           0.8198          -5.3832           3.2990
           1.2316           0.4606           1.8839           0.5171
           1.3193           0.1092          -0.8407          -0.7747
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.1147          -0.1453          -3.3994           0.1125
           1.8475          -1.1287          -0.8349           3.7731
          -1.2089          -1.1053          -1.3157           3.6945
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.5588           0.6999           0.1328         -0.11127
           1.0003          -3.0869          -3.7578          0.09595
           0.3878          -0.5519           2.6201         -2.15008
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.2297          -0.2740          -0.1783          -3.2922
           0.4553          -0.3197           0.7823           0.8384
          -2.6844           1.2785           0.1206           0.3846
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2214           -3.287            3.472            1.243
          -1.1971           -2.095           -1.025           -1.264
          -0.6442            1.125            2.902           -3.036
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            0.274         -0.84343            1.987          -2.0605
           -3.618          0.09053           -3.571          -1.1628
           -4.594          0.42140           -1.326          -0.2369
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           4.1253          -0.1890           0.8699           1.4301
          -0.3693           1.6120          -1.1577          -0.8235
          -6.5337          -0.9679          -1.2778          -0.1142
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6181           -1.643          0.10603           -2.465
           3.7483            3.134          1.55844            2.652
           1.5264           -3.464          0.03905            1.097
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -1.0627         -0.43324          -0.2987          -1.3622
          -2.5975         -0.74911          -0.8653           1.7129
           0.7471         -0.05018          -1.1301           0.1669
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.606          -1.4057          0.03686          -0.4512
            1.262          -0.8547         -1.28670          -0.2052
           -3.032          -1.3201         -0.74771           2.0330
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4112          -0.8103            4.780          -5.1407
           2.6754           0.8474           -5.216           1.4496
           0.9911          -0.8149           -1.544          -0.6585
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.04483           0.8526          -0.2282         -0.97443
          0.26500          -0.9780           0.7972          0.04476
          1.42211           0.6374          -0.7232          1.44191
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.7793           0.4698            1.371            90.12
           1.3026           0.4232           -2.056            92.11
          -0.6057          -0.6869           -1.861            81.37
 rnd_95776.volume rnd_95787.volume
            2.757         -0.07852
           -3.273          1.19638
            9.780         -2.74034
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.822 1.608 5.755 2.436 2.763 0.893 0.9584 2.261 2.899 2.252 1.478
[2,] 2.454 1.864 7.029 3.429 4.023 1.175 1.1242 2.750 3.828 3.190 2.006
[3,] 2.835 2.083 8.515 4.396 4.704 1.351 1.2584 3.059 4.288 3.538 2.375
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.644 1.556 1.862 2.016 2.728 2.599 2.495 3.678 3.227 5.062 2.229
[2,] 3.613 1.895 2.769 3.042 3.403 3.568 3.726 5.252 4.595 6.225 2.694
[3,] 4.233 2.175 3.296 3.506 3.824 4.084 4.554 6.056 5.491 7.085 3.036
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.397 3.155 1.088 2.464 2.462 2.288 2.254 1.099 2.411 2.477 1.475
[2,]  8.890 4.239 1.330 3.572 4.024 2.750 3.447 1.361 3.549 2.941 1.704
[3,] 10.380 5.067 1.485 4.952 5.287 3.031 4.492 1.545 4.700 3.250 1.880
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.091 2.396 2.631 2.034 2.162 2.010 0.6890 2.017 0.6057 2.174 2.031
[2,] 4.036 3.488 3.722 2.598 2.683 2.495 0.8357 2.531 0.7624 2.754 2.806
[3,] 4.856 4.160 4.524 3.057 3.080 2.872 0.9266 2.875 0.8667 3.327 3.295
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.750 0.9517 2.237 1.946 2.749 1.686 2.512 2.259 1.001 2.216 2.030
[2,] 2.053 1.1722 3.078 2.357 3.299 2.044 3.599 2.819 1.289 3.430 2.899
[3,] 2.332 1.3380 3.540 2.715 3.785 2.345 4.246 3.152 1.446 4.155 3.571
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.663 1.426 2.094 0.5616 1.850 0.9775 1.695 1.758 1.996 2.430 0.841
[2,] 2.504 2.519 2.497 0.6785 2.665 1.1063 2.078 2.112 3.032 3.617 1.030
[3,] 3.271 3.334 2.747 0.7876 3.455 1.2394 2.446 2.377 3.473 4.163 1.200
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.100 1.859 1.900 1.033 2.343 2.228 2.918 2.774 2.878 2.166 1.792
[2,] 3.087 2.204 3.117 1.270 2.931 3.168 3.485 3.744 3.629 3.418 2.953
[3,] 3.740 2.423 3.861 1.424 3.398 3.506 3.861 4.165 4.221 4.196 3.957
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7189 2.231 1.485  2.58 1.242 1.571 0.7872 1.957 1.773 3.995 3.130
[2,] 0.8509 2.861 1.858  3.51 1.523 2.017 0.9802 2.529 2.022 4.680 3.805
[3,] 0.9335 3.586 2.058  4.26 1.743 2.353 1.1194 3.004 2.234 5.221 4.516
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.7939 0.8394 1.092 1.141 1.630 1.165 1.580  7.68  6.392 3.013
[2,] 1.2279 1.3870 1.535 1.457 2.093 1.440 2.338 10.36  8.788 4.019
[3,] 1.5522 1.6782 1.767 1.687 2.413 1.635 3.026 12.54 10.820 4.807
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   2.313   2.041    7.308    3.093    3.509   1.134   1.217   2.871
[2,] 614.942 352.791 1509.766  902.783 1094.039 285.591 219.829 585.776
[3,] 531.097 347.919 1797.957 1029.353  911.557 249.402 211.525 500.895
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16] [,17]
[1,]   3.681   2.86   1.876   3.358   1.976   2.365   2.56   3.464   3.3
[2,] 935.413 844.84 507.384 920.907 404.518 766.570 852.22 761.181 914.8
[3,] 722.886 573.08 476.057 825.295 399.602 668.849 652.27 652.789 743.5
        [,18]    [,19]    [,20]    [,21]  [,22]    [,23]    [,24]   [,25]
[1,]    3.169    4.671    4.098    6.428   2.83    6.853    4.006   1.382
[2,] 1035.269 1402.646 1223.983 1355.494 565.91 2642.561 1059.411 285.975
[3,]  979.382 1128.011 1124.476 1265.259 523.66 2004.713 1038.218 247.173
        [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]   [,33]
[1,]    3.129    3.127   2.905    2.862   1.396    3.062   3.145   1.873
[2,]  967.346 1190.558 571.317  975.810 299.942  974.276 593.194 319.437
[3,] 1283.347 1283.174 476.888 1077.665 274.219 1152.774 517.757 296.582
        [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]    3.925   3.043   3.341   2.582   2.746   2.552   0.875   2.562
[2,]  970.491 948.223 985.027 605.039 594.367 553.051 176.903 572.022
[3,] 1010.511 848.157 961.969 602.415 565.943 531.964 149.696 510.209
        [,42]  [,43]   [,44]   [,45]   [,46]  [,47]   [,48]   [,49]
[1,]   0.7691   2.76   2.579   2.222   1.209   2.84   2.472   3.491
[2,] 173.2356 632.72 724.351 401.550 255.984 791.14 497.140 682.578
[3,] 154.2146 698.24 646.289 414.045 241.398 653.96 503.981 694.272
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]
[1,]   2.141   3.189   2.869   1.271   2.815   2.578   2.112   1.81
[2,] 432.556 964.605 630.580 304.146 979.208 774.032 700.357 776.79
[3,] 429.348 842.533 527.510 244.812 877.183 780.342 787.116 817.24
       [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]    [,65]
[1,]   2.659   0.7131   2.349   1.241   2.152   2.232   2.534    3.086
[2,] 508.843 142.4405 717.639 193.882 449.716 438.137 854.118 1002.101
[3,] 428.487 149.6599 822.807 209.012 482.392 408.145 633.040  770.948
       [,66]   [,67]  [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]
[1,]   1.068   2.667   2.36   2.412   1.312   2.975   2.83   3.705   3.522
[2,] 222.508 846.216 443.12 924.760 276.241 658.665 842.38 712.522 940.831
[3,] 230.378 789.805 377.11 852.097 241.460 643.501 561.50 622.224 682.667
       [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   3.654   2.751   2.275   0.9128   2.833   1.885   3.276   1.577
[2,] 827.355 989.016 878.358 170.3482 670.306 418.251 890.681 329.889
[3,] 806.380 910.315 985.406 143.6141 808.482 330.829 903.240 317.201
       [,83]    [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   1.994   0.9996   2.485   2.251   5.073   3.974   1.008   1.066
[2,] 473.648 218.5213 599.272 363.701 911.925 809.786 350.404 413.065
[3,] 453.316 202.2713 606.711 355.812 865.576 909.571 355.217 353.465
       [,91]   [,92]   [,93]  [,94]   [,95]    [,96]    [,97]   [,98]
[1,]   1.387   1.449   2.069   1.48   2.006    9.753    8.116   3.826
[2,] 403.336 339.182 491.392 316.60 644.728 2599.016 2256.341 995.150
[3,] 327.611 318.075 448.949 289.55 718.863 2643.826 2361.686 986.678
[1] "--- VAR model 2017-10-02 17:31:00  completed"
[1] "Completed training sample:  2017-10-02 17:31:00 - 2017-10-03 01:30:00"
[1] "SpVAR;   training sample:  2017-10-02 18:01:00 - 2017-10-03 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.9031          2.7713          0.377          2.941
          0.8782         -0.1437         -2.065          3.021
          0.8201          0.1444         -3.781          5.578
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.551        0.69628          0.07336          -1.1982
          1.936       -0.57327          0.19048           1.3380
          3.796        0.09583          0.20263          -0.9058
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -4.7736          -3.3369          0.66042          -2.2238
           0.7184           1.5308         -0.06972          -8.7769
          -1.8609          -0.6808          0.36064          -0.7751
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3245          -0.6210          -0.1651            8.973
           2.1651          -3.6683          -1.5615            8.110
          -1.7764          -0.7588          -1.9497            7.722
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -4.6102           -2.904          -0.1598          -2.9234
          -0.2677           -6.192          -5.8429          -0.6545
          -5.3179           -1.299          -5.8552          -6.7195
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.8566           2.4938            7.030            3.391
          -3.5143           2.0793           -4.957            0.788
          -2.6469           0.3075           -8.788           -1.847
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6619            4.170           7.7950          -0.7388
           0.5303            3.825           1.5369          -0.9946
          -0.5152           -0.850          -0.1883           0.8904
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            3.640           0.3672           -3.553           0.6919
            3.571           0.5526            6.779          -0.4518
            3.567           0.4621            3.084          -1.2954
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2236           -1.897           0.3510          -0.3313
           0.7226            2.513          -0.1917          -2.2874
           0.7989            2.679           2.2832           2.6004
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.243          0.03419          -0.5238           0.9432
           -1.780         -1.98149           0.9385           0.5546
           -3.052         -0.67610          -0.9869           1.0754
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.3172        -0.900668          -5.7162          -3.6913
           1.9567         1.103504           0.4558          -1.9660
          -0.4045         0.007431          -2.4441          -0.8798
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.9521           0.2095         -2.47860          -0.5044
           1.4190           0.2511         -8.58827          -0.9109
           0.1368           0.7300         -0.04955          -0.5668
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          0.06428           0.6471           -2.125          -1.5152
          1.12204           0.3876           -1.132          -1.7486
          2.31328          -4.3261           -3.448          -0.2706
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9048          -1.8882           -1.830          0.04727
           0.9324          -0.7193           -1.734         -1.55743
          -0.8342          -2.7733           -1.051         -0.13281
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.232           0.2762          -0.9934           -2.929
           -3.612          -1.1760           0.6481            4.390
            1.079          -0.5386           0.1081           -3.070
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0102         -0.09596          -0.7211          0.06311
           0.3344          1.46325          -0.5733         -0.39395
           0.3403         -1.34257          -0.5908          1.46637
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.4616           0.7839           0.8800           -3.579
          -1.8303          -0.4272          -1.3947            1.844
          -0.3288           0.4516          -0.2583            3.103
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.6833          -0.1377            2.115          -0.3156
           0.3805           0.3141           -0.963           0.3875
           0.2470           0.2805            1.400           1.6769
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.0838            2.938          -0.4411          -0.2991
           0.7377            1.014          -3.2635           5.4565
          -4.3547           -3.028          -1.0835          -2.5045
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.886           0.1402           -3.387           2.1373
           -1.024          -0.3386            2.860          -1.3774
            4.155           0.4342            1.282          -0.6243
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -2.2335           0.8254           0.7143          -0.9402
           0.5703           0.2900          -0.1642          -0.8908
           1.8188           0.4084          -0.8246           0.2140
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.246          1.76028          -1.2671            2.234
           -2.194          0.20837           0.8367           -2.206
           -1.269          0.09376          -2.3691           -3.147
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.48745           0.2097           0.5751          0.81191
         -0.48522           0.7129          -1.1996         -1.28798
         -0.07484          -0.8898           0.0050         -0.07724
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.7071          0.55720          -2.9113            95.19
          -0.8108         -0.03722          -4.0983            89.07
           1.9367          0.09349          -0.4395            84.36
 rnd_95776.volume rnd_95787.volume
            5.289            3.085
           -9.777            0.501
          -16.969           -2.225
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.721 1.419 5.427 2.191 2.399 0.8045 0.8832 2.082 2.503 1.976 1.292
[2,] 2.356 1.699 6.647 3.146 3.511 1.0020 1.0040 2.477 3.426 2.903 1.745
[3,] 2.701 1.938 8.068 4.073 4.192 1.1475 1.1408 2.808 3.826 3.204 2.064
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.493 1.522 1.727 2.284 2.477 2.357 2.256 3.517 3.015 4.476 2.109
[2,] 3.378 1.759 2.579 3.100 3.180 3.313 3.266 4.840 4.242 5.412 2.537
[3,] 4.037 1.959 3.144 3.569 3.595 3.797 4.146 5.518 5.033 6.243 2.893
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 5.030 3.095 1.004 2.296 2.263 2.107 2.030 1.016 2.187 2.236 1.324
[2,] 8.264 4.128 1.249 3.352 3.826 2.520 3.221 1.261 3.243 2.663 1.569
[3,] 9.711 4.892 1.371 4.563 5.072 2.829 4.170 1.467 4.320 2.919 1.737
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.897 1.946 2.295 1.919 1.949 1.801 0.6262 1.694 0.5730 1.987 1.886
[2,] 3.627 3.160 3.222 2.532 2.461 2.239 0.7552 2.156 0.6927 2.530 2.575
[3,] 4.395 3.771 3.948 2.932 2.893 2.608 0.8527 2.480 0.8106 3.082 3.124
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.651 0.8828 1.953 1.779 2.522 1.425 2.324 2.087 0.9273 2.018 1.866
[2,] 1.964 1.0953 2.769 2.119 2.997 1.788 3.415 2.546 1.1698 3.084 2.603
[3,] 2.225 1.2389 3.225 2.482 3.479 2.121 4.021 2.927 1.3381 3.740 3.230
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.474 1.262 1.915 0.5115 1.633 0.9336 1.641 1.635 1.896 2.165 0.7536
[2,] 2.205 2.189 2.302 0.6140 2.402 1.0758 1.999 2.009 2.781 3.296 0.9400
[3,] 2.932 2.865 2.525 0.7092 3.023 1.1763 2.352 2.244 3.297 3.861 1.0920
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.891 1.689 1.743 0.8917 2.123 1.856 2.429 2.389 2.759 1.986 1.669
[2,] 2.799 2.012 2.907 1.1385 2.653 2.530 2.960 3.262 3.383 3.215 2.804
[3,] 3.335 2.265 3.533 1.2924 3.079 2.838 3.346 3.727 3.986 4.041 3.779
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6574 2.119 1.395 2.368 1.118 1.518 0.6964 1.647 1.411 3.746 2.891
[2,] 0.7840 2.660 1.683 3.217 1.410 1.956 0.8771 2.274 1.667 4.318 3.419
[3,] 0.8647 3.314 1.887 3.980 1.597 2.254 1.0057 2.664 1.853 4.824 4.164
      [,89]  [,90]  [,91]  [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 0.5668 0.6952 0.8556 0.8949 1.524 1.064 1.462  7.53 5.758 2.942
[2,] 0.9719 1.1163 1.0628 1.0966 1.933 1.326 2.180 10.23 8.036 3.886
[3,] 1.1553 1.2958 1.2737 1.3315 2.266 1.503 2.862 12.38 9.899 4.570
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.185   1.802    6.891   2.783   3.046   1.022   1.121   2.644
[2,] 571.978 332.228 1364.097 802.130 910.908 212.222 169.703 476.441
[3,] 469.018 331.171 1624.931 919.409 813.780 198.767 192.452 470.143
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14] [,15]   [,16]   [,17]
[1,]   3.178   2.509   1.64   3.165   1.933   2.193   2.9   3.146   2.992
[2,] 831.576 755.943 417.15 810.396 313.411 680.640 745.1 708.758 827.372
[3,] 604.928 481.768 391.44 785.263 306.458 638.765 628.0 595.565 659.145
       [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   2.865    4.466    3.829    5.684   2.679    6.388   3.931   1.275
[2,] 839.285 1181.478 1060.395 1081.238 500.845 2329.917 970.244 264.123
[3,] 907.268  941.605  962.680 1106.103 494.259 1812.114 933.383 200.560
        [,26]    [,27]   [,28]   [,29]  [,30]    [,31]  [,32]   [,33]
[1,]    2.915    2.874   2.676   2.577   1.29    2.777   2.84   1.681
[2,]  867.716 1096.458 490.955 888.655 265.43  850.716 513.78 299.508
[3,] 1100.074 1183.112 456.803 941.304 265.91 1014.017 424.56 264.872
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   3.678   2.472   2.914   2.437   2.475   2.287   0.7952   2.151
[2,] 775.740 884.720 803.353 587.290 534.222 472.824 150.0104 473.807
[3,] 881.932 731.294 810.962 525.185 540.228 475.161 140.6848 435.488
        [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.7276   2.523   2.395   2.097   1.121   2.479   2.259   3.203
[2,] 138.3331 556.311 622.628 377.702 230.415 697.510 409.042 575.447
[3,] 149.5970 625.345 628.868 372.170 205.709 587.707 459.686 627.541
      [,50]   [,51]  [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]
[1,]   1.81   2.952   2.65   1.178   2.563   2.37   1.872   1.603   2.432
[2,] 383.81 889.194 518.36 253.396 828.574 644.96 582.633 635.596 454.015
[3,] 405.36 753.909 513.40 230.822 751.721 679.38 687.002 656.818 368.740
        [,59]   [,60]   [,61]   [,62]   [,63]   [,64]  [,65]    [,66]
[1,]   0.6495   2.074   1.186   2.084   2.076   2.408   2.75   0.9569
[2,] 120.7218 626.065 189.973 405.273 414.896 722.836 882.78 199.6663
[3,] 126.1265 651.958 169.013 440.659 355.562 629.250 714.48 197.4955
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   2.402   2.145   2.214   1.132   2.695   2.357   3.084   3.033
[2,] 733.073 388.720 826.594 251.540 565.620 611.153 601.041 789.248
[3,] 644.556 368.966 713.651 217.400 555.129 456.970 554.438 641.060
       [,75]   [,76]  [,77]    [,78]   [,79]   [,80]   [,81]  [,82]
[1,]   3.504   2.522   2.12   0.8348   2.691   1.771   3.007   1.42
[2,] 695.832 898.142 800.40 151.8077 571.178 334.851 773.897 305.04
[3,] 748.520 870.240 900.43 129.6174 702.506 303.367 832.603 266.57
       [,83]    [,84]   [,85]   [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   1.928   0.8844   2.091   1.792   4.757   3.671   0.7197   0.8828
[2,] 438.031 189.4850 556.910 315.243 762.890 648.467 280.5351 310.3798
[3,] 398.016 174.8719 493.359 287.663 764.293 845.043 221.9409 233.7643
       [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]   [,98]
[1,]   1.086   1.136   1.935   1.351   1.857    9.562    7.312   3.735
[2,] 224.029 225.246 422.277 281.395 574.617 2460.630 1991.830 902.042
[3,] 249.472 268.376 420.636 251.196 658.682 2475.934 2054.389 854.618
[1] "--- VAR model 2017-10-02 18:01:00  completed"
[1] "Completed training sample:  2017-10-02 18:01:00 - 2017-10-03 02:00:00"
[1] "SpVAR;   training sample:  2017-10-02 18:31:00 - 2017-10-03 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8543          0.4198         -5.783        0.45217
          1.2421         -1.5209          5.576       -0.02101
         -2.2920          0.9129          5.042       -4.59010
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.661         0.7241           1.3686           0.8472
          1.600        -1.1553           0.6447           0.5131
         -4.001         0.7110           1.0446          -1.0105
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6959          -0.3461           -1.101          -7.1741
          -0.7504          -2.4249            0.551          -2.8121
           0.8463          -1.0343           -0.566           0.1243
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.2571           0.3646          -0.7791           16.682
          -1.3536          -2.0184          -0.2135            8.462
          -0.4647          -2.4980          -1.4095           10.962
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.114           -1.468           -7.460          -2.0866
           -4.575           -6.515           -3.239          -0.2263
           -2.771           -1.255           -5.485          -5.6525
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -4.9343           0.4533          -15.149          -0.4716
          -0.4673           2.2847           -6.924          -3.3873
          -3.8241           0.6310            3.766           3.2674
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7951           0.8162           -3.785           -3.739
          -1.1874          -5.7404           -4.048            3.751
          -0.6211           2.6581           -3.835            3.412
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -2.9356         -0.85430            1.802           -1.102
          -0.8064          0.03626           -4.218           -1.385
          -3.1983         -1.99073           -2.167           -3.677
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3105           0.2901           -3.261         -1.90333
          -1.5174          -4.6264            1.792          0.01358
          -1.0862          -0.2601           -4.160         -6.12746
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2851          -0.2151           -1.763          -0.4936
           0.2574          -0.3568           -2.152           1.1288
           5.4593           2.4947            1.339          -0.8964
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.1094         -0.24117          -5.2571           -7.243
          -0.1920          0.02493          -0.6995           -4.927
          -0.3026         -0.45282           0.4460           -3.059
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.154           0.5295           -2.333          -1.7774
           -3.346           0.9238           -6.040           1.4943
           -0.800           0.4935           -4.184          -0.2839
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.663          -0.6007           -1.010            1.135
           -2.642          -1.3598           -3.048            4.246
           -1.081           0.3365           -4.020           -1.114
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.5642            2.594           2.2531          -0.1931
          -0.6773           -1.917           0.8321           0.5715
          -1.4488            1.019          -0.1433          -0.8769
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.097          -0.4538          0.16041           0.1211
            1.354          -1.6246          0.02627           4.6345
            2.285          -0.2154          0.42939           1.4641
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2630          -0.3697           1.5070          -1.1669
           0.4885           3.2109           0.4794           0.3941
          -0.4560           0.3728           0.5672           2.7860
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.321          -0.4848          -0.3611           0.7937
           -0.955           0.7578          -5.8789           1.6056
           -1.278           0.1946          -2.0431           0.3940
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.898          -0.4668           0.4355            1.891
           -1.470          -1.2701          -1.0586            1.819
           -2.528          -0.3899          -7.7003           -1.271
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.3314           2.9242           -2.802            4.280
          -0.8610          -2.6470           -1.982           -2.306
          -0.5261           0.8719            2.553            2.013
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            0.391          -0.1026           -1.612          -1.1015
            3.443           0.2304            1.314           0.3468
           -2.223           0.1063           -1.291          -0.1597
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -5.4875           0.2026         -2.64628          -0.3605
           3.1228          -1.3430          0.01401           0.6781
          -0.3933          -0.5640          0.92811           0.5594
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.3405          -0.1980           -4.268           -5.485
           0.6109          -0.6723           -4.917            2.142
          -2.2651           1.5553           -0.624            5.621
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8311           0.4492          -0.8316         -0.09893
          -1.7262           0.3517           0.4853          0.29968
           0.3520           0.1502          -0.4789         -0.83712
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.8214           -2.092         -1.71085            97.35
           1.6187           -2.839         -0.06918            91.28
           2.2735            1.427          0.89404            87.99
 rnd_95776.volume rnd_95787.volume
           -5.772          -0.2447
           -6.859          -5.3756
          -11.396           2.0599
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.529 1.211 4.780 1.886 2.336 0.6911 0.8008 2.034 2.247 1.799 1.206
[2,] 2.118 1.479 5.825 2.851 3.270 0.8374 0.9114 2.387 3.177 2.696 1.663
[3,] 2.447 1.728 6.957 3.662 3.992 0.9385 1.0534 2.685 3.487 3.026 1.945
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.155 1.366 1.572 2.308 2.362 2.199 1.956 2.970 2.412 4.225 2.006
[2,] 3.107 1.625 2.370 2.966 3.017 3.002 3.002 4.179 3.636 4.959 2.380
[3,] 3.640 1.804 2.931 3.465 3.413 3.579 3.743 4.792 4.358 5.669 2.671
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.400 2.836 0.8883 2.014 2.118 1.941 1.890 0.9621 1.984 1.995 1.228
[2,] 7.450 3.801 1.1190 3.035 3.402 2.342 2.953 1.1519 2.919 2.409 1.445
[3,] 8.543 4.525 1.2417 4.162 4.595 2.614 3.800 1.3645 3.768 2.707 1.621
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.692 1.830 2.135 1.818 1.668 1.633 0.5551 1.450 0.4947 1.833 1.670
[2,] 3.327 2.888 2.963 2.331 2.286 1.991 0.6888 1.760 0.6274 2.339 2.353
[3,] 4.093 3.500 3.550 2.630 2.660 2.345 0.7736 1.977 0.7324 2.902 2.866
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.561 0.8296 1.741 1.579 2.388 1.303 2.190 1.937 0.8881 1.790 1.749
[2,] 1.840 0.9950 2.532 1.856 2.823 1.593 3.064 2.332 1.0938 2.742 2.432
[3,] 2.091 1.1318 2.915 2.161 3.232 1.849 3.712 2.684 1.2532 3.359 2.980
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.406 1.176 1.775 0.4786 1.534 0.8358 1.448 1.449 1.629 2.066 0.6787
[2,] 2.030 2.103 2.114 0.5893 2.264 0.9791 1.809 1.831 2.479 3.058 0.8366
[3,] 2.672 2.671 2.325 0.6598 2.837 1.0766 2.149 2.030 2.912 3.590 0.9735
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.782 1.575 1.508 0.8138 2.056 1.514 2.263 2.155 2.321 1.643 1.443
[2,] 2.564 1.914 2.682 1.0564 2.510 2.199 2.656 3.036 2.901 2.857 2.329
[3,] 3.060 2.138 3.307 1.2003 2.951 2.570 3.034 3.486 3.372 3.571 3.333
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6090 1.910 1.211 1.890 1.030 1.332 0.5953 1.399 1.202 3.547 2.719
[2,] 0.7265 2.431 1.423 2.696 1.212 1.806 0.7745 2.097 1.440 4.121 3.310
[3,] 0.8103 3.019 1.642 3.297 1.399 2.118 0.8850 2.436 1.646 4.639 3.919
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96] [,97] [,98]
[1,] 0.4681 0.5497 0.6970 0.7303 1.297 0.9359 1.333  7.676 5.313 2.668
[2,] 0.7674 0.9051 0.8563 0.8926 1.754 1.1557 1.996  9.991 7.326 3.590
[3,] 0.9326 1.0406 0.9677 1.0229 2.089 1.3312 2.648 11.949 9.208 4.186
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   1.942   1.537    6.07   2.394   2.966   0.8776   1.017   2.583
[2,] 552.279 319.969 1254.43 805.431 862.016 178.1072 163.942 470.878
[3,] 461.365 336.433 1432.72 866.320 862.421 159.6755 199.000 463.192
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.853   2.285   1.531   2.736   1.735   1.997   2.931   2.999
[2,] 846.574 756.660 431.294 843.383 331.092 668.065 701.853 707.628
[3,] 540.980 517.613 380.389 714.127 295.159 649.474 674.653 600.583
       [,17]   [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   2.792   2.484    3.772    3.062    5.366   2.547    5.588   3.601
[2,] 769.970 858.010 1107.449 1025.364  977.758 482.558 2264.933 953.388
[3,] 734.416 841.822  883.321  905.096 1034.785 456.990 1575.022 924.873
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.128    2.557    2.689   2.465   2.401   1.222   2.519   2.533
[2,] 256.425  855.335 1003.118 493.587 854.639 238.646 806.905 508.714
[3,] 202.780 1072.908 1163.655 437.857 901.143 275.554 897.220 465.592
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.559   3.419   2.324   2.711   2.309   2.118   2.074   0.7048
[2,] 287.004 736.274 841.677 774.079 549.827 589.211 428.995 153.6788
[3,] 276.805 898.076 745.178 736.804 458.223 512.544 466.939 132.6284
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.841   0.6282   2.327   2.121   1.982   1.053   2.211   2.005
[2,] 376.064 145.3950 547.492 624.356 366.934 206.968 692.713 367.222
[3,] 339.355 142.3665 646.941 616.663 374.127 203.267 543.786 417.002
       [,49]   [,50]  [,51]  [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.033   1.654   2.78   2.46   1.128   2.273   2.221   1.785   1.493
[2,] 566.938 345.184 807.46 489.36 240.547 782.341 636.537 551.659 656.731
[3,] 592.960 354.196 789.76 500.59 230.391 730.880 648.775 654.364 620.505
       [,58]    [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]
[1,]   2.254   0.6077   1.948   1.061   1.838   1.84   2.068   2.624
[2,] 432.282 129.5199 627.131 192.126 408.986 422.02 704.010 849.274
[3,] 364.665 111.8422 644.190 168.694 436.531 329.85 576.095 708.408
        [,66]   [,67] [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   0.8619   2.263   2.0   1.915   1.033   2.611   1.923   2.874
[2,] 184.2821 694.684 409.5 835.529 253.764 542.360 600.785 523.992
[3,] 187.5188 628.692 358.7 729.126 214.664 584.864 501.203 552.578
       [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   2.737   2.948   2.086   1.832   0.7733   2.426   1.538   2.399
[2,] 805.891 655.770 880.447 688.859 149.2483 566.440 281.418 724.500
[3,] 645.257 647.037 807.650 898.132 135.1815 674.805 308.810 715.228
       [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   1.308   1.692   0.7559   1.777   1.526   4.504   3.452   0.5945
[2,] 241.029 459.426 186.6305 588.562 299.159 790.185 711.669 229.0738
[3,] 262.985 417.066 161.3817 467.177 300.404 802.902 790.574 199.6794
       [,90]    [,91]    [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   0.698   0.8851   0.9273   1.647   1.188   1.692    9.747    6.747
[2,] 270.876 187.3880 193.3905 444.790 255.458 559.795 2409.601 1899.942
[3,] 193.480 169.8416 188.1928 427.354 248.864 655.902 2469.030 2101.957
       [,98]
[1,]   3.388
[2,] 905.332
[3,] 810.851
[1] "--- VAR model 2017-10-02 18:31:00  completed"
[1] "Completed training sample:  2017-10-02 18:31:00 - 2017-10-03 02:30:00"
[1] "SpVAR;   training sample:  2017-10-02 19:01:00 - 2017-10-03 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          4.3147         -0.6598         -1.619         1.7221
          2.5201          0.2457          3.836        -0.5561
          0.6263          0.3898          2.036         3.4049
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.5921       0.231842           0.6714           0.0206
         1.0050       0.009407           0.3668           0.1546
        -0.8915       0.042776          -0.5416           0.9333
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.453          -1.3071          -1.5808           -5.872
            2.042          -0.8194          -0.7058           -4.035
           -1.965           0.9011           0.4154           -1.206
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.6693           -5.815           -2.005            8.369
          -1.6191           -4.491           -1.701            6.511
          -0.3386            1.256            2.883            8.197
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.3794            2.610           0.6829            3.159
          -4.4218           -2.172           2.1810            3.720
           0.6659           -3.202          -2.3767            1.659
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            1.910            3.596            7.165            4.541
           -2.606            1.443            2.063            2.655
           -3.075           -3.454            4.785            1.787
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          1.45362           0.2372            2.514          -2.9180
          0.06376           4.2514            2.916           0.5312
          0.08620           1.5743           -1.810           0.9582
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           1.7507            1.142           -2.564          -2.0666
          -0.1305           -1.192            1.163          -1.6490
           3.6257            1.439            2.529          -0.8103
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.3858           -2.571          -2.3747          1.76678
           1.2164           -2.692          -0.6602          0.04431
          -0.6743            0.534          -1.5600         -1.63260
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.5617          -0.0268           -2.256          0.33363
           1.3879          -0.2991           -3.339          0.29710
           0.5030          -1.3301            1.048          0.08209
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.01719           0.9036           1.4172           1.9183
         -1.31649          -0.1694           1.0016          -0.2284
          0.39428          -0.1226          -0.2694           0.5927
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.7332           1.5630            2.418          -0.7337
           0.8321           0.1132            3.982           0.4232
          -0.2511          -0.9582            3.555           0.6685
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          10.7332           2.0718           -1.366           -1.537
          -0.1067           0.6889            4.139            2.064
          -0.3335           0.6605            4.665           -2.624
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2495          -0.4165         -0.98913          -2.2068
           0.4154          -2.3291          0.05481          -0.5079
          -0.5142           3.8784          1.33563          -1.9304
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.338            2.994           0.3146            0.982
           -2.495            2.430           1.1398           -0.201
            2.380            1.102           0.9556           -2.973
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6691           1.8487         -0.22430           4.5010
           0.6663          -1.0031         -0.03371           0.6472
           0.6817          -0.4882          1.91047          -0.5157
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.650            1.067           1.9323           0.7988
            2.651            1.081           4.6931           2.3796
            1.481            0.541           0.8175          -2.2925
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.321            1.177           3.2024           3.6024
            8.191            1.199           1.4476           2.2606
            2.636            0.173          -0.7503           0.4052
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.5736           4.6717           -0.823          -0.3396
          -2.7159           2.5891           -1.015           4.2100
          -0.3122          -0.6013           -1.693           0.1999
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.038           1.1669            1.325         -0.04398
            2.842           0.7827            1.629          0.02955
            3.628          -1.1851            3.262          0.26631
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.2779           0.9774          -0.1507          -1.0808
           3.0398           0.9859           1.3673          -0.9655
           2.1259           0.2721          -0.2004          -0.1803
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8537         -0.45497           7.4165           -3.859
           2.1260          0.03456           4.9730           -1.489
          -1.9704         -0.41282          -0.9878            1.651
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.05241           0.4697         -0.10853           0.5295
         -0.25040           0.4613         -0.44838          -1.7763
         -0.91626          -1.7132          0.04203           0.3042
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.210          0.48807           1.1534            112.3
           -2.644          0.77415           0.9359            107.2
           -1.194          0.03859           1.1465            105.2
 rnd_95776.volume rnd_95787.volume
           11.080            4.498
            8.445            1.288
            2.376            0.119
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.363 1.102 4.250 1.703 1.939 0.5688 0.7355 1.876 2.042 1.705 1.089
[2,] 1.713 1.334 5.203 2.540 2.609 0.6935 0.8310 2.176 2.840 2.536 1.503
[3,] 2.003 1.562 6.075 3.330 3.233 0.7726 0.9624 2.444 3.181 2.878 1.761
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.042 1.238 1.435 2.263 2.205 1.764 1.757 2.511 2.254 3.769 1.782
[2,] 2.872 1.487 2.057 2.855 2.729 2.481 2.498 3.631 3.192 4.608 2.147
[3,] 3.377 1.662 2.576 3.322 3.141 3.102 3.193 4.273 3.848 5.169 2.488
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.890 2.619 0.7465 1.865 1.892 1.720 1.787 0.8842 1.793 1.861 1.161
[2,] 6.763 3.557 0.9708 2.693 3.125 2.078 2.704 1.0892 2.591 2.242 1.364
[3,] 7.792 4.169 1.0815 3.709 4.228 2.305 3.488 1.2846 3.419 2.448 1.523
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.326 1.544 1.979 1.720 1.449 1.544 0.5280 1.263 0.4515 1.651 1.501
[2,] 2.964 2.352 2.691 2.117 1.983 1.849 0.6358 1.570 0.5813 2.169 2.106
[3,] 3.684 2.889 3.213 2.381 2.345 2.114 0.7120 1.825 0.6896 2.605 2.611
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.457 0.7669 1.600 1.489 2.273 1.243 1.941 1.791 0.8121 1.478 1.477
[2,] 1.702 0.9111 2.206 1.724 2.656 1.495 2.687 2.192 1.0068 2.350 2.126
[3,] 1.921 1.0331 2.511 1.959 3.059 1.751 3.263 2.473 1.1554 2.948 2.621
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.257 1.028 1.626 0.4639 1.332 0.7666 1.326 1.391 1.471 1.894 0.5859
[2,] 1.863 1.868 1.922 0.5703 2.080 0.9051 1.661 1.683 2.177 2.780 0.7577
[3,] 2.422 2.393 2.100 0.6384 2.594 1.0050 1.968 1.874 2.611 3.270 0.8758
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.669 1.358 1.286 0.7209 1.728 1.374 2.049 2.024 2.023 1.500 1.315
[2,] 2.369 1.623 2.469 0.9004 1.996 1.800 2.398 2.679 2.484 2.416 2.110
[3,] 2.735 1.820 3.005 1.0288 2.353 2.098 2.721 2.994 2.906 2.982 2.893
      [,78] [,79] [,80] [,81]  [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5044 1.766 1.125 1.660 0.9485 1.256 0.5240 1.263 1.096 3.197 2.555
[2,] 0.6386 2.217 1.307 2.241 1.1095 1.642 0.6874 1.842 1.308 3.782 3.043
[3,] 0.7255 2.733 1.478 2.896 1.2804 1.907 0.8072 2.102 1.512 4.277 3.659
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96] [,97] [,98]
[1,] 0.3808 0.4377 0.5978 0.6486 1.280 0.8472 1.236  7.192 5.075 2.431
[2,] 0.6220 0.7484 0.7490 0.7904 1.641 1.0554 1.874  9.065 6.948 3.322
[3,] 0.7787 0.8655 0.8523 0.8998 1.944 1.1983 2.463 10.894 8.415 3.803
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.731   1.399    5.397   2.163   2.463   0.7223   0.9339   2.383
[2,] 419.865 304.066 1214.406 762.544 706.007 160.5524 156.5893 446.168
[3,] 419.894 328.702 1269.012 871.666 772.651 137.8232 196.3982 449.840
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15] [,16]   [,17]
[1,]   2.593   2.166   1.383   2.594   1.573   1.822   2.874   2.8   2.241
[2,] 799.105 759.530 419.018 816.949 333.447 596.568 703.902 650.7 705.740
[3,] 579.867 550.833 371.589 719.117 300.117 627.688 687.281 629.3 753.595
       [,18]    [,19]   [,20]    [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   2.231    3.188   2.863    4.786   2.262    4.939   3.326   0.948
[2,] 718.586 1061.325 914.483 1072.654 485.014 2239.030 974.111 251.160
[3,] 804.838  911.719 869.898  947.601 508.974 1565.751 879.515 192.832
        [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    2.369    2.402   2.185   2.269   1.123   2.277   2.363   1.474
[2,]  785.933 1006.436 471.638 821.068 257.386 756.751 506.103 289.463
[3,] 1032.279 1152.841 403.599 892.127 275.627 902.814 397.717 274.471
       [,34]  [,35]   [,36]   [,37]  [,38]  [,39]    [,40]   [,41]
[1,]   2.954   1.96   2.513   2.184   1.84   1.96   0.6705   1.604
[2,] 743.327 718.38 737.508 499.606 547.52 411.92 143.3261 377.160
[3,] 885.456 678.91 710.976 440.607 506.55 414.41 129.6582 376.522
        [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]
[1,]   0.5733   2.097   1.906   1.851   0.9738   2.032   1.891   2.887
[2,] 148.1650 569.387 597.913 355.373 199.0676 614.272 351.532 556.072
[3,] 150.1549 583.700 624.736 360.514 197.1491 485.328 376.930 613.610
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.579   2.465   2.274   1.031   1.877   1.876   1.597   1.305
[2,] 336.205 751.741 511.042 240.852 739.496 618.931 556.321 631.330
[3,] 368.819 749.424 463.281 229.352 720.408 620.262 626.263 604.934
       [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.064   0.589   1.692   0.9734   1.684   1.766   1.867   2.406
[2,] 415.269 134.233 646.450 194.7392 405.020 383.717 649.520 823.144
[3,] 341.793 116.155 627.244 176.8165 427.139 333.203 583.262 696.970
       [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.744   2.119   1.724   1.632   0.9154   2.194   1.744   2.603
[2,] 194.429 680.177 359.710 852.821 218.2790 404.273 470.681 503.600
[3,] 177.740 553.617 333.669 693.643 201.4078 504.339 435.983 520.891
      [,74]   [,75]   [,76]  [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   2.57   2.569   1.905   1.67   0.6405   2.243   1.428   2.108
[2,] 710.59 582.972 766.182 667.79 158.4851 542.119 269.763 609.354
[3,] 540.51 610.686 707.584 800.76 139.3066 646.615 279.037 742.301
       [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   1.204   1.594   0.6654   1.603   1.392   4.059   3.245   0.4836
[2,] 232.925 428.131 180.0559 542.996 288.720 818.090 668.822 199.0308
[3,] 258.666 392.659 171.2282 409.487 306.732 808.362 822.229 189.5734
        [,90]    [,91]    [,92]   [,93]   [,94]  [,95]    [,96]    [,97]
[1,]   0.5558   0.7591   0.8236   1.625   1.076   1.57    9.132    6.445
[2,] 245.6661 182.6508 182.8060 415.690 254.736 570.00 2233.273 1920.423
[3,] 175.9420 164.5903 174.0145 421.803 229.612 646.79 2445.197 1920.926
       [,98]
[1,]   3.087
[2,] 916.268
[3,] 748.860
[1] "--- VAR model 2017-10-02 19:01:00  completed"
[1] "Completed training sample:  2017-10-02 19:01:00 - 2017-10-03 03:00:00"
[1] "SpVAR;   training sample:  2017-10-02 19:31:00 - 2017-10-03 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2899         -0.4370        -6.5561         -1.330
          4.1327          1.6131         0.5222          2.315
         -0.1567          0.6381         4.4630         -1.525
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -1.94709        -0.7723           0.3076         0.006309
       -1.10696         0.4414          -0.3042        -0.614437
        0.09852         0.4503           1.2999        -2.974336
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.7024           -2.097          -3.0708          -0.5826
          -3.3773           -1.060           3.6656          -0.7652
          -1.5949           -1.970           0.6377          -4.4018
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.9789          -1.1835          -0.7883            6.537
           0.8691          -0.8563          -0.7892            3.880
           1.3200          -2.3977           0.5170            6.462
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.643          -1.8641            5.355           2.7808
           -1.541          -3.7862           -3.982           0.2175
           -1.048           0.2283           -7.876          -4.3556
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.214           0.4990            2.729          -0.2890
           -5.145          -0.8082           -2.798           1.6219
            2.665           0.8916           -2.708           0.3269
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.67627           4.2815           0.0587           0.5717
          0.04716          -0.4196          -2.3961           2.0592
         -0.14963           2.0197           2.0348           2.2540
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.1588         -2.14645            1.886           4.8283
           3.0382          1.59392           -1.792          -1.6191
          -2.5495          0.06846           -1.647           0.3751
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.205            1.854          -1.5449           0.2029
           -1.232           -4.518           0.4530           2.6474
            1.197            2.367          -0.9466          -3.5104
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.575           4.5143            1.516         -0.25283
           -1.629          -4.5640            1.713         -0.05894
            1.055           0.5037            1.964         -1.04294
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.717           0.1961          -0.2347          -3.9605
            0.803           0.2184           0.2927           0.8972
            1.075           0.2108           1.0011           0.6036
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.9508         -0.08542            5.324           0.2335
          -0.5571          0.10458           -1.507          -0.6947
           0.7377          0.03796            1.253           2.3947
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -4.064           0.9076          -5.3614            1.985
            2.114           2.7502           1.0862           -2.157
            1.876           0.5879           0.1031            1.208
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.93072           -6.600           -3.306            1.598
         -0.92319           -4.527           -1.459           -6.595
         -0.04833            3.545           -1.664           -1.972
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.4677           0.7885           0.2764            1.996
          -1.9411           1.1358           0.4082           -2.243
          -4.0693          -0.6070           0.4013            0.926
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.9820            2.170           0.7589          -1.0984
          -0.5659           -2.697          -0.1366           2.3030
           0.3794            1.403          -1.1328          -0.7487
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -2.2508           1.3903           1.3710           1.9481
           2.9356           0.4346          -0.4376          -0.3072
          -0.3025          -0.0912          -0.3870          -0.2452
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.9930           0.3651           1.9550          -0.8271
          -2.4926          -0.2246           1.6631           3.5836
           0.2126           0.2188          -0.2373           1.1717
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.8463            5.939            1.597            5.518
          -2.3386           -1.050           -3.509           -2.294
           2.8139            4.305            5.918            2.428
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.135          -0.2358          -0.2607           1.7424
            5.384           1.4029           1.7242           1.1612
           -1.228          -0.3938           1.1505           0.8801
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.2417            1.573          -1.6081          1.57256
           2.4093            2.131          -0.7132          0.08458
           3.0121            0.947           0.4044         -0.55292
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.3410           0.4913           0.6563           2.9493
           0.4667           1.4343          -3.9311          -1.4134
          -1.3541           1.4521           2.9346           0.7474
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9194          0.44555          0.19346           0.7900
           0.1560         -0.03246         -0.66117          -1.0750
          -0.7642         -1.16512         -0.01555          -0.1616
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5515          0.09674          0.01482            75.04
           0.1337          0.21069         -0.96447            88.51
           0.5103         -0.24466         -0.94359            84.96
 rnd_95776.volume rnd_95787.volume
           -6.833          -3.1958
           14.100           1.4531
           -1.616           0.7735
Standard Errors of predictions:  
     [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.24 0.993 3.469 1.551 1.624 0.5119 0.6598 1.750 1.918 1.593 1.003
[2,] 1.58 1.230 4.172 2.242 2.306 0.6424 0.7621 2.128 2.578 2.291 1.332
[3,] 1.86 1.431 4.896 2.928 2.850 0.7230 0.8869 2.322 2.894 2.647 1.568
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.828 1.153 1.346 2.276 2.112 1.499 1.419 2.198 2.059 3.376 1.576
[2,] 2.579 1.390 1.971 2.830 2.548 2.175 2.153 3.287 2.894 4.139 2.003
[3,] 3.038 1.553 2.451 3.251 2.894 2.699 2.785 3.862 3.507 4.730 2.336
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.674 2.327 0.6726 1.725 1.719 1.537 1.607 0.8452 1.591 1.647 1.051
[2,] 6.115 3.114 0.8748 2.553 2.768 1.859 2.467 1.0173 2.298 2.041 1.236
[3,] 6.999 3.600 0.9751 3.410 3.784 2.047 3.111 1.1908 3.041 2.270 1.394
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.918 1.442 1.734 1.610 1.396 1.394 0.4397 1.136 0.4015 1.472 1.291
[2,] 2.487 2.192 2.386 1.924 1.843 1.698 0.5572 1.467 0.4911 1.939 1.854
[3,] 3.188 2.655 2.788 2.165 2.157 1.915 0.6317 1.664 0.5733 2.366 2.304
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.269 0.6842 1.496 1.396 1.987 1.166 1.807 1.493 0.7505 1.388 1.298
[2,] 1.548 0.8408 2.028 1.640 2.264 1.398 2.438 1.853 0.9356 2.171 1.842
[3,] 1.762 0.9366 2.342 1.827 2.614 1.631 2.911 2.167 1.0563 2.642 2.323
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.230 0.9715 1.411 0.4535 1.189 0.7336 1.221 1.218 1.311 1.711 0.5528
[2,] 1.758 1.6879 1.712 0.5515 1.902 0.8817 1.569 1.509 2.011 2.552 0.7096
[3,] 2.254 2.0641 1.882 0.6086 2.410 0.9766 1.802 1.668 2.462 2.994 0.8104
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.534 1.216 1.207 0.6303 1.495 1.209 1.766 1.804 1.800 1.410 1.265
[2,] 2.200 1.441 2.237 0.7917 1.747 1.653 2.111 2.490 2.289 2.243 1.930
[3,] 2.521 1.620 2.786 0.9360 1.995 1.950 2.341 2.710 2.671 2.674 2.637
      [,78] [,79]  [,80] [,81]  [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4448 1.493 0.9997 1.478 0.8322 1.111 0.4735 1.172 1.035 2.917 2.372
[2,] 0.5688 1.890 1.1700 1.898 0.9711 1.473 0.6009 1.701 1.253 3.450 2.820
[3,] 0.6539 2.406 1.3304 2.470 1.1350 1.718 0.7123 1.945 1.435 3.916 3.343
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.3231 0.3970 0.5452 0.5731 1.176 0.6613 1.150 6.324 4.484 2.197
[2,] 0.5651 0.6618 0.6509 0.7035 1.486 0.8240 1.699 7.878 6.263 2.996
[3,] 0.6898 0.7758 0.7417 0.8062 1.776 0.9629 2.195 8.998 7.590 3.382
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.575   1.261   4.406   1.969   2.062   0.6501   0.8378   2.223
[2,] 364.468 270.124 862.370 602.605 609.384 144.4265 141.9648 450.107
[3,] 365.007 271.860 953.578 700.948 623.044 123.4701 168.8568 346.579
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]
[1,]   2.435   2.022   1.273   2.321   1.464   1.709   2.89   2.681
[2,] 641.482 612.772 326.359 677.172 288.663 536.019 626.11 530.571
[3,] 489.576 493.748 308.162 597.433 258.215 541.950 595.17 511.072
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   1.904   1.802   2.792   2.614   4.287   2.002    4.665   2.955
[2,] 586.583 602.570 909.538 756.877 891.403 459.755 1819.380 770.226
[3,] 594.446 657.255 754.228 737.043 852.140 447.284 1267.523 672.145
        [,25]   [,26]   [,27]   [,28]  [,29]   [,30]  [,31]   [,32]
[1,]   0.8541   2.191   2.183   1.952   2.04   1.073   2.02   2.092
[2,] 208.1682 700.436 807.468 389.446 696.95 210.738 617.21 448.563
[3,] 160.3624 841.213 959.838 318.850 705.03 230.334 741.60 369.584
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.335   2.436   1.831   2.202   2.044   1.773   1.771   0.5584
[2,] 242.187 589.351 614.603 609.809 392.125 447.776 360.750 127.3911
[3,] 239.924 742.174 557.571 537.145 369.661 416.938 328.977 110.6922
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.443   0.5098   1.869   1.639   1.611   0.8689   1.899   1.772
[2,] 345.074 105.2568 469.445 495.398 330.477 181.8719 509.977 320.801
[3,] 292.716 110.1243 505.022 508.961 312.933 153.5879 435.522 299.463
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.523   1.481   2.295   1.896   0.953   1.762   1.648   1.562
[2,] 403.805 286.995 609.041 408.606 207.907 621.541 486.431 467.362
[3,] 486.311 312.275 591.889 417.701 182.513 559.948 527.139 524.944
       [,57]   [,58]    [,59]  [,60]    [,61]  [,62]   [,63]   [,64]
[1,]   1.234   1.792   0.5759   1.51   0.9316   1.55   1.547   1.665
[2,] 513.692 360.521 116.7576 552.33 181.9882 366.81 331.325 567.513
[3,] 442.178 291.398  95.8412 551.11 156.3195 329.99 264.173 528.550
       [,65]   [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   2.173   0.702   1.948   1.544   1.533   0.8004   1.898   1.535
[2,] 704.761 165.544 587.125 287.594 700.941 178.3000 336.178 419.457
[3,] 582.404 145.700 457.547 275.575 617.822 185.8552 359.058 384.827
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]   [,79]  [,80]
[1,]   2.242   2.291   2.286   1.791   1.606   0.5648   1.896   1.27
[2,] 430.847 638.429 526.527 648.980 542.693 131.9743 431.331 226.23
[3,] 376.328 398.240 511.802 541.855 668.690 120.0191 554.185 235.69
       [,81]   [,82]  [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.876   1.057   1.41   0.6013   1.488   1.314   3.704   3.012
[2,] 443.400 186.242 360.17 137.6641 458.781 263.258 685.839 567.919
[3,] 588.029 218.626 329.04 142.3454 351.278 260.147 689.182 667.947
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]  [,95]    [,96]
[1,]   0.4103   0.5041   0.6923   0.7277   1.493   0.8397   1.46    8.031
[2,] 172.5602 197.0726 132.3250 151.8283 338.097 182.9752 465.42 1748.504
[3,] 147.1929 150.6902 132.3801 146.5408 362.043 185.4024 517.56 1617.682
        [,97]  [,98]
[1,]    5.693   2.79
[2,] 1627.562 758.26
[3,] 1595.923 583.93
[1] "--- VAR model 2017-10-02 19:31:00  completed"
[1] "Completed training sample:  2017-10-02 19:31:00 - 2017-10-03 03:30:00"
[1] "SpVAR;   training sample:  2017-10-02 20:01:00 - 2017-10-03 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6078          1.4689          6.756         -2.078
          1.4512          1.1519         -3.924          2.655
          1.4506          0.8869         -3.922         -4.559
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.987         0.5522           1.8369           0.3839
          3.908        -0.7647           1.2695          -2.7053
         -4.999         0.7997           0.4478           2.9756
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.100          -0.2125           0.1858           -3.783
           -8.935           0.2197           1.2988           -1.755
            4.868          -3.0705          -2.5094           -3.842
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.3724            1.150          0.93364            3.692
           1.2043           -3.374         -1.82328            5.032
          -0.7461           -4.754         -0.02304            5.782
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           2.2491           -7.602          -5.7019           -2.889
          -2.8920            3.438          -9.2209           -3.549
          -0.1815           -4.040          -0.4662           -2.704
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.2343           3.0802          -8.9538           3.3334
           3.0632          -2.8160           8.3658          -3.6827
          -3.9228           0.6932           0.4706          -0.6492
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.0635          -0.1596            3.084           1.7244
           0.7346          -0.5893            1.371           1.0479
           0.7056          -0.9846           -1.950           0.1256
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.3303           0.3639            2.689           3.8487
          -0.3383           0.2817           -2.961          -0.7692
          -3.8328           0.4325            1.364           1.3278
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.7951           -3.391           -5.771           1.6042
           0.1539           -2.847            6.872          -0.2635
           1.6765            2.012           -5.345          -7.0539
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.346          -0.2055           0.5251          -0.5087
           -5.573          -2.9524          -1.0978           0.4143
            3.362           4.2059           1.8781          -0.2697
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.199          0.03348            2.025           -3.408
            0.315          0.34831           -4.544            3.351
           -0.602          0.49197           -1.345           -3.726
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.9781           0.4702          0.06389            2.086
           0.9234           0.3330          0.22017           -1.566
           0.1523          -0.5260         -1.85597            5.047
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.884          -0.1988           -5.746           -3.535
           -1.453           1.1988            8.908            3.200
            5.327          -4.0372           -1.014            3.869
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.144          -0.9904           0.5247           -0.519
           -1.765          -2.7482          -5.0469            2.950
            3.102           2.4684           3.2784           -3.640
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.7941            1.574           0.3400           -1.626
           2.6567           -3.499          -0.3017            1.986
          -6.5657           -2.377           0.8315           -3.687
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -1.24338           0.6156           -3.448            3.326
         -1.13491          -2.2041            2.751           -6.096
          0.08212           0.2835            1.510            1.023
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.228           0.4221           6.6893            2.367
           -1.224           2.0410           0.4403            2.404
           -2.923          -1.9359          -2.2600            0.292
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.081           -1.720            1.633           0.4442
            7.961            2.041            2.385          -0.6280
           -1.750            1.214           -1.989           5.4785
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.8998           -3.472          -0.9317           3.7661
          -0.8599            0.920           3.9799           0.4344
           3.0526            6.283          -1.1892           2.5473
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.234          -0.2521         -0.09829         -0.35442
            1.345          -0.3303          1.35282          0.02621
            0.931          -0.7301          0.86263          1.58004
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.6222          -0.9814           0.1357           1.9900
          -0.2577           1.6406          -2.0196           0.6566
          -1.8417           0.0630           4.8698          -0.4689
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.541            1.090          2.79414           -3.859
            3.972            1.650          6.68856           -8.744
           -1.775            1.111          0.08515            7.695
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3658           -1.133          -0.1179           0.1772
           0.8170            1.090          -0.5883          -1.6464
          -0.8571           -1.938          -0.2009          -0.1985
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.250          0.07373            1.997            86.42
            1.360          0.21291            3.378            77.03
           -2.934          1.20244            2.662            60.22
 rnd_95776.volume rnd_95787.volume
           -3.971         -1.41442
           -1.319         -3.61022
            5.724         -0.05281
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.153 0.8937 3.305 1.333 1.587 0.4565 0.6275 1.551 1.833 1.423 0.935
[2,] 1.507 1.0953 3.906 2.077 2.150 0.5601 0.7365 1.891 2.361 2.080 1.266
[3,] 1.756 1.2493 4.442 2.677 2.606 0.6332 0.8573 2.122 2.676 2.356 1.425
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.238 1.073 1.302 2.260 2.037 1.431 1.319 2.024 1.935 3.141 1.512
[2,] 1.840 1.305 1.882 2.820 2.361 2.017 2.030 2.929 2.726 3.908 1.880
[3,] 2.130 1.453 2.275 3.152 2.633 2.497 2.601 3.527 3.275 4.422 2.127
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.364 1.960 0.6197 1.662 1.419 1.475 1.447 0.7979 1.472 1.494 0.9838
[2,] 5.641 2.884 0.7776 2.431 2.267 1.784 2.232 0.9334 1.984 1.866 1.1364
[3,] 6.615 3.265 0.8544 3.215 3.367 1.975 2.842 1.0695 2.582 2.132 1.2957
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.787 1.392 1.468 1.434 1.283 1.281 0.3871 1.036 0.3603 1.344 1.202
[2,] 2.285 2.058 2.058 1.798 1.714 1.609 0.4918 1.268 0.4489 1.705 1.643
[3,] 2.864 2.440 2.438 2.032 1.980 1.799 0.5662 1.475 0.5230 2.085 2.105
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.234 0.6361 1.248 1.314 1.803 1.096 1.607 1.373 0.7417 1.322 1.241
[2,] 1.491 0.7922 1.730 1.549 2.138 1.289 2.239 1.704 0.8884 1.931 1.743
[3,] 1.692 0.8911 2.075 1.706 2.429 1.477 2.829 1.985 1.0234 2.381 2.133
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.040 0.793 1.195 0.4510 1.007 0.7731 1.129 1.088 1.212 1.484 0.5060
[2,] 1.477 1.471 1.491 0.5359 1.581 0.8823 1.400 1.319 1.821 2.178 0.6739
[3,] 1.949 1.898 1.671 0.5942 1.992 0.9609 1.653 1.525 2.139 2.578 0.7557
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.317 1.133 1.217 0.5966 1.361 1.152 1.571 1.590 1.765 1.305 1.172
[2,] 1.938 1.344 2.026 0.7653 1.588 1.574 1.939 2.240 2.150 2.031 1.805
[3,] 2.224 1.483 2.566 0.8763 1.802 1.854 2.207 2.494 2.495 2.412 2.402
      [,78] [,79]  [,80] [,81]  [,82] [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3996 1.347 0.8808 1.260 0.7491 1.017 0.4135 1.068 0.9223 2.633
[2,] 0.5052 1.696 1.0438 1.642 0.8857 1.321 0.5479 1.616 1.1269 3.201
[3,] 0.5856 2.193 1.1951 2.238 1.0628 1.527 0.6309 1.891 1.2949 3.575
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.093 0.2958 0.3465 0.4843 0.5198 1.146 0.5553 0.8549 6.468 3.871
[2,] 2.575 0.5021 0.5845 0.5811 0.6168 1.413 0.7096 1.1612 7.931 5.856
[3,] 3.114 0.6252 0.6779 0.6749 0.7225 1.565 0.8325 1.5088 8.957 6.924
     [,98]
[1,] 1.837
[2,] 2.736
[3,] 3.075
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]   [,8]
[1,]   1.464   1.135   4.196   1.693   2.015   0.5796   0.7968   1.97
[2,] 314.725 205.422 675.470 516.657 470.794 105.3115 125.1292 350.64
[3,] 292.401 194.972 686.381 548.169 477.444  95.7917 142.3450 312.58
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]
[1,]   2.327   1.807   1.187   1.572   1.363   1.654   2.87   2.587
[2,] 482.984 492.173 276.767 441.400 240.864 440.968 547.12 387.227
[3,] 408.617 358.890 212.125 348.088 207.454 414.711 456.95 377.843
       [,17]   [,18]  [,19]   [,20]   [,21]  [,22]    [,23]   [,24]
[1,]   1.817   1.675   2.57   2.457   3.989   1.92    4.272   2.489
[2,] 461.341 500.667 687.07 623.155 754.342 362.38 1469.039 686.478
[3,] 477.708 527.353 637.34 588.659 671.621 322.74 1120.696 496.265
        [,25]  [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   0.7869   2.11   1.802   1.874   1.838   1.013   1.869   1.897
[2,] 152.4075 575.74 573.708 325.253 551.389 157.090 431.679 362.808
[3,] 114.8499 682.75 807.639 274.804 570.486 169.385 536.070 334.514
       [,33]  [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]   [,41]
[1,]   1.249   2.27   1.768   1.864   1.822   1.63   1.627  0.4915   1.315
[2,] 184.566 461.75 491.856 467.968 351.448 368.67 315.995 98.4203 237.305
[3,] 201.903 560.23 425.272 424.257 307.687 321.78 260.607 91.0405 244.717
       [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]  [,49]
[1,]  0.4575   1.707   1.527   1.567   0.8078   1.585   1.669   2.29
[2,] 86.8663 340.089 363.461 271.716 153.1953 388.663 266.296 372.55
[3,] 87.0533 389.555 426.739 259.171 132.3408 371.648 231.366 374.24
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   1.392   2.041   1.743   0.9419   1.679   1.576   1.32   1.007
[2,] 219.760 505.996 327.563 158.6240 456.552 397.163 340.16 402.076
[3,] 233.859 560.920 330.014 164.8647 452.131 398.440 412.67 389.024
       [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.517  0.5727   1.278   0.9817   1.433   1.382   1.539   1.884
[2,] 289.505 93.8944 395.402 137.9581 268.532 241.809 440.863 517.518
[3,] 244.606 83.2775 393.270 123.4667 285.506 248.166 364.371 447.484
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.6425   1.673   1.438   1.545   0.7576   1.728   1.463   1.995
[2,] 144.3796 461.096 234.669 525.368 155.5348 265.706 347.782 368.802
[3,] 110.9572 354.207 203.370 510.971 138.4375 276.194 318.263 341.402
       [,74]   [,75]   [,76]   [,77]    [,78]  [,79]   [,80] [,81]
[1,]   2.019   2.241   1.657   1.488   0.5074   1.71   1.119   1.6
[2,] 512.125 398.164 504.871 445.458 100.2764 334.13 181.723 341.7
[3,] 355.162 411.132 422.304 514.348  96.1138 451.09 188.834 493.3
        [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   0.9512   1.292   0.5251   1.357   1.171   3.344   2.658   0.3756
[2,] 153.3406 273.541 116.6421 393.438 210.085 590.446 486.802 131.6296
[3,] 190.5556 248.244 101.4914 318.481 206.934 516.391 567.954 120.8685
      [,90]   [,91]    [,92]   [,93]    [,94]   [,95]    [,96]    [,97]
[1,]   0.44   0.615   0.6601   1.455   0.7052   1.086    8.213    4.915
[2,] 152.70 104.166 107.7137 268.527 143.2950 254.942 1489.259 1425.571
[3,] 111.43 111.397 122.0938 218.148 141.2695 312.579 1350.143 1199.023
       [,98]
[1,]   2.332
[2,] 658.055
[3,] 454.953
[1] "--- VAR model 2017-10-02 20:01:00  completed"
[1] "Completed training sample:  2017-10-02 20:01:00 - 2017-10-03 04:00:00"
[1] "SpVAR;   training sample:  2017-10-02 20:31:00 - 2017-10-03 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.485         -1.5645        -8.2518        -0.4014
           3.015         -0.2128        -0.3931         6.7448
           1.517         -1.3879        -1.4183         2.3185
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.4007         1.4107          1.31273           -2.600
        -0.8964        -1.4367          0.70602            2.198
         2.4472         0.7461         -0.05298            4.397
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.7910           0.2243          -0.4533           0.7555
          -0.8159          -0.2223           0.9234          -0.1854
           1.5284           2.5372           3.0203          -2.3985
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.301          -3.2504         -6.36264            5.108
            1.117          -0.8718         -3.00748            2.394
            1.665           1.7905         -0.07587            5.484
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.3553           2.9155           -4.455           -7.055
           0.2836          -0.8639            8.218            5.672
          -1.6139           3.4478            6.858            7.276
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.4026           0.8179           14.978            3.258
          -8.4346           2.0511           -1.149            6.458
          -1.7574          -2.9839           -2.282           -2.177
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6018           5.1007            7.589           0.2303
           1.0968           2.6405            4.221          -2.5369
           0.6844           0.9215            4.916           0.6557
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.6025          -0.3588          -1.4752          -3.8244
           8.3862          -0.5154          10.0220          -2.6687
           3.5497          -1.8530           0.8344           0.1309
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.085           0.8258          -0.6701           -6.560
           -2.742          -1.1563          -1.8655            1.215
            3.420           5.4182           3.5541            5.269
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.041          0.08329           2.0520          -0.9046
            2.203          3.06830          -0.2236           0.2039
            4.390          0.59948           1.4050          -0.4159
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2042        -0.002015           1.2597          -0.7379
          -0.3653        -0.265765          -0.3885           0.3178
           0.3543        -0.240620           3.0776           0.4233
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.687           0.3478          -0.6976         4.496338
            3.177          -0.8164           1.0713         0.722370
            1.147           1.1247           2.1160        -0.007733
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.166          -0.4828           -1.970           3.5185
            2.485           1.2647            7.064           1.2597
            5.256           1.1963           -0.436          -0.3947
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9255            3.253            3.979           1.5026
           1.9309           -0.378           -1.152           5.5886
           0.1843            5.855            4.980          -0.6275
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.5331           1.1097           1.6304           -3.723
           3.8209          -0.3381           0.2220            2.904
           1.9550           2.6509          -0.1705            1.296
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0890         -2.58003          2.46059        -0.001649
          -1.8362          3.97205          1.54645         3.110575
          -0.5437          0.06437          0.01473         1.657137
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.0946           0.4764           5.3379           2.0809
           0.0154           0.5789          -0.7697          -0.0184
           9.7582           0.9359           4.6638           1.0822
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.905           0.5762           4.0962           0.8205
           -2.991          -0.8319           0.4756           3.9720
            6.044           0.3126           2.1932           0.5805
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          3.04604            2.392           7.2614            2.392
         -1.42760            0.611           0.8404            5.812
          0.02674            2.298           1.4149            2.046
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.066          -0.1583            0.872           -1.286
            2.895           1.7331            4.119            0.547
            4.579          -0.1081            4.307            2.737
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.910           1.6029          -3.9119          -0.8644
           -1.205           0.4337           1.5459           0.9220
            6.873           2.3983          -0.6645          -0.1244
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.9738          -1.6308           0.9743           0.2904
           3.3602          -0.3833           9.3590           2.1814
          -0.3967          -0.9740           4.4968           3.1105
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1517           0.1213          -0.7369          -1.3224
          -0.1959          -0.2535          -0.2693          -0.5233
          -1.1683          -0.7393          -0.8974          -0.3013
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9101           0.8493          -0.7992            84.52
          -2.0289           1.2319           1.9306            78.29
           0.9052           1.2989           0.1131            89.83
 rnd_95776.volume rnd_95787.volume
            8.904            7.198
           11.847            5.293
            8.487           -2.003
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.124 0.8491 3.097 1.278 1.411 0.4446 0.6228 1.433 1.522 1.278 0.8626
[2,] 1.463 1.0587 3.563 1.955 2.045 0.5479 0.7335 1.729 2.056 1.909 1.1271
[3,] 1.684 1.1896 3.951 2.451 2.493 0.6078 0.8323 1.941 2.309 2.127 1.3272
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.124 1.042 1.243 2.245 1.976 1.394 1.265 1.877 1.780 3.016 1.290
[2,] 1.665 1.246 1.738 2.806 2.264 1.947 1.769 2.727 2.397 3.671 1.680
[3,] 1.951 1.387 2.106 3.129 2.529 2.368 2.314 3.342 2.946 4.107 1.934
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 2.997 1.952 0.5771 1.590 1.403 1.384 1.308 0.7310 1.268 1.542 0.8439
[2,] 5.018 2.712 0.7123 2.212 2.130 1.655 2.084 0.8787 1.771 1.848 1.0080
[3,] 5.985 3.087 0.7933 2.866 3.132 1.830 2.585 0.9946 2.396 2.108 1.2150
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.646 1.172 1.351 1.464 1.195 1.178 0.3595 0.9274 0.3198 1.296 1.125
[2,] 2.144 1.881 2.013 1.714 1.591 1.441 0.4487 1.1251 0.4033 1.635 1.521
[3,] 2.672 2.305 2.440 1.925 1.853 1.582 0.5200 1.3174 0.4572 1.972 1.896
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.120 0.5838 1.120 1.185 1.663 0.9899 1.438 1.185 0.6964 1.229 1.211
[2,] 1.365 0.7191 1.549 1.406 1.988 1.1969 2.064 1.502 0.8515 1.738 1.667
[3,] 1.570 0.8365 1.849 1.598 2.285 1.3867 2.511 1.755 0.9768 2.195 2.008
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.037 0.7246 1.140 0.4527 0.9963 0.7301 1.032 0.9654 1.148 1.423
[2,] 1.379 1.3907 1.377 0.5340 1.4929 0.8356 1.289 1.1710 1.721 2.005
[3,] 1.776 1.7423 1.563 0.6041 1.8802 0.9242 1.534 1.3699 2.007 2.425
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5359 1.261 1.014 1.165 0.5110 1.241 1.091 1.575 1.476 1.640 1.167
[2,] 0.6833 1.753 1.189 1.912 0.6959 1.483 1.519 1.860 2.125 2.011 1.938
[3,] 0.7494 2.042 1.339 2.329 0.8082 1.702 1.772 2.147 2.437 2.216 2.253
     [,77]  [,78] [,79]  [,80] [,81]  [,82] [,83]  [,84]  [,85]  [,86]
[1,] 1.146 0.3485 1.232 0.8158 1.150 0.6566 1.017 0.3712 0.9769 0.8503
[2,] 1.629 0.4564 1.553 0.9944 1.491 0.8100 1.263 0.4729 1.4121 1.0628
[3,] 2.259 0.5341 2.066 1.1273 2.048 0.9292 1.434 0.5512 1.6845 1.2264
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.506 2.025 0.2444 0.3185 0.4179 0.4359 1.050 0.4805 0.8018 6.322
[2,] 3.036 2.517 0.4084 0.5159 0.5029 0.5230 1.317 0.6069 1.0757 7.858
[3,] 3.391 2.951 0.5209 0.6123 0.5891 0.6169 1.483 0.7007 1.3864 8.969
     [,97] [,98]
[1,] 3.684 1.860
[2,] 5.371 2.635
[3,] 6.354 2.972
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.427   1.078   3.932   1.622   1.791   0.5646   0.7909   1.819
[2,] 317.415 214.319 597.171 501.726 501.625 108.4907 131.2758 327.847
[3,] 282.716 183.910 578.478 500.678 483.370  89.1579 133.3027 299.224
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   1.933   1.622   1.095   1.428   1.323   1.578   2.851   2.509
[2,] 468.177 480.744 245.855 416.267 231.752 411.703 570.487 375.042
[3,] 356.699 318.175 237.558 344.582 206.450 403.523 469.081 381.799
      [,17]   [,18]   [,19]  [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   1.77   1.607   2.383   2.26   3.83   1.639    3.806   2.478
[2,] 460.76 419.220 670.452 543.99 709.38 364.401 1363.876 638.119
[3,] 456.73 505.488 654.956 580.48 624.07 324.704 1105.924 500.276
        [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.7329   2.019   1.781   1.757   1.662   0.9282   1.611   1.959
[2,] 141.4970 521.457 543.432 307.673 549.568 165.2434 419.003 344.858
[3,] 118.3224 617.613 778.223 264.892 518.324 157.9662 546.930 343.796
       [,33]  [,34]   [,35]   [,36]  [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   1.072   2.09   1.488   1.715   1.86   1.518   1.496  0.4565   1.178
[2,] 186.864 465.39 498.565 505.777 302.07 355.850 281.513 91.0342 215.883
[3,] 229.870 540.64 451.535 467.446 297.11 321.647 221.394 89.0415 232.258
       [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]
[1,]  0.4061   1.645   1.429   1.422   0.7414   1.423   1.504   2.111
[2,] 83.2971 338.195 347.020 264.604 142.2965 362.288 256.327 369.260
[3,] 72.9527 373.718 383.293 262.939 144.8164 342.556 258.012 382.124
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]    [,57]
[1,]   1.257   1.826   1.505   0.8843   1.561   1.538   1.317   0.9201
[2,] 228.057 501.753 312.825 166.0893 416.455 388.146 307.949 402.2851
[3,] 237.354 484.991 307.941 162.1803 454.634 379.715 379.546 355.7091
       [,58]   [,59]   [,60]    [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   1.447  0.5749   1.265   0.9272   1.31   1.226   1.457   1.808
[2,] 261.976 95.9971 376.836 137.6987 261.70 224.606 434.856 478.671
[3,] 250.496 95.7442 387.336 133.8507 281.98 240.966 349.609 462.371
        [,66]   [,67]   [,68]  [,69]    [,70]   [,71]   [,72] [,73]
[1,]   0.6806   1.601   1.288   1.48   0.6489   1.576   1.386   2.0
[2,] 143.6376 412.634 209.954 513.76 160.1027 275.011 358.246 335.4
[3,] 104.3113 354.961 209.272 450.81 139.2558 283.153 309.021 363.8
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]  [,81]
[1,]   1.874   2.082   1.482   1.455  0.4426   1.564   1.036   1.46
[2,] 518.031 394.541 524.296 392.347 99.8724 320.565 192.699 321.74
[3,] 404.473 315.265 389.241 530.237 94.0450 461.783 179.984 475.77
        [,82]   [,83]   [,84]   [,85]  [,86]   [,87]   [,88]    [,89]
[1,]   0.8338   1.292  0.4714   1.241   1.08   3.183   2.572   0.3103
[2,] 160.7735 253.807 99.3314 345.562 216.09 580.555 506.366 110.9011
[3,] 154.2613 229.924 95.9361 311.260 207.41 512.367 522.182 109.6012
        [,90]    [,91]    [,92]   [,93]    [,94]   [,95]    [,96]    [,97]
[1,]   0.4045   0.5306   0.5535   1.334   0.6101   1.018    8.028    4.678
[2,] 137.5662  94.8246  97.9549 269.413 125.6809 243.033 1581.459 1324.811
[3,] 111.7655 103.9924 110.8462 230.630 118.6648 296.411 1465.951 1150.525
       [,98]
[1,]   2.362
[2,] 632.651
[3,] 466.048
[1] "--- VAR model 2017-10-02 20:31:00  completed"
[1] "Completed training sample:  2017-10-02 20:31:00 - 2017-10-03 04:30:00"
[1] "SpVAR;   training sample:  2017-10-02 21:01:00 - 2017-10-03 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.1946          2.4779         12.032          2.584
          0.8602         -0.2035         -5.359         -5.256
          1.4292         -0.6237         -2.473         -1.465
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.019        -1.9451          -0.2194          -4.1190
         -2.724         0.3708          -1.0609           3.2094
         -7.501         1.5729          -1.7928           0.8455
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.0865          -5.6067          -2.1379           -2.872
           0.5696          -0.6377           0.7179           -8.898
           5.8511           4.8694           1.8288           -4.042
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.411         -5.30469          -4.5650           10.900
            2.714         -6.34712          -7.2563            2.899
            1.694         -0.08225           0.4995            8.601
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.6363           -3.476          -0.4124          -0.8441
         -10.0907          -10.034           0.3947           0.4963
          -6.6263          -11.782          -5.2147          -3.5116
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            5.176          -4.0421           -10.21          -8.3731
          -12.017          -1.0188            12.10           5.2679
           -1.432           0.1557           -12.25           0.1136
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.7886           -7.942           -9.107         1.768684
           0.7524           -2.639           -5.544        -0.756066
          -1.3001            1.572            2.255         0.002546
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.621          -0.2978          -3.0153            2.493
           -8.743          -1.7802          -6.4417           -3.271
           -1.345          -1.8794           0.6242            3.050
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5852            3.424            1.572            2.483
          -0.8832           -1.148            0.246           -3.676
          -1.3092           -3.810           -8.228           -1.066
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.341           -1.329           1.1435           0.3001
           -1.959           -2.842           0.6243          -0.2884
           -2.436           -1.419           2.1180           1.3141
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.1228           0.2392          1.22466            2.885
          -0.3972          -0.2522         -1.28015            3.645
           4.1512           0.6312          0.07668           -2.752
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.220          -1.4219            1.052           4.4934
            2.863           0.4852            6.157          -0.9965
            3.382           0.9554           -3.332           2.0782
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -4.2420            5.735           -5.373           1.7385
           0.9668           -3.946            2.773           0.8883
           4.2510            3.025            1.204          -4.4769
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4065            7.790           0.8739            1.460
           2.8765          -10.320          -3.6050           -1.245
          -0.1295            3.374           1.1067           -7.966
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.195            3.210           1.6476           -2.440
            3.367            1.251          -1.9357            3.059
           -1.535           -5.524          -0.3335            4.574
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.04147            1.806         2.008874           3.1558
         -1.97623            2.087         0.007745           2.8592
         -2.44582            2.273        -1.189875          -0.5159
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.994           1.2508          -2.9155          -0.6482
            2.203           2.4111           0.6531          -2.2450
            1.258          -0.1232           0.4364          -1.3607
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.0425           1.8854          -2.2878          -0.3071
          -0.3486           0.6636           4.4446          -1.9567
          -2.1484          -0.6401           0.7639           1.6777
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -5.1580           -4.872         -0.06265          -5.2701
           2.8209           -3.671          1.12861          -0.9467
          -0.8754            1.374         -2.76474           0.8890
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.872          -1.0550           -3.179           0.5501
           -5.817           0.8076           -1.908          -0.0231
            2.885           1.0480           -1.822          -0.5149
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.7409            2.037           4.8978          -0.6747
           0.2499            3.124          -0.2576           0.0663
          -5.3790           -1.413           1.1836           0.4205
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.403          2.32616           -8.956            4.588
           -3.589          0.09297           -5.663           10.529
           -5.402         -0.44411           -1.945           -4.220
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.60324         -0.50421         -0.63264          -0.1538
          0.81552          0.09866         -0.06434           0.5528
         -0.08245         -0.08338         -0.63866          -0.1030
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.246          -2.1839            2.494           103.18
           -1.129           1.2479           -1.205           109.77
           -0.570          -0.1545            2.798            83.57
 rnd_95776.volume rnd_95787.volume
           -5.973         -11.3111
            2.847           3.7792
           -3.461          -0.4512
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.143 0.7892 2.577 1.225 1.427 0.4053 0.6160 1.395 1.498 1.214 0.8584
[2,] 1.470 0.9749 3.188 1.873 2.061 0.4723 0.7038 1.657 1.981 1.827 1.1028
[3,] 1.642 1.0797 3.604 2.414 2.525 0.5254 0.8135 1.881 2.224 2.045 1.2805
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.171 1.022 1.219 2.264 1.954 1.361 1.260 1.723 1.729 2.782 1.242
[2,] 1.646 1.219 1.713 2.761 2.257 1.932 1.841 2.649 2.316 3.587 1.570
[3,] 1.915 1.353 1.974 3.037 2.529 2.320 2.277 3.327 2.861 4.017 1.795
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 2.914 1.710 0.5192 1.536 1.337 1.260 1.264 0.7003 1.157 1.603 0.850
[2,] 4.852 2.505 0.6487 2.151 2.022 1.510 2.043 0.8589 1.635 1.879 1.024
[3,] 5.831 2.956 0.7448 2.756 2.986 1.679 2.554 0.9571 2.187 2.100 1.205
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.630 1.218 1.250 1.442 1.123 1.168 0.3205 0.7731 0.2975 1.279 1.119
[2,] 2.110 1.909 1.944 1.727 1.566 1.364 0.4023 0.9566 0.3630 1.601 1.555
[3,] 2.618 2.351 2.341 1.961 1.785 1.513 0.4587 1.1001 0.4173 1.903 1.876
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.052 0.5900 1.128 1.104 1.648 0.9377 1.407 1.152 0.6894 1.175 1.117
[2,] 1.267 0.7167 1.510 1.338 1.922 1.1691 2.022 1.457 0.8368 1.642 1.575
[3,] 1.480 0.8237 1.804 1.490 2.144 1.3128 2.430 1.640 0.9425 2.076 1.898
      [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 0.9817 0.7256 1.194 0.4776 0.9172 0.6992 1.006 0.884 1.077 1.412
[2,] 1.3379 1.3028 1.342 0.5591 1.4473 0.8235 1.226 1.092 1.535 2.006
[3,] 1.7052 1.6728 1.490 0.6261 1.7545 0.8890 1.462 1.261 1.818 2.393
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5516 1.202 0.9702 1.107 0.5098 1.282 1.143 1.589 1.503 1.610 1.203
[2,] 0.6627 1.677 1.1295 1.793 0.6639 1.491 1.511 1.821 2.052 1.956 2.016
[3,] 0.7344 1.988 1.2730 2.188 0.7644 1.680 1.684 2.059 2.296 2.171 2.337
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 1.104 0.3394 1.074 0.7259 1.026 0.6510 0.9075 0.3668 0.9531 0.8259
[2,] 1.633 0.4347 1.470 0.9142 1.406 0.7597 1.1405 0.4501 1.3746 1.0115
[3,] 2.285 0.5013 1.981 1.0375 1.944 0.8478 1.2923 0.5115 1.6412 1.1334
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.283 1.885 0.2294 0.2678 0.3594 0.4021 0.9733 0.4070 0.8417 6.573
[2,] 2.797 2.392 0.3573 0.4459 0.4498 0.4808 1.1959 0.5053 1.1110 7.972
[3,] 3.229 2.766 0.4463 0.5361 0.5352 0.5545 1.3259 0.5807 1.4214 9.090
     [,97] [,98]
[1,] 3.908 1.669
[2,] 5.100 2.468
[3,] 6.037 2.863
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]     [,7]    [,8]
[1,]   1.451   1.002   3.273   1.555   1.812  0.5146   0.7822   1.771
[2,] 313.982 194.216 636.724 480.978 504.540 82.3366 115.5359 303.797
[3,] 248.239 157.476 570.261 516.938 495.276 78.1040 138.4455 301.728
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   1.902   1.542   1.09   1.487   1.297   1.548   2.875   2.482
[2,] 439.928 463.331 234.93 392.516 225.854 408.382 536.024 382.980
[3,] 342.571 311.742 220.86 331.928 199.108 333.006 429.650 387.354
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]  [,23]   [,24]
[1,]   1.728   1.601   2.189   2.196   3.533   1.577    3.7   2.172
[2,] 465.617 455.177 682.423 522.713 768.214 325.914 1316.4 620.984
[3,] 435.855 455.061 683.166 570.264 613.871 295.278 1097.5 532.672
        [,25]   [,26]   [,27] [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.6593   1.951   1.697   1.6   1.605   0.8892   1.469   2.035
[2,] 132.0098 510.766 514.775 282.2 544.428 168.7706 392.356 332.659
[3,] 124.1650 585.080 745.636 249.8 520.066 143.3230 492.589 318.708
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   1.079   2.069   1.547   1.587   1.831   1.427   1.483  0.407
[2,] 193.635 454.582 498.902 505.459 322.819 370.217 239.518 82.519
[3,] 215.669 526.072 465.209 442.175 314.769 290.427 221.655 74.757
        [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9818  0.3777   1.624   1.421   1.336   0.7492   1.432   1.402
[2,] 191.1603 70.5844 326.669 366.229 239.475 138.0780 340.613 256.459
[3,] 184.3058 69.8703 348.827 356.395 259.659 137.8024 335.110 222.461
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.093   1.191   1.787   1.463   0.8754   1.492   1.418   1.247
[2,] 335.719 236.919 492.656 302.604 160.9397 389.099 376.674 308.440
[3,] 322.125 202.634 457.548 255.262 147.2056 431.372 359.604 358.763
        [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.9213   1.516  0.6065   1.165   0.8878   1.278   1.123   1.368
[2,] 367.1574 208.034 98.6446 379.898 147.6668 237.633 217.697 371.152
[3,] 356.0832 219.874 95.6522 336.545 113.6087 270.449 213.666 330.093
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.793   0.7004   1.526   1.232   1.406   0.6473   1.628   1.452
[2,] 483.732 124.6513 396.664 196.253 478.547 144.3103 257.964 335.303
[3,] 442.703 107.3643 362.165 199.211 425.522 128.5672 263.026 252.606
       [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]    [,80]
[1,]   2.018   1.909   2.045   1.528   1.402  0.431   1.364   0.9218
[2,] 301.304 473.921 376.974 549.032 408.456 92.178 340.563 188.5560
[3,] 326.369 349.907 319.483 401.119 542.063 84.711 450.789 166.4891
       [,81]    [,82]   [,83]   [,84]  [,85]   [,86]   [,87]   [,88]
[1,]   1.303   0.8266   1.152  0.4658   1.21   1.049   2.899   2.393
[2,] 326.280 132.8944 234.432 88.5209 336.09 198.162 548.286 499.949
[3,] 455.406 127.6834 206.180 82.4760 304.26 173.532 547.178 470.978
       [,89]    [,90]   [,91]   [,92]   [,93]    [,94]   [,95]    [,96]
[1,]  0.2913   0.3401  0.4563  0.5106   1.236   0.5168   1.069    8.347
[2,] 92.9464 120.9650 91.8011 89.4613 235.794 101.6351 246.064 1530.270
[3,] 90.7825 100.9718 98.4062 93.7146 194.276  97.0750 300.871 1482.165
        [,97]   [,98]
[1,]    4.963   2.119
[2,] 1111.675 616.957
[3,] 1096.113 492.832
[1] "--- VAR model 2017-10-02 21:01:00  completed"
[1] "Completed training sample:  2017-10-02 21:01:00 - 2017-10-03 05:00:00"
[1] "SpVAR;   training sample:  2017-10-02 21:31:00 - 2017-10-03 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.553          1.6089          4.175        -0.6693
          -1.428         -0.2749          6.810         9.9357
           2.312          3.9193          2.219        -4.0886
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.608         -1.507           -2.265           0.4041
          6.038          0.749            2.371           2.7290
          9.970          0.030            1.670           2.0626
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.342           -2.139            8.046           -1.520
            6.226            7.048            2.816           -8.632
           -1.399           -1.567            7.820          -15.724
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.253           12.233           12.950            29.75
           -2.019           -2.529            3.078            28.86
            4.253            2.617            0.451            29.27
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            6.521           -4.328            4.471           0.1176
            7.685           11.196            6.073          12.4971
            9.158            7.596           15.422           8.9301
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           21.071            1.037            5.035           0.8219
            2.298           -3.230            3.107          13.6735
           15.551            6.457           -2.679          -7.8197
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.196           7.2793           15.850            2.020
           -2.568           0.8103            1.934            3.709
           -1.184           1.9724            2.318            5.297
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -0.168           -1.583          -4.8300           -1.889
            8.183            6.326           6.0289           -1.329
            1.047            1.027           0.5394           -1.834
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.997          -5.3719          -13.378           -4.959
           -2.671           5.8560            2.134            1.944
            3.225           0.8018            6.574            2.402
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4343            6.680            1.995           0.8055
          -0.2270            3.107            6.046          -0.4518
           5.9062           -1.582            2.859           0.8873
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.4873          0.95888            4.154           -3.616
          -0.1137         -0.04897           -4.195            6.168
           8.2069          0.78650           -2.383           -1.332
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7302         -3.49696            2.067          -0.3127
           9.3512          0.33574            1.645           2.0915
           6.3049          0.08952            2.721          -5.9737
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.5294           2.1078          -0.8831          10.4289
          -0.2396           0.2226          10.2731           0.3862
           1.3106          -0.8109          -5.6993          -1.8900
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.7610          -0.3073           2.4307          6.37669
           6.8493          -4.4556           3.2863          4.33693
          -0.5743           3.1375          -0.3809          0.02959
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.8698           4.2204            2.167           6.7855
           6.7942          -0.6152            1.102          -0.8698
           3.2569           0.9304           -1.335           4.8072
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.331            3.450           -3.108            8.439
           -0.229            2.016            3.259            2.014
           -1.088            5.131           -1.801            3.609
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.268            1.950            3.668            6.922
           -9.747            1.132           -2.955            5.858
            8.430            1.929            2.292           -1.893
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.685         -0.74459          -0.7231           0.9066
           10.305          0.05033           2.5416          -1.2630
           -3.956         -1.52099           4.6303           1.7153
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.755          -4.7554            6.807            9.963
            3.000           3.2273            1.637            2.688
            4.566          -0.9385            2.204            6.492
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           18.004           -1.555           14.403            1.172
            6.027            3.112            7.545           -1.090
            1.745            2.042            1.472            5.034
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.514           -1.833           -5.035           0.3681
           17.428            3.464           -3.994           0.7284
           -3.716            3.136            2.756           0.5271
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           9.0266           0.3856          -2.6659         -0.05051
           3.0093           1.1942         -14.3870          4.88168
           0.9424           3.5275           0.4128          2.07784
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8064          -1.3859          -0.3553          0.00728
          -1.3159          -1.1908          -1.7710         -1.62812
           0.6160          -0.5002          -0.4291          1.02757
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.425            1.562          -1.6082            85.78
            1.232            1.152           0.8352           108.82
           -3.280            3.227           1.1334            92.59
 rnd_95776.volume rnd_95787.volume
          25.2244          -0.1451
           0.4186           8.8273
           8.7313          -5.1796
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.209 0.7783 2.780 1.210 1.452 0.3471 0.6503 1.405 1.535 1.217 0.8444
[2,] 1.514 0.9356 3.303 1.771 2.110 0.4253 0.7421 1.658 2.010 1.869 1.0814
[3,] 1.695 1.0304 3.663 2.335 2.562 0.4721 0.8383 1.885 2.284 2.183 1.2487
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.132 1.026 1.247 2.244 1.929 1.296 1.275 1.336 1.599 3.149 1.269
[2,] 1.673 1.235 1.689 2.697 2.224 1.829 1.804 2.027 2.054 3.924 1.625
[3,] 1.925 1.372 1.956 2.980 2.554 2.251 2.181 2.552 2.418 4.399 1.844
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.079 1.650 0.4951 1.500 1.361 1.259 1.181 0.6534 1.185 1.569 0.8444
[2,] 5.223 2.450 0.5907 2.179 2.078 1.494 1.903 0.7939 1.669 1.910 0.9923
[3,] 6.124 3.028 0.6538 2.814 3.040 1.668 2.411 0.9040 2.280 2.060 1.1616
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.596 1.246 1.250 1.490 1.135 1.109 0.2808 0.7677 0.2739 1.276 1.119
[2,] 1.923 1.911 2.007 1.782 1.549 1.277 0.3679 0.9141 0.3313 1.590 1.550
[3,] 2.444 2.314 2.305 1.986 1.732 1.429 0.4174 1.0279 0.3766 1.848 1.911
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.017 0.5670 1.105 1.025 1.500 0.9034 1.389 1.075 0.6513 1.180 1.055
[2,] 1.215 0.6860 1.528 1.255 1.789 1.0930 1.981 1.360 0.7947 1.637 1.571
[3,] 1.422 0.8063 1.779 1.410 2.006 1.2253 2.404 1.501 0.9065 2.034 1.845
      [,56] [,57] [,58]  [,59]  [,60]  [,61]  [,62]  [,63] [,64] [,65]
[1,] 0.9525 0.718 1.077 0.5232 0.9126 0.6989 0.9511 0.8183 1.067 1.505
[2,] 1.3558 1.258 1.274 0.5923 1.3782 0.8271 1.1848 0.9900 1.466 2.071
[3,] 1.6667 1.654 1.406 0.6633 1.6613 0.8861 1.4234 1.1399 1.763 2.450
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5705 1.194 0.9183 1.071 0.5076 1.366 1.234 1.521 1.490 1.596 1.173
[2,] 0.6979 1.677 1.1000 1.679 0.6483 1.602 1.590 1.765 2.036 1.951 2.045
[3,] 0.7694 1.972 1.2161 2.082 0.7323 1.815 1.766 2.026 2.243 2.122 2.426
     [,77]  [,78]  [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 1.143 0.3217 0.9483 0.6845 1.015 0.6496 0.8645 0.3451 0.9133 0.8319
[2,] 1.736 0.4030 1.3481 0.8535 1.349 0.7488 1.0500 0.4210 1.4274 0.9804
[3,] 2.309 0.4587 1.9412 0.9815 1.967 0.8366 1.2285 0.4736 1.6581 1.0763
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.265 1.722 0.2012 0.2535 0.3067 0.3263 1.002 0.3701 0.7450 6.500
[2,] 2.677 2.141 0.2903 0.3751 0.3919 0.4003 1.151 0.4366 0.9689 7.944
[3,] 3.097 2.430 0.3973 0.4637 0.4712 0.4660 1.281 0.5055 1.2534 9.163
     [,97] [,98]
[1,] 3.712 1.662
[2,] 4.790 2.439
[3,] 5.800 2.895
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]    [,4]    [,5]    [,6]     [,7]    [,8]
[1,]   1.535   0.9883   3.531   1.536   1.844  0.4407   0.8258   1.784
[2,] 300.834 171.2918 588.397 426.926 504.984 81.1142 117.9711 290.622
[3,] 251.501 142.4919 522.384 501.642 479.290 67.6152 128.6169 295.927
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]
[1,]   1.949   1.545   1.072   1.437   1.303   1.583   2.849   2.45
[2,] 428.136 467.768 222.886 406.685 226.945 376.134 493.476 364.98
[3,] 357.863 372.374 205.983 313.693 196.655 325.536 418.306 414.38
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   1.646   1.619   1.696   2.031   3.999   1.612    3.909   2.095
[2,] 425.681 420.904 503.047 425.408 772.616 334.872 1392.145 597.481
[3,] 433.209 404.436 511.329 420.721 655.492 287.728 1054.727 587.102
        [,25]   [,26]   [,27]   [,28] [,29]    [,30]   [,31]   [,32]
[1,]   0.6287   1.904   1.728   1.598   1.5   0.8297   1.505   1.993
[2,] 106.2621 521.542 517.919 265.513 492.3 148.7740 387.611 359.432
[3,]  92.4638 587.311 732.379 244.806 488.6 142.6664 512.407 254.490
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.072   2.027   1.583   1.587   1.892   1.441   1.408  0.3565
[2,] 171.941 354.059 477.711 517.966 322.164 347.612 209.018 78.4397
[3,] 199.253 497.697 430.597 374.351 289.339 255.983 211.410 65.0323
        [,41]   [,42]  [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9748  0.3478   1.62   1.421   1.292   0.7199   1.403   1.302
[2,] 163.7586 61.5216 313.16 353.880 218.837 127.4019 348.071 239.088
[3,] 155.0701 59.0676 310.68 368.826 243.872 139.7823 301.019 211.843
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]  [,55]  [,56]
[1,]   1.904   1.147   1.764   1.365   0.8271   1.498   1.34   1.21
[2,] 321.554 203.005 465.959 274.714 150.2388 374.218 384.01 318.32
[3,] 299.594 182.668 449.216 209.985 143.9080 398.387 319.38 319.81
        [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.9118   1.367  0.6644   1.159   0.8875   1.208   1.039   1.355
[2,] 340.8768 224.958 91.6093 340.743 145.9327 233.094 183.866 331.794
[3,] 354.2063 196.221 98.5346 306.051 104.8296 260.267 186.430 322.907
      [,65]    [,66]   [,67]   [,68]  [,69]    [,70]   [,71]   [,72]
[1,]   1.91   0.7244   1.516   1.166   1.36   0.6446   1.734   1.567
[2,] 469.40 132.6372 388.518 199.797 426.66 133.0591 276.026 330.528
[3,] 431.89 106.8197 342.382 171.057 406.13 112.3250 281.597 253.762
       [,73]   [,74]   [,75]  [,76]   [,77]   [,78]   [,79]    [,80]
[1,]   1.932   1.893   2.027   1.49   1.451  0.4084   1.204   0.8693
[2,] 295.191 457.489 370.275 552.42 431.011 80.0825 316.120 168.1770
[3,] 328.258 310.995 274.946 431.09 502.403 72.3297 460.810 159.9072
       [,81]    [,82]   [,83]   [,84]  [,85]   [,86]   [,87]   [,88]
[1,]   1.289   0.8249   1.098  0.4383   1.16   1.056   2.876   2.186
[2,] 293.371 122.9183 196.608 79.5609 361.91 171.136 470.901 420.102
[3,] 472.433 123.0750 210.419 71.5187 278.34 146.553 513.895 378.657
       [,89]  [,90]   [,91]   [,92]   [,93] [,94]   [,95]    [,96]
[1,]  0.2555  0.322  0.3895  0.4143   1.272  0.47   0.946    8.254
[2,] 69.0380 91.205 80.4764 76.5464 187.036 76.41 204.382 1506.728
[3,] 89.4766 89.962 86.2888 78.6811 185.606 84.07 262.359 1506.768
        [,97]   [,98]
[1,]    4.713   2.111
[2,]  999.089 588.787
[3,] 1078.755 514.414
[1] "--- VAR model 2017-10-02 21:31:00  completed"
[1] "Completed training sample:  2017-10-02 21:31:00 - 2017-10-03 05:30:00"
[1] "SpVAR;   training sample:  2017-10-02 22:01:00 - 2017-10-03 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.2982          -1.998         -5.175         25.794
          5.7219           7.113          9.470          9.507
          4.9037           2.318         -5.699         -8.593
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.325        -1.3128          -2.0352           -7.619
         13.948        -1.7037           1.5118            5.716
          7.453        -0.4919           0.5018            9.030
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.748           10.368            4.529          -10.913
            2.981           -5.930            2.858          -26.253
           -1.107           -2.837            4.063           -9.569
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.462            5.902            8.009           24.579
            1.824           -3.936            7.052           25.167
           -2.062            1.956           -2.619            9.567
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.646           -6.378          -21.718           -3.555
           10.081           -3.187           -3.312            8.070
           -8.315            2.356           11.967            8.496
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.464           0.1194           -18.20            2.661
           30.566           3.5181           -24.78          -18.825
          -14.083          -1.4178            30.99            4.469
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -2.54197           11.634          29.5746           -1.376
         -0.03292          -13.346          -9.6060            7.983
          0.84978           -2.533           0.2164           -6.918
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           27.639          -2.0912           28.973            4.959
            9.766           0.3391           23.159           -3.975
           -1.637          -1.9716            3.698            4.869
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.294          -0.8167           -2.523           0.1975
            5.411          15.7700           19.809          19.3593
           11.311           0.2693            4.199          14.0030
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.739           -4.767           4.3115           1.1303
            9.897            4.929           0.7117          -0.3718
            8.748            2.533          -9.1963           0.2519
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.317           -3.284           11.034           -2.352
            3.139            1.808           -1.904            7.249
            5.664            2.788            4.103           -1.068
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.818           -4.844           0.9297           -8.389
            4.161            0.460           2.6206            5.900
            3.050            2.274           6.7597           -3.337
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.5314          0.08558           -3.498           -4.896
           0.9697         -2.23349           -1.292           -1.895
          -2.1389          8.97342           -8.299           11.036
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.405            2.577            3.788           -8.251
           -4.052            1.253           -8.669            5.840
            2.512           -3.640            1.453           -1.148
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.5388           -9.167            2.926           0.9867
           0.2516           -2.788           -1.436         -10.6672
          -4.7334           -8.476            1.679           5.5048
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.578           8.7868           1.0420           -1.219
           -6.713          -1.7178          -0.4123            2.509
           -1.166           0.3153           4.5816           -2.477
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         10.19110            4.925          -4.3046          -0.1213
         -0.04047            1.216           0.7362           1.1433
         -7.97783           -2.196          -2.4123           1.4402
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.457           -0.403           -1.597          -0.2241
            2.089           -3.365           -2.481          11.1752
           -5.696            1.470            2.888           5.2686
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          13.2515            8.030           0.5976            7.113
          16.1293           25.821          -2.0439            4.363
          -0.8264            2.445          -0.7489           12.398
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.058          -0.9873         -3.27125            0.519
           -1.646           2.1668         -0.04721            1.803
           24.188          -0.3328          5.19785            4.003
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -6.5166           1.8811           0.3380           1.5070
           0.1183           0.6507           0.1852           0.9483
           1.1025           1.7561           0.6247           1.4265
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -7.9876           0.5022           17.058           0.6368
           0.3721           5.3405          -15.475           5.3959
           4.4896           4.4352           -5.945         -10.1420
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.3749           0.8886          -0.3600          -0.2203
           0.4067           2.4231           0.3923          -0.9657
          -0.7442          -0.4098           2.5993           2.3438
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.298           0.6452           0.9349           103.15
           -3.117           2.6524          -3.5357            82.71
           -2.282           0.4448          -2.8069            58.95
 rnd_95776.volume rnd_95787.volume
           -9.358          -0.1971
          -13.881          -8.0913
            3.648           3.7965
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.263 0.7045 2.603 1.254 1.434 0.3433 0.6508 1.480 1.556 1.316 0.8452
[2,] 1.580 0.8578 3.152 1.833 2.169 0.4009 0.7769 1.796 2.054 2.063 1.0926
[3,] 1.745 0.9606 3.549 2.334 2.683 0.4494 0.8759 2.082 2.351 2.384 1.2773
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.219 1.009 1.286 2.298 1.866 1.365 1.350 1.432 1.596 3.255 1.256
[2,] 1.776 1.222 1.770 2.857 2.255 1.957 1.963 2.117 2.088 4.067 1.617
[3,] 2.044 1.365 2.071 3.163 2.505 2.408 2.379 2.682 2.515 4.575 1.813
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.159 1.910 0.4763 1.590 1.328 1.256 1.258 0.6392 1.218 1.610 0.8515
[2,] 5.091 2.544 0.5671 2.148 2.101 1.441 2.018 0.7747 1.747 1.873 0.9877
[3,] 5.998 2.947 0.6289 2.779 2.988 1.575 2.495 0.8695 2.435 2.052 1.1379
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.694 1.240 1.235 1.531 1.047 1.121 0.2652 0.7987 0.2748 1.303 1.138
[2,] 2.028 1.913 2.124 1.829 1.509 1.264 0.3471 0.9116 0.3370 1.663 1.625
[3,] 2.654 2.403 2.495 2.023 1.691 1.402 0.3904 1.0272 0.3799 1.941 1.960
      [,45]  [,46] [,47]  [,48] [,49]  [,50] [,51] [,52]  [,53] [,54]
[1,] 0.9254 0.5667 1.163 0.9826 1.514 0.8516 1.376 1.015 0.6391 1.229
[2,] 1.1554 0.7045 1.541 1.2104 1.741 1.0474 1.986 1.259 0.7795 1.705
[3,] 1.3149 0.8190 1.818 1.3694 1.954 1.1775 2.343 1.374 0.8939 2.065
     [,55]  [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]  [,63] [,64]
[1,]  1.04 0.9562 0.7001 1.019 0.5402 0.9693 0.7075 0.9417 0.8586 0.998
[2,]  1.47 1.3161 1.2183 1.224 0.6306 1.4181 0.8066 1.1560 1.0224 1.394
[3,]  1.74 1.6336 1.5658 1.405 0.7056 1.7218 0.8737 1.4431 1.1485 1.623
     [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.388 0.5766 1.167 0.9336 1.055 0.5317 1.443 1.372 1.492 1.526 1.533
[2,] 1.883 0.7372 1.645 1.0854 1.634 0.6383 1.797 1.683 1.767 2.089 1.901
[3,] 2.254 0.8149 1.977 1.2175 2.000 0.7256 2.062 1.835 2.056 2.391 2.098
     [,76] [,77]  [,78]  [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.211 1.160 0.3115 0.9181 0.7062 1.086 0.7090 0.8644 0.3473 0.8335
[2,] 2.089 1.726 0.3865 1.3725 0.8554 1.378 0.8075 1.0154 0.4274 1.3654
[3,] 2.491 2.270 0.4305 2.0097 0.9795 1.995 0.9030 1.1758 0.4760 1.5944
      [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95]
[1,] 0.7425 2.218 1.713 0.2444 0.2954 0.2850 0.3279 0.9733 0.3589 0.7249
[2,] 0.8789 2.609 2.095 0.3281 0.4059 0.3780 0.4068 1.1487 0.4262 0.9782
[3,] 0.9695 3.012 2.367 0.4164 0.4803 0.4306 0.4660 1.3022 0.4833 1.2176
     [,96] [,97] [,98]
[1,] 6.480 3.620 1.804
[2,] 7.790 4.801 2.447
[3,] 9.011 5.657 2.795
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]    [,4]    [,5]    [,6]     [,7]    [,8]
[1,]   1.604   0.8946   3.305   1.593   1.821  0.4359   0.8264   1.879
[2,] 281.958 145.4234 528.534 397.473 483.891 61.5707 126.1142 302.499
[3,] 220.604 128.5188 484.550 429.500 469.079 60.3325 120.2199 312.993
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   1.976   1.672   1.073   1.548   1.282   1.633   2.918   2.369
[2,] 398.711 472.202 205.787 383.686 204.820 361.289 504.898 376.638
[3,] 340.041 355.110 196.662 300.930 180.465 319.888 403.253 324.065
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   1.733   1.714   1.818   2.027   4.133   1.595    4.011   2.426
[2,] 416.664 423.649 463.472 400.237 724.665 302.619 1186.791 499.419
[3,] 416.898 399.204 489.690 416.734 622.900 243.582  942.524 442.299
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]  0.6049   2.019   1.687   1.595   1.598   0.8116   1.547   2.044
[2,] 91.4606 429.412 483.798 210.132 468.987 130.0947 372.083 284.623
[3,] 80.8317 524.125 631.642 189.037 436.081 117.3836 504.167 249.421
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]
[1,]   1.081   2.151   1.574   1.568   1.945   1.33   1.424  0.3367
[2,] 148.774 331.480 432.911 513.546 297.076 322.82 173.182 66.5828
[3,] 167.950 508.584 432.251 389.256 257.176 227.29 180.755 53.1280
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.014  0.3489   1.655   1.445   1.175   0.7196   1.476   1.248
[2,] 130.619 57.9692 307.057 345.030 205.631 124.3932 300.482 210.045
[3,] 140.703 52.1316 297.783 325.532 186.551 124.1248 286.948 190.353
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.923   1.081   1.748   1.289   0.8116   1.561   1.321   1.214
[2,] 255.268 181.234 425.395 221.365 132.6283 351.132 308.623 268.801
[3,] 263.871 159.904 369.949 163.249 130.0894 346.229 276.970 287.606
        [,57]   [,58]   [,59]   [,60]    [,61]   [,62]  [,63]   [,64]
[1,]   0.8891   1.294  0.6859   1.231   0.8984   1.196   1.09   1.267
[2,] 296.3375 201.248 96.7011 307.664 115.1145 199.273 164.97 289.309
[3,] 292.3327 204.996 94.0811 290.267  99.8005 256.738 155.49 247.002
       [,65]    [,66]   [,67]   [,68]  [,69]    [,70]   [,71]   [,72]
[1,]   1.763   0.7322   1.482   1.186   1.34   0.6751   1.833   1.742
[2,] 378.045 136.5126 344.598 164.570 370.99 104.9797 318.099 289.973
[3,] 368.364 103.2364 325.834 163.885 342.70 102.5340 300.811 216.911
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]    [,80]
[1,]   1.895   1.938   1.946   1.537   1.473  0.3956   1.166   0.8967
[2,] 281.358 424.020 334.288 505.860 380.125 67.9698 303.219 143.4599
[3,] 312.593 345.476 264.104 403.628 438.140 56.3598 436.355 141.8400
       [,81]    [,82]   [,83]  [,84]   [,85]    [,86]   [,87]   [,88]
[1,]   1.379   0.9003   1.098  0.441   1.058   0.9429   2.816   2.175
[2,] 252.221 114.8890 158.329 74.065 321.443 139.7517 408.448 358.462
[3,] 428.587 120.0773 176.218 62.246 244.702 121.6243 447.395 327.524
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]    [,95]    [,96]
[1,]  0.3103  0.3751  0.3619  0.4164   1.236  0.4558   0.9205    8.229
[2,] 65.0584 82.7651 73.8158 71.5618 181.336 68.3027 195.1917 1285.117
[3,] 76.2395 76.2886 61.2446 67.5317 182.275 67.7065 215.5002 1345.898
       [,97]   [,98]
[1,]   4.596   2.291
[2,] 937.409 491.166
[3,] 889.214 401.871
[1] "--- VAR model 2017-10-02 22:01:00  completed"
[1] "Completed training sample:  2017-10-02 22:01:00 - 2017-10-03 06:00:00"
[1] "SpVAR;   training sample:  2017-10-02 22:31:00 - 2017-10-03 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.769         -10.005          39.26        -20.531
          11.081          -4.796         -29.62        -10.265
           6.146          -1.997         -10.76         -5.382
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -35.707          4.057           3.4569          -19.678
        -32.727         -1.395           8.6444           -8.725
         -7.801          1.388           0.9573            7.723
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.000          -22.121            5.303           -37.72
           -4.074            7.509           -1.691           -35.88
            3.922           -9.639           -5.982           -32.27
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.149          -29.521           -27.05            39.68
           12.814           -2.662           -20.77            40.17
            6.789            4.330            11.65            37.71
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.390           -23.01          -28.323           -21.84
          -47.137           -43.84           -3.841           -16.19
            2.385             1.99          -55.980           -35.32
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            4.787          -14.441           -23.42            3.075
           -3.701           -5.706            84.02            1.727
           -4.019           -3.945           -59.15            8.105
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.08458            2.773            -3.48          -0.4533
          1.62763           -4.900           -18.60           6.3363
         -0.50330           20.073            41.52          10.6310
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.240           11.683          -40.102           -3.288
            4.054            2.284           -8.213           -9.546
          -16.859            2.085           -3.703          -14.904
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           4.7948          -31.581           -3.793          -13.178
          -9.4658          -11.085          -29.797          -53.282
           0.8593           -5.275           -2.842            3.454
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -10.43          -13.257          -12.267          -0.3259
           -22.17           -1.178            9.104           1.3782
           -21.08          -13.382          -15.521           2.0447
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -11.685            3.078           -19.16           -5.921
            4.277           -2.456            -8.01          -13.435
            4.550           -1.270           -18.90          -19.862
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -16.094            2.102           -7.897           3.7101
           -2.135           -5.167          -24.353          -0.2891
            7.869            1.415          -14.722          -3.5329
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -4.856           -4.528          12.7429            3.556
           -2.974           -2.398          -0.5565           11.843
            2.055          -12.339         -25.6960            3.093
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            7.368           -3.458            2.370            8.997
            2.576            7.971           -2.361            0.616
            6.297           -7.463            8.940            7.286
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.310           -1.902           -1.847           -17.92
           -2.757          -11.328            2.261            11.41
            1.764           -9.206            6.979           -22.19
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.894           -3.097          10.2319           21.238
           -1.967           -1.515           5.1004            3.119
            4.183           -6.608          -0.5399            4.544
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.407            3.084           -14.93          -12.252
            8.742           -1.192            16.33           -6.758
           -2.852           -1.071           -10.80           -1.706
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.427          -1.3617            5.409           11.294
            6.805           0.7163           12.937            7.490
            1.958           6.9570           25.066            7.447
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -21.18           -3.077            6.567           -12.86
             2.63           13.993           24.850            11.67
           -23.65           -6.856            8.231            33.26
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -7.5875           -3.291           -3.925          -0.5517
          -0.6439           -2.616           -8.217          -2.3545
          11.2582            2.721            2.928          -2.8532
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.566           -2.361          -0.7113           -3.888
            4.308           10.357           2.7914            4.144
           -1.427           -4.196         -11.8020           -1.730
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.391          -12.997            -9.64            -9.71
          -16.546           -6.084           -16.06            10.19
           -5.807           -3.045           -17.59           -17.01
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.704           0.9091            2.288            2.768
           -1.744          -2.9387           -5.396           -6.737
            3.145          -6.1430           -6.644           -6.990
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.5648           2.3194           -4.997            30.60
          -0.3873           0.8267           -4.574            49.24
         -10.8313          -1.3565           -1.850            22.76
 rnd_95776.volume rnd_95787.volume
           -24.58          6.22822
            -5.09          0.02721
           -70.37          5.13508
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.448 0.7070 2.469 1.316 1.421 0.3173 0.6671 1.757 1.801 1.237 0.9074
[2,] 1.776 0.8451 3.226 1.884 2.270 0.3803 0.8321 2.130 2.406 2.234 1.1862
[3,] 2.078 0.9557 3.694 2.393 2.743 0.4326 0.9499 2.375 2.722 2.666 1.3794
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.452 1.018 1.310 2.287 1.881 1.382 1.327 1.592 1.732 2.976 1.131
[2,] 1.998 1.226 1.749 2.845 2.319 2.003 1.980 2.244 2.200 3.775 1.453
[3,] 2.300 1.354 2.129 3.186 2.608 2.574 2.420 2.811 2.641 4.292 1.668
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.159 1.762 0.4639 1.602 1.336 1.221 1.224 0.6243 1.301 1.579 0.8851
[2,] 5.547 2.470 0.5480 2.278 2.129 1.431 1.954 0.7416 1.787 1.821 1.0712
[3,] 6.744 3.042 0.6286 3.026 3.126 1.593 2.467 0.8493 2.444 2.026 1.2486
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.830 1.229 1.213 1.629 1.153 1.075 0.2577 0.8145 0.2801 1.216 1.152
[2,] 2.191 2.000 2.183 1.921 1.590 1.209 0.3538 0.9588 0.3354 1.652 1.666
[3,] 2.722 2.442 2.503 2.149 1.829 1.366 0.4054 1.1442 0.3809 1.938 2.029
      [,45]  [,46] [,47]  [,48] [,49] [,50] [,51]  [,52]  [,53] [,54]
[1,] 0.9866 0.6155 1.240 0.9816 1.508 0.830 1.359 0.9538 0.6176 1.150
[2,] 1.1933 0.7698 1.580 1.1900 1.732 1.033 2.000 1.2286 0.7465 1.672
[3,] 1.3113 0.8758 1.832 1.3544 1.946 1.177 2.331 1.3424 0.8571 2.098
     [,55]  [,56] [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63] [,64]
[1,] 1.030 0.9967 0.706 1.078 0.5239 1.026 0.7467 0.9289 0.9095 1.009
[2,] 1.441 1.2640 1.204 1.278 0.6303 1.491 0.8368 1.1514 1.0648 1.459
[3,] 1.761 1.6012 1.539 1.420 0.6941 1.809 0.9223 1.4121 1.1838 1.708
     [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.469 0.5676 1.211 0.9451 1.082 0.5267 1.599 1.494 1.509 1.620 1.509
[2,] 1.949 0.7309 1.706 1.1086 1.662 0.6226 2.133 1.824 1.819 2.245 1.848
[3,] 2.348 0.8070 2.055 1.2407 2.078 0.7138 2.565 2.041 2.105 2.573 2.091
     [,76] [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.168 1.159 0.2793 0.936 0.7122 1.009 0.6790 0.8366 0.3493 0.8363
[2,] 2.173 1.805 0.3514 1.411 0.8645 1.350 0.8074 0.9854 0.4297 1.3996
[3,] 2.561 2.360 0.4090 2.152 0.9881 2.090 0.9065 1.1413 0.4798 1.6428
      [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95]
[1,] 0.7364 2.181 1.712 0.3163 0.3567 0.3064 0.3322 0.9551 0.3695 0.6038
[2,] 0.8762 2.632 2.040 0.4390 0.4777 0.4189 0.4230 1.1724 0.4522 0.8244
[3,] 0.9797 3.029 2.324 0.5054 0.5452 0.5185 0.5189 1.3451 0.5110 0.9939
     [,96] [,97] [,98]
[1,] 6.347 3.952 1.667
[2,] 7.620 5.024 2.403
[3,] 8.975 5.784 2.896
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]    [,4]    [,5]   [,6]     [,7]    [,8]
[1,]   1.838   0.8977   3.135   1.671   1.804  0.403   0.8472   2.231
[2,] 292.531 131.7325 590.786 383.624 503.714 59.647 141.4559 342.921
[3,] 307.174 126.9204 511.770 419.748 438.095 58.639 130.3357 298.699
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.287   1.571   1.152   1.844   1.292   1.664   2.904   2.389
[2,] 453.758 528.977 217.304 390.416 194.422 329.549 481.174 385.959
[3,] 362.167 413.958 200.276 323.979 163.602 345.528 408.137 339.474
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   1.755   1.686   2.021   2.199   3.779   1.436    4.012   2.237
[2,] 412.346 417.979 449.847 385.742 660.960 259.541 1296.826 492.492
[3,] 459.711 395.715 481.887 415.656 580.586 232.803 1091.439 505.069
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]  0.5891   2.034   1.696   1.551   1.554   0.7928   1.652   2.004
[2,] 82.9641 460.564 471.499 212.085 433.126 113.8589 348.642 258.342
[3,] 87.5895 566.717 651.136 199.510 428.592 117.7712 474.231 252.835
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.124   2.324   1.561   1.541   2.069   1.464   1.365  0.3272
[2,] 171.632 342.719 448.783 516.061 289.263 311.630 157.347 68.9462
[3,] 182.482 459.465 398.470 348.575 274.387 257.053 180.776 56.3399
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.034  0.3557   1.545   1.463   1.253   0.7816   1.575   1.246
[2,] 143.932 52.4819 317.838 342.230 190.956 131.5010 278.256 191.344
[3,] 177.596 51.3280 288.602 329.461 154.667 118.8351 263.824 184.005
       [,49]   [,50]   [,51]   [,52]    [,53]  [,54]   [,55]   [,56]
[1,]   1.915   1.054   1.726   1.211   0.7843   1.46   1.308   1.266
[2,] 242.227 175.041 417.185 220.283 119.3030 345.32 286.896 221.111
[3,] 252.379 160.494 340.918 153.899 119.7752 360.45 287.801 279.617
        [,57]   [,58]   [,59]   [,60]    [,61]  [,62]   [,63]   [,64]
[1,]   0.8965   1.369  0.6652   1.303   0.9482   1.18   1.155   1.281
[2,] 277.4903 195.341 99.6951 307.916 107.4547 193.53 157.531 299.820
[3,] 272.4889 176.270 82.6756 291.083 110.3080 232.55 147.123 252.774
       [,65]    [,66]   [,67] [,68]   [,69]   [,70]  [,71]   [,72]   [,73]
[1,]   1.865   0.7208   1.538   1.2   1.374  0.6688   2.03   1.897   1.916
[2,] 364.603 130.9760 341.700 164.8 358.848 94.4475 401.77 297.694 289.242
[3,] 372.322  97.3342 326.056 158.5 354.710 99.3347 404.96 260.277 300.980
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]    [,80]   [,81]
[1,]   2.057   1.916   1.483   1.472  0.3547   1.189   0.9044   1.281
[2,] 441.977 303.744 521.314 393.534 60.6220 300.177 139.3802 255.249
[3,] 357.954 278.396 385.399 432.609 59.5367 462.311 136.1276 453.826
        [,82]   [,83]   [,84]   [,85]    [,86]  [,87]   [,88]   [,89]
[1,]   0.8623   1.062  0.4436   1.062   0.9351   2.77   2.174  0.4016
[2,] 124.2634 148.148 71.1772 319.240 135.0988 419.27 315.701 86.5925
[3,] 117.2368 163.768 60.7510 244.697 124.6453 426.50 316.837 71.2465
      [,90]  [,91]   [,92]   [,93]   [,94]    [,95]    [,96]   [,97]
[1,]  0.453  0.389  0.4218   1.213  0.4692   0.7667    8.059   5.018
[2,] 90.359 81.285 74.5056 193.411 74.1637 159.6688 1199.402 882.262
[3,] 74.780 86.910 85.4972 187.555 67.7180 157.9427 1349.032 815.670
       [,98]
[1,]   2.117
[2,] 492.029
[3,] 460.176
[1] "--- VAR model 2017-10-02 22:31:00  completed"
[1] "Completed training sample:  2017-10-02 22:31:00 - 2017-10-03 06:30:00"
[1] "SpVAR;   training sample:  2017-10-02 23:01:00 - 2017-10-03 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          18.338         -1.8119         -48.00        -63.895
          -8.347         -4.4809         -24.20          1.571
         -13.512          0.3821         -28.74        -13.458
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.127         1.0990            0.757            13.89
        -58.870        -0.7185            2.853            24.40
         -4.029         1.4522           11.298            25.88
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            35.38           34.037           -1.238           -27.69
            13.58           -2.776            4.284           -18.20
            38.98           30.608           -7.114           -29.04
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           5.9278           26.614            38.76            25.36
           1.4520            9.904             1.41            46.69
           0.6471           -1.279           -20.21            34.45
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.366           -7.714           -9.974            13.62
           12.265           35.555           11.721            11.26
            1.762          -11.702           43.408            42.11
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -43.998            2.151           -43.19           -11.16
          -16.639            5.982           -80.91           -51.65
           -1.153          -11.510           -47.43           -38.28
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          5.02302           -6.628            10.87            1.983
          0.05156          -23.483           -34.98            6.312
          4.49133          -38.861           -49.29            5.043
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -50.718           -4.211        -45.00038           -4.508
            5.317            1.692          0.05601           -9.529
          -13.444           -2.282        -15.27045           -5.034
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -13.366           -38.97          -17.134           -11.30
           -7.231           -12.14          -55.895           -24.74
            2.562           -14.86           -4.599           -33.26
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          29.8693           12.201          -0.6964          -0.4045
           6.8857           -1.553          -0.1283           2.3719
          -0.8389           14.344          -2.4697          -3.1212
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.270            2.130            12.41           -1.180
           -4.575            1.145           -20.45            3.499
            1.124            2.006           -22.68          -36.039
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           19.040           4.8726            3.533           -3.791
           15.886           5.6823            7.991            8.308
            4.735          -0.3917           15.505            1.815
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -13.838           -4.057          -40.056          11.8257
           20.569           -3.558            6.347          -0.6797
            8.233            8.584           11.551          -2.6771
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -10.101           -2.180          -0.5644         -12.2376
           -3.899          -10.198         -23.5983           4.5712
           -1.375            5.174           9.2105          -0.6312
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.274           0.1953          -0.2428           -4.942
          -11.798          -0.1330          -3.6881            5.735
           -7.866          -2.3027          -0.4037            3.145
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            3.360           -2.648            -6.61             1.22
           -3.794            0.788           -12.15           -11.42
            3.582          -17.702             3.84           -12.40
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           14.663           8.7095          -18.875            7.275
          -15.225           6.5937            7.967            3.709
           -7.408          -0.1926          -20.079            1.670
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.8163            5.950           0.2105           20.006
           0.6753           -3.267         -20.8967           -7.359
         -12.2023            0.507           3.9461          -16.607
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.880           21.822           23.671            6.119
           -9.498          -17.931            1.588           20.441
           18.744           -9.359           13.653          -19.757
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.564          -3.0169           4.0723           -3.364
           27.842          -0.6652          -0.4214          -11.838
          -11.595          -1.9389          14.7715           -4.542
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -18.182           -2.684           2.9545        -0.085318
            7.879           -6.771          -5.7468        -2.200327
           21.082           -2.388           0.2237         0.008079
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.063           0.4524          39.4610           -2.404
           15.000          -7.3175          -0.7337            6.491
           -1.584           1.9813          20.3492            8.442
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6272            3.010           6.3536            5.215
          -1.9151          -11.104           0.4649            9.265
          -1.9042            8.015          -8.5361          -11.287
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.964           3.2032            8.778            11.29
           -1.304           0.4986            3.112            57.02
            7.721          -3.1418           -2.563            34.69
 rnd_95776.volume rnd_95787.volume
          -29.033           -4.747
            6.283          -44.845
           62.965          -44.597
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.353 0.6891 2.676 1.446 1.499 0.3128 0.6743 1.972 1.901 1.389 0.9582
[2,] 1.768 0.8543 3.489 2.010 2.373 0.3777 0.8684 2.382 2.612 2.498 1.2990
[3,] 2.108 0.9877 4.077 2.573 2.930 0.4262 1.0019 2.716 2.994 2.980 1.4909
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.457 1.070 1.365 2.371 1.852 1.465 1.537 1.731 1.823 3.068 1.200
[2,] 2.059 1.268 1.785 2.901 2.296 2.081 2.223 2.474 2.366 3.942 1.503
[3,] 2.437 1.396 2.173 3.255 2.593 2.615 2.621 3.012 2.790 4.549 1.725
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.224 1.916 0.4594 1.622 1.488 1.256 1.297 0.6282 1.395 1.611 0.8575
[2,] 5.740 2.770 0.5465 2.366 2.241 1.496 2.053 0.7520 2.002 1.858 1.0507
[3,] 6.866 3.392 0.6146 3.213 3.240 1.718 2.629 0.8606 2.664 2.104 1.2144
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.799 1.208 1.281 1.702 1.131 1.001 0.2791 0.8908 0.3097 1.312 1.106
[2,] 2.303 2.128 2.276 1.970 1.586 1.145 0.3700 1.0382 0.3888 1.694 1.637
[3,] 2.794 2.624 2.768 2.209 1.849 1.286 0.4196 1.2404 0.4400 1.990 2.011
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51]  [,52]  [,53] [,54] [,55]
[1,] 1.005 0.6398 1.220 1.042 1.478 0.8286 1.365 0.9831 0.6525 1.128 1.136
[2,] 1.172 0.7737 1.553 1.281 1.687 1.0691 2.022 1.1729 0.7863 1.572 1.551
[3,] 1.333 0.9103 1.837 1.440 1.861 1.2295 2.411 1.2871 0.9113 2.064 1.834
      [,56]  [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63] [,64] [,65]
[1,] 0.9517 0.7575 1.021 0.5365 1.017 0.7464 0.9096 0.9808 1.020 1.491
[2,] 1.2445 1.3440 1.241 0.6609 1.525 0.8490 1.1395 1.1147 1.474 2.055
[3,] 1.5509 1.6667 1.371 0.7331 1.866 0.9268 1.4410 1.2422 1.688 2.402
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5849 1.259 0.9296 1.077 0.5656 1.719 1.332 1.527 1.654 1.742 1.319
[2,] 0.7527 1.770 1.0495 1.647 0.6614 2.413 1.787 1.768 2.162 2.150 2.275
[3,] 0.8555 2.060 1.2021 2.145 0.7485 2.892 2.044 2.029 2.545 2.427 2.744
     [,77]  [,78]  [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 1.301 0.2904 0.9936 0.7532 1.075 0.7051 0.8625 0.3570 0.8238 0.7200
[2,] 1.875 0.3467 1.5400 0.9005 1.519 0.8566 1.0210 0.4522 1.4437 0.8703
[3,] 2.438 0.3968 2.2903 1.1000 2.035 0.9725 1.1935 0.5225 1.6715 0.9945
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.235 1.828 0.4302 0.4023 0.4383 0.3939 0.9112 0.4285 0.5427 6.229
[2,] 2.651 2.170 0.5647 0.6172 0.6101 0.5335 1.1387 0.5263 0.6718 7.697
[3,] 3.073 2.448 0.6639 0.7615 0.8095 0.7243 1.3337 0.5751 0.7918 8.869
     [,97] [,98]
[1,] 4.087 1.876
[2,] 5.243 2.746
[3,] 6.224 3.305
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]     [,7]    [,8]
[1,]   1.719   0.875   3.398   1.836   1.903  0.3973   0.8562   2.505
[2,] 360.431 160.054 709.343 442.423 583.293 67.1064 173.4588 423.369
[3,] 363.941 157.145 669.026 509.424 544.550 62.5791 158.3867 413.250
        [,9]   [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.415   1.764   1.217   1.85   1.358   1.733   3.011   2.352
[2,] 567.495 658.046 277.993 461.13 215.566 364.789 529.884 430.316
[3,] 463.962 514.914 231.951 413.20 185.120 392.603 468.057 381.650
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   1.861   1.952   2.198   2.315   3.896   1.524    4.094   2.433
[2,] 468.208 508.975 560.186 478.146 784.424 286.680 1505.274 634.131
[3,] 502.340 440.110 544.697 468.927 719.564 268.171 1194.349 620.348
       [,25]  [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]  0.5834   2.06   1.889   1.595   1.647   0.7977   1.771   2.045
[2,] 93.8395 546.18 531.079 257.910 504.274 131.0624 455.276 293.407
[3,] 89.1407 688.68 741.731 267.380 520.732 132.6565 557.177 312.906
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.089   2.284   1.534   1.626   2.162   1.436   1.272  0.3544
[2,] 192.462 455.887 555.240 596.307 314.217 352.670 176.212 77.0009
[3,] 192.968 501.553 486.700 499.496 317.048 301.186 185.314 62.7594
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]  [,47]   [,48]
[1,]   1.131  0.3933   1.666   1.404   1.276   0.8125   1.55   1.323
[2,] 169.062 74.4915 339.454 382.794 191.424 137.8943 304.67 235.924
[3,] 215.171 65.3006 330.916 370.076 201.460 152.0443 310.62 208.737
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.877   1.052   1.733   1.248   0.8285   1.432   1.443   1.208
[2,] 257.533 214.147 473.153 202.801 139.1134 347.103 334.709 254.201
[3,] 249.053 192.452 415.759 168.011 146.0194 423.945 309.985 293.370
        [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.9619   1.296   0.6812   1.292   0.9479   1.155   1.245   1.295
[2,] 351.9156 223.566 122.3288 359.988 128.2368 217.573 167.905 337.442
[3,] 312.4479 184.927 100.6077 341.316 117.7622 279.605 173.786 260.765
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.893   0.7428   1.598   1.181   1.367   0.7182   2.183   1.692
[2,] 448.127 150.1756 394.635 154.372 395.041 108.6987 537.033 377.415
[3,] 394.495 128.8704 334.050 185.819 435.390 111.1012 505.017 314.470
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]    [,80]
[1,]   1.939   2.101   2.212   1.676   1.652  0.3688   1.262   0.9565
[2,] 282.311 441.140 399.642 587.430 427.916 60.0085 372.965 156.4224
[3,] 315.376 425.674 356.795 486.338 493.893 61.1642 537.330 200.2427
       [,81]    [,82]   [,83]   [,84]   [,85]    [,86]   [,87]   [,88]
[1,]   1.366   0.8954   1.095  0.4533   1.046   0.9143   2.838   2.322
[2,] 339.852 154.2027 173.193 87.9750 375.812 154.9688 451.975 370.538
[3,] 429.541 145.8900 195.942 83.0004 266.986 152.5324 492.477 359.021
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]    [,95]    [,96]
[1,]   0.5462   0.5108   0.5565   0.5002   1.157  0.5442   0.6892    7.909
[2,] 115.9544 148.3965 134.5287 114.0171 216.470 96.8621 125.4721 1433.398
[3,] 110.6513 141.3479 168.6525 155.3181 220.090 73.4640 132.8421 1396.482
        [,97]   [,98]
[1,]    5.189   2.383
[2,] 1041.187 635.631
[3,] 1063.119 583.135
[1] "--- VAR model 2017-10-02 23:01:00  completed"
[1] "Completed training sample:  2017-10-02 23:01:00 - 2017-10-03 07:00:00"
[1] "SpVAR;   training sample:  2017-10-02 23:31:00 - 2017-10-03 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-02 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.508           4.670         -54.72         -12.00
         -21.975           8.333         -24.32         -23.38
         -15.785          11.648          14.66         -41.65
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -22.531         -1.129           20.982            59.06
          9.705         -1.415          -10.422            14.86
        -25.498         -3.019            5.259            19.15
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            69.93            4.757            12.35         -28.0207
            45.19           72.429            28.73           0.1096
             9.22           31.924            22.52          -1.0882
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -15.169            9.599           51.363            30.33
           16.265          -13.885           -7.744            43.58
            5.753            2.342            2.835            74.61
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.256           -1.275            1.811            41.28
          -33.950           19.683           48.276            16.01
           18.040          -39.534           85.721            16.57
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -37.954           5.5314           -22.03          -36.803
          -20.710          16.7344           -73.91           -3.060
            1.354           0.1308           -30.72            1.648
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8641          -14.990           -21.94          -3.2990
          -2.2733           -7.995           -32.97          -8.2282
          -5.2372          -20.906           -22.99           0.5619
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.056          -0.8178           -44.70           -12.77
          -34.701          -9.3145           -30.96            12.57
          -40.531           5.9165           -66.82            16.81
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2071          -19.511           -31.62           -12.50
         -21.6195           -1.646            19.09           -27.62
          -4.7261          -26.985           -22.74            15.74
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -36.586           -1.250           5.4112          2.92397
            7.734           -1.586          -1.8633          4.92137
            5.882           -8.092          -0.4712          0.09928
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           13.627           -3.567          -29.308          -19.560
           -2.367            7.296           -3.377          -27.048
            9.771           -2.786           16.194            2.733
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.251          -15.837           0.2414          -17.061
           15.670           12.986         -34.6518           18.010
           20.749            9.155          -8.9243            4.338
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          14.1740           -6.008           -6.681           21.872
          22.5133            7.481           13.615           10.736
           0.1909            5.527          -24.710            5.544
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.400           -8.736          -13.551          -6.8422
           -7.864            2.776            6.764          -0.6587
           -8.871           -1.383           13.398          13.4703
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.433           -22.53           1.0871           -8.811
          -16.020             1.68          -0.4471          -12.612
           10.324            11.75          -2.3374          -12.127
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.647         -16.1757           -2.704           -6.255
          -11.707          -0.9661           13.734          -22.343
           -7.915          -7.1857           -9.630            3.278
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -31.660          0.04748          -0.7598          -3.2840
          -17.058         -9.61127         -15.5189          -1.9102
           -1.835         -3.49856           5.6420           0.6558
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.543           5.1302            7.552           12.471
          -27.488           0.6672          -16.899          -24.618
           -5.476           2.2367          -30.503           -3.782
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.251           -8.175            7.413            8.912
           -9.859          -16.300           10.711           14.783
           13.541          -19.611           -8.101          -38.058
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           14.929           4.7868          11.9787            3.257
            7.277           0.6087          20.7049           -5.192
           -7.150           4.0292           0.7182           10.217
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -15.79            7.824          -13.207            3.119
            28.95           -4.976           -6.254           -5.059
            32.15            9.774           10.848           -5.345
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.003            6.039          -39.104           -1.516
           -8.448            9.208            8.577            1.615
            6.813           17.888          -24.055           14.927
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -5.871           -1.553            1.941          -5.4104
           -1.364           -1.177           -7.738           0.2513
           -5.709            1.721            9.545           7.2809
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            6.152          -1.7949           -6.471          -62.370
          -12.287           5.3681            2.998            7.113
           -9.915           0.6273            6.076           14.131
 rnd_95776.volume rnd_95787.volume
            35.65          -22.457
           -58.60          -10.415
           -20.40            3.628
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.485 0.7300 2.744 1.621 1.597 0.3027 0.7556 2.088 1.974 1.706 0.9519
[2,] 1.933 0.9165 3.468 2.166 2.468 0.3610 0.9301 2.642 2.708 2.615 1.3123
[3,] 2.211 1.0560 4.156 2.667 3.154 0.4072 1.0734 3.138 3.264 3.090 1.5478
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.529 1.110 1.470 2.516 1.858 1.671 1.618 2.657 1.867 3.133 1.143
[2,] 2.078 1.353 1.906 3.057 2.329 2.271 2.363 3.437 2.488 4.175 1.325
[3,] 2.446 1.487 2.277 3.401 2.665 2.882 2.770 4.073 2.931 4.841 1.542
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.267 1.878 0.4501 1.574 1.657 1.258 1.496 0.6071 1.627 1.600 0.859
[2,] 5.920 2.853 0.5384 2.311 2.356 1.621 2.253 0.7158 2.323 1.868 1.046
[3,] 7.140 3.549 0.6064 3.354 3.434 1.882 2.802 0.8295 2.807 2.155 1.220
     [,34] [,35] [,36] [,37] [,38]  [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.832 1.265 1.304 1.752 1.145 0.9515 0.2802 0.943 0.3241 1.372 1.138
[2,] 2.399 2.201 2.323 2.030 1.605 1.1227 0.3557 1.133 0.4200 1.748 1.688
[3,] 2.849 2.803 2.759 2.287 1.894 1.2823 0.3945 1.363 0.5033 2.017 2.067
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.074 0.6126 1.251 1.026 1.375 0.7856 1.329 1.047 0.6806 1.144 1.195
[2,] 1.257 0.7695 1.640 1.337 1.658 1.0732 2.055 1.229 0.8307 1.685 1.612
[3,] 1.432 0.9153 1.959 1.530 1.848 1.2383 2.516 1.361 0.9600 2.144 1.942
      [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63]  [,64] [,65]
[1,] 0.9425 0.7982 1.113 0.5508 1.071 0.7396 0.953 0.9748 0.9751 1.555
[2,] 1.2821 1.4655 1.319 0.6776 1.550 0.8414 1.152 1.1159 1.4430 2.165
[3,] 1.6322 1.7982 1.462 0.7487 1.936 0.9306 1.448 1.2596 1.7323 2.486
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6568 1.340 0.9742 1.075 0.5695 1.915 1.559 1.427 1.645 1.726 1.457
[2,] 0.8086 1.859 1.1134 1.570 0.6722 2.541 2.011 1.722 2.236 2.119 2.310
[3,] 0.9108 2.207 1.2524 2.167 0.7635 2.943 2.354 2.073 2.654 2.341 2.725
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 1.313 0.2854 1.063 0.7791 1.104 0.7071 0.8503 0.3653 0.8099 0.7598
[2,] 1.850 0.3579 1.664 0.9548 1.696 0.8588 0.9834 0.4599 1.4513 0.9898
[3,] 2.342 0.4084 2.285 1.1405 2.244 1.0062 1.1751 0.5421 1.7143 1.1718
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.261 1.821 0.6432 0.5118 0.5030 0.4177 0.9042 0.4227 0.5543 6.613
[2,] 2.666 2.241 0.9233 0.8325 0.8124 0.6970 1.1689 0.5389 0.6914 7.852
[3,] 3.132 2.535 1.0818 1.0727 1.0673 1.0074 1.3708 0.5952 0.7983 8.925
     [,97] [,98]
[1,] 4.235 1.893
[2,] 5.375 2.842
[3,] 6.673 3.470
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]     [,7]    [,8]
[1,]   1.886   0.927   3.485   2.059   2.028  0.3843   0.9595   2.652
[2,] 457.289 204.926 783.968 531.021 695.585 72.7770 200.5488 598.221
[3,] 397.240 193.998 846.877 575.734 726.515 69.6296 198.1585 626.262
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.506   2.166   1.209   1.942   1.409   1.867   3.195   2.359
[2,] 685.664 733.059 334.057 519.939 286.100 448.684 641.943 519.571
[3,] 673.953 608.266 303.492 477.418 228.458 460.724 551.363 478.918
       [,17]   [,18]   [,19]  [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   2.122   2.055   3.373   2.37    3.979   1.452    4.148   2.385
[2,] 568.968 636.984 806.500 608.03 1020.672 247.885 1825.591 794.319
[3,] 656.177 534.637 808.206 572.92  905.999 291.667 1476.134 780.625
        [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.5716   1.998   2.104   1.597   1.899   0.7709   2.066   2.031
[2,] 109.2426 626.027 619.743 378.045 623.171 140.2018 613.141 356.604
[3,] 103.1838 898.840 923.686 353.651 615.734 155.0565 582.888 397.482
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.091   2.327   1.607   1.655   2.225   1.454   1.208  0.3558
[2,] 220.634 572.518 665.934 711.115 379.197 415.845 220.358 81.0053
[3,] 232.559 568.355 641.931 550.421 389.577 371.909 229.077 63.0880
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.198   0.4115   1.743   1.445   1.364   0.7779   1.589   1.303
[2,] 232.500  98.8227 400.113 461.030 241.425 172.2052 391.975 316.732
[3,] 280.248 102.5274 372.058 441.173 253.806 183.2942 396.561 274.941
       [,49]    [,50]   [,51]  [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.745   0.9976   1.687   1.33   0.8643   1.453   1.518   1.197
[2,] 342.880 270.3921 579.850 238.14 176.0983 457.436 399.972 321.419
[3,] 302.129 228.4533 536.657 215.98 177.9362 490.189 400.635 373.506
       [,57]   [,58]    [,59]  [,60]    [,61]  [,62]   [,63]   [,64]
[1,]   1.014   1.413   0.6994   1.36   0.9392   1.21   1.238   1.238
[2,] 454.474 262.089 145.9694 414.60 148.3379 239.37 200.872 393.352
[3,] 385.334 233.063 117.7627 428.50 147.0215 324.18 216.004 354.426
       [,65]   [,66]   [,67]   [,68]   [,69]    [,70]   [,71]  [,72]
[1,]   1.975   0.834   1.701   1.237   1.366   0.7232   2.432   1.98
[2,] 556.950 174.396 476.576 199.355 422.868 132.0228 617.292 469.66
[3,] 451.641 155.045 439.930 212.063 552.574 133.8996 549.401 452.66
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]  [,79]    [,80]
[1,]   1.812   2.089   2.192   1.851   1.668  0.3624   1.35   0.9893
[2,] 356.432 560.229 454.573 662.526 481.967 79.8961 473.69 204.0754
[3,] 426.589 528.825 368.204 535.111 531.184 72.6861 578.98 230.7097
       [,81]    [,82]  [,83]    [,84]   [,85]    [,86]   [,87]   [,88]
[1,]   1.401   0.8979   1.08   0.4638   1.028   0.9649   2.871   2.312
[2,] 476.265 180.2556 182.68 103.3549 445.329 234.5679 522.384 483.401
[3,] 543.344 193.8515 237.89 106.0935 337.428 231.9532 607.861 437.697
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]
[1,]   0.8167   0.6498   0.6387   0.5304   1.148   0.5368   0.7038
[2,] 244.9544 242.7964 235.9210 206.3350 273.943 123.5879 152.8608
[3,] 208.4860 250.1732 255.9449 268.9682 264.756  93.5011 147.5751
        [,96]    [,97]   [,98]
[1,]    8.398    5.377   2.404
[2,] 1565.361 1224.217 783.897
[3,] 1568.950 1462.246 736.138
[1] "--- VAR model 2017-10-02 23:31:00  completed"
[1] "Completed training sample:  2017-10-02 23:31:00 - 2017-10-03 07:30:00"
[1] "SpVAR;   training sample:  2017-10-03 00:01:00 - 2017-10-03 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          25.179         3.78251        -6.4865         -14.29
           6.849        -0.04892        -0.7647         -38.49
          11.528        -1.55807       -33.0916         -28.06
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -61.46          1.809            8.215            18.86
         -19.33          4.769            8.686            20.58
         -13.12          3.597            7.000            22.56
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.176           -8.774          -4.2109           0.3278
           17.801           17.690           4.7810          -8.5629
           31.140           12.762           0.5545          -5.4361
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.5582            4.190           -6.416            16.95
          -0.7232            6.203            5.461            25.41
         -15.8164           13.144           31.959            33.67
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            19.92           12.870            20.62          -19.396
            18.58            7.759            13.53            2.903
            15.40           30.159            32.61           12.705
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          31.9477          7.21792           -41.29          -19.029
           0.5475         -0.08965           -12.98          -19.877
         -43.0133         -8.21880           -10.71            1.943
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.787           -21.77           -28.06            2.220
            4.185           -28.50           -36.37           -3.457
            2.330           -21.80           -23.53           -9.244
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -20.41          -0.8609           -13.85           -1.817
           -31.20          -0.3617           -24.68           21.229
           -26.60          -1.4114           -23.28           12.451
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.11915          -48.251         -41.1181          -27.861
         -0.03191            1.464          -0.3602          -41.622
         -2.99290            4.464           0.1374            1.323
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.731          -2.3487           -1.669          -4.3580
           11.508          23.8444            6.565           0.2847
          -13.829          -0.7978           -0.501           1.6586
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.057           -1.346            4.111           -18.61
            3.890            2.886           -1.981           -10.86
           12.621            1.817            5.963           -10.90
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.724           0.1776           -8.988          -6.1452
           -6.639           4.3871          -15.564           0.6941
           -2.466          -0.9987          -19.849          10.8778
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.427           1.3928            9.465           -7.101
            3.558           6.7746            8.691           -1.142
            1.784          -0.8417          -18.432           -4.183
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.341            7.487            4.243           -6.931
           -2.105          -13.554            2.023            5.673
           -4.203            7.965           -4.593           -8.521
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -20.470           -2.939          0.01496           -3.392
           10.727            5.219          4.44061          -19.786
           -5.017           -1.576          1.73446            6.574
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           3.4644           -7.014            6.238           -6.533
           2.7807          -14.495           -1.732          -11.345
          -0.3167          -16.951            6.267          -19.578
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           13.149          -5.6353           -9.121          -14.407
           -4.446          -0.3344            4.401           -1.357
           -8.775          -0.7999           -9.963           -5.032
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.288          -1.2402            21.11           9.8100
           -5.674           0.1499            16.58          -5.9815
           -9.941          -5.1155            12.28          -0.8079
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           11.323            10.58            5.164           -7.259
           -1.366            12.46            1.117           26.362
           -1.467            11.08           -5.895           14.600
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.059           0.6190            8.289           -6.749
           21.388          -0.6454           -5.954           -6.439
           11.022          -0.1794           18.691           -4.299
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.735           -3.895            2.380           1.4206
            4.888           -5.149           -2.459           2.0993
           12.910            4.636           10.151           0.7319
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.706            1.333           12.339           -23.36
           -1.267           -5.449            5.796           -30.18
           19.653           -5.593           32.682           -19.74
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.695            9.657           17.844           -3.442
            4.620            2.528           -3.099            6.435
            5.818            5.468            6.616            7.402
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           10.001            1.299           -9.136          -0.5897
            4.513           -1.037          -10.755           5.5436
           12.061            1.747           -5.793         -13.5840
 rnd_95776.volume rnd_95787.volume
            7.492           -22.89
           11.599           -17.44
           -9.043           -11.14
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.586 0.7237 2.860 1.878 1.654 0.3334 0.7801 2.043 2.063 1.927 1.095
[2,] 2.056 0.8972 3.668 2.292 2.537 0.4036 0.9682 2.766 2.765 2.755 1.470
[3,] 2.388 1.0498 4.273 2.836 3.205 0.4653 1.0942 3.256 3.355 3.388 1.740
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.534 1.337 1.582 2.557 1.970 1.701 1.666 2.707 1.971 3.426 1.234
[2,] 2.149 1.618 2.105 3.054 2.418 2.334 2.539 3.596 2.565 4.459 1.437
[3,] 2.508 1.890 2.469 3.369 2.801 2.943 2.999 4.423 3.093 5.105 1.686
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.536 2.082 0.4749 1.764 1.838 1.359 1.832 0.6237 1.752 1.559 0.872
[2,] 6.574 3.065 0.5804 2.637 2.562 1.792 2.442 0.7468 2.436 1.846 1.032
[3,] 7.718 3.835 0.6693 3.824 3.582 2.086 3.036 0.8497 3.062 2.222 1.202
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.006 1.337 1.357 1.756 1.209 0.980 0.2648 1.011 0.3550 1.385 1.125
[2,] 2.650 2.223 2.331 2.072 1.627 1.176 0.3504 1.188 0.4689 1.747 1.759
[3,] 3.047 2.734 2.906 2.291 1.930 1.355 0.4040 1.466 0.5501 2.032 2.217
      [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9879 0.6068 1.307 1.107 1.360 0.9232 1.352 1.060 0.6816 1.194 1.162
[2,] 1.2119 0.8044 1.691 1.388 1.658 1.1420 2.102 1.244 0.8403 1.685 1.626
[3,] 1.3801 0.9376 1.979 1.676 1.902 1.2929 2.686 1.395 0.9878 2.238 1.983
      [,56]  [,57] [,58]  [,59] [,60]  [,61]  [,62]  [,63]  [,64] [,65]
[1,] 0.9658 0.8829 1.216 0.5528 1.127 0.7515 0.9238 0.9794 0.9624 1.610
[2,] 1.3793 1.5460 1.483 0.6813 1.621 0.8467 1.1834 1.1880 1.4817 2.127
[3,] 1.7377 1.9096 1.609 0.7699 2.137 0.9339 1.4558 1.3744 1.7625 2.510
      [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6611 1.349 0.9379 1.173 0.5699 1.858 1.635 1.502 1.677 1.880 1.565
[2,] 0.8070 1.898 1.1091 1.626 0.6918 2.699 2.118 1.859 2.194 2.340 2.435
[3,] 0.9177 2.311 1.2584 2.164 0.7908 3.274 2.465 2.187 2.658 2.648 2.866
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 1.402 0.2876 1.192 0.8228 1.296 0.7513 0.8482 0.3555 0.8971 0.7708
[2,] 2.096 0.3408 1.776 1.1109 1.897 0.9253 0.9982 0.4827 1.5725 1.0218
[3,] 2.550 0.4089 2.387 1.3290 2.386 1.0672 1.2074 0.5579 1.8473 1.2231
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.246 1.832 0.7010 0.5590 0.5662 0.4824 0.9704 0.4835 0.6051 6.657
[2,] 2.651 2.342 0.9409 0.9736 0.9188 0.7791 1.1954 0.5968 0.7409 7.864
[3,] 3.152 2.719 1.1493 1.2574 1.1905 1.1530 1.4031 0.6856 0.8516 8.777
     [,97] [,98]
[1,] 4.347 2.059
[2,] 5.575 2.966
[3,] 6.595 3.765
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]    [,4]  [,5]     [,6]     [,7]    [,8]
[1,]   2.014   0.9189    3.632   2.385   2.1   0.4233   0.9906   2.594
[2,] 576.622 233.7191 1011.518 578.581 848.0 100.2689 252.7084 821.682
[3,] 535.345 240.1322  965.866 736.246 863.0 102.0285 224.5971 756.433
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]   2.62   2.447   1.391   1.948   1.698   2.009   3.247   2.502   2.16
[2,] 811.24 867.865 432.305 663.078 401.300 611.727 735.284 617.623 704.14
[3,] 837.43 868.875 409.664 569.980 430.427 568.479 626.796 622.804 789.80
       [,18]    [,19]   [,20]    [,21]   [,22]   [,23]    [,24]    [,25]
[1,]   2.116    3.438   2.503    4.351   1.567    4.49    2.644   0.6031
[2,] 844.212 1043.063 722.788 1257.541 324.316 2442.19  990.913 147.0068
[3,] 703.180 1134.826 761.729 1095.279 388.494 1781.33 1015.714 146.9053
       [,26]    [,27]   [,28]   [,29]   [,30]   [,31]  [,32]   [,33]
[1,]    2.24    2.333   1.725   2.327   0.792   2.224   1.98   1.107
[2,]  863.72  786.822 515.210 711.648 181.013 745.802 435.26 243.469
[3,] 1220.35 1102.883 469.987 794.658 178.559 817.350 545.28 271.464
       [,34]   [,35]   [,36]  [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   2.547   1.697   1.723   2.23   1.536   1.244   0.3363   1.284
[2,] 762.942 782.557 834.999 484.51 479.233 286.200 101.0899 274.496
[3,] 662.860 701.301 764.525 431.19 457.552 296.837  88.5796 378.459
        [,42]   [,43]   [,44]   [,45]    [,46]  [,47]   [,48]   [,49]
[1,]   0.4508   1.759   1.429   1.254   0.7706   1.66   1.405   1.728
[2,] 134.9360 469.391 595.750 309.317 232.6329 472.88 368.856 417.274
[3,] 126.7425 456.964 594.504 290.878 212.3189 452.81 414.395 411.062
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.172   1.717   1.346   0.8655   1.516   1.476   1.226   1.121
[2,] 296.205 709.409 286.911 216.5169 524.078 501.176 433.861 559.215
[3,] 267.034 736.351 278.202 228.8079 649.146 499.808 465.739 493.905
       [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.545   0.7019   1.432   0.9543   1.173   1.244   1.222   2.045
[2,] 373.542 175.4767 513.097 171.8617 325.934 296.292 496.378 612.075
[3,] 275.135 157.9997 613.620 173.6737 373.559 304.457 420.571 587.148
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.8395   1.713   1.191   1.489   0.7237   2.359   2.077   1.907
[2,] 203.8804 588.533 260.805 496.202 172.8146 862.559 592.980 482.508
[3,] 192.5767 580.594 262.035 629.470 168.8218 816.774 555.629 507.580
      [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   2.13   2.387   1.988   1.78  0.3652   1.514   1.045   1.646   0.954
[2,] 623.45 613.851 822.120 686.51 80.5675 579.857 328.896 610.096 237.977
[3,] 661.06 546.709 665.923 640.21 99.5664 703.165 321.385 637.972 234.315
       [,83]    [,84]   [,85]    [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   1.077   0.4514   1.139   0.9788   2.852   2.327   0.8901   0.7099
[2,] 231.845 143.8624 569.036 295.5220 620.651 642.514 276.5566 351.2430
[3,] 299.291 123.2599 427.162 296.1984 751.312 609.135 290.8110 350.5803
       [,91]    [,92]   [,93]   [,94]    [,95]    [,96]   [,97]    [,98]
[1,]   0.719   0.6126   1.232   0.614   0.7683    8.454    5.52    2.614
[2,] 318.853 269.5734 307.607 154.105 188.4229 1844.590 1538.22  940.850
[3,] 333.564 374.5277 323.715 148.702 184.9531 1717.558 1551.95 1022.101
[1] "--- VAR model 2017-10-03 00:01:00  completed"
[1] "Completed training sample:  2017-10-03 00:01:00 - 2017-10-03 08:00:00"
[1] "SpVAR;   training sample:  2017-10-03 00:31:00 - 2017-10-03 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           0.391          -9.900          5.136         -37.09
          -5.628           3.084         17.184         -64.77
          -5.382          -3.191          8.259         -27.31
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.906          3.575           -4.085            5.095
        -36.865         -3.422            7.010            6.541
        -38.578          3.888            4.224           17.109
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            23.75            43.35           20.801          -16.537
            19.92            13.23           27.076           -7.845
            15.80           -16.32           -5.778          -21.507
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -7.787           -38.02          -28.739            41.40
            5.383            -7.37           -0.507            48.46
            8.900            13.15           16.948            43.17
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -16.52            1.044            36.28            3.390
           -13.49          -15.428            27.19            8.548
             6.53           -5.603            22.94            5.570
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.008            4.655            13.59           -34.00
           24.641            2.164            32.91           -14.62
           13.496            4.498            10.70            22.61
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.663           -46.30           -64.78            1.055
           -1.199            -5.05           -10.57           10.006
            8.691            16.23            23.89           13.535
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -51.37           1.2473           -27.58            8.008
           -58.75           2.5358           -74.19            1.054
           -26.23          -0.7183           -33.42            9.984
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -17.556           -18.54           -4.191           0.3613
           -4.720           -15.41          -16.668          29.6156
           -2.149           -50.48          -30.494         -38.3766
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.652           17.026            2.570           3.8554
            2.134           -9.206           -1.213          -0.1856
           11.563           10.135           -5.103           1.2505
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -8.8009           -4.653           -7.319          -15.452
          12.2917            1.132           13.902           -3.881
          -0.3204            6.353            4.699            9.110
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.360           3.1796            1.332            4.352
            1.846          -0.8452          -10.350           -5.144
           -8.126          -6.9264          -12.783           18.140
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           16.252           8.7190            4.568          5.14771
           -2.719          -0.2803            0.071         -1.08395
           -7.617           4.8724          -18.819         -0.02889
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            8.796           -4.002           14.514            7.355
            2.163          -10.167          -11.760           -6.193
           -4.112           -4.655           -8.009          -24.432
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.288          19.2450            3.597           -4.912
           12.468          -0.4729           -1.427           20.278
          -14.150          -2.9172            1.086           23.051
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.051          0.80331            4.770           2.6375
           -3.508          9.72614            3.830           0.4907
           -5.219         -0.03562            1.915           4.2363
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           17.445           -2.964           -18.42           -1.334
            8.478            4.815            16.94            3.368
           20.970           -3.163            12.68            7.408
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -16.469            6.150           -3.674           -2.080
            4.828            3.235          -15.453           -6.547
           23.580            2.944            8.517           -2.848
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           5.6456           -13.20           -8.253           -9.169
          -0.4144            13.92           -5.480            9.379
         -13.9806           -13.89            9.062            2.579
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -12.758           2.7655          -18.471            1.042
           -4.489           1.5263          -21.256            6.216
           12.688          -0.2575            3.226           -0.201
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -13.22           12.795          -12.134            1.553
           -32.13           -2.834            5.372           -3.574
            14.95            5.555            3.850           -3.549
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.906          -7.7899            5.921          -35.994
           11.690           3.9469           23.102           -3.105
            2.087          -0.2267           -8.362           -7.522
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.117            4.883           12.722            3.205
           -5.906           -4.520            9.726            6.850
           -2.223           -3.422           -3.251          -11.591
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            5.555           -4.685          -0.6095            35.62
            2.998            2.628          -3.8177            14.61
            8.793           10.308          -4.4095            46.24
 rnd_95776.volume rnd_95787.volume
           -9.768          -28.722
           -2.496            0.224
          -55.742           19.669
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.622 0.8364 2.957 1.955 2.179 0.3498 0.8188 2.176 2.398 1.889 1.139
[2,] 2.073 1.0054 3.804 2.631 3.046 0.4349 1.0294 2.982 3.249 2.755 1.595
[3,] 2.412 1.1804 4.526 3.223 3.761 0.5234 1.2016 3.598 3.874 3.524 1.945
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.583 1.386 1.610 2.615 2.044 1.974 1.800 2.714 2.088 3.671 1.390
[2,] 2.209 1.712 2.196 3.187 2.607 2.547 2.743 3.907 2.799 4.737 1.720
[3,] 2.615 1.996 2.605 3.511 3.074 3.180 3.228 4.736 3.334 5.439 1.952
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.477 2.181 0.5245 1.950 2.402 1.477 1.896 0.6065 1.749 1.666 0.9088
[2,] 6.446 3.001 0.6584 2.869 3.136 1.909 2.671 0.7352 2.656 2.005 1.0781
[3,] 7.779 3.800 0.8001 3.906 4.075 2.249 3.245 0.8695 3.403 2.322 1.2521
     [,34] [,35] [,36] [,37] [,38]  [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.105 1.778 1.640 1.787 1.254 0.9748 0.3058 1.157 0.3996 1.491 1.208
[2,] 2.851 2.558 2.555 2.211 1.827 1.1873 0.3977 1.460 0.5136 1.887 1.804
[3,] 3.322 3.178 3.239 2.477 2.198 1.3760 0.4664 1.745 0.6131 2.249 2.251
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.062 0.6283 1.387 1.231 1.465 0.878 1.366 1.092 0.7043 1.272 1.181
[2,] 1.330 0.8237 1.783 1.636 1.742 1.154 2.115 1.310 0.8646 1.767 1.615
[3,] 1.546 0.9714 2.046 1.959 2.008 1.316 2.713 1.444 1.0361 2.327 2.011
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.022 0.8682 1.295 0.5861 1.212 0.7553 1.008 1.024 1.025 1.603 0.6831
[2,] 1.483 1.5451 1.577 0.7190 1.720 0.8803 1.328 1.253 1.629 2.209 0.8555
[3,] 1.880 1.9436 1.737 0.8110 2.253 0.9734 1.540 1.436 1.980 2.737 1.0037
     [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.389 0.8734 1.190 0.6005 2.149 1.673 1.597 1.815 1.894 1.629 1.567
[2,] 1.976 1.0817 1.669 0.7200 2.864 2.239 2.028 2.397 2.345 2.476 2.201
[3,] 2.435 1.2562 2.249 0.8427 3.471 2.628 2.397 2.865 2.706 3.014 2.643
      [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85] [,86] [,87]
[1,] 0.2701 1.384 0.8682 1.365 0.8396 0.9038 0.3899 0.8995 0.861 2.370
[2,] 0.3314 1.947 1.2691 2.007 1.0488 1.1207 0.5157 1.5989 1.151 2.832
[3,] 0.4088 2.554 1.5734 2.519 1.2020 1.3294 0.6105 1.9092 1.375 3.398
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 1.886 0.7628 0.6793 0.6959 0.6593 1.082 0.5365 0.6077 6.552 4.356
[2,] 2.407 1.0689 1.0656 1.0874 1.0335 1.314 0.6675 0.7578 7.856 5.816
[3,] 2.836 1.3005 1.3865 1.3418 1.3527 1.584 0.7645 0.8787 8.861 6.941
     [,98]
[1,] 2.124
[2,] 2.994
[3,] 3.787
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]   [,7]    [,8]
[1,]   2.059   1.062    3.755   2.483   2.768   0.4442   1.04   2.763
[2,] 556.218 240.348 1030.586 758.242 916.944 111.2770 268.74 878.767
[3,] 531.108 266.447 1056.884 801.914 950.313 125.5070 267.11 866.879
        [,9]   [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.045   2.399   1.446   2.01   1.759   2.045   3.321   2.596
[2,] 944.946 863.944 481.427 663.73 433.322 643.459 784.809 697.122
[3,] 908.602 946.253 479.271 602.95 442.121 603.700 634.467 701.638
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   2.507   2.286    3.446   2.651    4.662   1.765    4.415    2.77
[2,] 693.637 891.532 1210.929 803.114 1289.871 436.124 2338.456  888.06
[3,] 819.718 733.610 1152.945 780.375 1151.169 398.362 1876.551 1004.22
       [,25]    [,26]    [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.666    2.476    3.051   1.876   2.408   0.7702   2.221   2.116
[2,] 171.483  906.864  868.078 520.961 810.573 179.0052 861.138 480.341
[3,] 195.830 1141.738 1121.221 512.403 794.227 200.0177 916.550 504.986
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.154   2.673   2.258   2.082   2.269   1.592   1.238   0.3883
[2,] 249.878 828.861 792.549 844.263 560.621 572.755 292.030 109.5369
[3,] 274.398 734.577 812.260 857.876 481.129 526.119 299.615 104.9985
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.469   0.5074   1.893   1.534   1.348   0.7979   1.761   1.563
[2,] 383.741 138.9808 498.649 577.172 345.099 229.4416 482.812 464.445
[3,] 411.922 144.2989 527.061 580.015 339.361 221.9036 432.441 464.361
      [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.86   1.115   1.734   1.387   0.8944   1.615   1.499   1.297
[2,] 406.25 322.644 695.975 311.318 216.0532 528.559 474.658 463.072
[3,] 430.72 272.152 732.220 261.601 245.9988 652.055 516.332 497.675
       [,57]   [,58]    [,59]   [,60]    [,61]  [,62] [,63]   [,64]
[1,]   1.102   1.645   0.7443   1.539   0.9591   1.28   1.3   1.302
[2,] 550.680 387.928 179.3971 525.833 194.7702 372.25 310.9 545.108
[3,] 507.961 313.372 161.6573 626.865 179.0521 335.72 302.4 485.256
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   2.035   0.8674   1.764   1.109   1.512   0.7626   2.729   2.124
[2,] 654.595 221.8624 605.628 274.883 503.838 171.1065 815.807 641.436
[3,] 696.625 226.1536 612.891 275.175 649.932 188.6466 844.462 592.098
       [,73]   [,74]   [,75]   [,76]  [,77]    [,78]   [,79]   [,80]
[1,]   2.028   2.305   2.406   2.069   1.99   0.3429   1.758   1.103
[2,] 538.649 674.273 595.727 803.454 665.91  82.7808 589.978 398.790
[3,] 550.513 676.408 581.525 740.221 630.55 103.0878 711.803 400.725
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]  [,87]   [,88]
[1,]   1.733   1.066   1.148   0.4952   1.142   1.093   3.01   2.396
[2,] 634.009 270.814 285.537 145.3826 569.515 328.888 668.19 644.324
[3,] 655.693 253.035 308.046 140.8206 449.474 324.278 808.95 645.988
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]   [,96]
[1,]   0.9687   0.8626   0.8837   0.8373   1.374   0.6813   0.7717    8.32
[2,] 322.5869 353.7505 359.9613 342.8760 321.184 171.1082 195.0116 1867.73
[3,] 319.1688 382.1853 338.7077 376.0113 381.143 160.5608 191.6775 1766.12
        [,97]   [,98]
[1,]    5.532   2.697
[2,] 1660.239 908.913
[3,] 1632.054 999.668
[1] "--- VAR model 2017-10-03 00:31:00  completed"
[1] "Completed training sample:  2017-10-03 00:31:00 - 2017-10-03 08:30:00"
[1] "SpVAR;   training sample:  2017-10-03 01:01:00 - 2017-10-03 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.079          1.6520        10.6528         -25.49
          11.503          0.0246         0.2215         -33.51
         -18.771         -5.9357       -16.7441          33.46
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -17.49         -1.629            9.470             9.76
         -12.37          2.439           -6.440           -15.47
         -25.58          1.662            7.264            35.05
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            38.10           -9.315          -13.773           -4.686
           -33.02           11.979            6.845           -4.544
            14.95          -34.361           -4.130          -24.636
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -24.549          -4.1615          -11.038            39.09
           11.796           0.2247            3.704            28.26
            3.131           6.4922            7.063            49.53
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            9.067           9.2579          -16.566           -13.92
           11.780           0.7046           15.208            24.33
           -2.477          -3.3780            8.414            41.47
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            29.07           -3.064           38.806           -2.034
            10.03            9.284           28.715           34.726
           -14.62            6.404           -9.225           -9.565
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           10.367          -31.731          -13.811            1.723
            1.507           36.434           -1.706           -9.331
           -2.456           -4.641           24.510           -8.113
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.93          -0.8421         -14.7499           -2.243
           -19.03          -6.7877         -12.7828            7.854
            31.78           3.9182           0.8549           -4.615
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.181          -22.376           -4.613           -11.70
           -1.823          -18.537           -6.974           -16.61
          -13.700           -9.158          -17.055           -24.53
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            6.767           -9.172           22.704           -3.079
           17.306            7.918            1.674           -1.412
           -2.843           -4.595            4.937           -1.782
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           13.692            7.712           -8.477          -29.414
           -8.304           -1.256           -8.049           -2.787
           14.967           -4.782            9.851          -13.703
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -6.148           -1.112            1.333           -4.945
           -6.961           -9.652          -15.998            2.026
           12.671            2.612          -15.321            1.973
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -9.348           -4.113           -4.900           11.576
           12.836           -5.277           -3.935            2.009
           12.831           -3.736            5.495           -1.068
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2881         -16.2056          -27.793           -6.645
           6.6336         -11.8835           -3.533          -15.952
           0.1063          -0.2714           -1.914            6.463
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.029          -10.455           -6.133            2.994
          -27.338           -4.892           -1.157            1.201
           -5.225           -9.256           -1.955          -23.118
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.656            4.282            7.390           -9.194
            3.231           10.706           -3.612           16.408
           -4.507          -18.082            8.864           16.219
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.098           0.5553           -4.010          -0.5959
            9.474          -1.7129            1.975         -10.0820
           11.980           2.5029           12.323          -3.1644
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -16.2923            1.964           -9.838           -7.356
          -0.7657            6.204           11.902           -4.506
          19.1287            2.539           -5.597          -28.347
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -4.1135           10.025            9.930           28.496
          -0.5313           -4.512            2.568            4.842
          -0.8175           11.522           -5.923           35.633
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           20.340          -2.4193             1.23          -0.8475
           14.419           1.2105            14.40           5.4072
            2.961          -0.3389            16.41           4.8103
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.675            2.741            4.369           0.4731
            7.241           -1.214           -5.526           0.9771
            7.847           -2.671           -2.280           2.9936
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -17.266          -0.4714           14.400           7.6790
           -3.520          -0.4625           -0.248         -11.3398
           -3.909         -11.1000            6.028           0.1972
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6683            1.366          -11.282           -9.014
           8.1249            5.516           16.071           -4.103
           4.6255            6.078            1.906           10.050
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.6363            8.152           -1.274            21.73
          -0.6842            2.390           -7.992           -32.89
          -7.4275            3.450           -7.674           -30.15
 rnd_95776.volume rnd_95787.volume
          -10.445            4.497
            4.299           35.800
           46.532          -10.998
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.687 0.9374 3.450 2.124 2.484 0.3880 0.9188 2.339 2.638 2.160 1.318
[2,] 2.275 1.1223 4.357 2.904 3.336 0.4801 1.1586 3.191 3.470 3.114 1.849
[3,] 2.753 1.3492 5.032 3.689 4.108 0.5610 1.3587 3.846 4.206 3.858 2.217
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.642 1.526 1.735 2.686 2.301 2.099 1.860 3.053 2.201 4.242 1.540
[2,] 2.366 1.936 2.412 3.328 2.808 2.692 2.886 4.302 2.977 5.181 1.932
[3,] 2.755 2.263 2.710 3.698 3.237 3.355 3.545 5.136 3.609 5.792 2.247
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.931 2.227 0.5794 2.057 2.396 1.500 2.154 0.6867 2.187 1.793 0.9271
[2,] 7.295 3.191 0.7600 3.072 3.337 2.016 2.984 0.8177 3.182 2.176 1.1325
[3,] 8.780 4.020 0.9083 4.054 4.300 2.393 3.676 0.9496 3.973 2.507 1.3158
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.203 2.028 1.857 1.928 1.440 1.073 0.3716 1.402 0.4206 1.495 1.297
[2,] 3.027 2.821 2.807 2.462 2.035 1.348 0.4948 1.816 0.5442 1.947 1.995
[3,] 3.747 3.482 3.494 2.812 2.391 1.558 0.5665 2.156 0.6738 2.358 2.467
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.142 0.7564 1.551 1.415 1.518 0.951 1.471 1.160 0.8428 1.325 1.283
[2,] 1.477 0.9525 2.004 1.870 1.814 1.221 2.323 1.431 1.0142 1.891 1.801
[3,] 1.693 1.1394 2.444 2.205 2.101 1.420 3.018 1.608 1.2074 2.631 2.358
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.119 0.9116 1.422 0.6554 1.326 0.8459 1.081 1.066 1.062 1.777 0.7688
[2,] 1.690 1.6724 1.783 0.7859 1.904 0.9755 1.477 1.359 1.696 2.458 0.9254
[3,] 2.173 2.1863 2.009 0.8803 2.521 1.0898 1.688 1.589 2.119 2.979 1.0581
     [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.470 0.9498 1.265 0.6492 2.584 1.827 1.678 1.980 1.983 1.779 1.703
[2,] 2.048 1.1933 1.748 0.7722 3.335 2.443 2.178 2.621 2.550 2.618 2.339
[3,] 2.488 1.3609 2.379 0.9209 4.072 2.998 2.597 3.088 2.923 3.200 2.939
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]  [,85] [,86] [,87]
[1,] 0.2947 1.631 1.140 1.620 0.9157 0.9419 0.4830 0.9756 1.022 2.551
[2,] 0.3661 2.245 1.714 2.459 1.1719 1.1554 0.6112 1.7985 1.353 3.115
[3,] 0.4463 2.812 2.265 2.984 1.3388 1.3916 0.7060 2.2101 1.648 3.646
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.039 0.8728 0.7901 0.8281 0.7489 1.201 0.5474 0.7352 6.452 4.656
[2,] 2.577 1.2931 1.2680 1.2178 1.2264 1.444 0.6831 0.9718 7.813 6.331
[3,] 3.036 1.5208 1.6562 1.6270 1.6788 1.720 0.8120 1.1662 8.880 7.670
     [,98]
[1,] 2.336
[2,] 3.237
[3,] 4.032
Root mean square errors of predictions:  
        [,1]   [,2]     [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.142   1.19    4.381   2.697    3.154   0.4928   1.167   2.971
[2,] 664.047 268.50 1157.871 861.798  968.996 122.9919 307.107 944.201
[3,] 674.599 325.92 1095.640 989.763 1043.366 126.3494 308.850 934.090
         [,9]   [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]
[1,]    3.349   2.743   1.674   2.085   1.938   2.203   3.41   2.922
[2,]  981.227 975.955 564.293 741.574 518.106 729.261 855.45 700.642
[3,] 1034.288 991.147 531.746 613.616 510.238 537.341 701.55 700.222
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   2.665   2.362    3.876   2.795    5.387   1.955    4.992    2.828
[2,] 733.211 960.209 1319.110 872.541 1294.409 507.636 2673.919  994.327
[3,] 871.279 895.771 1220.415 887.761 1126.396 499.142 2126.603 1064.057
        [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   0.7357    2.612    3.043   1.904   2.735   0.872    2.777   2.276
[2,] 214.0571  992.718 1010.460 586.375 898.258 193.193 1005.716 536.794
[3,] 216.3904 1151.297 1180.180 561.239 934.291 210.081 1035.110 542.045
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.177   2.798   2.575   2.358   2.448   1.828   1.363   0.4719
[2,] 283.024 903.624 853.623 915.566 666.766 625.590 354.791 142.1838
[3,] 291.516 960.511 887.756 905.452 590.443 546.292 339.749 120.0497
      [,41]    [,42]   [,43]   [,44]  [,45]    [,46]  [,47]   [,48]
[1,]   1.78   0.5341   1.898   1.647   1.45   0.9605   1.97   1.797
[2,] 502.25 150.2697 543.035 659.562 407.53 251.8958 552.30 531.655
[3,] 505.32 172.9086 578.780 631.202 360.68 272.0992 608.32 508.728
       [,49]   [,50]   [,51]   [,52]  [,53]   [,54]   [,55]   [,56]
[1,]   1.927   1.208   1.868   1.473   1.07   1.682   1.629   1.421
[2,] 431.860 332.924 782.172 365.185 245.44 587.066 550.230 550.864
[3,] 461.451 315.738 838.924 318.483 285.09 795.856 661.990 594.845
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.158   1.805   0.8323   1.683   1.074   1.372   1.353   1.349
[2,] 610.141 467.998 188.7053 595.027 211.457 437.845 366.740 575.325
[3,] 612.777 403.445 172.5502 718.517 211.433 356.187 358.991 552.646
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]    [,71]   [,72]
[1,]   2.256   0.9763   1.867   1.206   1.607   0.8244    3.281   2.321
[2,] 738.742 224.1497 620.607 314.337 525.078 181.9301  917.282 705.571
[3,] 733.016 223.2642 614.456 284.702 702.254 218.3772 1017.084 755.887
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.131   2.514   2.518   2.259   2.163   0.3743   2.071   1.447
[2,] 604.094 747.153 697.194 835.585 697.801  94.4978 671.396 556.745
[3,] 615.314 710.710 621.669 800.512 773.905 111.0709 736.514 644.506
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]  [,88]
[1,]   2.057   1.163   1.196   0.6134   1.239   1.298   3.239   2.59
[2,] 805.376 318.194 291.161 162.9557 657.429 385.719 778.054 685.60
[3,] 735.053 281.744 337.547 153.7479 558.946 409.583 824.462 698.69
       [,89]   [,90]   [,91]   [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   1.108   1.003   1.052   0.951   1.524   0.6951   0.9336    8.193
[2,] 415.187 431.593 388.516 422.625 349.467 177.8237 276.5232 1917.107
[3,] 348.302 463.595 469.514 498.853 406.327 191.0051 280.5331 1836.671
        [,97]    [,98]
[1,]    5.912    2.967
[2,] 1866.702  974.976
[3,] 1884.051 1046.107
[1] "--- VAR model 2017-10-03 01:01:00  completed"
[1] "Completed training sample:  2017-10-03 01:01:00 - 2017-10-03 09:00:00"
[1] "SpVAR;   training sample:  2017-10-03 01:31:00 - 2017-10-03 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.287           8.770         -2.367        -61.691
          -4.967           7.845         37.576         -7.032
         -22.353          -1.610         35.356        -28.762
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -11.20        -3.6256           12.459           44.112
         -30.52        -0.7240            8.579           28.885
         -43.77        -0.2955            6.800           -1.718
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          24.2332            41.71           21.615          -21.422
          22.2075            18.95           -2.993           -5.912
           0.6026            47.00            6.291           17.200
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            9.970          14.3816            11.68            18.89
            8.860           0.2744            18.80            45.14
           -4.784          16.3158            13.89            41.24
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           13.848          -20.233           -3.500            3.627
           -1.454           19.104           -1.987            9.029
            3.029           -3.789          -41.687           -8.126
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -18.66          -3.9682            5.576           12.150
            31.84          -0.8086            4.481          -14.258
            24.64           8.5897           75.549            9.683
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1041           -1.300           -12.31           0.4217
           2.7333           -7.748           -34.83          12.5772
           1.1713           -1.055           -37.93          -8.7932
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -42.12            3.779           -47.28           19.288
           -18.76           13.321           -32.02           -7.801
           -14.40            1.835           -11.40          -25.836
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            9.069            2.131           -6.642           -18.73
           -3.763          -45.933          -35.027           -36.43
           10.308           -6.732          -40.323           -28.13
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           45.188            10.96           -3.268            2.603
           13.883            13.57           -1.149            6.254
            6.952            23.77          -15.512            6.836
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2687            4.644           0.9996          -10.840
          -7.2047            2.915          -1.5222           -2.478
           1.8985            2.086          -9.3980           -5.995
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5299            2.310           -5.514          -13.219
           1.5038           -6.493          -18.993           12.706
           1.4152            4.739           -6.511           -6.484
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.926           -7.434            10.43           -7.200
           16.782            4.695           -10.75          -16.677
            3.193           -4.480           -11.69           -1.857
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5558           -5.932         -0.37088           -8.410
          -5.1343           -3.954          0.05727          -14.478
          -8.6775           -6.835          6.65093           -2.308
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.4657            6.170        -0.009807            4.907
          -9.7483            6.486         0.772980           -1.067
           2.6496           10.853         1.845323           -6.885
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4546           -5.645           -4.283           -4.768
           4.7041           -5.119            5.767           -2.864
          -2.7956          -15.784           -7.108           -9.186
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           26.406          -4.8690            12.99            2.287
            5.558          -0.3172            19.81            9.887
          -16.284          -8.4482            16.26            9.647
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.492           2.6756           23.777             9.50
           15.856          -2.9842           -5.604           -14.65
            8.975           0.5636            5.956           -36.84
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.390            9.009           -35.17            27.57
            2.839           15.051           -32.01            11.15
           -1.724          -16.795           -32.27           -16.51
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           16.604          -0.2397            10.52           -2.593
           20.857           2.5141            18.89           -4.544
           -8.718           1.0677            26.53           -5.943
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.879          -15.404          -6.3354          -3.5550
            8.329            4.380           4.4511          -4.3711
           16.674            5.413           0.1099          -0.1113
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           21.147           10.681            21.77           11.500
            9.206           12.886            -6.49          -10.992
            8.246           -9.388           -18.03            8.031
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          16.9944           13.526            2.573            2.236
           0.8193            1.476           10.590           24.189
           2.4520           -4.191           -3.916           -1.649
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            9.672           -7.438           13.966             8.95
            5.739           -6.216            6.657            32.81
            8.766           -9.679           -2.300           -30.10
 rnd_95776.volume rnd_95787.volume
           -12.85            3.776
           -38.87          -13.511
            22.87           13.790
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.896 1.016 3.796 2.367 2.743 0.3861 1.042 2.544 3.046 2.415 1.408
[2,] 2.418 1.230 4.841 3.263 3.763 0.4938 1.366 3.403 3.938 3.331 2.085
[3,] 2.958 1.483 5.634 4.119 4.660 0.5853 1.591 4.102 4.599 4.310 2.458
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.880 1.645 1.927 2.824 2.402 2.274 2.070 3.354 2.531 4.663 1.745
[2,] 2.573 2.073 2.566 3.390 2.972 2.916 2.988 4.582 3.396 5.628 2.176
[3,] 3.045 2.441 2.874 3.793 3.443 3.679 3.659 5.371 3.939 6.286 2.444
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.395 2.576 0.6670 2.286 2.612 1.619 2.341 0.7722 2.541 1.815 1.020
[2,] 8.181 3.520 0.8515 3.431 3.687 2.102 3.232 0.9158 3.700 2.310 1.253
[3,] 9.714 4.550 0.9823 4.562 4.737 2.480 4.017 1.0718 4.488 2.683 1.483
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.577 2.191 2.463 2.104 1.538 1.253 0.4377 1.584 0.5056 1.878 1.565
[2,] 3.641 3.229 3.554 2.668 2.125 1.542 0.5713 2.101 0.6228 2.521 2.405
[3,] 4.310 4.039 4.341 3.030 2.507 1.769 0.6423 2.487 0.7488 2.996 3.035
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.277 0.8104 1.524 1.711 1.588 1.049 1.638 1.184 0.8896 1.360 1.397
[2,] 1.624 1.0188 2.026 2.199 1.938 1.331 2.554 1.459 1.0977 2.000 1.907
[3,] 1.837 1.2563 2.542 2.546 2.230 1.520 3.161 1.714 1.2761 2.769 2.516
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.182 1.011 1.488 0.6876 1.541 0.8474 1.146 1.187 1.165 1.943 0.8633
[2,] 1.806 1.835 1.871 0.8180 2.038 1.0060 1.529 1.474 1.851 2.721 1.0370
[3,] 2.313 2.322 2.202 0.9345 2.709 1.1144 1.764 1.777 2.205 3.185 1.2063
     [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.591 0.9566 1.437 0.7534 2.712 2.026 2.133 2.032 2.077 2.032 1.965
[2,] 2.229 1.2731 2.023 0.9551 3.585 2.601 2.641 2.737 2.751 2.842 2.663
[3,] 2.659 1.5029 2.641 1.1009 4.316 3.152 3.084 3.247 3.196 3.527 3.207
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.3497 1.856 1.358 1.752 0.9403 0.9563 0.5525 1.094 1.106 2.838 2.470
[2,] 0.4401 2.561 1.973 2.642 1.2162 1.2361 0.6792 1.944 1.448 3.486 3.123
[3,] 0.5195 3.172 2.581 3.310 1.4214 1.5069 0.7783 2.417 1.781 4.006 3.678
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97] [,98]
[1,] 0.9728 0.7666 0.9253 0.8541 1.295 0.6631 0.9188 6.504 4.596 2.670
[2,] 1.5256 1.3368 1.3761 1.3990 1.593 0.8514 1.2735 7.706 6.719 3.581
[3,] 1.7381 1.8536 1.8412 1.8533 1.879 0.9931 1.5215 8.840 8.153 4.550
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.408   1.291    4.82   3.005    3.483   0.4903   1.324   3.231
[2,] 593.862 274.355 1189.55 889.440 1020.266 121.8717 349.582 894.762
[3,] 675.175 328.083 1141.19 995.217 1088.151 124.4335 322.799 907.114
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.868    3.067   1.788   2.387   2.089   2.447   3.585   3.051
[2,] 988.173  908.436 608.697 695.276 499.474 671.076 743.062 693.114
[3,] 940.960 1082.751 515.753 644.829 510.439 511.895 673.095 687.852
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   2.888   2.629    4.26   3.214    5.922   2.216    5.581    3.27
[2,] 722.325 852.997 1236.15 896.392 1247.325 514.291 2732.022  949.95
[3,] 888.726 836.053 1109.16 790.298 1108.816 440.714 2074.374 1141.59
       [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]   [,32]
[1,]   0.847    2.903    3.317   2.055   2.973   0.9806    3.227   2.305
[2,] 209.595 1012.996 1030.574 530.719 882.261 194.8975 1065.134 565.757
[3,] 193.895 1190.761 1177.390 521.187 944.217 220.5331 1005.436 540.699
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.295    3.272   2.782    3.128   2.672   1.953   1.591   0.5558
[2,] 288.574 1018.640 939.053 1014.165 649.397 580.420 356.105 145.3858
[3,] 313.792  913.159 960.544  987.194 569.023 527.252 342.757 116.2504
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.012   0.6421   2.385   1.987   1.622   1.029   1.935   2.173
[2,] 546.711 143.9953 665.988 723.136 397.475 244.453 528.549 546.945
[3,] 526.401 164.5653 641.145 733.237 340.021 291.053 607.925 508.265
       [,49]   [,50]  [,51]   [,52]  [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.017   1.331   2.08   1.503   1.13   1.727   1.774   1.501   1.284
[2,] 439.473 324.525 776.21 337.469 254.62 580.533 513.868 540.500 606.292
[3,] 436.995 290.495 737.21 356.627 257.69 758.150 649.750 572.050 563.701
      [,58]    [,59]   [,60]   [,61]   [,62]   [,63]  [,64]   [,65]
[1,]   1.89   0.8731   1.957   1.076   1.455   1.507   1.48   2.468
[2,] 448.59 175.4554 528.108 214.673 400.528 346.066 569.48 754.145
[3,] 459.87 178.9391 706.481 189.779 348.779 393.379 474.16 655.099
       [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   1.096   2.021   1.215   1.825   0.9567   3.444   2.573   2.709
[2,] 227.508 618.129 332.626 563.422 232.4240 927.987 645.663 616.627
[3,] 243.966 573.778 316.245 672.100 216.7774 951.937 705.193 629.981
      [,74]   [,75]  [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   2.58   2.638   2.58   2.495   0.4441   2.356   1.725   2.224
[2,] 726.06 714.014 786.94 711.492 105.7997 698.975 566.575 783.071
[3,] 691.74 643.949 826.99 707.781 109.2562 740.876 659.034 789.533
       [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.194   1.214   0.7016   1.389   1.405   3.604   3.137   1.235
[2,] 305.426 310.097 156.4142 636.506 369.894 801.503 756.474 465.310
[3,] 291.313 341.273 150.4514 568.586 410.959 781.728 769.302 329.778
        [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   0.9734   1.175   1.085   1.644   0.842   1.167    8.259    5.836
[2,] 433.6408 403.331 438.709 367.827 211.453 349.143 1636.473 1940.821
[3,] 508.4354 484.338 481.338 394.268 202.423 329.676 1715.001 1828.275
        [,98]
[1,]    3.391
[2,]  944.940
[3,] 1111.380
[1] "--- VAR model 2017-10-03 01:31:00  completed"
[1] "Completed training sample:  2017-10-03 01:31:00 - 2017-10-03 09:30:00"
[1] "SpVAR;   training sample:  2017-10-03 02:01:00 - 2017-10-03 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.4835          -1.447          3.778         21.160
          0.7507          -1.227          2.153         -5.548
          4.7435           1.064         20.193          4.069
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -27.908         3.9939            9.607           0.8408
          3.274        -0.3882            4.867          -5.0463
          7.578         0.6649            3.447          17.4111
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.757           13.010            7.165           -13.02
            8.020           -9.489           -5.638           -22.95
           -1.606           -2.024          -13.134           -10.60
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.695           20.184           18.867            58.56
           -6.282           -3.257            5.172            30.15
          -12.115           18.572           20.514            34.61
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           29.477           19.706           -24.96            3.279
           14.728           29.868            13.69           17.160
           -0.501           -6.915            15.68           14.156
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -14.928           -4.052          -0.5768           -17.31
          -22.079           -2.110          -9.4178            18.60
           -7.067           -3.807         -29.2165           -14.09
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.3365           -24.51          -28.940           -3.803
           1.1485            20.56           -5.573            2.175
           0.6405           -19.33            9.521            5.921
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            19.49            5.779          -18.586          -7.7156
           -10.80           -1.926            6.577           0.8275
            13.59            1.154           10.468          -0.3921
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.008          -32.255          -41.156          -17.358
            6.504            8.533            3.819          -33.234
           -0.532           -5.888           -2.020           -2.697
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.628            5.621           -2.655           0.3455
           -1.778           -9.625            5.660           1.7301
          -20.527           -9.624           -1.122          -1.2634
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           14.275          -5.4426            1.817          -11.486
           -4.364          -3.8098          -15.343           -4.034
            8.956          -0.5716          -12.970          -22.873
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.445           3.2233            1.319          -9.0442
            1.207           1.8867           -9.621           0.6537
            4.623          -0.8535          -16.877           3.6930
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.935            7.161            8.646            1.799
           -1.928           -9.957            4.763           -7.128
           10.798            1.010          -15.426            7.256
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           8.8432           10.403            8.046            6.998
          -4.0893           -4.364            3.246            8.906
          -0.5289           -1.649            5.648           -1.444
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.9387            3.888            1.813         -17.2932
           3.4035            7.567            2.467          -0.8855
           2.5543            8.310            1.257           8.3588
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.6028           -1.295            6.643            5.944
           1.8541           -4.271            3.242           -1.843
           0.9024            7.104           -7.318            6.409
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          17.0577           6.7277           11.577            5.164
          -0.7216          -5.4767            4.651           -1.862
           2.6442           0.7627            3.004            1.085
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.749          -1.0661          -1.5687           -5.949
            9.170          -0.5419           7.2035          -15.235
            1.282           0.6959           0.1856            2.158
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.924          -4.0746          -19.099            3.198
           -5.573           0.4018           -5.387          -10.387
           11.643           9.5451            4.923            4.788
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.426          -1.1054          -0.6579            4.331
           -6.708           0.4066          11.6965            3.551
            7.349          -0.6298          -9.3546            5.620
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -14.220          0.71736           -2.683            1.740
            3.015          1.03447           -1.954            4.274
            6.286         -0.03256           -3.013           -2.338
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.606          -0.3547           -5.254            3.731
           -9.249          -9.4810            1.279            6.245
            2.227           0.9547           25.864           -7.106
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.023           0.7159         -0.05775           0.3023
            8.049           2.1155         -4.40750           0.1037
            5.567           8.1402          5.23298           4.5899
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -14.350            1.806          -0.9523            33.31
            8.403            3.508          -5.6629            25.30
            4.740           -1.717           7.6125            36.63
 rnd_95776.volume rnd_95787.volume
            6.064          -19.799
          -24.300            6.525
            8.647          -17.754
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.138 1.224 4.633 2.925 3.030 0.4640 1.236 3.117 3.247 2.866 1.572
[2,] 2.753 1.548 5.604 3.975 4.466 0.5994 1.540 3.955 4.231 3.884 2.198
[3,] 3.367 1.757 6.462 5.012 5.348 0.7005 1.878 4.769 4.955 4.688 2.576
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.347 1.764 2.079 2.892 2.485 2.622 2.214 4.022 2.661 5.298 1.997
[2,] 3.098 2.217 2.641 3.495 3.088 3.281 3.223 5.280 3.573 6.143 2.418
[3,] 3.491 2.612 3.037 3.970 3.659 4.009 3.891 6.118 4.245 6.908 2.723
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.089 2.869 0.7630 2.784 3.242 1.797 2.787 0.8433 2.847 2.090 1.197
[2,]  9.737 3.803 0.9384 3.936 4.430 2.334 3.870 1.0346 4.093 2.501 1.441
[3,] 10.859 5.167 1.0753 5.322 5.532 2.823 4.862 1.1912 4.988 2.856 1.655
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.827 2.412 2.977 2.457 1.757 1.460 0.5439 1.731 0.6136 2.088  1.75
[2,] 4.089 3.775 4.056 2.992 2.473 1.785 0.6770 2.248 0.7403 2.784  2.59
[3,] 4.906 4.562 4.763 3.343 2.863 2.046 0.7790 2.723 0.8951 3.303  3.22
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.465 0.9053 1.704 1.989 1.799 1.201 1.711 1.318 0.9513 1.539 1.413
[2,] 1.813 1.1706 2.404 2.597 2.132 1.580 2.681 1.661 1.2210 2.228 2.056
[3,] 2.054 1.4287 2.903 2.898 2.504 1.774 3.382 1.925 1.4034 3.202 2.639
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.245 1.089 1.585 0.7562 1.680 0.8438 1.228 1.279 1.431 2.204 0.9654
[2,] 1.998 1.986 2.014 0.8935 2.334 1.0157 1.633 1.675 2.023 2.986 1.1605
[3,] 2.578 2.602 2.379 1.0258 2.986 1.1646 1.947 1.984 2.419 3.429 1.3465
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.881 1.150 1.554 0.8116 2.954 2.352 2.393 2.268 2.396 2.175 2.088
[2,] 2.676 1.503 2.339 1.0138 3.958 2.999 2.970 2.980 3.204 2.996 2.744
[3,] 3.063 1.728 2.941 1.1974 4.645 3.566 3.417 3.521 3.696 3.618 3.243
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4332 2.010 1.564 2.250 1.137 1.001 0.6086 1.268 1.322 3.065 2.781
[2,] 0.5700 2.747 2.308 3.152 1.426 1.340 0.7551 2.188 1.766 3.869 3.520
[3,] 0.6785 3.410 2.903 3.840 1.653 1.622 0.9210 2.704 2.034 4.516 4.146
     [,89]  [,90] [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 1.156 0.8788 1.014 0.8758 1.425 0.8385 1.108 6.566 4.994 2.892
[2,] 1.660 1.5128 1.567 1.4835 1.775 1.0316 1.573 7.714 7.402 3.842
[3,] 1.975 1.9421 2.077 1.9893 2.104 1.1875 1.915 8.775 9.325 5.127
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]   [,7]    [,8]
[1,]   2.715   1.555    5.883    3.715    3.848   0.5892   1.57   3.958
[2,] 578.066 315.739 1050.286  896.799 1093.023 126.4418 305.94 811.208
[3,] 645.463 276.668 1072.314 1017.110  980.433 120.7442 358.14 888.104
        [,9]   [,10]   [,11]  [,12]  [,13]  [,14]   [,15]   [,16]   [,17]
[1,]   4.124   3.639   1.997   2.98   2.24   2.64   3.673   3.156   3.329
[2,] 903.460 873.294 511.673 673.92 447.45 542.50 653.933 610.408 657.505
[3,] 859.311 874.905 447.904 536.13 460.07 499.74 626.927 653.879 767.117
       [,18]    [,19]  [,20]    [,21]   [,22]    [,23]    [,24]    [,25]
[1,]   2.811    5.107   3.38    6.727   2.536    6.463    3.643   0.9689
[2,] 780.445 1139.644 794.44 1036.468 454.027 2765.608  831.921 182.0287
[3,] 726.358 1029.676 763.83 1052.534 416.992 1601.842 1165.488 174.9751
        [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]  [,33]
[1,]    3.535    4.116   2.282   3.539   1.071   3.615   2.654   1.52
[2,]  927.219 1006.095 496.404 894.859 199.679 979.949 457.816 267.31
[3,] 1193.578 1103.789 528.958 980.773 196.723 949.584 459.186 271.40
      [,34]   [,35]   [,36]  [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   3.59   3.062   3.781   3.12   2.232   1.854   0.6906   2.198
[2,] 984.54 967.753 917.535 569.22 579.765 342.154 134.3181 478.138
[3,] 902.94 853.392 832.282 496.81 480.509 333.476 128.4205 511.678
        [,42]   [,43]   [,44]  [,45]  [,46]   [,47]   [,48]   [,49]
[1,]   0.7792   2.651   2.222   1.86   1.15   2.164   2.525   2.285
[2,] 137.9957 613.424 636.471 356.09 247.29 564.983 556.486 380.838
[3,] 167.6402 592.324 637.185 321.60 272.91 542.055 428.401 437.624
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   1.525   2.173   1.674   1.208   1.954   1.794   1.58   1.383
[2,] 342.186 687.902 336.648 255.050 536.797 497.535 520.65 553.344
[3,] 268.837 686.868 324.028 230.539 766.290 551.547 543.12 560.382
       [,58]    [,59]   [,60]   [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   2.012   0.9602   2.133   1.071   1.56   1.624   1.818   2.799
[2,] 414.091 158.5813 539.864 188.397 358.57 360.025 476.504 671.435
[3,] 422.185 167.8967 620.485 189.843 353.05 354.371 441.428 561.553
       [,66]   [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]
[1,]   1.226   2.388   1.46   1.974   1.031   3.751   2.986   3.039   2.88
[2,] 214.569 634.345 322.61 582.285 202.403 877.649 619.995 585.815 644.23
[3,] 227.528 496.336 284.35 594.310 212.307 809.955 643.169 562.873 624.51
       [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   3.042   2.762   2.651   0.5502   2.553   1.987   2.857   1.444
[2,] 708.618 686.503 593.422 123.4055 623.799 565.414 735.644 286.635
[3,] 614.018 675.622 575.864 122.6202 672.959 586.852 731.050 278.347
       [,83]    [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   1.272   0.7729   1.611   1.679   3.893   3.532   1.467   1.116
[2,] 296.864 148.9167 594.111 390.088 786.549 718.826 397.213 410.281
[3,] 304.585 175.7066 529.279 336.293 775.993 729.639 356.099 405.764
       [,91]   [,92]  [,93]   [,94]   [,95]    [,96]    [,97]    [,98]
[1,]   1.288   1.112   1.81   1.065   1.407    8.338    6.342    3.672
[2,] 397.985 398.952 352.63 200.179 372.034 1348.861 1820.205  842.899
[3,] 454.301 441.570 376.26 195.983 363.728 1393.644 1889.544 1131.178
[1] "--- VAR model 2017-10-03 02:01:00  completed"
[1] "Completed training sample:  2017-10-03 02:01:00 - 2017-10-03 10:00:00"
[1] "SpVAR;   training sample:  2017-10-03 02:31:00 - 2017-10-03 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.013          -5.807         28.772        -0.6006
           6.943           4.057          0.774       -13.8598
          -3.402           3.073         10.765         3.9655
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -32.214          1.175            4.366            20.30
        -15.983          2.506            5.615            17.17
         -6.712         -3.054            4.718            15.97
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -22.48         -21.2001            5.581           -13.69
            19.12           0.7518           -4.578           -18.91
            25.37          24.0526           12.551           -16.77
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -0.004289          -2.6858           0.8031            36.45
        -4.480621          -2.0192          -1.7824            24.59
        -7.892883          -0.9106          -0.2234            34.72
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -16.671           14.317           -14.95          -0.1838
          -16.596          -17.182            17.12           3.0356
            4.644           -3.272           -12.05           1.6875
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            9.281           -5.777           -30.74           -2.309
          -12.202           -6.896            47.62            7.325
            7.760           -7.219           -27.34            9.962
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.252          -12.237          -36.229           12.994
            1.161          -10.973            3.847            0.636
           -2.250           -4.072           17.830           10.476
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            0.290            5.976           -18.15           -5.276
          -10.374            1.051           -13.83           -9.623
           -3.852            2.453           -20.52           -5.113
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.071           -9.463          -33.529           -19.36
            3.017          -22.269          -12.665           -14.81
           -3.555          -17.460           -5.822           -27.11
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.937            5.189          5.86792           3.9314
            6.479            2.655          0.04632           2.5085
           10.035            5.003         -2.93873           0.2313
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           8.8981           -2.513          -15.060           -17.63
           0.1746            3.099          -19.588           -12.50
           2.0586            1.381           -9.749           -14.52
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           15.255           -2.784            1.476            1.397
            4.838            6.880            3.250            9.300
           -3.699           -1.460          -10.638            1.326
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.233        -11.47307          -29.055          -0.8406
            5.729         -0.08437            8.174           3.0213
            2.295          1.71728           11.158          14.1635
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.7895           0.7314            8.176           18.486
          -4.4497         -19.7512          -17.325           -6.988
          -0.3573           2.4157            1.380          -13.735
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.080            9.471           4.3769            5.926
            9.119           -3.657           4.8018           -3.132
          -10.972            2.520           0.6915           13.969
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6476         -0.08124         -11.4262           -1.372
          -3.3376          1.99172           0.9912           -2.087
          -3.2206         13.06656          -0.3989           -3.793
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.557           -3.147            5.637           -3.786
            6.456           -2.440           -5.278           -8.108
            9.174           -1.248           12.310           -4.373
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.150            2.012           -9.371           -6.436
           -1.627           -1.744           -5.261           -4.895
           -2.254           -1.821           -2.835           -6.470
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.899            0.144           -6.142           21.051
            2.321           -4.052           -3.768           -4.264
            3.678            0.294           15.225            3.047
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          15.7088          -0.7777           12.112           15.397
          -4.8178           2.6927           18.160           11.356
           0.2938           1.9001            3.395           -5.151
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           18.465           7.3072           1.1603           1.7882
           16.113           4.6275          -6.1428           3.9574
            1.959           0.5551           0.8542          -0.4337
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            9.072          -11.178            6.715            7.276
          -12.686            1.499            5.724           12.157
            8.008            1.728           19.798           13.282
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6753            2.100          -8.4971           -6.618
          -3.0569           -1.663           3.2479            1.389
           2.4129            7.224          -0.5013            2.982
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.9397           -2.131          -4.1722            8.627
           1.5360           -5.153           1.8893            8.905
           5.2437           -4.375           0.3129           -2.692
 rnd_95776.volume rnd_95787.volume
           -50.70          -7.0110
            25.65          -0.7654
            18.93          11.4086
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.353 1.348 5.115 3.363 3.267 0.5690 1.330 3.715 3.678 3.369 1.738
[2,] 3.030 1.643 6.141 4.405 4.840 0.6968 1.652 4.564 4.628 4.581 2.390
[3,] 3.659 1.883 7.159 5.476 5.871 0.7966 2.000 5.239 5.366 5.335 2.782
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.583 1.984 2.262 2.998 2.755 2.953 2.575 4.418 2.913 6.004 2.318
[2,] 3.412 2.396 2.993 3.695 3.426 3.660 3.753 5.887 4.072 6.877 2.734
[3,] 3.770 2.766 3.466 4.218 3.974 4.356 4.384 6.708 4.830 7.699 3.085
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.834 3.423 0.8795 3.317 3.545 2.040 3.034 0.8712 3.400 2.208 1.346
[2,] 10.536 4.439 1.0629 4.493 4.925 2.630 4.119 1.1090 4.547 2.691 1.721
[3,] 11.912 5.726 1.1954 5.811 5.998 3.116 5.258 1.2611 5.515 3.149 1.945
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.171 2.728 3.410 2.714 1.877 1.623 0.7139 2.041 0.6482 2.411 1.958
[2,] 4.509 4.191 4.611 3.327 2.674 2.041 0.8384 2.522 0.7872 3.155 2.904
[3,] 5.297 5.068 5.242 3.709 3.194 2.298 0.9574 2.980 0.9452 3.712 3.604
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.682 1.023 1.920 2.274 2.026 1.348 1.987 1.555 1.244 1.840 1.644
[2,] 2.054 1.343 2.694 2.861 2.374 1.865 3.131 1.903 1.483 2.539 2.381
[3,] 2.327 1.607 3.219 3.200 2.725 2.078 3.921 2.183 1.698 3.514 3.043
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.641 1.173 1.920 0.8143 1.837 0.9053 1.357 1.422 1.595 2.393 1.062
[2,] 2.427 2.153 2.294 0.9539 2.553 1.0804 1.876 1.954 2.254 3.184 1.304
[3,] 3.003 2.868 2.689 1.0925 3.316 1.2140 2.270 2.249 2.748 3.804 1.480
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.084 1.249 1.708 0.8823 3.105 2.629 2.753 2.596 2.740 2.289 2.230
[2,] 2.952 1.684 2.621 1.0996 4.231 3.346 3.323 3.363 3.606 3.309 3.041
[3,] 3.440 1.938 3.241 1.2860 4.895 3.930 3.825 3.857 4.137 4.013 3.623
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5259 2.258 1.802 2.414 1.214 1.246 0.7606 1.434 1.496 3.538 3.054
[2,] 0.6861 2.987 2.459 3.264 1.513 1.571 0.9060 2.453 1.937 4.368 3.980
[3,] 0.7948 3.852 3.110 4.027 1.758 1.866 1.0697 2.997 2.239 4.986 4.701
     [,89] [,90] [,91]  [,92] [,93]  [,94] [,95] [,96]  [,97] [,98]
[1,] 1.281 1.067 1.156 0.9403 1.549 0.9655 1.275 6.103  5.511 3.445
[2,] 1.856 1.741 1.735 1.6812 1.904 1.2219 1.711 7.351  8.312 4.440
[3,] 2.146 2.172 2.266 2.2031 2.321 1.3991 2.103 8.198 10.364 5.613
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]   [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.988   1.712    6.495   4.27    4.148   0.7225   1.688   4.718
[2,] 540.698 265.822  962.715 805.98 1011.472 113.9111 277.883 750.660
[3,] 580.969 260.986 1041.979 921.49  941.101 109.4000 318.978 729.021
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.671   4.278   2.207   3.281   2.519   2.873   3.807   3.499
[2,] 795.716 879.218 464.454 631.322 380.337 555.236 611.669 576.668
[3,] 769.085 774.510 403.491 454.082 391.759 494.920 576.267 570.262
       [,17]  [,18]   [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   3.749   3.27    5.61   3.699   7.624   2.943    7.408    4.347
[2,] 612.638 773.29 1101.86 805.659 950.229 411.041 2485.141  800.256
[3,] 669.139 641.58  910.81 735.972 980.507 404.699 1573.930 1024.442
       [,25]    [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.117    4.212   4.502   2.59   3.853   1.106   4.318   2.804
[2,] 169.076  858.541 968.294 470.32 788.963 194.353 855.308 435.567
[3,] 154.933 1043.773 969.636 473.39 925.905 170.049 883.705 463.326
       [,33]   [,34]   [,35]  [,36]   [,37]   [,38]  [,39]    [,40]
[1,]   1.709   4.026   3.465   4.33   3.446   2.384   2.06   0.9065
[2,] 303.853 908.116 900.941 879.17 545.075 539.359 350.48 124.5476
[3,] 256.699 787.141 807.051 706.15 464.442 494.884 299.35 130.9035
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.591   0.8232   3.062   2.486   2.136   1.298   2.438   2.888
[2,] 419.581 126.5050 576.286 607.384 333.530 246.821 535.555 491.610
[3,] 450.022 148.1669 554.214 604.903 309.931 249.868 499.016 405.905
       [,49]   [,50]   [,51]   [,52]  [,53]   [,54]   [,55]   [,56]
[1,]   2.573   1.712   2.523   1.975   1.58   2.337   2.088   2.084
[2,] 350.738 364.920 685.435 310.370 228.50 495.507 487.727 506.634
[3,] 378.853 259.901 668.380 303.253 234.56 688.064 536.661 500.942
       [,57]   [,58]   [,59]   [,60]  [,61]   [,62]   [,63]   [,64]
[1,]   1.489   2.437   1.034   2.333   1.15   1.723   1.805   2.025
[2,] 511.421 355.865 140.724 502.021 167.03 366.820 379.672 451.260
[3,] 536.563 397.172 150.888 599.322 156.82 361.971 315.675 445.195
       [,65]   [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   3.038   1.349   2.647   1.586   2.168   1.12   3.943   3.338
[2,] 595.137 214.130 592.014 320.074 563.224 185.86 814.048 586.424
[3,] 589.240 198.574 500.555 271.377 540.021 188.92 697.081 583.992
       [,73]   [,74]  [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   3.496   3.296   3.48   2.906   2.832   0.6678   2.868   2.288
[2,] 526.901 605.532 663.85 676.695 585.674 124.8116 553.676 473.837
[3,] 536.693 534.971 574.59 643.183 557.840 113.6617 688.958 539.561
       [,81]   [,82]   [,83]    [,84]   [,85] [,86]   [,87]   [,88]
[1,]   3.066   1.541   1.583   0.9658   1.821   1.9   4.493   3.878
[2,] 622.206 255.988 270.761 139.4496 563.612 348.7 725.215 723.091
[3,] 668.035 253.638 285.153 161.0812 487.933 317.6 681.082 708.481
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   1.627   1.355   1.468   1.194   1.967   1.226   1.619    7.75
[2,] 380.298 389.614 366.303 394.747 313.710 212.097 323.207 1160.36
[3,] 305.289 368.055 413.065 403.274 375.902 193.067 346.393 1027.99
        [,97]   [,98]
[1,]    6.998   4.374
[2,] 1762.418 793.211
[3,] 1753.608 973.016
[1] "--- VAR model 2017-10-03 02:31:00  completed"
[1] "Completed training sample:  2017-10-03 02:31:00 - 2017-10-03 10:30:00"
[1] "SpVAR;   training sample:  2017-10-03 03:01:00 - 2017-10-03 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -12.477          -2.962         -14.32        -13.048
          -7.392           1.467         -32.23          3.446
          -2.389          -2.067         -17.16        -39.322
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.908      -0.002653           -5.851            1.284
        -11.718       1.935814            5.308            3.749
         -9.636       1.008228            1.859           14.290
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.772           9.4213            4.045           -7.389
           -7.732         -10.7599            0.640           -8.117
           23.709           0.1201            2.020          -11.128
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -8.0341          -10.556           0.9904            27.81
          -8.7192           -3.444           3.1916            20.90
          -0.5296           -7.528           0.7193            18.53
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.546         -10.6104            11.83           0.1417
          -12.347           0.5476            -2.68          -5.6642
          -13.710           5.9540            23.53           1.4466
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -13.95            1.017          -76.360           -31.95
           -28.20            1.879            8.826           -31.26
           -18.50            2.264          -59.212           -20.72
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -5.9098           -24.23            7.074            3.410
           2.9080           -30.47          -26.489            3.789
          -0.3514           -11.43          -13.531            1.521
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.730            2.401          -10.651            5.138
           -3.719            2.862           -1.639            3.009
          -37.571           -3.339          -35.931           -5.587
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.697          -24.663          -0.8948            8.325
           -8.007           -8.613         -14.0337          -11.037
           -8.293           -8.525          -9.0230          -13.722
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            9.275            5.937          -2.8388           0.8556
           -1.924            5.413           0.2766           2.3164
           -1.907            7.291           4.5186           1.0761
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          8.35446          -0.7971           -9.594            3.039
         -0.03471           1.2514            3.685          -11.654
          1.53665           0.0358           -6.058            3.311
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.532           3.6261           -11.00           2.7046
            5.055          -0.8018            12.33           0.5974
           -1.853           4.4589           -10.57          -2.4522
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.202            3.719            2.190            7.350
           -4.524           -3.914           -9.693            6.282
            4.576            5.771           -3.232           10.718
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           8.4983          13.7891            7.629           0.4705
          -2.1940          -5.6167            6.139          12.5347
           0.9418           0.3009            5.651          -0.4924
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.189          1.41732            3.491            5.973
            9.511          0.11234            1.600            1.959
            2.272          0.09452           -2.249            4.410
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.9452           0.1796           -3.204            1.184
          -4.5015          -9.7888            6.000           -5.094
           0.6103          -0.6175           -2.659           -2.211
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.800            5.658          -20.270            4.172
           -4.610            1.369            3.380           -3.426
            4.856           -1.671           -4.894           -2.141
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.283           -7.353            9.215            1.206
           -4.328            5.993          -11.120           -1.187
           -3.208            3.247          -14.228           -5.269
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.400            8.251            14.40           14.453
            1.826           11.181            16.30            7.372
          -10.199          -12.869            13.99            1.253
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.887           0.8577          -11.492            4.375
           10.188          -2.3226            3.754            8.625
            9.469          -1.5678            4.905            6.174
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.525           7.0743            6.863           1.0118
           -6.207          -0.9422           -8.826          -0.9887
           11.037          -3.5049           -4.873           1.8951
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           10.109           0.9771           -9.215           -6.389
            4.472           3.5545           -1.616           15.622
            2.822          -0.2620           -5.944            8.321
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.791           -1.121           -4.749          -0.1346
            6.457            8.172           -5.496          -6.8055
           -3.632            6.570           13.679           8.6458
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.652          -5.1399           -2.355         18.18553
            1.123           0.5798            3.878          0.01079
            5.925           0.9670           -2.052         -5.56439
 rnd_95776.volume rnd_95787.volume
           -28.04           -31.09
            10.66           -25.38
            15.73           -23.64
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.641 1.602 5.855 3.640 3.653 0.6571 1.394 4.001 4.067 3.508 1.901
[2,] 3.526 1.870 6.990 4.723 5.173 0.8097 1.776 5.007 5.012 4.858 2.587
[3,] 4.070 2.138 7.984 5.947 6.219 0.9248 2.140 5.734 5.847 5.794 2.990
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.703 2.286 2.422 3.492 2.969 3.214 2.925 4.932 3.140 6.474 2.548
[2,] 3.608 2.729 3.211 4.572 3.642 3.945 4.175 6.267 4.399 7.419 2.948
[3,] 3.970 3.080 3.711 5.331 4.196 4.644 4.744 7.163 5.136 8.217 3.306
     [,23] [,24] [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.59 3.916 1.056 3.502 3.948 2.337 3.259 0.9127 3.750 2.535 1.456
[2,] 11.61 4.980 1.245 4.807 5.319 2.952 4.466 1.1603 4.938 3.013 1.828
[3,] 13.07 6.449 1.387 6.189 6.353 3.444 5.711 1.3396 6.168 3.533 2.092
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.545 3.161 3.805 2.946 2.013 1.877 0.7763 2.223 0.7446 2.543 2.184
[2,] 4.911 4.688 5.061 3.626 2.824 2.331 0.9159 2.745 0.8915 3.336 3.269
[3,] 5.792 5.560 5.631 4.043 3.397 2.668 1.0398 3.185 1.0611 3.888 3.894
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.901 1.230 2.063 2.611 2.219 1.522 2.239 1.705 1.323 1.962 1.714
[2,] 2.271 1.560 2.925 3.249 2.661 2.054 3.375 2.088 1.534 2.737 2.550
[3,] 2.549 1.806 3.546 3.591 3.025 2.335 4.161 2.388 1.762 3.837 3.330
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.834 1.269 2.092 0.8862 2.095 1.040 1.593 1.564 1.775 2.782 1.185
[2,] 2.612 2.270 2.531 1.0331 2.760 1.208 2.063 2.105 2.582 3.705 1.484
[3,] 3.215 3.037 2.917 1.1841 3.591 1.338 2.482 2.437 3.016 4.485 1.647
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.276 1.466 2.098 0.9591 3.542 3.151 3.213 2.985 3.067 2.722 2.452
[2,] 3.260 1.930 2.981 1.1930 4.645 3.925 3.787 3.830 4.046 3.901 3.407
[3,] 3.812 2.198 3.796 1.3939 5.264 4.485 4.344 4.345 4.670 4.522 4.096
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6308 2.549 1.987 2.519 1.315 1.293 0.8207 1.554 1.855 3.997 3.481
[2,] 0.7955 3.239 2.693 3.414 1.667 1.709 0.9989 2.638 2.192 4.814 4.339
[3,] 0.8916 4.252 3.354 4.298 1.914 2.003 1.1495 3.115 2.541 5.456 5.137
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.519 1.200 1.351 1.101 1.643 1.138 1.478 6.029  6.133 4.058
[2,] 2.023 1.974 1.997 1.872 2.000 1.462 1.970 7.147  9.145 5.056
[3,] 2.291 2.439 2.592 2.537 2.457 1.623 2.312 7.986 11.398 6.368
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]   [,7]   [,8]
[1,]   3.354   2.034    7.435   4.622   4.639   0.8344   1.77   5.08
[2,] 618.130 255.179 1009.903 796.362 969.150 125.1887 291.17 796.39
[3,] 537.806 274.606 1020.731 955.790 912.986 118.1951 315.86 739.56
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.165   4.455   2.414   3.433   2.903   3.076   4.434   3.771
[2,] 774.789 889.029 464.082 632.181 394.314 557.704 781.045 557.845
[3,] 796.562 835.531 396.723 437.942 377.494 491.961 725.154 551.564
       [,17]   [,18]    [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   4.081   3.714    6.263   3.988   8.221   3.236    8.368    4.973
[2,] 605.299 788.313 1022.900 814.959 958.437 392.143 2528.094  813.691
[3,] 648.385 595.866  917.662 701.448 934.430 395.687 1587.679 1084.278
      [,25]    [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.34    4.447   5.014   2.968   4.139   1.159   4.762   3.219
[2,] 174.64  871.219 942.732 477.004 807.682 189.533 849.877 430.775
[3,] 162.06 1031.452 919.336 469.590 941.688 177.161 977.703 488.081
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.849   4.502   4.014   4.831   3.741   2.556   2.384   0.9857
[2,] 292.291 899.057 916.051 882.994 559.447 524.068 365.751 128.6067
[3,] 269.075 812.534 790.764 653.151 473.051 499.568 342.933 130.2244
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]
[1,]   2.823   0.9455   3.229   2.774   2.414   1.562   2.62   3.316
[2,] 426.053 129.7068 571.270 643.297 328.567 253.756 548.60 511.301
[3,] 427.363 152.2433 528.566 560.127 306.428 240.801 530.28 404.541
       [,49]   [,50]   [,51]   [,52]  [,53]   [,54]   [,55]   [,56]
[1,]   2.818   1.933   2.843   2.164   1.68   2.492   2.176   2.329
[2,] 388.672 365.067 668.295 319.195 205.10 504.800 499.544 491.845
[3,] 380.265 293.683 643.656 306.330 229.45 711.335 566.457 496.050
       [,57]   [,58]   [,59]  [,60]  [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.611   2.657   1.125   2.66   1.32   2.023   1.986   2.254   3.533
[2,] 497.950 376.991 140.507 475.41 162.83 346.830 372.842 495.931 647.088
[3,] 533.779 383.255 153.063 608.03 152.40 364.788 324.634 412.678 668.640
       [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]  [,73]   [,74]
[1,]   1.505   2.89   1.862   2.664   1.218   4.498   4.002   4.08   3.791
[2,] 236.559 617.57 332.078 560.461 187.689 794.945 618.875 530.06 634.683
[3,] 188.652 522.76 278.379 621.831 190.722 655.466 574.160 563.30 542.888
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]  [,82]
[1,]   3.895   3.457   3.114   0.801   3.236   2.523   3.199   1.67
[2,] 698.072 739.328 625.803 128.238 528.763 480.815 609.556 270.92
[3,] 617.068 605.046 601.444 106.509 728.697 528.965 690.588 248.88
       [,83]   [,84]   [,85]   [,86]   [,87]  [,88]   [,89]   [,90]
[1,]   1.642   1.042   1.974   2.356   5.076   4.42   1.929   1.524
[2,] 295.583 150.643 563.722 308.981 709.893 685.46 353.390 414.710
[3,] 276.308 150.451 438.506 339.781 679.000 727.46 284.268 378.788
       [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]    [,98]
[1,]   1.715   1.398   2.086   1.445   1.877    7.656    7.788    5.153
[2,] 389.210 400.424 301.950 243.056 344.702 1015.648 1794.694  797.724
[3,] 437.041 453.087 377.574 186.437 320.254  942.705 1799.647 1024.130
[1] "--- VAR model 2017-10-03 03:01:00  completed"
[1] "Completed training sample:  2017-10-03 03:01:00 - 2017-10-03 11:00:00"
[1] "SpVAR;   training sample:  2017-10-03 03:31:00 - 2017-10-03 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         20.0223           1.771         10.462        -0.9241
         -8.0189          -1.830         -4.859        -8.6365
         -0.6172           4.840          0.149         0.2004
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.789         0.2448           -2.918           -9.326
          1.631        -1.7787            9.820            4.856
          7.950         3.1688           -5.821           -6.098
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.776            4.090           4.4087          -26.438
           15.935            2.909          -0.7208          -24.688
           -5.151            6.332           7.7633           -5.034
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.405            3.178            9.723            38.41
           -2.863            5.535            3.188            29.75
          -12.437            4.946           -1.577            34.67
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            28.63           11.441            6.777           20.479
            -9.29            7.287            6.996           22.327
             2.67           -6.032           24.241            9.485
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            0.504          -0.7191           -38.28            6.032
           12.478           3.4481            34.41           -8.630
           -2.511           9.1042           -23.05           -4.450
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.9195            12.13           -2.868          -12.200
           1.7093           -14.70            9.787            5.608
          -3.7973            12.41            7.501           -2.705
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.527           -1.919           -4.190          -3.8764
          -10.417           -3.832           -5.759          -7.7696
            4.028            0.432          -11.497           0.9576
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -6.06082          -29.553          -6.8823            8.679
          0.05268            3.944          -8.4464          -11.554
         -2.17807            8.966          -0.5649           11.949
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.353            2.008            6.690          -1.8673
           -2.745           -4.421           11.155           0.8074
            6.681            2.760           -2.365          -2.1103
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.094            2.387          -0.6084           -3.187
            2.182           -5.604           9.8411           -3.520
           -7.076            1.427          -1.9078           -2.497
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.392           -2.406           -3.988             5.54
            9.068            2.357           -6.165           -10.67
            9.958            6.316           -1.123            16.48
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.765          -0.8789           -8.564            8.857
           10.463           0.8831            3.533            3.490
            3.509           8.2364           -6.318            9.822
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.482          -6.0185           12.894            5.473
            3.547           1.1173            2.674            8.376
            2.250          -0.8455            1.208           -5.481
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.391            3.176           3.9732           -2.971
           14.013           -4.431           0.2336            5.766
            3.089            6.055           3.6617           10.395
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1633           -6.497           -1.602          -6.8063
          -3.8342            2.607           -2.187           4.4755
          -3.6938            6.522           -1.657           0.4459
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.283           -4.024           -5.095          -4.1046
          -12.939            8.193           -8.791           3.2976
            0.466           -2.042            4.760          -0.9159
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.928           -4.837           18.733            1.496
            2.866            3.358           -1.483           -4.556
            1.004           -4.165            7.688            2.832
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.246          -8.1021          -0.8238           -6.557
          -10.516          16.1292          10.7462            8.320
            6.765           0.1997           5.7042           -5.819
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.025        -2.404036           -2.762           -0.635
           -4.195        -0.406775           -3.002           -7.905
            2.611        -0.007988           11.532           -6.220
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.497          -7.2117          -0.1584            1.392
           -6.969          -1.2714          -4.2836            4.010
           -3.405           0.4007           3.4137            4.577
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.203          -0.2057           15.177          18.9797
           -8.076          -2.0214            9.212          16.7496
            6.640           7.1976           13.676           0.3313
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.597           -4.750          -11.700          -10.258
            2.886            7.615            9.922            1.330
           -8.499           -0.636            1.769           -0.591
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.3188           -5.234           1.8550            4.600
           5.1654            5.875           1.2405            1.608
           0.6116            4.267           0.9651          -13.738
 rnd_95776.volume rnd_95787.volume
            6.198            8.050
           19.334           -5.730
          -16.893            5.874
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.964 1.848 6.353 3.829 3.889 0.7557 1.528 4.224 4.474 3.840 2.088
[2,] 3.778 2.145 7.568 5.106 5.396 0.9141 1.894 5.224 5.448 5.276 2.899
[3,] 4.293 2.371 8.502 6.434 6.445 1.0207 2.238 5.915 6.291 6.182 3.322
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.934 2.530 2.753 3.638 3.143 3.474 3.174 5.347 3.397 6.983 2.682
[2,] 3.964 2.986 3.721 4.938 3.892 4.458 4.488 6.701 4.742 7.937 3.071
[3,] 4.369 3.370 4.170 5.611 4.513 5.181 5.158 7.785 5.494 8.767 3.497
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.351 4.384 1.201 3.862 4.260 2.542 3.571 1.001 4.094 2.767 1.708
[2,] 12.817 5.682 1.368 5.356 5.726 3.245 4.881 1.260 5.191 3.291 2.124
[3,] 14.565 7.068 1.511 7.007 6.916 3.738 6.245 1.427 6.565 3.815 2.392
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.845 3.438 4.133 3.300 2.317 1.969 0.9552 2.528 0.8601 2.780 2.431
[2,] 5.173 4.954 5.257 4.021 3.211 2.542 1.0914 3.117 1.0236 3.659 3.547
[3,] 6.219 5.806 5.814 4.459 3.854 2.890 1.2023 3.538 1.2078 4.261 4.279
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.053 1.318 2.304 2.782 2.603 1.673 2.512 1.940 1.433 2.180 1.964
[2,] 2.459 1.656 3.201 3.475 3.038 2.186 3.741 2.410 1.617 2.967 2.751
[3,] 2.715 1.880 3.858 3.839 3.365 2.477 4.612 2.679 1.866 4.235 3.571
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.976 1.422 2.375 0.9841 2.388 1.180 1.812 1.781 1.947 3.038 1.266
[2,] 2.792 2.611 2.848 1.1342 3.123 1.356 2.363 2.280 2.848 4.053 1.563
[3,] 3.402 3.322 3.256 1.2756 3.997 1.518 2.818 2.631 3.328 4.775 1.746
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.597 1.828 2.234 1.053 3.754 3.498 3.620 3.272 3.449 3.079 2.679
[2,] 3.537 2.198 3.189 1.277 4.961 4.231 4.304 4.188 4.470 4.282 3.734
[3,] 4.166 2.494 4.022 1.541 5.569 4.842 4.811 4.788 5.126 4.905 4.444
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7147 2.747 2.238 2.915 1.450 1.443 0.9152 1.711 2.170 4.411 3.847
[2,] 0.8915 3.544 2.941 3.790 1.801 1.927 1.1385 2.837 2.558 5.358 4.803
[3,] 0.9988 4.622 3.584 4.672 2.066 2.217 1.2977 3.351 2.848 5.972 5.580
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.706 1.263 1.462 1.240 1.753 1.363 1.762 6.101  6.592 4.390
[2,] 2.190 2.121 2.170 2.068 2.138 1.681 2.255 7.195 10.279 5.604
[3,] 2.496 2.631 2.753 2.756 2.555 1.880 2.561 7.982 12.886 6.930
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   3.763   2.347   8.067   4.863   4.939   0.9597   1.941   5.364
[2,] 526.773 244.832 924.465 759.026 840.736 115.5904 251.415 691.079
[3,] 458.247 226.943 870.695 879.899 792.423 102.1052 268.097 623.466
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.681   4.876   2.651   3.726   3.213   3.496   4.619   3.991
[2,] 698.812 813.244 452.102 599.083 356.604 562.804 750.542 516.034
[3,] 707.146 724.092 364.734 412.881 350.893 423.115 598.872 513.501
       [,17]  [,18]  [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   4.411   4.03   6.79   4.314   8.868   3.405    9.335   5.568
[2,] 628.117 713.43 908.04 743.739 847.679 336.436 2360.169 812.411
[3,] 593.242 571.42 890.70 623.574 837.221 376.132 1554.998 944.776
       [,25]    [,26]  [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.525    4.904   5.41   3.228   4.535   1.271   5.199   3.514
[2,] 147.277  834.215 859.96 453.198 747.965 172.170 717.275 400.497
[3,] 144.415 1015.291 871.89 417.267 875.458 150.610 903.483 433.927
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38] [,39]   [,40]   [,41]
[1,]   2.169   4.883   4.365   5.248   4.19   2.943   2.5   1.213   3.211
[2,] 283.879 777.731 801.671 730.337 516.48 499.672 361.5 118.713 409.681
[3,] 247.301 776.110 680.820 558.501 433.02 478.965 308.8 113.362 376.310
       [,42]  [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.092   3.53   3.087   2.607   1.673   2.926   3.533   3.306
[2,] 124.754 534.94 580.489 303.984 225.604 499.548 467.820 352.155
[3,] 144.090 490.79 537.949 258.986 200.005 484.129 366.842 325.118
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   2.124   3.189   2.464   1.819   2.769   2.493   2.51   1.806
[2,] 316.409 623.293 321.441 168.803 452.344 433.160 443.38 492.145
[3,] 261.534 606.309 262.730 209.296 679.137 511.818 437.00 461.725
       [,58]  [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   3.016   1.25   3.032   1.499   2.301   2.262   2.472   3.858
[2,] 353.127 126.71 452.417 149.909 340.811 319.766 467.281 602.967
[3,] 354.570 131.25 560.839 153.678 345.335 295.043 386.931 567.782
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.608   3.298   2.321   2.837   1.337   4.767   4.442   4.596
[2,] 205.918 539.881 274.416 511.641 162.661 729.043 535.064 523.401
[3,] 175.070 494.664 265.028 550.639 193.793 569.110 529.180 483.333
       [,74]   [,75]  [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   4.155   4.379   3.91   3.402   0.9075   3.489   2.842   3.702
[2,] 587.454 639.198 668.70 584.650 119.8023 503.287 428.840 544.306
[3,] 521.788 564.248 537.75 541.725 101.2384 667.028 460.588 614.288
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.842   1.832   1.162   2.172   2.756   5.602   4.885   2.167
[2,] 239.993 287.134 152.210 508.755 304.451 683.354 646.331 308.392
[3,] 227.704 246.210 140.028 400.872 281.491 593.167 638.632 269.512
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   1.604   1.857   1.575   2.226   1.731   2.237   7.747    8.37
[2,] 382.988 360.303 371.895 275.160 220.895 316.337 857.445 1772.82
[3,] 349.756 380.945 409.689 314.521 189.384 272.942 776.700 1746.99
       [,98]
[1,]   5.574
[2,] 782.910
[3,] 916.409
[1] "--- VAR model 2017-10-03 03:31:00  completed"
[1] "Completed training sample:  2017-10-03 03:31:00 - 2017-10-03 11:30:00"
[1] "SpVAR;   training sample:  2017-10-03 04:01:00 - 2017-10-03 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          3.7238           8.698        -0.3628          7.256
        -11.2837          -3.162        -7.1837          9.193
         -0.4448           1.681        17.2701        -16.862
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -16.0870         2.6388           -1.183          -27.676
        -7.1105        -1.0314            2.702           -2.795
         0.8929         0.2952            2.282           -5.039
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -13.874            2.295           -4.115           -7.950
            6.272          -14.192           -3.163          -15.693
          -11.652           -4.323           -6.037           -8.654
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.357           -1.181          -0.2852            18.78
            2.760            2.598          -9.0764            15.91
           -5.528            9.161          14.6142            18.04
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            14.57            0.536            9.734            11.23
            13.28            5.543            2.052             8.46
            11.51            9.637           30.073             7.78
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           11.296            7.420          -27.901             7.42
           -6.053           -1.174          -13.317           -22.39
            8.525            8.582           -9.941             2.79
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.2927            0.239           -5.126         -5.08841
          -2.4462          -24.616           -0.276         -0.14405
          -0.8509           11.076            2.896         -0.09992
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.274            2.171            3.730          -4.3008
           14.712           -1.217            4.695           0.6006
          -14.886            1.514            5.416          -1.7635
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.018            7.271          -14.058           -7.529
            6.259          -17.364            1.343           -1.844
            2.768            6.166            7.645          -12.210
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.8666            3.013           -5.789          -4.6727
          -0.7143           -3.712            5.772          -0.8618
          15.5312           12.665           -4.426          -2.2708
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -10.155           1.6991           -8.716         -4.29680
           -3.344           0.8678           -3.556        -26.72912
            2.161          -1.6261           -5.465         -0.07869
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.835          -2.7214            4.654           11.664
            2.859           0.6565           -2.454            1.971
            3.152           1.6338           -8.574            6.968
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.583           -3.364           -1.958           11.936
            3.462            2.127           14.190            1.987
           11.459            1.676            7.953            4.201
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.275          -0.6242          -16.375            4.442
           -1.888         -10.5410           -3.209           -5.467
            3.157          20.2617           10.858           -5.153
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           10.125           11.377          -0.7947           -8.983
          -11.627           -2.169           0.8943           21.064
           -6.143            5.384          -4.0000           -7.873
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.061          -1.0807           -5.662            3.608
           -2.670           1.6702           10.817           -3.025
           -3.507           0.8862            5.919           16.950
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.135           -1.610           -5.974          -10.357
           -3.796            7.257           -1.203            3.903
           17.673           -1.884            6.349            4.163
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.211           5.0898           -8.650            7.352
           -5.783          -0.4583           -1.576           -2.406
            2.786           1.4062           16.962           -3.155
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.007          -7.3308            3.940          -13.818
           12.768         -13.9484            4.738            5.802
            3.202          -0.3591            4.440           -1.348
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.383           0.3264            9.964           3.0784
           -5.211          -0.8927           -8.457           0.8159
            5.659           1.2006            5.514           7.1092
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.1357           5.8811            5.273           0.5289
           5.6002          -0.6823            1.323           2.4520
           0.1135           0.2945            1.197          -0.5139
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -4.2374            8.719            2.989           10.471
           4.7529            1.840           11.505          -11.364
           0.6172            2.213           -4.263            8.438
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.896           0.2848           0.5148           1.3389
           -1.441          -5.1724          -0.9944           2.8817
            1.986           2.2637          -1.4372          -0.7504
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.4957            3.779           7.4460         -10.9062
          11.2769           -3.064           1.9597           0.2446
          -5.8319            3.066           0.9298          -7.8295
 rnd_95776.volume rnd_95787.volume
          -14.468            6.038
           36.150          -17.783
            1.106            1.937
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.418 2.053 6.955 4.186 4.316 0.8604 1.684 4.657 4.882 4.007 2.285
[2,] 4.190 2.401 8.216 5.412 5.723 1.0257 2.029 5.608 5.901 5.538 3.138
[3,] 4.659 2.620 9.192 6.640 6.753 1.1400 2.372 6.312 6.637 6.511 3.598
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.059 2.646 2.930 3.803 3.378 3.712 3.343 6.097 3.677 7.502 2.880
[2,] 4.052 3.138 3.992 5.192 4.085 4.621 4.737 7.461 5.035 8.522 3.262
[3,] 4.497 3.567 4.411 5.807 4.749 5.334 5.432 8.329 5.797 9.305 3.691
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.937 4.679 1.311 4.111 4.651 2.830 3.883 1.105 4.363 3.088 1.818
[2,] 13.700 6.130 1.488 5.667 6.207 3.490 5.292 1.363 5.580 3.673 2.237
[3,] 15.429 7.572 1.640 7.391 7.585 3.965 6.549 1.551 6.729 4.182 2.491
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.973 3.816 4.459 3.584 2.652 2.200 1.067 2.747 0.9575 3.049 2.551
[2,] 5.474 5.253 5.792 4.201 3.458 2.742 1.185 3.284 1.1614 3.960 3.872
[3,] 6.417 6.127 6.385 4.662 4.182 3.071 1.314 3.697 1.3390 4.507 4.609
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.143 1.465 2.553 3.048 2.925 1.800 2.845 2.032 1.490 2.525 2.036
[2,] 2.591 1.809 3.544 3.772 3.439 2.323 4.150 2.528 1.733 3.294 2.911
[3,] 2.852 2.023 4.243 4.152 3.798 2.633 5.158 2.830 1.994 4.654 3.870
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.115 1.474 2.622 1.088 2.536 1.239 2.073 1.966 2.049 3.340 1.422
[2,] 3.074 2.678 3.088 1.207 3.411 1.472 2.617 2.616 3.045 4.404 1.681
[3,] 3.658 3.517 3.441 1.353 4.296 1.643 3.067 2.946 3.559 5.155 1.874
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.967 2.007 2.213 1.151 4.216 3.955 3.828 3.516 3.874 3.499 2.860
[2,] 3.985 2.413 3.385 1.409 5.266 4.948 4.568 4.614 4.892 4.720 4.138
[3,] 4.586 2.708 4.317 1.669 5.946 5.420 5.077 5.108 5.599 5.331 4.780
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8014 2.934 2.391 3.143 1.671 1.590 1.001 2.027 2.431 4.856 4.126
[2,] 0.9709 3.829 3.124 3.972 2.039 2.064 1.257 3.289 2.853 5.810 5.178
[3,] 1.0850 5.077 3.759 4.933 2.292 2.373 1.447 3.728 3.122 6.404 6.096
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.790 1.332 1.608 1.390 1.931 1.567 2.009 5.459  6.937 4.605
[2,] 2.287 2.271 2.347 2.197 2.344 1.870 2.510 6.626 11.205 6.115
[3,] 2.581 2.733 2.924 2.932 2.826 2.096 2.838 7.515 13.886 7.450
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]  [,9]
[1,]   4.34   2.607   8.831   5.316   5.48   1.093   2.138   5.914   6.2
[2,] 477.57 245.426 862.082 675.961 740.52 110.025 223.037 615.392 653.2
[3,] 401.63 206.729 812.317 757.971 706.29  98.058 242.026 571.068 598.6
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.088   2.902   3.884   3.359   3.721   4.829   4.289   4.714
[2,] 753.324 423.647 523.755 332.555 534.323 696.627 452.800 542.080
[3,] 674.697 346.772 384.345 334.095 369.614 512.352 477.282 525.050
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.246   7.742   4.669   9.526   3.657   10.08   5.942   1.665
[2,] 661.319 847.525 677.758 796.785 301.713 2200.27 780.268 138.672
[3,] 523.591 729.387 566.181 736.382 340.396 1398.50 875.862 135.623
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.221   5.905   3.594   4.931   1.403   5.541   3.921   2.309
[2,] 768.365 810.042 402.587 708.489 157.241 685.304 391.867 256.787
[3,] 934.934 858.949 370.698 760.212 145.882 741.055 394.010 215.924
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   5.045   4.846   5.662   4.551   3.368   2.794   1.355   3.488
[2,] 742.011 711.151 728.492 432.172 437.220 322.376 101.411 354.914
[3,] 659.698 621.468 529.390 398.014 463.345 272.588 112.085 334.210
       [,42]   [,43]  [,44]   [,45]  [,46]   [,47]  [,48]   [,49]   [,50]
[1,]   1.216   3.872   3.24   2.722   1.86   3.242   3.87   3.714   2.286
[2,] 129.538 497.877 573.92 286.705 209.27 484.364 437.77 356.496 289.251
[3,] 131.292 423.916 492.48 234.936 178.49 459.765 342.16 317.868 244.254
       [,51]  [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]   [,59]
[1,]   3.612   2.58   1.892   3.206   2.585   2.686   1.872   3.33   1.382
[2,] 595.398 296.43 174.361 416.881 409.863 439.426 440.559 321.28 103.017
[3,] 603.477 250.49 194.171 647.934 502.443 390.861 449.223 299.09 120.248
      [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.22   1.574   2.632   2.496   2.602   4.242   1.805   3.768
[2,] 449.46 156.691 314.732 340.033 443.845 565.604 176.722 523.988
[3,] 514.66 143.832 315.200 267.039 363.210 528.068 163.202 447.441
       [,68]   [,69]   [,70]   [,71]   [,72]  [,73]   [,74]  [,75]   [,76]
[1,]   2.548   2.811   1.461   5.353   5.022   4.86   4.465   4.92   4.443
[2,] 264.112 504.754 160.113 621.636 585.950 491.43 588.882 588.62 624.272
[3,] 242.117 527.797 176.239 544.427 435.574 436.24 431.567 536.34 488.189
       [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   3.632   1.018   3.725   3.036   3.991   2.122   2.019   1.272
[2,] 589.196 107.995 484.764 396.114 478.454 230.364 259.478 149.571
[3,] 471.637  95.424 656.897 411.940 576.435 206.181 230.588 141.250
       [,85]   [,86]   [,87]  [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   2.574   3.087   6.166   5.24   2.274   1.691   2.042   1.765
[2,] 510.328 294.499 628.504 616.50 280.463 362.498 336.936 335.379
[3,] 346.091 249.407 531.072 633.86 235.601 299.716 343.550 382.561
       [,93]  [,94]   [,95]   [,96]    [,97]   [,98]
[1,]   2.453   1.99   2.551   6.932    8.809   5.847
[2,] 261.871 201.08 296.380 740.037 1733.903 792.833
[3,] 311.095 186.53 261.089 698.334 1616.013 838.491
[1] "--- VAR model 2017-10-03 04:01:00  completed"
[1] "Completed training sample:  2017-10-03 04:01:00 - 2017-10-03 12:00:00"
[1] "SpVAR;   training sample:  2017-10-03 04:31:00 - 2017-10-03 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.6295          9.2205        -8.3462        -17.774
         -2.3197          3.4414         0.7663         -9.587
         -7.1815         -0.4028         5.2197        -15.957
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          7.967          3.682         -11.1490          -0.7928
        -17.648         -1.254          -0.9877           4.0542
        -15.379          3.102           2.5835          -5.8863
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.0493           -4.242          -3.9170           -27.03
           6.2946           -1.604           0.5885           -25.63
          10.7855           14.920           9.4843           -15.87
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.192            1.275           -4.535            24.51
          -10.882           -7.645          -10.659            37.80
           -1.800          -14.236          -13.295            26.18
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.3475          -12.853         -21.4242            7.798
           0.3364            1.640           4.0100           -2.234
           6.1737           -2.098           0.3109            7.052
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -15.4284           -9.300          -35.722            5.723
         -18.9990            1.519          -19.931          -29.775
           0.9469           -3.206           -3.354           -8.694
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.3409            5.223          -23.873          -1.3130
          -3.1584          -23.779            3.201           0.5243
           0.2583          -13.195          -16.843           1.7919
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.881           2.3547            3.429           -7.070
          -12.863          -2.3525           -8.225            1.052
          -19.608           0.6705           -5.334            2.325
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.9746          -15.160            5.618           -9.452
           3.6931           -8.418          -19.903          -29.133
          -3.9859            2.394          -11.318           -6.776
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            30.62            11.36           22.435          -0.8382
            12.45            16.99            1.820           2.4995
            12.42            11.04            4.132           2.9634
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.458            1.913          -10.267           -21.58
           -4.261           -1.474           -3.961           -13.50
            2.071            1.419          -14.128           -16.52
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.067          -0.9842            1.081         -0.81326
            4.983          -2.1072          -17.143         -5.79717
           13.732           2.7924          -11.569          0.06233
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.507           3.0870           0.8770            7.577
           -2.684           4.9908           0.9071           14.951
           -2.644          -0.7251         -11.8600           12.841
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.231          -6.1176           -1.317            3.818
           -1.641          -0.3929            4.222            2.905
            2.703           4.9436            2.942           -5.100
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.1076            5.461          -3.7585            5.573
           0.7149            9.729           1.8125           -3.495
           0.7076           -5.994           0.6456            2.320
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.761            4.952           -7.674           -3.244
           -3.774           -4.351            1.825           -6.447
           -8.191            0.290           -5.160            1.368
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -1.2476           -1.859            4.033           -4.180
         -11.0829            0.783           -7.485           -3.355
           0.8169           -2.802           -3.400            6.597
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.671           -3.725           0.3258            7.297
           -4.025            4.760           4.5139            7.705
          -11.661            2.154          -8.5689           11.007
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -13.182            9.578           -10.75           -9.590
           -9.635            2.859           -15.61            2.936
           -8.099            2.987           -15.14           -2.389
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.209           0.9453          17.1694            1.113
            4.755           1.2086           0.8018          -11.596
           -5.873          -1.6683           6.3110           -1.520
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           15.077          -0.2586            2.675           0.7391
            4.206           1.6552           -7.264           1.4394
            1.427          -2.1415            2.504          -0.5187
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.228           13.870           -6.740           -1.899
           18.433            5.541           -9.454            6.873
           10.920            7.571          -10.931           -2.609
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           8.1127            4.409          -0.2949           -4.447
          -3.9996            5.136          -1.3299            1.917
           0.2361           -3.363          -0.5038            3.285
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.342         -1.25396            7.648           14.316
            2.957         -0.09164            9.269            2.614
           -1.478          4.80063            2.297           -2.043
 rnd_95776.volume rnd_95787.volume
           0.7348           -5.683
          -4.7881          -26.778
         -44.6424           -3.695
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.572 2.238 7.388 4.383 4.695 0.9516 1.768 5.066 5.275 4.279 2.443
[2,] 4.396 2.597 8.593 5.649 6.249 1.1311 2.106 5.964 6.292 5.959 3.301
[3,] 4.898 2.806 9.482 6.934 7.190 1.2534 2.465 6.594 6.951 6.824 3.716
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.198 2.827 3.076 4.697 3.567 3.829 3.490 6.190 4.011 7.821 2.923
[2,] 4.238 3.414 4.105 6.175 4.362 4.845 4.911 7.534 5.251 8.824 3.352
[3,] 4.711 3.847 4.575 6.957 4.988 5.593 5.647 8.495 6.093 9.667 3.831
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.761 5.068 1.450 4.374 5.032 2.989 4.146 1.188 4.619 3.273 1.914
[2,] 14.679 6.530 1.634 5.925 6.549 3.624 5.613 1.444 5.846 3.893 2.339
[3,] 16.294 8.068 1.783 7.856 7.987 4.136 6.858 1.636 7.032 4.439 2.615
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.641 4.214 4.902 3.784 2.782 2.661 1.201 3.093 1.058 3.150 2.713
[2,] 6.006 5.786 6.261 4.439 3.681 3.156 1.319 3.616 1.250 4.172 4.062
[3,] 6.889 6.635 6.912 4.996 4.431 3.493 1.468 4.021 1.422 4.742 4.831
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.407 1.515 2.702 3.275 3.171 1.942 2.979 2.257 1.598 2.794 2.302
[2,] 2.878 1.883 3.820 4.090 3.756 2.457 4.525 2.726 1.848 3.621 3.159
[3,] 3.126 2.092 4.502 4.497 4.103 2.740 5.588 3.055 2.123 5.138 4.267
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.380 1.573 2.960 1.104 2.616 1.311 2.201 2.257 2.303 3.472 1.542
[2,] 3.463 2.957 3.428 1.247 3.717 1.556 2.782 2.853 3.370 4.756 1.816
[3,] 4.106 3.787 3.794 1.393 4.654 1.743 3.242 3.166 3.866 5.441 2.017
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.135 2.189 2.434 1.219 4.444 4.107 4.298 3.837 4.248 3.781 3.036
[2,] 4.234 2.621 3.705 1.494 5.559 5.077 4.956 5.035 5.301 5.086 4.365
[3,] 4.875 2.949 4.624 1.759 6.224 5.611 5.495 5.588 6.018 5.669 5.030
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8943 3.170 2.641 3.358 1.929 1.774 1.151 2.271 2.624 5.322 4.523
[2,] 1.0472 4.089 3.323 4.253 2.275 2.249 1.409 3.570 3.052 6.162 5.637
[3,] 1.1697 5.346 3.941 5.235 2.517 2.566 1.599 4.012 3.325 6.817 6.521
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.920 1.437 1.715 1.463 2.074 1.708 2.178 5.077  7.518 4.921
[2,] 2.426 2.346 2.484 2.341 2.535 2.043 2.767 6.215 12.170 6.482
[3,] 2.729 2.820 3.033 3.013 3.045 2.295 3.098 7.147 14.934 7.863
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.536   2.842   9.382   5.566   5.962   1.208   2.245   6.433
[2,] 459.686 236.203 787.218 639.185 739.841 109.695 205.181 564.643
[3,] 387.502 190.641 719.199 721.462 637.935  96.868 229.734 504.469
        [,9]   [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]
[1,]   6.698   5.433   3.103   4.061   3.59   3.906   5.965   4.529
[2,] 615.331 744.057 398.276 498.951 343.26 487.633 719.138 450.522
[3,] 530.034 596.542 305.958 368.788 318.33 362.524 574.777 433.809
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   4.862   4.432   7.861   5.093   9.932   3.711   11.12   6.435
[2,] 532.466 619.846 770.543 607.819 732.709 294.662 2112.84 738.740
[3,] 501.489 500.029 703.980 554.441 708.428 332.452 1269.03 850.065
       [,25]   [,26]  [,27]   [,28]   [,29]   [,30]   [,31]   [,32]  [,33]
[1,]   1.842   5.554   6.39   3.795   5.265   1.509   5.865   4.156   2.43
[2,] 134.967 717.026 751.80 367.541 678.821 147.214 642.801 378.002 241.26
[3,] 127.912 925.401 820.17 357.646 706.641 138.043 701.211 382.798 209.82
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   5.893   5.351   6.224   4.805   3.533   3.379   1.525   3.927
[2,] 683.867 711.093 698.821 416.251 432.509 304.496  97.846 336.012
[3,] 605.625 582.859 525.362 411.529 442.502 268.656 115.408 315.441
       [,42] [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   1.344   4.0   3.445   3.057   1.923   3.431   4.159   4.027   2.466
[2,] 119.138 490.7 542.387 283.124 200.733 484.496 439.536 361.025 269.870
[3,] 121.922 404.5 468.959 218.607 163.318 427.298 335.453 296.286 217.667
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   3.783   2.866   2.029   3.548   2.924   3.022   1.998   3.759
[2,] 611.133 274.405 166.647 413.294 388.114 451.371 449.207 310.125
[3,] 588.178 247.194 187.587 653.908 514.508 395.867 424.296 291.807
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.402   3.321   1.665   2.795   2.866   2.925   4.409   1.958
[2,] 103.819 473.781 150.118 305.196 312.878 441.329 583.067 172.152
[3,] 111.442 502.431 140.937 298.597 246.366 339.627 474.180 157.278
       [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.981   2.78   3.091   1.548   5.643   5.216   5.458   4.872
[2,] 510.579 258.43 501.016 154.991 599.259 535.360 442.710 584.853
[3,] 433.541 242.65 496.377 166.529 502.088 428.496 425.748 435.013
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   5.394   4.802   3.856  1.136   4.025   3.354   4.265   2.45   2.253
[2,] 568.735 610.086 562.584 97.727 463.233 361.765 468.087 216.15 247.973
[3,] 511.180 449.525 448.487 93.516 617.910 380.201 547.499 193.15 221.642
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.462   2.884   3.332   6.758   5.743   2.438   1.825   2.178
[2,] 145.823 494.105 279.728 557.428 603.430 266.114 332.642 322.302
[3,] 135.394 328.489 236.678 522.764 588.347 223.880 280.746 312.318
       [,92]   [,93]   [,94]   [,95]   [,96]    [,97]   [,98]
[1,]   1.858   2.634   2.169   2.766   6.447    9.547   6.248
[2,] 327.823 261.439 201.036 306.014 643.314 1716.703 757.067
[3,] 340.184 302.591 187.717 249.990 632.825 1552.860 798.499
[1] "--- VAR model 2017-10-03 04:31:00  completed"
[1] "Completed training sample:  2017-10-03 04:31:00 - 2017-10-03 12:30:00"
[1] "SpVAR;   training sample:  2017-10-03 05:01:00 - 2017-10-03 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.7708         -0.3775         21.200         -9.630
          0.6807          5.3511          2.977        -16.648
          3.7902         -2.5883         15.838         -1.311
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        13.3275          1.375           -1.898          -17.025
         0.6558          1.570           -1.069           -3.682
       -29.0370          1.878            6.285           -4.018
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           12.460           9.3688          -3.7350           -13.18
           -5.180          -2.9366          10.2263           -12.91
           -5.967           0.4558          -0.4314           -19.06
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.09123            1.907            6.391            22.14
        -15.57938            5.185          -10.002            44.86
         -2.65846           -6.350            1.115            31.86
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8782           -8.142            18.21           15.908
          -6.9124           -4.586            13.74            6.958
          -6.4622            4.001            10.80            5.877
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.726           -4.356           -16.09           11.764
           13.232            5.951            11.20            7.418
           -0.211            4.507            16.68           11.845
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -9.0245           -7.958           -6.243            5.839
          -0.5549            8.525           -4.311           14.077
           2.6222            5.073           -5.489           -5.130
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -17.967            2.304           -7.394            3.949
          -14.823            2.787           -7.915            4.390
            2.151            3.042           -2.754            4.344
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.359            4.897           10.417            4.637
           -4.188          -10.358            2.134          -13.556
            2.505            1.296          -26.524          -15.312
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.793          -9.5021          -1.9940           3.5558
           -2.339           0.1113          -0.1536           0.8862
            3.676           5.1033          -7.3733           2.6356
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            0.187           -2.697          -16.213           -15.87
            1.430            1.523          -12.573           -24.89
           -3.671            5.183           -8.838           -14.23
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.732          -7.1021           -16.30           -3.570
            1.127          -0.3514           -26.09            4.127
           -7.347           3.4403           -18.03            4.423
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.6018           -2.614          -16.568          5.15822
           8.5706           -2.806           -5.131          0.05948
          -1.7925           -6.047           -1.910          3.93503
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -8.067          -21.563           -1.396            5.787
            0.716            4.983          -10.687           -9.056
            1.277          -10.470           -3.579            3.515
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.2795            20.75           1.5529            6.791
           2.1378            10.46           0.4898           11.680
          -9.8662            15.36           2.6097            8.782
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.584          -1.5731          -1.8154           0.8854
           -9.181           5.6750           0.4615           1.9435
           -3.863          -0.8099          10.9091           7.2180
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          6.51673            7.093           6.7133          1.29894
          0.08176            4.734           0.1409          0.03539
         12.70834           -3.691           9.0702         -2.50757
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           14.769           0.9906            1.494          -0.2591
            2.162          -2.3511           14.110           2.4036
            6.854           2.5869           10.327           3.3022
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          8.49293           16.792           -4.004           -1.131
          0.03516           -2.832            8.812           11.294
         -2.97653           12.721           16.464           16.683
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.996            3.392            3.770           11.999
           12.201           -4.175           15.598           14.131
            8.406            2.469            6.724            5.641
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.126            2.099            0.635          -0.8237
           23.732            6.394           -5.067          -0.1623
            5.410            6.413           -2.569          -3.3090
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.112           2.9803            7.964         -15.1246
           -2.653           9.3768            8.505         -12.6879
           11.036          -0.4215            8.373          -0.2248
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4172           -3.743          -2.2860            1.082
          -0.3165            1.295          -0.2143           -3.636
           0.9238            1.378           3.2937            4.129
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.260           5.9589            2.915            7.468
            9.301          -4.5377            4.751           14.188
           10.443           0.6796            1.959           11.226
 rnd_95776.volume rnd_95787.volume
           -5.126            2.341
          -25.680            1.822
          -44.235           17.162
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.730 2.376 7.686 4.676 4.895 1.016 1.895 5.356 5.358 4.314 2.616
[2,] 4.561 2.691 8.928 6.034 6.454 1.197 2.239 6.204 6.390 6.045 3.474
[3,] 5.059 2.892 9.888 7.391 7.519 1.317 2.620 6.796 7.046 6.968 3.880
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.470 2.983 4.031 5.255 4.962 4.035 3.673 6.522 4.317 8.012 3.076
[2,] 4.446 3.603 4.919 6.706 6.099 5.167 5.060 7.880 5.523 9.093 3.479
[3,] 4.950 4.065 5.408 7.549 7.058 5.766 5.831 8.837 6.491 9.918 3.946
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.263 5.397 1.565 4.492 5.395 3.175 4.281 1.281 4.711 3.407 2.073
[2,] 15.279 6.827 1.785 6.171 6.846 3.866 5.870 1.539 6.084 4.063 2.512
[3,] 16.834 8.209 1.921 8.070 8.448 4.395 7.248 1.769 7.322 4.633 2.838
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.908 4.343 5.044 4.036 3.027 2.888 1.259 3.294 1.161 3.309 2.859
[2,] 6.157 5.863 6.450 4.783 4.055 3.319 1.378 3.817 1.336 4.327 4.311
[3,] 7.107 6.792 7.121 5.323 4.781 3.672 1.552 4.261 1.492 4.941 5.102
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.508 1.630 2.908 3.537 3.340 2.075 3.352 2.390 1.659 2.969 2.439
[2,] 3.012 2.032 4.010 4.360 3.997 2.510 4.960 2.885 1.953 3.872 3.367
[3,] 3.301 2.256 4.773 4.744 4.358 2.788 5.991 3.244 2.250 5.545 4.541
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.453 1.675 3.158 1.187 2.812 1.428 2.450 2.491 2.638 3.662 1.588
[2,] 3.587 3.030 3.651 1.333 3.968 1.663 2.982 3.071 3.663 5.001 1.889
[3,] 4.339 3.921 4.010 1.465 4.833 1.859 3.411 3.402 4.248 5.724 2.099
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.322 2.472 2.639 1.254 4.628 4.422 4.768 4.246 4.483 3.924 3.230
[2,] 4.465 2.943 4.052 1.579 5.707 5.363 5.434 5.463 5.450 5.335 4.585
[3,] 5.133 3.300 5.081 1.837 6.361 5.856 5.930 6.057 6.241 5.944 5.267
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9666 3.305 2.714 3.477 2.030 1.882 1.246 2.408 2.762 5.571 4.957
[2,] 1.1146 4.309 3.421 4.436 2.423 2.377 1.530 3.788 3.140 6.584 6.031
[3,] 1.2599 5.567 4.045 5.442 2.660 2.722 1.725 4.294 3.401 7.277 7.020
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.008 1.557 1.772 1.551 2.340 1.844 2.323 4.359  8.406 5.028
[2,] 2.531 2.526 2.549 2.418 2.777 2.243 2.996 5.384 13.336 6.647
[3,] 2.819 2.981 3.101 3.125 3.289 2.499 3.327 6.091 16.059 7.961
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   4.736   3.017   9.759   5.938   6.215   1.29   2.406   6.801
[2,] 432.476 208.352 748.545 628.358 693.065 104.28 196.659 516.029
[3,] 360.628 174.350 700.166 703.255 635.772  90.56 224.136 457.240
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15] [,16]   [,17]
[1,]   6.803   5.478   3.322   4.407   3.787   5.119   6.673   6.3   5.123
[2,] 573.694 697.694 376.547 458.041 333.201 464.418 686.293 584.4 531.886
[3,] 489.265 571.210 284.676 358.468 310.047 370.284 571.149 585.1 421.634
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.665   8.282   5.483  10.17   3.907   11.76   6.854   1.987
[2,] 573.495 728.632 567.439 708.56 267.571 2001.96 688.669 141.591
[3,] 477.378 659.091 561.900 652.56 306.763 1164.53 751.239 117.092
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.704   6.851   4.032   5.436   1.627   5.982   4.327   2.632
[2,] 697.152 694.203 363.190 661.786 140.488 634.263 364.791 233.785
[3,] 856.904 815.535 344.555 700.492 143.729 671.190 366.788 217.649
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.233   5.515   6.405   5.126   3.844   3.668   1.599   4.183
[2,] 612.518 648.839 662.530 422.862 444.697 269.316  92.129 317.553
[3,] 584.736 565.098 497.086 385.037 417.284 259.012 117.778 312.277
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.475   4.202   3.631   3.184   2.069   3.692   4.492   4.242
[2,] 108.999 459.438 531.487 275.023 200.047 454.998 419.850 361.775
[3,] 109.253 393.179 449.524 222.517 161.477 426.393 308.194 285.942
       [,50]   [,51]   [,52]   [,53]  [,54]   [,55]   [,56]   [,57]  [,58]
[1,]   2.635   4.257   3.034   2.106   3.77   3.098   3.115   2.127   4.01
[2,] 232.774 602.378 266.221 169.699 409.45 382.261 431.228 415.964 301.85
[3,] 200.118 553.631 244.404 184.084 653.89 502.011 402.261 409.969 273.27
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.507   3.571   1.813   3.111   3.163   3.349   4.651   2.016
[2,] 100.076 461.181 140.533 279.966 295.978 418.869 560.983 168.632
[3,] 100.203 454.547 136.847 272.960 240.984 354.227 459.077 150.682
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   4.218   3.138   3.351   1.593   5.877   5.615   6.054   5.391
[2,] 491.639 263.239 506.572 158.053 550.135 500.034 429.594 566.334
[3,] 417.216 246.154 505.061 154.559 463.042 387.631 391.135 431.097
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]  [,83]
[1,]   5.693   4.982   4.101  1.227   4.197   3.447   4.415   2.577   2.39
[2,] 510.558 595.518 536.145 91.434 455.576 342.980 453.990 217.890 239.13
[3,] 501.123 432.024 427.254 96.803 580.643 355.605 519.404 181.048 218.65
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.582   3.058   3.508   7.074   6.295   2.549   1.977   2.251
[2,] 146.155 481.754 246.058 578.219 565.863 253.937 327.642 301.884
[3,] 131.320 333.011 215.398 510.835 592.055 204.644 260.845 291.047
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   1.969   2.971   2.341   2.949   5.535   10.67   6.385
[2,] 305.679 246.324 210.322 311.724 520.745 1705.76 716.316
[3,] 326.220 290.308 181.831 238.633 469.319 1473.96 721.976
[1] "--- VAR model 2017-10-03 05:01:00  completed"
[1] "Completed training sample:  2017-10-03 05:01:00 - 2017-10-03 13:00:00"
[1] "SpVAR;   training sample:  2017-10-03 05:31:00 - 2017-10-03 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -8.973         -2.6996        -16.223         -1.447
           2.589          4.8893          3.785         22.025
          -2.598          0.8201        -14.761        -11.647
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.437          3.520            3.625          -12.426
        -13.979          2.894            3.935           -7.007
          9.041          1.968           -2.019            1.915
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.410           10.296            3.906           -18.89
           -9.471          -11.686           -2.413           -22.48
            4.243           -3.307            8.616           -21.95
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           11.039           -1.235            1.570           34.031
            1.551            5.151            7.014           15.690
            1.269           -9.623          -11.326            3.532
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -7.7083         -12.0630           -2.434           -2.526
           0.3823           0.7852            1.360           -8.896
          -3.6934          -2.4398           27.245            2.038
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
        -17.95104          -6.9515          -42.147           14.486
         -0.09273           1.7384          -55.319          -22.266
        -13.29276          -0.8426           -6.092           -8.999
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1328            29.17          32.7528         -5.47422
           3.6314           -16.82          -0.8584          0.09806
          -3.0409           -12.00         -26.5495          5.31741
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.793          -2.4919          -23.994           10.990
           24.598           0.7003           30.257            7.752
          -14.762           1.2555            8.599            2.955
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.4054           -2.931           -5.374           -0.427
          -1.8496           14.433           -1.991          -18.694
           2.9406            1.069           11.548           14.451
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           13.609            3.796            2.587            3.896
           15.219           12.194           -5.630            1.460
           -3.006            3.235            8.749            1.695
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.516          -0.7759          -6.8262         -0.06541
            2.751          -0.7405           5.2332        -16.15629
            3.438          -1.1116          -0.9777         -3.29510
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.943           0.9389          -0.6499            3.569
            4.052           3.6936          -4.8632           -5.704
            2.547          -0.5092          -7.7893           11.961
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           15.180          4.53190           -5.214           0.3223
            2.323          0.07037            4.831          10.8647
            3.586         -2.82619           -6.898          10.5515
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.702           -3.996            7.722            3.086
           -1.386            3.028           -6.697           -6.229
            5.556           -3.146            1.383            9.049
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            0.882          13.0561         -0.40861           -1.172
            5.938          -0.2058          1.19409            8.306
           -6.593          -3.0397          0.05417            9.392
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.0103            4.539            9.184            3.267
          -1.5752            4.050           -1.407            2.199
          -0.9067            4.180            2.134            3.946
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.688          -1.5433           -7.962           8.3017
            2.225           1.2321           14.447           7.2870
            1.440           0.4751           -3.622           0.1599
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.321         -2.48598           -4.412           -6.289
           10.688          3.93727           -6.945           -5.837
            6.433         -0.08319           -4.878            4.414
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.102           0.7468          5.42345          -10.618
          -11.274         -15.4778         -6.46396          -14.719
           -4.021         -14.3158          0.02394           -4.884
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -7.9394           0.8607           1.6362           -7.867
           8.6828           0.7765          -0.4996           -2.455
          -0.6743           0.9305          -1.7931            1.359
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.531          -4.0999            3.815          -0.9787
          -10.673           1.6622           -4.750          -0.9678
            9.503           0.3436            2.106           0.1107
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.907          -0.6029           18.344            7.961
           11.621           2.8424          -11.064            6.674
            9.820           1.6551           -7.694           -8.362
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.499           -5.732            1.358            5.354
           -3.789            2.728           -2.274           -2.365
            1.170           -4.611            1.175            5.410
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            9.210           2.7192            4.918           0.5309
            1.801           5.5230            5.987           7.9951
            1.471           0.3151           -2.685           3.7683
 rnd_95776.volume rnd_95787.volume
          44.0700            16.83
           0.1706           -20.29
         -25.0263           -11.59
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.945 2.408  7.854 4.818 4.943 1.126 1.986 5.481 5.382 4.341 2.756
[2,] 4.747 2.725  9.319 6.307 6.653 1.290 2.308 6.337 6.610 6.098 3.613
[3,] 5.245 2.992 10.224 7.856 7.945 1.421 2.679 6.964 7.333 7.007 4.044
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.641 3.181 4.370 5.360 5.104 4.018 3.853 6.832 4.441 7.535 3.095
[2,] 4.728 3.809 5.295 6.914 6.366 5.242 5.339 8.177 5.708 8.982 3.575
[3,] 5.303 4.215 5.813 7.719 7.297 5.894 6.111 9.152 6.687 9.767 4.021
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.433 5.608 1.618 4.715 5.602 3.295 4.487 1.326 4.803 3.580 2.227
[2,] 15.382 6.994 1.847 6.359 7.156 4.037 6.261 1.597 6.102 4.220 2.628
[3,] 17.423 8.436 1.990 8.204 8.748 4.550 7.697 1.815 7.523 4.755 2.927
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.184 4.471 5.285 4.131 3.155 3.029 1.331 3.449 1.189 3.339 2.984
[2,] 6.380 6.117 6.666 4.955 4.169 3.500 1.461 3.960 1.363 4.419 4.390
[3,] 7.382 7.244 7.396 5.509 4.922 3.906 1.618 4.393 1.517 5.091 5.229
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.651 1.660 3.133 3.774 3.482 2.186 3.426 2.593 1.735 3.193 2.602
[2,] 3.115 2.096 4.226 4.551 4.165 2.665 5.133 3.187 2.090 4.125 3.551
[3,] 3.443 2.331 4.944 4.993 4.570 2.901 6.292 3.597 2.367 5.864 4.723
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.555 1.836 3.412 1.236 2.887 1.483 2.624 2.634 2.728 3.633 1.662
[2,] 3.712 3.266 3.903 1.389 3.988 1.719 3.158 3.201 3.807 5.156 1.974
[3,] 4.450 4.147 4.266 1.521 4.932 1.917 3.573 3.542 4.412 5.831 2.212
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.452 2.588 2.773 1.295 4.663 4.806 4.973 4.496 4.509 4.486 3.410
[2,] 4.690 3.125 4.153 1.633 5.755 5.627 5.626 5.669 5.623 5.862 4.812
[3,] 5.332 3.478 5.222 1.887 6.390 6.138 6.125 6.274 6.397 6.447 5.625
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,]  1.02 3.400 2.869 3.599 2.037 1.967 1.283 2.594 2.898 5.802 5.304
[2,]  1.17 4.501 3.613 4.646 2.502 2.507 1.591 3.962 3.269 6.850 6.366
[3,]  1.30 5.700 4.166 5.702 2.766 2.819 1.804 4.572 3.546 7.547 7.303
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.065 1.620 1.852 1.583 2.373 1.990 2.387 3.936  8.794 5.293
[2,] 2.578 2.603 2.617 2.452 2.862 2.382 3.135 4.787 14.038 6.842
[3,] 2.863 3.071 3.194 3.202 3.400 2.628 3.464 5.470 16.788 8.229
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]  [,6]    [,7]    [,8]    [,9]
[1,]   5.009   3.057   9.973   6.118   6.277  1.43   2.522   6.959   6.834
[2,] 400.012 193.376 759.848 616.501 674.305 95.49 178.118 481.699 581.046
[3,] 337.567 187.022 636.756 709.229 657.795 90.16 205.864 437.423 481.123
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.512   3.499   4.624   4.039   5.549   6.806   6.481   5.103
[2,] 648.582 353.858 456.584 317.358 452.964 661.464 576.299 509.929
[3,] 522.892 275.339 363.824 273.476 363.129 519.580 540.037 407.855
       [,18]   [,19]   [,20]   [,21]  [,22]   [,23]   [,24]   [,25]
[1,]   4.893   8.675   5.639   9.569   3.93   11.98   7.122   2.055
[2,] 559.794 680.586 543.090 740.308 271.15 1840.03 632.955 134.924
[3,] 450.032 622.606 527.611 581.230 278.75 1239.51 714.294 112.206
       [,26]   [,27]   [,28]   [,29]   [,30] [,31]   [,32]   [,33]   [,34]
[1,]   5.987   7.113   4.184   5.698   1.684   6.1   4.547   2.827   6.582
[2,] 646.158 674.468 353.422 661.346 134.911 569.8 338.258 211.370 563.353
[3,] 785.114 761.997 317.664 677.897 130.593 666.5 332.036 195.071 562.436
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]   [,42]  [,43]
[1,]   5.677   6.711   5.246   4.006   3.846   1.69   4.38   1.509   4.24
[2,] 632.344 615.267 414.435 412.708 265.790  91.13 294.54 100.965 438.52
[3,] 587.535 485.418 364.789 396.366 262.576 105.35 287.97 100.876 382.74
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.789   3.367   2.107   3.978   4.792   4.421   2.776   4.351
[2,] 487.669 247.738 193.784 429.454 385.225 346.204 231.007 578.752
[3,] 430.367 222.008 154.658 388.665 310.940 284.870 173.604 551.142
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   3.293   2.204   4.054   3.304   3.244   2.332   4.333  1.569
[2,] 280.658 176.440 395.564 365.931 407.769 408.928 287.036 96.153
[3,] 252.415 168.126 631.243 471.568 371.832 387.058 260.831 93.855
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]   [,67]
[1,]   3.666   1.883   3.332   3.345   3.464   4.614   2.11   4.384
[2,] 416.723 131.662 266.135 275.518 402.262 553.950 161.44 480.659
[3,] 439.373 128.349 253.167 229.695 337.519 412.416 150.99 384.203
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.286   3.522   1.644   5.921   6.103   6.315   5.709   5.726
[2,] 265.196 468.196 150.780 510.959 443.158 398.516 523.039 508.722
[3,] 231.162 479.369 143.126 420.328 371.275 366.793 407.215 461.985
       [,76]  [,77]  [,78]   [,79]   [,80]  [,81]   [,82]   [,83]   [,84]
[1,]   5.697   4.33  1.295   4.317   3.643   4.57   2.587   2.497   1.629
[2,] 571.314 514.24 86.782 446.767 332.683 445.10 219.993 235.396 142.498
[3,] 406.454 440.99 85.880 529.680 314.030 500.46 178.394 195.288 128.599
       [,85]  [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   3.294   3.68   7.367   6.735   2.623   2.057   2.352   2.011
[2,] 453.531 229.02 551.474 533.116 233.577 308.552 279.988 283.469
[3,] 345.375 208.30 480.052 542.240 188.590 246.934 277.307 311.994
       [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.013   2.527   3.032   4.998   11.17   6.721
[2,] 242.272 198.140 307.700 412.778 1657.15 656.689
[3,] 278.096 168.442 223.105 400.858 1394.36 692.413
[1] "--- VAR model 2017-10-03 05:31:00  completed"
[1] "Completed training sample:  2017-10-03 05:31:00 - 2017-10-03 13:30:00"
[1] "SpVAR;   training sample:  2017-10-03 06:01:00 - 2017-10-03 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.3733          0.4765        11.6122         -6.315
          0.2616         -2.5098        -9.1327        -19.909
          2.3350          1.7069        -0.1381         -2.269
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -15.7517         0.2278          4.98226           12.949
        -0.3452         1.9865         -0.07782            7.475
       -12.5569         2.9157         -1.11850            2.097
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.123           10.588            1.013          -19.010
           16.501           12.274            1.711          -14.064
            5.493            3.202           -1.471           -5.697
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          15.9656           7.5802          -11.217            33.81
           6.4274          -0.1111           -8.507            27.25
          -0.1491           9.0480            9.418            32.13
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.375          -2.9488           33.862           30.908
            7.246          -2.1558            8.975            6.772
           -4.715          -0.5752           23.680           18.562
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.286            4.813           23.421           -3.466
            1.188            5.943           -2.386           -2.100
           -6.071            4.456           -7.545            5.157
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.484          -18.279           0.3566           7.3234
            3.465            4.019           3.6097          -0.4257
           -1.224            5.447           0.6885          -1.7490
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -18.207           3.1714          -14.511          -5.7277
          -18.183           3.1232           -8.123          -5.8311
           -2.508          -0.3622           -8.288          -0.6971
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.474           -6.175          -10.373           -4.585
           -6.566           -2.641            1.825            6.246
           -3.611           -9.786           -8.663           -3.264
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -14.565          -0.5431           0.5033            2.467
            6.800          -2.1391          -5.8216            1.561
           -1.849          -2.0136           2.9034           -2.193
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.200          -3.0396            5.087           -11.84
            6.602           1.9220           -5.158           -18.35
           -7.962           0.3999            1.746           -11.96
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.372            1.579           -3.090            9.431
            5.676           -1.336           -8.764            2.951
            5.235            1.150           -7.764            1.728
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           14.641          -4.0330           0.8044            7.739
            8.566          -0.6227           0.4936           23.912
           14.576          -2.5759           9.5073            7.938
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -7.559           0.9437         -0.03421           -7.413
            3.414          11.1017          5.15327           -1.166
            1.580           8.5402          6.40027            9.400
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -3.69195            4.335          -0.8244          -3.6743
         -1.73255            3.670          -2.0424           1.8899
         -0.07534           -1.424          -2.3909          -0.1887
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.351           -3.041           3.8156           5.5655
           -5.242            1.185          -0.5817          -0.1225
           -4.158           -1.678          -1.9309           4.7734
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           8.5897          -2.4210            7.064           0.2485
          -0.4366           2.0317           -2.763           1.2973
           7.9054          -0.3317            5.157           1.3356
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.303           0.5423           1.1151          -8.5236
            6.090           7.1509          -3.7035          -0.1637
           -1.309          -0.1131          -0.7834           1.1968
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.966          -1.7529           -6.897            4.609
            1.245          -3.3380          -12.096          -12.626
           -3.685           0.2117           -8.761           -7.128
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.362          -1.0654            7.038           -2.054
           -4.401           0.5829           -2.747            1.986
           -4.344           0.2014           -6.757            8.277
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.524            0.962           -2.033           1.4485
            2.726           -6.713           -1.265          -7.2258
           -7.448           -1.189            5.774          -0.7928
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.115           -1.747          -13.192           19.431
           -1.183           -3.012            4.526          -15.093
            3.074            2.489            5.093            2.398
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.889            6.170            6.295            2.787
            2.712            3.986            4.957            5.134
           -2.149           -1.029            6.387            2.832
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.449          -8.1311           -8.794           -4.211
            1.274           0.5466           -4.123           -5.735
            2.026          -0.1887           -2.253            1.668
 rnd_95776.volume rnd_95787.volume
           27.733          -11.156
           23.093           -2.151
            5.518            6.335
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.111 2.437  7.865 4.707 4.978 1.216 2.055 5.429 5.481 4.463 2.885
[2,] 4.876 2.772  9.410 6.353 6.791 1.394 2.393 6.305 6.559 6.306 3.760
[3,] 5.452 3.093 10.336 7.950 8.103 1.520 2.695 6.953 7.268 7.167 4.174
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.660 3.295 4.528 5.565 4.977 4.077 3.862 7.033 4.655 7.596 3.235
[2,] 4.763 3.853 5.661 7.070 6.308 5.242 5.479 8.530 6.005 9.030 3.698
[3,] 5.359 4.259 6.187 7.852 7.282 5.952 6.228 9.566 6.979 9.929 4.132
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.644 5.613 1.714 4.795 5.682 3.478 4.363 1.384 4.851 3.649 2.180
[2,] 15.357 7.092 1.937 6.541 7.338 4.230 6.279 1.667 6.365 4.230 2.621
[3,] 17.538 8.432 2.088 8.361 9.030 4.737 7.739 1.917 7.811 4.825 2.938
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.296 4.537 5.340 4.086 3.209 3.164 1.393 3.725 1.214 3.477 3.003
[2,] 6.443 6.344 6.744 4.940 4.293 3.629 1.523 4.206 1.391 4.572 4.459
[3,] 7.457 7.517 7.468 5.497 5.092 4.062 1.671 4.629 1.591 5.249 5.335
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.627 1.700 3.153 3.851 3.869 2.292 3.617 2.724 1.770 3.380 2.791
[2,] 3.142 2.141 4.278 4.611 4.567 2.766 5.381 3.281 2.109 4.318 3.800
[3,] 3.494 2.391 5.014 5.042 4.952 3.018 6.538 3.720 2.426 6.069 4.922
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.632 1.908 3.356 1.285 3.025 1.539 2.764 2.806 2.758 3.684 1.686
[2,] 3.809 3.497 3.892 1.428 4.214 1.801 3.287 3.324 3.915 5.335 2.042
[3,] 4.523 4.334 4.293 1.544 5.193 1.992 3.748 3.705 4.567 6.033 2.252
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.435 2.730 2.739 1.303 4.762 4.742 5.151 4.507 4.931 4.436 3.681
[2,] 4.747 3.250 4.215 1.598 5.723 5.610 5.837 5.750 5.868 5.760 5.312
[3,] 5.440 3.578 5.458 1.922 6.385 6.216 6.266 6.394 6.625 6.371 6.140
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.075 3.767 2.932 4.070 2.074 1.992 1.382 2.602 2.890 6.044 5.519
[2,] 1.208 5.010 3.615 5.209 2.565 2.622 1.706 3.921 3.353 7.050 6.625
[3,] 1.337 6.210 4.213 6.240 2.827 2.952 1.927 4.573 3.655 7.712 7.578
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.082 1.782 1.893 1.733 2.444 2.066 2.517 3.039  9.275 5.271
[2,] 2.615 2.695 2.667 2.566 2.949 2.475 3.266 3.720 14.297 6.933
[3,] 2.904 3.140 3.230 3.267 3.478 2.724 3.571 4.391 17.213 8.215
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]   [,9]
[1,]   5.22   3.095   9.988   5.977   6.321  1.544   2.61   6.894   6.96
[2,] 365.45 184.169 720.145 594.903 644.000 95.109 170.86 446.981 502.37
[3,] 340.17 191.156 596.140 666.182 616.362 84.559 173.03 408.719 436.39
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]  [,16]   [,17]   [,18]
[1,]   5.667   3.663   4.648   4.184   5.75   7.066   6.32   5.177   4.905
[2,] 621.015 336.144 424.974 278.364 473.61 608.016 540.18 459.428 541.849
[3,] 475.054 252.881 342.406 253.093 348.00 476.334 507.33 393.069 412.761
      [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   8.93   5.911   9.646   4.108   12.25   7.127   2.177   6.089
[2,] 673.00 529.005 680.541 249.823 1666.13 604.454 125.879 620.359
[3,] 603.68 495.754 575.847 256.982 1180.84 635.814 108.463 725.929
       [,27]   [,28]  [,29]   [,30]  [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   7.215   4.416   5.54   1.757   6.16   4.633   2.768   6.726   5.761
[2,] 647.395 335.640 629.49 129.662 574.51 298.326 202.739 511.604 618.223
[3,] 733.546 297.312 630.92 131.767 631.19 323.588 185.063 523.177 562.089
      [,36]   [,37]   [,38]   [,39]  [,40]  [,41]   [,42]   [,43]   [,44]
[1,]   6.78   5.189   4.075   4.017  1.769   4.73   1.541   4.415   3.813
[2,] 574.27 386.867 397.483 247.845 85.751 272.53  94.613 413.884 459.494
[3,] 447.40 336.261 381.681 254.530 95.812 269.49 107.892 359.577 408.490
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.336   2.159   4.004   4.891   4.913   2.911   4.593   3.459
[2,] 240.236 181.358 402.970 353.385 338.286 215.916 555.452 254.910
[3,] 213.061 148.532 364.812 284.322 266.790 168.239 517.656 244.500
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   2.248   4.292   3.544   3.342   2.423   4.261  1.632   3.841
[2,] 159.844 374.545 359.508 383.828 408.643 274.769 86.840 408.979
[3,] 167.085 594.622 436.182 340.242 356.972 252.508 81.658 423.109
       [,61]  [,62]   [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]
[1,]   1.955   3.51   3.563   3.502   4.678   2.14   4.361   3.466   3.478
[2,] 130.193 247.83 248.604 387.400 538.061 160.76 456.854 245.771 446.700
[3,] 118.783 251.21 228.184 327.850 392.758 132.15 370.528 208.722 483.382
       [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   1.654   6.047   6.022   6.541   5.723   6.261   5.633   4.675
[2,] 129.098 442.423 417.864 382.565 497.842 443.497 512.263 533.853
[3,] 148.874 394.957 373.217 317.783 390.074 428.737 379.506 429.341
      [,78]   [,79]   [,80]   [,81]   [,82]  [,83]   [,84]   [,85]  [,86]
[1,]  1.365   4.783   3.723   5.168   2.634   2.53   1.754   3.305   3.67
[2,] 76.816 460.388 294.802 453.136 210.446 237.72 139.639 408.930 236.90
[3,] 79.940 511.601 301.753 479.135 165.646 189.11 124.789 328.117 202.90
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]   7.675   7.008   2.644   2.263   2.404   2.201   3.104   2.624
[2,] 506.098 510.954 220.725 281.774 261.927 263.873 230.117 190.060
[3,] 435.832 512.946 175.922 224.632 254.068 281.948 257.042 158.460
       [,95]   [,96]   [,97]   [,98]
[1,]   3.196   3.859   11.78   6.693
[2,] 290.111 299.129 1516.83 627.910
[3,] 201.503 325.257 1336.25 614.259
[1] "--- VAR model 2017-10-03 06:01:00  completed"
[1] "Completed training sample:  2017-10-03 06:01:00 - 2017-10-03 14:00:00"
[1] "SpVAR;   training sample:  2017-10-03 06:31:00 - 2017-10-03 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.902          -2.279        -1.1209        -0.8653
           2.265          -1.655        17.7982        -3.3791
           5.276           5.711        -0.5268         1.9808
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -3.67134         1.6290            2.363           -7.491
        0.06955         0.3669            7.297           11.803
      -17.75325         0.3856            1.724           -5.294
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -13.062           -7.017          -6.8282           -14.55
           11.263            5.962          -0.1574           -26.87
           -3.652           -8.682           1.9950            -8.07
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.942           26.569           17.768            3.280
            6.854           -1.374            9.470           -5.555
            5.729           12.948            6.126            8.829
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.509           -3.035           2.5504           12.009
           13.586            1.505           0.8551            8.159
           -7.218            6.760          17.4841           12.492
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           12.081            3.261            -8.08           -9.112
           16.604           -5.514           -19.52          -16.107
            4.274            3.834            36.33            3.510
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.8811          -11.928          -19.596           18.687
          -0.1621           -8.066            5.063           13.394
           0.6107          -11.817          -17.238            8.633
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.525          1.35610           13.869           1.0421
          -13.597          3.70618          -19.140           0.3006
           -5.700         -0.05083           -2.517           2.0140
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.295            1.316           -2.925            8.176
            6.199           -3.160           -1.485           -2.409
           -2.612          -14.449          -19.334          -11.294
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.021           -5.116          -0.6449            1.450
           10.089           -1.360           1.9266           -1.538
           -6.083           -1.132           0.8746            2.958
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          10.1781            1.589            2.664           -9.345
           0.9033           -3.710           -3.989          -11.362
           9.8157           -1.592            2.182          -18.494
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.043            7.504          -11.738           -9.086
            1.150            6.312          -13.497            6.357
            9.571            1.191           -8.358            2.231
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.0368          -0.9829            3.699           22.305
          16.2147          -2.2079           -5.156           13.293
           9.0481           1.2573           -7.176            7.721
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.646           -2.494           13.199           6.7148
            4.206           11.707            9.226          14.5165
           -2.931           -4.561           -2.486           0.2316
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           11.537          -0.1495            1.606           -17.57
            5.987           5.8293            2.122            11.76
           14.041          10.6259           -1.001             8.69
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.324          -11.394           -7.274           -5.759
           -3.657            5.648            3.088           -1.664
           -5.728            9.161            4.037            7.317
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.477          -0.3488            28.52           -9.565
          -11.264           0.2817           -16.26           10.171
            9.340          -1.8513             3.37           -7.201
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          2.82363            2.225          17.2408           3.5105
         -0.05728            2.569           1.1392          10.5720
         -5.13181           -1.436          -0.7764           0.2235
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.973           14.407          -2.4927           8.1609
          -14.959           -1.703           0.4888          -0.3883
            5.598            3.881          -7.6762         -12.5626
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.165           -2.215            5.310            8.714
            2.465           -1.613            7.447            7.704
            5.127           -3.095            3.623            9.318
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.793         -2.10684            1.485          -4.6420
            7.785          0.01395           -1.698          -0.8963
           16.368          7.61715            3.732           0.1819
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.416          -1.7305           27.243           14.023
            1.166           0.6526           -9.303           13.081
            4.455           6.7090           16.129            8.563
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.178            2.369           -2.463          -2.4438
           10.108            5.122           -2.176           0.4873
           -1.230            4.166            8.750           7.6386
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.289           8.8055           7.8790           5.7103
            2.989          -2.0995           0.9812           0.7453
            5.462           0.1908           6.6203           3.1363
 rnd_95776.volume rnd_95787.volume
           -5.228          -14.482
          -17.894           -9.006
            1.130           -3.929
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.045 2.481 7.540 4.848 5.133 1.315 2.062 5.117 5.218 4.291 2.925
[2,] 4.669 2.819 8.890 6.266 6.721 1.506 2.362 6.091 6.484 6.034 3.650
[3,] 5.285 3.192 9.704 7.899 7.999 1.650 2.666 6.691 7.177 7.065 4.056
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.507 3.409 4.554 5.751 4.858 4.029 3.850 6.560 4.720 7.631 3.387
[2,] 4.496 3.965 5.665 7.139 6.099 5.250 5.173 7.973 5.924 8.973 3.783
[3,] 5.085 4.401 6.129 7.781 7.102 5.864 5.986 9.211 6.711 9.833 4.215
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.932 5.640 1.665 4.658 5.669 3.478 4.605 1.404 4.853 3.766 2.269
[2,] 14.906 6.981 1.935 6.352 7.457 4.250 6.405 1.704 6.323 4.394 2.663
[3,] 16.758 8.069 2.099 7.816 8.925 4.820 7.788 1.943 7.926 4.910 2.959
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.380 4.604 5.249 3.836 3.274 3.247 1.410 3.825 1.235 3.428 3.128
[2,] 6.482 6.305 6.509 4.835 4.298 3.757 1.577 4.304 1.448 4.548 4.568
[3,] 7.593 7.369 7.321 5.473 5.129 4.191 1.717 4.742 1.644 5.252 5.403
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.530 1.726 3.222 4.039 4.065 2.295 3.677 3.010 1.805 3.389 2.997
[2,] 3.174 2.173 4.397 4.787 4.748 2.707 5.446 3.563 2.143 4.467 4.087
[3,] 3.515 2.432 5.111 5.254 5.157 3.017 6.621 4.024 2.475 6.254 5.231
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.791 1.962 3.582 1.286 3.005 1.530 2.858 2.950 3.021 3.797 1.757
[2,] 3.886 3.757 4.195 1.446 4.190 1.857 3.374 3.452 4.108 5.434 2.124
[3,] 4.683 4.644 4.562 1.570 5.391 2.066 3.977 3.847 4.742 6.117 2.339
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.476 2.937 2.924 1.341 4.407 4.946 5.236 4.521 4.696 4.526 3.553
[2,] 4.764 3.379 4.309 1.683 5.296 5.683 5.979 5.810 5.651 5.866 5.321
[3,] 5.515 3.743 5.424 1.972 5.847 6.327 6.391 6.379 6.492 6.438 6.224
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.118 3.969 2.953 4.231 2.182 2.050 1.465 2.753 2.955 6.307 5.590
[2,] 1.279 5.387 3.626 5.224 2.660 2.644 1.800 4.061 3.441 7.328 6.636
[3,] 1.442 6.411 4.191 6.451 2.905 2.984 2.002 4.661 3.778 7.831 7.628
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.120 1.830 2.017 1.880 2.525 2.225 2.654 2.274  9.164 5.329
[2,] 2.625 2.739 2.758 2.606 3.059 2.661 3.418 2.936 14.466 6.863
[3,] 2.928 3.164 3.217 3.278 3.624 2.941 3.733 3.409 17.152 7.969
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.136   3.15   9.574   6.157   6.518  1.669   2.618   6.498   6.625
[2,] 311.541 178.78 629.318 530.300 579.717 98.033 153.900 441.307 514.237
[3,] 330.773 200.07 519.908 642.603 579.406 90.084 165.388 370.267 411.313
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.449   3.714   4.453   4.329   5.783   7.303   6.169   5.116
[2,] 566.758 291.641 375.904 270.599 450.119 565.062 492.705 449.645
[3,] 491.009 236.582 317.515 254.991 312.752 413.506 486.210 349.008
       [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   4.889   8.33   5.994   9.69   4.301   12.61   7.162   2.114   5.915
[2,] 461.633 605.31 478.317 630.79 225.322 1484.93 549.684 131.664 577.081
[3,] 402.336 616.19 421.260 537.32 248.264 1023.18 540.436 108.855 608.325
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   7.199   4.416   5.848   1.783   6.163   4.782   2.882   6.832
[2,] 647.122 326.455 594.593 128.993 541.495 302.621 186.041 482.994
[3,] 655.214 303.765 592.018 124.646 638.458 292.697 172.497 528.307
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]   [,42]
[1,]   5.847   6.665   4.871   4.157   4.123  1.791   4.857   1.569
[2,] 575.546 514.420 393.110 372.094 252.426 94.369 263.703 101.021
[3,] 509.414 447.559 342.698 373.965 248.268 90.601 266.017 104.029
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.353   3.972   3.212   2.192   4.091   5.128   5.162   2.914
[2,] 399.234 444.874 256.120 176.291 399.840 343.409 327.679 191.851
[3,] 351.044 385.364 201.902 145.979 348.088 289.204 268.939 177.933
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.669   3.822   2.292   4.304   3.806   3.544   2.491   4.548
[2,] 536.715 254.607 154.220 388.783 371.195 361.252 428.098 291.683
[3,] 503.036 249.948 165.467 584.769 436.198 349.070 364.724 239.691
      [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  1.633   3.816   1.943   3.629   3.746   3.836   4.821   2.231
[2,] 88.295 390.217 140.614 239.746 239.523 371.992 519.362 159.445
[3,] 81.758 453.076 120.815 281.153 226.724 316.317 375.141 130.694
       [,67]   [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]
[1,]   4.414   3.729   3.714   1.703   5.596   6.28   6.648   5.741
[2,] 435.170 223.374 422.736 135.888 392.296 374.07 385.644 487.562
[3,] 371.306 214.958 440.195 137.382 331.086 371.59 301.997 351.596
       [,75]   [,76]   [,77] [,78]  [,79]  [,80]   [,81]  [,82]   [,83]
[1,]   5.963   5.747   4.512  1.42   5.04   3.75   5.373   2.77   2.603
[2,] 419.918 498.624 529.098 83.04 486.65 281.24 409.265 203.37 223.073
[3,] 427.027 354.290 431.422 88.86 464.37 280.68 505.772 155.92 185.063
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.861   3.495   3.752   8.009   7.098   2.693   2.323   2.562
[2,] 139.640 398.852 235.749 498.360 477.886 206.812 272.235 251.317
[3,] 117.059 305.633 208.160 369.051 502.410 173.059 211.796 221.314
       [,92]   [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.388   3.207   2.825   3.37   2.888   11.64   6.766
[2,] 241.094 230.647 195.188 287.82 247.989 1495.28 577.893
[3,] 265.635 259.590 167.133 200.61 231.573 1231.42 541.135
[1] "--- VAR model 2017-10-03 06:31:00  completed"
[1] "Completed training sample:  2017-10-03 06:31:00 - 2017-10-03 14:30:00"
[1] "SpVAR;   training sample:  2017-10-03 07:01:00 - 2017-10-03 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          5.7451          -5.358         -2.501          12.24
          5.6456           6.427          2.590          34.06
          0.1586           4.771         -7.682         -21.48
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          12.68          3.662          -5.2952           -4.592
         -11.40          7.976           0.1304           -6.228
          12.29          5.660          -3.4665            6.014
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -14.258          -0.5774          -1.7158           -15.50
           -4.090          -1.0412           0.9688           -19.04
            5.941          -1.9915          -4.6809           -18.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -6.1153           -1.097           -8.214           18.444
           0.3079            4.038           -3.215            6.085
           0.2240            5.800            5.591            4.447
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -7.1617           9.8748          22.9385           10.378
           2.0812          -0.5786           0.9508            4.082
          -0.7229          -0.8183          18.9115            3.119
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            6.765           -8.132          -13.603            7.499
            2.488           14.383            6.212            1.260
            8.484            2.435            8.352            2.878
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.3063           22.618           35.963           0.4969
           1.1756           -6.767           -3.983          -7.4766
          -0.5959            6.262            5.021           6.9619
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            10.82          -3.8505          -13.486           -1.538
            35.98          -0.1508           18.473           -6.156
           -23.34           1.3164            3.718           -6.027
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.526          -13.962            7.734           -2.028
            5.177            8.634           -9.676           -8.435
            6.191           13.106           13.763            4.515
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           11.036           24.333            4.439           4.0479
            4.091            5.587            1.755          -0.5780
           19.544           -1.107            1.140          -0.8139
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.870           -2.894            1.554           -11.54
            4.837            7.322           -8.198           -17.26
            5.867            2.950            1.820           -15.80
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.892           -2.669           -6.266          0.01568
           -1.130           -1.529           -2.179          7.84057
            4.186            3.716          -23.383         -5.75031
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.648           -6.316          -12.123            10.36
            8.550            2.015           -5.468            21.78
            9.480            4.977            6.189            22.13
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.9255          -9.6965            1.888           -1.313
          -2.1629          -1.8121           -6.532          -12.579
           0.1094          -0.7002           -1.451            3.709
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.349          -0.5157           -1.290            8.985
            1.902          -2.0800            2.424           -3.518
           -3.857          -6.4007            2.697           -1.818
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.004           -3.309           -9.986            4.081
           -8.928            1.835           -2.952           -7.624
           -3.149            2.113           -2.646            2.191
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           11.566         -6.13478           -2.310            6.117
           -9.686          1.04496           -4.717            7.434
            3.557         -0.01826            4.216            2.666
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.089           0.8991          -19.475          10.0940
            9.002           3.4086            4.726           6.7127
           -5.116          -1.0354           17.093          -0.5803
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.081           12.325          -12.449           15.588
           -9.971           -4.159           -7.273           -3.376
           11.377            9.132            6.883            3.982
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.350          -1.2746            10.09          -14.714
          -14.955          -2.0279            14.54           -9.040
            2.452           0.6463           -10.98           -2.944
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.2593           -5.493            1.497          -4.1386
           3.0737           -2.403           -1.844           2.2910
          -6.9230            3.661            2.303           0.9062
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          13.5986           -2.625           -2.130            3.840
          17.9030            9.347            5.510           -6.329
          -0.6756            5.101            7.767           10.059
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9053           -6.337        -10.29073         -10.5916
         -10.7884            1.832         -0.01134          -0.4871
          -5.0101           -7.593          2.99254           1.6139
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            7.062           -3.699           12.718           -5.320
            5.604            3.663           -1.319           -3.608
           -4.621            3.094           -0.145           -2.721
 rnd_95776.volume rnd_95787.volume
            1.940           2.5452
           -5.186           2.1277
           28.665           0.5558
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.045 2.579 7.035 4.663 5.049 1.391 1.994 4.910 5.023 4.404 2.841
[2,] 4.697 2.983 8.688 6.246 6.508 1.596 2.317 5.791 6.138 5.941 3.591
[3,] 5.312 3.324 9.541 7.771 7.839 1.755 2.578 6.268 6.713 6.852 3.999
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.552 3.517 4.739 5.725 4.973 3.838 3.894 6.574 4.357  8.025 3.634
[2,] 4.543 4.098 5.849 7.179 6.266 5.103 5.139 8.173 5.605  9.454 4.167
[3,] 5.212 4.502 6.339 7.873 7.285 5.710 5.950 9.403 6.553 10.404 4.641
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.817 5.380 1.676 4.650 5.661 3.408 4.365 1.524 4.849 3.695 2.259
[2,] 14.981 6.744 1.959 6.234 7.200 4.111 6.372 1.786 6.353 4.379 2.701
[3,] 17.105 7.772 2.170 7.859 8.659 4.683 7.649 2.032 7.888 4.891 3.029
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.228 4.631 5.052 4.183 3.523 3.265 1.403 3.892 1.286 3.566 3.099
[2,] 6.450 6.240 6.340 5.057 4.592 3.836 1.598 4.384 1.461 4.650 4.727
[3,] 7.506 7.295 7.254 5.801 5.399 4.320 1.751 4.793 1.649 5.293 5.456
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.638 1.802 3.344 4.207 4.192 2.357 3.647 3.178 1.834 3.357 3.216
[2,] 3.134 2.203 4.519 5.010 4.896 2.807 5.446 3.826 2.138 4.581 4.252
[3,] 3.460 2.460 5.198 5.501 5.278 3.118 6.740 4.210 2.457 6.511 5.411
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.909 2.002 3.791 1.277 3.019 1.602 3.046 3.136 3.106 3.855 1.765
[2,] 4.077 3.815 4.372 1.424 4.274 1.928 3.630 3.622 4.295 5.524 2.070
[3,] 4.979 4.626 4.764 1.568 5.669 2.140 4.181 4.056 4.931 6.356 2.297
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.552 2.930 3.020 1.366 4.555 4.940 5.412 4.765 4.941 4.488 3.567
[2,] 5.087 3.414 4.444 1.717 5.424 5.716 6.200 6.054 5.923 6.070 5.692
[3,] 5.903 3.813 5.644 1.959 6.010 6.403 6.607 6.706 6.686 6.653 6.592
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.138 3.772 2.949 4.186 2.280 2.058 1.568 2.792 3.031 6.497 5.263
[2,] 1.346 5.364 3.619 5.188 2.692 2.656 1.843 4.219 3.556 7.572 6.494
[3,] 1.481 6.544 4.186 6.603 2.971 3.008 2.058 4.804 3.898 8.109 7.438
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.073 1.758 1.974 1.830 2.756 2.254 2.660 1.586  9.34 5.149
[2,] 2.556 2.533 2.563 2.468 3.324 2.745 3.404 2.151 14.84 6.698
[3,] 2.886 2.966 2.967 3.068 3.883 3.026 3.773 2.510 17.58 7.704
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.136   3.274   8.934   5.921   6.411   1.766   2.532   6.236
[2,] 320.208 200.965 683.302 557.029 550.354 105.115 158.350 411.396
[3,] 332.509 196.611 528.326 619.614 585.801  97.777 151.437 321.411
        [,9]   [,10]   [,11]  [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]   6.379   5.593   3.607   4.51   4.466   6.018   7.27   6.315   4.874
[2,] 472.835 534.371 294.462 379.61 281.782 459.609 580.49 510.923 450.728
[3,] 364.389 457.717 235.701 342.56 250.081 327.324 433.37 498.271 343.538
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.944   8.348   5.533  10.19   4.614   12.47   6.832   2.129
[2,] 449.516 650.927 472.618 669.79 273.439 1516.78 544.946 135.780
[3,] 401.954 623.060 454.983 582.34 273.809 1106.46 517.856 125.244
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.904   7.189   4.327   5.543   1.935   6.158   4.692   2.869
[2,] 556.515 596.248 308.344 622.214 124.848 549.986 314.853 198.484
[3,] 641.555 644.704 300.513 567.155 129.831 626.709 292.139 183.640
       [,34]  [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.639   5.88   6.415   5.312   4.474   4.146   1.781   4.942
[2,] 506.286 560.69 513.332 380.704 394.757 269.871 102.626 270.491
[3,] 514.596 506.49 472.420 380.964 380.664 266.521  96.056 259.593
       [,42]   [,43]   [,44]  [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.633   4.528   3.935   3.35   2.288   4.246   5.342   5.323
[2,]  92.968 400.022 478.451 226.79 169.922 407.356 364.578 338.903
[3,] 102.622 338.964 365.289 196.60 146.719 344.392 304.596 264.271
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.993   4.631   4.035   2.329   4.263   4.083   3.694   2.542
[2,] 204.368 542.055 285.733 147.258 417.669 372.881 382.812 435.254
[3,] 181.872 532.283 235.338 162.322 620.090 448.426 383.147 350.670
       [,58]  [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.814  1.621   3.833   2.034   3.868   3.982   3.944   4.895
[2,] 291.835 84.699 405.465 143.836 264.687 242.932 397.550 530.376
[3,] 253.943 87.717 499.240 124.389 277.924 244.649 324.682 421.461
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   2.242   4.511   3.721   3.835   1.735   5.784   6.273   6.872
[2,] 144.902 488.078 234.828 436.953 139.420 394.577 385.323 405.547
[3,] 133.381 401.261 227.501 466.336 126.445 347.120 386.783 305.965
      [,74]   [,75] [,76]   [,77]  [,78]  [,79]   [,80]   [,81]   [,82]
[1,]   6.05   6.274   5.7   4.529  1.445   4.79   3.745   5.315   2.895
[2,] 500.57 437.913 547.7 594.567 96.315 511.17 281.174 410.816 191.871
[3,] 386.56 415.749 365.2 445.528 83.069 502.46 281.839 547.459 168.375
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.613   1.991   3.545   3.848   8.251   6.683   2.632   2.233
[2,] 225.073 129.765 423.927 249.433 521.113 509.913 200.562 244.340
[3,] 189.151 122.852 308.102 214.099 389.251 486.069 179.452 206.914
       [,91]   [,92] [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.507   2.324   3.5   2.863   3.377   2.014   11.86   6.538
[2,] 219.092 221.893 249.2 209.898 284.826 194.889 1544.91 574.183
[3,] 200.369 244.385 269.1 170.896 217.991 173.376 1263.09 510.301
[1] "--- VAR model 2017-10-03 07:01:00  completed"
[1] "Completed training sample:  2017-10-03 07:01:00 - 2017-10-03 15:00:00"
[1] "SpVAR;   training sample:  2017-10-03 07:31:00 - 2017-10-03 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -5.425           3.987         -3.810         -1.831
          10.376           4.233         -1.747         12.840
           5.653          -4.635        -19.822        -12.722
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.134        8.48989          -0.7632          -14.086
        -13.022        0.09376           0.1212            8.245
         -2.730        8.01285          -1.7573           -3.456
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           5.1331           11.343           0.6897           -16.40
         -17.6889          -14.863           1.6436           -21.87
          -0.5957            3.671          -5.4014           -23.39
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.616            11.79           -2.580           -11.42
           -2.890            12.88           -7.337           -13.61
           -1.969           -10.26           -9.028           -19.08
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -19.7028          -24.869           -4.258            5.588
          -0.1466          -20.051          -22.686           -4.725
          -3.8860           -2.799           -4.148            6.769
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            4.134          -6.8835            10.97          -24.225
           20.766           0.2827            17.01            7.199
          -16.213          -0.3811            11.52            7.146
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            4.775           -12.53            13.39           13.753
            1.979           -10.59            11.34           20.404
            5.254            15.07            17.17            2.821
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.522           3.9936         -21.0246            8.480
            9.849           3.8333           0.9723            6.058
          -10.868          -0.4338          12.1479           -7.141
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.768         -14.8351           -2.737           21.529
           -9.898           0.8714           -1.247           -8.938
           -4.259           3.6599           13.383          -11.819
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -3.5739            8.992            4.494           0.9875
         -14.6698          -15.971           -3.646           3.3224
          -0.9726            3.432           -1.311          -5.1787
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -17.7626           -6.747         -0.08789           -18.25
          -0.8675           -3.419        -12.15252           -17.57
         -14.6223           -4.627        -14.24747           -19.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          10.0319           0.4364            4.984           32.299
           4.2302           0.2430            1.740           -6.392
           0.1011          -3.5286           -4.843           25.577
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.626         -16.3846            34.54            3.684
           25.001          -0.1808            16.33           16.189
           22.460         -10.0349            39.06           19.876
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5028           50.923            19.03            -4.42
          -0.6058            3.721            16.48            28.29
           7.0461           31.028            23.14            11.35
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.112           10.836           -2.003          -28.554
           19.148            8.646           -1.847            5.798
           13.190           -2.074           -1.528           28.141
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -5.0072          -11.128            14.77            8.723
          -0.5939           -3.698            14.89           -1.183
          -4.1638            5.335            11.55           15.456
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           25.368          -0.4119           -4.049            5.698
            5.953           0.1191           13.919           14.674
           11.331          -2.9211           17.784           23.059
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -20.704           0.7685           -2.510           -6.296
           11.817           7.7246           11.979            8.618
            5.366           7.4943            6.951           -1.733
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.369           -9.626           0.5122           41.789
            2.270            5.819          -3.5954            7.103
          -17.782           15.538          -0.4007           26.016
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            18.27           0.1907            18.56           -10.46
            16.00           3.8867            24.36           -18.92
            14.27          -0.8100            15.03           -20.60
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.932          -1.6938            8.853            1.917
            8.882          -5.2125            6.251           -8.010
            5.703          -0.8406           -4.637           -3.436
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.715            6.252           54.835           -52.68
           -3.655            6.618           16.750           -46.10
          -14.706           -7.649            4.579           -29.19
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -12.357          -10.867           0.1675            5.586
           -1.288           -2.662           2.4383            5.206
           -2.265           -4.142          -0.8124            4.375
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -11.2849           -8.236            4.219          -10.764
          -0.9784            3.061           16.062           -3.561
          10.6981            7.030            1.436           -7.005
 rnd_95776.volume rnd_95787.volume
           -22.66        -22.15231
            75.42          5.82577
            24.14         -0.06446
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.058 2.543 6.912 4.546 4.965 1.523 1.956 4.525 4.964 4.239 2.769
[2,] 4.685 2.981 8.391 6.350 6.650 1.774 2.259 5.390 6.076 5.853 3.525
[3,] 5.170 3.380 9.292 7.660 8.041 1.927 2.527 5.832 6.629 6.637 3.889
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.433 2.854 4.600 5.657 4.630 4.078 3.738 5.228 4.274 7.427 3.600
[2,] 4.540 3.360 5.847 7.196 5.888 5.259 5.145 6.769 5.479 8.875 4.034
[3,] 5.231 3.697 6.453 8.009 6.947 5.945 6.048 7.809 6.448 9.944 4.475
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.289 5.353 1.711 4.596 5.511 3.394 4.274 1.525 4.686 3.645 2.189
[2,] 14.664 6.792 2.011 6.060 7.108 4.139 6.467 1.781 6.198 4.416 2.610
[3,] 16.890 7.780 2.234 7.901 8.649 4.654 7.592 2.077 7.589 5.079 2.937
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.220 4.528 4.935 4.330 3.516 3.265 1.398 3.981 1.337 3.527 3.059
[2,] 6.422 6.420 6.302 5.024 4.787 3.935 1.620 4.524 1.527 4.566 4.649
[3,] 7.662 7.557 7.147 5.857 5.527 4.375 1.759 4.931 1.713 5.228 5.464
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.688 1.854 3.392 3.994 4.265 2.325 3.705 3.420 1.847 3.502 3.252
[2,] 3.194 2.228 4.649 4.931 4.924 2.780 5.598 4.117 2.072 4.709 4.322
[3,] 3.465 2.501 5.407 5.438 5.350 3.170 6.795 4.478 2.380 6.771 5.481
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.091 2.018 3.682 1.243 2.852 1.662 2.988 3.351 3.402 3.841 1.849
[2,] 4.310 3.922 4.311 1.393 4.293 1.969 3.564 3.750 4.611 5.688 2.170
[3,] 5.259 4.862 4.787 1.539 5.681 2.218 4.207 4.138 5.210 6.516 2.395
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.820 3.086 3.656 1.460 4.310 4.803 5.404 4.520 5.013 4.402 3.714
[2,] 5.311 3.549 4.943 1.805 5.079 5.432 6.257 5.867 5.831 5.998 5.738
[3,] 6.132 3.990 6.063 2.035 5.659 5.984 6.690 6.571 6.562 6.665 6.668
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.152 3.925 3.010 4.107 2.257 2.090 1.587 2.932 2.802 6.323 5.438
[2,] 1.389 5.395 3.679 5.203 2.630 2.697 1.875 4.265 3.347 7.430 6.694
[3,] 1.522 6.564 4.184 6.476 2.933 3.114 2.060 4.711 3.708 8.087 7.853
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.789 1.742 1.863 2.008 2.815 2.331 2.836 1.573  9.783 5.027
[2,] 2.272 2.437 2.363 2.633 3.360 2.710 3.494 2.082 14.861 6.762
[3,] 2.600 2.753 2.735 3.050 3.949 3.027 3.982 2.423 17.542 7.751
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.153   3.229   8.777   5.772   6.304   1.934   2.483   5.746
[2,] 298.378 198.422 606.631 565.313 564.062 115.929 144.077 373.396
[3,] 278.770 203.157 508.646 546.022 576.193  95.866 144.351 283.713
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.303   5.383   3.516   4.359   3.624   5.841   7.183   5.879
[2,] 446.850 514.473 278.133 378.878 226.143 460.153 567.041 463.849
[3,] 337.822 399.110 209.463 331.219 196.511 348.263 448.339 469.850
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]  [,23]   [,24]
[1,]   5.179   4.746   6.639   5.427   9.431   4.572   11.8   6.797
[2,] 423.209 450.714 548.169 437.113 619.420 231.931 1446.6 533.035
[3,] 353.554 405.285 496.466 433.396 571.767 247.064 1068.5 483.677
       [,25]   [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]  [,33]
[1,]   2.172   5.836   6.998   4.31   5.427   1.937   5.951   4.629   2.78
[2,] 134.758 503.489 572.386 301.92 618.703 117.193 517.221 317.738 181.12
[3,] 123.993 646.347 628.203 271.25 507.130 136.276 558.285 319.855 171.78
       [,34]  [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   6.629   5.75   6.266   5.498   4.465   4.146   1.776   5.055  1.698
[2,] 476.801 580.21 499.628 324.845 414.026 279.950 104.284 274.081 94.078
[3,] 532.821 508.07 429.845 383.820 352.190 243.884  87.343 250.128 98.921
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.479   3.884   3.413   2.355   4.307   5.071   5.416   2.953
[2,] 369.595 446.369 220.127 157.344 405.386 368.637 313.875 194.299
[3,] 324.622 366.074 171.047 144.896 351.945 292.504 266.554 194.084
       [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.704   4.343   2.345   4.447   4.13   3.925   2.562   4.675  1.579
[2,] 535.022 292.223 119.672 401.329 362.96 382.911 428.700 286.036 79.944
[3,] 491.050 224.397 149.321 620.236 429.60 384.137 366.348 265.239 83.510
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.622   2.111   3.794   4.255   4.319   4.877   2.348   4.851
[2,] 409.059 134.685 247.654 214.563 396.872 534.860 144.726 470.403
[3,] 474.248 130.119 284.976 223.016 309.249 405.284 129.205 390.703
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]  [,76]
[1,]   3.919   4.643   1.853   5.473   6.099   6.862   5.74   6.366   5.59
[2,] 223.476 424.090 135.323 342.490 323.591 402.187 476.77 379.819 519.40
[3,] 232.375 447.519 119.895 318.230 320.052 301.567 377.33 383.681 370.49
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   4.716  1.463   4.984   3.822   5.215   2.866   2.654   2.015
[2,] 557.612 98.903 471.973 269.813 407.270 172.205 217.272 127.253
[3,] 433.008 79.317 476.657 253.924 491.528 165.404 198.633 108.921
       [,85]   [,86]  [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   3.723   3.558   8.03   6.905   2.271   2.212   2.365   2.549
[2,] 394.852 233.380 497.29 497.641 178.593 217.175 185.418 217.125
[3,] 255.142 203.574 407.14 523.394 161.075 163.507 175.390 196.309
       [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.575   2.96   3.601   1.997   12.42   6.384
[2,] 233.847 176.21 260.062 173.907 1426.15 576.552
[3,] 264.472 171.89 243.619 157.900 1188.19 483.057
[1] "--- VAR model 2017-10-03 07:31:00  completed"
[1] "Completed training sample:  2017-10-03 07:31:00 - 2017-10-03 15:30:00"
[1] "SpVAR;   training sample:  2017-10-03 08:01:00 - 2017-10-03 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          17.117          4.2199         -19.30         -2.631
           8.289          0.2708          17.35        -49.231
           8.098          6.2880          18.73        -46.775
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -12.30        -0.2874           -2.090            9.381
         -25.30         1.4353            8.491          -13.214
         -10.86        -5.1576           -3.058            7.563
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           10.970            9.382            5.933           -14.90
           -1.838           22.509            9.196           -18.87
            4.702          -10.026            1.456           -17.44
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           10.503         -20.9157          -20.120           -9.947
            8.751          13.8582            7.095          -13.222
            8.860          -0.6708           -6.220          -13.090
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.472            1.419            15.50            3.807
            8.818            2.122            34.83           15.507
            2.840            9.898            30.60            8.007
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.5194           16.496          -57.482           -35.90
          34.9962            1.763           -8.749           -21.40
          19.7964            2.683           41.289            13.02
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.7642           -33.59          -17.189          -21.885
          -7.6217           -20.59          -26.979            4.152
           4.3156            19.45           -3.865           -2.916
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.184           -7.193           -32.50            22.66
          -44.148           -3.235           -24.14            24.27
          -35.079           -4.499           -49.69            21.79
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.695           -20.22           -5.139           -7.611
            2.358           -53.76          -25.976            5.767
            6.823           -27.66          -17.935          -29.784
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -27.040           -7.565           12.140           0.5304
            9.593           17.647            4.754           4.2655
            1.104           -4.600            6.267           0.9431
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.707          -0.2339            6.053            1.832
           12.346           2.4145            0.921           -9.119
            9.575           4.0461          -11.653          -13.939
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -9.007          -0.8177           1.4228           27.550
            3.791           5.2386          -6.7010          -14.024
            5.181          -3.9708           0.1225            6.246
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           33.248           4.1908            6.348            18.62
           -5.806          13.1257           23.186            15.19
           12.571          -0.4728          -11.685            14.68
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.871            4.924            8.639          -0.1507
           -2.249           13.270           -4.244          -3.8377
            7.152           13.699           12.692           9.5822
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.433           15.192           5.0394            1.031
           14.915            9.492           0.4799           -1.292
          -12.475            6.458           4.6006           15.639
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.9826           -4.442           21.435           11.297
          -5.0771            2.431            3.904           10.476
          -7.6847            8.697            2.692            3.447
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.959          -4.5396           6.2430           4.6524
           13.724          -0.2029          18.9027           2.5252
           -2.327          -3.3932          -0.7157           0.7904
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            22.02          -0.7519           26.526           12.251
            14.96           0.5061            9.903           14.402
            30.57           5.9819           -2.940            1.083
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.632           17.266             5.10           17.393
           -3.076           24.203           -16.13            7.469
          -14.348            6.366            11.33           18.544
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          16.0924          -1.3089           19.888           -13.47
          22.8117           0.4540            9.004             1.01
          -0.3592           0.9447           24.558           -11.95
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            29.76           -4.602            7.711            1.348
            20.96            7.043            7.088            8.931
            35.30            4.276            8.614            3.761
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -16.489            2.732           10.213         -8.09263
           -8.288            4.390            9.447        -13.62505
           12.458            5.517           14.088         -0.05878
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3996           13.731           13.899           12.011
          15.8293           -2.583            3.833            8.039
          -0.3391            8.688            2.053            2.377
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            8.827            7.408            8.175            3.478
           -2.532           -8.511           17.284            3.318
            4.077           12.040           13.595            5.102
 rnd_95776.volume rnd_95787.volume
            52.27           -27.19
            36.98           -10.39
           -20.28            21.13
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.825 2.583 6.752 4.278 4.784 1.548 1.867 4.627 4.808 4.097 2.549
[2,] 4.586 3.046 8.231 6.218 6.294 1.819 2.164 5.555 6.053 5.844 3.320
[3,] 5.135 3.410 9.266 7.470 7.705 1.956 2.438 5.985 6.626 6.610 3.706
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.512 2.922 4.836 5.852 4.669 4.019 3.618 5.255 4.275  7.545 3.714
[2,] 4.691 3.334 5.936 7.181 5.846 5.035 5.059 6.896 5.521  9.226 4.209
[3,] 5.319 3.723 6.507 8.010 6.827 5.682 5.949 7.846 6.452 10.290 4.563
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.576 5.147 1.670 4.664 5.389 3.480 4.164 1.534 4.446 3.809 2.198
[2,] 14.190 6.451 1.992 6.013 6.880 4.137 6.478 1.767 6.100 4.715 2.604
[3,] 16.796 7.525 2.212 7.861 8.319 4.642 7.558 2.004 7.333 5.472 2.906
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.051 4.398 4.841 4.268 3.588 3.324 1.385 4.035 1.299 3.574 3.031
[2,] 6.461 6.193 6.328 5.039 4.848 4.027 1.611 4.478 1.494 4.539 4.424
[3,] 7.699 7.437 7.301 5.799 5.671 4.591 1.757 4.838 1.677 5.173 5.303
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.731 1.753 3.341 4.199 4.323 2.242 3.881 3.708 1.856 3.588 3.275
[2,] 3.216 2.134 4.586 5.053 4.979 2.638 5.773 4.384 2.126 4.839 4.372
[3,] 3.490 2.380 5.249 5.650 5.449 3.074 6.869 4.799 2.412 6.778 5.489
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.166 2.016 3.574 1.169 2.758 1.644 2.930 3.280 3.402 3.941 1.943
[2,] 4.358 3.910 4.258 1.347 4.091 1.936 3.594 3.788 4.494 5.724 2.308
[3,] 5.259 4.907 4.790 1.517 5.591 2.170 4.315 4.157 5.078 6.584 2.510
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.636 2.998 3.715 1.496 4.037 4.310 5.249 4.440 4.790 4.326 3.734
[2,] 5.288 3.541 5.026 1.844 4.777 5.120 6.050 5.899 5.786 5.931 5.801
[3,] 6.172 4.029 6.152 2.064 5.436 5.668 6.576 6.654 6.528 6.714 6.758
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.157 3.874 2.892 4.158 2.277 2.169 1.679 3.288 2.832 6.332 5.508
[2,] 1.394 5.386 3.449 5.267 2.592 2.838 1.941 4.631 3.376 7.383 6.639
[3,] 1.552 6.563 3.841 6.579 2.890 3.239 2.103 5.176 3.766 8.045 7.638
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.830 1.703 1.970 1.969 2.906 2.334 3.143 1.580 10.33 5.003
[2,] 2.230 2.416 2.374 2.409 3.436 2.711 3.925 1.916 15.05 6.519
[3,] 2.657 2.689 2.693 2.753 4.010 3.045 4.473 2.231 17.50 7.548
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   4.857   3.28   8.574   5.433   6.075  1.966   2.371   5.875   6.106
[2,] 258.030 164.68 480.206 460.300 417.067 97.361 111.523 313.511 375.121
[3,] 235.839 156.34 434.176 422.301 453.398 73.511 114.532 227.388 275.005
       [,10]   [,11]  [,12]  [,13]   [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   5.202   3.237   4.46   3.71   6.141   7.431   5.928   5.104   4.594
[2,] 425.048 216.948 317.23 163.78 351.047 424.645 358.846 309.346 360.744
[3,] 315.077 168.081 255.74 169.20 271.973 361.888 359.821 268.688 319.302
       [,19]   [,20]   [,21]   [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   6.673   5.428   9.581   4.716   10.89   6.536   2.12   5.923
[2,] 455.406 356.501 541.691 202.184 1153.04 396.615 110.75 387.121
[3,] 381.757 340.502 464.879 179.628  916.67 395.326  98.31 516.510
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   6.843   4.419   5.288  1.948   5.645   4.837   2.791   6.415
[2,] 436.241 228.140 506.136 89.363 426.075 283.507 142.489 410.892
[3,] 477.068 214.837 397.155 96.446 415.098 283.152 131.570 427.032
       [,35]   [,36]  [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.585   6.148   5.42   4.556   4.221  1.759   5.124  1.649   4.539
[2,] 444.716 415.640 273.28 332.534 231.858 83.903 198.020 75.358 285.408
[3,] 420.082 371.557 292.71 300.076 225.038 71.678 186.838 77.654 253.101
       [,44]   [,45]   [,46]   [,47]   [,48]  [,49]   [,50]   [,51]
[1,]   3.849   3.468   2.226   4.243   5.332   5.49   2.848   4.928
[2,] 328.678 173.253 124.141 320.504 286.775 252.08 141.818 435.986
[3,] 298.390 138.388 107.562 260.437 257.842 225.74 160.817 379.642
       [,52]   [,53]   [,54]   [,55]   [,56]  [,57]   [,58]  [,59]   [,60]
[1,]   4.709   2.356   4.557   4.158   4.021   2.56   4.539  1.484   3.502
[2,] 238.450 105.925 331.136 295.483 305.514 341.70 236.024 68.291 308.191
[3,] 199.342 116.155 484.024 338.530 300.215 302.36 223.836 71.059 388.669
       [,61]   [,62]   [,63]  [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   2.087   3.721   4.165   4.32   5.005   2.467   4.618   3.807
[2,] 104.402 212.247 193.305 299.44 423.360 127.099 391.622 192.278
[3,]  99.859 243.530 174.688 241.36 331.850 100.658 324.694 196.056
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   4.718   1.899   5.126   5.473   6.666   5.638   6.083   5.493
[2,] 345.224 110.023 260.630 281.880 306.947 396.106 331.037 413.859
[3,] 361.899  94.518 264.543 248.210 262.831 314.053 308.457 321.126
       [,77]  [,78]  [,79]   [,80]  [,81]   [,82]   [,83]  [,84]   [,85]
[1,]   4.741  1.469   4.92   3.672   5.28   2.891   2.754  2.132   4.176
[2,] 452.851 79.278 381.68 191.704 329.76 126.279 186.590 99.298 332.622
[3,] 353.524 69.728 382.49 172.351 402.14 130.534 159.433 82.580 235.729
       [,86]  [,87]   [,88]   [,89]   [,90]   [,91]   [,92]  [,93]   [,94]
[1,]   3.596   8.04   6.994   2.324   2.163   2.501   2.501   3.69   2.964
[2,] 187.448 387.33 378.100 129.975 174.743 135.127 141.443 187.00 140.630
[3,] 170.225 325.94 385.219 147.302 120.555 129.701 135.938 210.92 141.504
       [,95]   [,96]   [,97]   [,98]
[1,]   3.991   2.007   13.12   6.354
[2,] 239.741 110.571 1115.85 426.191
[3,] 218.915 116.533  911.47 388.115
[1] "--- VAR model 2017-10-03 08:01:00  completed"
[1] "Completed training sample:  2017-10-03 08:01:00 - 2017-10-03 16:00:00"
[1] "SpVAR;   training sample:  2017-10-03 08:31:00 - 2017-10-03 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          11.070           3.305         -3.733         32.000
           1.067          -1.880         -1.576          1.338
           2.412          10.959         -7.266         21.324
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.300         6.7353          3.84330           -8.221
         27.504        -0.7139          8.79119            2.429
          1.889         4.4726         -0.07202          -10.795
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           17.842           -6.618           10.946           -23.60
           -3.189            2.991            6.416           -12.40
            6.112           10.995            7.404           -30.99
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            7.280          -22.664            18.36            21.70
            6.311            8.939             2.00            12.50
           13.591          -10.545            -2.03            16.21
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.048           8.5117           34.941            3.086
          -11.453           0.9321           23.476           28.302
            9.210          -3.3733            1.774            4.497
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.4715           -6.672            6.438            8.311
           4.7797           -4.288          -34.888            2.259
          -2.2277           -9.346          -12.458           -8.836
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -5.8274           -8.909          -11.040           -6.551
           0.6678            2.970           18.089           -2.882
           1.7213           -4.572           -9.155            3.189
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           31.311            7.807            43.49            16.05
            3.401           -6.542            12.06            11.69
           19.485           -1.326            10.73            10.30
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2256            20.78         -8.06216           0.6422
           0.7343            12.31         31.77269          21.2074
           2.9096            -8.66         -0.09733           0.6590
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.002          -12.019           13.893           3.2127
           13.556           -6.863            0.895           4.3814
           -6.690           16.042            6.520          -0.5206
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -10.272           0.3973           -3.006          -16.397
           -3.845          -0.5799           -2.905          -15.228
           -2.013           2.1927            8.893           -7.548
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.231           1.0636          -17.270            1.340
           10.110           3.4237           -5.486            6.720
            5.208          -0.5107           -1.485           -4.632
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.519           -3.445           1.9498            15.82
           -1.433           -7.671           0.4866            13.14
           -9.418           -2.989         -18.4586            15.55
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.014          -8.9382          -3.0620            3.899
            2.534          -6.7890          -6.6766            5.384
           -4.366           0.6472          -0.1206          -12.591
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           13.841           13.482           4.1572            4.107
           -3.991           15.977          -1.2581            8.902
           -1.601            3.079          -0.9611           14.289
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.319           18.725            7.109            2.503
            1.057            7.115           13.765           12.379
           -4.972            4.166           11.610           13.185
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -15.470           -1.418            15.19           11.136
           15.322           -3.607            11.09            4.779
            7.979           -2.363            15.54           11.395
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           28.149            1.360          10.0179            7.418
            1.122            1.138           3.1345           -4.738
           27.047            7.746          -0.6731            2.348
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.097          14.3441            6.607           3.1362
            8.689           0.3490           16.668          15.0195
           10.040          -0.2164           17.109           0.9603
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -11.015           2.3084          -0.4444           -8.457
           11.283          -2.5592           9.0428           -2.489
            3.533          -0.3814          14.2784           -6.511
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.056          -3.5654           -7.339            2.871
            3.101           7.7695            8.024           -4.345
           20.198          -0.2144           -6.654            7.159
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -24.029            4.482          -2.8951            5.891
           -6.851           -7.213         -17.4766          -31.573
            9.744           15.326          -0.9298          -21.859
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.305           1.3988           -1.010           1.5848
            2.278           0.8125            4.832           3.6403
            5.118           7.7908            4.149           0.8773
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -12.537           -1.673            1.736           5.3141
           15.606            1.745           14.137          -0.3445
            9.687           -3.878            8.526          -1.1907
 rnd_95776.volume rnd_95787.volume
         -39.7568           -1.009
          -5.0740           -8.361
          -0.4548           -3.644
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.443 2.668 6.825 4.214 4.854 1.619 1.870 4.738 4.887 3.996 2.626
[2,] 4.373 3.107 8.424 5.824 6.285 1.937 2.141 5.681 5.990 5.921 3.349
[3,] 4.986 3.546 9.309 7.294 7.632 2.111 2.357 6.139 6.601 6.509 3.700
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.394 2.903 5.056 5.851 4.506 4.055 3.403 5.116 4.216  8.155 3.499
[2,] 4.689 3.358 6.006 7.125 5.801 5.133 4.926 6.841 5.596  9.687 4.046
[3,] 5.307 3.823 6.561 8.004 6.760 5.731 5.810 7.854 6.556 10.757 4.456
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.942 4.845 1.707 4.324 4.712 3.427 4.152 1.554 4.665 3.848 2.231
[2,] 14.241 6.522 2.048 6.128 6.603 4.054 6.104 1.774 6.031 4.882 2.622
[3,] 17.201 7.633 2.273 7.929 8.089 4.522 7.481 2.044 7.291 5.561 2.959
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.840 4.394 4.823 4.542 3.719 3.460 1.380 4.077 1.288 3.614 3.118
[2,] 6.335 6.096 6.128 5.318 5.083 4.208 1.621 4.663 1.476 4.479 4.473
[3,] 7.483 7.412 7.122 5.985 5.935 4.771 1.740 5.062 1.666 5.194 5.228
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.712 1.758 3.433 4.195 4.186 2.336 3.993 3.834 1.854 3.742 3.186
[2,] 3.250 2.107 4.737 5.206 4.848 2.667 5.900 4.509 2.114 5.152 4.403
[3,] 3.556 2.347 5.462 5.747 5.309 3.145 6.969 5.026 2.433 7.087 5.523
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.134 2.037 3.717 1.251 2.976 1.649 3.053 3.269 3.581 3.949 2.038
[2,] 4.412 3.935 4.367 1.432 4.283 1.950 3.726 3.802 4.692 5.752 2.359
[3,] 5.434 5.053 4.862 1.573 5.632 2.173 4.446 4.193 5.376 6.587 2.584
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.756 3.118 3.996 1.523 4.061 3.996 5.105 4.283 4.872 4.472 3.709
[2,] 5.421 3.706 5.329 1.884 4.763 5.060 6.092 5.915 5.986 5.988 5.611
[3,] 6.359 4.130 6.445 2.100 5.306 5.607 6.688 6.719 6.616 6.678 6.582
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.211 3.812 2.900 4.250 2.297 2.275 1.693 3.674 2.987 6.026 5.625
[2,] 1.447 5.357 3.373 5.267 2.620 2.912 2.009 5.132 3.525 7.037 6.717
[3,] 1.598 6.423 3.703 6.502 3.004 3.328 2.168 5.818 3.928 7.690 7.616
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.850 1.663 2.293 2.235 2.765 2.348 3.271 1.719 10.12 4.943
[2,] 2.303 2.531 2.617 2.580 3.306 2.768 4.074 2.085 14.73 6.691
[3,] 2.681 2.774 2.906 2.911 3.992 3.083 4.743 2.338 17.84 7.771
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]   4.372   3.388   8.666   5.351   6.164  2.056  2.374   6.017   6.206
[2,] 206.223 121.822 377.816 307.582 305.402 81.334 79.762 239.728 264.934
[3,] 183.216 130.712 303.079 335.917 331.213 64.248 75.442 178.166 212.295
       [,10]   [,11]  [,12]   [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   5.075   3.335   4.31   3.686   6.42   7.43   5.722   5.149   4.322
[2,] 334.152 159.027 247.52 129.174 247.98 311.12 279.497 240.716 272.446
[3,] 206.996 120.388 190.16 139.831 202.20 278.99 265.586 195.109 235.636
       [,19]   [,20]  [,21]   [,22]  [,23]   [,24]  [,25]   [,26]   [,27]
[1,]   6.497   5.353  10.36   4.444  11.36   6.152  2.167   5.491   5.983
[2,] 347.392 281.505 400.01 155.304 847.83 334.042 86.543 332.138 353.863
[3,] 295.114 261.278 357.73 143.022 738.03 303.307 75.591 384.977 357.489
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.352   5.272  1.973   5.923   4.886   2.833   6.146   5.579
[2,] 165.725 342.322 65.490 292.413 229.847 105.381 312.683 323.267
[3,] 153.238 330.868 77.634 313.416 203.712 104.909 304.673 322.518
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]  [,44]
[1,]   6.125   5.767   4.722   4.393  1.752   5.177  1.635   4.589   3.96
[2,] 289.139 211.671 265.033 183.296 65.055 173.083 55.182 202.470 245.35
[3,] 277.689 210.145 234.480 171.942 48.485 150.838 59.053 201.170 206.94
       [,45]  [,46]  [,47]   [,48]   [,49]   [,50]  [,51]   [,52]  [,53]
[1,]   3.444  2.233   4.36   5.327   5.316   2.967   5.07   4.869  2.355
[2,] 136.987 88.856 249.65 235.780 187.054  98.369 332.26 181.448 77.656
[3,] 110.397 79.110 208.10 186.267 165.517 127.573 283.74 169.904 92.203
       [,54]   [,55]  [,56]   [,57]  [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.752   4.045   3.98   2.587   4.72  1.589   3.779  2.094   3.877
[2,] 270.914 232.505 237.47 257.475 175.42 53.310 235.616 79.567 163.342
[3,] 372.199 255.086 242.78 242.521 163.43 49.820 279.812 73.405 185.556
       [,63]   [,64]   [,65]  [,66]  [,67]   [,68]   [,69]  [,70]   [,71]
[1,]   4.151   4.548   5.014  2.588   4.77   3.959   5.074  1.934   5.156
[2,] 148.581 231.873 319.944 90.922 299.05 153.332 269.662 84.890 190.452
[3,] 135.242 200.850 245.641 80.574 254.23 139.371 277.318 70.888 178.933
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]  [,79]   [,80]
[1,]   5.074   6.483   5.438   6.187   5.679   4.709  1.537   4.84   3.683
[2,] 237.442 254.277 312.044 265.990 304.592 322.139 60.660 287.99 131.817
[3,] 184.785 211.283 243.933 215.622 226.276 263.138 51.883 270.99 116.896
       [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   5.397   2.917   2.889  2.149   4.665   3.793   7.652   7.143
[2,] 238.019  96.394 139.069 82.807 274.091 143.114 277.993 280.863
[3,] 291.599 112.438 123.196 62.376 209.774 132.583 237.280 274.660
       [,89]   [,90]  [,91]   [,92]   [,93]   [,94]   [,95]  [,96]  [,97]
[1,]   2.349   2.112  2.912   2.839   3.511   2.981   4.154  2.183  12.85
[2,] 104.877 145.978 96.521  98.508 138.690 112.102 185.777 90.308 818.30
[3,] 105.124  86.848 96.577 103.140 171.135 103.886 185.849 80.817 770.29
       [,98]
[1,]   6.277
[2,] 344.979
[3,] 302.391
[1] "--- VAR model 2017-10-03 08:31:00  completed"
[1] "Completed training sample:  2017-10-03 08:31:00 - 2017-10-03 16:30:00"
[1] "SpVAR;   training sample:  2017-10-03 09:01:00 - 2017-10-03 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -11.621          -6.255        -17.077          8.848
           3.210           9.222         -1.515        -15.138
          -6.747          19.037        -22.137        -16.140
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.651          9.481           16.932            3.266
        -16.696         -1.387            3.292           10.083
        -18.971          6.986           -1.033            8.513
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.863           19.506           0.1475          -16.124
            2.997            1.279           0.3425           -5.758
           30.991           13.783           3.7680          -21.166
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           26.279          -16.898            23.98           -3.307
            6.198           -3.672            48.56            6.524
            9.850          -12.654            10.11            5.767
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.724           -7.841            2.448            7.660
            9.458           -2.088            3.310            5.201
            7.246           13.684           23.320            3.665
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -39.547           -4.005           -10.98          -25.104
           -5.149            3.908           -52.13           -5.181
          -13.069            2.490           -33.66          -25.896
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -3.1415          -46.308           -24.26           14.975
          -3.7834           -2.089           -13.58            5.107
          -0.5755          -31.305           -14.99            4.201
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.465           -7.744           -5.307            24.94
          -17.051           -4.546          -15.996            20.63
           -6.427           -2.762           -7.044            30.07
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.466           -29.59          -12.668           -11.35
            1.298             4.36           -8.406           -19.67
           -1.066           -12.07           -6.189           -12.96
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.755          -14.210          -14.671            1.217
            6.586           -1.660           -8.636            2.490
           -3.206           -2.634            6.376            1.403
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            12.73            7.378           9.6621           -15.56
            16.88            5.852          -0.4015           -22.45
            14.40            6.777          -6.6960           -13.84
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -7.735            8.283           -18.58            3.877
            5.390            3.980           -28.84           17.875
            3.477            3.882           -13.54            1.763
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.721          -0.8982          -31.013          -0.5288
          -10.578          -0.9761           -1.143           7.5712
           -5.760           2.4921          -40.451          19.0368
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.761           0.3317            3.043            3.518
           -3.930         -38.1780          -36.634           -8.260
           -1.796         -12.4889           -8.264          -19.956
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.665         -16.4448          -1.3320          6.23041
            2.218          -1.9808           2.0436         10.98202
          -39.118          -0.1619           0.3608         -0.08847
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           3.6242           -1.698           -3.562           1.3850
           0.6605            2.103            1.666          20.3749
          -3.6762            0.496           -5.464           0.9967
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.332          -12.643           17.971         -14.1774
            3.392           -1.187            6.537          -5.0882
           12.428           -0.275           17.246          -0.5894
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           17.830          -0.6787          -10.086          -15.554
            2.378           7.7081           -3.840            8.139
           19.872           9.1160           -1.329          -11.066
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.958           -7.205            15.54            4.745
            3.339           -9.419            21.89          -11.897
           17.901           -4.738            29.54            2.663
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.578           0.8136           14.605           -4.935
          -19.875           0.4087            5.541          -17.682
            4.958          -5.4331            1.251          -17.261
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           25.268            1.715           -3.744            8.444
           14.558            8.197           -2.791            4.240
           -6.318            4.636           -1.227            4.496
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -20.3459          -10.458          -14.508         -18.0942
           0.5137            6.709            2.758           0.9321
           2.6147           17.583           22.760         -15.8827
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.635            1.187          -3.9690          -6.9857
            2.197           -8.425          -0.8725           0.8597
           -1.642            2.344          -0.5780          -2.9592
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           16.104           -4.800           5.0864            4.258
           14.650            5.114          -0.4087            2.189
            2.371            5.878          10.5378           -1.584
 rnd_95776.volume rnd_95787.volume
           -15.76          -28.591
           -42.81           -5.519
           -25.56          -29.035
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.831 2.716 6.565 3.906 4.758 1.906 1.767 4.890 4.764 3.792 2.759
[2,] 4.752 3.198 8.228 5.632 6.397 2.289 2.112 5.731 6.004 5.836 3.488
[3,] 5.315 3.597 9.115 7.075 7.664 2.430 2.349 6.246 6.589 6.432 3.867
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.281 3.002 5.057 6.259 4.461 4.145 3.578 5.126 4.196  8.624 3.724
[2,] 4.487 3.422 6.112 7.462 5.811 5.200 5.144 6.772 5.495 10.253 4.131
[3,] 5.095 3.982 6.721 8.340 6.698 5.801 6.009 7.733 6.524 11.450 4.640
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.183 4.755 1.690 3.882 4.208 3.531 4.113 1.573 4.382 3.835 2.206
[2,] 13.558 6.561 2.031 6.048 6.399 4.033 6.076 1.841 5.889 4.942 2.626
[3,] 16.480 7.699 2.237 7.698 8.121 4.500 7.384 2.061 7.283 5.581 2.977
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.565 4.466 4.840 4.270 4.079 3.568 1.373 3.723 1.283 3.527 3.160
[2,] 5.994 6.228 6.044 5.108 5.288 4.341 1.583 4.452 1.488 4.363 4.444
[3,] 7.345 7.511 6.966 5.783 6.148 4.866 1.712 4.971 1.659 5.116 5.082
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.677 1.723 3.156 4.144 4.269 2.291 4.061 3.801 1.806 3.721 3.244
[2,] 3.212 2.036 4.573 5.048 4.955 2.666 5.913 4.520 2.088 5.204 4.556
[3,] 3.556 2.261 5.375 5.642 5.479 3.127 7.039 5.038 2.336 7.111 5.721
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.078 2.071 3.703 1.257 2.907 1.592 2.876 3.305 3.643 4.020 2.064
[2,] 4.505 3.970 4.349 1.417 4.263 1.884 3.610 3.842 4.617 5.697 2.437
[3,] 5.520 5.227 4.853 1.550 5.671 2.130 4.446 4.171 5.464 6.563 2.653
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.776 3.044 3.946 1.625 4.155 4.183 5.161 4.532 4.981 4.317 3.758
[2,] 5.409 3.690 5.409 1.941 4.938 5.215 6.010 6.018 6.003 6.106 5.448
[3,] 6.163 4.091 6.438 2.164 5.356 5.817 6.629 6.808 6.710 6.861 6.575
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.205 3.978 2.648 4.649 2.196 2.324 1.817 3.947 3.057 5.805 5.709
[2,] 1.483 5.507 3.100 5.782 2.538 2.975 2.100 5.209 3.594 6.919 6.596
[3,] 1.637 6.594 3.444 6.817 2.904 3.352 2.238 6.024 4.006 7.582 7.435
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.748 1.709 2.400 2.417 3.024 2.299 3.566 1.630  9.659 4.818
[2,] 2.272 2.684 2.837 2.773 3.673 2.744 4.425 2.008 14.319 6.668
[3,] 2.827 2.941 3.163 3.109 4.200 3.064 5.036 2.290 17.236 7.825
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]   [,6]   [,7]   [,8]    [,9]
[1,]   4.865   3.448   8.337   4.96   6.042  2.421  2.244   6.21   6.049
[2,] 212.279 127.560 374.520 306.34 322.829 95.646 87.317 225.75 275.963
[3,] 179.698 124.380 296.096 323.38 318.747 61.719 77.604 187.41 204.943
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.815   3.503   4.166   3.812   6.421   7.948   5.665   5.263
[2,] 334.942 161.226 231.145 124.122 259.263 306.746 281.099 237.067
[3,] 204.110 126.024 182.204 153.704 211.151 281.338 251.632 194.346
       [,18]   [,19]   [,20]  [,21]   [,22]  [,23]   [,24]  [,25]  [,26]
[1,]   4.543   6.509   5.329  10.95   4.729  11.66   6.038  2.146   4.93
[2,] 279.028 334.160 267.916 418.77 135.137 753.10 341.325 84.984 350.08
[3,] 234.531 281.926 265.542 384.89 159.455 707.48 304.215 70.988 359.59
       [,27]   [,28]   [,29]  [,30]   [,31]  [,32]   [,33]   [,34]   [,35]
[1,]   5.343   4.484   5.223  1.997   5.564   4.87   2.802   5.797   5.671
[2,] 363.959 147.171 337.631 72.314 297.062 235.36 107.465 293.331 327.725
[3,] 377.565 150.740 316.904 69.895 323.628 195.74 105.911 320.468 317.053
       [,36]   [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   6.146   5.422   5.18   4.531  1.743   4.728  1.629   4.479   4.013
[2,] 273.276 211.740 254.05 186.734 59.532 184.301 56.966 193.888 235.860
[3,] 261.604 204.667 236.80 166.069 49.161 167.015 55.407 201.753 186.232
     [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.4  2.189   4.007   5.262   5.422   2.909   5.157   4.827  2.293
[2,] 134.0 81.904 249.910 217.627 189.948 102.945 324.550 184.670 79.110
[3,] 115.3 74.143 213.273 190.309 176.574 123.353 288.310 167.946 79.096
       [,54]   [,55]   [,56]  [,57]   [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.724   4.119   3.909   2.63   4.702  1.596   3.692  2.022   3.652
[2,] 274.742 241.540 248.323 255.68 172.214 49.458 235.391 76.021 164.713
[3,] 365.923 261.260 240.822 256.77 162.723 47.403 282.318 75.121 196.017
       [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]
[1,]   4.197   4.625   5.105  2.622   4.795   3.866   5.011  2.064   5.276
[2,] 147.845 214.177 304.756 97.814 292.410 157.470 279.341 80.118 201.448
[3,] 122.685 220.624 246.044 79.144 222.977 133.353 263.550 72.216 156.853
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77] [,78]   [,79]   [,80]
[1,]   5.311   6.553   5.755   6.325   5.482   4.772  1.53   5.052   3.363
[2,] 235.211 232.541 298.973 253.012 325.978 297.854 65.27 287.522 121.633
[3,] 194.631 211.338 240.355 226.453 236.404 277.901 52.40 273.846 113.353
       [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]  [,88]   [,89]
[1,]   5.903   2.788   2.951  2.308   5.012   3.882   7.372   7.25   2.219
[2,] 259.546  96.147 140.180 79.430 256.657 142.717 284.338 249.50 109.670
[3,] 272.705 106.621 116.759 58.541 228.529 133.694 234.184 259.02 126.980
       [,90]   [,91]  [,92]   [,93]  [,94]   [,95] [,96]  [,97]   [,98]
[1,]   2.171   3.048   3.07   3.839   2.92   4.528  2.07  12.27   6.118
[2,] 156.231 114.143 102.59 157.406 113.14 197.907 88.56 798.11 348.059
[3,]  90.848 105.763 106.19 153.864 102.89 181.504 83.07 724.46 309.219
[1] "--- VAR model 2017-10-03 09:01:00  completed"
[1] "Completed training sample:  2017-10-03 09:01:00 - 2017-10-03 17:00:00"
[1] "SpVAR;   training sample:  2017-10-03 09:31:00 - 2017-10-03 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.278          11.136        -14.204        -13.502
           7.982          10.012        -26.435        -20.074
          12.225           4.052         -7.918          3.608
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.044          4.905            4.681            6.213
        -13.184         -1.589            7.139            7.276
        -12.076          4.665            3.807          -11.452
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           26.014           32.050            8.915          -9.1889
            8.122           13.864           13.520           0.1358
            2.063            4.077            2.393         -16.6733
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.301          -12.230           -6.574            8.022
           11.689            7.704           14.257           11.482
            9.524           -4.728            9.647            5.127
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          16.4424           -5.838            2.858            8.193
           0.1034            5.114           28.512           18.378
          21.1449           -4.284           -7.964            2.559
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -32.303           0.8039           -5.896          -11.350
          -15.748          -5.4139          -33.603           -8.639
            2.929           0.8406          -49.594           -4.100
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.539          -13.213          -19.895          -5.9068
            3.417           -3.644            4.788           4.2143
           -4.358           -3.757          -13.955           0.6819
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -12.440           7.0514          -5.5154            8.242
          -18.744          -4.5626         -21.0671           -2.030
            2.571           0.7138          -0.3849            2.603
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.260            23.26            6.856            25.17
           -3.428           -27.53           -7.249           -10.00
            1.124           -23.04          -12.056           -17.50
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.221           -3.374           0.3335          -1.9209
          -12.632          -14.248           2.8832           0.8232
          -18.657          -18.276           2.1345          -0.8782
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -12.237           3.5628           12.109           -8.228
           -6.705           0.2811            4.487           -6.610
           -1.549          -2.8307          -17.618          -10.272
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.127           -2.679          -15.237           12.391
            6.392           -1.084            4.126           -4.115
           10.287            1.781           -4.190           -8.206
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -7.002          -0.1727          0.04845             6.95
           -2.692          -0.7084        -12.51541            11.61
            4.895           1.8919          9.81326            16.58
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -7.986           -4.559         -0.01568           10.493
           -2.827            5.278         -0.08127           -2.142
            1.762           -7.575        -10.45726           -4.644
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           12.547            1.316           0.3976            8.778
            1.411            6.429          -1.7802            5.694
           -5.177            1.163           0.1132           10.931
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.358           16.397           -1.606            5.034
           -4.890            9.120            6.530           18.940
           -2.922            7.744           -5.984           17.712
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.387          -1.3428            9.161            2.018
           19.863           1.1301            3.422            1.298
           15.525           0.1124           26.080            1.919
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.432            5.874           7.0629            8.665
           -3.686            4.662           0.1551            3.643
           20.856           -3.643           6.1822           11.782
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           1.6227           -8.683            20.39           -3.806
           4.4374            6.853            23.85           23.091
           0.5673           12.984            18.46           18.383
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.708          -0.1875           16.962           -12.97
           -5.099          -1.5223            1.261           -13.96
           19.862          -4.8831           10.115           -14.59
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           28.488            4.060           -7.293          -4.9880
           -2.429            1.779           -1.072           1.9473
           -8.408           -6.538            2.204           0.6517
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -20.40           10.055           -4.075           -21.92
           -12.35            9.585           -5.354           -17.61
           -22.81            5.554           16.873           -27.61
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.450           -4.322          3.26242            6.501
           -1.299            7.335         -0.08461           -6.650
            2.928           -4.037          3.23824            3.426
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.080         -8.87564            19.59          -0.6592
           -5.707          3.35557            16.09           3.2221
           -2.280          0.09261            20.29          -0.7732
 rnd_95776.volume rnd_95787.volume
          -48.143          -10.256
           12.590           -6.968
           -3.376           -6.082
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.845 2.744 6.737 3.071 4.389 1.954 1.744 5.144 4.831 3.677 2.731
[2,] 4.742 3.238 8.510 4.805 5.935 2.329 2.083 5.833 5.905 6.009 3.579
[3,] 5.328 3.609 9.472 6.593 7.036 2.535 2.311 6.311 6.539 6.574 3.975
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.094 2.951 4.974 6.443 4.420 3.958 3.816 5.454 4.316  8.762 3.904
[2,] 4.434 3.479 5.936 7.692 5.693 5.132 5.122 6.786 5.585 10.496 4.327
[3,] 5.134 4.004 6.689 8.489 6.617 5.790 6.104 7.839 6.709 11.632 4.828
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.578 4.759 1.749 3.776 4.253 3.365 3.522 1.657 4.143 3.938 2.110
[2,] 14.185 6.570 2.131 6.226 6.514 3.890 5.215 1.956 5.483 4.943 2.567
[3,] 17.059 7.815 2.335 8.036 8.247 4.437 6.915 2.191 6.952 5.743 2.848
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.495 4.037 4.189 4.248 4.124 3.950 1.289 3.870 1.269 3.282 2.808
[2,] 5.547 5.776 5.685 5.102 5.156 4.697 1.557 4.651 1.490 3.961 3.981
[3,] 6.875 6.805 6.556 5.662 6.087 5.292 1.690 5.144 1.653 4.884 4.588
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.707 1.790 3.164 4.131 4.112 2.364 4.167 4.150 1.868 3.739 3.256
[2,] 3.258 2.050 4.566 5.167 4.953 2.703 5.948 4.846 2.198 5.385 4.583
[3,] 3.581 2.288 5.250 5.791 5.493 3.131 7.152 5.342 2.476 7.305 5.768
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.148 2.036 3.672 1.246 3.070 1.654 2.999 3.272 3.845 4.004 2.136
[2,] 4.587 4.054 4.344 1.426 4.433 1.941 3.875 3.778 4.906 5.760 2.530
[3,] 5.596 5.309 4.842 1.569 5.716 2.175 4.565 4.142 5.784 6.683 2.745
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.943 3.014 3.883 1.671 4.060 4.295 5.125 4.578 5.251 4.293 3.545
[2,] 5.347 3.606 5.427 1.956 4.906 5.280 6.066 6.004 6.300 6.223 5.263
[3,] 6.173 4.090 6.441 2.200 5.308 5.823 6.733 6.762 6.930 6.960 6.348
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.166 3.940 2.735 4.593 2.154 2.359 1.826 4.010 3.046 6.264 6.083
[2,] 1.483 5.406 3.266 5.726 2.521 2.914 2.101 5.173 3.638 7.164 7.213
[3,] 1.644 6.614 3.565 6.788 2.910 3.345 2.302 5.983 4.056 7.881 8.006
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.851 1.766 2.409 2.520 2.993 2.323 3.523 1.816  9.881 4.751
[2,] 2.456 2.606 2.826 2.804 3.628 2.686 4.314 2.215 15.221 6.607
[3,] 3.015 2.882 3.136 3.116 4.189 2.996 4.975 2.507 18.238 7.943
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]   [,7]    [,8]    [,9]
[1,]   4.882   3.485   8.555   3.899   5.573  2.482  2.215   6.532   6.135
[2,] 197.536 122.373 370.070 263.079 284.424 90.164 81.100 195.899 241.623
[3,] 172.947 113.480 296.163 321.318 269.022 71.330 71.235 171.569 200.021
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.669   3.468   3.929   3.748   6.317   8.182   5.613   5.026
[2,] 338.261 164.600 226.058 131.143 230.621 299.026 255.442 232.557
[3,] 189.855 123.274 184.226 141.042 219.548 255.667 239.990 190.786
       [,18]   [,19]  [,20]  [,21]   [,22]  [,23]   [,24]  [,25]   [,26]
[1,]   4.846   6.926   5.48  11.13   4.957  12.16   6.043  2.221   4.795
[2,] 243.236 287.381 252.28 411.30 132.977 744.74 322.408 86.633 352.357
[3,] 236.276 279.368 264.69 357.05 152.438 674.51 301.236 67.977 361.549
     [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   5.4   4.273   4.472  2.104   5.261   5.001   2.68   5.708   5.126
[2,] 351.2 139.031 273.760 73.924 255.602 212.572 104.06 231.368 294.017
[3,] 360.1 151.893 323.225 70.391 304.304 208.260  87.76 289.144 256.111
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.319   5.395   5.237   5.016  1.637   4.914  1.611   4.168   3.565
[2,] 273.594 201.096 220.277 180.893 62.111 183.701 55.587 157.791 200.852
[3,] 232.483 174.856 230.311 173.613 46.827 156.447 50.992 203.410 162.358
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]  [,52]  [,53]
[1,]   3.437  2.273   4.017   5.246   5.222   3.002   5.292   5.27  2.372
[2,] 129.089 71.048 234.356 220.930 196.446  93.286 302.099 178.19 82.485
[3,] 105.777 72.336 184.374 186.094 169.203 112.479 282.740 160.01 81.207
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.748   4.135   3.998   2.586   4.663  1.583   3.899  2.101   3.808
[2,] 275.862 229.512 237.465 249.504 165.281 49.319 227.600 72.261 174.735
[3,] 351.320 249.306 228.154 243.979 152.214 46.669 256.886 69.939 171.813
       [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]
[1,]   4.154   4.883   5.085  2.712   5.007   3.827   4.931  2.122   5.156
[2,] 134.459 216.894 294.674 96.482 257.120 140.958 269.795 72.365 196.053
[3,] 120.943 218.046 241.290 75.867 219.590 137.353 246.954 71.750 144.235
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   5.455   6.508   5.813   6.668   5.451   4.502  1.481   5.003
[2,] 218.550 231.095 276.488 247.824 320.678 276.829 65.209 263.515
[3,] 174.883 207.976 221.510 205.593 221.955 252.628 50.528 271.190
       [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   3.473   5.832   2.736   2.996  2.319   5.091   3.868   7.955
[2,] 127.105 243.385  93.165 121.704 73.920 232.667 141.602 247.376
[3,] 101.739 259.541 103.434 116.947 66.931 214.008 127.716 233.937
       [,88]   [,89]   [,90]  [,91] [,92]   [,93] [,94]   [,95]  [,96]
[1,]   7.724   2.351   2.243   3.06  3.20   3.801  2.95   4.473  2.306
[2,] 275.928 114.912 136.399 105.13 87.60 145.879 96.01 177.242 90.242
[3,] 247.378 124.512  87.562  96.81 96.64 149.137 94.47 176.423 83.596
      [,97]   [,98]
[1,]  12.55   6.033
[2,] 823.99 326.780
[3,] 715.31 313.861
[1] "--- VAR model 2017-10-03 09:31:00  completed"
[1] "Completed training sample:  2017-10-03 09:31:00 - 2017-10-03 17:30:00"
[1] "SpVAR;   training sample:  2017-10-03 10:01:00 - 2017-10-03 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
            4.50          0.1258         -4.991         11.785
           -5.84         -3.6468          1.542          7.589
            1.18          0.1531         -5.713        -13.658
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          6.883          9.256           0.1189           18.359
         10.885          6.726           1.7062            3.282
          8.287          8.254          -1.4471           -0.384
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            20.31          0.09602            6.115          -19.654
            10.40         15.45053           10.228           -8.426
           -11.61          4.04343            8.152           -8.319
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3386          -16.758           -36.62            3.492
           7.3465           -1.392           -22.40            1.000
          14.3291           13.700            18.71            6.430
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.554            1.261           15.180            7.579
           -3.146            5.744            9.338            2.961
           -5.510           -3.507            9.851           12.351
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           21.249            9.464          -33.297           23.650
            4.713           -2.784          -18.166           -8.507
           -4.882            4.695           -7.166           -6.512
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.004           -4.650           15.519           0.3947
           -5.517           -7.596            5.788           4.4709
           -1.347           -2.784           -8.930           4.3213
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           19.877            2.026            2.272           -17.04
            6.038           -1.016           13.021            -9.46
          -16.515            3.471           -7.552           -21.19
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.352         -2.14846            2.237           -1.181
            4.953         16.28313           10.581           12.191
            2.966          0.09409            9.108           10.086
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           16.785           23.347            5.750            1.429
           15.688            6.240           12.049            4.158
            4.872           -4.304            7.114            1.267
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2906           0.1817            4.706            1.152
          15.2262           0.2751           12.282           -7.762
          17.3341           1.2261            1.863          -10.766
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.439           -1.816           -2.292            9.158
           -2.923            1.603            1.361            4.331
            4.884            1.937          -11.674            6.611
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -10.7358           -4.505          11.3006           -7.600
           2.0160           -1.530          -0.3269            1.134
           0.9074            6.536          12.8874            4.768
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.04656           14.212            5.312            4.568
         -4.05385           -1.151            3.101           11.453
         -1.68823            6.460            2.222            7.628
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.597           -1.577          -1.3171           12.435
           11.240           -6.266           5.0635            8.542
           10.791           10.050          -0.1134            6.488
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.785            5.910            8.566           14.107
           -3.914           -1.498            6.696            9.639
            1.179            7.599            4.726           10.988
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.4208           0.4942            13.49            1.249
          16.0499           1.9508            18.93           12.481
           5.8021          -1.6249            19.94            7.882
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            10.48           0.7339            7.784           -3.547
            25.34          -0.2607           -2.113           -1.046
            22.96           6.3696            3.813            1.503
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.826           0.5250            27.17            9.119
           -3.288          -3.9894            21.61           11.469
            5.285          -0.5876            12.00           -7.329
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -13.53           -3.641            10.61           -3.075
            24.05           -1.946            24.66           -5.124
            12.62           -3.791            26.06           -5.632
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -15.343          -7.7725           -2.661          -0.3651
            5.013          -1.6868           -3.916          -4.2943
           31.943          -0.5009            4.380           2.2147
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.114          -1.3513            8.664          -29.700
            3.481          -1.0178           -6.035          -14.528
           14.222           0.1275           -2.482           -9.127
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.888           -2.187           -1.565           -8.114
           -4.902           -5.666           -5.515           -1.105
           -5.969           -5.239           -3.090           -3.157
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.608          -0.1887            34.67           -3.031
            5.615          -2.8985            22.52           -9.603
            4.000           0.2051            29.18           -2.495
 rnd_95776.volume rnd_95787.volume
           -31.63           12.695
            29.17           -8.711
            13.40           -8.405
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.890 2.973 6.906 2.753 3.905 2.013 1.784 4.618 4.752 3.733 2.695
[2,] 4.729 3.454 8.628 4.708 5.680 2.471 2.104 5.385 5.686 5.915 3.511
[3,] 5.168 3.839 9.618 6.352 6.809 2.706 2.325 5.958 6.436 6.464 3.948
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.958 2.976 5.092 6.496 4.609 3.946 4.024 5.433 4.305  9.141 3.713
[2,] 4.388 3.490 6.133 7.733 5.947 5.078 5.409 6.618 5.609 10.779 4.192
[3,] 4.951 4.046 6.956 8.628 6.826 5.858 6.103 7.649 6.612 12.196 4.649
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.461 4.810 1.780 3.963 4.184 3.558 3.349 1.697 3.631 4.078 2.087
[2,] 14.913 6.781 2.212 6.304 6.431 4.094 5.245 2.012 5.415 5.084 2.548
[3,] 17.651 8.215 2.433 8.252 8.417 4.630 6.757 2.248 6.750 5.880 2.821
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.281 3.735 4.358 4.143 4.135 3.968 1.320 3.836 1.253 3.273 2.856
[2,] 5.341 5.733 5.752 5.001 5.129 4.708 1.543 4.707 1.467 4.064 4.005
[3,] 6.836 6.762 6.638 5.525 6.099 5.255 1.695 5.303 1.610 4.870 4.675
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.580 1.771 3.276 4.297 4.107 2.280 4.449 4.375 1.913 3.764 3.385
[2,] 3.129 2.038 4.760 5.358 4.976 2.730 6.254 5.091 2.202 5.658 4.904
[3,] 3.464 2.290 5.447 5.979 5.520 3.194 7.415 5.574 2.500 7.528 6.080
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.224 2.115 3.915 1.255 3.239 1.651 3.232 3.260 4.189 4.382 2.194
[2,] 4.602 4.216 4.572 1.451 4.605 1.938 4.069 3.804 5.358 6.219 2.608
[3,] 5.838 5.562 4.927 1.619 5.908 2.184 4.710 4.194 6.034 6.972 2.825
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.647 3.249 3.826 1.685 4.262 4.345 5.213 4.738 5.045 4.180 3.516
[2,] 5.271 3.803 5.533 1.968 4.961 5.318 6.244 6.204 6.026 6.223 5.482
[3,] 6.320 4.276 6.611 2.218 5.360 5.764 6.970 6.890 6.735 6.943 6.569
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.092 3.873 2.702 4.636 1.998 2.405 1.850 4.185 3.216 6.218 5.846
[2,] 1.426 5.299 3.240 5.757 2.406 2.975 2.095 5.300 3.805 7.095 7.202
[3,] 1.602 6.548 3.533 6.856 2.751 3.368 2.286 5.976 4.239 7.773 8.082
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.861 1.798 2.331 2.596 3.036 2.400 3.442 1.732 10.03 4.894
[2,] 2.485 2.728 2.913 3.009 3.656 2.763 4.228 2.097 15.75 6.921
[3,] 3.103 3.085 3.317 3.303 4.241 3.028 4.883 2.320 18.55 8.461
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   4.94   3.776   8.769   3.496   4.959   2.557  2.265   5.864   6.034
[2,] 191.66 125.375 368.808 272.306 294.106 102.183 79.592 197.505 222.715
[3,] 148.74 119.518 303.108 304.010 267.716  78.718 70.510 181.890 215.011
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.741   3.422   3.756   3.779   6.466   8.249   5.852   5.011
[2,] 327.141 160.497 231.135 130.013 243.761 299.178 268.010 227.870
[3,] 185.968 128.684 163.515 145.918 234.084 272.972 238.950 208.310
       [,18]   [,19]   [,20]  [,21]   [,22]  [,23]   [,24] [,25]   [,26]
[1,]   5.109   6.899   5.467  11.61   4.714  12.01   6.107  2.26   5.033
[2,] 257.776 269.445 256.351 407.35 138.901 821.93 340.822 93.70 349.558
[3,] 201.591 273.575 249.601 406.88 143.310 673.31 330.726 72.26 379.719
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   5.314   4.518   4.253  2.154   4.611   5.179   2.65   5.437   4.742
[2,] 348.184 144.385 287.785 77.080 286.395 216.461 104.27 227.666 310.170
[3,] 387.231 154.309 303.747 71.626 287.400 210.732  86.30 304.299 255.717
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.535   5.261   5.251   5.038  1.677   4.871  1.591   4.156   3.626
[2,] 267.692 199.749 216.355 180.761 56.907 194.557 54.350 171.770 200.267
[3,] 236.294 167.528 235.352 166.419 49.997 174.196 47.306 191.472 171.926
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.277  2.249   4.159   5.456   5.216   2.895   5.649   5.556  2.429
[2,] 126.238 71.841 246.269 228.273 200.360 107.050 313.420 185.611 77.787
[3,] 105.876 74.590 188.758 189.192 170.322 118.311 284.058 161.987 84.505
      [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.78   4.298   4.094   2.685   4.971  1.593   4.113  2.097   4.104
[2,] 301.24 253.015 234.188 260.024 168.396 51.924 233.351 72.388 176.240
[3,] 353.99 256.257 256.090 258.656 130.947 51.198 263.969 71.761 169.131
      [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]  [,70]   [,71]
[1,]   4.14   5.319   5.565   2.786   4.631   4.126   4.858  2.139   5.412
[2,] 139.82 238.224 314.593 100.469 271.343 140.987 284.960 72.516 181.041
[3,] 126.02 197.890 224.899  77.439 248.608 139.348 258.017 73.068 144.910
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   5.517   6.619   6.017   6.407   5.307   4.465  1.386   4.919
[2,] 218.621 245.144 285.523 234.998 328.775 299.921 65.421 257.846
[3,] 158.647 220.938 213.907 214.548 219.479 258.121 52.113 274.270
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   3.431   5.887  2.537   3.054  2.349   5.314   4.084   7.896   7.424
[2,] 127.519 243.331 95.575 124.937 70.206 231.911 145.088 243.699 299.930
[3,] 100.533 265.512 95.177 112.591 65.112 196.963 133.147 226.404 261.554
       [,89]   [,90]  [,91]   [,92]   [,93]  [,94]  [,95]  [,96]  [,97]
[1,]   2.364   2.283   2.96   3.297   3.855  3.047   4.37  2.199  12.74
[2,] 117.430 146.312 124.59 108.461 145.272 97.701 175.17 84.367 865.82
[3,] 132.527 102.745 113.12  97.241 153.183 88.406 174.23 70.799 698.54
       [,98]
[1,]   6.214
[2,] 348.988
[3,] 347.022
[1] "--- VAR model 2017-10-03 10:01:00  completed"
[1] "Completed training sample:  2017-10-03 10:01:00 - 2017-10-03 18:00:00"
[1] "SpVAR;   training sample:  2017-10-03 10:31:00 - 2017-10-03 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           22.70         -1.5704          2.525         -3.399
           12.68         -0.9311         -5.625        -22.683
            5.40          4.5769         -2.476          2.524
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.578          1.401          -0.2352            10.84
         -3.034          3.228           5.4446            18.82
        -18.643          7.428           2.7208            11.66
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            14.71            8.664            1.805          -19.262
            12.19            6.795           -2.994           -4.387
            15.86           10.940            4.108           -5.320
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.404            2.008           -2.053            13.35
            3.366           21.517           11.553            10.82
           -1.764            8.910            3.661            15.63
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           17.609           4.0368            2.017            13.04
           -6.982           8.2007           28.727            21.57
           14.376          -0.3614           18.639            20.14
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            1.271          -11.459           -1.287         -13.0010
            6.719            7.204            1.259          -0.2157
          -18.871            3.145           -7.179          10.2598
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.711           -5.341          -15.120         -0.47746
           -1.420           -3.195            4.218         17.18961
            2.607           10.762            2.129         -0.03912
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.742            5.544            5.327           -20.33
          -18.873            1.432          -21.520           -20.05
            4.421            5.211            6.892           -20.50
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           3.0345           -1.953          -11.488           -9.250
           0.1558          -16.605           -5.555          -15.075
           3.1568          -20.991          -21.042           -5.362
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            16.93           0.9216            5.815           3.2399
            16.23           5.4645           13.077           0.2164
            21.66          -3.5408            8.486           3.1388
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            12.70           4.9418           -3.891           -4.683
            12.53          -2.2174           -6.746          -23.907
            10.51          -0.1032           -9.444           -8.843
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.843           -3.183            1.543          -0.8013
           12.103           -4.360          -12.979          12.4920
            1.419            1.949           -4.631           3.4099
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.6631            5.919            4.745            5.157
          -3.1686           -1.869            6.497           28.348
           6.0101            2.685            5.012            8.930
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.120            3.124            9.029          -6.6835
            1.371           13.663          -14.700          -0.2778
            3.071            2.153           19.742          14.0760
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.278           11.061           3.4748           25.277
           -2.373           -2.077           0.1851            8.238
          -13.837            5.462          -1.4759           -0.301
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.836           14.466            9.978           -1.101
           -3.968            2.026           -7.010           31.065
           -7.468            4.187            7.977           -7.186
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.685            5.913          -0.9545           6.8442
           31.099            2.385           7.5413          -0.6637
            7.548            5.383          14.7020           1.2548
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.514           2.7288            1.655           25.592
           -5.479          -5.2953            8.498           12.853
           11.473           0.2148            2.534            5.229
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.182          25.5507            5.817            4.748
          -11.811           0.8550           12.289           23.032
            1.094           0.3343           11.988           13.354
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.016          -2.0115            7.285           -1.079
           14.987          -2.0317            9.272           -3.638
            4.357           0.6229            6.605           -3.527
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.533          -0.4796            4.960          -4.2123
          -11.556           1.0953            7.083          -0.8744
           17.403          -2.7350            2.181          -2.1966
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           15.886            4.909          -0.4510           10.617
            3.261           -2.389          -0.9129           -6.905
            8.203            5.555          16.2410           -4.141
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           6.2301          2.16276           -2.198          -0.4038
          -3.1927         -3.44909           -2.676          -3.9453
           0.3009          0.09291           -1.235           6.0406
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          17.8807           5.9446           -6.142           -1.712
          -0.2252           1.4837           11.615            5.152
           0.7273           0.1301            1.211            3.088
 rnd_95776.volume rnd_95787.volume
           17.500           -8.117
            1.354           -7.097
           50.742            7.960
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.126 2.980 6.777 2.891 3.991 2.083 1.850 4.619 4.754 3.684 2.692
[2,] 5.029 3.537 8.690 4.798 5.737 2.533 2.151 5.450 5.686 5.939 3.482
[3,] 5.456 3.982 9.764 6.377 6.901 2.764 2.360 5.988 6.482 6.583 3.942
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.942 3.028 5.124 6.375 4.357 3.983 4.087 5.135 4.413  8.551 3.717
[2,] 4.279 3.563 6.042 7.576 5.669 5.023 5.457 6.423 5.816 10.498 4.209
[3,] 4.880 4.096 6.945 8.454 6.568 5.776 6.098 7.515 6.773 11.897 4.762
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.824 4.881 1.798 4.110 4.320 3.497 3.435 1.704 3.620 4.380 2.180
[2,] 14.417 6.874 2.275 6.285 6.358 4.074 5.214 2.079 5.492 5.425 2.570
[3,] 17.526 8.221 2.506 8.096 8.347 4.649 6.769 2.359 6.754 6.139 2.847
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.259 3.765 4.552 4.023 4.328 3.986 1.333 3.988 1.269 3.263 2.871
[2,] 5.337 5.747 5.825 4.983 5.229 4.747 1.526 4.829 1.472 4.122 4.046
[3,] 6.627 6.830 6.814 5.613 6.024 5.270 1.691 5.393 1.620 4.877 4.671
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.531 1.755 3.285 4.235 4.367 2.227 4.338 4.371 1.957 3.856 3.388
[2,] 3.101 1.999 4.690 5.466 5.268 2.715 6.269 5.242 2.262 5.869 4.858
[3,] 3.456 2.280 5.350 6.086 5.775 3.137 7.555 5.747 2.567 7.660 6.234
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.196 2.100 4.127 1.196 3.317 1.614 3.218 3.267 4.203 4.391 2.170
[2,] 4.599 4.273 4.645 1.424 4.642 1.930 3.993 3.834 5.480 6.164 2.627
[3,] 5.976 5.472 5.054 1.613 5.944 2.163 4.732 4.186 6.218 6.973 2.811
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.892 3.301 3.880 1.708 4.378 4.456 5.319 4.904 5.207 4.153 3.499
[2,] 5.546 3.875 5.637 2.045 4.979 5.482 6.137 6.514 6.228 6.143 5.591
[3,] 6.509 4.439 6.791 2.319 5.436 5.895 6.926 7.204 7.042 7.100 6.688
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.200 4.054 2.639 4.759 2.029 2.509 1.800 4.296 3.218 6.256 6.207
[2,] 1.475 5.473 3.206 5.889 2.427 3.036 2.063 5.300 3.849 7.219 7.444
[3,] 1.641 6.694 3.533 6.872 2.732 3.464 2.264 6.078 4.362 7.879 8.211
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.816 1.812 2.449 2.646 3.148 2.426 3.452 1.812 10.18 4.706
[2,] 2.545 2.840 3.048 3.080 3.736 2.832 4.341 2.180 15.62 6.799
[3,] 3.197 3.200 3.443 3.349 4.270 3.077 5.010 2.450 18.53 8.301
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]  [,7]    [,8]    [,9]
[1,]   5.239   3.784   8.606   3.671   5.068   2.645  2.35   5.865   6.037
[2,] 202.755 134.386 383.451 269.901 290.454 101.613 77.32 203.935 219.829
[3,] 149.268 128.950 313.929 296.138 270.487  78.076 68.53 175.038 219.469
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.678   3.418   3.736   3.845   6.507   8.095   5.532   5.057
[2,] 328.351 155.726 218.973 132.357 225.658 288.634 255.738 215.788
[3,] 200.284 130.263 165.422 142.476 241.441 264.554 233.715 201.012
      [,18]   [,19]   [,20]  [,21]  [,22]  [,23]   [,24]  [,25]   [,26]
[1,]   5.19   6.521   5.603  10.86   4.72  11.21   6.198  2.283   5.219
[2,] 254.86 271.893 267.128 429.28 139.27 803.66 341.179 98.324 335.173
[3,] 191.93 275.158 244.678 394.63 157.12 702.47 317.928 74.012 359.670
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   5.486   4.441   4.362  2.164   4.597   5.562  2.769   5.409   4.781
[2,] 328.843 147.294 276.467 83.882 291.144 225.691 95.902 226.749 306.012
[3,] 381.226 158.004 304.346 78.623 277.101 202.607 86.372 276.908 260.293
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.781   5.109   5.496   5.061  1.692   5.064  1.612   4.143   3.646
[2,] 256.151 207.250 206.887 181.765 52.361 191.946 52.552 177.633 200.957
[3,] 249.229 182.166 210.816 161.304 51.417 169.248 47.645 183.765 164.508
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.214  2.229   4.171   5.377   5.545   2.828   5.509   5.551  2.485
[2,] 126.271 67.459 235.974 243.567 207.696 109.484 319.044 203.987 79.948
[3,] 107.684 77.316 181.455 188.725 166.861 110.787 297.239 166.089 85.575
       [,54]   [,55]   [,56]   [,57]  [,58]  [,59]   [,60] [,61]   [,62]
[1,]   4.896   4.302   4.058   2.666   5.24  1.519   4.212  2.05   4.086
[2,] 311.911 245.389 233.101 262.287 150.38 54.548 228.864 74.56 166.708
[3,] 346.967 275.456 269.010 240.970 140.43 53.373 261.781 68.90 179.041
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   4.149   5.337   5.576   2.755   4.942   4.192   4.927  2.169
[2,] 141.488 247.864 304.860 104.377 278.499 143.091 288.221 79.253
[3,] 118.369 207.221 229.918  70.592 240.234 152.691 267.010 77.154
       [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]   5.559   5.659   6.754   6.228   6.613   5.274   4.443  1.524
[2,] 167.249 225.055 215.782 302.154 240.862 319.058 307.391 60.497
[3,] 153.848 152.961 226.367 217.089 231.697 251.041 258.726 50.644
       [,79]   [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   5.148   3.351   6.043  2.576   3.186  2.285   5.455   4.086   7.944
[2,] 259.187 128.316 244.616 93.955 120.515 71.061 218.809 148.863 253.998
[3,] 271.703 104.669 249.661 88.450 117.564 65.817 209.852 144.759 222.606
       [,88]   [,89]   [,90]   [,91]  [,92]   [,93]  [,94]   [,95]  [,96]
[1,]   7.882   2.306   2.301   3.109   3.36   3.998   3.08   4.384  2.301
[2,] 289.729 125.672 154.115 127.911 111.09 141.846 103.06 185.477 85.364
[3,] 244.360 136.344 103.955 112.948  92.68 145.802  84.84 176.443 78.951
      [,97]   [,98]
[1,]  12.92   5.975
[2,] 835.50 345.911
[3,] 702.91 335.723
[1] "--- VAR model 2017-10-03 10:31:00  completed"
[1] "Completed training sample:  2017-10-03 10:31:00 - 2017-10-03 18:30:00"
[1] "SpVAR;   training sample:  2017-10-03 11:01:00 - 2017-10-03 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -7.162           9.720        -13.937         5.7917
           1.978          -6.758         10.160        15.7821
           4.379          -1.154         -7.704        -0.1217
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.560         1.5766           -2.749          -0.5068
         -1.847         5.7774            5.876         -11.5040
         12.508         0.3576            8.450           4.9000
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.481           -6.495          -0.4463           -6.124
           -5.253           -1.101           2.8184           -9.293
            5.165           -6.516          -1.2229          -13.339
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -6.5165           -5.068            2.409            1.856
          -0.5429          -11.485            2.356            2.893
          -5.5453           -7.396           -6.926            3.117
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.069            2.649            30.40           -8.162
            4.096          -12.979            19.52           18.927
           -4.192            1.960            10.35           -2.579
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.777           11.142           -5.984           20.171
            4.241           -3.588           -1.807          -10.252
            2.348            4.978           10.387           -3.075
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           6.3352           14.560           -1.965           -8.876
           3.3344           -3.500            2.934            8.116
           0.1438            1.369           -4.430           -5.184
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.843           -4.834           -1.476            3.276
           15.367           -2.107           14.075           -7.717
            2.178           -3.088           -4.279           -2.613
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.882           12.572            1.142          -15.747
           -5.087            3.764            4.641            2.836
            1.776           11.783           11.018           -4.263
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           11.223           -1.128           -8.918           8.6623
            4.269           -3.166           -6.886           0.9401
           13.926           -3.678           -1.748           3.9997
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           13.318           1.4269          -10.014           -7.140
            6.012          -0.5223           -7.122          -13.125
           -1.791          -3.0702           -3.436           -4.346
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.708           -1.231           5.3100           -2.370
            3.902           -3.049          -0.9854            8.916
           -2.150           -1.977          -5.6050            2.030
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.039            3.542           -1.709            19.54
           -3.213            9.548            4.072            16.80
           -3.311           -1.707           -7.971            11.02
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.1627            1.024            5.103            4.969
           0.6154            8.553            4.028           -4.233
           1.2640           -2.712           14.712           21.913
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.375          -9.4748           0.4972           11.915
           10.640          -0.2414          -2.4524          -12.842
            1.369           1.7875           1.1814            4.454
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.8880            7.458           -3.216           -1.743
          -4.9859           -5.526            4.201           15.117
           0.8909           13.756            3.892           -5.945
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           21.807            1.142            7.268           -5.405
           16.631            5.375            7.433            8.933
           -1.423            3.473            8.757            3.313
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.018           3.7334            2.913          -14.353
           10.245           0.2159            3.564            5.871
            9.504           3.7248           10.966            4.699
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.253          -11.666          -15.353           -9.318
            0.296            5.594           -3.034           -0.443
           -9.866           -6.564          -11.384           -5.478
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.474           0.3711           -5.125          -4.9784
           -8.822           2.0011           -8.084           2.1245
            3.928           0.3953           -9.543          -0.3346
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.294          -1.5459           -4.819           0.6262
          -10.625          -5.0371           -5.552          -1.0016
           -9.511           0.4914           -4.346           5.2844
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -9.2282           5.7360           25.350            4.395
           0.4529          -3.0498           12.454           -3.063
          -9.7479           0.6434            2.477           13.959
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.254           -2.439           -2.403           -2.021
           -2.908            4.972            5.103            5.843
            4.178            2.545            9.719            4.211
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.271           -5.128            24.12            201.8
           -6.528            6.425            12.96            190.3
           -5.064           -3.081            10.41            168.0
 rnd_95776.volume rnd_95787.volume
            28.88           21.698
           -15.54           -7.123
            20.21           -2.880
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.901 3.157 6.907 3.107 4.056 2.162 1.842 4.710 4.495 3.828 2.794
[2,] 4.938 3.603 8.348 5.135 5.823 2.601 2.136 5.615 5.641 5.786 3.538
[3,] 5.462 4.024 9.375 6.576 7.121 2.839 2.370 6.181 6.521 6.469 3.957
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.925 3.102 5.080 5.617 4.417 4.025 4.058 6.793 4.658  8.407 3.732
[2,] 4.207 3.595 6.258 6.941 5.687 5.019 5.510 7.999 5.815 10.563 4.215
[3,] 4.989 4.139 7.006 7.698 6.581 5.818 6.110 9.325 6.921 11.919 4.762
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.41 4.835 1.861 4.052 4.386 3.573 3.453 1.713 3.641 4.372 2.135
[2,] 15.00 6.817 2.312 6.130 6.378 4.259 5.329 2.060 5.661 5.421 2.584
[3,] 17.65 8.257 2.569 8.237 8.522 4.929 6.771 2.328 6.831 6.146 2.832
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.449 3.801 4.508 3.916 4.495 3.895 1.360 4.057 1.244 3.363 2.956
[2,] 5.544 5.776 6.046 5.024 5.420 4.724 1.526 4.915 1.440 4.149 4.081
[3,] 6.948 6.981 7.024 5.640 6.180 5.210 1.701 5.522 1.591 4.920 4.687
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.661 1.792 3.423 4.496 4.574 2.273 4.283 4.514 1.965 3.864 3.309
[2,] 3.162 2.050 4.740 5.571 5.392 2.780 6.110 5.433 2.274 6.052 4.927
[3,] 3.509 2.288 5.348 6.278 5.927 3.126 7.430 5.824 2.536 7.915 6.315
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.168 2.141 4.105 1.205 3.322 1.632 3.402 3.278 4.323 4.321 2.229
[2,] 4.621 4.457 4.670 1.477 4.627 1.957 4.183 3.818 5.579 6.297 2.644
[3,] 6.052 5.592 5.081 1.659 5.937 2.208 4.761 4.184 6.269 7.178 2.827
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.987 3.260 3.903 1.775 4.282 4.358 5.142 4.725 5.172 4.183 3.530
[2,] 5.729 3.809 5.534 2.066 5.002 5.440 6.102 6.325 6.162 5.988 5.654
[3,] 6.643 4.397 6.773 2.306 5.472 5.945 6.857 7.185 7.026 7.104 6.830
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.211 4.075 2.741 4.753 2.045 2.437 1.806 4.348 3.244 6.461 6.296
[2,] 1.455 5.401 3.433 6.076 2.449 3.048 2.053 5.340 3.833 7.482 7.536
[3,] 1.602 6.583 3.743 7.121 2.795 3.439 2.284 6.116 4.376 8.259 8.272
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.798 1.699 2.453 2.693 3.295 2.481 3.402  6.677 10.11 4.674
[2,] 2.518 2.809 3.013 3.071 3.833 2.878 4.248 10.684 15.66 6.913
[3,] 3.183 3.159 3.383 3.318 4.371 3.142 4.975 13.973 18.80 8.448
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   4.953   4.009   8.77   3.945   5.151   2.746  2.339   5.981   5.708
[2,] 257.365 147.635 398.52 347.415 355.070 122.901 91.867 259.726 289.671
[3,] 198.314 152.283 362.62 349.184 348.406  96.633 87.429 219.697 278.005
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.861   3.548   3.715   3.939   6.451   7.133   5.608   5.111
[2,] 368.727 184.538 256.969 154.361 310.614 346.557 304.420 254.800
[3,] 245.846 150.556 227.892 174.367 267.737 282.938 281.593 250.187
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]  [,24]   [,25]   [,26]
[1,]   5.153   8.627   5.915  10.68   4.739   10.68   6.14   2.363   5.145
[2,] 316.746 358.981 295.941 543.51 166.551 1055.60 408.33 116.686 390.954
[3,] 224.460 407.410 318.897 469.38 188.370  791.31 396.01  95.152 467.624
      [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.57   4.537   4.385  2.175   4.624   5.552   2.711   5.649   4.827
[2,] 393.50 197.022 344.990 97.243 368.320 272.486 123.782 281.250 369.600
[3,] 480.34 210.951 354.952 92.167 325.031 246.115  98.396 355.963 333.206
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   5.725   4.973   5.708   4.947  1.726   5.151  1.579   4.27   3.754
[2,] 342.451 267.409 257.454 227.115 58.842 235.811 61.601 206.60 239.114
[3,] 303.754 217.834 252.318 186.861 63.977 213.984 57.545 224.68 195.846
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.379  2.276   4.346   5.709   5.808   2.886   5.438   5.732  2.496
[2,] 145.206 84.519 278.649 279.624 242.647 136.062 370.362 257.005 97.190
[3,] 129.216 86.496 210.565 245.894 209.150 121.497 359.260 178.334 95.417
       [,54]   [,55]   [,56]   [,57]   [,58] [,59]   [,60]  [,61]  [,62]
[1,]   4.907   4.202   4.023   2.719   5.213  1.53   4.218  2.072   4.32
[2,] 395.888 310.214 285.896 332.167 189.282 72.59 273.699 91.775 206.82
[3,] 433.533 335.772 332.206 287.083 170.163 64.25 316.246 86.923 193.32
       [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]  [,70]   [,71]
[1,]   4.162   5.489   5.487   2.831   5.063   4.14   4.956  2.254   5.437
[2,] 166.318 299.772 389.290 120.893 349.591 167.45 333.465 89.852 219.832
[3,] 145.625 243.073 292.827  84.923 285.759 186.75 331.826 87.197 188.553
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   5.534   6.529   6.001   6.568   5.312   4.483  1.538   5.175
[2,] 276.717 279.331 357.312 284.714 364.164 375.317 68.600 301.200
[3,] 203.855 265.810 289.691 286.951 324.879 325.709 57.017 319.984
       [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   3.481   6.035   2.597   3.095  2.293   5.521   4.119   8.205
[2,] 175.685 321.730 114.445 155.614 83.125 263.475 173.641 320.631
[3,] 126.799 315.588 114.504 135.314 84.933 253.515 179.448 297.456
       [,88]   [,89]   [,90]   [,91]  [,92]   [,93]  [,94]  [,95]   [,96]
[1,]   7.994   2.283   2.157   3.114   3.42   4.184   3.15   4.32   8.479
[2,] 352.046 149.873 190.149 148.771 125.41 166.488 124.10 216.28 708.773
[3,] 289.889 165.430 122.741 130.680 106.73 178.496 107.02 220.08 765.374
       [,97]   [,98]
[1,]   12.84   5.935
[2,] 1016.88 432.869
[3,]  883.74 412.743
[1] "--- VAR model 2017-10-03 11:01:00  completed"
[1] "Completed training sample:  2017-10-03 11:01:00 - 2017-10-03 19:00:00"
[1] "SpVAR;   training sample:  2017-10-03 11:31:00 - 2017-10-03 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -9.302           5.622          4.306          11.20
          -3.687          -4.536         24.577          -9.88
           8.013           3.414          1.268          23.47
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         10.416          4.132            5.308            5.564
          5.746          2.432           -2.625            7.037
        -10.209          1.088            6.022            4.736
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.882            2.458           -2.966           -6.314
           -3.897           12.119            9.993          -12.157
            6.340           -1.380            2.944          -13.168
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -6.9294          -2.1809           -7.425          -19.141
           9.6033           0.5178           -7.312           -6.305
          -0.1699           3.1380           10.806          -13.100
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.260            5.478           -1.806            3.138
            6.175          -16.908           12.270            0.353
            8.373            2.332            3.623           -5.189
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -25.328          -9.6160            34.84          14.5548
            9.587           0.5710           -17.04           9.6339
            4.130           0.8131            14.92           0.2437
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1563          -0.6423            6.662           -4.170
          -1.4159          23.5024           19.875            9.682
          -1.5785         -10.4369            9.080            4.420
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           18.796          -2.0588           -1.235          -0.9813
           -6.967           2.7238           -2.016           4.4710
           22.918          -0.1482           12.233           4.7468
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.848           -8.414           14.121            6.876
            2.453           17.994            6.881            2.266
           -9.437           -4.510          -10.589           12.324
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.154           -4.627            8.962           3.9623
           -1.515           -6.118            3.857          -0.6636
           -3.185            0.590           13.768           1.8951
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.190           2.3009           -2.925           -4.923
           -4.083           0.7636            3.970           -7.349
            1.138          -0.3386            3.848           -3.616
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.8328          0.69974           -3.806           -9.268
           0.5273         -1.82778           -5.999           24.162
           1.3738         -0.05292           -4.554           -1.035
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.272            4.914           -1.521           0.7421
            2.236            1.222            5.872          17.6633
            4.862            1.260            8.622          10.3716
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.728           -6.551           -8.877           -1.615
            2.158            3.113           -5.556          -17.092
           -2.005           -4.340            4.931            8.501
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.841           -4.717           0.3915            11.44
           -6.649            4.224          -0.6225            16.61
           -9.774           -8.296          -0.7260           -18.47
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.1264           -2.998           0.9356            5.719
           0.6257            7.777           2.9163            1.017
          -4.8660          -10.322          -1.3165           -3.122
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.325          -0.7357            6.155           0.4504
           -1.024          -0.6194            1.414          -2.9691
            2.592           0.2943           -7.363           3.1197
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -14.004          -1.5330            2.239          -8.8400
           -1.664           0.6807            1.134           2.7333
           -1.372          -0.8000            1.262           0.6031
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -12.227           -5.208           21.606           -7.897
          -17.913           -1.868           11.225            8.157
           -4.714           -5.549            9.981           -1.915
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.329           -3.803           14.239           0.5074
           -5.219           -1.022          -10.746          -0.9783
            8.582           -1.194            2.574           0.2367
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -7.438            4.657           0.3557           1.0120
            5.670            3.242           7.8634           2.3837
           -6.889           -2.199          -2.5530          -0.5313
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           12.561            3.763          -30.094           12.922
           -3.701           -4.158           -3.066           -8.731
           -8.319            0.745            6.879           18.325
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -2.91448         0.005868           2.0569           2.0223
         -0.94732         2.486294           9.5216           5.1990
         -0.04472         6.500034          -0.4189           0.1193
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.999           10.661            14.17            272.6
            4.537            1.169            19.85            271.0
            2.529            5.857            12.50            258.9
 rnd_95776.volume rnd_95787.volume
            8.076           16.923
          -21.924           14.509
           39.001           -4.726
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.896 3.130 7.165 3.119 4.081 2.122 1.865 4.645 4.445 3.704 2.628
[2,] 5.020 3.631 8.431 5.225 5.881 2.536 2.156 5.502 5.671 5.576 3.330
[3,] 5.613 4.065 9.563 6.556 7.361 2.828 2.372 5.944 6.420 6.242 3.840
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.958 3.090 5.027 5.770 4.326 4.032 4.249  7.312 4.892  8.605 3.683
[2,] 4.163 3.583 6.249 7.141 5.705 5.020 5.620  8.794 6.008 10.554 4.215
[3,] 4.989 4.123 7.017 7.967 6.565 5.761 6.326 10.052 7.142 11.976 4.743
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.141 4.643 1.846 4.001 4.247 3.772 3.383 1.673 3.584 4.618 2.136
[2,] 14.988 6.730 2.325 5.987 6.378 4.419 5.367 2.081 5.655 5.545 2.539
[3,] 17.480 8.287 2.579 8.153 8.621 5.041 6.726 2.327 6.868 6.285 2.792
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.558 3.863 4.540 3.647 4.445 3.875 1.404 4.214 1.193 3.339 2.887
[2,] 5.877 5.843 6.094 4.742 5.393 4.712 1.586 5.005 1.418 4.145 4.074
[3,] 7.244 7.217 7.161 5.275 6.077 5.217 1.727 5.586 1.580 5.030 4.725
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.641 1.789 3.320 4.604 4.743 2.276 4.251 4.658 2.067 3.766 3.418
[2,] 3.154 2.055 4.657 5.662 5.560 2.723 6.076 5.377 2.334 5.922 4.956
[3,] 3.491 2.313 5.287 6.343 6.104 3.105 7.387 5.889 2.575 7.738 6.273
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.341 2.145 4.018 1.175 3.274 1.597 3.381 3.158 4.312 4.441 2.122
[2,] 4.770 4.420 4.610 1.449 4.566 1.935 4.263 3.716 5.566 6.322 2.599
[3,] 6.163 5.573 4.971 1.630 5.952 2.182 4.874 4.126 6.293 7.174 2.781
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.012 3.280 3.898 1.749 4.487 4.187 5.240 4.732 5.244 3.990 3.420
[2,] 5.761 3.871 5.503 2.047 5.121 5.419 6.263 6.387 6.275 5.849 5.590
[3,] 6.619 4.483 6.768 2.309 5.610 5.936 6.983 7.260 7.080 7.107 6.863
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.220 4.060 2.703 4.787 2.015 2.502 1.799 4.431 3.123 6.660 6.424
[2,] 1.433 5.294 3.366 6.096 2.409 3.084 2.028 5.617 3.736 7.886 7.580
[3,] 1.597 6.520 3.724 7.140 2.750 3.486 2.280 6.368 4.306 8.572 8.359
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.784 1.684 2.465 2.639 3.312 2.499 3.460  8.282  9.953 4.785
[2,] 2.555 2.747 3.040 3.069 3.877 2.926 4.374 11.760 15.590 7.038
[3,] 3.194 3.101 3.384 3.330 4.483 3.177 4.986 14.842 18.707 8.624
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.947   3.975   9.098   3.96   5.182   2.695   2.368   5.898
[2,] 330.219 191.971 463.626 437.25 441.764 144.863 112.768 307.654
[3,] 262.034 190.758 470.754 413.03 461.656 130.595 103.244 234.701
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.645   4.703   3.337   3.756   3.924   6.384   7.328   5.493
[2,] 367.306 434.741 213.358 305.510 189.233 387.192 438.794 388.082
[3,] 313.903 292.788 199.499 286.786 212.825 332.994 368.565 338.805
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   5.119   5.396   9.285   6.212  10.93   4.677   10.34   5.896
[2,] 312.041 383.638 509.757 363.841 637.47 213.709 1312.59 508.193
[3,] 294.780 303.106 507.965 402.912 590.39 227.069  938.42 504.376
       [,25]  [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.344   5.08   5.393   4.79   4.296   2.124   4.551   5.864   2.712
[2,] 147.448 464.55 496.281 240.17 434.527 129.167 456.216 320.112 143.245
[3,] 116.301 577.26 605.105 252.90 422.885 108.590 406.538 308.804 121.126
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.788   4.906   5.764   4.631   5.644   4.921  1.783   5.352  1.515
[2,] 387.056 457.208 424.032 316.188 318.670 279.664 77.027 281.641 80.009
[3,] 441.764 441.933 392.405 240.963 292.145 233.669 71.277 258.864 72.682
      [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]  [,50]   [,51]
[1,]   4.24   3.667   3.353   2.272   4.216   5.846   6.022   2.89   5.399
[2,] 256.25 299.837 179.827 105.321 340.615 343.908 302.744 155.95 452.817
[3,] 297.18 249.519 156.174 110.777 261.107 298.233 262.874 155.68 438.124
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   5.915   2.625   4.782   4.341   4.242   2.724   5.103  1.492
[2,] 280.212 113.132 476.732 374.383 355.179 403.130 235.752 88.460
[3,] 250.480 113.399 519.563 401.086 407.010 353.981 193.903 77.902
       [,60]   [,61]   [,62]  [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.158   2.028   4.294   4.01   5.475   5.639   2.695   5.095
[2,] 331.975 113.920 270.847 204.30 367.221 469.306 156.423 431.218
[3,] 398.293 105.253 246.472 186.97 306.274 353.728 103.452 340.018
       [,68]  [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   4.166   4.95   2.221   5.697   5.316   6.654   6.009   6.659
[2,] 214.427 405.10 111.018 257.631 358.982 357.959 447.448 359.504
[3,] 235.895 411.03 111.417 238.900 252.683 322.033 360.099 342.153
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.067   4.343  1.549   5.155   3.433   6.078   2.558   3.177
[2,] 446.007 461.212 78.452 354.379 209.184 393.809 137.835 188.107
[3,] 421.173 415.223 73.490 397.079 166.161 387.712 138.324 169.514
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]  [,91]
[1,]   2.285   5.626   3.966   8.458   8.158   2.265   2.139   3.13
[2,]  97.661 360.150 213.865 440.449 419.613 190.744 226.274 185.61
[3,] 108.677 312.884 223.354 350.511 367.710 199.910 150.267 155.15
       [,92]   [,93]   [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   3.351   4.205   3.174   4.394  10.52   12.64   6.077
[2,] 163.440 210.384 158.729 279.162 870.85 1251.65 538.267
[3,] 134.779 234.738 129.108 249.542 944.64 1078.50 519.990
[1] "--- VAR model 2017-10-03 11:31:00  completed"
[1] "Completed training sample:  2017-10-03 11:31:00 - 2017-10-03 19:30:00"
[1] "SpVAR;   training sample:  2017-10-03 12:01:00 - 2017-10-03 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.487          -1.812         -8.097         12.262
          -1.985          -0.965         -6.412         -4.653
           4.081           1.256         -8.494        -11.168
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.127         -0.484            2.063         15.21873
          8.633         -2.660            4.119          2.64946
          3.483          8.743            0.100          0.07159
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            14.00           8.3078            7.418           -8.604
             3.08           9.6795            2.150           -4.670
            -8.61           0.4569            7.423           -2.610
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           7.5392           0.7256          -10.600           -9.375
           2.2322           5.0987            3.428          -18.966
           0.3069          -8.0016           -7.565           -7.834
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.080            1.223            3.386            6.750
           -3.635           -3.637           26.945            6.752
           -4.521           10.165           13.559            4.517
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -15.145           5.3303          -15.537         -12.1962
           -8.068           0.0508          -21.964          -0.1481
          -13.888          -0.8192           -4.582         -20.8228
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -4.1951           -8.056           0.3647          -13.105
          -2.1210           -4.494         -16.0649            4.277
          -0.7795          -14.412          -4.1483           -1.691
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           15.675           1.2255            4.682           -7.206
          -10.162           1.5856           -2.650           -3.828
           -5.984          -0.9501           -9.244           -1.874
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.6102           -5.332          -3.6630          -13.818
          -1.5095           12.846           8.2032            7.705
           0.2388          -13.416          -0.6518           10.988
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.987       14.0946856            5.549          -0.2203
           -2.251      -14.6477857            2.348           0.9126
            2.489       -0.0008683           -1.522          -0.5097
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -3.629401            1.243          -5.2563           -6.796
         5.292489            3.584           0.9054          -12.313
        -0.007575           -1.671           1.1079          -11.905
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6268           -3.098           0.3182          -11.766
           2.5879            3.629         -13.6130           17.990
           7.9720            1.741         -12.2974            1.555
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.117           0.2803            4.692            4.100
            6.050           5.6575          -17.915           14.639
            2.434          -5.9960            6.216            6.365
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.5530           13.488            3.163            -4.82
           1.2898            4.372           10.498             9.94
          -0.4421           -8.730           -4.247             2.86
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.5200          -2.6658           1.1657           -8.770
           0.4857          -3.6958          -1.0709           -5.755
          17.6334          -0.3633           0.6943            4.460
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4166           -2.034           -4.394           11.394
          -2.8823            3.943           -0.510           -3.406
          -4.8970           -2.069           -6.849            5.946
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           23.099          -7.7357            5.537          -7.3160
           -4.592           0.9009            7.027           2.9018
            8.640           1.0467            2.373          -0.7203
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.821          -1.3525            8.769           7.1568
           15.266          -3.5241           -5.032          -0.5936
           -6.031          -0.1233           -1.428           0.7471
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.309            6.659           -5.221            6.048
            6.978           -1.565          -11.290            1.489
            8.636            2.717          -14.625           -9.950
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.2157           -1.455          -2.5300           -7.369
           0.3274            1.171           0.3787           -1.974
          -3.7144            0.930           3.4877            2.934
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -20.336         -6.16444           -1.382         -1.50141
            4.994          1.15505           -2.624          6.29469
            3.518         -0.05259           -4.336         -0.08646
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.109          -3.2997           13.650            7.122
           -2.180           1.1257           -1.858            6.019
           -9.658          -0.7727           26.247            2.713
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.9566          -4.9101          -4.4090          -2.1638
          -0.9267           0.8815           3.1258           4.6058
           5.8867           5.0879           0.5701          -0.7223
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -6.1853           -8.377            14.35            229.1
           0.6257            1.689            16.81            220.0
          -5.5705           -2.405            19.55            219.4
 rnd_95776.volume rnd_95787.volume
           13.042          -18.554
          -11.754            4.286
           -3.597          -17.319
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.840 3.114 7.405 3.343 4.040 2.087 1.889 4.728 4.569 3.675 2.599
[2,] 4.993 3.615 8.380 5.234 5.995 2.519 2.160 5.517 5.844 5.542 3.340
[3,] 5.536 4.059 9.463 6.425 7.341 2.811 2.374 6.014 6.524 6.215 3.875
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.910 3.182 4.969 5.772 4.606 4.020 4.189  7.368 4.820  8.883 3.908
[2,] 4.171 3.633 6.217 7.209 5.969 5.091 5.522  8.891 5.995 10.508 4.365
[3,] 4.927 4.114 6.979 7.935 6.802 5.972 6.259 10.043 7.109 11.944 4.849
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.629 4.846 1.854 3.978 4.448 3.719 3.506 1.676 3.485 4.740 2.234
[2,] 15.606 6.768 2.331 5.861 6.544 4.372 5.451 2.060 5.733 5.585 2.600
[3,] 17.404 8.377 2.570 8.406 8.815 5.014 6.615 2.329 6.858 6.348 2.865
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.511 3.922 4.460 3.690 4.304 3.868 1.408 4.246 1.155 3.410 3.012
[2,] 5.918 5.971 6.046 4.748 5.424 4.768 1.593 5.026 1.381 4.245 4.195
[3,] 7.262 7.215 7.070 5.388 6.076 5.305 1.727 5.608 1.534 5.020 4.901
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.662 1.766 3.281 4.519 4.587 2.245 4.325 4.562 2.065 3.903 3.329
[2,] 3.192 2.100 4.740 5.611 5.377 2.701 6.249 5.304 2.297 5.863 4.908
[3,] 3.536 2.329 5.452 6.290 5.931 3.121 7.518 5.894 2.535 7.669 6.198
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.313 2.275 4.042 1.197 3.223 1.566 3.471 3.324 4.325 4.618 2.101
[2,] 4.908 4.243 4.608 1.456 4.618 1.886 4.320 3.762 5.596 6.356 2.582
[3,] 6.179 5.478 4.943 1.623 5.831 2.139 4.932 4.152 6.342 7.190 2.782
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.870 3.564 3.843 1.623 4.398 4.097 5.013 4.754 5.406 3.928 3.436
[2,] 5.732 4.123 5.478 1.951 5.058 5.301 6.161 6.366 6.468 5.687 5.579
[3,] 6.567 4.620 6.727 2.222 5.512 5.808 6.967 7.177 7.319 6.929 6.860
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.243 4.066 2.750 4.779 1.962 2.682 1.791 4.475 3.121 6.581 6.444
[2,] 1.468 5.349 3.343 6.104 2.343 3.193 2.028 5.647 3.736 7.667 7.517
[3,] 1.614 6.543 3.697 7.230 2.694 3.602 2.276 6.508 4.287 8.358 8.342
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 1.697 1.703 2.438 2.635 3.316 2.553 3.535  9.418  9.933 5.010
[2,] 2.527 2.804 3.025 3.057 3.803 2.899 4.427 12.785 15.446 7.145
[3,] 3.132 3.151 3.352 3.324 4.400 3.183 5.004 15.809 18.603 8.738
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   4.876   3.954   9.403   4.245   5.13   2.65   2.399   6.004   5.802
[2,] 381.833 219.749 469.307 481.746 529.81 168.71 125.197 340.196 435.783
[3,] 285.998 220.796 525.972 445.808 506.91 149.27 118.068 286.301 346.952
       [,10]   [,11]   [,12]  [,13]  [,14]  [,15]   [,16]   [,17]   [,18]
[1,]   4.667   3.301   3.696   4.04   6.31   7.33   5.849   5.105   5.319
[2,] 496.119 250.850 357.461 209.68 446.81 516.61 454.160 373.763 430.464
[3,] 336.687 235.046 313.733 231.02 379.37 396.71 390.317 373.334 352.438
       [,19]  [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]   [,27]
[1,]   9.357   6.12  11.28   4.962   10.96   6.154   2.354   5.051   5.649
[2,] 595.288 426.49 671.48 232.573 1555.49 565.211 169.132 514.887 574.143
[3,] 558.746 457.03 679.34 252.822  921.69 590.492 129.329 720.890 706.497
       [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]  [,35]
[1,]   4.722   4.453   2.129   4.425   6.019   2.836   5.729   4.98
[2,] 275.152 499.181 143.168 544.495 353.469 159.308 458.139 538.58
[3,] 293.649 448.327 130.119 450.307 360.882 143.817 503.466 484.55
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   5.664   4.686   5.465   4.911  1.787   5.392  1.467   4.33   3.824
[2,] 488.246 357.339 394.877 333.536 89.222 321.664 90.638 302.53 349.330
[3,] 438.464 304.793 327.730 278.149 79.935 297.478 79.680 320.51 303.205
      [,45]   [,46]   [,47]   [,48]   [,49]  [,50]   [,51]   [,52]   [,53]
[1,]   3.38   2.242   4.166   5.738   5.825   2.85   5.492   5.793   2.622
[2,] 210.74 135.941 409.265 397.874 335.567 179.78 539.487 323.716 120.397
[3,] 181.94 120.629 322.113 340.290 299.433 187.04 500.183 307.347 128.213
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   4.956   4.227   4.207   2.889   5.132  1.521   4.092   1.988
[2,] 523.320 431.456 433.207 428.370 264.796 99.116 395.723 125.861
[3,] 591.446 452.797 448.993 414.566 214.152 85.764 425.862 120.718
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]
[1,]   4.407   4.221   5.493   5.865   2.668   4.915   4.526   4.879
[2,] 307.695 210.861 424.666 522.364 179.570 505.730 247.820 467.096
[3,] 284.609 210.004 357.197 402.148 123.757 383.525 249.584 466.943
      [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]   2.06   5.585   5.202   6.365   6.036   6.865   4.988   4.363  1.578
[2,] 129.65 298.817 402.506 428.516 506.563 424.721 491.928 525.812 93.383
[3,] 127.27 262.056 283.824 389.071 396.374 409.775 473.471 477.610 80.406
       [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]
[1,]   5.164   3.492   6.068   2.491   3.406   2.275   5.683   3.964
[2,] 415.802 227.414 454.368 153.317 207.175 113.852 411.979 245.533
[3,] 450.770 188.750 463.405 158.932 199.502 123.605 387.013 251.557
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]   8.357   8.182   2.155   2.163   3.096   3.346   4.211   3.242
[2,] 470.559 463.183 223.998 266.444 214.177 185.325 222.809 164.317
[3,] 398.209 432.608 221.340 171.985 172.804 156.083 264.775 157.129
       [,95]   [,96]   [,97]   [,98]
[1,]   4.489   11.96   12.61   6.361
[2,] 318.814 1034.30 1414.93 609.404
[3,] 279.077 1112.44 1240.21 601.677
[1] "--- VAR model 2017-10-03 12:01:00  completed"
[1] "Completed training sample:  2017-10-03 12:01:00 - 2017-10-03 20:00:00"
[1] "SpVAR;   training sample:  2017-10-03 12:31:00 - 2017-10-03 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.796           1.434        -24.613         -7.676
          -1.974          -5.580          3.148        -13.102
           3.804           1.393        -10.135          5.037
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.903          2.503          2.16379           -2.327
        -10.362          4.345          1.10655            4.793
        -10.566          1.232         -0.05309            1.307
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.800           -2.479           -4.634          -15.111
           -4.027           -4.837            3.739           -5.992
            8.416            3.963            1.761          -11.776
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.253           -9.711           -7.895          -6.2109
            3.659           -9.757           -2.639          -0.2556
           -1.006           -3.773           -2.169           1.0875
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.955           -3.889           -4.333           21.602
          -22.950          -11.241           11.349            1.774
           -5.548          -15.729          -12.546           -8.604
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -16.642            3.635            5.438            5.415
          -11.659           -3.342          -38.100           -8.276
           -6.017           -3.186            8.379          -15.307
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6025           -1.544           -7.906            8.055
           1.1786           -1.064            9.859           -1.306
           0.1566          -16.077          -21.103            4.904
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.575        -0.002456           -7.625         -0.03134
           -8.450         1.645671          -12.560         -1.27517
           -1.113         1.740608            3.889         -3.76825
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.3681           -12.72           -5.684          -11.454
          -0.9969            -5.03           -4.878           -6.671
          -2.2438            -3.63           -7.643           -4.902
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.387          0.02783            6.245            1.270
           -3.527          3.26664            1.749           -1.100
            1.536         -3.11118           -1.231            1.623
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.153          -3.5360          -1.1158           -4.143
            6.751           2.6669          -5.0278          -12.319
            2.809           0.8317          -0.7006          -11.561
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.713           -2.114          -4.2474            2.403
            2.301            1.674           0.4591           -3.389
           -2.579            1.324         -10.2001            4.346
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.061           -2.008           1.3581           12.495
            4.499            1.666          -2.6697            6.736
           11.385            1.117          -0.7245            4.723
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.3375            2.824            7.300            1.050
          -4.1155           -1.575            5.746           10.880
           0.3986            8.953           -4.584           -7.717
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.381           0.1589         -0.06723            3.835
            5.554          -4.5913          0.94744          -12.850
           10.298          -0.4991          3.46284           -3.601
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.9906          0.01381            2.062          -14.183
           0.9963          4.30756            2.481           10.473
          -0.8646          0.92568            3.892            2.426
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -12.791           1.4245           -20.72          -6.4859
            2.308           0.8004           -16.26           0.5121
            5.985           2.5423            13.41          -0.5453
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.714          -3.4040            1.732           -1.158
          -12.318          -1.2270           -8.008           -3.069
            9.499           0.2017           -1.588            7.061
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.242           0.4453            7.882          -4.5135
            7.543           2.3105            3.969           0.8454
            6.420          -1.7981            4.349           1.8173
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.3059           2.4340           12.242           -6.459
           3.2983          -0.9642            2.604           -1.549
           4.7893          -1.2262            8.636           -2.375
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.2543            1.543         -2.81769          -3.6033
           3.0923           -1.915         -0.03798          -1.8548
           0.1954           -2.435          7.71242          -0.1724
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.074            3.856           -5.046            3.992
            4.717           -6.596           13.497            0.536
           -2.574            2.657           12.246            6.597
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.7926          -4.2812          -5.2489          -2.6275
          -3.7619          -1.6898          -0.9949          -1.7268
          -0.3348           0.3399           3.6649           0.4262
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.210         -1.82532           12.460            206.8
           -1.599         -0.02812            7.589            188.0
           -3.656         -1.56194           18.407            191.3
 rnd_95776.volume rnd_95787.volume
          -24.142            8.707
           24.680           -9.017
           -2.155          -16.765
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.736 3.153 7.625 3.385 3.985 2.062 1.789 4.717 4.527 3.531 2.576
[2,] 4.920 3.615 8.677 5.049 5.887 2.504 2.087 5.474 5.680 5.549 3.359
[3,] 5.429 4.058 9.720 6.466 7.123 2.836 2.282 5.962 6.325 6.117 3.847
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.829 3.229 4.969 4.662 4.624 3.961 4.104  7.278 4.802  8.902 3.956
[2,] 4.174 3.654 6.167 6.159 5.873 5.122 5.364  8.978 6.005 10.508 4.437
[3,] 4.873 4.094 6.896 6.939 6.650 6.043 6.149 10.072 6.921 11.902 4.895
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.996 4.678 1.915 3.799 4.309 3.953 3.550 1.720 3.596 4.856 2.168
[2,] 15.833 6.801 2.365 5.867 6.671 4.503 5.299 2.049 5.614 5.670 2.568
[3,] 17.712 8.382 2.609 8.324 8.911 5.113 6.598 2.348 6.872 6.461 2.828
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.373 3.926 4.415 3.597 4.200 3.718 1.374 4.089 1.028 3.213 2.944
[2,] 5.710 5.924 5.885 4.569 5.380 4.633 1.538 5.096 1.283 4.143 4.108
[3,] 6.992 7.051 6.860 5.267 6.071 5.194 1.674 5.602 1.444 4.940 4.882
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.634 1.868 3.184 4.481 4.435 2.266 4.291 4.476 2.029 3.830 3.257
[2,] 3.082 2.112 4.578 5.401 5.178 2.764 6.229 5.253 2.284 5.780 4.947
[3,] 3.451 2.314 5.286 6.097 5.715 3.198 7.551 5.796 2.502 7.366 6.203
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.200 2.320 4.029 1.136 3.266 1.545 3.535 3.284 4.263 4.641 2.079
[2,] 4.636 4.230 4.586 1.391 4.681 1.837 4.367 3.787 5.505 6.432 2.544
[3,] 5.953 5.559 4.949 1.561 5.887 2.107 5.007 4.150 6.324 7.131 2.731
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.891 3.569 3.870 1.597 4.126 4.040 5.079 4.901 5.314 3.985 3.478
[2,] 5.626 4.164 5.596 1.920 4.878 5.250 6.015 6.270 6.372 5.793 5.545
[3,] 6.525 4.616 6.809 2.198 5.345 5.744 6.829 7.030 7.209 6.929 6.888
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.190 4.025 2.700 4.700 1.877 2.567 1.750 4.418 3.130 6.716 6.549
[2,] 1.456 5.367 3.334 6.115 2.300 3.068 2.001 5.659 3.750 7.840 7.673
[3,] 1.611 6.525 3.694 7.223 2.658 3.522 2.247 6.488 4.308 8.477 8.510
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.623 1.667 2.492 2.641 3.346 2.515 3.436 10.68  9.846 4.867
[2,] 2.509 2.828 3.060 3.085 3.832 2.856 4.267 14.15 14.844 7.038
[3,] 3.101 3.193 3.398 3.324 4.391 3.140 4.914 16.87 17.969 8.685
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]   [,8]    [,9]
[1,]   4.744   4.004   9.682   4.298   5.06   2.619   2.272   5.99   5.748
[2,] 386.481 213.425 500.097 452.293 523.12 171.437 129.752 335.28 414.316
[3,] 277.157 222.457 528.775 487.720 484.05 160.688 111.427 285.17 335.850
       [,10]   [,11]   [,12] [,13]  [,14]  [,15]   [,16]  [,17]   [,18]
[1,]   4.484   3.271   3.592   4.1   6.31   5.92   5.871   5.03   5.212
[2,] 516.681 260.235 370.456 206.6 440.93 486.00 437.285 391.96 417.019
[3,] 310.765 226.355 303.794 222.9 372.57 385.75 376.622 387.14 363.000
       [,19]   [,20] [,21]   [,22]   [,23]  [,24]   [,25]   [,26]   [,27]
[1,]   9.242   6.098  11.3   5.023   11.42   5.94   2.432   4.824   5.472
[2,] 634.539 435.300 674.0 242.625 1572.94 595.96 167.460 539.776 614.837
[3,] 551.239 415.399 675.0 249.585  958.41 591.48 133.120 712.951 713.236
      [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.02   4.508   2.185   4.567   6.166   2.753   5.553   4.986
[2,] 260.23 474.837 134.323 520.463 353.429 166.008 443.313 535.463
[3,] 292.50 474.605 138.523 478.558 374.028 143.105 487.205 461.777
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   5.606   4.567   5.333   4.722  1.744   5.192  1.305   4.08   3.738
[2,] 469.801 340.229 405.905 333.720 83.414 367.229 92.719 315.85 345.969
[3,] 425.513 316.335 339.664 283.304 79.842 280.932 80.031 324.71 318.420
       [,45]   [,46]   [,47]  [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.345   2.372   4.043   5.69   5.632   2.877   5.449   5.684
[2,] 193.251 119.015 397.199 364.05 322.748 191.185 545.137 332.040
[3,] 187.405 114.083 318.872 341.48 292.011 194.195 515.344 295.576
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]
[1,]   2.576   4.863   4.136   4.063   2.946   5.116  1.442   4.147
[2,] 126.532 522.620 449.542 404.961 426.991 264.368 96.894 404.788
[3,] 123.504 551.167 451.834 450.917 435.504 224.858 85.692 431.158
       [,61]   [,62]  [,63]   [,64]   [,65]  [,66]   [,67]   [,68]   [,69]
[1,]   1.961   4.489   4.17   5.414   5.893   2.64   4.941   4.532   4.914
[2,] 120.174 309.592 227.77 420.391 537.637 176.98 490.512 258.951 488.003
[3,] 124.583 295.691 204.83 375.852 371.882 120.04 399.067 240.511 468.454
       [,70]   [,71]  [,72]   [,73]   [,74]   [,75]  [,76]   [,77]   [,78]
[1,]   2.028   5.239   5.13   6.449   6.223   6.747   5.06   4.417   1.511
[2,] 128.583 314.193 404.86 389.020 472.201 424.579 507.56 521.292 101.311
[3,] 129.157 263.848 281.45 390.461 383.701 406.970 459.10 493.331  83.124
       [,79]   [,80]   [,81]   [,82]  [,83]   [,84]  [,85]   [,86]   [,87]
[1,]   5.111   3.429   5.968   2.383   3.26   2.223   5.61   3.975   8.528
[2,] 428.639 236.195 472.373 160.532 202.91 117.030 426.95 249.393 488.328
[3,] 447.974 191.957 463.976 160.848 208.81 123.388 383.08 255.898 389.467
       [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]   8.316   2.061   2.117   3.165   3.353   4.249   3.194   4.364
[2,] 482.898 231.003 275.813 214.343 192.607 225.349 163.412 305.412
[3,] 444.336 220.036 178.939 178.458 149.412 259.067 157.412 294.293
       [,96]  [,97]  [,98]
[1,]   13.56   12.5   6.18
[2,] 1121.05 1341.1 613.74
[3,] 1109.84 1222.6 614.29
[1] "--- VAR model 2017-10-03 12:31:00  completed"
[1] "Completed training sample:  2017-10-03 12:31:00 - 2017-10-03 20:30:00"
[1] "SpVAR;   training sample:  2017-10-03 13:01:00 - 2017-10-03 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.7059        -5.58192       -25.6483        -12.498
         -3.9963         5.46901        -1.0485         -4.234
          0.2636         0.09093        -0.1689          2.766
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.519        0.94879          -0.2178          -2.0206
        -19.890        5.80001           0.8479           1.1591
        -13.794       -0.04201          -0.5620          -0.2002
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           10.546          0.49890            1.570            3.028
          -13.924          0.03129            2.735          -13.144
            8.594         -7.57160           -5.745          -17.280
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.368            9.399           14.150           8.4235
            5.237           -4.222            6.302           5.4203
           -3.405           -0.523           12.608           0.8986
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.886          -11.490           13.869           -8.808
            7.094           -1.592           25.439           20.962
           -1.749            8.689            3.334           10.251
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
        -29.03349            6.874            4.746            5.938
          0.08198           -2.639          -44.534           -6.791
         -9.68983            5.449           -8.749          -16.190
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.980          -0.3871           -19.15           -8.041
           -2.697           0.4414            12.44            3.221
           -1.061         -17.5944           -11.47            2.801
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.311            4.179           -9.594           -2.696
           -6.232            3.908          -17.863           -6.064
            8.400            3.108           13.016            3.375
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8872           -7.417            -4.98           -12.15
          -1.6113          -12.426           -17.59           -20.97
          -1.5149            5.633           -13.53           -12.02
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           14.505           10.961            5.722           2.2887
            6.751           12.188            9.191           0.6595
            7.492            2.124            5.057           0.7989
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4642         -3.14084          -15.322           -17.16
          -5.0854         -0.05603            3.467           -14.98
           1.6236         -0.40365           -9.219            -5.73
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -5.540          -0.7011           -8.204          0.19560
            7.923          -0.5710          -11.682          1.10412
            5.080          -0.6644           -3.454         -0.02884
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.055          -0.7870            2.371            5.544
            8.129          -0.5107          -13.016            6.451
            2.142          -3.2041           16.803            4.644
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8867          -12.349           -7.335           1.5381
           0.1932           -1.577            2.846         -13.3215
           2.6439           -6.856          -10.333           0.7812
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.298            2.795          -0.2342          -4.0595
          -11.534            5.065           1.1481           0.6531
            1.991            4.393           1.0872          -9.4449
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.516           -4.143           -4.306            1.950
            1.386           -1.113            2.514          -13.475
           -1.258            2.952            1.290            8.973
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.673          -0.2283            9.038           -4.306
          -10.272          -1.4081           -7.824            8.400
            6.485           3.3319           -1.941           -5.312
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           10.234           2.6834           0.0727          -0.9686
            5.431           3.1609           3.8420          -0.6776
           -7.052           0.4485           3.4528           1.5145
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.184           -9.660           4.1446          0.02586
            5.283           -5.121          -0.9827         -6.74142
            8.216            3.051          -0.7067         -1.23795
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.966          -0.5237           12.217           -2.252
           -1.500          -1.3105           -2.665           -4.239
           -3.364          -1.2824            1.490           -2.996
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.991           -2.244           -1.130           4.2064
            9.909            5.233            1.199           0.4424
           -3.583            3.914           -2.290           2.0546
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           14.304           -5.485           -3.716            7.099
           11.227            4.586            2.013            8.077
            4.352            1.422            2.140            6.994
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.937           -2.158          -0.5232          -0.1555
           -4.608            2.124           2.9199           0.8722
            2.373           -3.333          -4.0301          -2.7115
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.376           -6.026            21.79            213.7
            4.161            6.228            14.33            200.1
           -1.667           -1.491            19.37            199.0
 rnd_95776.volume rnd_95787.volume
           -1.578            6.766
           18.053          -11.016
          -17.718          -13.138
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.484 3.120 7.641 3.409 4.122 2.067 1.806 4.558 4.575 3.445 2.643
[2,] 4.804 3.572 8.704 4.988 5.884 2.500 2.085 5.381 5.738 5.533 3.448
[3,] 5.356 4.039 9.801 6.177 6.972 2.800 2.258 5.904 6.431 6.135 3.908
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.901 3.083 4.096 4.305 3.818 3.814 4.009 7.033 4.789  8.685 3.983
[2,] 4.196 3.614 5.388 5.727 4.488 5.062 5.196 8.630 6.004 10.378 4.523
[3,] 4.894 4.032 6.080 6.487 5.005 5.966 6.092 9.749 6.949 11.760 4.987
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.55 4.740 1.879 3.849 4.227 4.041 3.559 1.671 3.628 4.687 2.142
[2,] 15.65 6.913 2.317 5.821 6.528 4.466 5.253 2.026 5.529 5.557 2.482
[3,] 17.57 8.470 2.580 8.282 8.992 5.046 6.418 2.277 6.750 6.364 2.733
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.321 4.160 4.406 3.589 4.163 3.734 1.294 4.081 1.008 3.330 2.875
[2,] 5.627 5.946 5.824 4.382 5.413 4.593 1.489 5.130 1.268 4.189 4.125
[3,] 6.912 6.926 6.829 5.079 5.974 5.188 1.636 5.590 1.426 4.817 4.856
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.638 1.704 3.046 4.722 4.546 2.256 4.126 4.488 1.923 3.731 3.299
[2,] 3.140 1.942 4.437 5.521 5.235 2.781 6.120 5.230 2.218 5.724 4.750
[3,] 3.497 2.177 5.127 5.992 5.775 3.204 7.225 5.797 2.441 7.329 5.918
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.269 2.167 3.979 1.137 3.248 1.544 3.618 3.182 4.116 4.678 1.959
[2,] 4.747 4.128 4.492 1.371 4.567 1.824 4.366 3.681 5.412 6.425 2.465
[3,] 5.979 5.287 4.842 1.531 5.687 2.093 5.008 4.053 6.214 7.076 2.677
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.774 3.480 3.743 1.558 4.013 3.822 5.231 4.943 5.321 4.058 3.436
[2,] 5.568 4.086 5.525 1.905 4.745 5.190 6.082 6.046 6.372 5.848 5.427
[3,] 6.374 4.528 6.676 2.182 5.238 5.728 6.848 6.737 7.155 6.751 6.738
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.171 3.936 2.587 4.492 1.870 2.632 1.650 4.197 3.193 6.978 6.575
[2,] 1.433 5.397 3.148 5.901 2.254 3.117 1.914 5.581 3.790 8.207 7.722
[3,] 1.589 6.532 3.561 7.027 2.553 3.541 2.151 6.399 4.322 8.828 8.571
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.587 1.569 2.502 2.611 3.262 2.375 3.543 11.04  9.971 4.992
[2,] 2.439 2.815 3.097 3.064 3.755 2.721 4.269 14.45 14.913 7.222
[3,] 3.073 3.171 3.459 3.340 4.263 3.063 4.885 17.19 17.749 8.806
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.424   3.961   9.703   4.329   5.235   2.625   2.294   5.788
[2,] 398.049 209.246 501.601 438.116 505.215 169.278 125.351 344.026
[3,] 285.056 226.952 542.117 438.374 449.941 151.568 104.266 292.564
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.81   4.374   3.357   3.684   3.914   5.201   5.466   4.848
[2,] 416.68 520.950 266.465 364.826 226.950 421.260 454.496 283.807
[3,] 349.37 319.098 221.362 303.092 215.173 338.857 366.545 266.815
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   4.843   5.091   8.931   6.082  11.03   5.057   10.86   6.019
[2,] 400.433 397.847 601.833 435.691 683.64 257.960 1576.57 605.548
[3,] 379.875 382.601 545.723 421.044 665.61 252.791  962.14 588.921
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.386   4.887   5.368   5.132   4.519   2.122   4.607   5.952
[2,] 163.134 525.447 598.593 228.721 464.831 137.956 502.001 359.055
[3,] 136.702 708.855 744.169 282.547 443.705 125.008 465.909 373.354
      [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   2.72   5.487   5.283   5.595   4.557   5.286   4.742  1.643   5.182
[2,] 150.90 433.839 511.117 458.312 302.661 416.302 321.921 88.661 374.074
[3,] 137.83 482.912 427.554 429.173 308.920 304.255 290.194 81.594 267.185
      [,42]   [,43]   [,44]  [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.281   4.229   3.651   3.35   2.164   3.868   5.996   5.773   2.865
[2,] 92.516 305.829 355.858 205.08 112.174 388.227 344.298 312.335 195.678
[3,] 78.606 286.214 308.487 185.02 118.241 309.119 280.124 293.457 191.578
      [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   5.24   5.699   2.442   4.738   4.19   4.151   2.752   5.053  1.444
[2,] 543.86 323.049 133.115 522.334 411.25 414.262 422.726 250.922 92.096
[3,] 462.19 301.020 122.544 550.662 424.79 437.443 397.572 217.348 82.019
       [,60]   [,61]   [,62]  [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.125   1.961   4.594   4.04   5.227   5.941   2.487   4.792
[2,] 386.350 116.791 294.131 222.75 422.768 529.848 180.100 492.703
[3,] 407.852 123.605 295.085 204.01 367.464 356.841 125.579 373.277
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   4.418   4.752   1.979   5.096   4.853   6.643   6.277   6.757
[2,] 257.715 489.132 131.800 304.692 422.447 373.405 418.903 421.880
[3,] 234.731 450.953 128.069 267.093 291.770 378.804 357.591 391.606
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.153   4.363  1.487   4.998   3.285   5.704   2.375   3.342
[2,] 506.644 505.556 99.314 444.354 215.955 460.574 151.431 201.006
[3,] 406.074 480.415 82.724 442.766 200.319 459.146 144.223 202.262
       [,84]   [,85]   [,86]   [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   2.095   5.329   4.054   8.861   8.35   2.016   1.993   3.178
[2,] 116.875 442.672 245.792 519.854 487.31 222.747 281.264 219.507
[3,] 117.903 376.761 250.050 391.251 447.43 224.980 175.600 185.334
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.316   4.142   3.016   4.499   14.02   12.66   6.339
[2,] 192.884 223.855 159.719 286.642 1122.51 1334.44 627.995
[3,] 160.008 242.856 169.361 285.745 1119.66 1158.12 606.291
[1] "--- VAR model 2017-10-03 13:01:00  completed"
[1] "Completed training sample:  2017-10-03 13:01:00 - 2017-10-03 21:00:00"
[1] "SpVAR;   training sample:  2017-10-03 13:31:00 - 2017-10-03 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -9.553          3.6575          14.40        -15.651
          -4.718         -0.3354         -10.97         -1.345
          -1.086         -0.4078         -12.11        -19.677
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.647         1.7637           4.1249           12.156
        -10.080        -0.2929          -0.2195            6.260
         -2.147         0.8908           2.1344            1.761
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.197           -5.292            1.126          -12.133
            2.544            1.009           -2.242          -10.844
            3.646            8.173            2.808           -9.457
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.947           -7.970            2.109           -1.932
           -5.063           -2.500          -10.506            4.943
            1.573            3.989            6.643           -7.625
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.799          -17.722         -11.6464           -8.582
           -1.173           -6.030           5.1912           -3.948
           -4.753           -2.056           0.9348            4.706
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           17.241            2.211           -37.38          -22.093
            5.263            2.387            17.12           -2.391
          -15.983            1.414           -15.64            3.895
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.553           -9.163            1.470            4.799
            3.936          -12.163          -13.722            3.621
            1.964           14.240           -2.088           -4.430
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -22.95          -0.8370         -16.3647           -5.599
            -1.06           3.9091           0.5335          -11.853
           -17.52          -0.1836         -18.8321           -5.598
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           3.7223           -11.34          -11.844           -2.855
          -1.4804           -16.66           -9.490           -8.698
          -0.8286           -11.49           -7.598          -21.740
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            11.44           13.913            5.090           1.9771
            14.50            9.579           -6.176           1.3566
            13.44            7.777           -4.622           0.9675
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -6.734          -0.1145           -9.264           -10.35
            6.762          -2.8052           -8.278           -13.21
            2.316           0.4719           -9.130           -13.93
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -3.6088          -0.8142            2.351          -13.813
           0.9163          -1.6404           -9.503            5.741
          -1.9690          -2.5189           -5.622            7.082
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           14.476          2.58918           16.869            2.974
           -2.127         -2.46354            7.367            3.180
            0.412          0.05134           -5.013            5.653
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.421          13.0232            7.603           10.774
            1.395          17.4327            9.336            1.779
           -2.581           0.7358           14.282           11.959
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.869            3.966          1.24034           -7.814
            6.413            1.268          3.06703            6.239
           13.832            6.247         -0.04387            6.877
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.385            1.804            6.437           2.1913
            2.133            8.395            3.493           0.2361
           -1.119            1.221            2.121           9.4910
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.938           6.5049           -2.713            1.843
           -3.674           0.2815           -4.935            6.612
            8.120           1.3819            8.740            2.202
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.512           0.8203           -8.123         -12.7991
           -2.426           3.8258           -2.767          -4.0814
            9.203          -0.2343            7.856          -0.3768
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.076           -2.173           -1.293           -1.648
            6.201           -7.694            9.771           -4.216
           -5.631           -4.101            4.073           -6.275
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.104          -0.6624           3.8158            5.440
           -3.744          -3.9341          -1.3208           -2.641
            5.474          -0.2830          -0.1255           -1.052
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.135           -1.551            6.950            5.235
          -11.652           -4.608            3.329           -1.417
            1.577           -1.043           -1.016            2.216
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.101           0.9650            5.664           11.901
            9.575           0.9414           -1.277           -4.146
           10.338           0.8853           -9.103            5.797
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.425          -0.3478           2.5685           3.8692
            1.620           3.0482           2.4440           0.7883
            4.016          -2.9327           0.2176           2.2131
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.358           -2.869            21.60            225.2
            8.343            1.183            23.43            243.6
            2.504           -4.016            17.15            267.3
 rnd_95776.volume rnd_95787.volume
           26.864          -16.445
           -8.643           -6.931
            2.653            6.689
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.367 3.133 7.522 3.504 4.123 2.123 1.811 4.472 4.570 3.399 2.542
[2,] 4.496 3.581 8.633 4.798 5.658 2.548 2.088 5.277 5.773 5.425 3.347
[3,] 5.031 3.981 9.725 6.078 6.660 2.822 2.256 5.752 6.457 6.080 3.851
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.829 2.988 3.574 4.219 3.851 3.717 3.799 7.030 4.683  8.881 3.827
[2,] 4.061 3.549 4.668 5.584 4.525 5.056 5.035 8.656 5.865 10.344 4.455
[3,] 4.716 3.977 5.349 6.364 5.010 5.799 5.977 9.761 6.762 11.752 4.964
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.465 4.981 1.923 3.711 3.907 3.914 3.556 1.777 3.669 4.485 2.180
[2,] 15.243 6.942 2.308 5.703 6.089 4.298 5.012 2.144 5.385 5.406 2.532
[3,] 17.165 8.484 2.561 8.068 8.411 4.923 6.290 2.427 6.543 6.223 2.764
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.403 4.166 4.341 3.777 3.886 3.731 1.294 3.814 1.056 3.336 2.910
[2,] 5.599 5.679 5.646 4.550 5.114 4.586 1.479 4.796 1.246 4.189 4.088
[3,] 6.774 6.568 6.631 5.142 5.733 5.175 1.643 5.249 1.410 4.708 4.861
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.560 1.606 3.080 4.676 4.497 2.407 4.289 4.414 1.922 3.776 3.226
[2,] 3.087 1.887 4.475 5.435 5.141 2.823 6.237 5.074 2.191 5.803 4.739
[3,] 3.403 2.103 5.190 5.925 5.703 3.201 7.368 5.663 2.393 7.239 5.886
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.200 2.175 3.897 1.095 3.183 1.512 3.497 3.206 3.998 4.516 1.925
[2,] 4.792 4.099 4.431 1.302 4.647 1.782 4.278 3.678 5.354 6.312 2.430
[3,] 6.011 5.331 4.803 1.463 5.620 2.027 4.885 4.034 6.136 6.916 2.635
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.743 3.363 3.691 1.574 3.850 3.478 5.033 4.664 5.446 4.020 3.255
[2,] 5.538 3.957 5.400 1.899 4.581 4.630 5.866 5.790 6.457 5.628 5.191
[3,] 6.281 4.399 6.478 2.143 5.125 5.189 6.652 6.554 7.221 6.374 6.413
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.152 3.226 2.604 4.168 1.843 2.645 1.575 4.281 3.108 7.095 6.596
[2,] 1.386 4.695 3.161 5.380 2.218 3.202 1.844 5.540 3.640 8.063 7.911
[3,] 1.569 5.843 3.564 6.290 2.501 3.615 2.065 6.366 4.081 8.719 8.777
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.495 1.420 2.417 2.559 3.040 2.349 3.607 11.61 10.26 5.069
[2,] 2.342 2.737 3.082 3.088 3.604 2.730 4.316 14.83 14.90 7.103
[3,] 3.034 3.145 3.440 3.353 4.162 3.044 4.921 17.40 17.65 8.653
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.275   3.979   9.552   4.449   5.236   2.696   2.299   5.678
[2,] 370.102 215.225 525.924 407.127 481.155 174.900 129.098 348.101
[3,] 280.342 216.025 556.046 463.217 436.286 150.795 106.124 283.996
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]  [,17]
[1,]   5.804   4.317   3.228   3.592   3.795   4.539   5.357   4.89   4.72
[2,] 438.025 525.018 270.392 361.882 237.698 372.909 454.332 295.10 425.58
[3,] 359.075 341.018 236.560 297.648 222.821 324.411 379.175 266.99 352.67
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.825   8.927   5.947  11.28   4.859   10.75   6.325   2.442
[2,] 410.291 627.130 438.358 658.67 283.206 1574.18 600.499 158.409
[3,] 399.952 560.403 418.032 692.57 271.937  980.10 605.506 137.801
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   4.712   4.961   4.971   4.516   2.256   4.658   5.695   2.768
[2,] 537.681 580.024 220.534 438.539 149.053 489.591 374.680 160.067
[3,] 708.805 720.435 297.977 471.906 141.210 461.578 382.958 137.681
       [,34]  [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.592   5.29   5.512   4.797   4.935   4.737  1.643   4.843  1.341
[2,] 429.482 479.31 448.247 314.918 412.843 331.191 89.034 361.124 82.098
[3,] 473.468 409.70 431.866 297.515 321.875 297.711 88.823 264.781 81.883
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.237   3.695   3.251   2.04   3.911   5.937   5.711   3.057
[2,] 314.613 356.592 214.238 123.10 403.126 344.110 309.327 183.212
[3,] 266.838 326.753 177.697 115.17 326.509 293.134 306.524 187.315
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58] [,59]
[1,]   5.446   5.605   2.441   4.795   4.097   4.063   2.762   4.949  1.39
[2,] 562.264 310.682 130.665 547.172 431.135 442.951 431.437 261.925 87.58
[3,] 487.254 312.386 119.286 537.428 433.520 450.743 423.290 229.971 82.85
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.042   1.921   4.441   4.071   5.077   5.735   2.445   4.753
[2,] 420.387 117.092 306.036 223.960 442.143 547.616 184.044 506.803
[3,] 392.631 119.824 292.886 205.686 372.200 351.107 126.516 368.125
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   4.271   4.686   1.999   4.888   4.416   6.392   5.923   6.916
[2,] 258.854 489.463 131.957 308.462 379.648 374.001 426.034 430.622
[3,] 238.685 444.474 123.311 285.161 290.751 389.566 381.391 401.487
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83] [,84]
[1,]   5.104   4.133  1.462   4.096   3.306   5.293   2.34   3.358   2.0
[2,] 489.243 502.089 95.653 423.722 222.541 422.454 153.40 224.066 119.2
[3,] 371.572 467.655 91.550 431.824 204.648 404.645 143.42 208.507 115.4
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   5.436   3.947   9.009   8.375   1.898   1.804   3.069   3.249
[2,] 436.680 235.311 475.732 542.445 223.891 290.523 237.425 214.656
[3,] 389.571 229.011 411.977 472.301 239.492 192.306 189.759 162.250
       [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.861   2.983   4.581   14.74   13.03   6.437
[2,] 240.245 172.679 294.294 1147.49 1342.29 617.760
[3,] 258.697 167.250 293.681 1128.26 1174.18 613.795
[1] "--- VAR model 2017-10-03 13:31:00  completed"
[1] "Completed training sample:  2017-10-03 13:31:00 - 2017-10-03 21:30:00"
[1] "SpVAR;   training sample:  2017-10-03 14:01:00 - 2017-10-03 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.04184         -1.6694         -10.37         -9.828
         3.52723          1.9462         -10.74        -13.807
         3.46709         -0.4722         -11.54         -6.772
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -24.573        -4.4571         -2.78866           7.4026
         -9.099         5.5029         -0.91826          -0.3391
        -17.562         0.2821          0.08065           6.2374
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.871           2.7106           0.1415          -14.715
            8.087           8.6309           1.7647          -13.152
           -1.912           0.9028          11.2044           -7.191
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.311           -4.947           7.4725            6.331
           -1.671            2.649          -7.5517           -1.144
            5.174            1.256          -0.4524            2.244
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -12.7951           -7.915         -10.5319          -2.6056
           0.4856           -2.487           0.5205           0.9237
          -3.3918           -6.389           9.1444           2.1335
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -22.025         5.621257          -21.725           -2.750
           -4.529         3.622871          -18.254          -15.960
           -9.286         0.001191           -1.812           -5.416
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2323           -9.294          -18.740          6.55511
          -3.5982           -9.939           -8.672          0.07611
          -1.3898           -7.643           -5.550          4.85062
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.663           1.5232            2.135           0.7803
          -13.516           0.6788          -17.702           1.6721
           -7.286           2.3640           -8.100          -6.9598
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.527           -5.619           -25.38          -25.808
           -2.398          -10.227           -10.69           -6.112
           -1.918          -10.866           -14.41          -10.880
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.8646          -5.1806           0.2951           0.1986
          -1.6546          -2.8999           2.2541          -0.5740
          -0.9931          -0.9546          -0.2261           1.8030
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.349          -0.3531           -8.877           -9.001
            6.853           1.4393          -10.519          -17.285
           -1.666          -0.8953           -6.588          -14.612
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.720          -2.5582          -18.675            8.298
           -1.761           2.9927           -7.029            7.216
            2.038           0.2619          -16.217            4.471
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.200           -4.344           0.3202           -2.732
           -7.285           -5.237          -7.6252            4.066
            3.253            5.059          -8.0117            8.873
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.8559          -18.590          -3.8251          0.01427
          -0.3141            9.839          -6.3920        -14.42560
          -3.1760          -11.977          -0.3094          7.27217
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.895           1.8977          0.01748          -0.5666
           -4.919          -4.0067         -1.07107           8.5318
           -5.533          -0.5978         -0.80233          -5.1695
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.802           0.1615           -1.341           10.030
           -3.174           4.3331           -5.211           -3.196
           -1.160           2.7548            1.975            1.514
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -7.2736          -5.3541           -5.636            7.383
           0.8586          -2.8052            2.394           -4.586
           4.6265          -0.1324            3.349            5.864
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.9323          -4.3641           -2.883            1.756
          -0.2693           0.2307            6.598            2.097
          -0.9224           1.7045            3.388            3.908
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.0023           0.6609            7.657            5.783
          -0.3848           5.2924           -2.353            1.803
           1.6752          -2.9426            5.830            2.685
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           19.044           0.5678           7.6226           1.3693
            1.790           0.7308          10.4358          -3.5083
            4.879           0.8252          -0.5886           0.3777
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.102           1.9025           -6.351           2.6951
            3.671          -0.9138            5.260          -0.2587
            2.882           2.7533           -4.093          -0.8462
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.375           -2.313           -10.67           1.0245
           -7.320            2.727            16.69           0.6417
           -3.350           -1.348            10.38           4.8921
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.907          -5.3876          -11.404          -10.238
           -5.290          -8.9723           -3.070           -4.310
           -6.943          -0.7689           -2.194            1.061
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1762            1.325            13.50            238.6
          -0.1757           -2.271            11.53            251.7
           3.3378           -1.824            15.21            228.0
 rnd_95776.volume rnd_95787.volume
            6.429           -1.478
          -37.397          -15.410
           -8.348           -3.424
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.308 3.174 7.460 3.403 4.057 2.027 1.838 4.374 4.563 3.364 2.477
[2,] 4.360 3.586 8.590 4.815 5.436 2.489 2.059 5.222 5.853 5.263 3.308
[3,] 4.875 3.960 9.595 6.033 6.366 2.787 2.235 5.710 6.489 6.060 3.819
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.797 2.988 3.244 4.185 3.857 3.627 3.769 6.897 4.690  8.805 3.736
[2,] 3.943 3.489 4.261 5.669 4.489 4.943 4.888 8.441 5.848 10.254 4.350
[3,] 4.694 3.890 5.015 6.466 4.937 5.763 5.794 9.588 6.749 11.630 4.910
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.47 4.959 1.848 3.733 3.794 3.865 3.581 1.813 3.644 4.361 2.243
[2,] 15.20 7.010 2.239 5.524 5.946 4.375 5.012 2.119 5.271 5.294 2.556
[3,] 17.29 8.448 2.503 8.064 8.314 4.904 6.230 2.426 6.409 6.131 2.788
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.212 4.164 4.264 3.719 3.841 3.633 1.289 3.705 0.9858 3.332 2.680
[2,] 5.358 5.511 5.566 4.461 5.077 4.481 1.453 4.638 1.1878 4.193 4.000
[3,] 6.499 6.320 6.509 4.997 5.606 5.054 1.631 5.163 1.3505 4.683 4.829
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.516 1.647 2.958 4.535 4.393 2.303 4.139 4.386 1.822 3.629 3.152
[2,] 3.096 1.906 4.391 5.251 5.016 2.781 6.008 4.970 2.115 5.793 4.655
[3,] 3.410 2.076 5.134 5.760 5.505 3.155 7.143 5.584 2.335 7.100 5.772
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.222 1.994 3.814 1.016 3.191 1.489 3.299 3.086 3.828 4.887 1.890
[2,] 4.732 3.983 4.285 1.246 4.448 1.760 4.111 3.663 5.095 6.350 2.334
[3,] 6.032 5.226 4.605 1.419 5.323 1.990 4.725 4.022 5.931 6.958 2.531
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.754 3.350 3.609 1.506 3.698 3.466 4.955 4.480 5.398 3.831 3.211
[2,] 5.456 3.900 5.309 1.819 4.397 4.578 5.742 5.621 6.443 5.522 5.192
[3,] 6.151 4.313 6.329 2.075 4.917 5.112 6.490 6.374 7.241 6.320 6.469
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.152 3.301 2.596 4.020 1.831 2.555 1.498 4.308 3.139 6.851 6.447
[2,] 1.358 4.645 3.129 5.290 2.210 3.150 1.768 5.564 3.620 8.047 7.850
[3,] 1.551 5.823 3.467 6.283 2.500 3.562 1.983 6.380 4.067 8.681 8.634
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.503 1.392 2.408 2.578 3.032 2.258 3.487 11.56  9.909 5.041
[2,] 2.318 2.694 3.084 3.077 3.632 2.638 4.198 15.03 14.688 7.062
[3,] 2.985 3.136 3.435 3.340 4.146 2.969 4.874 17.68 17.295 8.627
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.201   4.03   9.473   4.321   5.151   2.574   2.334   5.555
[2,] 360.716 211.98 540.898 432.622 459.509 183.353 117.765 362.298
[3,] 276.811 213.37 542.973 461.473 420.771 159.382 110.516 293.190
        [,9]   [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   5.795   4.271   3.146   3.551   3.794   4.12   5.314   4.898
[2,] 465.520 514.038 278.433 353.005 228.856 350.85 485.538 291.754
[3,] 355.651 381.557 242.376 323.336 218.465 335.89 395.100 260.869
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   4.605   4.785   8.758   5.955  11.18   4.745   10.76   6.297
[2,] 426.577 395.400 618.026 443.620 667.19 282.972 1602.93 629.265
[3,] 376.171 395.035 577.425 427.798 696.92 288.982 1046.90 598.591
       [,25]  [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.347   4.74   4.817   4.909   4.548   2.303   4.627   5.537
[2,] 160.535 517.07 581.360 260.105 445.286 139.292 483.682 381.319
[3,] 141.907 746.00 738.034 281.604 469.834 150.036 463.049 392.550
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   2.848   5.348   5.288   5.415   4.722   4.878   4.614  1.637
[2,] 155.540 420.515 458.340 454.283 312.837 421.482 333.094 85.351
[3,] 141.552 467.267 393.066 428.574 286.036 302.117 296.750 93.928
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.705  1.252   4.231   3.403   3.194   2.091   3.757   5.758
[2,] 354.247 84.150 323.187 377.029 229.220 121.877 412.070 336.251
[3,] 288.199 81.624 264.880 343.693 181.391 104.577 337.809 300.515
       [,49]   [,50]   [,51]  [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   5.578   2.924   5.256   5.57   2.314   4.608   4.003   4.092
[2,] 307.590 198.042 553.075 296.87 136.467 573.372 434.918 440.117
[3,] 288.005 189.102 490.575 323.26 125.501 521.402 433.460 475.063
       [,57]   [,58]  [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   2.533   4.843  1.291   4.052   1.891   4.189   3.918   4.861
[2,] 437.839 248.148 91.539 393.458 119.159 311.587 250.539 426.866
[3,] 429.705 214.138 86.268 371.411 117.897 295.788 210.943 385.692
       [,65] [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   6.206   2.4   4.767   4.254   4.583   1.912   4.696   4.401   6.292
[2,] 514.834 174.0 502.817 253.700 494.517 129.602 302.134 379.717 368.547
[3,] 361.254 124.3 360.729 233.907 437.558 126.803 279.304 288.882 384.194
       [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   5.689   6.855   4.865   4.077  1.462   4.192   3.297   5.105
[2,] 431.103 446.686 505.093 518.091 91.374 414.994 221.758 436.742
[3,] 381.691 419.825 390.408 490.099 95.278 445.959 189.739 430.380
       [,82]   [,83]   [,84]   [,85]   [,86] [,87]   [,88]   [,89]   [,90]
[1,]   2.325   3.245   1.903   5.471   3.986   8.7   8.187   1.909   1.768
[2,] 157.095 233.952 119.198 447.137 228.860 536.0 568.749 224.013 292.944
[3,] 148.467 211.010 114.064 396.404 235.434 413.4 456.623 238.852 203.674
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.058   3.274   3.851   2.868   4.427   14.67   12.58   6.402
[2,] 244.620 213.308 253.794 173.161 296.887 1220.29 1376.77 627.941
[3,] 192.045 165.078 254.042 173.063 314.469 1182.25 1159.52 629.286
[1] "--- VAR model 2017-10-03 14:01:00  completed"
[1] "Completed training sample:  2017-10-03 14:01:00 - 2017-10-03 22:00:00"
[1] "SpVAR;   training sample:  2017-10-03 14:31:00 - 2017-10-03 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.650          -7.600          3.365        -15.178
           3.072           3.926         -8.707         -7.515
           1.145          -4.878         -2.274        -18.146
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.137          1.809          -2.3665           5.6768
         -2.051          1.562          -0.7747          -0.6848
         -8.133         -1.259           3.9778          -3.5172
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.5004           -6.489            6.794          -13.229
          13.6887            5.921            4.264           -7.161
         -11.7911            4.563            5.737           -4.917
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.415            1.882           -8.674         -11.1593
           -3.472           -8.018          -15.659          -5.4969
            2.607           -5.397            4.318           0.2526
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.029            4.546          -1.2893          -1.0348
           -4.452           -3.487           1.2584          13.2869
           -3.606          -11.661          -0.8613          -0.4123
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.498          -15.966         -30.0403           -13.98
          -14.333           10.951           0.8601            -5.75
          -12.908           -7.348         -13.5435           -11.47
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4127          -11.515          -13.839            2.532
          -1.8022          -11.619           -8.969           -1.437
           0.9290            1.992           -6.577           -2.296
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.457           -1.966           -7.728           0.1699
          -10.785            2.568           -8.058           7.4009
          -15.911            1.899          -15.653           1.5968
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2747           3.1728          -7.4308           -1.903
          -1.4432           0.0961          -4.3394           -1.705
          -1.2402         -19.1349          -0.3457            2.727
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           8.2469            6.603          -10.838           0.5165
          -0.6005            3.643            2.071           3.8826
          -5.3953            1.732            6.576           0.6410
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.170         -0.53330           0.9567            4.820
            8.714          0.04572          -4.7405           -8.455
            6.212         -1.17208           1.4668           -1.039
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.840          -0.8971           -5.253           -9.382
            2.764           5.4484            4.086            6.458
            3.193          -0.5387           -5.757            3.416
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.912            6.586            -2.99           -8.551
            4.477            4.714           -10.32            5.116
           10.651            6.853           -10.36            5.580
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.7267            3.065            3.562           -1.355
          -0.3249          -12.240           -7.369           -2.582
           0.6287          -18.145          -10.089           -8.426
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.448           0.6481           0.4513           21.114
            2.703          -0.1941          -0.4942            1.969
          -11.640           1.2600          -1.0291           -1.140
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.564            6.379          -10.524           -5.509
            2.999            7.819            1.851            4.219
           -2.025            2.276            1.841            0.689
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.842          0.11534          -13.410           1.9407
            1.722         -0.95089           -6.448          -7.8687
            2.197         -0.03711            4.693           0.1037
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.711           1.9263           0.6345          -4.3208
           -7.954           3.7347          -2.7894           0.8482
           -3.095           0.9905          -3.5109          -0.7339
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -9.444            3.017          -0.3718           -7.478
           -2.197           -5.447          -5.0617           -4.439
           -2.555           -4.002           1.5977            2.350
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.3372            1.798           -8.757           -1.823
           0.8888           -1.228           -1.297           -5.155
          -0.9769            1.893           -5.713            2.008
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -7.748          0.84313            1.239           0.7801
           -9.009         -0.02013            3.003          -0.9975
            1.075          1.97110           -1.985           2.7708
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.495          -10.969           11.345            6.336
           -4.712            4.095          -10.823           -2.256
           -4.778           -3.996           -1.252            8.344
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.275            2.352            4.289            2.319
            5.597           -1.834           -2.854           -1.725
           -6.702           -0.396            1.864            3.128
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5561          -0.7581            19.94            215.1
           0.4727           5.1185            18.60            241.9
           0.6811          -2.6557            14.68            226.0
 rnd_95776.volume rnd_95787.volume
            11.42          -15.127
           -27.01           -8.396
            33.36           -9.427
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.260 2.989 7.322 3.421 4.308 1.903 1.699 4.404 4.348 3.159 2.361
[2,] 4.266 3.369 8.342 4.771 5.567 2.422 1.953 5.086 5.626 5.195 3.189
[3,] 4.766 3.797 9.254 5.850 6.543 2.749 2.128 5.532 6.220 5.920 3.704
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.639 2.991 3.058 4.116 3.933 3.560 3.571 6.730 4.655  8.64 3.701
[2,] 3.818 3.472 4.103 5.519 4.418 4.931 4.639 8.496 5.754 10.06 4.259
[3,] 4.621 3.848 4.807 6.340 4.795 5.771 5.605 9.538 6.702 11.53 4.865
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.828 4.759 1.757 3.717 3.745 3.756 3.563 1.786 3.480 4.247 2.210
[2,] 14.736 6.979 2.149 5.469 5.869 4.381 4.964 2.118 5.109 5.179 2.540
[3,] 16.674 8.251 2.416 7.812 8.269 4.832 6.163 2.398 6.258 6.046 2.812
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.192 4.129 4.267 3.691 3.842 3.668 1.238 3.438 0.9384 3.353 2.514
[2,] 5.229 5.446 5.513 4.438 4.861 4.473 1.426 4.274 1.1369 4.189 3.931
[3,] 6.353 6.295 6.416 4.981 5.369 5.009 1.559 4.898 1.2863 4.651 4.761
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.401 1.599 2.894 4.199 4.216 2.286 4.053 4.194 1.696 3.488 2.996
[2,] 3.017 1.876 4.297 4.970 4.997 2.780 5.713 4.792 2.041 5.526 4.580
[3,] 3.360 2.062 5.014 5.546 5.540 3.177 6.934 5.403 2.277 6.837 5.528
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.956 1.855 3.422 0.9982 3.071 1.442 3.184 2.843 3.764 4.789 1.836
[2,] 4.406 3.796 3.961 1.2198 4.319 1.703 4.030 3.408 4.826 6.124 2.273
[3,] 5.732 5.117 4.313 1.3933 5.155 1.913 4.585 3.754 5.670 6.746 2.459
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.794 3.219 3.325 1.502 3.686 3.454 4.880 4.517 5.334 3.613 3.089
[2,] 5.375 3.752 5.101 1.823 4.341 4.574 5.697 5.708 6.431 5.277 5.139
[3,] 6.052 4.086 6.132 2.046 4.814 5.082 6.430 6.341 7.156 6.045 6.205
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.100 3.248 2.549 3.870 1.820 2.463 1.454 4.115 3.009 6.666 6.520
[2,] 1.297 4.396 3.089 5.168 2.229 3.076 1.669 5.421 3.479 7.772 7.820
[3,] 1.478 5.540 3.444 6.124 2.497 3.530 1.889 6.149 3.958 8.422 8.615
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.508 1.404 2.369 2.425 2.987 2.131 3.398 11.98  9.36 4.860
[2,] 2.321 2.603 3.026 2.971 3.532 2.457 4.173 15.58 14.53 6.986
[3,] 2.941 3.057 3.378 3.246 4.052 2.745 4.792 18.32 17.28 8.402
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.139   3.795   9.297   4.344   5.471   2.417   2.157   5.593
[2,] 359.721 203.312 522.555 434.592 460.916 195.814 125.886 332.438
[3,] 277.793 228.961 523.484 442.448 449.157 170.016 110.510 284.640
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.521   4.011   2.998   3.352   3.798   3.883   5.227   4.994
[2,] 466.701 538.975 280.205 360.498 230.513 357.473 480.621 262.934
[3,] 346.568 371.108 246.241 340.270 216.821 327.476 407.841 243.777
      [,17]   [,18]   [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   4.52   4.534   8.546   5.912  10.97   4.699    9.941   6.043
[2,] 446.02 387.095 677.638 442.054 674.68 275.605 1631.611 667.143
[3,] 391.70 411.007 566.742 449.058 735.99 307.308 1019.810 575.282
       [,25]  [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.231   4.72   4.755   4.77   4.524   2.268   4.419   5.393   2.806
[2,] 161.784 524.23 590.541 294.82 451.715 148.620 488.812 387.380 163.654
[3,] 144.330 729.12 761.387 266.48 477.460 146.928 472.474 407.719 157.640
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.323   5.244   5.418   4.687   4.879   4.657  1.572   4.365  1.192
[2,] 408.608 464.014 456.325 322.127 389.162 334.618 92.495 331.854 83.904
[3,] 471.611 412.783 428.870 295.481 297.850 294.617 82.447 312.757 78.628
       [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.258   3.193   3.049   2.03   3.675   5.332   5.353   2.903
[2,] 328.068 394.830 238.681 128.45 415.196 347.656 350.570 206.777
[3,] 264.217 351.126 193.526 111.68 337.756 321.506 312.675 200.808
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   5.146   5.326   2.153   4.429   3.804   3.754   2.356   4.346
[2,] 526.316 303.090 148.470 560.258 452.678 427.033 432.781 260.496
[3,] 513.490 325.995 132.021 526.175 404.591 479.129 448.416 223.172
      [,59] [,60]   [,61]   [,62]   [,63]  [,64]   [,65]   [,66]   [,67]
[1,]  1.268   3.9   1.832   4.043   3.611   4.78   6.082   2.331   4.817
[2,] 91.636 396.8 118.330 322.862 245.579 394.67 498.852 175.152 497.713
[3,] 87.995 367.9 113.879 285.736 205.854 389.18 369.737 122.514 363.394
       [,68]   [,69]   [,70]  [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   4.088   4.222   1.907   4.68   4.386   6.197   5.736   6.774
[2,] 251.797 505.548 135.045 299.78 391.973 384.305 456.080 469.537
[3,] 211.548 444.741 121.543 271.77 289.314 389.594 360.975 410.134
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   4.587   3.923  1.397   4.124   3.237   4.914   2.311   3.127
[2,] 502.643 536.794 89.765 387.236 228.022 447.579 168.148 240.952
[3,] 385.545 454.340 92.507 440.536 199.074 429.519 147.141 226.270
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.847   5.225   3.821   8.465   8.279   1.915   1.783   3.008
[2,] 107.175 461.222 228.322 522.259 564.473 230.570 286.448 246.180
[3,] 115.405 379.352 246.595 424.166 472.462 236.166 209.531 196.168
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.079   3.793   2.706   4.314   15.22   11.89   6.172
[2,] 224.500 246.428 159.810 316.694 1302.01 1453.18 655.796
[3,] 170.867 259.440 159.949 307.771 1259.03 1222.03 610.061
[1] "--- VAR model 2017-10-03 14:31:00  completed"
[1] "Completed training sample:  2017-10-03 14:31:00 - 2017-10-03 22:30:00"
[1] "SpVAR;   training sample:  2017-10-03 15:01:00 - 2017-10-03 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -12.37072          -3.253         -5.663          8.055
        -5.87410          -5.613          1.260        -11.363
         0.09559          -4.714         -4.289        -12.670
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.711       -0.10122         -0.26865            2.116
         -3.252        1.60599         -0.02715            3.038
         -5.727        0.03174          2.04155           -1.278
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.483           -2.804           4.3590          -10.674
           -2.163            4.332          -0.6287           -7.012
           -2.016           -1.600           1.1159           -6.763
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.192           -2.723           2.8281            1.339
           -1.945           -6.041          -0.7882            3.077
            2.410            2.183           4.3529            2.915
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.431            3.841            6.891          17.6550
           -4.184           -3.329           12.905           0.9593
            1.177           -2.216          -15.827           5.1698
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.108           -1.234       -22.632814           -8.770
           -2.466            8.042        -4.449400           -2.392
            4.219            4.859         0.006084           -4.103
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.5930           -3.514          -3.0108          -1.8892
          -0.8612           -7.592         -13.7001           2.1535
           2.3338           -4.341           0.1124           0.1135
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.477          -0.7698          0.04392           -3.604
           -8.226           3.2141         -5.60626           -2.155
          -11.237           2.4405        -15.79713           -3.858
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.5418            2.893           -6.957           -7.620
           1.7822            2.448           -6.012           -5.984
           0.4463          -11.455           -8.795           -5.785
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6579            1.588           -8.407           1.0726
           2.0078           11.245           -5.322          -1.3205
           1.1809           -1.403            4.202           0.3883
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.205           2.1686           -8.484           -8.575
           -2.967           0.5527           -3.071          -15.203
           -7.013           0.1089           -3.509           -3.095
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.622           0.7899           -3.193           0.5742
           -2.058           1.8557           -2.803           4.4442
            2.572          -3.4128          -12.466           0.3151
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.678          -1.5559            1.370            8.569
           -1.137           0.9757           -3.844            5.141
           12.020           1.6929            5.667            1.324
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.8337          -0.9163           -4.331          -0.6099
          -0.5019           3.7487            4.306          -2.2697
           1.1650          -4.5304            1.017           7.1084
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.499          -5.9175         -0.06679            3.342
           -3.632           7.2698          1.11537           -2.564
            1.927          -0.6357          1.20326           -5.956
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1492          -0.3702            5.130            4.715
          -0.6485           1.0621            2.373            2.001
          -3.8719           1.2986            3.246            2.591
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            0.381           2.1426            2.888          -1.5110
           10.893          -0.3275            2.105           2.2756
           -4.053          -1.5086            4.994           0.5266
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.982          -1.1435           -8.439          -9.1161
            2.016           1.1038           -4.227          -4.1682
           13.258           0.2771           -1.499          -0.6333
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.473          0.09759            2.013          -0.1236
           -8.472        -13.64833           -1.942         -10.3678
           -7.829         -7.38190           -8.068         -11.1153
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.8615           0.3757            8.894           0.8068
          -2.4757           0.4394            4.491           3.0982
          -6.1300          -1.0465           -5.822          -3.1576
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.176          -1.9464           -2.131           1.0753
            8.522           1.8224           -1.782           0.7953
            1.656           0.7189           -1.099          -0.3436
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           14.429            3.051           -4.001           11.811
           10.490           -5.599           14.984           -2.183
            2.995           -6.868           -4.480            3.814
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.0923          -0.2528            1.231            1.769
           0.7335          -2.0898            2.661            3.832
          -1.8831           4.8841           -1.085           -2.767
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.153         -4.90157            13.85            276.8
           -7.692          0.38418            16.29            281.3
           -4.370         -0.03543            16.56            270.5
 rnd_95776.volume rnd_95787.volume
            12.00           -9.327
           -15.57           -3.168
            17.13           -4.623
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.265 2.889 6.946 3.321 4.302 1.750 1.602 4.139 4.243 3.186 2.335
[2,] 4.169 3.226 8.004 4.709 5.585 2.282 1.855 4.918 5.540 5.065 3.080
[3,] 4.595 3.653 8.844 5.702 6.511 2.608 2.088 5.400 6.065 5.814 3.531
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.574 2.794 2.926 4.079 3.850 3.661 3.315 6.916 4.447  8.118 3.335
[2,] 3.626 3.288 3.908 5.447 4.286 4.852 4.515 8.552 5.494  9.463 3.849
[3,] 4.400 3.641 4.566 6.272 4.715 5.677 5.387 9.532 6.402 10.763 4.329
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.234 4.652 1.687 3.600 3.681 3.617 3.394 1.734 3.421 4.209 2.173
[2,] 13.879 6.730 2.065 5.211 5.728 4.256 4.841 2.061 4.951 5.100 2.500
[3,] 15.794 7.985 2.332 7.435 7.941 4.738 5.933 2.383 6.124 5.899 2.741
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.270 3.985 4.166 3.571 3.727 3.581 1.225 3.324 0.9193 3.124 2.489
[2,] 5.180 5.391 5.353 4.191 4.645 4.308 1.396 4.065 1.1031 4.009 3.795
[3,] 6.318 6.209 6.178 4.612 5.135 4.804 1.525 4.592 1.2324 4.503 4.482
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.324 1.540 2.840 4.003 3.991 2.289 3.690 4.059 1.741 3.282 2.894
[2,] 2.936 1.761 4.014 4.788 4.677 2.764 5.336 4.631 2.021 5.172 4.342
[3,] 3.265 1.954 4.744 5.335 5.313 3.080 6.458 5.200 2.231 6.555 5.367
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.048 1.790 3.171 0.9682 3.072 1.381 2.965 2.566 3.649 4.523 1.713
[2,] 4.260 3.713 3.706 1.1780 4.151 1.629 3.714 3.182 4.600 5.659 2.127
[3,] 5.561 4.823 4.024 1.3379 5.008 1.813 4.342 3.513 5.342 6.358 2.328
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.525 3.087 3.219 1.475 3.624 3.436 4.633 4.269 5.284 3.660 2.969
[2,] 4.946 3.592 4.890 1.800 4.144 4.439 5.474 5.348 6.297 5.136 4.867
[3,] 5.538 3.948 5.856 2.047 4.599 4.911 6.286 5.947 6.968 5.804 5.834
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.059 3.101 2.427 3.740 1.754 2.420 1.370 3.813 2.866 6.392 6.254
[2,] 1.233 4.189 2.992 4.957 2.155 2.967 1.584 5.125 3.277 7.335 7.585
[3,] 1.416 5.279 3.355 5.818 2.449 3.388 1.802 5.961 3.741 8.048 8.365
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.447 1.442 2.264 2.323 2.820 2.022 3.372 12.28  9.228 4.656
[2,] 2.303 2.544 2.935 2.922 3.374 2.384 4.142 15.73 13.966 6.666
[3,] 2.879 3.042 3.286 3.199 3.890 2.654 4.713 18.82 16.610 8.074
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.146   3.669   8.821   4.217   5.462   2.223   2.034   5.256
[2,] 352.053 194.730 540.006 453.201 483.597 198.849 127.102 360.531
[3,] 262.247 232.854 510.770 436.549 454.242 171.256 130.094 302.669
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.388   4.046   2.964   3.269   3.548   3.715   5.179   4.889
[2,] 483.491 534.452 272.684 346.609 235.440 351.844 490.104 255.595
[3,] 335.194 387.568 234.529 338.420 212.355 320.357 422.170 266.789
       [,17]  [,18]   [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   4.649   4.21   8.782   5.646  10.31   4.235    9.186   5.907
[2,] 432.216 416.17 682.850 438.126 660.28 260.790 1607.938 660.303
[3,] 400.106 398.82 571.678 446.252 696.19 269.154 1023.510 583.438
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.142   4.571   4.674   4.593   4.309   2.202   4.344   5.344
[2,] 161.730 511.545 595.893 304.693 468.666 151.186 485.857 390.974
[3,] 146.924 719.867 746.506 282.660 465.683 162.462 489.205 402.451
       [,33]   [,34]  [,35]  [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   2.759   5.423   5.06   5.29   4.535   4.732   4.547  1.555   4.221
[2,] 167.830 398.018 492.94 456.36 297.761 376.381 325.201 90.980 317.666
[3,] 152.442 491.061 418.11 418.54 261.302 297.174 288.512 83.441 289.843
      [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.167   3.967   3.16   2.952   1.955   3.606   5.083   5.068   2.906
[2,] 82.763 341.081 388.96 243.501 115.934 385.174 356.651 330.996 210.372
[3,] 74.627 278.380 323.61 194.061 115.210 343.165 319.534 342.123 184.397
       [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]   [,58] [,59]
[1,]   4.685   5.154   2.211   4.167   3.675   3.87   2.273   4.026  1.23
[2,] 523.286 302.828 139.290 542.688 439.380 404.04 441.635 260.624 91.10
[3,] 493.816 321.070 128.163 546.687 428.317 485.25 417.751 212.661 86.11
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.901   1.754   3.765   3.259   4.633   5.744   2.176   4.477
[2,] 378.918 117.242 303.597 255.521 380.375 461.633 171.061 471.003
[3,] 380.463 108.159 305.357 201.897 368.602 393.453 128.396 338.102
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]  [,75]
[1,]   3.921   4.087   1.873   4.602   4.363   5.883   5.421   6.71
[2,] 249.171 499.684 140.129 272.720 381.551 395.756 437.249 465.02
[3,] 222.619 437.418 132.152 270.741 285.238 419.560 353.060 404.88
       [,76]  [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]
[1,]   4.647   3.77  1.345   3.938   3.082   4.749   2.228   3.073   1.74
[2,] 489.251 523.58 85.546 382.364 237.451 441.662 169.940 233.080 107.98
[3,] 366.901 436.62 94.643 436.072 206.030 413.555 157.982 222.030 116.51
       [,85]  [,86]   [,87]   [,88]   [,89]   [,90]   [,91]  [,92]   [,93]
[1,]   4.842   3.64   8.117   7.942   1.837   1.831   2.874   2.95   3.581
[2,] 464.841 215.58 488.511 582.652 243.173 284.588 253.719 240.66 251.346
[3,] 413.300 244.96 449.561 478.766 234.558 226.474 200.484 176.87 262.787
       [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.568   4.282   15.59   11.72   5.913
[2,] 171.476 326.382 1334.05 1423.06 647.669
[3,] 158.253 305.271 1402.52 1220.75 618.296
[1] "--- VAR model 2017-10-03 15:01:00  completed"
[1] "Completed training sample:  2017-10-03 15:01:00 - 2017-10-03 23:00:00"
[1] "SpVAR;   training sample:  2017-10-03 15:31:00 - 2017-10-03 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.4838          -1.592         12.018         10.285
         -3.8638           2.870          2.880         -3.495
          0.3084           2.707         -5.094          1.903
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.527        -0.1525           1.5443           -2.780
          3.946         2.0364          -1.8124           -2.831
         -5.307         2.6050           0.9768            1.274
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -1.60556          -0.3309            1.506           -6.042
          0.06926          -3.5699            1.574           -2.010
          3.89491          -0.6165           -2.038           -2.762
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9077         -4.52302         -2.74234            3.653
           2.2445          0.02662          0.05555           -2.639
          -0.5522          3.35342          1.12700           -1.191
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.920           12.034            4.995          -5.6285
           -1.906           -1.202           -1.369           0.3231
           -2.531           -1.064           -3.336          -2.3160
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           13.426          -2.0312           -1.024           4.3909
            2.555           2.6009           17.144          -0.5487
           -6.992          -0.9052           12.096           2.4542
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -4.01195           0.7492           0.8669           1.5709
         -0.06687           2.4905          -0.4406           0.4804
          1.44427           3.4357           5.3266           3.3763
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.736           -2.287           12.700          -7.5282
           -3.796            1.739           -1.183          -0.8856
            4.020           -1.085           -1.275          -2.6792
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          0.63334           0.5223           -2.785           -1.569
         -0.08175           4.8156            7.428           12.065
         -0.99911          -0.4900           -3.935           -3.072
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -0.06885            2.684           -0.224          0.01495
          1.76423           -1.007           -0.816         -1.00334
          0.48181            1.174            4.433          0.54866
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.3315         -0.05825          -0.9724           -4.365
          -1.7514          0.26488           0.6450           -4.392
          -0.5632         -0.49903           1.3031            1.275
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.3461          -0.3479         -0.14862            1.673
           0.7178           0.8967         -2.97973            6.618
           2.2200          -0.7385         -0.06983           -4.628
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.6584         -1.06559           1.7817            8.467
          -0.2044          0.01918          -0.9046            6.792
           4.0641         -1.05554           0.7464           -4.508
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.9456           1.9139           0.7248         -2.23095
          -0.6333          -0.1461           4.2002          3.28882
           0.1379           4.0398           3.2854          0.03347
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.538          -4.8312        -0.004263           -3.490
            1.757           1.0318        -0.140286           -5.877
            5.293          -0.5708         0.886701            3.032
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.651           -1.758            1.164           4.2754
            1.143           -1.052            3.638          -1.4081
           -1.237           -3.049           -2.965          -0.3582
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.821           -0.599           11.146            1.619
           -3.524           -1.028           -2.122           -3.602
           -3.387           -1.359            1.496           -2.745
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.493          -0.5551           -6.339          0.16258
            7.021           2.7318            1.047         -3.69505
           -7.035          -1.3646           -4.060         -0.07651
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -8.37706          -7.6448           2.9631           -2.577
          1.54194          -8.9916           1.1126           -9.423
          0.01113           0.7021           0.5422           -2.540
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.350           1.5594          -10.287          -0.4597
           -9.279           0.5621           -3.310          -0.1562
           -6.030          -0.3368           -6.904           1.2770
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.2985           2.9901          -2.6123          -1.2637
         -10.8665           0.2854           0.9188           0.1836
          -8.3711          -2.4404          -2.2364          -1.3464
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          6.09644           -1.007            2.633            5.948
         -0.32472            3.701            1.090            8.717
          0.04626            2.604            4.105            4.041
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.890          -0.1883           3.3149           3.0747
            3.587           2.6639           0.5677          -0.5448
            1.446           0.2438          -2.5709          -3.1309
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.560          0.20983           10.256            226.9
           -1.022         -0.09408            7.583            241.4
            1.281          0.80774           11.060            236.0
 rnd_95776.volume rnd_95787.volume
           -9.412           1.8883
           -4.796          -0.2842
           19.977           3.9798
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.133 2.752 6.732 3.146 4.107 1.692 1.556 3.868 3.930 2.861 2.156
[2,] 3.925 3.132 7.760 4.343 5.252 2.140 1.785 4.673 5.318 4.915 2.851
[3,] 4.327 3.507 8.648 5.339 6.006 2.430 2.022 5.223 5.783 5.617 3.355
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.563 2.611 2.860 4.189 3.617 3.514 3.276 6.763 4.368  7.698 3.161
[2,] 3.528 3.078 3.839 5.369 4.165 4.695 4.367 8.230 5.311  8.888 3.736
[3,] 4.277 3.396 4.430 6.155 4.591 5.345 5.267 9.219 6.062 10.196 4.222
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.019 4.575 1.517 3.318 3.511 3.561 3.258 1.696 3.011 4.109 2.156
[2,] 13.400 6.491 1.878 4.890 5.543 4.066 4.543 1.977 4.571 4.886 2.469
[3,] 15.127 7.724 2.191 7.050 7.766 4.496 5.649 2.279 5.781 5.645 2.721
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.035 3.722 4.045 3.357 3.565 3.367 1.207 3.111 0.8663 2.966 2.402
[2,] 4.905 4.964 5.170 3.975 4.404 4.131 1.359 3.902 1.0581 3.807 3.602
[3,] 5.911 5.656 6.033 4.428 4.921 4.679 1.483 4.415 1.1858 4.272 4.192
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.240 1.453 2.926 3.677 3.727 2.232 3.613 3.815 1.730 3.226 2.747
[2,] 2.820 1.744 3.953 4.434 4.411 2.722 5.032 4.420 1.990 4.967 4.237
[3,] 3.113 1.910 4.584 4.925 5.068 3.036 6.131 4.961 2.199 6.235 5.133
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.797 1.694 3.020 0.9161 2.942 1.301 2.816 2.264 3.234 4.331 1.621
[2,] 4.055 3.384 3.530 1.1271 3.885 1.444 3.487 2.799 4.260 5.534 2.002
[3,] 5.254 4.589 3.831 1.2957 4.738 1.630 4.011 3.151 4.968 6.183 2.204
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.121 2.809 2.637 1.419 3.364 3.202 4.415 3.830 4.950 3.443 2.891
[2,] 4.528 3.388 4.233 1.727 3.940 4.125 5.268 5.003 5.928 4.864 4.544
[3,] 5.098 3.787 5.396 1.964 4.351 4.608 5.989 5.661 6.527 5.470 5.391
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.014 3.009 2.424 3.472 1.712 2.296 1.316 3.613 2.733 6.304 5.957
[2,] 1.194 3.980 2.942 4.676 2.079 2.803 1.489 4.906 3.164 7.307 7.039
[3,] 1.348 5.078 3.244 5.431 2.357 3.222 1.669 5.744 3.562 8.018 8.034
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.350 1.377 2.143 2.222 2.696 1.868 3.162 12.65  8.611 4.559
[2,] 2.167 2.379 2.688 2.653 3.203 2.185 3.916 15.90 13.023 6.517
[3,] 2.663 2.780 2.985 2.909 3.695 2.464 4.493 18.87 15.887 7.877
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.979   3.495   8.548   3.995   5.216   2.148   1.976   4.912
[2,] 335.755 212.447 548.387 425.312 464.938 186.070 124.245 372.554
[3,] 258.912 224.184 542.300 441.109 413.832 163.627 135.033 331.319
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.99   3.633   2.738   3.254   3.316   3.631   5.319   4.593
[2,] 509.11 567.809 264.930 344.384 231.478 363.756 477.021 293.246
[3,] 322.46 386.100 251.193 343.445 204.040 314.257 427.768 274.357
       [,17]  [,18]   [,19]   [,20]   [,21]   [,22]    [,23]  [,24]
[1,]   4.462   4.16   8.588   5.546   9.775   4.015    8.913   5.81
[2,] 442.433 410.25 666.233 429.155 631.143 282.904 1621.535 654.15
[3,] 362.870 418.34 590.213 415.295 709.848 279.387  996.928 594.73
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.926   4.213   4.458   4.521   4.137   2.153   3.824   5.218
[2,] 157.329 510.249 609.352 279.019 449.794 144.422 488.560 375.495
[3,] 160.387 721.423 772.687 272.503 476.872 160.911 502.710 401.751
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]
[1,]   2.737   5.124   4.726   5.137   4.263   4.526   4.276  1.532   3.95
[2,] 171.037 396.163 466.587 457.264 302.407 367.455 339.956 88.999 334.54
[3,] 162.580 468.598 385.202 441.750 277.208 312.005 312.149 84.225 293.56
     [,42]   [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]   [,50]
[1,]  1.10   3.766   3.051   2.844   1.845   3.716   4.67   4.733   2.834
[2,] 86.29 339.003 381.289 243.432 136.985 377.447 351.99 335.080 221.387
[3,] 76.05 275.483 304.470 187.265 110.847 329.891 304.55 354.367 190.898
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.588   4.844   2.197   4.097   3.489   3.552   2.151   3.835
[2,] 497.571 317.195 139.801 536.548 458.154 417.119 416.110 259.536
[3,] 497.468 319.936 132.842 535.278 411.657 474.560 440.306 211.743
      [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  1.163   3.736   1.653   3.576   2.875   4.107   5.499   2.058
[2,] 93.279 360.294  88.741 292.063 233.782 393.903 489.508 166.981
[3,] 90.793 385.436 107.542 281.475 205.722 363.134 391.568 130.884
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.963   3.566   3.349   1.802   4.272   4.066   5.607   4.864
[2,] 465.930 269.150 470.233 139.933 291.245 369.471 408.188 457.146
[3,] 332.686 240.428 475.401 132.803 262.243 291.905 404.629 376.394
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   6.286   4.373   3.671  1.287   3.821   3.078   4.409   2.174
[2,] 463.294 487.945 497.885 89.625 370.121 236.862 445.002 167.488
[3,] 388.037 355.651 412.271 88.860 448.013 194.121 392.320 157.959
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.915   1.671   4.587   3.471   8.005   7.565   1.714   1.749
[2,] 228.522  98.840 471.619 226.366 524.859 532.669 240.866 275.461
[3,] 225.604 107.032 424.193 232.510 468.906 550.191 219.831 204.302
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.721   2.822   3.423   2.372   4.015   16.06   10.93   5.789
[2,] 230.566 205.754 245.824 161.128 328.208 1370.15 1387.78 661.608
[3,] 184.434 169.693 261.655 161.572 313.041 1443.10 1292.57 628.355
[1] "--- VAR model 2017-10-03 15:31:00  completed"
[1] "Completed training sample:  2017-10-03 15:31:00 - 2017-10-03 23:30:00"
[1] "SpVAR;   training sample:  2017-10-03 16:01:00 - 2017-10-04 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.691          -5.692         -4.480         -3.505
           2.671           7.355          6.468         -8.423
          -2.121           1.910         -8.373         -1.798
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.260        0.63221          -0.7545           -6.841
          3.029        0.03266          -0.9473           -7.551
         -9.261        2.80130          -1.5274           -5.669
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.064           -1.474          -1.9027           -1.536
           -4.523           -9.375          -0.7369           -6.275
           -5.989           -6.710          -2.0349           -1.928
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.974            3.616           -6.556           -3.463
           -0.983           -1.714           -2.595           -5.486
            1.308           -2.068           -5.174            5.017
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.415           1.6394           -1.271           -3.832
            1.123          -0.4451          -15.882           -5.919
           -5.500           4.8106           -4.798           -5.209
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.520            7.122           -5.488           -4.703
           22.175            4.175          -14.275           -1.775
           -2.202            2.291           19.823           -6.872
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.5724          -9.3662           -3.351            1.626
          -0.4613           0.6005           -5.939            2.999
           1.2598          -8.2088            1.373            3.766
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -2.3646           2.4487           -1.154           0.3331
         -10.0157          -0.2143           -4.547           0.7663
          -0.9217          -0.4649           -5.953          -3.4966
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.06295          -0.8206           -5.713          -0.8763
         -0.57968          -5.7884            3.958          -4.6285
          0.09060          -8.7691           -7.586          -9.3580
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.516           -7.661           -2.155          -0.9666
           -3.904           -1.320          -11.626           0.6435
           -1.309           -4.082           -8.536           0.5091
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -3.5326          -0.7551           -6.114           -5.335
          -1.2426           0.3613           -5.272           -3.380
           0.1276          -0.6538           -3.442           -5.647
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.7076           0.1840           0.1743           3.9137
          -2.9414          -0.1165          -8.9392          -2.3718
          -0.1595          -1.6793          -3.8247          -0.6417
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.934          -0.2318            -4.59            1.599
            1.019           0.8037            -9.72            5.714
           -3.385          -1.3198             2.66            2.756
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.8083           -3.227           -1.823          -1.9647
          -0.2544           -5.275            1.482           1.3462
           1.4966           -1.385           -3.523          -0.0178
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.739          -1.5184           0.1253           -1.796
           -1.063          -1.2678           0.3670           -5.783
           -2.412          -0.3601           0.4455            1.543
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5333            2.018           2.4883           3.5101
          -1.6552           -2.933           3.8594          -5.2576
          -2.4221           -4.439          -0.5372          -0.6636
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          0.05452           -2.519            7.055           4.0163
          0.75773           -1.587            4.161           1.2294
         -3.94476           -1.696           -3.813           0.4751
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.395           2.0416           1.1561           0.3691
            7.204           2.2973           2.4098           5.3111
           -2.719           0.1368           0.1705          -1.5586
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -7.714          -9.2486           0.8363           -5.354
           -5.063          -0.6347          -5.0051           -5.949
            1.287           1.0445          -1.4465            1.572
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.220           0.4298            2.484          -2.0983
           -5.235          -0.2009           -7.586          -0.4996
           -2.817           0.1369           -4.326          -1.5192
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.476          -1.0877           -2.297           2.0836
            5.559           0.8458           -4.468           2.0185
           -5.368          -2.7288           -2.748           0.2565
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.823           -4.102            2.735           -6.222
           -7.786            7.563           -7.432           -6.139
           -5.144            2.142            3.556            1.975
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3295           0.4384           0.9393        -0.001813
          -1.5369          -0.1611          -1.5674        -1.580084
           1.2753          -2.5353          -1.7048        -2.128462
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.6053           -2.177          -0.9044            276.4
          -1.5044           -1.581          -0.6935            267.5
          -2.1201           -2.298           1.9094            265.0
 rnd_95776.volume rnd_95787.volume
           -18.26          -7.3855
            11.31          -0.8721
           -22.96          -5.6698
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.936 2.427 6.327 3.015 4.010 1.574 1.533 3.676 3.767 2.776 2.106
[2,] 3.550 2.868 7.525 4.181 5.043 1.986 1.732 4.481 4.969 4.603 2.765
[3,] 3.975 3.276 8.436 5.082 5.770 2.240 1.950 5.038 5.373 5.236 3.240
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.552 2.463 2.710 4.086 3.533 3.302 3.120 6.207 4.374 7.057 3.150
[2,] 3.427 2.926 3.578 5.208 4.051 4.403 4.089 7.897 5.221 8.365 3.730
[3,] 4.006 3.232 4.145 5.909 4.521 5.073 4.908 8.873 5.810 9.691 4.209
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.666 4.287 1.429 3.271 3.380 3.273 3.028 1.664 3.031 3.739 2.073
[2,] 12.651 6.142 1.811 4.696 5.352 3.832 4.299 1.890 4.429 4.389 2.436
[3,] 14.598 7.420 2.130 6.648 7.497 4.228 5.327 2.168 5.667 5.012 2.666
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.817 3.585 3.821 3.401 3.445 3.215 1.118 3.005 0.8346 2.843 2.335
[2,] 4.708 4.711 4.875 3.971 4.228 3.824 1.306 3.615 1.0230 3.680 3.479
[3,] 5.770 5.405 5.671 4.425 4.686 4.367 1.444 4.126 1.1267 4.062 4.116
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.179 1.360 2.881 3.392 3.434 2.231 3.560 3.344 1.602 3.058  2.60
[2,] 2.660 1.618 3.790 4.184 4.126 2.684 4.939 3.976 1.895 4.657  3.97
[3,] 2.979 1.799 4.352 4.652 4.779 2.991 5.991 4.545 2.083 5.913  4.91
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.818 1.556 2.827 0.9012 2.775 1.163 2.787 2.066 3.103 3.956 1.413
[2,] 3.892 3.208 3.331 1.0709 3.655 1.334 3.366 2.551 4.111 5.162 1.808
[3,] 4.890 4.292 3.619 1.2544 4.430 1.509 3.889 2.918 4.718 5.811 2.002
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.960 2.820 2.301 1.354 3.176 3.044 4.142 3.674 4.787 3.267 2.571
[2,] 4.416 3.387 3.958 1.663 3.755 3.731 4.975 4.750 5.596 4.721 4.340
[3,] 4.949 3.735 5.071 1.878 4.160 4.226 5.681 5.372 6.230 5.223 5.052
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9791 2.710 2.325 3.130 1.675 2.105 1.199 3.098 2.377 6.182 5.576
[2,] 1.1320 3.701 2.776 4.268 2.013 2.622 1.370 4.192 2.890 7.182 6.567
[3,] 1.2701 4.890 3.074 5.258 2.256 3.038 1.566 4.848 3.332 7.775 7.631
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.288 1.287 1.916 2.035 2.400 1.789 2.949 12.28  7.897 4.321
[2,] 2.033 2.286 2.405 2.417 2.976 2.104 3.503 15.71 11.930 6.224
[3,] 2.520 2.657 2.731 2.711 3.433 2.392 3.958 18.72 14.582 7.609
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.729   3.082   8.035   3.829   5.091   1.998   1.947   4.668
[2,] 295.581 226.200 603.300 428.932 452.901 179.541 119.374 379.641
[3,] 264.917 234.725 564.834 427.976 415.357 153.336 132.499 340.989
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.783   3.525   2.674   3.241   3.128   3.442   5.188   4.486
[2,] 480.080 543.841 265.356 338.693 233.918 346.067 478.422 293.577
[3,] 302.635 369.485 250.210 307.233 203.430 309.854 413.464 297.244
       [,17]   [,18]   [,19]   [,20]   [,21] [,22]    [,23]   [,24]
[1,]   4.193   3.961   7.882   5.554   8.961   4.0    8.465   5.443
[2,] 431.425 391.448 722.984 422.294 665.400 295.7 1592.468 651.433
[3,] 373.169 402.184 599.313 377.472 724.664 288.8 1078.930 616.639
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.815   4.153   4.291   4.156   3.846   2.114   3.849   4.748
[2,] 164.672 499.028 614.612 295.425 451.875 132.665 478.305 340.413
[3,] 166.171 696.941 777.618 264.574 465.822 157.285 523.496 358.346
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   2.632   4.847   4.552   4.852   4.319   4.375   4.082   1.42
[2,] 189.529 408.217 452.627 448.463 303.716 363.041 306.685 100.04
[3,] 160.600 494.201 392.647 429.122 289.059 299.320 312.511  91.23
       [,41] [,42]  [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   3.816  1.06   3.61   2.965   2.767   1.727   3.658   4.308   4.361
[2,] 297.460 87.61 346.14 381.919 225.925 129.913 364.744 362.724 338.851
[3,] 294.785 69.95 254.59 325.844 198.901 116.393 316.845 301.143 357.008
       [,50]  [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.832   4.52   4.246   2.034   3.883   3.302   3.578   1.976
[2,] 221.021 507.06 318.509 150.066 520.255 444.360 397.731 415.497
[3,] 195.607 502.32 326.141 127.939 539.519 427.703 438.458 422.218
       [,58]  [,59]   [,60]   [,61]   [,62]   [,63]  [,64]   [,65]   [,66]
[1,]   3.589  1.144   3.524   1.477   3.539   2.623   3.94   5.024   1.795
[2,] 260.897 85.686 352.316  96.805 279.675 221.587 399.41 490.952 166.962
[3,] 209.688 96.732 370.661 104.380 288.443 210.041 342.90 395.483 127.425
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.759   3.581   2.922   1.719   4.033   3.865   5.259   4.665
[2,] 485.385 277.894 476.915 142.884 296.692 319.474 408.198 445.849
[3,] 330.782 233.213 469.579 129.295 265.035 294.052 406.430 371.686
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   6.078   4.149   3.265  1.243   3.441   2.952   3.975   2.126
[2,] 429.397 504.751 517.825 84.145 373.428 224.637 429.758 165.405
[3,] 405.621 331.066 382.933 85.325 473.316 195.695 454.819 151.022
       [,83]   [,84]   [,85]   [,86]  [,87]   [,88]   [,89]   [,90]
[1,]   2.673   1.523   3.934   3.018   7.85   7.081   1.635   1.635
[2,] 231.576  97.979 418.233 243.375 541.43 513.857 233.061 279.849
[3,] 227.187 112.539 360.815 245.871 441.33 575.721 220.359 200.398
       [,91]   [,92]   [,93]   [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   2.433   2.585   3.048   2.272   3.745   15.6   10.03   5.487
[2,] 215.253 193.186 260.530 164.046 279.955 1450.1 1324.53 663.425
[3,] 191.902 181.656 253.548 168.562 272.914 1508.1 1241.79 648.328
[1] "--- VAR model 2017-10-03 16:01:00  completed"
[1] "Completed training sample:  2017-10-03 16:01:00 - 2017-10-04 00:00:00"
[1] "SpVAR;   training sample:  2017-10-03 16:31:00 - 2017-10-04 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -3.5792          3.1190          5.622        -0.5186
         -0.6426         -0.7532          3.272        -5.5910
         -2.4549          1.6402          5.510         4.8640
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.821         2.3601          -0.7208           5.1823
         -2.934         2.0323          -2.2477          -1.3234
         -2.619        -0.8468           0.2528          -0.7009
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7761           -3.446          -0.5649         -1.25896
           2.1570            2.612           0.1214         -1.74860
          -2.8767           -3.938          -1.2193         -0.03655
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.8231          0.01414          -0.7053           7.3011
          -1.6346         -2.03549           1.3779          -0.2528
          -0.9304          1.80077           0.9896          -1.2305
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           4.0969          -0.6359            2.561            1.825
          -1.8290           7.0145           -3.420            4.262
          -0.8612          -4.2961           -2.537           -4.030
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            6.517            3.095         12.73449           4.5894
            1.486            4.890         -0.02632          -0.2849
            5.943            1.520         -1.61167           0.4163
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.490          -5.1739           -1.910          0.05124
            1.115           9.9825            3.434          3.90035
            1.014           0.8879            4.919          2.22301
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.426           1.9537           2.3559            1.980
           -5.190          -0.6159          -0.5698            1.871
            7.662           2.6735           0.9608           -0.842
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.349           0.3728           -1.704          -4.9286
           -2.245           2.0613           -3.491          -0.5307
           -2.514          -1.0675           -3.276          -2.9761
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.301           -2.311          -1.0644           0.5461
           -4.232           -1.742          -4.1298           0.4903
            1.364           -3.098           0.3607           0.5981
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.746           0.3596          -0.7805           -1.560
           -1.414           0.6827          -2.6893           -1.188
           -2.872          -0.3808          -0.4413           -2.804
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.07143          -1.8242            3.668           -5.144
          0.79278           0.1066           -5.625           -3.601
         -1.89747          -0.2639           -1.528           -2.209
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.144          -2.4697           -5.913            4.387
           -3.875           0.2259            1.739            2.174
            2.522           1.6206           -4.925            1.918
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5169           -1.300           -3.681          -5.5200
          -1.8823            1.288           -4.536          -2.9801
          -0.2271            5.247            5.477           0.6136
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.564           -2.150         -1.40620           -1.088
           -6.561           -1.105          0.53827           -4.217
           -2.675            3.101         -0.09201           -9.169
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.7212           2.2820            1.126          -0.6982
           0.3800           0.9076           -1.233           3.6924
          -0.3771          -5.3679           -2.192          -2.3168
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.420          -0.4755           -7.071         -0.03124
            3.152           1.8171            2.909         -0.22855
           -3.759          -0.9645            1.086          1.92273
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.488          0.34986           -1.056          -3.7699
           -5.027          0.02964            1.529          -0.5995
            3.742          1.99456           -1.456          -1.5677
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.851           -1.791          -2.2368          -1.6049
           -4.638           -2.870           3.5274          -0.6133
           -5.244           -2.178          -0.9149          -0.3785
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.670          0.06439           0.1471            0.147
           -2.853         -0.68661          -2.7117            1.311
            2.683         -0.28114           1.1901            0.336
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.2091           1.0141           1.4254           1.5288
          -4.9127          -1.4625           2.3981           1.2147
           0.5272           0.2588          -0.8737          -0.5435
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.216           3.2708           -9.483         -0.04311
           -1.582           0.3193            2.931         -4.02398
           -2.487           1.6631           -4.197         -2.03979
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7963          -0.7532           -1.839         -2.54602
          -1.7712          -1.2877            1.601          1.11701
           0.6570          -0.8770           -1.650         -0.08978
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.584          -0.9662           -1.232            251.5
           -2.313           1.9573            2.187            243.2
           -2.533           1.8732            2.092            238.9
 rnd_95776.volume rnd_95787.volume
           -5.790           4.8584
           -2.605          -0.3321
           -2.757           2.0732
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.688 2.314 5.858 2.751 3.751 1.393 1.409 3.126 3.442 2.380 1.973
[2,] 3.397 2.692 7.045 3.981 4.649 1.790 1.603 3.666 4.494 4.036 2.606
[3,] 3.785 3.047 7.894 4.917 5.415 2.038 1.806 4.129 5.020 4.683 3.046
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.444 2.331 2.488 3.584 3.340 3.071 3.102 5.954 4.143 6.414 3.020
[2,] 3.260 2.803 3.334 4.685 3.915 4.115 4.061 7.678 4.993 7.585 3.588
[3,] 3.764 3.090 3.902 5.487 4.411 4.836 4.862 8.502 5.596 8.576 3.970
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.286 3.967 1.332 3.131 3.121 3.072 2.696 1.450 2.820 3.338 1.901
[2,] 11.532 5.684 1.640 4.463 5.128 3.628 3.993 1.736 4.185 3.976 2.279
[3,] 13.556 6.786 1.918 6.118 6.829 4.030 5.059 2.051 5.411 4.648 2.526
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.734 3.301 3.384 3.233 3.104 3.034 1.027 2.645 0.7988 2.722 2.155
[2,] 4.511 4.364 4.527 3.772 3.884 3.681 1.227 3.174 0.9479 3.438 3.142
[3,] 5.419 5.083 5.459 4.223 4.381 4.184 1.342 3.643 1.0556 3.868 3.811
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.054 1.229 2.685 3.078 3.371 2.035 3.163 3.302 1.466 2.880 2.303
[2,] 2.519 1.548 3.550 3.801 4.062 2.392 4.693 3.870 1.726 4.285 3.606
[3,] 2.871 1.730 4.090 4.243 4.673 2.704 5.605 4.327 1.904 5.551 4.617
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.560 1.498 2.634 0.8169 2.351 1.053 2.380 1.909 2.942 3.775 1.338
[2,] 3.557 2.927 3.068 0.9682 3.252 1.267 2.838 2.313 3.855 4.821 1.655
[3,] 4.434 3.942 3.372 1.1372 4.085 1.420 3.352 2.692 4.316 5.424 1.856
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.692 2.681 2.060 1.268 3.107 2.682 3.943 3.458 4.425 3.101 2.391
[2,] 4.075 3.111 3.676 1.587 3.690 3.484 4.644 4.510 5.281 4.555 4.126
[3,] 4.675 3.522 4.692 1.773 4.022 3.886 5.321 5.100 5.932 5.067 4.883
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8611 2.354 2.160 2.719 1.522 1.966 1.093 2.833 2.276 5.797 5.273
[2,] 1.0034 3.356 2.594 3.840 1.835 2.439 1.245 3.833 2.734 6.899 6.018
[3,] 1.1502 4.553 2.895 4.930 2.119 2.841 1.436 4.370 3.080 7.549 6.990
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.206 1.150 1.692 1.792 2.118 1.629 2.719 11.86  7.995 4.034
[2,] 1.809 1.980 2.097 2.067 2.682 2.006 3.158 15.26 11.516 5.802
[3,] 2.209 2.308 2.399 2.321 3.144 2.253 3.610 18.28 13.615 6.937
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]   [,8]
[1,]   3.414   2.939   7.439   3.493   4.763   1.769   1.789   3.97
[2,] 335.940 222.468 633.052 465.611 444.390 181.676 123.869 309.73
[3,] 270.149 230.871 576.059 466.730 448.994 157.654 134.307 307.47
        [,9]   [,10]   [,11]   [,12]  [,13]  [,14]   [,15]   [,16] [,17]
[1,]   4.371   3.022   2.505   3.104   2.96   3.16   4.551   4.241   3.9
[2,] 467.447 527.414 275.399 348.906 251.86 358.90 488.204 330.528 443.1
[3,] 361.993 384.161 255.093 304.499 210.46 328.21 462.216 328.748 411.1
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   3.939   7.561   5.261   8.145   3.835    7.982   5.038   1.691
[2,] 424.056 784.280 450.771 654.902 313.429 1564.060 658.499 154.813
[3,] 432.348 590.607 408.786 647.770 274.860 1152.994 599.617 160.919
       [,26]   [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]
[1,]   3.976   3.963   3.901   3.423   1.841   3.58   4.239   2.414
[2,] 514.558 658.222 312.122 476.617 154.486 500.20 349.277 203.302
[3,] 676.860 729.612 284.083 502.377 176.600 554.99 389.493 176.206
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   4.741   4.191   4.298   4.105   3.942   3.852   1.304   3.359
[2,] 409.408 461.852 486.496 314.391 377.635 337.341 108.626 283.814
[3,] 485.873 421.769 493.466 307.042 327.818 321.535  87.788 289.274
      [,42]   [,43]   [,44]   [,45]  [,46]  [,47]   [,48]  [,49]   [,50]
[1,]  1.014   3.457   2.736   2.609   1.56   3.41   3.908   4.28   2.584
[2,] 82.541 339.744 369.927 235.883 152.41 375.80 360.873 366.71 203.388
[3,] 75.173 286.615 349.042 222.728 124.85 328.34 304.895 373.85 203.773
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.017   4.193   1.862   3.658   2.925   3.251   1.903   3.344
[2,] 560.878 326.532 147.406 513.145 448.785 399.514 406.760 254.553
[3,] 495.919 313.070 129.840 570.921 466.510 428.209 427.137 226.353
      [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  1.037   2.986   1.338   3.023   2.424   3.736   4.793   1.699
[2,] 84.067 363.523 113.983 250.029 211.199 402.969 485.281 157.546
[3,] 96.516 399.745 103.648 288.574 222.930 314.166 401.911 135.952
       [,67]   [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.419   3.404   2.615   1.61   3.945   3.406   5.007   4.391
[2,] 494.895 255.534 492.600 154.40 322.046 359.814 397.016 468.375
[3,] 370.835 266.917 471.583 127.90 258.734 278.448 420.086 385.398
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   5.619   3.938   3.036  1.093   2.989   2.743   3.453   1.933
[2,] 466.402 539.792 543.963 83.322 386.977 232.434 438.639 165.786
[3,] 437.069 358.843 422.592 90.969 497.715 207.744 500.289 171.467
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]  [,90]
[1,]   2.496   1.388   3.597   2.891   7.362   6.696   1.531   1.46
[2,] 233.510  96.539 417.675 244.812 605.011 469.074 218.181 260.81
[3,] 235.848 115.596 339.677 229.520 495.701 575.277 205.087 191.85
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.149   2.276   2.689   2.069   3.452   15.06   10.15   5.123
[2,] 200.323 166.558 266.177 189.313 260.019 1553.63 1340.87 674.668
[3,] 188.657 170.903 265.550 165.888 282.944 1628.59 1174.83 615.155
[1] "--- VAR model 2017-10-03 16:31:00  completed"
[1] "Completed training sample:  2017-10-03 16:31:00 - 2017-10-04 00:30:00"
[1] "SpVAR;   training sample:  2017-10-03 17:01:00 - 2017-10-04 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.0053         -4.7919         -2.801         -5.332
          0.1125          4.6802          8.804         -7.280
          1.0726          0.7597         -4.181         -4.004
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.681          3.422           1.2742            1.019
         -1.607         -1.052           0.1547            0.156
         -5.868          2.597           1.2817            2.064
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.9009           2.7932           1.7187           1.4232
          -4.4169          -3.5221          -0.4121          -1.2235
           0.9017          -0.2805          -1.9774          -0.2761
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6205          -3.9842           -4.424           -1.578
          -0.6849           0.8299           -3.898           -1.285
          -2.1569           1.4200            2.973            3.799
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.807            4.580          -1.3913            2.205
           -1.730           -2.947           4.9523            4.353
            2.400            2.570           0.4341           -1.170
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.8148           1.2526          -11.565           -9.059
           8.7570          -0.4315            2.550           -1.128
          -3.9401          -2.0942            7.868            3.231
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            0.859          -4.8627           -6.121          -2.9665
            1.595          -5.7769           -5.539           7.2831
            1.700          -0.1957           -3.474           0.5835
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.307         -1.70109           -5.974          -0.6039
           -7.282          0.31746           -4.433          -2.0612
           -4.012          0.03328           -7.553          -2.3682
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.36380           -9.368          -6.0819           -4.152
          0.05931           -3.335          -0.9536           -5.392
         -1.25819          -10.119          -4.4784           -1.548
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.754          -2.3668           0.1133          -0.4161
            4.279           0.0146           5.6798           1.1003
            3.542          -2.7411           3.4520           0.3624
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          2.30174           1.0457          -6.5989           -6.845
         -0.09153           0.3059          -3.5730           -4.824
          1.53331           0.4473          -0.3804           -5.454
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            0.978        -0.016714           0.8825           0.4402
           -1.872        -0.487265          -9.6944          -0.6973
            3.071        -0.002173          -0.4003           6.5107
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.7762          -0.2779           -1.435           0.3834
          -2.1688          -2.2135            4.782          -1.6440
          -4.8274          -1.6331           -3.198           1.4818
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.1811          -2.7864          -0.0840           1.4427
           0.5046          -0.5514           0.5328          -0.8601
           1.1846           3.0028           2.0211           2.6436
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.4157          -1.7011           1.5310           0.6787
          -2.4907          -0.2844           0.1385          -0.7345
           2.0061          -3.1961           0.9657          -1.2968
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1826            3.047           3.6832            1.949
           0.6309           -2.131           0.4188            3.797
           0.4460           -1.535           0.7919           -2.552
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.218          0.20808           6.7029            1.550
            4.082         -0.03298           2.1689           -1.115
           -5.481          0.53232           0.1526            1.412
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.094           0.6592            1.962           3.2039
            4.064           0.4084            1.825          -0.2447
            2.247          -0.2279           -2.528           0.6097
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -7.2164           -6.352           1.3397           1.3337
           1.1164            4.391           2.5000          -0.3503
          -0.2428           -2.038          -0.1209           1.0554
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.248          -0.7717           0.2581           2.2385
           -4.165           1.0928          -1.0283          -1.0129
           -1.095           0.7337          -2.5523           0.5029
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.4181           0.6534          -0.4671           0.3297
          -0.1189          -1.3439          -1.9759          -1.4818
          -6.6663          -0.6019          -1.4389           0.2168
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -4.29698           -5.029            3.480            5.607
          2.78108            4.171            1.805            3.450
         -0.01165            1.501           -2.713            4.784
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.4757           0.1178          -0.4514           0.3739
          -0.7943           0.7846           0.6189          -1.4234
           0.7694          -2.9213          -2.4053          -1.6556
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.0796           0.2260          -5.4104            266.1
           0.6596          -0.2849          -0.7302            266.8
           0.2598          -0.9612          -2.8656            266.3
 rnd_95776.volume rnd_95787.volume
            3.838           -7.548
            8.335           -2.338
          -23.153            2.325
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.337 2.200 5.281 2.568 3.410 1.215 1.299 2.758 3.192 2.167 1.857
[2,] 3.130 2.573 6.525 3.797 4.248 1.578 1.496 3.377 4.150 3.640 2.350
[3,] 3.503 2.890 7.372 4.652 5.069 1.775 1.697 3.814 4.573 4.285 2.702
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.323 1.941 2.280 2.972 3.140 2.679 2.819 5.402 3.854 5.470 2.660
[2,] 3.103 2.459 3.061 3.955 3.797 3.681 3.779 7.300 4.832 6.556 3.230
[3,] 3.566 2.729 3.607 4.715 4.287 4.342 4.546 8.146 5.481 7.419 3.545
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.668 3.718 1.244 2.924 2.851 2.996 2.496 1.348 2.467 3.169 1.776
[2,] 10.375 5.263 1.513 4.166 4.609 3.526 3.780 1.641 3.720 3.718 2.174
[3,] 12.467 6.274 1.775 5.666 6.206 3.874 4.797 1.895 4.896 4.351 2.396
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.344 3.068 3.186 3.109 2.760 2.830 0.8984 2.369 0.7304 2.478 1.913
[2,] 4.166 4.069 4.208 3.597 3.527 3.392 1.1104 2.823 0.8627 3.214 2.748
[3,] 5.167 4.826 5.053 4.026 4.030 3.934 1.2322 3.263 0.9948 3.641 3.535
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.912 1.141 2.641 2.770 3.209 1.938 2.909 3.001 1.341 2.778 2.192
[2,] 2.380 1.435 3.417 3.377 3.780 2.293 4.435 3.577 1.598 4.035 3.345
[3,] 2.707 1.615 3.873 3.843 4.336 2.608 5.276 4.104 1.771 5.155 4.345
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.412 1.344 2.362 0.7254 2.100 1.022 2.239 1.852 2.530 3.501 1.212
[2,] 3.335 2.798 2.793 0.8797 2.879 1.233 2.717 2.215 3.560 4.554 1.458
[3,] 4.209 3.655 3.086 1.0269 3.785 1.401 3.210 2.570 4.042 5.178 1.658
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.644 2.594 1.922 1.187 2.691 2.357 3.325 3.115 3.908 2.831 2.160
[2,] 3.781 3.001 3.437 1.484 3.278 3.276 4.146 4.296 4.603 4.183 3.561
[3,] 4.394 3.400 4.436 1.636 3.616 3.658 4.784 4.926 5.111 4.650 4.534
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8422 2.162 1.987 2.408 1.375 1.728 0.9664 2.504 2.149 5.434 4.893
[2,] 0.9818 3.076 2.362 3.340 1.676 2.197 1.1279 3.571 2.585 6.489 5.702
[3,] 1.0972 4.188 2.627 4.341 1.948 2.620 1.3038 4.004 2.901 7.260 6.575
     [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.055 0.9049 1.360 1.380 1.985 1.536 2.467 12.36  7.844 3.677
[2,] 1.493 1.5652 1.732 1.678 2.400 1.906 2.907 15.69 11.403 5.307
[3,] 1.838 1.8548 2.013 1.926 2.906 2.155 3.308 18.79 12.880 6.394
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   2.968   2.794   6.706   3.261   4.33   1.542   1.649   3.503
[2,] 373.896 239.362 688.240 502.320 455.03 180.915 133.335 349.874
[3,] 282.505 236.590 616.011 482.423 496.36 146.130 143.931 318.394
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.053   2.751   2.358   2.949   2.465   2.895   3.774   3.987
[2,] 476.375 525.294 258.687 369.541 271.112 366.667 468.534 383.459
[3,] 344.712 405.985 239.262 315.638 212.501 342.838 461.165 357.214
       [,17]  [,18]  [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]
[1,]   3.401   3.58   6.86   4.893   6.946   3.377    7.198   4.722   1.58
[2,] 453.353 451.73 881.49 523.417 648.990 328.993 1560.348 668.824 154.58
[3,] 413.422 453.87 649.10 464.593 623.412 262.288 1241.376 613.119 166.81
       [,26]  [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   3.713   3.62   3.804   3.169   1.712   3.132   4.024   2.255
[2,] 532.818 650.28 334.003 509.734 168.050 500.062 349.137 225.182
[3,] 689.656 746.32 288.144 530.458 170.246 571.645 405.965 180.708
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   4.247   3.896   4.046   3.948   3.505   3.593   1.141   3.009
[2,] 445.926 479.853 493.686 324.753 394.323 335.994 117.181 275.749
[3,] 548.946 465.999 502.181 324.627 349.940 357.780  95.921 293.765
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  0.9275   3.147   2.429   2.428   1.448   3.354   3.518   4.075
[2,] 82.4249 367.416 354.088 254.576 156.220 389.155 346.833 358.743
[3,] 88.9470 307.255 399.424 231.408 133.229 327.478 329.482 381.609
       [,50]   [,51]  [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.461   3.693   3.81   1.703   3.528   2.784   3.063   1.706
[2,] 220.129 601.073 349.50 156.122 525.587 453.526 413.638 440.638
[3,] 223.062 513.217 361.27 137.235 575.937 497.974 460.949 422.255
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.999  0.9211   2.666   1.298   2.843   2.352   3.212   4.446
[2,] 267.504 89.3873 353.640 123.942 276.454 218.224 449.651 522.926
[3,] 235.730 95.1270 441.182 119.149 307.051 233.864 343.731 442.482
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.539   3.358   3.294   2.441   1.508   3.417   2.993   4.222
[2,] 145.678 485.337 270.999 511.565 159.919 336.089 408.426 444.636
[3,] 141.685 401.884 286.867 503.663 123.694 274.146 292.354 428.684
       [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   3.955   4.963   3.596   2.742  1.069   2.745   2.523   3.057
[2,] 531.200 436.834 552.813 508.398 90.605 392.871 229.385 415.788
[3,] 433.059 398.668 364.994 504.041 87.958 510.434 206.481 497.788
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.746   2.194   1.227   3.179   2.729   6.901   6.213   1.339
[2,] 172.015 243.551 104.427 457.112 257.850 636.701 525.883 189.750
[3,] 178.192 256.400 117.459 325.468 236.397 584.582 587.628 192.389
       [,90]   [,91]   [,92]  [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   1.149   1.728   1.752   2.52   1.951   3.133   15.69    9.96
[2,] 229.304 192.405 171.464 242.26 202.686 275.970 1735.96 1486.10
[3,] 178.712 184.154 169.876 294.20 180.491 283.417 1856.02 1075.36
       [,98]
[1,]   4.669
[2,] 687.099
[3,] 640.285
[1] "--- VAR model 2017-10-03 17:01:00  completed"
[1] "Completed training sample:  2017-10-03 17:01:00 - 2017-10-04 01:00:00"
[1] "SpVAR;   training sample:  2017-10-03 17:31:00 - 2017-10-04 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8049         -0.3143          4.839         -2.327
          1.0935          2.1301         -7.492         -1.501
         -1.1545          2.2259         -6.172         -0.944
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -1.6781          2.240           1.5674          -2.2564
        -7.4406         -1.647          -0.6138          -0.2601
        -0.5773          1.639           1.2725           0.3970
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -2.8370            4.156           1.0761            0.224
          -2.2223           -3.807          -0.6877           -2.747
          -0.5558           -2.410           0.9912           -1.547
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -0.90674           -1.211           -8.599           -5.208
         -0.01838           -1.662            4.291           -1.653
          0.37302           -2.552           -5.844           -1.034
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.5333           0.4026            1.353           6.2854
          -2.9372          -1.4259           -4.108          -1.6070
          -6.0814           3.2522            1.218           0.5732
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            8.174         4.908674           -1.959          -0.4882
           -4.777         2.121061            1.699          -3.8445
           -4.879        -0.002191           -5.825          -1.8748
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2667          -1.4103          -7.2816          -0.5852
           0.3363          -3.4394           0.8129           1.3317
           2.9132           0.1025          -0.8422          -2.2090
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.462           1.5494           -1.341          -2.9332
           -2.629          -0.3857           -3.404           0.4259
           -1.345           0.4216            1.947          -0.3881
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9958          -0.3457          -0.4498           -3.193
           1.9287          -1.9855          -4.0663           -2.617
          -0.8130          -0.8221           1.3332           -0.836
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.6361          -1.9059            3.484          -0.0452
          -1.1783          -1.5077            2.533          -0.7887
          -0.4268          -0.2822            0.469           1.3294
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.145          -0.3201          -3.2843           -2.264
            1.005          -0.1335           0.1069           -2.965
            1.506          -0.7470          -3.1330           -4.059
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.2526          -1.0395           -3.558            2.443
          -0.8301          -0.6822           -2.097            1.139
           0.1626           0.0176           -2.994            2.757
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.1619          -3.9002          -4.2060           3.3403
           3.6437           1.6361           2.6055          -0.1537
          -1.6434           0.5085          -0.8461          -5.1257
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.2227           -2.342            4.955            6.232
          -0.6603            3.368            3.699            2.158
           1.2062           -2.069            2.666            4.846
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.5357           -1.978           0.5243           -1.025
           4.8453           -2.096           1.8711           -2.423
           2.9870           -1.415           0.6888            2.453
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.7361            3.575           -1.038           -1.042
           1.2950           -1.882            1.093            3.004
          -0.8609           -0.417            1.402            1.661
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.419           0.5180           0.8590            3.468
            3.406           0.9968           0.3397            3.995
           -4.309           0.9380           2.3911           -1.970
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          4.41197          0.51647          -0.1467           0.2134
         -0.02418          0.30808          -2.2853           1.6627
          5.25313          0.06375          -1.3463          -0.6631
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.405          -2.5824           0.4724           0.1965
            3.474           0.7587           0.8574          -5.6092
            4.028          -1.1158           1.6721          -0.3708
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.123           0.8571           -1.170          -0.9952
           -3.677           0.8069           -2.942          -0.1594
            2.165          -0.1643           -3.066           1.0520
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.090            2.059          -3.4511           0.8577
           -7.792           -1.273          -3.0286           0.4289
           -5.313           -2.347          -0.3218          -0.4517
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.592          -0.1482           0.3285            4.730
           -3.978           2.2319           0.7551            4.285
           -2.857           2.1123          -3.7991            3.067
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7859           0.2763           0.4503         0.003113
           0.2208          -0.3183          -1.3594        -1.591918
           0.5447          -1.2993          -1.7698        -1.572121
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.268           0.6153          -1.1336            245.8
           -3.728          -1.3718          -0.6007            247.6
            4.394           0.3228           0.7856            246.2
 rnd_95776.volume rnd_95787.volume
            1.562          -0.3886
           -4.137          -2.9715
           -1.062          -1.6348
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.015 2.117 4.897 2.270 3.009 1.108 1.232 2.571 2.762 2.049 1.650
[2,] 2.893 2.470 6.052 3.333 3.825 1.356 1.397 3.110 3.621 3.410 2.106
[3,] 3.219 2.789 6.754 4.240 4.542 1.545 1.586 3.473 4.136 3.929 2.403
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.242 1.869 2.050 2.805 2.883 2.425 2.400 4.886 3.585 5.126 2.442
[2,] 2.883 2.279 2.891 3.750 3.585 3.399 3.513 7.023 4.539 6.108 3.022
[3,] 3.432 2.527 3.439 4.324 3.980 4.054 4.205 7.897 5.220 6.802 3.315
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.337 3.543 1.145 2.551 2.524 2.905 2.359 1.217 2.280 2.874 1.659
[2,]  9.661 4.851 1.402 3.662 4.131 3.360 3.342 1.488 3.259 3.347 2.043
[3,] 11.474 5.792 1.618 5.158 5.669 3.667 4.378 1.722 4.437 3.972 2.304
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.060 2.610 2.708 2.952 2.241 2.476 0.8686 2.097 0.6393 2.342 1.815
[2,] 3.808 3.702 3.786 3.466 3.106 3.013 1.0597 2.554 0.8168 3.062 2.591
[3,] 4.718 4.337 4.479 3.872 3.671 3.406 1.1861 2.900 0.9290 3.416 3.304
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.768 1.037 2.372 2.269 2.983 1.760 2.765 2.743 1.201 2.682 2.051
[2,] 2.189 1.326 3.035 2.990 3.604 2.096 4.105 3.273 1.428 3.663 3.164
[3,] 2.535 1.453 3.476 3.434 4.136 2.400 4.811 3.757 1.610 4.673 3.983
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.137 1.211 2.231 0.6263 1.783 0.9852 1.949 1.782 2.285 3.166 1.061
[2,] 3.217 2.571 2.646 0.7849 2.509 1.1572 2.444 2.118 3.074 4.215 1.278
[3,] 3.953 3.418 2.942 0.9085 3.339 1.2826 2.959 2.461 3.623 4.814 1.433
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.470 2.387 1.742 1.057 2.477 2.097 3.052 2.940 3.543 2.552 1.802
[2,] 3.498 2.771 3.221 1.301 3.026 3.083 3.821 4.221 4.143 3.784 3.078
[3,] 3.959 3.111 4.140 1.467 3.343 3.415 4.434 4.893 4.584 4.291 4.064
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7835 2.040 1.677 1.930 1.273 1.538 0.9285 2.258 2.074 5.102 4.453
[2,] 0.9137 2.854 2.053 2.877 1.533 1.993 1.0763 3.186 2.476 6.154 5.167
[3,] 1.0099 3.901 2.291 3.908 1.783 2.390 1.2282 3.651 2.779 6.923 5.917
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.8012 0.7899 1.178 1.236 1.811 1.355 2.265 12.56  7.346 3.326
[2,] 1.1640 1.3729 1.557 1.533 2.199 1.756 2.775 15.51 10.575 4.872
[3,] 1.5409 1.6543 1.827 1.738 2.662 1.980 3.123 18.20 12.333 5.904
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.559   2.688   6.218   2.882   3.821   1.407   1.565   3.264
[2,] 416.507 255.306 713.396 489.464 473.549 156.776 131.929 351.233
[3,] 282.961 259.884 601.545 525.780 491.318 148.571 150.735 309.710
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.507   2.602   2.095   2.847   2.374   2.603   3.562   3.661
[2,] 469.602 546.635 262.495 363.403 261.358 408.785 499.188 427.292
[3,] 401.045 391.453 232.269 373.497 219.154 373.599 432.071 346.863
      [,17]   [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   3.08   3.048    6.204   4.552   6.509   3.101    6.778   4.499
[2,] 477.75 514.614 1011.860 558.571 666.418 357.155 1615.297 664.820
[3,] 443.31 463.639  724.279 517.089 600.153 273.342 1241.706 634.549
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]  [,32]
[1,]   1.454   3.239   3.205   3.689   2.996   1.545   2.895   3.65
[2,] 162.197 527.079 655.874 338.717 474.714 171.803 467.124 344.18
[3,] 162.065 728.549 778.806 294.778 567.389 173.856 603.971 428.85
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.107   3.885   3.314   3.438   3.748   2.846   3.145   1.103
[2,] 239.123 454.705 526.485 530.698 364.560 431.282 344.288 121.771
[3,] 213.523 558.689 453.252 480.199 345.909 392.532 318.464 106.864
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.663   0.8118   2.974   2.304   2.246   1.316   3.012   2.881
[2,] 292.582 101.9720 395.796 371.007 258.790 165.851 379.883 390.624
[3,] 275.303  88.7894 303.592 411.120 256.576 119.270 339.788 338.712
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.788   2.234   3.511   3.483   1.526   3.405   2.604   2.714
[2,] 405.824 228.556 608.487 358.161 154.979 500.415 483.215 482.237
[3,] 406.689 234.486 503.300 370.141 149.204 582.066 485.398 460.796
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.538   2.833  0.7953   2.264   1.251   2.474   2.262   2.901
[2,] 454.949 285.226 94.9052 354.100 121.771 295.780 229.721 412.399
[3,] 451.742 258.220 91.7592 441.878 110.977 334.653 251.597 384.607
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   4.021   1.347   3.137   3.032   2.212   1.342   3.145   2.663
[2,] 558.211 142.957 496.849 282.128 543.313 152.019 348.812 453.147
[3,] 466.465 130.101 371.947 283.801 521.627 136.289 284.849 294.692
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]  [,79]   [,80]
[1,]   3.875   3.733   4.499   3.241   2.289  0.9949   2.59   2.129
[2,] 461.167 607.646 430.759 560.219 500.367 94.2890 400.30 237.484
[3,] 451.146 496.453 393.574 406.128 532.527 86.2911 533.35 204.170
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   2.451   1.616   1.953   1.179   2.867   2.634   6.479   5.654
[2,] 427.971 171.484 254.303 109.185 450.862 271.454 690.068 525.671
[3,] 530.397 182.709 264.762 118.655 357.789 253.078 636.248 578.313
       [,89]   [,90]   [,91]   [,92] [,93]   [,94]   [,95]   [,96]
[1,]   1.017   1.003   1.496   1.569   2.3   1.721   2.876   15.95
[2,] 169.382 225.246 204.028 182.006 250.2 224.037 321.750 1824.52
[3,] 202.523 185.127 191.640 164.347 300.7 183.550 287.140 1911.92
        [,97]   [,98]
[1,]    9.328   4.224
[2,] 1525.792 714.075
[3,] 1273.093 668.854
[1] "--- VAR model 2017-10-03 17:31:00  completed"
[1] "Completed training sample:  2017-10-03 17:31:00 - 2017-10-04 01:30:00"
[1] "SpVAR;   training sample:  2017-10-03 18:01:00 - 2017-10-04 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8328         -3.0150        -1.4092        -1.3778
          1.2995          0.7152        -0.5634         0.3755
         -0.5978          0.7050        -4.4529         0.2868
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.1264        -0.6749           0.2315           2.8522
         1.7610         0.2513          -0.0322          -2.8094
        -1.0614         0.9039           0.8327           0.7589
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.6852            2.743          3.02366           -3.264
          -4.7736           -1.753         -1.27523           -2.112
          -0.9230           -3.858          0.08765           -3.630
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.7382          -2.7560          -0.9348           2.4214
          -1.2353           1.4806          -0.3068          -0.6066
           0.7283           0.5811           0.6847           1.0617
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.659          -1.1542           -3.542          -0.2807
           -4.330           0.7028            7.059           2.4778
            2.817          -0.1738           -5.827           0.6365
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           3.6312          -3.4808          -10.996            2.819
          -0.8331          -1.8153            4.944           -3.077
          -8.4145           0.8783           -6.405           -0.522
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          2.02279            1.120         -0.44275          -0.7504
          0.31620           -2.802          0.01452           3.1340
          0.06103           -1.377          1.54360           5.0304
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.1557          -0.3775        -0.003848           1.1840
           0.4130           0.5866        -0.438136           0.6578
          -0.5129          -1.7416        -1.075688           1.4274
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.6975          -0.1573          1.78657           -1.348
          -0.1317          -1.2396          1.25937           -1.137
          -0.7732           2.4327          0.03358            1.773
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.811         -0.09286            1.235         -0.16840
           -1.215         -4.25023           -1.218          0.05388
           -0.711         -0.58267           -0.092         -0.89087
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.356          -0.2681          -0.4206          -1.0437
            1.591          -0.2544           0.5412          -4.2769
           -2.538           0.9311          -0.7559           0.3544
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1127           2.6187          -5.1394           0.8195
          -2.3491           0.6378          -4.6456           0.3157
           0.4975          -0.1611          -0.2652           0.2173
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.5099          -2.6601            3.585            5.612
           0.2328          -0.6484           -1.957            2.446
           2.2747           2.3089           -3.311            5.452
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.0712           1.0575         -1.39055          -3.5417
           0.6151          -0.1186          2.92998           0.5744
           0.2728          -1.3630         -0.01766          -0.5138
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.863          -0.8734           0.6263         -0.03512
            0.978          -2.3974           0.2984         -1.86485
            1.596           0.7938           0.3117         -1.17399
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.5711          -0.8461           0.1018          -0.5139
           0.4124          -0.4580           1.4779           2.8822
          -0.3846          -0.7323          -0.1793          -2.6145
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.380         0.006871            1.027          -0.9103
            3.464         1.232017           -2.741          -0.7303
            0.676         1.272800            2.857          -0.9602
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -2.48483           0.5195           1.5197         -0.08545
         -1.98649          -0.3717           0.6796          1.54311
          0.08765           0.2131          -2.0479         -1.14525
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.7874           -2.104            4.191          -1.6688
           2.4242            3.469            2.609           0.4816
          -0.6010            2.159            1.105           3.9720
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.6260          -1.0756          -0.1202          -1.2050
           3.8007           0.4940          -1.6214           0.9759
           0.8422           0.2944          -0.5435           0.2264
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.826          -0.5304           0.3973          1.14346
           -5.604          -1.3614           3.1954          0.78109
            3.964          -1.0815          -0.6645          0.02274
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.216          -3.1615         -4.24889            6.480
           -0.476           0.8814          0.06494           -1.856
           -3.646           1.2710          1.17836            1.945
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1524           0.2413          -1.0703          -0.8944
          -0.6271          -1.4283          -0.2189           0.7602
          -0.5036           1.3642          -0.1943          -0.5291
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -1.64454          0.09396           0.3491            232.5
          0.09924          1.29797          -1.8783            251.0
          0.40332         -0.42031           2.1271            246.4
 rnd_95776.volume rnd_95787.volume
           -1.359            3.230
           -6.325           -3.350
           -9.834           -1.506
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.828 1.810 4.373 2.109 2.772 0.9483 1.119 2.359 2.545 1.868 1.483
[2,] 2.662 2.147 5.381 3.108 3.541 1.1462 1.314 2.928 3.341 3.035 1.887
[3,] 3.013 2.495 6.048 3.977 4.151 1.3175 1.476 3.276 3.845 3.573 2.178
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.028 1.727 1.863 2.554 2.719 2.216 2.089 4.191 3.226 4.656 2.296
[2,] 2.629 2.042 2.547 3.427 3.278 3.070 3.170 6.176 4.202 5.552 2.837
[3,] 3.123 2.295 2.979 3.914 3.723 3.775 3.773 7.127 4.895 6.164 3.112
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.252 3.267 0.9629 2.176 2.228 2.814 2.162 1.115 1.999 2.445 1.543
[2,]  8.745 4.336 1.2029 3.235 3.714 3.271 3.078 1.388 2.896 2.906 1.887
[3,] 10.383 5.134 1.3528 4.390 4.977 3.581 4.032 1.582 4.060 3.513 2.162
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.689 2.363 2.430 2.653 1.941 2.346 0.8389 1.878 0.6087 2.169 1.725
[2,] 3.443 3.337 3.342 3.123 2.760 2.852 1.0041 2.273 0.7838 2.866 2.426
[3,] 4.284 3.913 4.002 3.417 3.234 3.271 1.1144 2.572 0.9006 3.229 3.070
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.559 0.983 2.163 2.084 2.848 1.519 2.569 2.489 0.9818 2.267 1.911
[2,] 1.956 1.207 2.808 2.623 3.504 1.870 3.841 2.999 1.2277 3.403 2.871
[3,] 2.308 1.342 3.238 3.043 3.985 2.203 4.445 3.485 1.4158 4.247 3.636
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.990 1.087 1.965 0.5426 1.588 0.9514 1.759 1.718 1.866 2.862 0.9013
[2,] 2.996 2.359 2.362 0.7095 2.225 1.1592 2.239 2.062 2.625 3.751 1.1067
[3,] 3.683 3.128 2.630 0.8141 3.033 1.2754 2.764 2.346 3.104 4.337 1.2645
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.279 2.069 1.575 0.9734 2.327 1.940 2.677 2.599 3.294 2.270 1.519
[2,] 3.198 2.418 2.778 1.2313 2.834 2.875 3.406 3.940 3.817 3.621 2.886
[3,] 3.610 2.722 3.471 1.3776 3.138 3.246 3.941 4.601 4.229 4.110 3.840
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6843 1.530 1.532 1.617 1.176 1.496 0.8120 1.990 1.754 4.707 3.947
[2,] 0.8205 2.392 1.846 2.425 1.421 1.914 0.9294 2.816 2.141 5.700 4.721
[3,] 0.9176 3.558 2.007 3.517 1.634 2.234 1.0844 3.279 2.457 6.392 5.452
      [,89]  [,90] [,91]  [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.6945 0.6383 0.949 0.9977 1.779 1.265 2.029 12.46  6.917 2.985
[2,] 0.9640 1.1070 1.215 1.2638 2.170 1.600 2.529 15.17  9.865 4.229
[3,] 1.2742 1.3339 1.413 1.4331 2.535 1.848 2.834 17.94 11.310 5.137
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   2.322   2.298   5.553   2.679   3.52   1.204   1.42   2.996   3.232
[2,] 448.601 267.897 727.191 529.209 511.00 149.317 159.88 402.009 502.050
[3,] 327.350 294.661 640.417 575.722 502.19 150.629 156.03 340.611 441.161
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   2.372   1.883   2.575   2.193   2.365   3.243   3.453   2.814
[2,] 554.771 270.690 387.911 252.736 402.909 529.886 424.572 492.706
[3,] 437.270 252.200 390.987 242.856 358.417 438.479 409.453 509.492
       [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   2.653    5.322   4.096   5.913   2.915    6.669   4.148   1.223
[2,] 552.856 1052.090 624.368 701.425 386.471 1621.569 661.071 167.209
[3,] 474.461  824.773 582.221 620.805 296.653 1298.294 637.738 143.557
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.763   2.829   3.574   2.745   1.416   2.539   3.105   1.959
[2,] 555.152 689.231 386.750 508.280 191.716 485.803 364.211 252.186
[3,] 688.404 768.194 338.064 603.910 176.155 659.897 457.570 244.454
       [,34] [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   3.415   3.0   3.086   3.368   2.464   2.979   1.065   2.384
[2,] 498.756 546.4 531.952 382.218 454.936 375.967 127.959 297.133
[3,] 591.121 473.9 510.502 321.372 391.287 371.777 112.091 279.163
        [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.7729   2.755   2.19   1.979   1.248   2.747   2.647   3.617
[2,] 114.5015 434.412 395.64 274.204 162.455 415.001 369.285 473.224
[3,] 102.8853 344.588 436.34 284.052 136.249 373.958 357.905 440.289
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.928   3.262   3.161   1.247   2.878   2.426   2.528   1.381
[2,] 253.168 662.182 387.979 170.942 588.601 497.028 519.341 485.582
[3,] 269.964 518.592 411.709 163.528 589.457 517.442 496.612 476.395
       [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.495   0.6891   2.016   1.208   2.234   2.182   2.369   3.635
[2,] 304.215 106.0160 361.336 153.573 321.108 264.238 428.309 562.108
[3,] 268.380  92.5696 477.999 123.339 375.977 259.714 383.937 505.152
       [,66]   [,67]   [,68] [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   1.145   2.894   2.628   2.0   1.236   2.955   2.464   3.399   3.301
[2,] 148.955 520.145 289.925 530.9 174.860 375.428 492.096 488.573 686.586
[3,] 141.852 388.417 290.033 482.3 143.312 312.109 349.416 459.620 551.004
       [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   4.183   2.883   1.929   0.8689   1.943   1.945   2.054   1.494
[2,] 446.981 654.169 568.941 104.9937 426.347 239.102 418.893 184.692
[3,] 422.636 451.128 587.481  95.2918 610.854 182.411 590.848 187.273
     [,83]   [,84]   [,85]   [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   1.9   1.031   2.526   2.227   5.977   5.012   0.8819   0.8105
[2,] 276.8 104.842 462.233 284.890 745.434 600.717 155.0563 209.7524
[3,] 267.1 129.570 389.501 279.440 671.119 632.544 193.2241 172.5759
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]    [,97]  [,98]
[1,]   1.205   1.267   2.259   1.606   2.576   15.83    8.784   3.79
[2,] 175.922 179.916 288.201 227.059 350.407 2006.47 1631.071 694.65
[3,] 167.391 156.669 303.914 214.742 296.210 2219.92 1282.937 676.33
[1] "--- VAR model 2017-10-03 18:01:00  completed"
[1] "Completed training sample:  2017-10-03 18:01:00 - 2017-10-04 02:00:00"
[1] "SpVAR;   training sample:  2017-10-03 18:31:00 - 2017-10-04 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.6415         -0.9517        -6.3053         -5.894
         -0.6870          1.4430        -4.7632         -1.883
          0.3568          0.9190        -0.5638         -1.362
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.042        -0.6049          0.03964          -0.8762
         -3.947        -0.7949          0.16032          -2.2851
         -3.437        -0.1325         -0.36461           0.9405
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.44244           -2.137           1.0702           0.4589
         -2.96705           -2.071           0.3565          -0.1598
         -0.08863           -1.437          -0.1114          -0.4490
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          0.02851           0.4784           -2.069           -4.018
          2.04035          -0.2273           -1.032           -1.782
         -1.16738          -0.8663           -1.042            1.591
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.252          -2.1174          -7.5893           0.4516
           -1.034          -4.1325          -1.2071          -1.9224
            2.702           0.1082           0.3219           1.2271
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.179           4.3255          -0.1744            1.417
           -5.499           2.8761         -11.4252           -2.994
            1.735           0.9353          -2.4669           -1.966
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.1347          -3.6954           -1.420           0.2668
          -0.5130          -0.7487           -1.467           1.3047
           0.4241          -3.0445           -2.343          -0.2926
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -5.1255           1.7351           -3.759          -2.9057
          -3.7467           0.3490           -1.157           0.3179
           0.1808           0.4652           -1.477          -1.6859
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.532           0.7034           -1.889          -0.8707
           -0.448          -5.4188           -3.628           1.2457
            1.400          -2.6858           -2.476          -5.6404
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2749          0.08262           -1.030           0.4315
           1.6380         -2.13140           -1.788           1.4875
           1.4660         -1.64776           -1.141           0.2277
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9906           0.3169            2.374            2.087
           0.3962           0.3736           -1.914           -0.925
           1.8119           0.3802           -2.018           -1.539
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -0.311        -1.625099           3.8674           -2.040
            1.839         0.008053          -0.2322            1.828
            1.350         0.802236          -0.1149            1.905
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.602         2.925248           -3.922           1.2628
            2.883         0.444053            1.711           0.5432
           -1.683        -0.005749            1.707           1.6476
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4278          -4.5054          -0.8083            1.029
          -0.7195           2.6733          -1.5330           -1.340
           1.1330           0.9145           3.5143            1.055
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.1446           -2.010           0.7002           -1.744
          -0.9089           -2.108           0.9459           -3.401
          -1.6476           -3.077           0.2959           -1.523
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3532           -1.433          -0.2181          -1.1869
           0.1821           -0.405          -1.1897           0.7223
           1.0175            0.501          -0.3905          -0.2110
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2019          -0.2272         -1.64696           0.3754
          -1.5979           0.5401         -2.42487           0.2497
          -1.0040          -0.4473         -0.03233          -0.6813
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
       -0.3407308           0.7154           0.3111         -0.01257
        0.0004923          -1.6397           0.1032         -0.50929
        0.0830136          -0.3233          -0.9127          1.00357
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.151          -0.4807           2.0517           -2.612
            2.989           2.3900           0.4903            1.956
            1.797           0.1320           2.1337            1.458
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.0417          -0.5351            1.880           0.9943
          -1.3872          -0.1468           -2.854          -1.0396
           0.6508           0.9073            1.536           0.1739
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.2095        -0.094255          -1.8338          -1.8178
           0.3428         1.239709           0.7791           1.0979
          -1.6565         0.007392          -1.5140          -0.3818
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.886           -1.070           0.9692          -2.4089
            1.196            1.272          -2.7239          -0.7702
           -1.009            1.179           0.6183           1.6384
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.19312          1.42958         -0.01208           0.2113
          0.04008          0.51890          1.06146           0.1226
          0.59552          0.02145          1.23265           1.1856
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.093          0.24920          -1.1243            252.7
           -3.748          0.08809          -2.3446            250.9
            1.126         -0.08134          -0.4896            253.6
 rnd_95776.volume rnd_95787.volume
            5.493          -0.2297
           -0.480          -2.8855
            6.533          -2.3756
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.804 1.577 3.975 1.958 2.532 0.7252 0.9779 2.198 2.456 1.767 1.279
[2,] 2.366 1.856 4.745 2.775 3.265 0.9273 1.1376 2.719 3.262 2.817 1.697
[3,] 2.772 2.206 5.243 3.551 3.826 1.0663 1.3109 2.971 3.645 3.327 2.039
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.849 1.495 1.751 2.257 2.593 1.927 1.873 3.860 3.029 4.227 2.164
[2,] 2.405 1.804 2.381 3.063 3.115 2.829 2.933 5.856 3.867 5.032 2.603
[3,] 2.875 2.057 2.831 3.489 3.588 3.489 3.527 6.861 4.476 5.562 2.820
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 4.978 3.026 0.8648 1.998 2.068 2.530 1.996 1.032 1.841 2.161 1.414
[2,] 8.111 3.960 1.0539 2.982 3.461 2.906 2.822 1.277 2.612 2.574 1.703
[3,] 9.298 4.700 1.1984 4.047 4.623 3.223 3.714 1.450 3.698 3.009 1.989
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.470 2.157 2.220 2.402 1.706 2.209 0.7386 1.647 0.5215 1.961 1.628
[2,] 3.166 3.085 3.100 2.798 2.467 2.594 0.9044 2.083 0.6952 2.689 2.285
[3,] 3.933 3.588 3.707 3.103 2.910 2.985 1.0222 2.322 0.7857 2.989 2.919
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.424 0.9083 1.925 1.799 2.627 1.367 2.318 2.316 0.907 2.026 1.764
[2,] 1.792 1.1142 2.583 2.267 3.173 1.720 3.475 2.784 1.143 2.970 2.633
[3,] 2.106 1.2390 3.059 2.582 3.560 2.017 4.091 3.164 1.320 3.814 3.291
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.724 1.065 1.679 0.4861 1.449 0.9105 1.691 1.547 1.536 2.381 0.7479
[2,] 2.689 2.234 2.060 0.6153 2.051 1.0937 2.156 1.928 2.274 3.139 0.9467
[3,] 3.319 2.875 2.316 0.7088 2.834 1.2155 2.598 2.165 2.705 3.673 1.1227
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.029 1.956 1.426 0.883 2.081 1.825 2.388 2.299 2.893 1.974 1.286
[2,] 2.927 2.308 2.521 1.109 2.622 2.514 3.056 3.433 3.430 3.263 2.675
[3,] 3.322 2.597 3.123 1.254 2.933 2.919 3.559 4.091 3.841 3.779 3.382
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5746 1.381 1.352 1.413 1.081 1.401 0.7016 1.633 1.538 4.325 3.646
[2,] 0.7092 2.144 1.626 1.951 1.313 1.752 0.8454 2.523 1.850 5.180 4.488
[3,] 0.8131 3.245 1.827 3.080 1.508 2.033 0.9596 2.992 2.173 5.789 5.193
      [,89]  [,90]  [,91]  [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.5024 0.4669 0.9127 0.8773 1.609 1.131 1.748 11.86  6.047 2.769
[2,] 0.7321 0.8789 1.1206 1.0852 1.960 1.432 2.122 14.83  8.625 3.858
[3,] 1.0177 1.0851 1.2887 1.2575 2.302 1.663 2.378 17.55 10.039 4.711
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]   [,8]
[1,]   2.29   2.002   5.048   2.486   3.216   0.9209   1.242   2.79
[2,] 399.08 254.814 675.234 512.453 537.075 150.6102 151.465 417.24
[3,] 376.33 310.986 581.155 577.463 519.674 137.1593 169.774 312.07
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.119   2.244   1.624   2.347   1.898   2.223   2.866   3.293
[2,] 559.377 571.658 290.682 400.983 263.139 420.507 539.448 449.891
[3,] 424.041 461.328 294.647 410.516 257.393 399.204 435.732 463.835
       [,17]   [,18]    [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.447   2.378    4.901   3.846   5.367   2.748    6.321   3.843
[2,] 539.672 588.239 1147.559 626.356 711.330 377.137 1668.725 665.649
[3,] 532.066 510.252  931.564 587.741 617.528 282.653 1184.519 659.519
       [,25]   [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]
[1,]   1.098   2.537   2.626   3.212   2.535   1.31   2.337   2.744
[2,] 156.977 577.027 723.091 372.870 519.878 196.01 482.786 364.376
[3,] 148.637 712.912 798.761 363.068 629.213 179.34 682.351 406.266
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38]   [,39]    [,40]
[1,]   1.796   3.136   2.739   2.818   3.05   2.166   2.805   0.9379
[2,] 247.464 516.380 574.906 563.823 374.13 464.596 354.587 135.9968
[3,] 267.516 607.940 477.404 529.887 349.76 401.867 384.665 124.1243
       [,41]    [,42]  [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.091   0.6622   2.49   2.068   1.809   1.153   2.444   2.285
[2,] 332.435 119.7685 479.34 417.632 283.296 168.165 448.992 359.252
[3,] 267.429  95.4246 340.53 473.456 288.594 141.206 427.176 321.936
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]  [,55]   [,56]
[1,]   3.335   1.736   2.943   2.941   1.152   2.572   2.24   2.189
[2,] 464.124 271.963 674.824 402.713 181.243 565.904 509.31 537.840
[3,] 420.376 274.208 562.480 391.610 172.028 623.806 514.29 506.735
       [,57]   [,58]   [,59]  [,60]   [,61]   [,62]   [,63]  [,64]   [,65]
[1,]   1.353   2.132  0.6173   1.84   1.156   2.147   1.964   1.95   3.023
[2,] 511.734 311.073 98.3110 378.25 157.901 348.385 299.922 437.16 532.997
[3,] 471.593 275.873 91.6964 509.77 138.175 377.809 256.900 381.36 497.191
        [,66]   [,67]   [,68]  [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   0.9497   2.576   2.483   1.81   1.121   2.643   2.318   3.032
[2,] 151.2312 549.891 319.583 541.91 174.958 415.572 450.674 496.850
[3,] 157.2569 409.361 309.883 480.05 152.404 342.812 386.405 475.441
       [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   2.919   3.673   2.506   1.633   0.7296   1.754   1.717   1.794
[2,] 664.366 480.315 677.046 611.304 108.3387 427.308 235.557 350.330
[3,] 580.020 450.682 496.807 539.252 103.6066 634.594 217.068 621.177
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]  [,88]    [,89]
[1,]   1.373   1.779   0.891   2.073   1.953   5.492   4.63   0.6379
[2,] 193.959 274.469 122.903 501.185 267.992 742.949 681.88 138.7746
[3,] 193.533 268.734 118.301 419.119 297.071 673.605 680.81 184.2002
        [,90]   [,91]   [,92]   [,93]   [,94]  [,95]   [,96]    [,97]
[1,]   0.5929   1.159   1.114   2.043   1.436   2.22   15.06    7.678
[2,] 194.0445 169.443 166.448 291.599 228.883 313.51 2318.05 1602.826
[3,] 165.8270 165.816 165.553 314.508 220.581 279.93 2445.14 1338.386
       [,98]
[1,]   3.516
[2,] 700.176
[3,] 704.416
[1] "--- VAR model 2017-10-03 18:31:00  completed"
[1] "Completed training sample:  2017-10-03 18:31:00 - 2017-10-04 02:30:00"
[1] "SpVAR;   training sample:  2017-10-03 19:01:00 - 2017-10-04 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.84779          -1.416         -0.552         2.1086
        -0.52266           2.118         -3.060        -4.0471
         0.02845          -1.359         -8.732        -0.1371
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.531         -1.065            1.347          -2.8621
          1.656          0.736            0.611           0.3100
         -2.158         -0.210            1.407          -0.4035
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.834           -2.484           0.7333           -2.984
           -4.724           -5.159          -1.0383           -1.986
           -1.797           -1.476          -0.8014           -1.042
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6706           -2.048           -4.450           0.3356
          -1.3410           -1.223           -3.852           0.4117
           0.2527           -4.479           -2.074           0.9832
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           5.4435           1.4223          -0.7202            6.241
           0.6304          -2.7303           5.0018            3.446
          -0.8801           0.6165          -6.7005           -3.343
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            6.676            6.371           -5.399           -2.194
           -1.087            2.862           -0.217           -1.288
           -3.619            1.910            4.024            2.500
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04857          -3.1115          -0.8835           5.7608
         -0.12510          -1.5178          -0.4955           1.4727
          1.36802          -0.3721           0.1565          -0.5306
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.9812          -2.6559            1.880          -1.4411
          -3.7466           0.8625           -0.244           0.9613
          -2.1137           0.7328           -1.905           0.7964
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.4724          -0.7758           5.4286            7.897
          -0.3775           0.6123           2.1190           -0.415
          -1.5470          -1.4642          -0.5544           -1.095
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.3722           2.6778          -1.1451           0.2830
           0.1169           1.0813           0.4648           0.1053
          -0.8357           0.6149          -2.4182           1.0080
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.9339           0.4202          -6.2079            1.162
           0.6014           0.6883          -0.9267           -5.459
           0.9428           0.3017          -0.9318           -1.745
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.0219          -0.4169            1.322           0.9080
           0.1815           0.8673            1.946          -0.1457
           0.9019          -0.3067           -2.910          -0.4437
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.366          -1.9403           -2.761          -0.3666
            2.580          -0.5756            3.047           1.9580
           -3.604          -0.5043            4.637           1.0551
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2974          -2.3616          -0.2201            1.908
           0.1110          -0.9127           1.2110            1.059
           1.3372           5.3229           2.9361            3.546
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.6032           -1.624          -0.3550           1.5935
          -0.2396           -2.261          -0.4749           0.3565
           1.6070           -1.462           0.3281          -1.0576
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4082          -3.0014           0.1328           1.6805
          -1.1480           2.0165           0.8908          -1.2653
          -0.1228          -0.3037          -0.7169           0.2585
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.785           0.5934            1.532           -1.130
           -1.822           0.3466           -1.382            2.866
            3.621          -0.4867            1.661            1.672
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.6974           0.7428            1.919          -1.5385
           2.5489          -0.1074           -3.544           1.3395
           0.9095          -0.5890            3.380           0.5639
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.8048            2.112            4.193          -0.9486
           1.9539            3.176            3.942           4.5436
          -3.8377           -6.064            3.959           0.8593
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -0.945          -0.4297           1.7966          0.32081
            4.034           0.3488          -0.8255          1.31339
            4.045           0.8511           3.7723          0.03681
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.402           0.3432          -0.9259           0.2901
           -1.321          -1.6170          -2.6211           1.9136
            1.420          -1.8370          -0.5369           0.9669
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           1.3308          -1.6930           1.7485           6.5830
           0.4184           1.1518           1.4557          -1.5718
           1.5968          -0.1842          -0.2181          -0.2389
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7920           0.3077          -1.0019          -0.7461
          -0.8020          -0.9540          -0.2282          -0.4062
          -0.8662          -0.1842           0.0487           0.6214
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          2.30037           2.1361       -0.1569682            265.5
          0.07687          -0.3404       -0.0009452            248.3
         -1.36584           0.4452        1.9446205            259.7
 rnd_95776.volume rnd_95787.volume
           0.6888          -1.7669
           3.9659          -1.0650
          -5.7721           0.8474
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.630 1.397 3.435 1.531 2.321 0.6398 0.8874 2.018 2.339 1.657 1.163
[2,] 2.086 1.693 4.286 2.262 2.997 0.8074 1.0308 2.445 3.097 2.685 1.575
[3,] 2.443 2.001 4.752 2.948 3.556 0.9285 1.1763 2.710 3.445 3.164 1.917
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.621 1.348 1.638 2.084 2.436 1.785 1.779 2.614 2.766 3.677 1.972
[2,] 2.230 1.622 2.096 2.710 2.917 2.599 2.764 3.872 3.469 4.456 2.406
[3,] 2.615 1.888 2.503 3.213 3.351 3.292 3.256 4.724 4.072 4.958 2.645
     [,23] [,24] [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.645 2.657 0.812 1.772 1.936 2.098 1.644 0.9744 1.641 1.919 1.365
[2,] 7.299 3.639 1.004 2.640 3.131 2.578 2.436 1.2239 2.308 2.337 1.609
[3,] 8.531 4.363 1.133 3.645 4.150 2.833 3.184 1.3831 3.248 2.789 1.845
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.263 1.937 1.958 2.083 1.512 1.837 0.6493 1.497 0.4784 1.779 1.412
[2,] 2.855 2.851 2.934 2.532 2.309 2.203 0.7958 1.947 0.5967 2.392 1.994
[3,] 3.574 3.368 3.415 2.921 2.702 2.601 0.9127 2.160 0.6913 2.677 2.623
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.351 0.8607 1.701 1.626 2.524 1.262 2.033 2.049 0.8301 1.842 1.670
[2,] 1.649 1.0486 2.300 2.056 2.880 1.551 3.088 2.489 1.0557 2.739 2.421
[3,] 1.926 1.1703 2.729 2.321 3.209 1.857 3.677 2.936 1.2332 3.457 3.015
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.489 1.003 1.586 0.4639 1.348 0.7894 1.488 1.478 1.443 2.088 0.7422
[2,] 2.392 2.050 1.890 0.5635 1.930 0.9736 1.979 1.818 2.149 2.799 0.9098
[3,] 3.093 2.686 2.132 0.6441 2.624 1.0967 2.413 2.050 2.539 3.335 1.0583
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.912 1.783 1.347 0.7915 1.791 1.655 2.209 2.119 2.652 1.859 1.200
[2,] 2.614 2.070 2.250 1.0344 2.294 2.256 2.815 3.128 3.162 3.057 2.622
[3,] 2.949 2.390 2.847 1.1574 2.603 2.630 3.295 3.656 3.586 3.435 3.202
      [,78] [,79] [,80] [,81]  [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5234 1.167 1.214 1.265 0.9719 1.287 0.6411 1.417 1.375 3.900 3.341
[2,] 0.6365 1.991 1.454 1.822 1.2446 1.605 0.7728 2.161 1.704 4.702 4.066
[3,] 0.7551 3.022 1.608 2.941 1.3961 1.852 0.8737 2.613 1.982 5.275 4.669
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.3902 0.4150 0.7788 0.7465 1.453 0.9704 1.530 10.43 5.828 2.410
[2,] 0.5745 0.7744 0.9897 0.9549 1.830 1.2546 1.926 12.63 7.966 3.435
[3,] 0.8509 0.9671 1.1457 1.1134 2.101 1.4699 2.190 14.12 9.323 4.278
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   2.069   1.774   4.363   1.944   2.947   0.8124   1.127   2.563
[2,] 336.383 247.180 661.965 430.312 490.154 127.2670 135.520 356.425
[3,] 328.582 275.531 530.432 488.259 494.226 118.4363 146.410 302.022
        [,9]   [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   2.971   2.105   1.477   2.059   1.712   2.08   2.646   3.093
[2,] 524.355 545.865 274.578 395.743 232.877 337.93 447.642 414.491
[3,] 390.131 432.598 282.368 352.674 249.601 353.32 445.987 426.174
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.266   2.259   3.319   3.513   4.669   2.504    5.898   3.374
[2,] 488.278 546.723 738.014 540.673 650.203 356.136 1454.701 642.617
[3,] 521.957 444.315 699.461 551.405 561.983 284.169 1141.410 621.846
       [,25]  [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.031   2.25   2.459   2.664   2.088   1.237   2.084   2.437
[2,] 152.640 505.47 635.812 386.895 464.480 191.361 419.073 344.309
[3,] 135.566 649.40 703.843 303.940 529.894 166.469 590.726 393.242
       [,33]   [,34]  [,35]   [,36]   [,37]  [,38]   [,39]    [,40]
[1,]   1.733   2.873   2.46   2.486   2.645   1.92   2.333   0.8246
[2,] 220.218 449.689 540.50 564.615 371.791 450.77 313.867 118.8803
[3,] 233.102 555.690 463.22 451.547 376.343 362.85 357.230 115.4733
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.902  0.6075   2.259   1.793   1.716   1.093   2.161   2.064
[2,] 321.530 92.1273 412.904 363.801 244.294 154.750 400.036 325.027
[3,] 241.876 90.2075 310.648 440.259 257.162 134.289 379.286 278.772
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]
[1,]   3.205   1.602   2.581   2.601   1.054   2.339   2.121   1.89
[2,] 358.357 233.109 600.757 365.315 168.535 523.897 453.041 483.72
[3,] 365.532 263.801 515.426 402.460 164.676 544.984 464.331 506.68
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.274   2.015  0.5891   1.711   1.002   1.889   1.876   1.832
[2,] 462.029 265.471 82.6674 356.848 147.227 337.113 273.880 411.516
[3,] 448.407 254.644 80.6015 459.582 130.430 356.876 244.646 349.324
       [,65]    [,66]   [,67]   [,68]  [,69]   [,70]   [,71]   [,72]
[1,]   2.652   0.9425   2.427   2.265   1.71   1.005   2.274   2.101
[2,] 481.481 135.9384 460.582 271.594 465.81 172.055 370.441 396.324
[3,] 468.351 139.6883 353.128 308.626 450.61 134.187 317.538 349.410
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.805   2.691   3.368   2.361   1.524   0.6646   1.482   1.542
[2,] 450.990 594.522 444.664 627.178 602.423  93.5692 416.621 206.654
[3,] 442.423 488.833 437.293 404.257 474.518 104.9807 587.442 177.336
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.606   1.234   1.635   0.814   1.799   1.746   4.952   4.243
[2,] 338.744 200.895 247.513 111.506 421.500 260.149 678.404 598.437
[3,] 596.624 163.441 238.911 105.328 379.707 261.605 617.809 593.422
        [,89]   [,90]   [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   0.4955   0.527   0.989   0.9479   1.845   1.232   1.943   13.24
[2,] 108.9552 168.919 157.774 153.8490 287.408 205.448 302.446 1843.23
[3,] 162.1714 149.670 149.140 147.9438 266.679 197.923 268.982 1627.32
      [,97]  [,98]
[1,]    7.4   3.06
[2,] 1403.2 632.60
[3,] 1251.6 658.94
[1] "--- VAR model 2017-10-03 19:01:00  completed"
[1] "Completed training sample:  2017-10-03 19:01:00 - 2017-10-04 03:00:00"
[1] "SpVAR;   training sample:  2017-10-03 19:31:00 - 2017-10-04 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
       -2.947534          0.7480        -5.4547         1.3759
       -0.114062          0.9971        -0.7243        -0.0549
       -0.007729          1.0201        -0.1726         0.9119
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.453        -1.1555         -1.13731          -0.1768
          1.137         0.4396         -0.62799           2.4258
          2.999        -0.3372         -0.08485           3.4916
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.9533          -1.7907           -0.685           -1.822
          -0.9191           0.1719            1.018           -2.711
           5.4478           4.7697            2.031           -2.968
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.920          -1.1714            3.625           -1.182
            1.278          -0.8100           -1.681            4.379
            1.855          -0.6364           -2.515            2.393
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.7710          4.48705            4.998            6.753
          -0.9488          0.07851            5.423            3.964
           3.9182         -1.25177           -1.600           -2.100
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.706           0.7233           0.2791          -0.5058
           -3.948          -0.3912         -14.4107          -3.7604
            1.183           2.3842           0.2583          -2.2229
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          1.01075           -1.929          0.05615           -1.186
         -0.47662           -1.828         -0.04218            2.695
         -0.03489           -6.192         -9.68591           -0.332
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.8853           1.9850           1.6176            2.598
          -0.8852          -0.4531           0.5030            1.743
           0.5268          -1.0531           0.4689           -1.360
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.4002           1.3340          -0.8734           0.7513
           0.2730           2.2636           2.9453          -0.8809
          -0.9049           0.8595           2.0090           2.9951
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.5452           4.8557           0.7635          -0.5073
           2.8574          -0.9725           4.0255           0.7373
          -0.4038          -2.4239           3.1895           1.3840
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4339         -0.43227          -0.3905         -1.66880
          -0.6856          0.17984          -0.4908         -0.09209
           2.0636          0.05148           3.0484         -2.47282
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.0190          -0.1345          -1.3434          -0.4228
           0.8342          -0.3973           3.0034           1.1487
           2.5809           0.9029          -0.6011           4.6887
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.8459           2.8649         -1.89630          -0.4788
          -1.0738          -0.2377          3.38903           4.3002
          -0.4522           0.5518         -0.02597           2.5486
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
        -1.010419          -0.3066          -0.7607          -0.7985
         0.005812           5.7083           2.2196          -0.7902
         0.686304           0.8468           3.2231           5.8370
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.677          -0.9519          0.90105            2.675
           -0.518          -1.9739         -0.76069           -2.705
            2.459           1.4841          0.05279           -1.159
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.7793           2.0665          -2.2298            1.509
          -0.2771          -0.9244          -0.5121            2.912
          -0.2166          -1.1354          -2.2432           -1.275
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          2.36467            1.906          0.51853           -2.979
          8.02733            0.779         -0.03783            1.314
          0.03845            0.841          3.58420           -1.860
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -3.6551          0.09057          -1.0408          -3.1638
           0.3336         -0.84881          -2.5302          -0.4618
           4.6007         -0.41186           0.3109          -0.9408
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.641       -0.0003837          1.36135            3.297
            5.037        1.5430644          0.03869           -1.085
            2.435        0.0981187          0.29281           -0.321
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.9996           0.2320           0.2408         -0.04385
          -2.2895          -0.4987           1.2472         -0.39406
          -0.7739          -0.0845           0.4361          0.31722
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.6191          -0.9552           2.6494          -1.9966
           0.5720          -0.4397          -1.3033           0.1038
          -4.8295           2.2101           0.9628          -0.4028
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.294           0.7246            5.351           1.3492
            5.515           0.7644           10.266          -2.5562
            1.317           1.2658           -1.848           0.6898
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         0.108379           0.8348          -0.8632        -1.156834
        -0.001001          -1.7207          -0.1832         0.040992
        -0.963859           0.6983           0.0514        -0.007401
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          2.09595           1.2860          -2.6674            229.0
         -0.02275          -0.5512           0.4694            230.0
         -0.83406          -0.7743           1.3200            233.8
 rnd_95776.volume rnd_95787.volume
            9.543           -2.285
           -3.936           -6.138
            4.891           -2.735
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.477 1.289 3.114 1.408 2.100 0.5982 0.8162 1.925 2.242 1.465 1.096
[2,] 1.917 1.551 3.828 2.100 2.700 0.7320 0.9449 2.347 2.856 2.554 1.484
[3,] 2.238 1.766 4.290 2.668 3.156 0.8432 1.0826 2.586 3.216 3.014 1.759
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.562 1.317 1.530 1.719 2.218 1.737 1.527 2.764 2.514 3.421 1.814
[2,] 2.087 1.608 1.947 2.187 2.708 2.426 2.506 3.759 3.154 4.189 2.161
[3,] 2.496 1.835 2.398 2.670 3.127 3.064 2.902 4.550 3.708 4.709 2.468
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 4.049 2.426 0.7400 1.589 1.784 1.861 1.526 0.924 1.530 1.719 1.161
[2,] 6.744 3.272 0.9208 2.297 2.894 2.238 2.224 1.143 2.128 2.155 1.470
[3,] 7.919 4.002 1.0374 3.375 3.887 2.482 2.815 1.288 2.948 2.592 1.685
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.928 1.767 1.888 1.904 1.434 1.710 0.5509 1.127 0.4379 1.690 1.314
[2,] 2.602 2.502 2.571 2.266 2.087 2.064 0.6606 1.567 0.5440 2.168 1.887
[3,] 3.250 2.950 3.033 2.616 2.432 2.391 0.7580 1.816 0.6157 2.448 2.350
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.201 0.7507 1.546 1.421 2.366 1.151 1.755 1.837 0.7613 1.694 1.548
[2,] 1.512 0.9438 2.114 1.775 2.650 1.482 2.829 2.267 0.9596 2.503 2.173
[3,] 1.748 1.0558 2.477 2.006 2.998 1.739 3.324 2.625 1.1147 3.191 2.789
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.372 0.9079 1.335 0.4755 1.241 0.8357 1.369 1.403 1.361 1.954 0.6524
[2,] 2.178 1.8617 1.628 0.5615 1.721 0.9751 1.816 1.715 2.018 2.638 0.7754
[3,] 2.857 2.4112 1.876 0.6330 2.375 1.0745 2.210 1.944 2.393 3.177 0.9040
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.770 1.561 1.209 0.6885 1.696 1.477 2.088 1.923 2.474 1.788 1.079
[2,] 2.455 1.890 2.074 0.9051 2.083 2.076 2.549 2.752 2.952 2.770 2.322
[3,] 2.780 2.135 2.694 1.0109 2.373 2.397 2.986 3.195 3.310 3.093 2.867
      [,78] [,79] [,80] [,81]  [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4578 1.107 1.091 1.183 0.9766 1.223 0.5506 1.356 1.269 3.349 3.145
[2,] 0.5716 1.898 1.312 1.662 1.1672 1.526 0.6637 1.945 1.557 4.059 3.717
[3,] 0.6632 2.736 1.450 2.591 1.3140 1.742 0.7574 2.327 1.763 4.759 4.211
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.3542 0.3699 0.6786 0.6474 1.226 0.8395 1.347 10.61 5.195 2.144
[2,] 0.4994 0.7044 0.8764 0.8195 1.514 1.0891 1.718 12.81 7.081 3.035
[3,] 0.7559 0.8815 1.0397 0.9738 1.767 1.2684 1.983 14.30 8.503 3.846
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   1.876   1.636   3.954   1.788   2.666   0.7596   1.036   2.444
[2,] 355.301 250.963 647.499 452.941 493.708 122.6490 138.390 390.580
[3,] 335.774 245.440 562.662 478.154 474.709 121.6416 153.639 315.193
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.847   1.86   1.392   1.984   1.672   1.943   2.183   2.816
[2,] 514.468 608.31 291.038 402.426 268.189 350.068 393.152 452.035
[3,] 429.443 464.92 274.325 397.986 257.238 407.237 445.196 454.445
       [,17]  [,18]   [,19]   [,20]   [,21]   [,22]    [,23]  [,24]
[1,]   2.206   1.94   3.509   3.193   4.344   2.303    5.142   3.08
[2,] 492.576 577.41 740.749 553.693 702.931 341.574 1567.990 638.49
[3,] 543.963 425.81 745.113 566.651 625.189 346.734 1206.375 669.74
        [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   0.9397   2.018   2.265   2.363   1.937   1.173   1.943   2.183
[2,] 159.2696 482.436 662.544 361.572 470.504 195.661 429.747 378.061
[3,] 138.9271 718.729 754.315 311.484 501.621 172.556 593.353 418.617
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.474   2.449   2.243   2.398   2.418   1.821   2.172   0.6995
[2,] 262.280 507.947 514.892 507.350 357.198 440.858 336.114 105.9710
[3,] 239.480 566.123 454.506 467.451 379.694 362.783 350.455 108.0650
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.431  0.5561   2.146   1.668   1.525   0.9533   1.963   1.804
[2,] 316.596 93.8424 395.070 393.828 267.016 166.2939 418.953 309.404
[3,] 266.605 83.8067 330.382 407.079 255.294 137.5519 375.451 271.610
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   3.005   1.462   2.229   2.333   0.9668   2.151   1.966   1.743
[2,] 346.860 271.278 645.078 386.297 169.8001 535.721 443.095 491.493
[3,] 407.440 264.667 507.063 384.405 164.8814 575.597 508.308 537.535
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.153   1.695  0.6039   1.576   1.061   1.739   1.782   1.728
[2,] 472.489 270.874 86.7893 346.530 146.073 346.602 286.355 433.358
[3,] 445.455 271.035 84.9644 475.752 131.204 366.385 266.409 373.903
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   2.482   0.8284   2.248   1.983   1.535   0.8743   2.154   1.875
[2,] 515.295 121.8017 494.556 309.459 489.854 170.8000 351.338 424.171
[3,] 514.485 135.1453 379.029 289.110 499.721 130.8664 330.353 348.116
       [,73]   [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]
[1,]   2.652   2.442   3.142   2.271   1.37  0.5813   1.405   1.385
[2,] 424.796 572.217 467.729 614.850 597.68 99.4979 448.140 211.960
[3,] 452.121 471.962 435.320 400.371 489.02 97.7791 573.139 179.199
       [,81]  [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.502   1.24   1.553   0.6991   1.721   1.611   4.252   3.993
[2,] 339.326 185.85 265.316 107.7542 405.313 262.413 666.636 576.431
[3,] 577.827 175.44 244.032 106.0922 371.583 240.444 722.193 575.265
        [,89]    [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   0.4497   0.4697   0.8617   0.8221   1.557   1.066   1.711   13.47
[2,] 102.3429 174.2627 161.2366 146.0578 258.259 201.684 309.796 2086.13
[3,] 164.9839 154.0466 162.6205 152.9222 264.757 189.009 287.998 1851.93
        [,97]   [,98]
[1,]    6.597   2.723
[2,] 1398.785 624.223
[3,] 1368.517 687.139
[1] "--- VAR model 2017-10-03 19:31:00  completed"
[1] "Completed training sample:  2017-10-03 19:31:00 - 2017-10-04 03:30:00"
[1] "SpVAR;   training sample:  2017-10-03 20:01:00 - 2017-10-04 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -63.15          -42.12          -3466          60.46
          218.34           72.83           7126        -198.62
         -439.45          -80.04         -13354         887.01
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         67.134          27.65            42.58           -39.76
         -7.798          25.67          -100.59            57.86
        300.691        -104.12           259.27          -192.87
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -57.44           -3.853           -60.87           -54.79
           189.20         -110.561           133.42           -29.67
          -336.53          401.581          -364.93            37.92
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            70.10            173.6            238.2           -278.1
           -41.41           -326.3           -390.8            575.8
            34.58            602.3            660.0          -1165.0
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            59.20           -51.38            52.37           -51.34
            33.16           331.52          -184.65           242.26
           -47.72          -642.53           262.60          -310.31
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -63.91           -41.31             1559            367.6
           486.99           116.56            -3573           -679.3
          -826.17          -116.44             7357           1284.1
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            10.88             51.8           -216.8            53.92
            85.91            377.8            961.1          -225.55
          -192.96           -991.2          -1969.1           434.66
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -19.18           26.868            4.536           -13.41
           -29.28            8.462          -71.423           335.12
           604.17           17.541          593.539          -754.44
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            129.9            27.87            128.2            7.085
           -333.6           -38.88           -192.1           48.741
            617.0           538.16            566.7          -55.409
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            110.3            59.41            14.82            18.45
           -345.3          -179.92           -27.76           -49.05
            553.5           346.43            38.05           133.22
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -6.926           -1.992            90.35           -1.248
           77.091          -14.410          -235.94           14.725
         -146.413           18.026           519.60           43.634
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -39.11            12.23           -50.89           -32.54
            56.06            98.46           -49.47           140.76
            29.87          -231.80           270.87          -429.35
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -51.91           -166.5            148.9            106.1
           149.87            347.6           -277.2           -149.6
          -179.50           -748.3            530.7            487.3
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            111.8           -181.7           -160.2           -149.4
           -220.8            718.8            306.3            322.0
            544.8          -1494.3           -417.2           -449.3
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            59.05            19.44            5.081            28.82
          -431.12           -33.35           16.740          -112.19
           944.49           -67.73          -39.347            91.75
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -43.78            19.10           -42.80           -6.426
            40.07           -34.05            92.11          -73.718
           -80.76            26.00          -134.06          114.943
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            96.18           -45.67           -37.69           -92.08
          -285.00           104.72           176.91           137.94
           779.36          -149.96          -432.04          -304.95
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            19.62           -17.22            42.51           -80.31
           -23.90            16.70           -61.32           241.26
            39.53           -18.79           225.49          -478.21
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
             19.6           -67.24           -33.70           -118.1
           -119.4            18.41           -44.64            192.7
            213.6           -40.63          -101.45           -602.0
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            -83.0           0.3288            114.4           -84.81
            106.9         -28.1460           -341.4            74.04
           -148.3          21.0733            633.0          -113.20
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            50.54           -4.574            1.578           -27.59
          -173.33           20.327           22.625           170.02
           293.53          -73.904          -63.671          -411.87
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            39.12           -73.88           128.63           -61.16
          -260.48           130.64           -53.36           174.82
           664.32          -217.80           166.92          -406.70
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.339           -8.227          -6.9814           -22.01
          -10.498           39.059          -0.8116            46.51
            9.385         -134.666          58.3442           -34.79
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -103.8           -4.455           -12.54             1275
            283.2           37.810            44.59            -1734
           -702.2         -147.807          -114.65             4029
 rnd_95776.volume rnd_95787.volume
            4.671            342.2
          192.949           -489.1
         -493.392            869.2
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.311 1.153  56.07 1.323 1.870 0.547 0.8007 1.670 1.964 1.376 1.033
[2,] 2.839 2.157 142.59 3.061 3.511 1.209 1.7965 2.531 3.403 2.275 2.609
[3,] 8.668 3.630 305.60 8.124 4.005 1.619 4.1709 3.521 7.977 4.848 5.679
     [,12] [,13]  [,14]  [,15]  [,16] [,17]  [,18] [,19] [,20]  [,21]
[1,] 1.568 1.141  1.378  1.591  1.996 1.669  1.372 2.801 2.247  3.217
[2,] 2.840 2.887  6.655  8.928 10.492 3.040  3.069 4.190 3.451  4.563
[3,] 3.377 3.593 14.222 17.658 24.268 3.791 12.679 8.444 9.704 18.632
     [,22]   [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31]
[1,] 1.623   3.575  2.257 0.6557  1.508  1.588 1.674 1.362 0.8669 1.410
[2,] 2.441  57.574 13.927 0.9309  2.945  8.341 2.797 2.055 1.4889 1.886
[3,] 5.165 146.806 29.459 3.2623 14.301 36.821 8.854 2.887 1.6353 3.688
      [,32]  [,33] [,34] [,35] [,36]  [,37] [,38] [,39]  [,40] [,41]
[1,]  1.570  1.083 1.821 1.496 1.703  1.653 1.287 1.543 0.5173 1.000
[2,]  2.133  4.968 2.569 5.313 2.353  4.497 2.837 1.915 0.8730 1.431
[3,] 12.615 13.526 3.392 9.257 3.314 13.796 7.459 2.456 2.0731 3.329
      [,42] [,43] [,44] [,45]  [,46] [,47] [,48] [,49]  [,50]  [,51] [,52]
[1,] 0.3839 1.548 1.170 1.122 0.6779 1.454 1.254 2.192  1.073  1.629 1.629
[2,] 0.4842 3.960 1.690 1.965 0.9733 2.628 2.061 3.141  6.336  6.101 4.333
[3,] 0.7745 9.722 2.196 3.078 3.7680 3.438 5.628 6.537 14.722 12.348 7.344
      [,53]  [,54]  [,55]  [,56]   [,57] [,58]  [,59] [,60]  [,61] [,62]
[1,] 0.7057  1.404  1.420  1.245  0.8196 1.212 0.4908 1.151 0.8391 1.336
[2,] 4.1613  6.991  6.285  5.851  2.7083 1.697 0.6066 1.852 1.8748 1.826
[3,] 9.4353 27.688 13.440 13.776 16.2371 2.290 0.9133 4.808 2.5697 2.488
     [,63] [,64]  [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73]
[1,] 1.250 1.273  1.791 0.6521 1.525 1.332 1.117 0.6642 1.539 1.246 1.955
[2,] 2.177 1.901  4.239 1.8646 2.607 3.671 2.077 1.0614 2.483 3.373 2.413
[3,] 4.204 3.525 11.563 4.3590 7.223 6.515 2.781 1.3676 3.574 9.707 5.315
     [,74] [,75] [,76] [,77]  [,78]   [,79]  [,80] [,81]  [,82] [,83]
[1,] 1.793 2.197 1.572 0.974 0.4276  0.9997 0.9947 1.107 0.9186 1.192
[2,] 3.483 2.942 5.035 3.670 0.5235  4.4776 3.3229 2.425 1.0932 1.483
[3,] 4.028 3.687 9.068 5.900 1.2123 13.6318 4.5603 7.200 1.4199 1.873
      [,84]  [,85] [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]
[1,] 0.4588  1.172 1.086 2.955 2.917 0.3151 0.3272 0.6131 0.6242  1.169
[2,] 1.1760  2.264 3.130 6.120 4.101 0.5011 0.7420 0.8631 1.1278  4.073
[3,] 6.3898 10.016 5.979 7.074 7.924 0.8749 1.6650 1.0199 2.1156 11.469
      [,94] [,95] [,96]  [,97] [,98]
[1,] 0.6829 1.248 11.36  4.743  2.04
[2,] 0.9172 1.679 39.58  6.253 13.02
[3,] 1.7600 2.508 85.31 10.189 23.14
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]    [,5]     [,6]     [,7]    [,8]
[1,]    1.665   1.464    71.2    1.679   2.375   0.6946    1.017   2.121
[2,]  821.193 594.819 42761.6  900.276 969.129 351.7343  524.546 620.357
[3,] 2671.333 952.274 88162.1 2454.439 628.441 351.0337 1227.743 798.427
         [,9]    [,10]    [,11]   [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    2.494    1.748    1.312   1.991   1.449    1.749    2.021    2.535
[2,]  906.660  590.932  781.321 772.288 865.135 2123.760 2865.478 3359.510
[3,] 2353.104 1396.441 1645.437 595.852 697.611 4099.356 4969.128 7137.599
       [,17]    [,18]    [,19]    [,20]    [,21]   [,22]     [,23]
[1,]   2.119    1.743    3.557    2.854    4.085    2.06     4.539
[2,] 828.647  895.399 1016.519  854.342 1055.536  594.77 18742.521
[3,] 738.736 4012.360 2391.282 2958.027 5892.169 1484.53 44047.533
        [,24]     [,25]    [,26]     [,27]    [,28]   [,29]   [,30]
[1,]    2.866    0.8326    1.914     2.017    2.126   1.729   1.101
[2,] 4482.601  215.5558  825.116  2670.832  730.758 502.014 394.822
[3,] 8467.017 1019.8275 4564.595 11697.581 2740.113 661.511 220.652
        [,31]    [,32]    [,33]   [,34]    [,35]   [,36]    [,37]    [,38]
[1,]    1.791    1.994    1.375   2.313    1.899   2.162    2.099    1.634
[2,]  408.531  470.605 1581.406 591.012 1662.940 529.478 1364.156  824.628
[3,] 1033.746 4055.419 4103.333 722.481 2472.388 761.385 4254.172 2249.910
       [,39]    [,40]  [,41]    [,42]    [,43]   [,44]   [,45]     [,46]
[1,]   1.959   0.6569   1.27   0.4875    1.965   1.486   1.425    0.8608
[2,] 370.423 229.3713 333.71  96.2379 1188.911 397.621 526.032  227.8167
[3,] 501.587 613.3081 980.53 197.1670 2895.858 457.533 773.063 1187.2991
       [,47]    [,48]    [,49]    [,50]    [,51]    [,52]     [,53]
[1,]   1.846    1.593    2.784    1.363    2.069    2.069    0.8962
[2,] 714.277  533.465  733.453 2036.777 1917.826 1309.748 1337.6052
[3,] 723.052 1708.152 1869.898 4334.536 3501.528 1933.752 2762.0312
        [,54]    [,55]    [,56]    [,57]   [,58]    [,59]    [,60]   [,61]
[1,]    1.783    1.803    1.581    1.041   1.539   0.6233    1.461   1.065
[2,] 2233.614 1996.946 1864.587  841.951 387.215 116.2793  473.517 546.834
[3,] 8738.443 3874.777 4067.827 5221.840 501.765 222.6944 1447.001 573.217
       [,62]    [,63]   [,64]    [,65]    [,66]    [,67]    [,68]   [,69]
[1,]   1.697    1.587   1.616    2.274    0.828    1.937    1.692   1.418
[2,] 405.832  581.334 460.462 1253.126  569.775  689.781 1115.756 571.265
[3,] 551.524 1173.100 968.351 3508.819 1285.136 2197.033 1755.511 603.180
        [,70]   [,71]    [,72]    [,73]   [,74]  [,75]    [,76]    [,77]
[1,]   0.8434   1.955    1.582    2.482   2.276   2.79    1.996    1.237
[2,] 270.0160 635.613 1022.312  461.171 973.935 637.89 1560.098 1154.108
[3,] 281.3348 838.155 2968.834 1544.642 660.246 725.13 2459.918 1506.734
       [,78]    [,79]    [,80]    [,81]   [,82]   [,83]     [,84]    [,85]
[1,]   0.543    1.269    1.263    1.405   1.166   1.514    0.5826    1.488
[2,]  98.514 1423.581 1034.117  703.894 193.318 287.858  353.1680  631.780
[3,] 356.654 4199.545 1018.695 2211.314 295.526 373.182 2048.5384 3182.362
        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]    [,92]
[1,]    1.379    3.753    3.704   0.4002   0.4155   0.7785   0.7927
[2,]  957.470 1748.052  940.122 127.0812 217.2025 198.1552 306.3725
[3,] 1661.457 1156.782 2211.533 233.9139 486.1518 177.2033 583.8316
        [,93]    [,94]   [,95]    [,96]    [,97]    [,98]
[1,]    1.484   0.8672   1.584    14.42    6.022    2.591
[2,] 1272.489 199.7204 366.441 12366.79 1329.101 4193.706
[3,] 3497.013 489.9540 607.755 24649.51 2623.845 6238.600
[1] "--- VAR model 2017-10-03 20:01:00  completed"
[1] "Completed training sample:  2017-10-03 20:01:00 - 2017-10-04 04:00:00"
[1] "SpVAR;   training sample:  2017-10-03 20:31:00 - 2017-10-04 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.455         3.32418         33.908        -0.4253
           1.346         1.65143          5.064        -0.8997
          -2.232         0.02174        -34.694         7.1031
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.824        -0.9534           1.6633           0.7633
         -1.162         0.5012           1.4007          -2.0352
         -2.311        -0.9003           0.6662          -3.2978
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.6920            2.578         -0.29749           -8.490
          -0.3294           -1.605          1.72206           -3.204
          -1.5823            1.052         -0.05501           -3.731
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.9478          -4.0920           -4.585           -5.440
           1.5439          -0.4686           -2.399           -1.100
           0.5694           1.8719            2.580           -5.642
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.709           -1.763            1.712          -0.4180
           -7.570           -1.643            1.198          -1.6017
            1.689           -3.611           -5.711          -0.3927
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.052         -0.03149           10.934            0.902
            6.520          1.69121           -6.957            3.868
           -2.896          2.67266           11.617           -4.313
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1931            1.456          -0.5428           3.3409
           0.6821            3.383           4.3559           5.0239
           0.5424           -3.581           1.4313           0.7717
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.944          -0.6896           1.0208          -3.8829
            2.529          -0.0366          -0.5203          -0.5554
            7.775           0.3313           7.8576          -6.3697
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.7731           5.4415            5.082           0.3139
           0.9884          -2.0327           -1.320           1.4938
          -0.4277           0.5021           -2.681          -1.3072
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.4967           0.7096           -2.237           1.2366
           0.6373           1.4735            3.829           0.6101
           1.6713           0.8996           -0.238           1.2177
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.456         -0.10539          -0.4479           0.9655
           -1.883         -0.41519           2.3545          -3.4014
           -1.449          0.04675          -2.9550           1.4600
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.043           0.5736           0.3936           2.2722
           -2.270           0.5244           1.0914          -2.3529
            1.210           0.0842          -2.2355          -0.2039
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.6356           0.2473           2.1078            2.361
          -0.1408          -0.2891           3.0513           -2.085
           6.4381          -0.3010           0.2061            2.325
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3300           -2.312          0.81998            2.959
          -0.1593            2.424          1.04536           -2.785
           0.4289            1.289          0.08951            1.586
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          0.18706           -0.254         -0.01498            1.124
          0.07358            1.009          0.50359           -1.099
          2.59783           -3.167         -0.21719            3.313
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.9086           1.7745          -0.3392            1.476
           0.2721          -0.1447          -1.7647            1.754
           1.6953           3.4538           2.7181           -2.254
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -2.6847           0.1129         1.360320           -2.478
           1.6885          -0.3624         0.009966            3.606
           0.3675           1.2824         1.038241           -1.837
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           5.3008          0.19414           3.4280            4.003
           0.6236          0.18975          -0.4466            3.516
           1.9530          0.02874          -1.5575           -1.176
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.976            5.248            8.787            2.161
            3.496            4.775            4.070            6.755
            4.154            4.792           -1.248            2.907
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.764          -0.2687           -2.481           0.5527
           10.033          -0.3129            3.378          -1.4724
            5.731          -0.7905            8.164           1.6255
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.861          -0.2771          -0.9006          -0.7141
           -3.430          -1.7336           2.1321           0.8302
           10.743          -0.1771           1.1163          -0.1919
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.4876            4.339           -1.670            1.148
          -0.8680            1.812            4.239            3.728
           0.3536            1.197           -2.357            4.630
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.56081           0.4761           0.2507          -0.2356
         -0.43210          -0.5210          -0.8007          -0.9065
         -0.08893          -1.2127          -1.0946          -0.6681
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           4.7733           0.2347           2.5278            227.1
          -0.2229          -0.6295           1.3117            225.1
           1.4930           0.3982          -0.4245            238.7
 rnd_95776.volume rnd_95787.volume
            8.030           0.2041
            9.186           4.6899
            3.410          -2.8280
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.231 1.034 55.92 1.237 1.693 0.5257 0.7025 1.641 1.832 1.294 0.9547
[2,] 1.706 1.281 61.43 1.757 2.237 0.6241 0.8292 1.998 2.351 2.184 1.2320
[3,] 1.953 1.452 63.92 2.410 2.698 0.7131 0.9393 2.181 2.635 2.561 1.4470
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.509 1.091 1.326 1.462 1.822 1.704 1.378 2.725 2.010 3.060 1.492
[2,] 1.951 1.335 1.745 1.919 2.224 2.182 2.201 3.668 2.609 3.632 1.774
[3,] 2.284 1.500 2.086 2.311 2.550 2.596 2.646 4.261 3.047 4.197 2.041
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.797 2.016 0.6218 1.437 1.491 1.572 1.323 0.7845 1.349 1.397 1.009
[2,] 5.732 2.807 0.7733 2.230 2.509 1.868 1.869 0.9840 1.788 1.794 1.245
[3,] 6.521 3.369 0.8621 2.976 3.310 2.110 2.538 1.1134 2.499 2.154 1.423
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.689 1.413 1.601 1.598 1.303 1.472 0.4235 0.8916 0.3312 1.395 1.126
[2,] 2.235 1.976 2.116 1.955 1.766 1.748 0.5070 1.2210 0.4311 1.784 1.646
[3,] 2.878 2.406 2.553 2.231 2.097 1.993 0.5902 1.3907 0.4828 2.013 2.011
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.016 0.6603 1.344 1.198 2.101 1.016 1.512 1.395 0.6844 1.302 1.266
[2,] 1.315 0.8059 1.841 1.521 2.431 1.310 2.288 1.679 0.8107 2.066 1.847
[3,] 1.527 0.8813 2.080 1.726 2.757 1.588 2.672 1.968 0.9644 2.717 2.402
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.197 0.7282 1.041 0.4920 1.057 0.8400 1.131 1.159 1.168 1.603 0.5809
[2,] 1.667 1.4978 1.347 0.5704 1.394 0.9774 1.421 1.453 1.688 2.188 0.6883
[3,] 2.275 2.0196 1.559 0.6317 1.878 1.0664 1.756 1.638 2.051 2.608 0.7804
     [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 1.409 1.260 0.9844 0.6301 1.459 1.135 1.846 1.732 1.985 1.479 0.8928
[2,] 2.090 1.534 1.6825 0.8058 1.809 1.720 2.223 2.554 2.410 2.338 1.8847
[3,] 2.371 1.724 2.1808 0.9273 2.063 1.975 2.469 2.925 2.704 2.719 2.4813
      [,78]  [,79]  [,80]  [,81]  [,82] [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3895 0.9368 0.9544 0.9917 0.8362 1.081 0.4046 1.081 0.9736 2.618
[2,] 0.4758 1.5818 1.1197 1.4289 0.9752 1.346 0.4798 1.607 1.2297 3.162
[3,] 0.5439 2.3053 1.2293 2.2067 1.0992 1.516 0.5401 1.946 1.3912 3.640
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97]
[1,] 2.662 0.2774 0.2832 0.5260 0.5126 1.113 0.6033 1.101 11.07 4.532
[2,] 3.129 0.3996 0.5631 0.6947 0.6592 1.335 0.7773 1.427 13.07 6.002
[3,] 3.537 0.5879 0.7053 0.8539 0.8124 1.538 0.9353 1.625 14.50 7.053
     [,98]
[1,] 1.886
[2,] 2.672
[3,] 3.284
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   1.563   1.313   71.02   1.571   2.149   0.6676   0.892   2.084
[2,] 457.088 292.363 9832.44 482.507 565.927 130.1187 170.412 440.753
[3,] 367.573 264.719 6829.39 637.837 583.344 133.3937 170.678 338.502
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.326   1.644   1.212   1.916   1.385   1.684   1.857   2.314
[2,] 570.065 680.516 301.175 478.224 297.551 438.644 480.785 492.832
[3,] 459.901 517.139 293.504 459.705 264.317 442.394 498.082 482.367
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]    [,23]  [,24]
[1,]   2.164   1.749   3.46   2.552   3.886   1.894    4.821   2.56
[2,] 526.837 663.904 949.73 643.304 756.475 371.612 1660.911 755.22
[3,] 543.850 567.661 838.26 608.720 813.399 389.644 1202.574 721.03
        [,25]   [,26]   [,27]   [,28]  [,29]    [,30]   [,31]   [,32]
[1,]   0.7896   1.825   1.893   1.996   1.68   0.9962   1.713   1.774
[2,] 177.7911 659.594 780.281 390.473 510.62 229.7062 454.011 435.274
[3,] 147.4086 762.087 835.260 379.238 664.14 201.5006 675.056 461.475
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.281   2.145   1.795   2.033   2.029   1.654   1.869   0.5378
[2,] 282.150 566.380 534.355 534.861 435.963 461.385 364.232 107.7521
[3,] 266.232 700.796 530.491 552.786 415.516 437.294 370.213 116.8791
       [,41]    [,42]   [,43]   [,44]  [,45]    [,46]   [,47]   [,48]
[1,]   1.132   0.4205   1.771   1.429   1.29   0.8385   1.707   1.522
[2,] 322.651 106.7507 429.933 464.648 322.94 178.6697 486.361 362.417
[3,] 257.458  84.0845 361.331 446.674 300.13 137.9664 374.869 315.492
       [,49]  [,50]  [,51]   [,52]    [,53]   [,54]   [,55]  [,56]
[1,]   2.668   1.29   1.92   1.772   0.8691   1.653   1.607   1.52
[2,] 472.622 320.09 663.91 361.017 168.0427 620.573 520.196 448.95
[3,] 503.115 347.16 534.00 397.212 202.0305 682.169 593.843 598.89
        [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   0.9247   1.321   0.6248   1.342   1.067   1.436   1.472   1.483
[2,] 506.2289 330.818 111.6194 351.225 193.241 332.924 338.726 471.395
[3,] 523.9225 303.412 105.0234 486.824 164.997 398.510 292.018 450.852
       [,65]    [,66]   [,67]   [,68]  [,69]    [,70]   [,71]   [,72]
[1,]   2.035   0.7376   1.789   1.599   1.25   0.8002   1.852   1.442
[2,] 576.145 142.8400 597.256 338.887 527.72 194.2784 414.033 499.902
[3,] 548.902 142.2071 432.978 304.265 536.61 177.4368 383.262 375.027
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]  [,79]   [,80]
[1,]   2.345   2.199   2.521   1.879   1.134   0.4946   1.19   1.212
[2,] 479.062 725.940 528.416 699.973 641.955 105.6733 492.92 226.453
[3,] 415.555 551.672 474.677 536.839 624.142 101.9133 648.60 196.227
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]  [,88]
[1,]   1.259   1.062   1.372  0.5138   1.373   1.236   3.325   3.38
[2,] 397.891 194.088 310.019 99.7495 459.710 290.544 685.967 635.96
[3,] 650.365 196.123 270.025 95.8953 424.787 251.621 697.467 638.08
        [,89]    [,90]    [,91]   [,92]   [,93]    [,94]   [,95]   [,96]
[1,]   0.3522   0.3596   0.6679   0.651   1.413   0.7661   1.397   14.06
[2,] 111.2653 188.2401 175.5010 160.302 285.313 189.5926 351.100 2681.63
[3,] 166.7445 164.2696 192.0740 183.614 295.556 201.1713 301.062 2435.29
        [,97]   [,98]
[1,]    5.754   2.395
[2,] 1522.037 731.965
[3,] 1432.679 738.591
[1] "--- VAR model 2017-10-03 20:31:00  completed"
[1] "Completed training sample:  2017-10-03 20:31:00 - 2017-10-04 04:30:00"
[1] "SpVAR;   training sample:  2017-10-03 21:01:00 - 2017-10-04 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.018          5.5741         -41.23         3.3134
          -1.736          4.1531         188.34         2.4107
          -3.474          0.2313         -58.50        -0.1913
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        6.66610       -0.47077           2.1237          -2.5727
        7.76680        0.03445           0.9421          -2.8735
       -0.08371        1.08286          -0.1581          -0.4326
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.9366          -3.6002          -3.5592           -5.572
           0.5376          -1.8718           2.2569           -8.113
           0.6462          -0.7518          -0.7866           -3.218
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -4.7591           0.2597           0.8604           2.9370
           1.8923          -4.9502          -0.8793           0.3226
           0.8419          -5.2667          -6.3619          -1.3926
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8026           -4.314            3.133            3.218
          -3.7229            1.916           -2.534           -1.234
          -4.3701           -1.081            2.696            1.231
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.281            4.089           0.1566           -3.971
            4.637           -7.398          -6.6930           -4.208
           -7.656           -1.319           5.2701            7.041
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1249           4.5797           15.241          0.07468
          -1.1400          -1.0357           -4.226          2.32796
           2.0076          -0.6703            0.338         -0.37135
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            5.782          -0.3613          -0.2402           2.2696
            2.941           0.8767           9.3762          -6.4368
           -1.761           1.4917          -2.5787          -0.7207
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.05995           -4.646            5.956            1.528
          2.01562            8.549            3.721            2.340
          1.70547           -2.347           -1.308            5.251
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.4815            2.062            3.802           0.2797
          -0.8570           -2.832            3.454          -0.6483
           0.3141            3.240           -2.209           0.2414
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.096          -0.3757            3.865           -2.599
           -1.700          -0.1274            5.579            5.292
           -1.683           0.6195            3.585            4.783
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.24078          -1.5268          -0.9975           -3.869
          0.02818           0.8137           2.5460           -2.802
          1.33522           0.1070          -0.2249            2.630
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.5213            2.220           -0.817           2.8680
           5.3495            1.822           -4.400          -0.8936
          -5.4893           -1.119           -1.140           1.2001
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.3001           -5.468          -0.5108            5.724
           0.6317            7.213           1.7300           -6.638
          -0.3448           -2.465          -2.5570            2.671
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.4189          -1.0431           0.2514          -0.2863
           0.8807          -1.0047           1.5619          -1.4653
           2.1111          -0.5658          -0.1451           2.2813
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.2979            4.561           -3.124           6.9005
          -0.5462            1.563            3.111          -0.6095
          -1.5655           -1.164           -1.437           0.1749
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.022         -0.05509           -2.775          -2.5439
            2.995          0.08830            7.954          -0.3486
            2.342          1.54838            3.076           2.0314
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.2603          3.30079          -0.7031           0.6414
           8.1645          0.03849           0.6495           0.7638
           1.1083          2.36582          -4.0725          -2.6641
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.295           -2.788           0.7101           -6.538
            2.727            3.979           3.6610            6.124
            1.664            1.351           3.0994            2.549
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.576         -1.03887           -1.812         -1.03424
            2.264         -0.71764           -4.856          0.09597
            3.990          0.06823            4.022          0.09503
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.464            2.513           -1.946          -0.6621
           -8.184           -1.594            1.803          -0.7236
            3.711           -1.920           -1.281           0.4891
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.5381           4.0087            7.076           13.233
          -2.3308           3.9619            6.963           -4.141
           0.6327           0.5465           -4.620            3.094
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7986            1.287           1.2425           1.0396
           1.4152            1.307           1.5152           0.5236
           1.1216           -1.035          -0.7446          -0.7450
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.4447          -0.2491           0.7743            241.3
          -0.5058           1.2881           1.2160            212.7
           3.5951          -0.3688           1.7376            246.5
 rnd_95776.volume rnd_95787.volume
           5.5899           -1.041
           0.1282           -1.137
          -5.1851            8.478
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.224 0.9358 54.83 1.188 1.666 0.4720 0.6805 1.538 1.663 1.180 0.8288
[2,] 1.643 1.1800 60.64 1.704 2.213 0.5722 0.8086 1.845 2.095 1.971 1.1102
[3,] 1.858 1.3631 63.55 2.299 2.710 0.6501 0.9111 2.009 2.328 2.276 1.2914
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.400 1.060 1.408 1.488 1.524 1.557 1.273 2.571 1.895 2.977 1.556
[2,] 1.897 1.272 1.783 1.916 1.847 2.139 2.096 3.464 2.506 3.502 1.851
[3,] 2.209 1.421 2.107 2.284 2.115 2.599 2.493 4.068 2.875 4.011 2.084
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.631 2.033 0.5436 1.420 1.501 1.536 1.338 0.7243 1.344 1.360 0.9283
[2,] 5.555 2.797 0.6643 2.193 2.362 1.751 1.895 0.8978 1.810 1.719 1.1808
[3,] 6.243 3.261 0.7527 2.897 3.098 1.930 2.480 1.0219 2.425 2.066 1.3603
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.619 1.488 1.575 1.538 1.151 1.279 0.3612 0.7938 0.3072 1.344 1.176
[2,] 2.201 2.048 2.049 1.838 1.561 1.501 0.4441 1.0757 0.4022 1.682 1.670
[3,] 2.749 2.416 2.426 2.059 1.820 1.750 0.5244 1.2152 0.4510 1.905 1.996
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.003 0.6266 1.354 1.057 1.961 1.036 1.448 1.369 0.6755 1.286 1.228
[2,] 1.264 0.7555 1.821 1.410 2.328 1.261 2.205 1.609 0.7894 1.986 1.789
[3,] 1.456 0.8385 2.085 1.586 2.641 1.532 2.550 1.848 0.9365 2.553 2.258
     [,56]  [,57]  [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.164 0.7007 0.9135 0.4670 1.024 0.8346 1.100 1.166 1.155 1.518
[2,] 1.638 1.4499 1.2571 0.5554 1.366 0.9688 1.382 1.381 1.604 2.154
[3,] 2.176 1.9146 1.4768 0.6165 1.799 1.0511 1.648 1.557 1.936 2.564
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5670 1.269 1.268 0.9571 0.6101 1.392 1.137 1.706 1.650 1.835 1.462
[2,] 0.6573 1.881 1.419 1.7206 0.7706 1.719 1.641 2.068 2.291 2.160 2.388
[3,] 0.7492 2.220 1.595 2.1442 0.8773 1.964 1.849 2.340 2.695 2.516 2.725
     [,77]  [,78]  [,79]  [,80]  [,81]  [,82] [,83]  [,84]  [,85]  [,86]
[1,] 0.931 0.3580 0.8975 0.9275 0.9905 0.7475 1.003 0.4142 0.9885 0.8987
[2,] 1.789 0.4553 1.5619 1.0895 1.4031 0.9102 1.210 0.4826 1.5643 1.1344
[3,] 2.285 0.5154 2.3189 1.1915 2.0952 1.0363 1.381 0.5538 1.8316 1.3053
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96]
[1,] 2.630 2.419 0.2587 0.2678 0.4930 0.4412 1.053 0.5465 1.060 10.95
[2,] 3.137 2.802 0.3701 0.5153 0.6521 0.5813 1.235 0.6897 1.350 13.00
[3,] 3.563 3.172 0.5262 0.6410 0.7701 0.6907 1.458 0.8249 1.566 14.49
     [,97] [,98]
[1,] 4.137 1.924
[2,] 5.709 2.653
[3,] 6.711 3.217
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.554   1.188    69.63   1.509   2.116   0.5994   0.8642   1.953
[2,] 504.847 331.212 11931.56 562.609 671.103 149.0247 201.1561 469.627
[3,] 400.262 314.340  8759.08 711.251 720.984 142.1485 193.4599 366.348
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]
[1,]   2.112   1.499   1.053   1.778   1.346   1.788   1.89   1.935
[2,] 587.314 727.278 340.294 589.228 323.987 503.740 556.21 480.925
[3,] 467.101 524.085 303.960 521.419 292.336 517.919 572.16 474.681
       [,17]   [,18]    [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   1.977   1.617    3.265   2.406   3.78   1.976    4.611   2.582
[2,] 675.651 766.729 1069.578 755.939 849.85 462.357 1936.766 885.018
[3,] 680.179 622.582  982.496 649.184 900.72 440.460 1312.371 772.628
        [,25]   [,26]   [,27]   [,28] [,29]    [,30]   [,31]   [,32]
[1,]   0.6903   1.804   1.906   1.951   1.7   0.9198   1.707   1.727
[2,] 175.9548 769.912 840.112 387.406 617.9 244.3935 558.798 484.200
[3,] 163.0585 872.292 923.860 373.918 737.0 224.8455 743.385 528.374
       [,33]   [,34]   [,35] [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.179   2.056   1.889   2.0   1.953   1.461   1.624   0.4587
[2,] 336.216 687.003 648.649 604.2 464.083 486.095 362.121 119.0072
[3,] 311.185 758.923 590.152 598.6 427.130 431.365 414.428 128.5019
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.008   0.3901   1.707   1.494   1.273   0.7956   1.719   1.343
[2,] 334.489 119.6251 466.053 546.422 354.401 194.5121 560.803 429.749
[3,] 260.391  93.9600 412.260 503.518 333.621 167.5716 468.475 334.153
      [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.49   1.315   1.839   1.738   0.8577   1.632   1.559   1.478
[2,] 577.48 331.272 766.231 389.575 188.2211 697.278 599.607 530.829
[3,] 575.33 400.853 590.002 418.973 232.1217 739.122 634.641 659.851
        [,57]  [,58]   [,59] [,60]  [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   0.8897   1.16   0.593   1.3   1.06   1.397   1.481   1.466   1.928
[2,] 584.8008 397.92 138.485 416.5 226.65 385.721 340.831 513.128 704.382
[3,] 576.0623 357.04 123.308 539.6 187.88 413.737 331.047 498.967 640.886
        [,66]   [,67]  [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.7201   1.611   1.61   1.215   0.7747   1.768   1.444   2.167
[2,] 153.1367 639.456 293.32 658.748 216.8670 464.943 545.008 538.356
[3,] 165.6684 543.719 335.34 589.472 193.1846 437.056 392.482 504.425
       [,74]  [,75]   [,76]   [,77]    [,78]  [,79]   [,80]   [,81]
[1,]   2.096   2.33   1.857   1.182   0.4545   1.14   1.178   1.258
[2,] 731.807 525.28 869.680 703.771 129.6027 588.91 263.417 457.885
[3,] 653.887 594.37 605.437 654.701 111.2845 789.68 222.187 716.854
        [,82]   [,83]   [,84]   [,85]   [,86]  [,87]   [,88]    [,89]
[1,]   0.9492   1.274   0.526   1.255   1.141   3.34   3.071   0.3285
[2,] 239.3042 311.535 114.072 558.544 318.947 788.08 651.929 121.9443
[3,] 228.2025 306.639 125.177 438.937 297.480 777.96 684.459 172.3374
        [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]    [,97]
[1,]   0.3401   0.6261   0.5602   1.337   0.694   1.346   13.91    5.254
[2,] 202.8032 196.6233 174.3786 296.920 193.840 384.914 3228.95 1812.545
[3,] 175.6698 188.7462 171.8821 357.008 208.433 366.257 2949.02 1625.597
       [,98]
[1,]   2.443
[2,] 841.584
[3,] 838.632
[1] "--- VAR model 2017-10-03 21:01:00  completed"
[1] "Completed training sample:  2017-10-03 21:01:00 - 2017-10-04 05:00:00"
[1] "SpVAR;   training sample:  2017-10-03 21:31:00 - 2017-10-04 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           9.944         -5.5239          1.797         11.018
           9.056         -0.3336        153.505          1.099
           6.513          5.6840        -27.698          7.350
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          6.143        0.01068           0.8833            12.91
         -1.960       -0.32177          -0.5232            -3.93
         -1.409        1.59025          -1.1580            11.64
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.3394           0.6408            2.737          -10.646
          12.3024          10.0195           -1.832            1.352
           0.3465           0.5516            4.912            1.948
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            6.338          -0.3119           -3.820            3.157
           -1.491           4.3174           -1.387           -1.552
            5.858           6.6747           12.323            2.277
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            6.263            3.007         -21.2257           -3.143
           -2.154           -3.487          -0.5107           -1.981
            6.640            7.748          -7.4734           -1.059
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          20.6075          -2.8379            16.08           -5.518
           0.8924          -3.5364            11.37           17.712
           9.3952          -0.8003            19.46           -3.015
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.6511          -3.8326           -1.759            3.814
           2.1557           6.5332            3.515           -1.538
          -0.9396           0.4645            9.730            1.227
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           12.769           0.7063            4.164           5.5959
           -3.899          -1.2263            5.394           0.4826
           13.782          -3.4134            5.125          10.1661
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.576            5.787          -0.3177          -0.1791
            5.741           10.806           0.1553           1.6094
           -4.051            5.176           2.8832           5.8023
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           5.0434            5.869           -5.860           0.2423
           0.5951            6.636           -6.030           0.2519
           1.0416           -3.760            5.707           0.2402
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.996           0.1073           2.6904           8.2503
           -1.050          -0.8615           4.3936           0.4167
           -1.623           0.3025           0.7121           5.7289
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           6.7033            2.150            3.276           0.9708
          -0.4791           -1.671            5.931          -6.8300
           0.4910            1.018            9.421           2.2676
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.523           -3.387            7.470          -0.1911
           -0.360            4.104           -1.766          -8.2636
            7.705            2.946            3.684          -7.9717
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.097           13.652            7.179           0.9735
            1.983            3.653            8.289           8.9761
           -1.388           -3.114           -1.750          -0.9207
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.2406           2.6534          -0.8347          -0.3081
           6.0090           2.8544           0.1697           4.7686
           8.6418           0.1783           0.1663           7.7218
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4078            1.803           4.9499           3.8049
           0.1213            1.547          -6.8824           3.1792
          -3.3122            4.134          -0.3276           0.9954
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.2878           0.4568            5.112           -1.856
           6.2642          -0.3554            6.099            0.179
           0.9604           0.1535           -0.934           -2.043
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.1570           0.9164           11.121           14.404
           0.1262           1.4857            6.478           10.504
           6.1837           1.5144            3.693            5.722
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -10.1378           -2.840          -17.952           -2.779
         -12.1532            6.047            5.841           -4.003
           0.6328            1.684           -5.509            3.377
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.988         -0.01074           0.4451           1.9474
           -1.713          1.21290          -5.5107           0.8054
            3.851         -0.37819           5.1232          -2.3213
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.837            2.997            2.139          -2.0126
           -5.790           -4.043           -1.896           0.7393
           -2.986           -2.846            0.577           1.0198
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.9451           -2.906           -5.123           -4.572
           5.8799            1.852            5.734           11.095
          -0.9254            3.032            5.036           -5.674
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.4584          -0.3153          -0.6017          -0.1369
           0.3068           0.2288           1.0599           1.7274
           0.5315           1.9172          -1.4840          -2.4766
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           5.3347           0.7193           0.4598            238.8
           0.1254          -1.1483           4.8834            223.3
           0.4523           1.1263           2.3424            196.7
 rnd_95776.volume rnd_95787.volume
           17.055           -8.482
           11.789           15.571
            7.078           -4.553
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.247 0.8924 54.64 1.173 1.492 0.4315 0.7002 1.531 1.669 1.201 0.9312
[2,] 1.702 1.0653 60.33 1.740 2.140 0.5140 0.8202 1.907 2.169 1.946 1.1931
[3,] 1.879 1.2298 62.89 2.413 2.667 0.5844 0.9098 2.112 2.473 2.355 1.3489
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.366 1.050 1.466 1.414 1.486 1.528 1.124 2.725 1.803 3.235 1.464
[2,] 1.955 1.244 1.920 1.939 1.804 2.130 1.976 3.571 2.405 3.731 1.798
[3,] 2.278 1.408 2.272 2.315 2.072 2.555 2.459 4.249 2.742 4.212 2.003
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.474 1.824 0.4849 1.445 1.518 1.423 1.351 0.6581 1.306 1.322 0.9067
[2,] 5.580 2.652 0.6052 2.292 2.415 1.654 1.914 0.8166 1.823 1.635 1.1427
[3,] 6.352 3.149 0.6917 3.008 3.176 1.790 2.611 0.9128 2.486 1.964 1.2935
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.512 1.392 1.395 1.460 1.127 1.236 0.3293 0.7316 0.2839 1.386 1.174
[2,] 2.114 1.977 1.909 1.742 1.548 1.447 0.3961 0.9838 0.3674 1.659 1.749
[3,] 2.627 2.386 2.331 1.906 1.759 1.641 0.4777 1.1276 0.4102 1.856 1.976
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9462 0.6127 1.287 1.111 1.826 1.029 1.322 1.292 0.6259 1.179 1.142
[2,] 1.1901 0.7108 1.719 1.396 2.217 1.290 2.058 1.554 0.7306 1.786 1.656
[3,] 1.3869 0.7958 1.994 1.543 2.491 1.479 2.430 1.779 0.8886 2.383 2.137
     [,56]  [,57]  [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.097 0.6624 0.8818 0.4601 0.9217 0.8261 1.055 1.144 1.192 1.253
[2,] 1.572 1.3572 1.1599 0.5571 1.2995 0.9516 1.300 1.315 1.558 1.826
[3,] 2.052 1.7685 1.3128 0.6236 1.7068 1.0447 1.584 1.474 1.895 2.172
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5806 1.246 1.163 0.9476 0.6067 1.479 1.188 1.663 1.636 1.752 1.473
[2,] 0.6646 1.825 1.302 1.6322 0.7640 1.787 1.776 2.051 2.327 2.052 2.304
[3,] 0.7605 2.129 1.443 1.9584 0.8864 2.040 1.971 2.284 2.641 2.379 2.619
      [,77]  [,78]  [,79]  [,80]  [,81]  [,82]  [,83]  [,84] [,85] [,86]
[1,] 0.9477 0.3321 0.8809 0.8409 0.9256 0.7288 0.9769 0.4053 0.975 0.885
[2,] 1.7360 0.4307 1.5099 1.0002 1.3391 0.9045 1.1840 0.4763 1.408 1.066
[3,] 2.3065 0.4880 2.2400 1.0920 2.0077 1.0187 1.3332 0.5355 1.702 1.195
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.344 2.120 0.2658 0.2798 0.4513 0.4288 1.016 0.4853 0.9111 11.00
[2,] 2.940 2.445 0.3564 0.5082 0.5934 0.5518 1.189 0.5910 1.2319 12.88
[3,] 3.275 2.822 0.5029 0.6073 0.7096 0.6624 1.388 0.7009 1.4624 14.54
     [,97] [,98]
[1,] 4.125 1.710
[2,] 5.620 2.549
[3,] 6.519 3.076
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.583   1.133    69.39   1.489   1.894   0.5479   0.8891   1.944
[2,] 561.343 281.915 12388.14 622.838 743.078 135.3493 206.9635 550.828
[3,] 385.328 297.717  8615.90 810.165 771.823 134.6729 190.6951 439.250
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]   2.12   1.525   1.182   1.735   1.333   1.862   1.795   1.887   1.94
[2,] 670.96 741.700 361.397 677.538 323.092 600.462 643.292 495.121 718.85
[3,] 575.94 643.068 304.941 566.377 320.204 588.589 612.436 494.504 684.32
       [,18]   [,19]  [,20]   [,21]  [,22]    [,23]   [,24]    [,25]
[1,]   1.428    3.46   2.29   4.108   1.86    4.411   2.316   0.6157
[2,] 787.360 1117.94 770.79 900.374 505.29 2115.676 932.808 175.4288
[3,] 709.082 1116.09 638.85 947.872 428.24 1470.594 822.508 162.3642
       [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]   [,33]
[1,]   1.834   1.927   1.807   1.715   0.8357   1.658   1.678   1.151
[2,] 861.873 910.480 408.833 656.967 234.2073 616.543 465.995 336.981
[3,] 944.421 998.816 331.011 860.536 197.6632 818.661 527.082 293.657
      [,34]   [,35]   [,36]   [,37]   [,38]  [,39]    [,40]   [,41]
[1,]   1.92   1.768   1.771   1.854   1.431   1.57   0.4181   0.929
[2,] 715.89 679.891 631.699 460.268 514.426 363.92 106.6765 318.668
[3,] 755.71 647.975 647.614 374.111 404.004 375.57 129.4186 266.947
        [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.3605   1.761   1.491   1.202   0.778   1.634   1.411   2.319
[2,] 112.9695 441.083 627.911 349.754 174.594 552.249 409.585 608.992
[3,]  88.4487 403.361 445.539 345.044 173.394 489.583 318.882 550.875
       [,50]   [,51]  [,52]    [,53]   [,54]  [,55]   [,56]    [,57]
[1,]   1.306   1.678   1.64   0.7948   1.498   1.45   1.393   0.8411
[2,] 376.803 764.417 418.38 182.6151 649.743 580.98 545.597 573.9321
[3,] 350.755 626.357 419.79 245.0969 764.514 654.33 638.589 549.3300
      [,58]    [,59]  [,60]   [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   1.12   0.5843   1.17   1.049   1.34   1.453   1.514   1.591
[2,] 365.07 152.1638 443.84 228.883 367.78 313.492 485.737 643.531
[3,] 297.88 135.7652 536.13 208.816 438.20 323.114 522.924 569.333
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.7373   1.582   1.477   1.203   0.7704   1.878   1.509   2.112
[2,] 156.6664 645.845 283.898 643.899 225.0006 486.109 639.235 581.308
[3,] 179.1172 531.366 301.804 524.292 217.6975 476.576 414.403 486.895
       [,74]   [,75]  [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   2.078   2.225   1.87   1.203   0.4217   1.119   1.068   1.175
[2,] 801.741 517.185 858.64 704.713 132.8431 594.138 262.421 468.864
[3,] 605.283 583.366 603.51 735.796 111.1928 801.650 212.260 724.756
        [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   0.9255   1.241   0.5146   1.238   1.124   2.976   2.693   0.3375
[2,] 259.5427 324.097 121.2514 492.106 287.515 860.297 590.246 115.0817
[3,] 227.0289 296.927 118.5788 463.005 262.231 699.017 682.861 171.8962
        [,90]    [,91]    [,92]  [,93]    [,94]   [,95]   [,96]    [,97]
[1,]   0.3553   0.5731   0.5445   1.29   0.6163   1.157   13.96    5.238
[2,] 205.5246 186.6573 168.2445 299.68 163.3585 401.747 3250.57 1849.222
[3,] 161.1401 188.5541 177.5660 346.69 182.6129 381.801 3269.75 1600.580
       [,98]
[1,]   2.171
[2,] 915.957
[3,] 834.377
[1] "--- VAR model 2017-10-03 21:31:00  completed"
[1] "Completed training sample:  2017-10-03 21:31:00 - 2017-10-04 05:30:00"
[1] "SpVAR;   training sample:  2017-10-03 22:01:00 - 2017-10-04 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.0467          -1.658         -86.30         -2.469
         -0.6278          -3.900         151.28         -5.488
         -5.7950          -6.179          28.83        -15.716
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.548         2.2653           6.5062          -0.6521
        -20.539        -2.9443           7.8331         -11.8666
         -6.084        -0.3476           0.3572          -2.6890
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.186           14.950          13.7617           -5.085
           -5.523           -1.491          -0.1363          -27.093
          -10.174          -19.978          -4.2643           -9.963
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           6.3778            5.491           -6.873            8.454
          -3.7187           -1.169           -2.564           -8.171
           0.8617           -5.411          -15.040           -6.416
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.847         -5.74157            3.435           -3.920
           -4.694         -0.06415           15.886           15.393
          -23.502         -6.40190            8.266            9.156
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -3.8562         -10.8612          -23.074           17.271
           0.9521           0.5431            1.419          -27.346
         -13.5913          -4.5418           -8.043           -1.502
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.372            5.538           -7.718            3.701
            2.623          -23.119            4.983           -1.989
            3.280            1.257          -10.688           10.642
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.960            2.086           -3.050           -9.887
            4.926            2.512           -9.236           -1.518
          -14.428           -1.948           -8.082            7.931
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.881           -13.56           -0.346            15.99
            3.808           -16.17          -18.892           -11.20
           -2.249             1.51           -9.353           -21.72
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -9.0123           -5.339            2.959         -1.73331
           2.0614            1.967           -8.658         -0.09635
          -0.1219            3.337           -4.346          2.62243
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.4430          -0.5506            1.348         -0.07509
           1.5115          -0.8283            1.320          6.52003
           0.6044           0.4017          -20.476         -3.81144
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.06151          -0.5337           -6.129            4.177
          6.41889          -0.9933           -7.209            6.036
          5.64843           0.8581            9.110           -2.556
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.7203          -0.2908            4.576           2.3591
           0.6744          -4.0383           -9.504           2.3729
          -8.3586           1.9799            9.146           0.6934
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.324            7.999            2.523          -0.9262
            1.811            1.068           -7.248           4.1223
            3.701           -4.301          -10.232          -5.4957
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.845           11.564           -4.028            1.583
            7.728            9.027            4.118            4.764
          -10.284           -3.244            1.791            8.983
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.245           -1.070           3.7606            5.189
           -1.439            1.724           0.9018           -1.004
           -3.763            4.452           1.7577            2.178
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.8974            3.627            1.278           4.2556
          -7.2242            4.003          -15.807           0.7172
           6.5474           -1.375           -1.980           3.7565
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           6.9920            2.473           2.4762          -1.9349
          -0.4067            2.899          -0.9209          -0.5029
          -5.4703            1.665          -5.8025           0.6962
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.809           -2.618            1.842            0.896
            4.822            9.070            5.053            8.374
           -1.280           -8.917           -8.428            2.166
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.155           3.2576          -11.472            1.524
           -5.189           0.5177            1.463            3.462
           10.418          -1.7554           17.731            3.299
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.878          -5.0862            2.155            1.551
            2.647          -0.1161            7.836            2.887
            3.677          -1.7063            1.588            1.055
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.922           -3.941          -17.174           13.314
          -10.291           -1.990          -28.365            8.394
            7.443           -3.845            7.762            8.955
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.120          -3.4330           -1.084           -2.528
           -2.666          -2.8054           -3.515           -2.236
            1.256          -0.4415           -1.605           -1.251
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.2756         -0.89732           0.9988            249.2
           6.2561         -0.05458          -7.5979            201.8
           0.7678          1.62818          -6.6557            202.7
 rnd_95776.volume rnd_95787.volume
           16.572           21.017
           -7.158          -18.489
           -9.949           -2.927
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.251 0.7891 56.10 1.125 1.308 0.4249 0.7322 1.880 1.882 1.202 0.9394
[2,] 1.738 0.9425 61.03 1.777 2.043 0.5002 0.8791 2.242 2.301 2.205 1.2009
[3,] 1.959 1.0704 63.61 2.472 2.626 0.5756 1.0162 2.468 2.555 2.552 1.3888
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.313 1.087 1.631 1.444 1.603 1.603 1.217 2.791 1.690 3.156 1.442
[2,] 2.109 1.269 2.076 1.919 1.889 2.202 2.158 3.707 2.337 3.582 1.801
[3,] 2.429 1.422 2.575 2.395 2.108 2.625 2.565 4.295 2.800 4.129 2.019
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.489 1.912 0.5067 1.498 1.569 1.385 1.238 0.6228 1.405 1.576 0.9217
[2,] 5.901 2.777 0.6203 2.353 2.457 1.645 1.917 0.8086 1.983 1.883 1.1470
[3,] 6.666 3.345 0.6829 3.150 3.324 1.851 2.645 0.9171 2.665 2.156 1.2912
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.591 1.384 1.358 1.513 1.218 1.106 0.3178 0.7399 0.2841 1.334 1.124
[2,] 2.208 2.025 2.061 1.818 1.556 1.349 0.3811 0.9455 0.3747 1.617 1.700
[3,] 2.749 2.469 2.626 2.036 1.799 1.504 0.4568 1.0635 0.4223 1.843 2.045
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9973 0.6168 1.367 1.099 1.763 1.064 1.301 1.206 0.6520 1.152 1.123
[2,] 1.2564 0.7182 1.746 1.378 2.095 1.288 2.105 1.405 0.7702 1.788 1.631
[3,] 1.4044 0.7939 2.040 1.550 2.340 1.438 2.475 1.659 0.9283 2.342 2.202
     [,56]  [,57]  [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.103 0.7249 0.7536 0.4590 0.928 0.8239 1.064 0.9781 1.133 1.323
[2,] 1.587 1.3723 1.0515 0.5788 1.294 0.9365 1.265 1.1665 1.429 1.896
[3,] 2.047 1.8011 1.2005 0.6683 1.662 1.0330 1.544 1.3125 1.740 2.190
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5769 1.214 1.099 0.9434 0.5945 1.501 1.159 1.627 1.660 1.801 1.410
[2,] 0.6710 1.811 1.242 1.6040 0.7526 1.809 1.722 1.987 2.426 2.085 2.284
[3,] 0.7675 2.111 1.377 1.9487 0.8714 1.998 1.949 2.218 2.719 2.373 2.620
      [,77]  [,78]  [,79]  [,80]  [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 0.9337 0.3189 0.9216 0.8340 0.9596 0.6063 0.9464 0.3710 0.9788 0.7793
[2,] 1.7625 0.4094 1.5582 0.9612 1.3890 0.7947 1.1689 0.4437 1.3926 0.9344
[3,] 2.3688 0.4743 2.1764 1.0347 2.1754 0.9177 1.3321 0.5062 1.6561 1.0616
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.389 1.997 0.2840 0.2716 0.4412 0.4226 0.992 0.4410 0.8234 11.30
[2,] 3.003 2.345 0.3823 0.5012 0.5842 0.5536 1.193 0.5168 1.1316 13.12
[3,] 3.319 2.727 0.5184 0.5932 0.6731 0.6316 1.405 0.6052 1.3618 14.73
     [,97] [,98]
[1,] 4.415 1.838
[2,] 5.592 2.710
[3,] 6.417 3.234
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.589   1.002    71.24   1.428   1.661   0.5396   0.9298   2.387
[2,] 675.973 288.817 13468.99 771.273 879.579 147.9283 272.6592 684.449
[3,] 506.638 284.409 10057.76 963.400 924.848 159.6265 285.7390 579.139
        [,9]    [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]
[1,]   2.389    1.526   1.193   1.667   1.38   2.071   1.834   2.036
[2,] 742.479 1035.952 419.316 925.038 367.10 720.105 707.846 559.925
[3,] 622.565  720.436 390.978 675.430 359.64 854.207 803.774 524.775
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   2.035   1.546    3.544   2.146    4.007   1.831    4.431    2.428
[2,] 846.662 998.948 1367.724 905.037  949.805 604.940 2667.526 1128.675
[3,] 800.955 777.074 1214.939 864.460 1150.780 511.102 1737.668 1045.826
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.6434    1.902    1.992   1.759    1.572   0.7908   1.784   2.001
[2,] 200.5312 1017.208 1059.729 497.114  820.428 289.0517 784.529 578.007
[3,] 160.1557 1173.518 1254.843 476.001 1021.397 242.5083 997.673 588.260
      [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.17   2.021   1.758   1.724   1.921   1.546   1.405   0.4036
[2,] 382.61 857.614 828.489 868.932 565.244 542.491 432.938 117.8772
[3,] 332.44 917.802 791.284 912.385 513.756 506.560 372.017 141.1584
        [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9396   0.3608   1.694   1.428   1.266   0.7832   1.736   1.395
[2,] 329.9336 136.9262 512.778 714.417 428.342 206.1737 608.985 466.554
[3,] 272.9136 109.1410 495.150 637.872 351.762 189.6556 591.614 397.376
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55] [,56]
[1,]   2.239   1.352   1.652   1.531   0.828   1.462   1.426   1.4
[2,] 634.639 406.805 927.554 403.787 229.818 766.402 663.177 640.1
[3,] 584.338 357.637 729.224 494.479 290.427 848.113 828.954 724.2
        [,57]    [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   0.9205   0.9569   0.5829   1.178   1.046   1.351   1.242   1.439
[2,] 653.1090 411.0013 197.5917 505.868 249.511 383.112 356.252 487.691
[3,] 653.8249 324.7340 187.3227 584.222 244.352 496.562 337.261 556.426
      [,65]    [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   1.68   0.7325   1.541   1.395   1.198   0.755   1.906   1.471
[2,] 761.69 192.1013 753.586 324.867 727.095 258.658 565.820 713.728
[3,] 614.14 208.7997 607.232 332.709 620.299 246.182 475.306 512.314
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]  [,79]   [,80]
[1,]   2.066   2.108   2.287    1.79   1.186   0.405   1.17   1.059
[2,] 639.641 991.137 588.792 1006.92 837.911 143.880 704.24 267.836
[3,] 552.350 688.548 634.488  719.90 887.049 134.197 851.67 214.704
       [,81]    [,82]   [,83]    [,84]   [,85]    [,86]    [,87]   [,88]
[1,]   1.219   0.7699   1.202   0.4711   1.243   0.9896    3.034   2.536
[2,] 562.888 288.0108 384.535 136.4200 555.280 288.9420 1020.021 689.132
[3,] 938.410 257.2267 358.066 136.5482 502.305 282.5018  792.036 780.198
        [,89]    [,90]    [,91]    [,92]  [,93]  [,94]   [,95]   [,96]
[1,]   0.3607   0.3449   0.5603   0.5366   1.26   0.56   1.046   14.35
[2,] 143.4364 236.0807 214.6631 200.4339 371.04 151.07 435.099 3737.13
[3,] 196.2340 177.8499 187.3220 170.4631 416.37 176.50 424.654 3747.95
        [,97]    [,98]
[1,]    5.606    2.334
[2,] 1923.724 1115.952
[3,] 1763.973  989.494
[1] "--- VAR model 2017-10-03 22:01:00  completed"
[1] "Completed training sample:  2017-10-03 22:01:00 - 2017-10-04 06:00:00"
[1] "SpVAR;   training sample:  2017-10-03 22:31:00 - 2017-10-04 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -10.515           7.256         338.30         -6.385
          11.400          -6.507         146.01        -14.149
           3.167          -1.845         -85.67         -5.338
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -28.77         0.7841            2.293           28.901
         -16.75        -1.1251            5.913           -0.219
         -23.85        -3.8592            9.712           17.927
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           21.958           26.749            1.969           -12.05
           14.784           -3.060            9.821           -14.71
            5.134            3.101           -1.551           -29.88
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3503          11.7990           11.857           -7.442
          -4.7773         -12.4532            3.989            2.273
           3.1739           0.3655            9.584           -3.631
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          19.0877           10.809           33.094            19.00
          18.5028           13.828           36.713            13.40
          -0.1698            6.114            4.448            17.85
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          20.2063           10.876          -12.673           -2.541
           0.4861           -3.428           12.731           -5.752
          -2.8512           -2.829           -5.316            2.473
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            7.700          -0.3111         -46.7428           -6.592
           -5.409         -15.8110          10.0305           -2.722
            4.085           4.4062          -0.3715           20.874
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.727           -2.047            9.444          -19.464
           -1.050           -1.006          -30.870           -8.587
           -6.222            2.003           10.384           -4.788
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.4079            1.212          -38.009           -32.97
          -6.1112          -39.242            2.244            17.75
          -0.2135           11.779          -31.762           -37.53
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            12.31            5.813           11.475            2.191
            -3.83            6.277           -6.833            3.906
           -13.46            3.186           -3.254           -1.305
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.613           0.2284          -12.621            1.458
            4.940           0.7070            0.620          -18.745
            3.056          -2.7832           -6.603            7.841
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -8.073           -1.973           -2.677           -1.011
            6.962            2.128           -4.661           -2.176
            3.841           -0.416          -11.199            7.873
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            10.36           2.8469           -7.300           -2.497
            11.68           0.4248           -2.083            4.688
            16.57          -5.2287           17.175           -1.648
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.368           8.9946           17.244           15.315
            3.765           2.5755           -2.889           -2.017
            3.647           0.5098           -6.452            3.312
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.6536           -1.382          -3.7144           12.172
          12.1289            6.726           0.9076           14.017
           0.6053            1.566           2.4763            4.605
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.336           -2.584            8.659            8.252
            5.129            8.633            1.786            4.755
            3.532           13.000            2.890            1.939
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.357          -4.6513           11.698            3.907
           -3.772          -0.7926            6.585            1.831
           13.580          -0.1567            8.644           -1.491
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           14.766           5.6286            10.03           -8.400
            7.340          -0.5597            10.42            6.346
            8.495           7.4321            14.60            8.838
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -8.552           -1.071         -12.4649            1.512
          -10.559            6.532         -14.2516          -18.725
          -15.054           -2.163           0.9368            5.173
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.708          -2.2211           -6.513            5.884
           -8.666          -0.8016           -4.438            5.285
          -12.525          -0.6591          -19.612            3.217
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -7.044            1.504           0.2672           -3.858
           27.391            7.120          -3.3658           -2.533
          -15.571           -2.152           6.6471           -2.188
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.4426            6.726           0.6973           -11.62
          -3.6474           -2.797         -25.3029            -5.08
          15.5680           -1.757         -10.8457            20.50
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.467            4.671            2.040           -2.006
            2.598            0.238            1.935            3.101
            2.343            4.187            1.754            3.053
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.595          -4.5832           -2.200            291.9
            6.109           0.3726           -4.645            190.0
            5.085          -2.9807           -7.853            262.4
 rnd_95776.volume rnd_95787.volume
           -9.513           15.235
           60.650           -3.687
          -35.805            7.675
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.348 0.7367 56.33 1.263 1.310 0.3678 0.7441 1.860 1.914 1.455 0.9522
[2,] 1.811 0.8984 61.37 1.946 2.233 0.4350 0.9152 2.339 2.480 2.516 1.2378
[3,] 2.053 1.0021 63.70 2.703 2.842 0.5088 1.0394 2.628 2.831 2.967 1.4334
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.365 1.109 1.725 1.556 1.340 1.573 1.192 2.917 1.692 3.158 1.397
[2,] 2.127 1.324 2.241 2.060 1.511 2.291 2.090 3.709 2.322 3.676 1.727
[3,] 2.582 1.476 2.763 2.566 1.688 2.916 2.577 4.362 2.863 4.207 1.938
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.914 2.046 0.5047 1.594 1.627 1.368 1.364 0.6368 1.451 1.605 0.981
[2,] 6.231 2.840 0.6098 2.573 2.488 1.640 2.108 0.7737 2.027 1.925 1.224
[3,] 6.941 3.360 0.6575 3.338 3.418 1.834 2.915 0.9035 2.780 2.199 1.366
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.661 1.369 1.374 1.529 1.138 1.105 0.3328 0.7980 0.2684 1.319 1.120
[2,] 2.277 2.163 2.107 1.836 1.490 1.317 0.3972 0.9591 0.3543 1.637 1.605
[3,] 2.915 2.732 2.832 2.128 1.783 1.456 0.4588 1.1228 0.4140 1.986 2.037
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.057 0.6010 1.313 1.173 1.660 0.9927 1.317 1.159 0.6731 1.178 1.113
[2,] 1.300 0.7129 1.714 1.395 1.925 1.1913 2.112 1.390 0.7986 1.711 1.579
[3,] 1.462 0.7887 2.020 1.579 2.142 1.3280 2.553 1.605 0.8965 2.226 2.016
     [,56]  [,57]  [,58]  [,59]  [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.124 0.7709 0.8744 0.5065 0.8621 0.7991 1.105 0.9564 1.188 1.299
[2,] 1.607 1.3574 1.0748 0.6101 1.2896 0.9150 1.312 1.1340 1.529 1.880
[3,] 2.016 1.7632 1.2510 0.6729 1.7021 1.0105 1.616 1.2692 1.846 2.142
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5790 1.207 1.051 0.9877 0.5618 1.558 1.211 1.654 1.722 1.860 1.531
[2,] 0.6935 1.745 1.207 1.7254 0.6855 1.876 1.741 1.993 2.408 2.180 2.410
[3,] 0.7974 2.016 1.361 2.0843 0.8133 2.081 2.016 2.189 2.703 2.454 2.768
      [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 0.9724 0.3024 1.045 0.8361 1.029 0.6444 0.8634 0.3881 0.9696 0.7286
[2,] 1.9083 0.3797 1.705 0.9460 1.483 0.8048 1.0781 0.4530 1.3660 0.8845
[3,] 2.4582 0.4447 2.401 1.0411 2.432 0.9105 1.2276 0.5116 1.6385 1.0003
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.474 2.097 0.3266 0.2875 0.3952 0.3533 0.9531 0.4602 0.8425 11.43
[2,] 3.045 2.509 0.4518 0.4936 0.5122 0.4819 1.1333 0.5734 1.1360 12.98
[3,] 3.332 2.880 0.5519 0.5856 0.6075 0.5754 1.2907 0.6513 1.3533 14.44
     [,97] [,98]
[1,] 3.961 2.038
[2,] 5.326 2.745
[3,] 6.264 3.291
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]    [,6]     [,7]    [,8]
[1,]   1.712   0.9355    71.54    1.603    1.664   0.467   0.9449   2.362
[2,] 698.958 297.3296 14073.06  856.236 1045.634 134.367 308.0694 820.295
[3,] 559.808 256.7342  9885.81 1085.125 1016.857 152.589 284.9830 692.788
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.431    1.847   1.209   1.733   1.409   2.191   1.976   1.701
[2,] 911.790 1186.915 457.327 943.544 418.442 826.968 780.623 404.656
[3,] 788.988  909.027 418.000 846.219 376.290 935.128 884.909 434.639
        [,17]   [,18]    [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    1.998   1.513    3.705   2.149    4.01   1.774    4.97    2.598
[2,]  962.996 992.664 1324.473 919.728 1088.43 586.841 2803.19 1139.145
[3,] 1042.829 871.722 1327.564 968.584 1182.42 508.523 1768.84 1038.640
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.6409    2.024    2.067   1.737    1.732   0.8086    1.843   2.038
[2,] 197.9065 1168.401 1088.492 523.071  929.793 254.1133  818.008 614.631
[3,] 142.2382 1229.086 1354.737 474.806 1164.426 269.8098 1100.186 614.369
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.246    2.109   1.739    1.745   1.942   1.445   1.403   0.4226
[2,] 423.435  900.744 968.463  923.327 588.160 556.309 414.226 125.3528
[3,] 350.064 1052.493 964.772 1094.893 621.769 566.764 359.836 132.7781
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]  [,48]
[1,]   1.013   0.3408   1.675   1.422   1.342   0.7631   1.668   1.49
[2,] 307.606 133.7151 560.871 664.838 437.581 221.7566 636.933 435.93
[3,] 337.579 123.8734 650.374 724.908 387.521 195.0883 618.598 428.70
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.108   1.261   1.672   1.472   0.8547   1.496   1.414   1.427
[2,] 563.408 380.865 955.092 443.664 248.5360 717.698 647.138 664.098
[3,] 543.001 339.438 828.999 463.857 235.6078 823.090 724.892 704.104
        [,57]  [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   0.9789   1.11   0.6432   1.095   1.015   1.403   1.215   1.508
[2,] 646.1099 361.47 196.6772 554.644 257.702 409.101 352.314 556.654
[3,] 650.6793 370.14 164.1358 642.406 248.028 546.174 329.628 597.967
      [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.65   0.7352   1.532   1.334   1.254   0.7134   1.979   1.538
[2,] 785.36 220.7232 728.536 343.959 818.093 227.0999 604.625 723.333
[3,] 593.68 227.6043 584.239 362.795 676.246 253.1323 520.274 588.234
       [,73]   [,74]   [,75]    [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.101   2.186   2.362    1.944   1.235   0.3839   1.327   1.062
[2,] 642.628 973.926 657.166 1076.146 949.482 132.8305 778.691 255.832
[3,] 523.839 709.567 651.749  788.040 896.060 133.8083 977.902 251.480
        [,81]    [,82]   [,83]    [,84]   [,85]    [,86]    [,87]   [,88]
[1,]    1.307   0.8183   1.096   0.4929   1.231   0.9253    3.142   2.663
[2,]  617.111 278.7895 373.382 135.0739 556.438 289.9434 1026.505 796.059
[3,] 1114.539 246.2408 339.535 137.4692 523.242 270.2063  781.431 818.575
        [,89]    [,90]    [,91]    [,92]  [,93]    [,94]  [,95]   [,96]
[1,]   0.4148   0.3651   0.5019   0.4486   1.21   0.5844   1.07   14.51
[2,] 180.4979 232.0472 188.4308 189.5081 354.55 197.7309 440.68 3558.48
[3,] 183.3230 182.1382 188.9064 181.8117 357.17 178.6441 425.32 3664.90
       [,97]    [,98]
[1,]    5.03    2.588
[2,] 2058.95 1062.986
[3,] 1906.16 1049.874
[1] "--- VAR model 2017-10-03 22:31:00  completed"
[1] "Completed training sample:  2017-10-03 22:31:00 - 2017-10-04 06:30:00"
[1] "SpVAR;   training sample:  2017-10-03 23:01:00 - 2017-10-04 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          19.657          18.773          17.71        -28.508
           1.101           1.092        -269.96         -8.673
          -6.782          -7.433         -27.19         11.185
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.664        -0.3636          -0.6731            38.91
        -28.912        -1.7000           6.4495            17.06
          3.276         3.0129           4.5165            12.13
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           18.447           19.108           -2.239           15.783
           31.374           36.417           -8.344           26.497
           -8.945            2.844            3.369           -1.216
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.424            1.449            1.973           -9.935
          -10.880           33.860           25.441           -8.901
           -3.111           11.281           19.580           25.990
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.253          -0.9701            21.57           12.425
           -5.208           6.6453           -14.29           26.238
           46.617          25.5457            25.20            8.258
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.493            7.651            27.35           18.388
           58.848           12.205           -95.95           -9.621
           -2.634          -11.540            35.90          -31.670
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.324            14.79          -21.241            14.68
            3.274            19.36            8.749             3.57
            4.607           -51.59          -27.840            12.30
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -17.944          -3.3994          -35.896            3.670
            4.805          -0.0552           -3.385          -12.756
          -12.418           0.6669           15.371           -3.058
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -12.128          14.8467           -12.85           -3.153
           -7.247          -4.9299           -12.96           -1.946
           -4.148           0.3067           -11.82           -1.873
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.242          -0.6963           -9.457          -0.0214
            8.766          38.7101           -7.593          -6.6547
          -14.780          -3.1284            8.767           3.3917
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -8.3107           -4.941            6.720           18.271
          -0.4939           -0.900           13.592          -14.293
          -5.6412            4.005           -6.872           -4.975
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1999            3.719          -24.505          -0.7355
           5.0914            5.621           20.881          -2.2043
           4.4658            4.154           -2.212          -6.7080
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           25.313            7.229            11.86           21.770
          -19.068           11.653            -7.10            4.484
            8.622            7.679           -32.53           -4.873
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           10.295           0.9873            3.449          -16.740
            3.738           4.9236            4.093            8.616
           -1.520         -17.0779          -21.754            3.250
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.023            6.663           -4.938           17.991
            8.932            7.448           -3.413            2.653
           -0.769          -10.892           -1.474            2.102
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.261            8.132         -3.18377            4.877
            1.496           -8.659         -0.01373          -12.210
            2.881            5.306          1.55020           -7.947
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            21.10           6.7965            6.719          -14.174
            10.57           3.6875            6.115           -7.232
           -15.62           0.9618            3.353            1.181
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         13.88964           -1.663            4.781           -4.894
          0.01383            6.578           11.574           -4.206
         -3.22679            6.618           -1.469           12.727
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            25.69           31.230           43.821            18.66
           -14.03          -13.999           29.972            20.78
            17.41            2.564            4.461            13.45
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           22.409          2.77341            9.995         -10.0248
           21.170          3.59309           17.674          -3.5053
           -4.227          0.05826            3.973           0.8748
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.850            3.691           5.9898           4.6714
            8.494           -3.339          -2.4551           4.9640
           19.551            5.270          -0.6439          -0.2968
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -12.95           14.037            26.55             1.56
            25.43            4.178            17.78           -16.32
            11.62           -3.457           -14.46           -26.18
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.430           -4.113           -3.906          -12.585
            2.540            5.706           -2.839           -5.643
           -3.997           -1.142           12.610           10.928
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.725            4.562           -7.770            60.55
           13.503            2.389           -9.276            99.46
            7.069           -4.142           -2.420            74.59
 rnd_95776.volume rnd_95787.volume
           60.245          -0.4238
          -52.839         -15.8661
           -9.442          -8.4207
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.360 0.7898 56.53 1.426 1.489 0.3490 0.7530 2.041 2.061 1.575 0.9565
[2,] 1.901 0.9076 61.85 2.119 2.292 0.4197 0.9216 2.577 2.735 2.709 1.2489
[3,] 2.154 1.0098 64.25 2.905 2.898 0.4824 1.0588 3.016 3.127 3.241 1.4758
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.428 1.126 1.718 1.451 1.449 1.673 1.244 2.552 1.765 3.207 1.448
[2,] 2.235 1.378 2.327 2.031 1.625 2.426 2.176 3.331 2.304 3.767 1.764
[3,] 2.705 1.523 2.838 2.529 1.835 2.968 2.714 4.052 2.842 4.252 1.973
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.443 2.052 0.5467 1.609 1.711 1.344 1.556 0.6337 1.563 1.644 1.003
[2,] 6.454 3.061 0.6342 2.782 2.638 1.609 2.304 0.7524 2.202 2.032 1.220
[3,] 7.362 3.585 0.7020 3.502 3.583 1.782 3.131 0.8723 2.982 2.276 1.366
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.728 1.441 1.438 1.487 1.169 1.042 0.3100 0.7591 0.3043 1.337 1.195
[2,] 2.290 2.183 2.098 1.880 1.569 1.321 0.3834 0.9602 0.3779 1.660 1.678
[3,] 3.046 2.750 2.797 2.169 1.879 1.478 0.4515 1.0989 0.4434 1.998 2.054
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.123 0.5934 1.343 1.211 1.560 0.9687 1.383 1.168 0.7348 1.179 1.253
[2,] 1.311 0.7538 1.747 1.489 1.875 1.1949 2.003 1.362 0.8646 1.771 1.709
[3,] 1.513 0.8514 2.087 1.727 2.083 1.3451 2.547 1.588 1.0031 2.236 2.094
     [,56]  [,57]  [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.155 0.8348 0.9489 0.5385 0.918 0.7797 1.088 1.023 1.189 1.371
[2,] 1.644 1.3910 1.1631 0.6528 1.347 0.9081 1.335 1.231 1.579 1.957
[3,] 2.085 1.7910 1.3364 0.7295 1.804 1.0168 1.616 1.325 1.852 2.267
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6158 1.192 0.993 0.9799 0.5422 1.665 1.272 1.677 1.672 1.844 1.599
[2,] 0.7609 1.704 1.187 1.6502 0.6807 2.007 1.870 2.018 2.551 2.204 2.424
[3,] 0.8608 2.002 1.346 2.0823 0.8156 2.206 2.230 2.300 2.944 2.487 2.884
     [,77]  [,78] [,79]  [,80]  [,81]  [,82]  [,83]  [,84]  [,85]  [,86]
[1,] 1.144 0.2917 1.140 0.8457 0.9875 0.6874 0.8576 0.3949 0.9922 0.7217
[2,] 1.981 0.3516 1.901 0.9485 1.5494 0.8278 1.0699 0.4683 1.4766 0.8635
[3,] 2.569 0.4098 2.607 1.0666 2.3759 0.9651 1.2166 0.5401 1.7499 0.9737
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.435 2.008 0.4229 0.3839 0.3883 0.3767 0.9703 0.4701 0.7694 11.46
[2,] 3.145 2.463 0.5583 0.5570 0.5436 0.4994 1.1636 0.5720 0.9925 13.72
[3,] 3.483 2.846 0.6664 0.6918 0.6691 0.6761 1.3516 0.6632 1.2061 15.48
     [,97] [,98]
[1,] 3.579 2.011
[2,] 5.097 2.833
[3,] 6.184 3.383
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.726   1.003    71.78    1.811    1.89   0.4432   0.9561   2.592
[2,] 823.880 277.315 15562.71  971.952 1081.04 144.4920 329.4927 975.767
[3,] 628.636 274.434 10794.79 1231.914 1099.76 147.5460 323.2887 971.593
         [,9] [,10]   [,11]    [,12]   [,13]    [,14]   [,15]   [,16]
[1,]    2.617     2   1.215    1.813   1.429    2.182   1.843   1.841
[2,] 1114.963  1367 498.001 1066.253 492.634  973.498 880.739 455.187
[3,]  939.878  1104 487.585  945.340 402.593 1007.282 934.574 528.716
        [,17]    [,18]   [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.125    1.579    3.24    2.241    4.072   1.838    5.642    2.606
[2,] 1089.188 1107.514 1328.07  918.407 1225.730 624.629 2903.375 1407.968
[3,] 1059.937 1005.928 1430.19 1032.167 1222.550 548.790 2195.986 1157.205
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.6943    2.043    2.173   1.707    1.975   0.8047    1.985   2.088
[2,] 199.3346 1407.372 1244.915 548.780 1054.061 251.5507  961.268 740.303
[3,] 186.5788 1319.420 1504.106 474.350 1314.917 273.7221 1247.185 635.535
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.274    2.195    1.83    1.826   1.888   1.485   1.323   0.3937
[2,] 430.792  931.622 1016.64  947.531 713.303 648.365 503.082 139.8301
[3,] 380.663 1245.484 1037.62 1147.125 671.484 641.845 410.909 147.9177
        [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9639   0.3864   1.697   1.518   1.426   0.7536   1.705   1.538
[2,] 364.6582 138.9206 610.472 730.439 420.037 288.2238 692.683 537.272
[3,] 331.4032 143.9114 688.954 734.063 467.991 245.4656 708.203 542.388
      [,49]  [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]  [,57]
[1,]   1.98   1.23   1.756   1.483   0.9331   1.497   1.591   1.467   1.06
[2,] 645.84 433.79 898.342 434.238 282.5167 819.682 720.873 725.689 689.94
[3,] 562.61 383.02 975.455 506.695 315.4468 845.864 750.093 794.542 699.62
       [,58]    [,59]   [,60]    [,61]   [,62]   [,63]  [,64]  [,65]
[1,]   1.205   0.6838   1.166   0.9901   1.382   1.299   1.51   1.74
[2,] 417.102 228.8600 611.056 288.7052 479.141 425.216 644.05 866.29
[3,] 408.158 201.8661 744.039 283.6918 564.832 303.680 600.50 709.25
       [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.782   1.514   1.261   1.244   0.6885   2.114   1.615   2.129
[2,] 277.092 755.054 403.173 823.332 255.1686 694.913 850.528 695.724
[3,] 249.593 651.751 393.001 787.498 278.5962 568.484 752.997 685.294
        [,74]   [,75]   [,76]    [,77]    [,78]    [,79]   [,80]    [,81]
[1,]    2.123   2.341    2.03    1.453   0.3704    1.448   1.074    1.254
[2,] 1194.709 748.406 1129.68 1002.783 121.7157  942.993 266.287  740.399
[3,]  911.487 714.737  968.71 1014.024 130.5344 1106.244 302.502 1116.930
        [,82]   [,83]    [,84]  [,85]    [,86]    [,87]   [,88]   [,89]
[1,]   0.8729   1.089   0.5014   1.26   0.9164    3.092   2.549   0.537
[2,] 285.9397 396.670 156.1637 678.10 293.9655 1234.486 885.177 226.057
[3,] 307.6638 359.179 166.8599 582.32 279.0209  927.642 883.627 225.574
        [,90]    [,91]    [,92]   [,93]   [,94]   [,95]   [,96]    [,97]
[1,]   0.4875   0.4931   0.4784   1.232   0.597   0.977   14.55    4.545
[2,] 250.2816 235.9343 203.3129 398.251 202.026 388.778 4680.34 2250.636
[3,] 254.3854 241.8651 282.6071 426.407 208.203 424.944 4440.06 2171.334
        [,98]
[1,]    2.554
[2,] 1237.377
[3,] 1146.427
[1] "--- VAR model 2017-10-03 23:01:00  completed"
[1] "Completed training sample:  2017-10-03 23:01:00 - 2017-10-04 07:00:00"
[1] "SpVAR;   training sample:  2017-10-03 23:31:00 - 2017-10-04 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-03 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.956          -5.371          832.8        -50.293
          25.162         -10.021         -150.3          1.775
           1.522          -5.459          219.2        -15.639
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -19.86        -4.0293           12.035            70.59
         -44.20         0.8928            1.893            27.39
         -25.36         0.6194            1.522            29.55
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           87.361            33.92         -17.2258          -16.339
           -1.975            25.74           9.6486            4.089
           38.855            21.94           0.3574          -35.797
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.201            18.24           11.103           -4.584
            8.777             5.75           -5.983          -14.459
           -9.654            15.54           12.277            5.994
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.72           -44.45           -36.65           -41.05
           -27.27           -15.33           -43.10           -26.29
            10.21           -10.41           -25.81           -15.12
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           54.909           -3.066          -59.088            7.378
           -7.361          -18.111           58.182          -18.083
          -19.250            4.285           -4.251           20.272
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -4.7072            18.90           -3.003            11.39
          -0.8777           -55.17          -40.023             3.73
           2.7767            27.20           11.976           -14.54
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -33.43           -2.973           -9.482         -31.2402
           -14.16            5.500          -24.066           0.6696
           -22.73           -2.266          -28.028           8.1947
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           4.3016           -30.74           0.8178           -1.306
           0.6719           -15.39          -8.0381          -15.264
          11.0895           -20.95         -22.4053            1.286
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.233           27.948            1.827          -0.1149
          -21.844           -5.835            1.497           1.5258
          -10.656          -14.896          -17.639           0.6485
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -12.602            3.007            34.33            14.66
           -4.791            1.163            10.17            14.59
            2.800            2.918            11.60            12.85
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.773          1.82370           -11.69           -2.279
            9.238         -8.65011            16.26            3.395
            1.709         -0.05058            14.75          -12.121
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -16.56           12.282           -18.39            3.191
            14.63           -6.655           -34.24           -1.080
            21.96            6.172            22.16           -7.548
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.054            9.663            6.825           -4.221
          -13.499          -10.550          -10.216           11.044
           -5.816           -2.069            2.337          -15.424
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -13.60            2.940            1.878           -3.435
            23.92            3.470            8.526          -21.126
           -23.26            6.793            5.852           20.820
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.488          -10.121            1.631            8.768
           -3.628          -10.735            9.068           -1.714
           -3.052           -6.131            6.305           -6.533
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.648          -11.829           32.243           11.705
           -3.882           -1.582            4.785           14.722
            7.850          -10.391           -1.758            5.525
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.431            1.768           24.305             2.25
           37.164           -4.175           16.438            22.47
            4.715            1.468           -2.837            17.78
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.525          -13.066           0.1393          -22.700
          -17.098          -10.733          27.8760           -4.366
          -18.305            8.503          25.4307           21.909
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -9.979            7.064           -13.39           3.3087
          -18.859           -1.946           -29.00           0.7844
           11.675            1.895           -10.23           0.6269
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -19.311           3.2577          -6.0274           -3.278
          -30.420          -8.0032           3.8339           -1.975
           -9.615          -0.9737          -0.5999           -4.856
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.830           -3.861            22.20           -0.786
            9.229          -14.251           -18.41           -1.706
           -5.651           -3.227            30.49          -13.775
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.028           7.2314           10.035          11.1715
            4.149           3.6427           -0.555          -0.1923
          -12.423           0.6601            5.056          -6.8921
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.467           -8.098           -3.851           -46.08
            2.778           -4.584          -13.557            65.62
            5.773           -2.345           -8.911           -91.47
 rnd_95776.volume rnd_95787.volume
           -63.96           16.920
            12.12          -12.049
            80.13            3.447
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.465 0.7681 56.39 1.468 1.633 0.2998 0.7734 2.203 2.171 1.721 1.082
[2,] 1.886 0.8964 62.26 2.179 2.322 0.3574 0.9541 2.850 3.030 2.740 1.428
[3,] 2.196 0.9968 64.89 2.876 2.868 0.4329 1.1267 3.393 3.483 3.371 1.629
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.693 1.083 1.890 1.549 1.435 1.738 1.346 2.663 1.883 3.573 1.492
[2,] 2.427 1.357 2.445 2.143 1.649 2.556 2.419 3.462 2.421 4.593 1.817
[3,] 2.935 1.541 2.872 2.590 1.869 3.054 2.951 4.253 2.999 5.261 2.013
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.086 2.222 0.5310 1.672 1.833 1.418 1.609 0.6145 1.603 1.599 0.9224
[2,] 7.070 3.189 0.6478 2.862 3.016 1.824 2.352 0.7306 2.312 2.023 1.1529
[3,] 8.175 3.748 0.7276 3.716 3.998 2.020 3.146 0.8553 3.223 2.271 1.3249
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.986 1.614 1.648 1.515 1.195 1.005 0.2738 0.8265 0.3409 1.342 1.217
[2,] 2.616 2.255 2.253 1.949 1.678 1.244 0.3688 1.0163 0.4318 1.729 1.738
[3,] 3.384 2.752 2.898 2.267 1.993 1.363 0.4475 1.2340 0.4963 2.100 2.081
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.046 0.6014 1.323 1.269 1.504 1.007 1.437 1.139 0.7778 1.276 1.232
[2,] 1.274 0.7573 1.709 1.572 1.810 1.211 2.118 1.309 0.9131 1.888 1.717
[3,] 1.483 0.8690 2.168 1.799 1.989 1.353 2.686 1.505 1.0549 2.328 2.106
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.199 0.9023 0.950 0.5394 1.000 0.7869 1.112 0.9753 1.114 1.486
[2,] 1.720 1.3643 1.170 0.6455 1.355 0.9189 1.356 1.2103 1.563 2.035
[3,] 2.129 1.8293 1.414 0.7319 1.753 1.0211 1.606 1.3245 1.821 2.314
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6258 1.305 1.035 0.9875 0.5563 1.687 1.324 1.744 1.798 1.929 1.582
[2,] 0.7879 1.887 1.240 1.7199 0.7255 1.983 1.875 2.181 2.567 2.420 2.472
[3,] 0.8779 2.194 1.385 2.2434 0.8333 2.283 2.279 2.445 2.981 2.900 2.913
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.207 0.2951 1.144 0.8148 1.091 0.6800 0.8244 0.3895 1.033 0.7079
[2,] 2.076 0.3439 1.827 0.9316 1.657 0.8192 1.0422 0.4788 1.545 0.8773
[3,] 2.629 0.4059 2.582 1.0539 2.552 0.9696 1.1916 0.5552 1.825 0.9884
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.634 2.115 0.5901 0.5367 0.4485 0.4077 0.9425 0.5219 0.6587 11.21
[2,] 3.252 2.588 0.8473 0.7779 0.7073 0.6724 1.1332 0.6281 0.8475 13.49
[3,] 3.632 3.012 1.0222 0.9758 0.9146 0.9198 1.2960 0.7199 0.9743 15.39
     [,97] [,98]
[1,] 3.677 2.232
[2,] 5.338 3.048
[3,] 6.626 3.620
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]   1.861   0.9753    71.61    1.864    2.074   0.3807   0.9821
[2,] 706.684 275.0193 15706.86  958.890  982.172 115.8665 332.5974
[3,] 669.817 259.5070 10877.33 1116.702 1001.925 145.3618 356.7011
         [,8]     [,9]    [,10]   [,11]   [,12]   [,13] [,14]   [,15]
[1,]    2.798    2.757    2.186   1.374    2.15   1.375   2.4   1.966
[2,] 1075.829 1258.079 1268.957 554.665 1034.56 486.643 922.8 881.605
[3,] 1095.622 1021.808 1169.033 466.235  982.24 434.435 897.3 865.707
       [,16]    [,17]   [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]   1.822    2.207    1.71    3.382    2.391    4.538   1.895    6.459
[2,] 483.545 1115.684 1196.13 1316.550  905.769 1716.894 616.973 2922.210
[3,] 523.808  994.437 1005.82 1470.701 1053.623 1528.086 515.516 2443.213
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    2.821   0.6743    2.123    2.328   1.801    2.043   0.7803
[2,] 1361.739 220.8011 1382.677 1425.749 682.625 1021.236 235.2028
[3,] 1172.119 197.1871 1410.075 1561.861 516.564 1243.455 264.6635
        [,31]  [,32]   [,33]    [,34]  [,35]    [,36]   [,37]   [,38]
[1,]    2.035   2.03   1.171    2.522   2.05    2.093   1.924   1.517
[2,]  992.274 737.55 411.707 1012.893 937.34  914.464 729.264 700.849
[3,] 1336.259 613.87 388.496 1277.512 938.29 1084.185 689.971 640.336
       [,39]    [,40]  [,41]    [,42]   [,43]   [,44]   [,45]    [,46]
[1,]   1.277   0.3477   1.05   0.4329   1.704   1.545   1.328   0.7637
[2,] 436.483 147.0683 351.97 157.6793 649.449 738.488 432.880 273.8978
[3,] 330.635 150.8362 416.56 145.6652 708.937 681.243 452.176 253.6631
       [,47]   [,48]  [,49]   [,50]   [,51]   [,52]    [,53]  [,54]
[1,]   1.679   1.611   1.91   1.279   1.824   1.447   0.9877   1.62
[2,] 644.094 551.989 599.29 400.114 926.675 383.624 284.6924 828.48
[3,] 793.616 521.236 490.80 358.841 982.736 441.467 314.3238 810.50
       [,55]   [,56]   [,57]   [,58]    [,59]  [,60]    [,61]   [,62]
[1,]   1.565   1.522   1.146   1.206   0.6849   1.27   0.9993   1.412
[2,] 711.286 734.005 608.993 406.467 211.0091 543.96 282.3671 461.685
[3,] 725.847 747.273 725.345 472.790 205.3414 662.03 264.9743 512.517
       [,63]   [,64]   [,65]    [,66]   [,67]   [,68]   [,69]    [,70]
[1,]   1.238   1.414   1.886   0.7947   1.657   1.314   1.254   0.7064
[2,] 426.531 652.482 828.153 284.8710 811.168 407.331 838.109 277.1783
[3,] 320.260 557.061 655.392 230.4067 666.189 366.781 857.249 243.9813
       [,71]   [,72]   [,73]    [,74]  [,75]    [,76]    [,77]    [,78]
[1,]   2.142   1.681   2.214    2.283   2.45    2.009    1.532   0.3747
[2,] 620.449 790.317 779.486 1090.429 869.34 1130.762 1005.195 105.0392
[3,] 673.109 771.389 658.077  902.655 951.05  916.502  960.616 128.3112
        [,79]   [,80]    [,81]    [,82]   [,83]    [,84]   [,85]    [,86]
[1,]    1.452   1.035    1.385   0.8634   1.047   0.4946   1.311   0.8989
[2,]  847.908 268.886  742.205 271.9705 379.449 165.7553 684.251 308.4842
[3,] 1085.593 293.293 1155.066 308.6976 343.867 167.2932 577.368 270.9476
        [,87]   [,88]    [,89]    [,90]    [,91]    [,92]   [,93]    [,94]
[1,]    3.345   2.686   0.7493   0.6816   0.5695   0.5177   1.197   0.6627
[2,] 1134.844 887.966 361.9380 335.0826 325.4703 318.2423 374.382 207.9653
[3,]  962.648 916.744 340.3299 350.6221 345.1114 373.5880 374.343 209.4100
        [,95]   [,96]   [,97]    [,98]
[1,]   0.8364   14.23    4.67    2.834
[2,] 317.4120 4467.06 2303.23 1235.275
[3,] 286.0136 4409.08 2336.57 1162.198
[1] "--- VAR model 2017-10-03 23:31:00  completed"
[1] "Completed training sample:  2017-10-03 23:31:00 - 2017-10-04 07:30:00"
[1] "SpVAR;   training sample:  2017-10-04 00:01:00 - 2017-10-04 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -14.36          1.9522          18.86         -1.336
          -16.39         -0.3896          47.22        -28.957
          -20.10         -3.9723          95.67        -44.968
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -27.48        2.97389            5.093            27.00
         -10.47        1.36111           -4.675            17.34
         -16.94       -0.09574           10.083            22.32
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          27.9043           10.604          -0.5899           -40.91
          26.9753            4.754          -5.2949           -27.04
           0.4634           20.712          -3.7463           -20.86
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.416           -36.40           -27.69           -5.136
           -9.167           -24.81           -30.84            5.090
          -14.825           -37.79           -31.68          -14.652
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -48.20           -3.462           0.1693          -11.434
           -32.39          -15.362         -30.4407          -19.147
           -42.31          -20.400         -15.2253            6.873
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            18.09           -9.091            19.55           -26.24
           -59.59           -9.485            32.05            -1.03
           -11.78           11.056          -119.84           -11.47
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            9.246         -45.2214          -39.178            9.838
            4.954          -0.5876          -41.502           -6.013
            2.627         -10.7282           -3.671          -14.274
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.828           1.6453           -45.70           -18.21
          -36.989          -5.4828           -28.61            30.06
          -28.256           0.8345           -49.53           -26.78
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -15.182          -40.217           -1.294            4.816
           -4.902           -4.657          -32.076          -15.222
           -6.757          -22.743          -12.097            9.632
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            -9.63            4.140           -4.122          -0.4103
           -14.94            2.154            6.205          -0.7286
           -15.13           -4.120           -2.752          -2.5384
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.252           2.6647            8.702           -3.529
            4.825           0.6065            7.281            8.878
           -2.089          -2.5000           10.678           -7.001
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -9.670          -12.343           8.7094            6.068
           -4.517           -4.406         -18.1671           -1.451
           -7.496           -4.095           0.7256            1.785
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.948          -6.5787           -1.198           12.129
           15.762           8.3117            1.581           -5.667
            2.515          -0.3232            4.092            3.877
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -6.8024           -9.808          -16.740          -26.358
           7.7403            2.503           10.161           -5.801
           0.7369            5.301            1.755           -7.711
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -13.533            15.74           7.7915         -14.2630
          -12.694            10.56           0.6339         -18.8139
            6.624            13.54          -0.5702           0.1148
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.0617          -26.955          -2.5720           -2.038
           0.4979           -5.037           0.3747          -33.031
           0.4517          -14.225         -13.8010           -6.720
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            24.00           -6.026           17.266           -1.249
           -24.69           -1.765           -2.647            4.777
            14.50           -8.164           -6.685           -1.301
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           25.974           -4.555           -8.668           -10.45
            1.471            4.383           -6.061           -12.53
          -12.752           -2.599            5.147           -25.64
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -18.08           -30.69          -9.5776           -38.14
           -36.99           -45.72           0.2449           -22.84
           -12.70           -33.52           4.3979           -44.46
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -21.21            4.023           -29.65            6.984
           -25.56            4.247           -19.51           -5.955
           -18.50            1.107           -25.40            5.949
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.759           0.7449           10.170           5.7726
          -18.946          -5.3545            3.469          -0.4010
           -6.931           4.6945           -1.849          -0.5441
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           18.102           0.8093             2.04           -22.93
           -4.293           1.8356            30.49           -51.19
            3.922          -4.2562           -10.48           -22.46
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           10.842           14.284            15.64            9.043
            8.494            5.608            24.94           17.579
           14.808            6.141            11.10            5.480
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.885          -2.7199            2.913           -69.74
            5.611          -5.9454           -8.067           -36.13
          -12.798          -0.4274           -5.592           -61.75
 rnd_95776.volume rnd_95787.volume
           2.9997          -28.324
          43.4729          -12.268
           0.7808           -7.015
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.542 0.8579 56.07 1.797 1.796 0.3174 0.8599 2.310 2.325 1.924 1.104
[2,] 2.010 0.9853 62.34 2.536 2.530 0.3913 1.0360 2.971 3.057 2.961 1.450
[3,] 2.290 1.0969 64.74 3.101 3.059 0.4785 1.2569 3.443 3.521 3.622 1.669
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.653 1.091 2.070 1.704 1.452 1.899 1.464 2.693 1.889 3.845 1.538
[2,] 2.379 1.389 2.698 2.354 1.662 2.768 2.483 3.566 2.386 4.806 1.808
[3,] 2.837 1.594 3.096 2.796 1.902 3.340 3.149 4.326 3.013 5.586 2.013
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.681 2.119 0.5456 1.833 1.932 1.519 1.912 0.6047 1.948 1.737 0.9747
[2,] 7.362 3.175 0.6552 2.999 3.043 1.822 2.670 0.7214 2.580 2.157 1.1999
[3,] 8.462 3.745 0.7245 3.892 4.038 2.084 3.393 0.8286 3.385 2.419 1.4212
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 2.031 1.816 1.841 1.499 1.165 1.105 0.3075 0.8008 0.3724 1.358 1.312
[2,] 2.751 2.453 2.524 1.888 1.647 1.336 0.3959 1.0350 0.5051 1.749 1.833
[3,] 3.492 2.942 3.254 2.236 2.071 1.479 0.4625 1.2602 0.5863 2.143 2.205
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.024 0.6350 1.352 1.415 1.526 0.9349 1.470 1.119 0.799 1.298 1.231
[2,] 1.244 0.8266 1.767 1.712 1.801 1.1511 2.205 1.349 0.968 1.854 1.684
[3,] 1.463 0.9462 2.181 1.965 2.021 1.2960 2.802 1.567 1.116 2.301 2.113
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.225 0.9057 1.044 0.5588 0.9688 0.7907 1.103 0.9464 1.140 1.621
[2,] 1.774 1.4133 1.297 0.6553 1.3884 0.9275 1.394 1.2032 1.634 2.222
[3,] 2.228 1.8186 1.551 0.7331 1.8461 1.0290 1.642 1.3028 1.868 2.486
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6367 1.297 1.107 1.067 0.5687 1.720 1.384 1.840 2.091 1.944 1.625
[2,] 0.8249 1.867 1.347 1.807 0.7127 2.098 2.014 2.170 2.934 2.569 2.658
[3,] 0.9303 2.213 1.509 2.397 0.8277 2.387 2.420 2.519 3.406 3.059 3.167
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.352 0.2834 1.192 0.8109 1.273 0.6668 0.9088 0.3912 1.033 0.8244
[2,] 2.268 0.3372 1.973 0.9666 1.854 0.8687 1.1200 0.4951 1.555 1.0267
[3,] 2.850 0.3906 2.710 1.1066 2.631 1.0420 1.2616 0.5683 1.823 1.1783
     [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]  [,95] [,96]
[1,] 2.659 2.101 0.6414 0.5845 0.5754 0.5063 0.9984 0.5375 0.5049 11.22
[2,] 3.372 2.697 0.8843 0.9024 0.8624 0.7703 1.2744 0.6692 0.5917 13.31
[3,] 3.797 3.121 1.0883 1.1246 1.0922 1.0451 1.4721 0.7794 0.6754 15.19
     [,97] [,98]
[1,] 3.813 2.231
[2,] 5.552 3.147
[3,] 6.843 3.719
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   1.958   1.089    71.2    2.282    2.281   0.403   1.092    2.933
[2,] 886.804 333.082 18733.9 1230.205 1224.720 157.299 397.156 1283.772
[3,] 753.046 331.483 12007.3 1226.156 1181.646 189.381 489.191 1196.615
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    2.952    2.443   1.402    2.099   1.385    2.629    2.164   1.844
[2,] 1364.762 1546.683 645.993 1175.474 591.281 1188.962 1115.941 555.717
[3,] 1200.727 1433.752 568.269 1062.902 537.605 1043.837 1037.787 634.950
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.411    1.859    3.419    2.399    4.883   1.953    5.944
[2,] 1384.190 1378.042 1607.301 1001.689 1981.542 653.285 3905.591
[3,] 1285.361 1331.751 1682.639 1264.800 1958.096 608.512 2868.679
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    2.691   0.6928    2.328    2.453   1.929    2.428   0.7679
[2,] 1625.015 249.3728 1631.298 1615.952 692.056 1280.873 270.3844
[3,] 1365.035 212.5533 1705.671 1825.189 694.573 1438.981 280.2027
        [,31]   [,32]   [,33]   [,34]    [,35]    [,36]   [,37]   [,38]
[1,]    2.474   2.205   1.238    2.58    2.306    2.338   1.903   1.479
[2,] 1163.076 879.714 480.956 1274.96 1133.866 1186.771 789.197 800.876
[3,] 1506.083 753.118 523.611 1479.14 1116.223 1412.041 823.499 862.866
       [,39]    [,40]   [,41]    [,42]   [,43]   [,44] [,45]    [,46]
[1,]   1.403   0.3904   1.017   0.4728   1.725   1.666   1.3   0.8064
[2,] 516.475 171.4699 450.732 234.6121 757.584 880.228 485.9 363.7607
[3,] 435.731 164.3138 494.215 204.5605 850.371 842.452 528.6 316.4851
       [,47]   [,48]   [,49]   [,50]    [,51]  [,52]   [,53]   [,54]
[1,]   1.716   1.797   1.938   1.187    1.867   1.42   1.015   1.648
[2,] 782.314 662.694 657.066 461.706 1129.323 518.47 375.573 910.452
[3,] 879.086 662.047 630.516 409.318 1188.424 548.14 381.635 936.132
       [,55]   [,56]  [,57]   [,58]    [,59]  [,60]   [,61]   [,62]
[1,]   1.563   1.555   1.15   1.326   0.7096   1.23   1.004   1.401
[2,] 789.851 882.101 745.82 529.139 235.3221 683.57 333.267 585.101
[3,] 876.849 926.923 786.75 583.966 225.9537 836.38 306.341 596.899
       [,63]   [,64]    [,65]    [,66]   [,67]   [,68]    [,69]    [,70]
[1,]   1.202   1.448    2.058   0.8085   1.648   1.406    1.356   0.7222
[2,] 510.669 804.809 1045.079 360.5585 923.091 526.948 1001.800 295.2935
[3,] 343.462 622.004  765.857 295.6543 816.752 467.789 1083.355 289.2315
       [,71]    [,72]   [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
[1,]   2.184    1.758   2.337    2.655    2.469    2.064    1.717   0.3599
[2,] 826.182 1005.907 790.484 1414.730 1154.714 1445.932 1252.236 125.5917
[3,] 781.775  921.507 879.222 1189.682 1141.673 1182.839 1186.254 135.5202
        [,79]  [,80]    [,81]    [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    1.514   1.03    1.616   0.8467   1.154   0.4967   1.312   1.047
[2,] 1080.950 361.68  926.403 382.6979 449.978 208.6020 798.871 420.594
[3,] 1276.331 370.29 1283.618 395.5575 399.214 191.7932 654.212 397.489
        [,87]    [,88]    [,89]    [,90]    [,91]    [,92]   [,93]
[1,]    3.376    2.667   0.8145   0.7422   0.7307   0.6429   1.268
[2,] 1425.502 1163.256 418.4845 472.5614 441.5753 399.1228 544.496
[3,] 1200.276 1078.691 436.0310 461.3460 460.6310 485.4407 506.473
        [,94]    [,95]   [,96]    [,97]    [,98]
[1,]   0.6825   0.6412   14.24    4.842    2.833
[2,] 274.0002 212.1289 4932.78 2773.928 1526.080
[3,] 274.7544 223.7679 5032.37 2750.554 1362.353
[1] "--- VAR model 2017-10-04 00:01:00  completed"
[1] "Completed training sample:  2017-10-04 00:01:00 - 2017-10-04 08:00:00"
[1] "SpVAR;   training sample:  2017-10-04 00:31:00 - 2017-10-04 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.05284           8.832         -327.2          7.179
       -11.54172           8.721         -330.6        -14.811
        10.21858          -2.791         -200.8         10.247
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -27.257          4.140            4.868        -14.54873
          8.647         -1.562           -4.936          0.05346
        -37.450          4.348            6.885         31.81039
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -33.3953           -9.351            1.468           -52.36
           0.2341           -1.494           -2.386           -13.11
          23.2091           -1.748           -7.275           -22.81
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -14.5655          -1.9562           -4.844          6.96308
           0.3531         -17.1566          -20.336         -0.07636
          -2.0946           0.2163           14.602        -13.53935
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -15.000            -1.98            5.156             29.6
           -6.286            14.87           26.474             14.8
           -6.826           -14.40          -14.813             12.5
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -39.127           0.7121            88.82           -27.99
            6.707          -6.5393          -108.44           -27.51
          -30.946          -0.5379            31.24           -26.34
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            6.566           -77.46           -20.49          -12.532
            4.200            32.80            34.26            9.869
            2.023           -52.45           -30.21           -8.184
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            22.67           0.7630           10.849            5.593
           -30.01          -7.6857           -2.717           -1.256
            21.08          -0.8827          -13.423           11.842
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.360          -26.060           -1.117           -4.447
           -3.271          -15.251            7.494           -1.911
           -7.709           -2.702          -25.145          -14.068
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           21.957          10.2019           9.4779           4.1688
            5.895          12.8244          -0.8351           6.8789
           -7.389          -0.6896           1.1262          -0.1136
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.248           3.1092         -13.7047          -12.685
            1.368           4.2753          -0.6065          -15.090
           -3.284          -0.1592          10.7921           -6.964
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.115            2.110            3.539           18.774
           -4.796           -6.739            5.094           -8.559
            9.858           -2.681           -9.402           13.631
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -11.562           -4.217            8.512          19.4408
            5.836            1.881           17.381           2.2427
           -3.957            2.685            3.601           0.9798
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.589           11.146           19.294            32.09
            6.256           12.916           -2.809           -14.16
            1.914            3.955           15.820            24.23
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.3934            6.115          2.17505            7.264
          -1.7672          -13.152          0.03881           -1.410
          16.7792            3.715          1.33179            7.620
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.298           -3.292          -3.5929           -5.094
            2.003           -9.544           0.3045           13.368
           -6.329            9.966           5.9982          -19.266
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.404            8.728          -14.344            3.458
           10.691           -8.242            8.866          -16.218
           -7.479            6.339            5.031           -1.694
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -16.551            2.029          0.04206            8.783
            6.164            1.839         13.93988           -9.629
            4.988            1.003         13.63382            8.226
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.614          -11.021          -18.325          -19.564
          -19.729           -8.181          -34.873            9.967
           10.506           -1.362           -8.425          -16.347
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -10.478           0.4798            3.316            4.428
          -14.064          -2.8415           -9.231            8.460
            2.501           1.4264           -0.257          -13.447
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -5.9806          -1.3302           -3.417           -3.193
          -0.3209           0.5567            5.896            7.880
          20.5002           5.9236            1.154            4.158
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.604            9.856          24.5356           -17.21
           13.979            8.107          15.5381           -12.54
           -5.175            6.826           0.9723           -10.79
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            8.616           3.0561            9.360           13.582
            2.044          15.7139            4.077            1.553
            3.623           0.9017            9.547            7.166
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           18.193            4.377           -9.206            12.31
           -8.802           -7.825           -9.207            26.85
           15.002            7.601          -10.409            34.80
 rnd_95776.volume rnd_95787.volume
            7.402           -28.60
           56.886           -32.45
           -3.577           -38.70
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.712 0.9059 58.25 1.925 1.859 0.3523 0.926 2.512 2.463 2.253 1.144
[2,] 2.147 1.0894 62.92 2.826 2.695 0.4500 1.074 3.341 3.396 3.262 1.576
[3,] 2.411 1.2591 65.26 3.453 3.372 0.5249 1.297 3.767 3.835 3.881 1.806
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.843 1.129 2.205 1.874 1.422 2.066 1.556 2.821 1.993 4.121 1.571
[2,] 2.515 1.468 2.873 2.615 1.717 2.883 2.507 3.811 2.494 5.080 1.882
[3,] 3.040 1.683 3.271 3.050 1.940 3.569 3.283 4.803 3.113 6.151 2.121
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.018 2.583 0.5790 2.394 2.129 1.695 2.114 0.6216 2.075 1.873 0.9894
[2,] 8.045 3.483 0.6971 3.443 3.231 2.012 3.015 0.7536 2.784 2.259 1.2373
[3,] 9.141 4.204 0.7811 4.462 4.091 2.328 3.670 0.8882 3.633 2.568 1.4386
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 2.018 1.866 1.947 1.595 1.249 1.090 0.3608 0.9836 0.4434 1.504 1.396
[2,] 2.896 2.666 2.614 2.058 1.808 1.343 0.4494 1.1853 0.5716 1.889 1.932
[3,] 3.774 3.156 3.421 2.408 2.142 1.529 0.5331 1.3849 0.6692 2.327 2.296
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.067 0.6770 1.383 1.468 1.539 0.946 1.522 1.208 0.8085 1.347 1.301
[2,] 1.262 0.8894 1.801 1.811 1.859 1.158 2.244 1.483 0.9986 2.020 1.882
[3,] 1.507 1.0118 2.126 2.083 2.078 1.334 2.898 1.688 1.2049 2.527 2.353
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.334 0.9644 1.152 0.5900 0.9797 0.7966 1.089 1.039 1.202 1.737
[2,] 1.880 1.4937 1.426 0.7074 1.4770 0.9387 1.418 1.224 1.656 2.449
[3,] 2.476 1.9889 1.750 0.7859 1.9598 1.0526 1.667 1.371 1.919 2.869
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6476 1.478 1.147 1.162 0.5592 2.036 1.523 1.825 2.279 2.125 1.924
[2,] 0.8669 2.057 1.376 2.048 0.7126 2.423 2.238 2.263 3.132 2.796 2.851
[3,] 0.9846 2.476 1.557 2.683 0.8163 2.729 2.637 2.758 3.599 3.355 3.490
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.528 0.2853 1.450 0.9812 1.491 0.7228 0.8947 0.4217 1.025 0.8669
[2,] 2.477 0.3454 2.134 1.3402 2.066 0.9326 1.1414 0.5362 1.581 1.1058
[3,] 3.103 0.4144 2.915 1.6969 2.840 1.1094 1.2999 0.6278 1.890 1.2795
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.767 2.231 0.8189 0.7459 0.7158 0.6406 1.055 0.5624 0.3639 11.23
[2,] 3.524 2.803 1.1352 1.1629 1.1434 1.1205 1.441 0.7097 0.4264 13.16
[3,] 3.953 3.370 1.3547 1.5107 1.4181 1.4152 1.695 0.8159 0.4901 15.10
     [,97] [,98]
[1,] 4.022 2.624
[2,] 6.070 3.444
[3,] 7.237 4.136
Root mean square errors of predictions:  
        [,1]   [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.173   1.15    73.97    2.445    2.361   0.4473   1.176    3.19
[2,] 918.009 428.40 16835.60 1464.763 1381.578 198.2355 385.727 1559.27
[3,] 777.102 447.00 12259.62 1404.880 1434.702 191.2944 514.935 1233.29
         [,9]    [,10]   [,11]   [,12]   [,13]  [,14]    [,15]   [,16]
[1,]    3.127    2.861   1.453    2.34   1.433    2.8    2.379   1.805
[2,] 1655.384 1670.595 767.626 1211.96 664.611 1304.3 1291.210 681.656
[3,] 1262.070 1488.820 624.328 1208.73 582.639 1106.5 1112.613 639.525
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.623    1.976    3.582    2.531    5.233   1.995    6.372
[2,] 1423.632 1392.185 1814.869 1061.450 2102.691 733.919 4452.809
[3,] 1489.953 1501.028 2069.991 1318.691 2456.569 691.664 3072.153
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    3.281   0.7352    3.041    2.703   2.153    2.685   0.7893
[2,] 1653.794 274.8303 1751.526 1720.612 767.489 1522.122 301.7373
[3,] 1666.921 249.5101 2010.227 1777.280 828.448 1481.622 332.7568
        [,31]   [,32]   [,33]    [,34]   [,35]    [,36]   [,37]   [,38]
[1,]    2.635   2.379   1.256    2.562    2.37    2.472   2.025   1.586
[2,] 1314.093 893.497 525.981 1470.878 1347.79 1234.531 920.708 925.822
[3,] 1652.541 864.191 519.717 1713.417 1196.58 1562.812 885.345 813.077
       [,39]    [,40]   [,41]    [,42]  [,43]   [,44]   [,45]    [,46]
[1,]   1.384   0.4581   1.249   0.5631   1.91   1.773   1.355   0.8597
[2,] 555.598 189.7422 468.216 255.4300 809.28 945.188 477.162 408.4101
[3,] 517.613 203.0952 507.141 246.3864 962.18 879.381 583.606 341.5493
       [,47]   [,48]   [,49]   [,50]    [,51]   [,52]   [,53]    [,54]
[1,]   1.756   1.865   1.954   1.201    1.933   1.534   1.027    1.711
[2,] 816.629 750.912 738.196 472.525 1167.064 608.669 415.009 1065.765
[3,] 800.335 728.957 657.710 468.763 1298.988 570.918 477.427 1075.210
        [,55]    [,56]   [,57]   [,58]    [,59]   [,60]   [,61]   [,62]
[1,]    1.652    1.693   1.225   1.462   0.7492   1.244   1.012   1.383
[2,]  962.635  937.839 807.608 594.836 276.3011 782.638 351.496 642.347
[3,]  999.975 1141.008 929.822 719.071 242.5182 912.115 337.195 620.981
       [,63]   [,64]    [,65]    [,66]    [,67]   [,68]    [,69]    [,70]
[1,]   1.319   1.526    2.205   0.8224    1.877   1.456    1.476   0.7101
[2,] 458.887 807.119 1222.648 408.0776 1012.805 538.235 1194.374 312.7308
[3,] 437.273 686.274 1057.532 330.4474  975.651 516.533 1226.719 281.9929
       [,71]    [,72]    [,73]    [,74]    [,75]    [,76]   [,77]    [,78]
[1,]   2.586    1.934    2.317    2.894    2.699    2.444    1.94   0.3623
[2,] 929.458 1160.930  947.875 1520.908 1286.652 1489.325 1380.60 137.9202
[3,] 888.711  987.471 1115.936 1255.190 1313.125 1425.832 1323.78 162.0136
        [,79]   [,80]    [,81]    [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    1.842   1.246    1.894   0.9178   1.136   0.5354   1.302   1.101
[2,] 1108.092 646.334 1012.495 417.3030 501.891 234.4943 852.127 486.058
[3,] 1406.514 736.953 1379.303 425.4563 440.434 231.3051 733.178 455.763
        [,87]    [,88]  [,89]    [,90]   [,91]    [,92]  [,93]    [,94]
[1,]    3.514    2.833   1.04   0.9472   0.909   0.8134   1.34   0.7142
[2,] 1545.204 1201.730 556.66 631.7245 631.259 650.9269 694.41 306.4158
[3,] 1267.821 1324.818 523.50 682.7307 594.031 612.0799 631.71 285.0086
        [,95]   [,96]    [,97]    [,98]
[1,]   0.4621   14.27    5.108    3.332
[2,] 157.4068 4849.51 3219.225 1579.705
[3,] 171.0559 5247.70 2789.701 1622.020
[1] "--- VAR model 2017-10-04 00:31:00  completed"
[1] "Completed training sample:  2017-10-04 00:31:00 - 2017-10-04 08:30:00"
[1] "SpVAR;   training sample:  2017-10-04 01:01:00 - 2017-10-04 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -23.3389           1.968          26.36        -27.741
         26.8324          11.062          28.70        -12.754
         -0.7833          -3.191         -28.11         -7.181
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -29.97        2.54319            9.300            22.68
         -17.79        0.06004            3.164           -12.19
         -21.05        2.56685            3.677            41.90
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            34.70            19.44           -2.791          -20.009
           -20.63           -11.02            1.044           -6.505
            34.92            32.48          -15.277           -8.134
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -11.198           16.643            13.06          -11.318
            7.593           12.162           -18.59           -4.402
          -13.579           -7.426            17.09           -1.099
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -17.146          -25.779           13.324           -1.829
           -2.945          -21.570           -6.848            2.230
           -9.935           -4.576           -9.946           -4.460
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            7.356           -2.556          -55.964           -19.25
          -25.347           17.727           -5.950           -25.68
           21.857            5.114            7.405            14.67
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6039         -10.3210           -28.04           3.1539
           3.4895          -0.7164           -15.16           9.1505
           5.4136          -3.8301           -20.53          -0.9928
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -22.146          -9.1809           -2.222            4.639
          -34.330           0.6296          -16.170          -16.724
           -8.323           1.9691           -8.787           13.109
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          11.4307            4.398           -13.59            6.490
          -5.3153          -19.509           -23.35           -7.748
           0.6401           -8.404           -19.62          -18.342
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -4.9803          -18.584           -5.420           0.7354
           1.7583            9.871           -1.325          -0.8203
           0.1201           -1.752            5.927           2.4852
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.9565          -0.9683           -5.019           -5.492
          -6.1929          -0.9318           20.990           -2.876
           5.9572          -0.9916          -13.919           19.204
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           14.011            5.193            4.116            4.977
            1.435           -3.736          -10.111            2.775
           -6.384            3.725           12.493          -10.364
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.7478          -16.512           23.578            5.453
           6.1608            9.472            4.955           10.275
          -8.1223           -4.833            4.651           -3.116
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.743            13.73           -4.415            4.555
            9.195            16.93           23.576           -3.658
            2.636            11.88           -1.370           18.098
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.411            4.499           0.1446           19.183
           -3.380           -7.724           2.1703          -10.150
           16.235            5.184          -3.4598           -6.439
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            3.160            1.096          -1.9623           6.9298
           -8.636           -9.599          -0.5418           1.7859
            4.642            9.958          12.2326          -0.9466
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.980            8.828            2.283           6.1291
           -4.628            5.303           -4.973          -2.8665
          -14.352            1.306           -9.885          -0.7495
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.629           5.1041           15.062          -22.285
            4.183           1.3584            9.144            5.356
          -15.799          -0.8338           -5.632           16.898
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.072           0.7129            2.102           12.274
            5.820          24.3068            5.280          -24.828
           16.210          20.5476           -7.705            9.049
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -17.663           1.8781         -0.09283            9.398
           -3.171           0.6451        -34.22765            4.163
            7.811          -1.4268        -15.43385           12.050
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            17.35            8.066           14.166          -3.2049
             1.97           13.072            2.632          -2.3096
           -30.94           -7.060            3.662          -0.9096
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -11.767            5.805           -4.246          -35.478
           -5.497           -3.905          -20.932           -2.639
           13.109            8.922            8.857          -22.416
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.670           0.5999            10.72            3.921
           -5.508          -5.9732           -11.35           -2.505
           -2.736           2.6285             7.03           -1.066
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            0.158         -3.63529           -3.845            16.93
          -13.887         -0.03753           -5.370           -14.59
            3.960          1.97164           -4.927            18.14
 rnd_95776.volume rnd_95787.volume
            59.22           -15.86
            44.52           -16.65
           -69.96            23.62
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.923 0.8898 59.04 2.432 2.132 0.3889 1.009 2.833 2.738 2.414 1.197
[2,] 2.351 1.1000 63.39 3.270 3.006 0.4931 1.178 3.640 3.705 3.717 1.694
[3,] 2.673 1.3455 65.46 3.916 3.569 0.5898 1.411 4.255 4.268 4.364 2.002
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.988 1.401 2.179 2.013 1.555 2.204 1.664 2.957 2.138 4.503 1.764
[2,] 2.629 1.734 2.992 2.799 1.861 3.111 2.702 4.003 2.742 5.541 2.113
[3,] 3.148 2.023 3.451 3.182 2.143 3.925 3.399 5.025 3.320 6.686 2.399
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 5.532 2.844 0.6070 2.493 2.471 1.724 2.417 0.6379 2.407 1.979 0.9641
[2,] 8.584 3.748 0.7691 3.593 3.432 2.094 3.209 0.7880 3.259 2.394 1.2590
[3,] 9.694 4.595 0.9013 4.538 4.367 2.446 3.949 0.9393 4.049 2.667 1.4781
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.474 2.231 2.105 1.999 1.423 1.166 0.3677 1.028 0.5183 1.646 1.511
[2,] 3.260 3.166 2.824 2.467 1.951 1.447 0.4871 1.352 0.6892 2.099 2.141
[3,] 3.986 3.609 3.562 2.840 2.426 1.709 0.5854 1.610 0.7958 2.452 2.522
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.151 0.800 1.503 1.561 1.646 1.002 1.593 1.234 0.8796 1.467 1.323
[2,] 1.348 1.073 1.968 1.941 1.971 1.276 2.578 1.590 1.0914 2.200 1.930
[3,] 1.556 1.198 2.328 2.279 2.241 1.509 3.392 1.877 1.3282 2.721 2.507
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.602 0.9592 1.250 0.6706 1.103 0.8943 1.163 1.065 1.280 1.689 0.7782
[2,] 2.164 1.5013 1.584 0.7874 1.670 1.0209 1.508 1.249 1.828 2.561 0.9869
[3,] 2.699 2.0234 1.867 0.8723 2.194 1.1615 1.815 1.425 2.141 3.063 1.1458
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.409 1.141 1.336 0.6427 2.131 1.722 1.931 2.315 2.245 2.106 1.749
[2,] 1.958 1.410 2.171 0.7978 2.621 2.310 2.465 3.211 2.936 3.211 2.781
[3,] 2.419 1.625 2.774 0.8996 3.016 2.788 2.965 3.869 3.444 3.857 3.439
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.2664 1.560 1.052 1.641 0.8616 0.9453 0.4567 1.166 0.8861 2.917
[2,] 0.3689 2.346 1.558 2.309 1.1579 1.2082 0.5964 1.711 1.1373 3.618
[3,] 0.4376 3.138 2.055 3.217 1.3847 1.4130 0.6876 2.059 1.3767 4.113
     [,88]  [,89]  [,90]  [,91] [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.400 0.9335 0.8843 0.7849 0.738 1.241 0.6029 0.3066 11.17 3.995
[2,] 3.014 1.2302 1.3012 1.3086 1.282 1.679 0.7793 0.3664 13.17 6.130
[3,] 3.576 1.4553 1.7288 1.5863 1.603 1.994 0.9247 0.4288 15.17 7.577
     [,98]
[1,] 2.801
[2,] 3.624
[3,] 4.535
Root mean square errors of predictions:  
        [,1]   [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   2.442   1.13    74.97    3.088    2.707   0.4939   1.281    3.597
[2,] 877.114 419.69 14978.70 1418.218 1374.957 196.6927 394.883 1483.338
[3,] 826.200 502.82 10590.84 1398.497 1248.705 209.9436 504.379 1429.771
         [,9]    [,10]  [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.477    3.066   1.52    2.524   1.779    2.767    2.556   1.974
[2,] 1619.143 1833.722 777.70 1116.429 663.256 1330.603 1262.397 664.217
[3,] 1374.802 1483.731 691.98 1123.964 675.645 1115.857  982.414 689.339
        [,17]    [,18]    [,19]    [,20]    [,21]  [,22]    [,23]    [,24]
[1,]    2.798    2.113    3.755    2.715    5.718   2.24    7.025    3.611
[2,] 1424.900 1381.335 1750.637 1114.391 2095.217 755.48 4258.793 1583.863
[3,] 1552.617 1338.526 1971.013 1213.933 2427.993 737.22 2923.209 1724.688
        [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   0.7708    3.166    3.138   2.189    3.069   0.81    3.056   2.513
[2,] 306.4381 1678.355 1545.533 770.816 1370.255 300.21 1426.104 874.832
[3,] 304.9301 1798.831 1752.283 820.144 1492.642 331.69 1559.162 762.768
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]  [,39]   [,40]
[1,]   1.224    3.142    2.832    2.673   2.539   1.807   1.48   0.467
[2,] 525.324 1377.628 1457.672 1221.274 937.903 866.344 556.40 207.280
[3,] 502.564 1487.691 1124.611 1408.600 912.504 935.197 589.27 210.667
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.306   0.6582   2.091   1.919   1.462   1.016   1.908   1.983
[2,] 569.248 294.7573 845.198 984.378 454.949 463.667 824.625 748.192
[3,] 567.696 258.1210 822.475 865.037 504.804 345.703 806.348 774.497
      [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]    [,56]
[1,]   2.09   1.273    2.023   1.567   1.117    1.863    1.68    2.034
[2,] 704.18 512.210 1315.155 650.734 419.217 1063.189  912.16  943.941
[3,] 692.00 522.550 1430.837 646.517 491.133 1039.750 1038.59 1046.702
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.218   1.588   0.8516   1.401   1.136   1.477   1.352   1.625
[2,] 749.437 631.219 267.7031 813.335 319.508 623.288 423.903 847.295
[3,] 880.178 641.291 243.6308 922.950 359.489 654.605 445.168 723.103
        [,65]    [,66]   [,67]   [,68]    [,69]    [,70]   [,71]    [,72]
[1,]    2.145   0.9882   1.789   1.449    1.697   0.8162   2.706    2.186
[2,] 1249.304 393.8797 881.888 537.162 1109.959 306.7136 990.628  999.338
[3,] 1089.826 377.6515 922.144 524.270 1120.311 269.6166 967.425 1012.623
        [,73]   [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]    2.452    2.94    2.85    2.675    2.221   0.3383    1.981   1.336
[2,]  994.359 1443.99 1227.54 1572.460 1403.086 165.5189 1136.524 745.590
[3,] 1069.031 1400.62 1168.26 1387.119 1312.882 152.8322 1352.967 869.776
        [,81]   [,82] [,83]  [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    2.083   1.094   1.2   0.58   1.481   1.125    3.704    3.047
[2,] 1054.123 501.971 488.3 248.88 812.674 462.562 1388.838 1183.690
[3,] 1453.706 492.763 475.4 222.03 742.702 503.435 1269.013 1247.988
       [,89]   [,90]    [,91]    [,92]   [,93]    [,94]    [,95]   [,96]
[1,]   1.185   1.123   0.9966   0.9371   1.576   0.7656   0.3893   14.18
[2,] 519.918 619.357 679.4466 680.0781 733.910 320.4183 130.2205 4527.80
[3,] 504.490 738.601 581.7951 624.1862 697.332 323.0202 144.4944 4891.88
        [,97]    [,98]
[1,]    5.073    3.557
[2,] 3016.595 1491.994
[3,] 2889.788 1768.860
[1] "--- VAR model 2017-10-04 01:01:00  completed"
[1] "Completed training sample:  2017-10-04 01:01:00 - 2017-10-04 09:00:00"
[1] "SpVAR;   training sample:  2017-10-04 01:31:00 - 2017-10-04 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.889          7.3439         159.25         -3.778
          16.914         -0.6878          64.23         -4.321
           6.035          7.4673         -72.20         10.290
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.057         3.2347            4.448            9.609
        -37.138        -0.1188            9.974           18.312
          9.718         1.2374            9.810           -1.210
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.265           24.605           16.083           -20.94
           -5.035            6.762            1.443           -16.34
           34.665           49.364           11.584           -22.35
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.668           26.452           13.203          -0.8382
            2.484           -7.437            2.334          -5.9038
            0.798          -24.817           -4.765          -3.1922
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.63            7.771            18.33           24.865
            28.89           12.403           -16.75           21.237
           -14.83           11.588            45.25            5.726
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.268           -5.299            69.55           18.981
           -2.612            1.490           -33.15          -10.148
          -10.593            1.097            37.49           -6.378
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8814           12.661          -24.803           -18.51
           0.1472            1.273           15.234           -11.50
           2.5605           -9.193            4.059           -14.27
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -17.602           -7.053          -26.291            11.18
           -4.818           -1.240            6.789             7.47
           13.615            1.199           -3.150           -21.65
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5937          -30.147            10.53            19.48
         -14.0768          -14.113           -25.77            -8.97
          -2.1162            3.983            14.22           -14.17
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -19.9894           -2.293           -4.897           8.6800
          11.0852           10.548          -11.363          -4.9143
          -0.7995           -7.218            1.306           0.5958
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.707          -4.2832            2.169          -10.916
            0.056           1.6724            5.280            2.331
           -1.143           0.3456          -15.103          -15.876
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.414            9.207           -17.09          -16.928
            6.727           -9.284           -10.66            2.676
            5.273            8.410            10.11           -9.441
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.899           1.3495          -10.416           -4.501
           22.880           1.9800           -6.173           -4.824
            1.128          -0.7832          -11.770           -4.115
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.627          -10.471           -5.957          -16.465
           -3.629          -10.800          -14.410           -8.331
           -7.630           -7.648           10.924           -3.893
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.118           -3.096          -5.8732            1.906
           -6.175           10.885           1.0717           -8.520
           -5.081           -7.691           0.6355           -9.561
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4989          -27.452           -3.240           -2.164
          -6.1730           -1.720            1.996          -11.956
           0.7788           -7.669            6.589           -1.642
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -17.274           -2.675           0.9235            7.256
           -2.958           -4.758          -5.4238           -8.994
           -2.154          -10.903           2.3588            3.330
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
       -0.0005341          -0.7519            12.88            3.783
       -0.4639189           0.3194            23.48           20.586
       -6.1414820           2.7451            14.20           17.783
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -10.371         -20.5012            9.850         -0.05045
            5.987          -0.7701            6.602         -9.78732
            9.683          25.4810          -10.947          0.03758
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -14.796         -0.03571            9.130           1.8371
           -8.664         -0.75846           -7.667           0.8397
           11.832         -1.67856            5.484          -4.7170
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.694          -14.347         -0.29900          -0.2793
           -3.908            1.055          0.05627           1.6636
            3.625            2.318         -8.43597          -1.4431
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.574           -0.808           -8.442           -9.953
           -4.944           -4.911            2.983          -15.357
           14.495            7.920            7.485          -19.071
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.073          -11.676            1.140            7.823
           10.494           17.028           -1.867           -5.037
           -4.899            4.104           18.658           17.314
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           18.808          -3.4449           -3.321           -59.05
           -3.631           3.4578           -6.851            25.87
           -2.390          -0.1521           -2.971            31.43
 rnd_95776.volume rnd_95787.volume
          -32.672           14.444
          -23.128          -24.400
            2.504           -8.622
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.129 0.9953 60.16 2.707 2.367 0.4241 1.150 3.144 3.093 2.526 1.438
[2,] 2.650 1.2551 64.50 3.576 3.387 0.5281 1.362 3.979 3.963 3.994 2.024
[3,] 2.985 1.5053 66.14 4.206 4.090 0.6283 1.630 4.663 4.575 4.707 2.390
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.246 1.515 2.428 2.264 1.712 2.476 1.972 3.231 2.191 4.778 1.902
[2,] 2.858 1.930 3.134 3.147 1.996 3.385 3.104 4.475 3.177 5.841 2.195
[3,] 3.415 2.218 3.687 3.609 2.240 4.147 3.951 5.615 3.820 7.241 2.516
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.957 3.184 0.6376 2.851 2.746 1.761 2.577 0.6957 2.679 2.152 1.121
[2,]  8.978 4.143 0.8479 3.953 3.797 2.164 3.430 0.8427 3.530 2.651 1.410
[3,] 10.363 5.065 0.9978 4.907 4.741 2.592 4.254 0.9905 4.360 2.957 1.658
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.042 2.451 2.413 2.169 1.573 1.295 0.4233 1.086 0.5910 1.828 1.680
[2,] 3.948 3.527 3.228 2.706 2.233 1.588 0.5470 1.485 0.7804 2.311 2.382
[3,] 4.591 4.195 3.978 3.166 2.733 1.837 0.6617 1.754 0.9008 2.659 2.730
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.364 0.9003 1.576 1.796 1.818 1.175 1.729 1.393 1.037 1.684 1.430
[2,] 1.584 1.2111 2.175 2.340 2.294 1.464 2.827 1.758 1.261 2.416 2.099
[3,] 1.814 1.3841 2.583 2.673 2.591 1.689 3.823 2.074 1.512 3.078 2.730
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.694 1.162 1.353 0.7141 1.225 0.917 1.263 1.141 1.330 1.766 0.8963
[2,] 2.437 1.777 1.780 0.8420 1.801 1.050 1.636 1.421 1.991 2.756 1.1512
[3,] 2.933 2.309 2.116 0.9424 2.422 1.186 1.969 1.595 2.319 3.292 1.3309
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.507 1.230 1.372 0.6384 2.398 2.011 2.098 2.642 2.536 2.210 1.788
[2,] 2.262 1.474 2.237 0.8205 2.959 2.616 2.813 3.611 3.245 3.339 3.004
[3,] 2.756 1.676 2.931 0.9526 3.423 3.037 3.381 4.079 3.791 3.998 3.609
      [,78] [,79] [,80] [,81]  [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.2904 1.804 1.293 1.956 0.9981 1.035 0.4934 1.266 1.025 3.200 2.600
[2,] 0.4362 2.633 1.836 2.598 1.3502 1.312 0.6720 1.882 1.303 3.963 3.428
[3,] 0.5303 3.384 2.380 3.392 1.6179 1.550 0.7944 2.256 1.593 4.462 4.222
     [,89] [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97] [,98]
[1,] 1.009 1.039 0.8213 0.7917 1.370 0.7147 0.3387 11.45 4.037 3.008
[2,] 1.441 1.534 1.4227 1.4484 1.844 0.9328 0.4050 13.45 6.719 3.943
[3,] 1.661 1.904 1.7746 1.8319 2.210 1.1085 0.4638 15.67 8.734 4.984
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]     [,6]   [,7]     [,8]
[1,]   2.703   1.264    76.4    3.438    3.006   0.5385   1.46    3.993
[2,] 931.843 451.449 13728.8 1379.438 1430.656 185.7838 431.58 1439.699
[3,] 810.617 490.614  8644.1 1307.498 1353.346 200.9990 528.32 1435.752
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.928    3.208   1.826    2.852   1.924    3.083    2.875   2.174
[2,] 1462.451 1826.731 840.506 1042.949 706.408 1170.528 1290.599 606.522
[3,] 1349.557 1469.876 750.865 1103.839 645.160 1146.386 1042.653 599.218
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    3.144    2.505    4.103    2.783    6.067   2.415    7.565
[2,] 1362.827 1415.422 1827.843 1358.472 1983.573 646.555 3966.012
[3,] 1414.693 1443.208 2002.339 1252.052 2527.184 726.775 3054.799
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    4.043   0.8096    3.621    3.487   2.236    3.272   0.8835
[2,] 1565.349 330.0061 1616.665 1548.209 742.672 1336.951 280.7217
[3,] 1720.063 310.6120 1716.377 1676.472 842.044 1485.714 307.2982
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]   [,37]   [,38]
[1,]    3.402   2.733   1.423    3.863    3.113    3.064   2.754   1.997
[2,] 1356.767 913.519 505.386 1485.936 1496.929 1266.142 955.683 935.496
[3,] 1511.334 774.182 514.858 1383.044 1341.132 1372.187 969.993 931.130
       [,39]    [,40]   [,41]    [,42]   [,43]   [,44]   [,45]   [,46]
[1,]   1.644   0.5376   1.379   0.7505   2.321   2.133   1.732   1.143
[2,] 542.651 204.5605 598.607 300.8567 834.643 997.116 476.467 478.323
[3,] 545.544 219.8066 551.067 265.6069 777.458 787.774 521.771 395.512
       [,47]  [,48]   [,49]   [,50]    [,51]   [,52]   [,53]    [,54]
[1,]   2.002   2.28   2.309   1.493    2.195   1.768   1.316    2.138
[2,] 885.009 886.36 825.508 515.447 1320.426 633.902 423.486 1022.511
[3,] 822.740 762.73 712.133 496.786 1519.668 648.758 492.728 1126.675
        [,55]    [,56]   [,57]   [,58]    [,59]   [,60]   [,61]   [,62]
[1,]    1.815    2.152   1.475   1.718   0.9068   1.556   1.164   1.603
[2,]  907.727 1034.157 793.597 682.850 263.4154 779.470 301.943 614.219
[3,] 1030.105  963.761 870.773 675.921 249.9427 956.233 325.015 646.786
       [,63]   [,64]    [,65]   [,66]   [,67]   [,68]    [,69]    [,70]
[1,]   1.448   1.689    2.242   1.138   1.913   1.563    1.742   0.8107
[2,] 499.881 874.741 1249.749 426.552 996.418 479.139 1043.607 304.2881
[3,] 427.864 701.755 1062.341 394.291 929.774 470.650 1117.507 285.7927
        [,71]   [,72]    [,73]    [,74]   [,75]    [,76]    [,77]    [,78]
[1,]    3.045   2.554    2.664    3.355    3.22    2.807    2.271   0.3687
[2,] 1023.762 987.854 1106.955 1452.734 1195.60 1477.895 1425.135 192.1697
[3,] 1015.696 910.849 1107.100 1120.967 1156.82 1298.255 1180.848 178.0775
        [,79]   [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    2.291   1.642    2.484   1.267   1.314   0.6265   1.608   1.302
[2,] 1132.111 769.563 1009.466 536.853 476.060 269.4003 822.133 474.995
[3,] 1255.222 894.158 1287.831 526.261 486.821 250.0969 734.402 540.389
        [,87]    [,88]   [,89]   [,90]   [,91]   [,92]  [,93]    [,94]
[1,]    4.063    3.301   1.281   1.319   1.043   1.005   1.74   0.9076
[2,] 1380.493 1319.543 607.107 666.447 685.905 716.140 728.29 353.9596
[3,] 1210.501 1455.476 488.604 666.223 626.227 662.222 719.56 353.5610
        [,95]   [,96]    [,97]   [,98]
[1,]   0.4301   14.54    5.126    3.82
[2,] 131.0812 4159.27 3170.820 1505.55
[3,] 133.5001 4754.76 3295.267 1799.43
[1] "--- VAR model 2017-10-04 01:31:00  completed"
[1] "Completed training sample:  2017-10-04 01:31:00 - 2017-10-04 09:30:00"
[1] "SpVAR;   training sample:  2017-10-04 02:01:00 - 2017-10-04 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -12.81          -2.461         113.77         17.653
          -11.36           1.681         -13.64        -12.134
           21.51           6.082          94.39         -8.181
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         33.945         3.5818           -1.032           46.074
          4.317         2.7088           -7.217           -9.912
          5.534        -0.4996            4.525           13.162
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            16.18            6.634           -2.188           -35.24
            16.34           35.599           17.511           -16.27
           -13.00            1.100           -5.513           -19.82
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -20.385           22.613           -16.01           -5.364
          -16.177          -13.247            18.25            2.843
           -8.165           -3.412           -26.75           -5.271
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          10.2182            42.17            8.948           -3.658
           0.9031           -23.74           21.280           33.336
          11.7664            15.68           12.289           11.241
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            2.027           -1.087           -5.567           30.866
           -9.349           -5.235          -47.328          -11.431
            3.955           -0.530          -22.163           -3.101
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           8.2534           -7.514            6.378            2.755
           0.3988          -10.926          -20.517           13.641
           3.7400          -32.817           -7.493           13.195
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            17.40            5.092         -11.1402            3.200
           -18.63           -1.714          10.3928           -5.179
            -7.36            9.142          -0.6595            1.152
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.394            14.32           35.076            3.421
            1.213            35.84            2.948            3.925
           12.270           -17.82            9.701           15.367
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           22.624            17.59            6.720           -1.644
           16.529           -11.08           10.075            3.773
            7.774            19.66            5.863           -5.716
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.652           0.1691           -9.515          -15.160
           -9.457           2.4319           18.419           -3.339
            0.329          -8.5260           -1.182            4.546
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.777          -13.135           -4.766           2.1627
            8.155           12.550          -11.357          -0.2042
            7.495           -7.241           -1.138          10.2128
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.697            7.422            8.852            1.546
            5.568            4.164            4.588            3.728
           -4.751            6.159           -3.254            5.121
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           10.828           -35.35           -8.568            2.794
           10.657            26.49            2.617            1.251
           -4.102           -25.46          -17.036           -5.315
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            6.342           0.9824           0.8265           -8.932
            5.508           3.1786           1.0076           16.244
           -6.130           2.5396           1.1888          -13.021
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.7647            2.035          -5.9651           8.7662
          -0.9364            6.135           1.7937           0.3039
          -6.0323            8.166           0.7879          12.5985
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.301           -0.760            1.491            3.449
            8.201           -1.502           10.347           -7.360
           -2.033            1.191            8.329           19.585
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.648           -2.263           9.4173           -2.852
            2.474            2.530          -0.5483          -11.391
            9.001            7.183          34.4324           22.480
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.710            6.243          -10.044           28.432
          -16.069          -30.562           -7.001          -20.034
            4.593           13.278            7.998           -9.731
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            11.48           -0.387           10.845          -5.2517
             4.47            3.222           24.974          -0.7365
           -11.07           -2.602            3.401           6.5171
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.772            1.032           -3.802            6.581
           21.229           -1.095            3.182           -1.577
           26.786            6.065           -3.008           -2.365
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.5943           -1.206          -20.222            12.98
          -0.7534           -1.464            3.663            41.98
           4.3723           14.912           11.327            30.27
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.316          -0.8561           -4.828           -5.783
           13.021           3.9886           -5.633           -1.661
            3.609          12.8129            2.925            1.389
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -11.532           0.2368           -5.115          -46.149
           14.026           1.0830           -6.166           -4.704
           -4.242           2.1570           -4.751          -29.415
 rnd_95776.volume rnd_95787.volume
          52.2371           -5.848
          -7.7691           -8.271
           0.1671           -8.130
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.224 1.076 60.70 2.890 2.722 0.4933 1.161 3.397 3.403 2.912 1.905
[2,] 2.883 1.424 64.92 3.966 3.777 0.6360 1.485 4.320 4.477 4.233 2.519
[3,] 3.226 1.668 66.60 4.648 4.521 0.7343 1.775 5.058 5.153 5.026 2.954
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.459 1.579 2.876 2.989 1.866 2.972 2.263 3.516 2.342 5.027 2.010
[2,] 3.250 2.058 3.547 3.948 2.213 3.880 3.487 4.903 3.430 6.527 2.437
[3,] 4.000 2.335 4.216 4.679 2.477 4.656 4.314 6.109 4.006 8.233 2.754
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.634 4.117 0.6666 3.288 2.915 1.919 2.930 0.7122 3.002 2.226 1.251
[2,]  9.629 5.726 0.9333 4.396 3.939 2.392 4.009 0.8816 4.033 2.873 1.554
[3,] 11.389 6.670 1.0907 5.433 5.064 2.794 4.803 1.0316 4.806 3.247 1.846
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.371 2.827 3.004 2.353 1.684 1.509 0.5433 1.337 0.7065 2.016 1.765
[2,] 4.294 3.946 3.730 3.041 2.477 1.842 0.6889 1.727 0.8742 2.520 2.576
[3,] 4.994 4.674 4.549 3.558 2.943 2.169 0.8182 1.996 1.0246 2.908 3.004
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.448 1.019 1.863 2.035 1.928 1.262 1.844 1.538 1.178 1.901 1.677
[2,] 1.799 1.314 2.407 2.553 2.462 1.584 3.095 1.992 1.443 2.835 2.376
[3,] 2.016 1.517 2.862 2.933 2.815 1.827 4.122 2.277 1.720 3.448 2.964
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.847 1.203 1.617 0.7668 1.394 0.9455 1.444 1.252 1.417 2.027 1.035
[2,] 2.666 1.932 2.152 0.9178 2.014 1.1172 1.807 1.554 2.086 3.063 1.261
[3,] 3.155 2.488 2.489 1.0075 2.702 1.2374 2.103 1.748 2.487 3.623 1.468
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.709 1.347 1.598 0.7052 2.593 2.183 2.403 2.842 2.743 2.563 1.971
[2,] 2.544 1.605 2.404 0.9142 3.247 2.881 3.123 3.806 3.546 3.548 3.141
[3,] 2.972 1.821 3.071 1.0852 3.663 3.369 3.771 4.476 4.219 4.391 3.881
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4192 2.169 1.564 2.182 1.189 1.120 0.5763 1.450 1.161 3.595 2.835
[2,] 0.5553 3.000 2.169 2.973 1.552 1.442 0.8358 2.072 1.500 4.464 3.741
[3,] 0.6731 3.756 2.756 3.823 1.821 1.670 0.9821 2.444 1.763 5.002 4.603
     [,89] [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97] [,98]
[1,] 1.118 1.223 0.9859 0.9654 1.432 0.8319 0.3863 11.29 4.382 3.337
[2,] 1.587 1.793 1.6633 1.7298 1.919 1.0937 0.4691 13.50 7.406 4.317
[3,] 1.859 2.137 2.0732 2.1294 2.299 1.2685 0.5419 15.77 9.538 5.291
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   2.824   1.367    77.08    3.67    3.457   0.6264   1.474    4.314
[2,] 975.317 495.650 12252.77 1444.45 1392.415 213.5318 492.247 1419.503
[3,] 769.660 462.329  7909.04 1289.18 1321.178 195.1606 517.597 1398.291
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]  [,16]
[1,]    4.322    3.698   2.419    3.123   2.005    3.652    3.796   2.37
[2,] 1547.224 1633.506 876.449 1130.361 702.503 1103.833 1372.079 632.60
[3,] 1356.861 1441.657 820.820 1240.185 586.080 1212.208 1334.922 592.25
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    3.774    2.873    4.465    2.974    6.384   2.552    8.424
[2,] 1326.717 1411.386 1817.365 1332.536 2213.623 733.112 3711.573
[3,] 1368.918 1350.537 1937.967 1100.989 2669.247 681.919 3234.517
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]
[1,]    5.227   0.8465    4.175    3.702   2.436    3.72   0.9044    3.812
[2,] 2117.066 347.4055 1551.928 1409.127 759.438 1455.46 276.3228 1431.956
[3,] 1819.083 300.1511 1698.165 1692.619 768.175 1406.49 284.9593 1390.329
       [,32]   [,33]    [,34]   [,35]    [,36]    [,37]   [,38]   [,39]
[1,]   2.827   1.588    4.281    3.59    3.814    2.989   2.139   1.917
[2,] 966.193 490.177 1413.993 1464.05 1175.887 1023.989 966.084 561.068
[3,] 804.411 530.222 1356.031 1332.32 1385.012  982.147 845.261 608.953
        [,40]   [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]
[1,]   0.6899   1.697   0.8971   2.561   2.241   1.839   1.294   2.366
[2,] 225.2845 581.485 273.8590 803.942 997.942 567.196 441.059 810.401
[3,] 234.7345 532.318 284.1734 771.595 822.029 484.415 403.427 823.420
       [,48]   [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]
[1,]   2.584   2.448   1.602    2.341   1.953   1.495    2.413   2.129
[2,] 819.837 814.273 509.465 1322.460 673.188 443.219 1119.061 895.214
[3,] 768.298 725.932 484.010 1447.386 586.734 497.823 1043.408 942.124
        [,56]   [,57]   [,58]    [,59]  [,60]   [,61]   [,62]  [,63]
[1,]    2.345   1.528   2.054   0.9738   1.77   1.201   1.833   1.59
[2,] 1022.605 804.025 754.938 268.1936 773.28 316.494 577.647 489.96
[3,]  897.074 833.627 665.075 221.0719 957.90 282.879 572.174 425.64
       [,64]    [,65]   [,66]   [,67]  [,68]    [,69]    [,70]    [,71]
[1,]   1.799    2.575   1.315    2.17   1.71    2.029   0.8955    3.293
[2,] 814.238 1221.259 382.701 1002.62 463.97  955.395 309.4442 1039.060
[3,] 720.358 1029.088 399.392  816.98 457.71 1016.151 310.9832  901.437
       [,72]    [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
[1,]   2.772    3.052    3.609    3.483    3.255    2.503   0.5323
[2,] 999.445 1060.622 1346.112 1195.177 1304.833 1300.543 193.6466
[3,] 928.734 1124.151 1253.492 1215.779 1375.914 1212.370 202.3602
        [,79]   [,80]    [,81]  [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    2.754   1.986    2.771   1.51   1.422   0.7318   1.841   1.474
[2,] 1101.926 799.830 1074.153 530.34 482.987 321.9833 786.890 505.822
[3,] 1202.677 903.697 1278.208 506.74 447.688 274.2693 689.803 492.711
        [,87]  [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]    4.566    3.6   1.419   1.553   1.252   1.226   1.819   1.056
[2,] 1407.057 1298.0 599.451 697.130 712.480 763.372 678.842 377.564
[3,] 1199.980 1426.6 514.799 618.269 658.146 660.407 673.890 341.768
        [,95]   [,96]    [,97]    [,98]
[1,]   0.4905   14.34    5.565    4.238
[2,] 141.5607 3936.71 3175.020 1456.747
[3,] 144.2946 4331.54 3197.051 1626.858
[1] "--- VAR model 2017-10-04 02:01:00  completed"
[1] "Completed training sample:  2017-10-04 02:01:00 - 2017-10-04 10:00:00"
[1] "SpVAR;   training sample:  2017-10-04 02:31:00 - 2017-10-04 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          18.897          -1.347         -4.088        -16.016
           4.702          -4.338         50.401         -5.399
          12.257           1.419        -72.980         -5.115
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          2.253          3.847            7.374            9.089
        -18.398          2.885            2.363           12.366
         -5.683         -1.098            6.981           10.773
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           7.5459            12.32          -0.5522          -24.000
          20.1503            12.32          -4.8963          -23.432
           0.9042            21.90           8.6646           -4.176
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.221          10.6569           34.288           -3.685
           -2.748          -0.8676            3.094           -4.206
           11.966          -4.6028            8.527            1.837
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         5.146158           -9.552            4.521           15.684
        -0.009081            7.524           -1.987            9.946
         6.431869           -2.349           34.507           11.716
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -28.611            3.358          -19.290           -20.40
          -13.010           -6.490          -20.212            11.74
            5.926            6.311            9.959           -21.25
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.796           -9.660          -0.3016           -4.852
           -0.451            9.307           3.1208           -9.766
           -5.294          -20.430          -2.0561            1.471
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.781            1.569           16.318           -8.313
          -12.219            4.201            5.070            7.707
           -8.513            5.527            3.925          -15.601
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.905           25.564            2.632          -2.8483
            1.956           -7.279           -1.111           0.8813
           -1.241          -16.486           -9.296           3.5823
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
             6.59          10.6335            4.740           -1.471
            10.22          -0.8491            3.153            2.518
             6.12          19.5537           -3.036            2.171
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.541          -0.9532           0.4214           -6.127
           13.840           2.6924           1.2066           -0.852
           10.297           4.5234           0.4842           -4.481
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.803            2.432          -10.705           -1.170
            6.987            1.489            6.141            5.011
           10.466            5.022            7.489            4.928
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.329           8.1079             4.48          -12.342
            9.409           0.5297           -19.02            3.944
           -2.300           0.1691            27.93            2.389
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.684           -9.788            9.419          -5.0291
           -2.259           -5.705          -13.808           2.2439
           -3.337           10.795            7.131           0.1333
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -0.403           16.237           1.3736           -9.672
           15.402            7.472           0.6398            9.725
          -17.767           10.898           0.2816            5.835
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           5.8702           -1.424           -0.881          -10.955
          -1.9072           -3.712            7.043           -7.338
          -0.6654            8.220          -14.772            2.052
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.391         -1.46585           0.2186           0.6517
           -9.478         -1.32181          -6.5979          -6.3756
           10.361          0.07448          16.3570          -2.2315
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           5.3991           2.3501            5.488           11.257
           0.1941           2.9222            4.877           19.266
          -8.5107           0.5929           19.299            4.979
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -16.451            7.816           7.3509           -7.033
           14.667            4.141           1.7230           16.212
            9.515           12.591          -0.3149           10.783
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.964         -0.04819            3.890           0.8993
            5.762          2.96671           -9.142          -2.6740
           15.807         -0.29222           16.895         -17.2634
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           23.117          -3.4427            9.507          -0.6648
          -10.291           3.1633           -3.169           2.7469
            6.859          -0.7981           -9.183           2.9025
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.077           -1.006            28.37            5.602
            3.906           -1.347            22.36            6.318
           10.463           -4.537            13.63            8.208
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.954           0.6598           -5.180           -15.22
           -5.341           0.9319           12.215            14.60
            5.658          -5.9556           -7.444             2.45
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           7.6839           -3.940           -7.453           24.623
          15.1327            4.719           -6.783          -25.838
           0.1591            2.057           -6.633            2.499
 rnd_95776.volume rnd_95787.volume
           25.332           -29.55
           45.996            20.21
           -8.241           -13.34
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.508 1.282 61.86 3.281 2.936 0.5988 1.289 3.730 4.009 3.137 1.959
[2,] 3.258 1.656 65.63 4.459 4.064 0.7658 1.657 4.752 5.148 4.628 2.705
[3,] 3.620 1.911 67.12 5.174 4.863 0.8649 1.931 5.462 5.858 5.520 3.181
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.787 1.883 3.102 4.004 2.061 3.269 2.676 4.059 2.674 5.586 2.171
[2,] 3.608 2.273 3.867 5.372 2.509 4.332 3.812 5.598 3.879 7.055 2.654
[3,] 4.396 2.577 4.596 6.298 2.803 5.130 4.721 6.910 4.612 8.755 2.997
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  7.493 4.588 0.7627 3.563 3.356 2.204 3.318 0.8268 3.299 2.350 1.393
[2,] 10.747 6.286 1.0112 4.808 4.556 2.765 4.418 1.0096 4.479 3.073 1.721
[3,] 12.559 7.356 1.2180 6.007 5.597 3.183 5.166 1.1737 5.372 3.448 2.072
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.839 3.100 3.347 2.533 1.849 1.752 0.5986 1.428 0.7960 2.258 1.879
[2,] 4.781 4.445 4.113 3.377 2.728 2.077 0.7559 1.931 0.9594 2.754 2.826
[3,] 5.444 5.145 4.968 3.824 3.252 2.332 0.8948 2.276 1.1305 3.169 3.334
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.643 1.179 2.096 2.171 2.052 1.354 2.005 1.809 1.246 2.272 1.926
[2,] 1.993 1.472 2.712 2.845 2.614 1.766 3.438 2.202 1.573 3.047 2.643
[3,] 2.240 1.650 3.299 3.259 2.983 1.993 4.547 2.551 1.820 3.767 3.215
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.062 1.404 1.803 0.8291 1.442 1.010 1.561 1.489 1.704 2.336 1.171
[2,] 3.003 2.329 2.363 0.9742 2.160 1.184 1.965 1.795 2.392 3.558 1.443
[3,] 3.420 2.942 2.733 1.0643 3.109 1.348 2.329 2.041 2.791 4.129 1.630
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.832 1.625 1.845 0.8101 2.779 2.423 2.671 3.142 3.110 2.778 2.322
[2,] 2.804 1.979 2.764 1.0556 3.386 3.204 3.540 4.253 3.994 4.050 3.583
[3,] 3.297 2.221 3.397 1.2364 3.983 3.745 4.137 4.887 4.699 4.951 4.307
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5099 2.602 1.932 2.474 1.324 1.229 0.7254 1.641 1.364 4.046 3.271
[2,] 0.6579 3.410 2.481 3.375 1.672 1.603 0.9826 2.273 1.712 4.913 4.342
[3,] 0.7751 4.226 3.027 4.221 1.992 1.887 1.1398 2.735 1.995 5.479 5.361
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.268 1.380 1.073 1.141 1.591 0.9762 0.4031 11.31  5.195 3.657
[2,] 1.745 1.953 1.792 1.873 2.118 1.2545 0.4946 13.67  8.411 4.786
[3,] 2.032 2.330 2.204 2.294 2.502 1.4560 0.5755 16.02 10.865 5.886
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   3.184   1.628   78.55    4.166    3.728   0.7604   1.637    4.737
[2,] 878.349 442.555 9260.46 1274.555 1186.050 201.5184 439.718 1243.122
[3,] 665.513 402.247 5929.63 1108.410 1127.560 169.7172 418.011 1136.746
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    5.091    3.984   2.488    3.539   2.391    3.94    5.084   2.618
[2,] 1363.099 1436.302 787.131  967.583 537.724  974.60 1512.283 603.670
[3,] 1180.578 1270.482 707.142 1060.237 512.478 1048.77 1387.375 527.447
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    4.151    3.398    5.154    3.396    7.093   2.756    9.515
[2,] 1199.989 1146.236 1627.630 1186.167 1819.267 644.509 3252.091
[3,] 1160.057 1175.478 1710.726 1053.489 2188.406 587.875 2743.935
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]
[1,]    5.826   0.9685    4.524    4.262   2.799    4.213   1.05    4.189
[2,] 1813.621 280.3217 1363.068 1300.602 704.462 1231.294 244.66 1278.954
[3,] 1613.562 286.6609 1520.508 1372.736 665.954 1130.319 252.65 1252.667
       [,32]   [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]
[1,]   2.984   1.768    4.875    3.936    4.251   3.216   2.348   2.225
[2,] 835.870 427.045 1203.282 1344.896 1008.730 942.848 846.885 470.658
[3,] 660.700 487.289 1099.352 1093.613 1176.386 758.030 746.984 448.311
        [,40]   [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]
[1,]   0.7601   1.813   1.011   2.868   2.386   2.086   1.497   2.661
[2,] 194.8526 548.735 226.068 665.717 891.221 476.344 372.399 726.966
[3,] 202.1947 509.045 252.487 661.511 746.555 431.592 314.224 792.974
       [,48]   [,49]   [,50]    [,51]   [,52]   [,53]   [,54]   [,55]
[1,]   2.757   2.606   1.719    2.546   2.297   1.583   2.884   2.446
[2,] 775.989 683.261 478.806 1179.246 529.893 404.899 857.194 764.278
[3,] 671.702 606.957 389.940 1256.233 543.485 387.044 934.990 772.433
       [,56]   [,57]  [,58]   [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   2.618   1.782   2.29   1.053   1.831   1.283   1.982   1.89   2.164
[2,] 921.505 784.541 644.56 215.973 679.048 260.266 503.684 423.67 708.446
[3,] 691.080 759.301 579.86 180.951 943.946 272.077 527.579 410.18 607.403
        [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]    2.966   1.487   2.326   2.063   2.343   1.029   3.529   3.077
[2,] 1133.354 356.303 895.990 477.029 868.550 285.682 816.741 884.525
[3,]  884.543 319.955 732.201 426.043 834.158 271.825 885.804 818.729
       [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   3.392    3.989    3.95    3.527    2.948   0.6475    3.304   2.454
[2,] 980.398 1210.095 1057.49 1244.185 1152.279 175.4925  930.832 656.559
[3,] 904.299 1016.589 1045.39 1202.336 1008.798 172.9944 1053.470 732.163
        [,81]   [,82]  [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    3.142   1.681   1.56   0.9211   2.084   1.732    5.137    4.153
[2,]  968.775 431.470 434.37 279.8491 664.089 436.740 1177.066 1205.967
[3,] 1070.513 456.993 420.27 243.8324 641.748 432.899 1023.827 1327.555
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]    [,95]   [,96]
[1,]   1.611   1.752   1.363   1.449   2.021   1.24   0.5118   14.37
[2,] 505.924 583.282 605.752 627.135 590.211 332.66 120.9821 3241.85
[3,] 439.579 536.732 542.134 558.821 562.497 311.98 124.2230 3527.46
        [,97]    [,98]
[1,]    6.597    4.644
[2,] 2792.683 1303.189
[3,] 2903.731 1446.514
[1] "--- VAR model 2017-10-04 02:31:00  completed"
[1] "Completed training sample:  2017-10-04 02:31:00 - 2017-10-04 10:30:00"
[1] "SpVAR;   training sample:  2017-10-04 03:01:00 - 2017-10-04 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -16.101          -1.048          53.37        -20.586
           3.180          -9.672         -53.15        -13.208
          -2.917           5.890          37.08          3.577
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -13.46         1.4138            1.607            11.59
         -17.88         1.2758            7.005           -12.87
          -8.30        -0.4698           -7.603            -4.80
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -4.801           14.467            6.673           -7.011
            7.811            8.287            4.986          -12.214
           -8.556          -22.054            4.990          -29.189
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.348           -2.056           11.453           4.0092
            4.344            2.944            3.468           0.5726
            2.386           -5.115           13.064           3.3984
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           10.007           15.135           -6.344          -11.651
           -3.737           -1.005           -2.821           25.454
           -8.228          -19.372           -8.902           -3.235
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -20.535            1.737            6.668           24.120
           -7.979            1.863          -26.829           -9.038
          -11.740           -9.535           -8.414           11.067
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.2895          -15.670           -27.93           -7.539
           1.4307            0.171            12.25          -10.456
          -0.3376          -19.850           -33.56          -12.653
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -28.037           2.7529          -24.309           -5.790
           -8.162           0.7541            2.631           -9.498
            2.149          -3.9872           -9.573            6.695
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.439           -17.27          -12.224           -8.955
           -2.423           -24.32          -11.587          -26.015
           -8.033           -18.58           -2.138          -11.372
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.429          -1.0341           -3.058           0.5866
            5.776          -0.3479           -0.604           0.8136
           -1.877          -4.3717           -6.402          -2.4044
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.858           -1.490          -10.389         -5.38883
            4.287           -1.276           -1.872         -6.19906
           -8.750            2.468           -6.826         -0.07299
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.424           -2.789         -20.1964           -14.08
            3.136            6.831          -0.3194            19.67
            6.666           -3.948           0.2577            -2.72
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.351           1.6377           12.578           13.170
           -6.409          -6.2512          -11.563            2.532
            5.287           0.0791           -9.189            9.519
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            6.348          -0.6131           -8.526            2.004
           -9.612           6.8755           14.765            2.213
           -4.485          -8.5238          -17.017            1.664
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -14.152          11.5337          -0.5934          -5.1153
           -4.430          12.1686          -3.0825          -0.2391
            8.519          -0.1587           1.4441           5.4433
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.6534           -7.455          -0.2384           -1.778
          -0.9919           -2.918           4.1631           -7.253
          -1.7627            1.454           1.2323            4.802
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          6.12036           0.3808           -5.856          -4.9636
        -13.48681          -2.4668            4.363          -0.6993
         -0.05863          -0.3485          -10.257          -2.0331
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.752        -1.937123          -3.0947          -0.2130
            5.456         0.009961          -0.8068          -5.2254
           -5.935         2.580350           2.2689          -0.4259
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.651           -6.458          11.0999          -15.670
           -4.243          -18.074           0.5619          -25.195
           -4.386            1.847           0.4401           -5.067
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.163            1.864            1.063           10.770
           -6.678           -2.115            2.313           12.917
          -28.385           -2.016          -21.902            8.931
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.585          -5.0942            9.332         -0.44687
           -0.538           3.4978            1.786          1.47629
            1.074           0.6049            1.701         -0.09803
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.021           -6.536          -7.2907            2.682
            7.372           -4.665          -0.7989           -7.058
           -7.546           10.813         -14.5865          -14.443
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           6.3643           -5.042          -0.8250            4.774
          -0.8493           13.572           0.8911          -11.416
         -11.3404           -2.059          11.6167           18.216
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.6574           0.9824           -5.347          -15.763
          -4.4258           0.3423           -4.390            3.387
          11.4317           1.1098           -4.566            5.447
 rnd_95776.volume rnd_95787.volume
           -30.61           10.379
           -31.65          -21.569
            32.83           -5.557
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.545 1.492 62.63 3.519 3.284 0.7271 1.429 4.018 4.345 3.425 2.069
[2,] 3.441 1.887 66.01 4.780 4.449 0.8653 1.759 5.038 5.455 5.155 2.847
[3,] 3.891 2.141 67.33 5.672 5.151 0.9618 2.054 5.769 6.220 5.982 3.310
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.058 2.001 3.371 4.504 2.294 3.362 2.964 4.530 2.897 6.007 2.536
[2,] 3.815 2.391 4.118 5.697 2.889 4.483 4.088 6.184 4.224 7.555 3.017
[3,] 4.601 2.686 4.843 6.600 3.220 5.286 5.046 7.391 4.982 9.176 3.298
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  8.085 4.960 0.9331 3.798 3.408 2.532 3.411 0.9132 3.538 2.760 1.542
[2,] 11.417 6.783 1.1923 5.245 4.800 3.077 4.662 1.0689 4.712 3.390 1.976
[3,] 13.568 7.883 1.3911 6.415 6.052 3.461 5.696 1.2407 5.692 3.813 2.244
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.109 3.364 3.604 2.940 2.008 1.851 0.6671 1.681 0.8757 2.405 2.116
[2,] 5.110 4.706 4.364 3.702 3.109 2.228 0.8615 2.241 1.0594 2.994 3.116
[3,] 5.780 5.415 5.203 4.102 3.647 2.556 1.0151 2.618 1.2381 3.485 3.780
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.782 1.425 2.367 2.402 2.435 1.579 2.333 2.054 1.358 2.443 2.169
[2,] 2.194 1.692 3.091 3.115 2.963 1.951 3.924 2.432 1.700 3.372 2.915
[3,] 2.461 1.871 3.708 3.530 3.333 2.198 4.975 2.749 1.967 4.173 3.614
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.268 1.541 2.038 0.8464 1.677 1.071 1.767 1.635 1.902 2.547 1.367
[2,] 3.198 2.593 2.646 1.0080 2.457 1.233 2.147 1.939 2.656 3.802 1.634
[3,] 3.859 3.275 3.010 1.1066 3.473 1.379 2.583 2.223 2.998 4.412 1.805
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.050 1.912 1.997 0.9309 2.950 2.588 2.960 3.333 3.523 3.178 2.557
[2,] 3.056 2.240 3.082 1.1699 3.668 3.491 3.831 4.750 4.388 4.514 3.852
[3,] 3.619 2.492 3.828 1.3763 4.229 4.043 4.538 5.401 5.076 5.393 4.728
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.5644 2.912 2.111 2.785 1.496 1.404 0.807 1.737 1.556 4.402 3.585
[2,] 0.7191 3.730 2.833 3.813 1.822 1.769 1.107 2.570 1.932 5.222 4.805
[3,] 0.8544 4.609 3.456 4.749 2.182 2.046 1.281 3.009 2.231 5.947 5.730
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.420 1.574 1.182 1.229 1.843 1.178 0.4329 11.38  6.051 4.197
[2,] 1.875 2.124 1.982 2.045 2.368 1.447 0.5213 13.92  9.856 5.443
[3,] 2.194 2.522 2.447 2.491 2.724 1.682 0.6056 16.42 12.179 6.402
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]    [,5]     [,6]    [,7]     [,8]
[1,]   3.232   1.895   79.53    4.469    4.17   0.9233   1.815    5.103
[2,] 845.985 421.831 7617.74 1182.151 1096.64 171.3866 374.488 1110.611
[3,] 663.643 369.895 4849.14 1115.540  948.72 153.4825 387.843 1026.656
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    5.518    4.349   2.628   3.883   2.541   4.281    5.72   2.913
[2,] 1204.758 1407.716 714.503 833.355 477.967 864.215 1274.79 641.667
[3,] 1091.837 1109.090 617.200 939.646 447.679 931.022 1217.43 519.845
       [,17]    [,18]    [,19]    [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    4.27    3.763    5.753    3.679    7.628   3.221   10.27    6.299
[2,] 1083.63 1028.842 1538.184 1122.978 1674.286 597.143 2945.10 1690.750
[3,] 1023.46 1080.949 1478.774  965.511 1902.987 486.652 2679.01 1466.971
       [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]   [,32]
[1,]   1.185    4.823    4.327   3.215    4.331   1.16    4.492   3.505
[2,] 271.171 1321.913 1235.146 639.032 1161.209 202.94 1137.337 719.400
[3,] 261.863 1349.420 1347.077 578.457 1195.521 230.16 1166.628 637.635
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.958    5.217    4.272    4.577   3.733   2.549   2.351   0.8471
[2,] 451.262 1110.181 1202.606  898.851 822.156 867.303 453.377 199.1797
[3,] 389.191  986.759  978.663 1035.195 645.267 696.455 457.549 196.1938
       [,41]   [,42]   [,43]   [,44]   [,45]  [,46]   [,47]  [,48]   [,49]
[1,]   2.135   1.112   3.054   2.686   2.263   1.81   3.006   3.05   3.092
[2,] 541.326 217.869 651.612 835.827 467.334 333.38 726.539 724.63 617.211
[3,] 494.627 234.118 651.535 782.108 408.074 291.19 748.492 607.02 557.107
       [,50]    [,51]   [,52]   [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   2.006    2.963   2.608   1.725   3.103   2.754   2.88   1.956
[2,] 418.691 1153.028 475.562 373.864 849.083 711.873 823.79 762.183
[3,] 369.419 1117.062 468.935 361.402 898.110 780.482 789.06 730.564
       [,58]   [,59]   [,60]  [,61]   [,62]   [,63]   [,64]    [,65]
[1,]   2.588   1.075   2.129   1.36   2.243   2.076   2.415    3.234
[2,] 616.515 199.979 656.281 223.25 445.990 381.395 677.134 1031.557
[3,] 524.479 166.836 897.011 226.10 524.526 396.726 508.122  817.488
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.736   2.603   2.428   2.535   1.182   3.746   3.286   3.759
[2,] 326.918 828.175 426.537 858.031 258.917 796.347 855.975 888.814
[3,] 280.455 708.515 398.886 829.382 264.905 769.086 745.203 888.307
        [,74]   [,75]    [,76]    [,77]    [,78]   [,79]  [,80]    [,81]
[1,]    4.232   4.473    4.036    3.247   0.7167   3.698   2.68    3.536
[2,] 1236.437 955.993 1171.052 1052.502 162.8226 851.839 690.39  951.464
[3,]  939.472 932.348 1078.583 1001.636 168.5828 989.040 723.39 1034.233
     [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]   [,89]
[1,]   1.9   1.783   1.025   2.206   1.975    5.589    4.553   1.803
[2,] 380.2 393.378 276.862 692.080 418.493 1026.525 1168.954 447.333
[3,] 438.4 375.488 235.281 571.422 408.045 1040.261 1140.228 416.134
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]    [,97]
[1,]   1.999   1.501   1.561   2.341   1.495   0.5497   14.45    7.683
[2,] 521.157 581.319 597.320 543.102 306.992 106.1130 2927.58 2842.565
[3,] 496.973 524.431 519.686 492.000 313.718 112.6136 3183.29 2614.336
        [,98]
[1,]    5.329
[2,] 1266.686
[3,] 1231.382
[1] "--- VAR model 2017-10-04 03:01:00  completed"
[1] "Completed training sample:  2017-10-04 03:01:00 - 2017-10-04 11:00:00"
[1] "SpVAR;   training sample:  2017-10-04 03:31:00 - 2017-10-04 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.563          13.484         93.624          8.675
         -12.963           1.608         28.933        -44.595
           3.306         -11.178          6.001        -22.584
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         11.081         -2.256            5.825           -8.012
          1.388          3.994           -1.852           17.350
        -31.216          1.379           -1.441           -1.579
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -7.833          -24.168            1.297          -20.722
           21.717           27.241            6.794          -17.439
           -1.392           -9.822            1.935           -5.825
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -12.449            5.757         -12.0146             5.50
           -4.408          -14.073          -0.1193            -5.43
           -7.773           -2.075         -30.5251             6.67
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.947            7.508           -1.636            7.846
          -15.452           -2.016            1.203           13.926
            2.073          -24.607            7.650           11.199
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           31.244          -0.5191           -51.26           -50.88
           -4.125          15.9981           -22.13           -43.43
           -2.107          -1.8966           -16.59           -20.70
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          10.4270           -38.55           -37.36          4.53928
          -0.3277           -16.24           -44.72          0.09362
           5.3454           -36.25            -6.97         -1.09608
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.1995          -0.5296           0.6298           -3.269
         -29.1555           2.5515         -19.5246           -4.708
         -31.8429           2.0927         -50.0268           -3.572
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.032            11.42            23.16           0.6918
           -4.822            14.80            11.86           7.3773
           -7.849           -33.86           -25.67          -7.0293
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.726           24.468            6.141            6.005
            9.936            1.300           11.775           -1.997
           -9.127            6.346           -3.448            3.004
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.777          -0.7074           -6.956          -21.043
            2.241           1.1186            4.986          -19.924
           -3.366          -4.8513            2.197           -7.024
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          10.9472            3.890           -9.749            3.826
           0.7583           -4.979           14.201           -1.180
           1.3152            4.485          -20.142           16.181
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           24.265          -0.2002          -10.321          13.8889
           10.393          11.0701            7.234          -0.2776
            1.832           0.6571           -9.581           8.1772
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.2269           -2.746         -11.4215            2.754
           6.5589            1.752          -3.4821           -8.389
          -5.6136          -12.950           0.6656            5.009
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           7.9781           -1.102         -1.62461            6.751
          -7.0943           -1.152         -0.04137            1.044
          -0.5876            2.223         -1.98270           -6.675
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2442          -11.864           -1.502            2.130
          -4.6156            4.411           -4.818          -12.331
          -1.0874            7.532           13.094            5.233
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           13.278            4.771           19.136            3.817
          -20.617           -2.033           -8.691            5.527
           -5.504           -4.367          -18.455            3.082
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.413           -5.169           -1.244           -9.087
            1.807            8.546           -8.033            1.981
          -16.997           -2.984           -4.941           -9.670
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6699           -5.305           9.6600            3.122
          -4.7873          -19.745         -17.1150           -6.086
          -5.4808           -6.732           0.4973          -16.641
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.248            2.460            3.473          -13.684
           -8.951            1.322           -4.073          -10.010
          -25.170            1.432           -4.302           -4.012
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.148            9.590           -8.562            2.019
            9.986           -5.671           -1.130            2.264
            3.244            6.203            4.605           -2.211
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           11.736            6.699          -16.421            3.047
           11.491            4.642           -4.970           18.213
            6.924           -6.724           -1.632           -8.365
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.039          -11.739           -8.782           -9.978
            1.582            3.369           -8.240           -7.156
          -10.190            6.720            1.977            3.173
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.692           3.6711           -7.734          -22.464
           12.388          -1.1213           -5.688           -1.673
           -3.557          -0.3965           -5.130           17.601
 rnd_95776.volume rnd_95787.volume
            28.59           -40.14
           -38.71           -20.84
            59.21           -18.27
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.806 1.721 64.44 4.071 3.520 0.7701 1.637 4.441 4.658 3.721 2.336
[2,] 3.768 2.159 66.98 5.254 4.819 0.9346 1.951 5.551 5.942 5.595 3.119
[3,] 4.205 2.456 67.94 6.329 5.540 1.0588 2.222 6.249 6.597 6.345 3.581
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.583 2.134 3.614 5.064 2.631 3.448 3.287 4.748 3.462 6.454 2.640
[2,] 4.293 2.573 4.414 6.451 3.193 4.764 4.376 6.466 4.650 8.153 3.154
[3,] 4.995 2.894 5.207 7.466 3.578 5.622 5.372 7.703 5.408 9.595 3.442
      [,23] [,24] [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  8.847 5.436 1.014 4.481 3.979 2.803 3.839 0.9659 3.947 2.956 1.650
[2,] 12.441 7.347 1.281 5.981 5.474 3.421 5.097 1.1531 5.232 3.639 2.084
[3,] 14.921 8.538 1.478 7.050 6.979 3.884 6.293 1.3654 6.159 4.172 2.387
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.396 3.566 3.941 3.414 2.284 2.100 0.7670 1.922 0.9967 2.593 2.312
[2,] 5.521 5.051 4.760 4.140 3.575 2.494 0.9617 2.470 1.2105 3.231 3.425
[3,] 6.364 5.857 5.669 4.591 4.228 2.845 1.1368 2.798 1.3667 3.661 4.106
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.986 1.572 2.522 2.778 2.727 1.748 2.658 2.443 1.510 2.735 2.482
[2,] 2.421 1.846 3.367 3.587 3.242 2.081 4.270 2.854 1.865 3.768 3.245
[3,] 2.700 2.039 4.002 3.943 3.680 2.374 5.322 3.180 2.136 4.629 3.877
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.412 1.701 2.246 0.9292 1.916 1.178 1.852 1.686 2.016 2.717 1.483
[2,] 3.386 2.911 2.838 1.1064 2.842 1.322 2.260 2.073 2.824 3.903 1.775
[3,] 4.079 3.579 3.180 1.2102 4.079 1.471 2.785 2.376 3.292 4.615 1.969
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.262 2.210 2.325 1.036 3.274 3.016 3.441 3.559 3.881 3.562 2.869
[2,] 3.380 2.542 3.436 1.280 4.010 4.086 4.278 5.027 4.889 4.947 4.252
[3,] 4.004 2.814 4.221 1.497 4.587 4.574 4.876 5.666 5.687 5.855 5.154
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6656 2.995 2.282 3.254 1.650 1.612 0.9313 2.090 1.741 4.814 4.051
[2,] 0.8351 4.022 3.021 4.248 2.006 1.984 1.3080 2.897 2.162 5.642 5.212
[3,] 0.9640 5.002 3.629 5.130 2.372 2.290 1.4994 3.376 2.538 6.374 6.096
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.570 1.634 1.359 1.374 2.085 1.294 0.5108 11.28  7.265 4.729
[2,] 2.057 2.317 2.200 2.292 2.631 1.613 0.6183 13.75 10.900 6.027
[3,] 2.356 2.750 2.796 2.844 3.021 1.863 0.7132 16.20 13.667 7.006
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]     [,8]
[1,]   3.564   2.186   81.83    5.17    4.47   0.9779   2.079    5.639
[2,] 814.393 421.978 5915.58 1075.65 1065.85 171.5013 343.645 1079.082
[3,] 604.837 379.685 3689.01 1143.38  885.61 161.1893 344.532  929.505
         [,9]    [,10]   [,11]  [,12]  [,13]   [,14]    [,15]   [,16]
[1,]    5.915    4.726   2.966   4.55   2.71   4.589    6.431   3.341
[2,] 1194.819 1353.242 669.350 765.78 465.74 821.216 1294.623 585.670
[3,]  928.157  969.361 569.989 826.95 428.74 894.843 1217.294 523.323
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    4.378    4.174    6.029    4.397    8.195   3.352   11.23    6.903
[2,] 1064.920  936.035 1421.491 1005.311 1613.493 559.230 2833.29 1600.957
[3,]  967.114 1009.308 1356.395  894.482 1638.916 446.308 2668.00 1408.873
       [,25]   [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.288    5.69    5.052   3.559    4.875   1.226    5.012   3.753
[2,] 253.586 1283.28 1217.843 635.317 1085.813 204.039 1112.508 687.717
[3,] 238.565 1208.55 1402.043 595.874 1195.388 236.846 1052.107 661.063
       [,33]    [,34]    [,35]   [,36]   [,37] [,38]   [,39]   [,40]
[1,]   2.095    5.582    4.528   5.004   4.335   2.9   2.667   0.974
[2,] 412.315 1082.079 1158.708 864.578 758.509 890.8 435.627 187.884
[3,] 377.051 1025.202  960.153 997.188 642.770 731.4 443.294 196.392
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.441   1.266   3.293   2.936   2.522   1.996   3.203   3.527
[2,] 502.597 222.482 624.290 818.300 448.209 313.847 722.341 735.208
[3,] 425.662 205.544 557.998 733.592 387.290 280.423 700.825 530.216
       [,49]  [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.463   2.22    3.375   3.102   1.918   3.473   3.151   3.063
[2,] 567.979 365.89 1082.321 477.986 354.651 839.720 677.080 769.575
[3,] 563.763 369.88 1029.310 454.281 337.275 870.581 687.525 736.664
       [,57]   [,58]  [,59]   [,60]   [,61]   [,62]   [,63]  [,64]   [,65]
[1,]   2.159   2.853   1.18   2.433   1.495   2.351   2.141   2.56   3.451
[2,] 765.269 561.613 194.53 679.990 194.394 419.618 390.809 640.64 907.253
[3,] 674.278 465.198 158.88 947.581 209.194 527.468 376.185 547.91 797.788
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]  [,72]   [,73]
[1,]   1.884   2.872   2.806   2.953   1.316   4.157   3.83   4.369
[2,] 315.412 813.550 407.130 819.461 243.145 749.927 893.07 823.589
[3,] 276.732 695.235 390.494 794.175 251.765 721.478 665.74 757.742
        [,74]   [,75]    [,76]    [,77]    [,78]   [,79]   [,80]   [,81]
[1,]    4.519   4.928    4.523    3.643   0.8452   3.803   2.897   4.132
[2,] 1149.870 962.963 1112.068 1016.589 163.3847 869.405 641.286 884.418
[3,]  846.744 941.541 1014.404  943.514 155.9608 963.504 651.371 932.023
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]    [,88]   [,89]
[1,]   2.095   2.048   1.183   2.654   2.211   6.113    5.144   1.993
[2,] 369.783 374.275 297.488 649.672 415.145 952.666 1062.352 430.786
[3,] 409.913 370.523 237.416 561.323 430.385 960.661 1024.125 371.708
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]    [,97]
[1,]   2.075   1.726   1.744   2.648   1.643   0.6486   14.32    9.226
[2,] 532.163 560.234 594.205 519.682 311.751 112.8398 2545.69 2631.744
[3,] 479.389 558.929 545.365 480.912 302.199 115.1653 2775.80 2670.923
        [,98]
[1,]    6.005
[2,] 1210.094
[3,] 1157.048
[1] "--- VAR model 2017-10-04 03:31:00  completed"
[1] "Completed training sample:  2017-10-04 03:31:00 - 2017-10-04 11:30:00"
[1] "SpVAR;   training sample:  2017-10-04 04:01:00 - 2017-10-04 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.777           1.179         -1.770         27.167
          -4.968          10.699         -3.152         -5.323
           4.237           5.218        -10.075          6.294
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          8.684       -2.60841           3.9892          -7.1695
          3.137        4.04876           0.1044           7.1691
          1.674       -0.06914           8.2724           0.7619
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.7264           12.378           -8.358           -12.47
          -3.7855           -8.063            8.125           -23.98
           0.0904           12.217           -2.911           -27.71
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -5.0646           13.537           35.170           12.015
          -0.3065           -7.917          -10.322            5.089
          -2.7704           -7.564           -6.761            2.332
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           11.245           15.655            14.02            5.319
            3.117            4.183            19.22           20.485
            6.837           -4.181            26.90           20.200
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -13.24          -9.6075           -5.709            -1.24
            13.06           8.8033          -24.560           -18.68
           -16.55           0.6777           13.733           -11.38
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.5536            1.952           -2.073          10.7163
          -1.8942          -24.930           21.860           0.3378
           0.9132          -20.258          -29.063           1.2344
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           16.127            5.775           19.069            7.984
            5.771           -4.418           -4.171           -2.515
           -7.334            3.134            1.190           -6.481
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.224           -15.76            4.168          -6.1384
           -1.011            29.35            0.842           5.5201
           -6.054           -10.54           -1.273          -0.3194
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -14.02           -6.330            2.354           0.1772
            10.39            4.748           -0.409           0.4422
            13.20            2.256           -4.323          -0.6326
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -11.358            1.137           -4.854            -4.67
            5.752           -2.494            4.037           -12.30
           -4.531            1.426           -1.693            -2.92
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.117           9.6568           0.4673          -0.8547
            4.752          -5.3609          -0.9281           9.8419
            5.470           0.5744          -3.1415          -4.4741
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.911           -8.229            4.851           3.1927
           11.478           -2.291            2.202          -0.3145
           -4.549           -2.964            8.928          12.3028
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.062            16.38            6.882           -10.15
           -2.674            -9.80            5.027            24.31
            2.450            10.27            3.655           -14.86
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.728            3.847          -4.0463            3.713
           11.896           -9.269           0.4121          -14.727
           -1.677            2.894           4.9381           10.585
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.052           11.296           5.6496          13.8252
           -2.008          -13.999           0.8741           4.3236
           -3.724            2.393           0.4544          -0.7063
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.191           -1.597           -2.704            1.665
           10.954           -5.167           17.160           -2.683
           -8.947            1.050            5.514            3.636
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.353          -2.5999           13.386            7.059
            3.818          -0.9995           -5.944           -6.659
           10.542          -1.9238           -7.748           -5.590
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.449            5.368         -12.6352           3.8692
           12.143           14.267         -11.5190          -1.6314
            1.865            5.696          -0.3103           0.8349
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           6.7863          -0.4104          -15.048            1.860
           9.5936           0.9276            6.897           -2.075
          -0.9781          -0.7788           13.669           -1.068
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.642          -1.0332          -2.8521            5.249
            9.654          -0.6071          -0.5102           -1.019
            0.142           3.7867           1.3184            2.837
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.4933          -0.3126          -15.525          -16.205
           0.1305          12.8473           13.403           -1.642
           8.1460           4.2315            4.113           -9.258
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -8.686           6.2282            3.401           1.3012
            5.803           0.1653           -1.964           5.3125
           -7.158          -5.5288            1.997          -0.6342
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            7.394            4.374           -6.963            10.88
           -1.829            2.018           -7.239            20.20
           -2.041           -2.048           -7.125            19.87
 rnd_95776.volume rnd_95787.volume
           -6.464            4.131
           -1.300          -28.717
           17.236           -4.721
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.018 2.148 6.108 4.421 3.767 0.8201 1.710 4.735 5.168 4.151 2.625
[2,] 3.960 2.525 7.463 5.480 5.128 1.0015 2.036 5.920 6.355 5.876 3.360
[3,] 4.414 2.789 8.385 6.419 5.908 1.1244 2.301 6.642 7.090 6.743 3.804
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.877 2.226 3.687 5.798 2.935 3.648 3.695 4.936 3.770 6.968 2.714
[2,] 4.631 2.710 4.702 7.359 3.577 5.173 4.732 6.553 5.012 8.664 3.314
[3,] 5.302 2.995 5.457 8.382 3.989 6.052 5.864 7.974 5.908 9.969 3.632
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.606 5.554 1.118 4.684 4.250 3.005 4.053 1.035 4.044 3.190 1.697
[2,] 13.248 7.257 1.363 6.045 5.340 3.647 5.391 1.252 5.410 3.886 2.180
[3,] 15.545 8.645 1.587 7.516 7.142 4.140 6.484 1.451 6.269 4.403 2.554
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.851 3.921 4.085 3.630 2.493 2.345 0.891 2.165 1.092 2.767 2.470
[2,] 5.850 5.361 5.031 4.444 3.815 2.754 1.085 2.661 1.315 3.421 3.611
[3,] 6.733 6.235 5.975 4.965 4.479 3.101 1.261 3.066 1.487 3.908 4.293
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.139 1.654 2.770 2.888 3.057 1.980 2.874 2.601 1.614 2.964 2.676
[2,] 2.557 1.979 3.704 3.849 3.610 2.323 4.432 3.022 1.961 4.000 3.466
[3,] 2.818 2.194 4.367 4.219 4.007 2.608 5.744 3.385 2.221 4.898 4.211
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.585 1.828 2.577 0.9872 2.143 1.278 2.184 1.928 2.290 2.878 1.563
[2,] 3.691 3.218 3.216 1.1508 3.197 1.418 2.647 2.305 3.172 4.234 1.918
[3,] 4.526 3.872 3.528 1.2756 4.382 1.591 3.232 2.576 3.612 5.003 2.112
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.506 2.377 2.538 1.199 3.468 3.311 3.847 4.006 4.373 3.876 3.306
[2,] 3.696 2.750 3.681 1.406 4.332 4.279 4.683 5.372 5.224 5.255 4.722
[3,] 4.309 3.058 4.559 1.614 5.044 4.883 5.301 6.088 6.044 6.078 5.559
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.6981 3.266 2.511 3.473 1.781 1.769 1.124 2.332 2.189 5.512 4.379
[2,] 0.9139 4.397 3.209 4.563 2.163 2.114 1.491 3.195 2.625 6.306 5.585
[3,] 1.0676 5.456 3.779 5.432 2.490 2.399 1.665 3.726 2.970 6.985 6.481
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.736 1.710 1.502 1.468 2.284 1.495 0.5343  9.492  7.634 4.698
[2,] 2.245 2.538 2.281 2.348 2.816 1.849 0.6539 12.676 11.859 5.888
[3,] 2.524 2.960 2.882 2.979 3.239 2.051 0.7476 15.299 14.437 7.227
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]    [,6]    [,7]     [,8]
[1,]   3.832   2.728    7.756   5.614    4.783   1.041   2.171    6.012
[2,] 740.841 383.608 1239.095 935.725 1005.751 166.106 319.408 1026.979
[3,] 563.858 342.019 1104.692 966.210  847.531 147.724 310.111  870.013
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    6.563    5.272   3.334   4.923   2.827   4.681    7.363   3.728
[2,] 1068.703 1201.717 605.820 731.949 446.456 843.241 1309.402 590.694
[3,]  908.309  955.643 515.271 746.248 369.087 800.410 1159.665 510.423
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    4.633    4.692    6.268   4.787    8.848   3.446    8.389    7.053
[2,] 1059.837  854.342 1245.791 954.599 1487.664 549.770 3318.566 1349.942
[3,]  907.920 1000.825 1312.757 903.857 1425.470 429.101 2350.229 1357.702
      [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]  [,32]
[1,]   1.42    5.948    5.397   3.816    5.147   1.314    5.136   4.05
[2,] 225.23 1104.127  934.171 597.163 1027.379 203.641 1038.265 641.57
[3,] 234.80 1290.748 1370.733 566.062 1040.797 211.803  915.539 597.80
       [,33]  [,34]    [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.155   6.16    4.979   5.188   4.609   3.166   2.977   1.131
[2,] 395.375 944.78 1056.573 848.354 741.042 834.353 417.447 179.117
[3,] 384.541 963.31  919.801 931.734 639.468 678.604 412.092 185.343
      [,41]   [,42]   [,43]   [,44]   [,45] [,46]   [,47]   [,48]   [,49]
[1,]   2.75   1.387   3.514   3.137   2.716   2.1   3.517   3.668   3.882
[2,] 447.24 211.510 581.459 761.133 405.036 314.4 710.534 734.989 554.825
[3,] 439.75 200.865 545.463 670.936 341.795 273.8 668.811 499.722 502.933
       [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.514    3.649   3.303   2.049   3.764   3.398   3.283   2.321
[2,] 351.255  974.997 444.319 322.098 776.238 636.542 761.478 765.406
[3,] 342.759 1055.878 440.995 301.403 817.066 690.867 756.927 622.215
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   3.272   1.254   2.721   1.623   2.773   2.448   2.909   3.654
[2,] 556.143 170.927 685.829 177.408 432.157 365.251 634.082 897.382
[3,] 419.008 159.035 865.876 208.530 536.036 332.086 499.400 770.594
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.984   3.182   3.019   3.223   1.523   4.404   4.205   4.886
[2,] 321.169 785.126 399.280 770.623 212.158 749.916 783.298 771.677
[3,] 255.508 640.239 386.881 776.954 229.177 746.606 679.669 717.613
        [,74]   [,75]    [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]    5.087   5.552    4.922   4.198   0.8865   4.147   3.189   4.411
[2,] 1034.423 826.103 1025.475 974.176 170.4211 850.586 577.482 855.078
[3,]  827.690 878.143  882.505 847.980 159.4891 933.599 576.885 851.539
       [,82]   [,83]   [,84]   [,85]  [,86]   [,87]    [,88]   [,89]
[1,]   2.262   2.246   1.428   2.961   2.78   6.999    5.561   2.204
[2,] 354.438 334.413 283.064 631.345 418.61 885.414 1001.557 411.474
[3,] 356.824 328.099 214.198 553.763 401.55 868.204  950.454 333.211
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]    [,97]
[1,]   2.172   1.908   1.864   2.901   1.899   0.6785   12.05    9.694
[2,] 541.926 496.134 529.716 475.756 314.187 108.9319 2427.89 2622.330
[3,] 439.813 508.871 529.670 462.657 256.696 104.7065 2475.41 2379.605
        [,98]
[1,]    5.965
[2,] 1025.638
[3,] 1210.979
[1] "--- VAR model 2017-10-04 04:01:00  completed"
[1] "Completed training sample:  2017-10-04 04:01:00 - 2017-10-04 12:00:00"
[1] "SpVAR;   training sample:  2017-10-04 04:31:00 - 2017-10-04 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          12.775           4.993         -4.138          1.745
           0.180          -7.767         11.724         10.987
          -2.962           4.220        -18.468         19.053
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.8304         3.8786           -3.369           14.566
        17.9266         0.3501           -1.543           -3.398
       -19.5476         2.0433           -3.022            5.209
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.849           -3.812            2.589           -2.590
           18.068            7.435           -2.625           -9.131
           -2.378           14.848            5.258            1.543
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.168           16.917          39.3603          -7.9492
          -10.844           -4.915          -0.3028           0.1428
           -1.254            6.052           0.7764          -1.5558
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           8.5714          9.53299           12.034           23.459
           6.6700         -0.04296           16.174           12.812
          -0.4259          3.45563            5.086            2.009
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           14.973         -8.38333          41.0060           10.556
          -22.329          0.02163          -0.7091           27.536
           -5.669          4.03248           3.0669           -5.812
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.177           -9.055           -3.056         -14.2010
            8.285           33.663            7.899          -2.2446
           -1.897          -26.719            3.607          -0.1365
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           10.734          -4.7523            8.148            4.482
           -8.937           5.0131          -14.942          -20.176
           27.607          -0.3452           19.677            8.872
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.314            4.887            13.46           -13.71
           -3.762            8.091            22.61            18.35
           -2.071           -8.319           -10.55           -11.70
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.098            17.11          -6.4060            3.553
           15.259            15.11          -2.8999            2.257
           -5.894             3.90           0.4963            1.262
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            9.022           0.3869           -5.366          -11.637
          -12.838          -1.1433            6.633           -8.219
           13.268           1.6495           11.941            9.070
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.409           3.6439            6.696            6.422
            4.437          -1.9508           -8.651            3.000
            4.452           0.6202            7.314           -3.677
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           15.514            1.493           21.085            7.722
           -1.905            5.619            3.463           12.482
            3.668           -5.559            6.515            9.201
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            6.706           37.226            4.954            2.059
            2.950           -2.314           14.944           12.274
            4.513            4.928            4.874            7.976
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            -2.73           -8.655          -0.7597            16.73
            24.05            3.720           0.3666           -15.32
            10.16           -1.160          -1.6278            29.95
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            7.012           13.794           -3.404           -5.275
           -6.089           -3.450            9.952            9.467
            1.998            5.584            5.324           -1.474
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -21.8749           -1.592           -4.639            1.561
          13.6747            2.207           -5.052           -3.269
           0.9472            4.510           -2.314            2.010
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.557           1.6159           10.060           1.6397
            6.353           2.4871           -2.701          -0.7115
           -4.743          -0.6356           12.688          -5.2906
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.651           -1.228           -5.841          -10.756
          -11.317           -6.653           -7.541           -4.715
            8.189            5.208           -1.767           -8.372
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -19.822            1.402            1.355          -0.5003
          -11.247           -2.294          -21.376           2.6978
           -7.142            1.743           -2.470          -5.1120
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.779          -0.9467            5.872            3.347
          -13.157           0.5611            5.949            9.822
            2.131          -2.2320            0.837            3.352
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.183            5.173            3.048           10.565
           14.106          -12.763            0.121           -1.980
           10.407            9.236           -1.795           -7.916
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -5.926            5.836            7.473            4.126
            3.104           -4.036           -8.165           -2.148
           -3.445           -1.595            7.101            3.197
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           14.174           -6.260           -5.080           16.744
            1.883            1.261           -5.293           -5.451
            5.275           -3.687           -7.545           11.981
 rnd_95776.volume rnd_95787.volume
            30.74           10.595
            27.25            3.539
           -17.71          -15.694
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.380 2.282 6.715 4.909 4.461 0.9109 1.969 5.016 5.696 4.435 2.729
[2,] 4.179 2.670 8.051 5.841 5.924 1.1060 2.231 6.264 6.943 6.240 3.515
[3,] 4.680 2.944 8.771 6.788 6.895 1.2312 2.489 6.921 7.692 7.062 3.949
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.971 2.364 3.761 6.191 3.046 3.815 3.978 5.301 3.960  7.611 2.839
[2,] 4.818 2.820 4.920 7.752 3.694 5.370 5.090 6.872 5.339  9.231 3.416
[3,] 5.529 3.096 5.667 8.769 4.132 6.386 6.279 8.258 6.240 10.391 3.732
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.261 6.371 1.214 4.872 4.698 3.420 4.486 1.131 4.484 3.576 1.844
[2,] 14.492 8.015 1.512 6.316 5.930 4.093 5.702 1.369 5.862 4.127 2.351
[3,] 16.800 9.422 1.748 8.088 7.623 4.594 6.892 1.567 6.752 4.670 2.723
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.301 4.133 4.375 3.945 2.594 2.622 1.046 2.303 1.203 2.944 2.667
[2,] 6.445 5.766 5.349 4.732 3.971 3.029 1.244 2.807 1.421 3.616 3.932
[3,] 7.364 6.687 6.312 5.271 4.642 3.382 1.416 3.219 1.591 4.190 4.525
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.269 1.787 3.087 3.282 3.342 2.093 3.094 2.841 1.717 3.175 2.747
[2,] 2.742 2.115 4.155 4.200 3.916 2.445 4.750 3.243 2.049 4.516 3.602
[3,] 2.997 2.329 4.863 4.532 4.311 2.742 6.106 3.576 2.350 5.509 4.440
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.721 1.917 2.789 1.086 2.365 1.306 2.435 2.180 2.408 3.060 1.685
[2,] 3.895 3.346 3.509 1.224 3.410 1.468 2.880 2.551 3.409 4.676 2.039
[3,] 4.774 4.038 3.849 1.347 4.593 1.644 3.407 2.837 3.844 5.436 2.216
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.741 2.657 2.777 1.286 3.795 3.564 4.308 4.568 4.599 4.035 3.458
[2,] 3.981 2.991 3.962 1.516 4.608 4.503 5.079 5.917 5.405 5.622 5.159
[3,] 4.506 3.289 4.843 1.734 5.298 5.095 5.621 6.572 6.306 6.410 6.026
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8032 3.414 2.720 3.777 2.058 1.843 1.232 2.512 2.358 5.840 4.775
[2,] 1.0444 4.581 3.411 4.799 2.423 2.181 1.649 3.407 2.785 6.602 5.922
[3,] 1.1793 5.806 3.962 5.766 2.695 2.472 1.811 3.924 3.162 7.310 6.798
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.832 1.843 1.675 1.579 2.493 1.640 0.6298  8.155  8.333 4.944
[2,] 2.413 2.644 2.506 2.471 3.036 1.967 0.7595 11.478 13.031 6.300
[3,] 2.666 3.115 3.086 3.074 3.495 2.185 0.8645 14.082 15.386 7.690
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]    [,6]  [,7]   [,8]
[1,]   4.292   2.898    8.527   6.234    5.665   1.157   2.5   6.37
[2,] 646.998 364.656 1169.021 832.839 1025.997 165.096 276.3 987.17
[3,] 554.247 326.761  916.239 910.469  928.378 142.343 290.3 774.98
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    7.233    5.632   3.466   5.042   3.002   4.776    7.862   3.868
[2,] 1044.834 1155.061 583.023 718.283 404.253 834.792 1227.706 550.117
[3,]  871.752  870.573 473.612 713.661 336.819 739.970 1078.914 487.277
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]   [,23]    [,24]
[1,]   4.845   5.052    6.731   5.028    9.664   3.604    9.22    8.091
[2,] 994.423 835.458 1151.012 942.340 1374.804 500.134 3300.62 1279.785
[3,] 909.649 967.792 1205.323 850.424 1255.477 395.857 2236.65 1303.707
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]
[1,]   1.542    6.187    5.965   4.343    5.697   1.436   5.693   4.541
[2,] 236.953 1057.808  952.509 591.634  926.362 203.154 993.635 541.944
[3,] 230.910 1329.503 1260.667 549.238 1018.554 200.609 882.182 575.320
       [,33]   [,34]    [,35]   [,36]  [,37]   [,38]   [,39]   [,40]
[1,]   2.342   6.731    5.249   5.556   5.01   3.294   3.329   1.328
[2,] 383.614 964.893 1058.089 810.096 687.63 791.199 399.118 177.319
[3,] 361.595 937.561  891.301 881.900 611.13 632.602 395.823 178.008
       [,41]   [,42]   [,43]   [,44]   [,45]  [,46]  [,47]   [,48]   [,49]
[1,]   2.925   1.527   3.738   3.387   2.882   2.27   3.92   4.168   4.244
[2,] 422.111 199.135 552.582 760.156 404.889 297.48 732.02 689.672 537.006
[3,] 415.022 188.449 557.199 589.523 318.381 256.53 664.77 448.297 474.504
       [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.658    3.928   3.608   2.181   4.032   3.488   3.456   2.434
[2,] 332.294  948.452 411.634 294.387 845.028 613.337 733.383 721.584
[3,] 327.078 1009.896 396.466 302.555 830.404 683.195 726.242 594.948
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   3.542   1.379   3.003   1.658   3.092   2.768   3.057   3.885
[2,] 560.488 148.387 646.633 176.529 404.686 348.521 634.995 930.606
[3,] 416.205 148.070 809.820 194.690 478.876 327.177 467.547 729.319
       [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   2.139   3.48   3.374   3.527   1.633   4.819   4.526   5.471
[2,] 302.319 759.85 361.239 743.852 211.255 688.009 724.402 708.076
[3,] 228.473 555.78 360.165 732.717 221.431 688.170 627.017 633.785
       [,74]  [,75]    [,76]    [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   5.801   5.84    5.124    4.391   1.02   4.335   3.454   4.796
[2,] 989.851 747.09 1030.212 1007.830 175.70 803.776 541.726 779.087
[3,] 752.451 855.02  810.500  819.429 144.12 939.008 530.711 841.228
       [,82]  [,83]   [,84]  [,85]   [,86]   [,87]   [,88]   [,89]  [,90]
[1,]   2.613   2.34   1.565   3.19   2.994   7.416   6.064   2.327   2.34
[2,] 336.489 306.88 288.214 605.70 390.186 809.973 921.791 413.060 498.90
[3,] 310.422 306.50 197.424 512.68 394.086 825.934 878.183 298.648 433.37
       [,91]   [,92]   [,93]   [,94]    [,95]   [,96]   [,97]    [,98]
[1,]   2.128   2.004   3.165   2.082   0.7997   10.36   10.58    6.278
[2,] 490.512 500.195 455.990 286.216 111.7448 2125.82 2636.64 1027.774
[3,] 473.689 481.342 455.923 250.369 108.6277 2147.10 2152.54 1160.456
[1] "--- VAR model 2017-10-04 04:31:00  completed"
[1] "Completed training sample:  2017-10-04 04:31:00 - 2017-10-04 12:30:00"
[1] "SpVAR;   training sample:  2017-10-04 05:01:00 - 2017-10-04 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.963          2.7404        27.0683         4.2675
          12.981         -4.5300         1.0267         0.5971
           3.154         -0.3346         0.1216        18.6819
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          32.42         -1.303            4.390           -30.50
          19.29          2.191           -1.102           -12.01
          10.38          4.276           -1.538            12.68
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -12.721            7.021            5.399          -0.2116
          -18.862          -28.199            3.031         -28.7985
           -4.093           -8.463           -3.912         -17.9426
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -7.501           4.4035            6.300           -3.614
           -4.726           0.8088           15.328           -2.734
           -6.473          -5.6557           -8.411            9.261
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.127            6.149           13.669            3.141
            7.851            2.698            3.996            6.328
            4.947           13.565           27.319           25.986
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            9.005          -12.176           28.175             9.67
           14.374           -5.638           15.732            19.39
           -4.081            2.049            9.205            15.30
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.791          -15.103            9.210           10.214
           -7.442           30.218            8.924            8.935
           -1.466            5.999           12.059            6.507
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.096          -2.4933           17.474          10.8579
           -1.270          -0.8047           17.489           0.5472
           13.318           3.7578            7.777           1.6448
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.956           31.666          15.3587           -5.783
            3.737           12.039           9.6055           18.753
            2.094            6.399          -0.6148            7.443
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.2033            4.303           -4.293            4.547
          13.8785            9.621           -9.938            1.397
          -0.1246            3.911            1.917            2.143
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -6.818           0.5706          -2.3883           -1.813
           -3.086           2.4186           1.0059          -14.932
           -5.479          -1.2058           0.2856          -16.401
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.527           6.1135          -14.426          -0.2764
            4.805           4.2119            3.108         -14.0089
            5.002           0.1606          -10.484           5.7252
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.393          -0.2399            2.754           14.858
            7.550           0.5799           -5.602            6.867
            8.338          -7.0824           11.944           13.112
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.326           0.9958            7.143           12.899
           -2.537          20.2239            4.148           -4.224
           -1.533           3.8291           -2.313           20.148
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.752          -9.7477           0.7062           1.6387
            8.697           0.2427           2.9478         -13.8194
            6.347           1.1656           1.3924           0.9732
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.027           -8.310           3.6545            1.021
           -8.390          -15.120           1.4450           -6.438
           -6.462           -2.638          -0.1498           -4.460
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.9912          2.07085           -2.252           4.2500
           0.8057         -0.69701           -3.753           6.1039
          -9.0609          0.02647           -3.841           0.4293
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.126           -2.998           13.726            7.522
            5.314            2.144            4.276           11.172
           -2.474            2.724            2.240            9.553
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           14.273           16.927           -5.993           16.000
            1.826           14.787          -12.654            1.759
            1.167            1.032           -4.136           16.223
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.287          -2.0121          11.8869           -3.631
            5.406           2.4332          21.0242           -6.366
           12.813          -0.9585          -0.1827          -17.956
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.457          -8.1955           9.8597           0.6564
            3.448           1.8273          -0.1976           0.9705
            2.024           0.7385          -2.2445           4.6846
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.632            2.546            11.32            10.12
           -1.597           -5.879            15.70            22.36
           11.152           -1.322            27.11            13.64
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.9444          -3.8900          -7.1347          -8.6404
          -1.8302          -0.9356          -7.0538          -0.8642
          -1.6607          -4.7446           0.5945          -0.7081
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4798           4.0808           -5.956           -21.47
           2.0103          -0.5776           -5.095           -26.69
           2.1114           3.6644           -8.490           -18.24
 rnd_95776.volume rnd_95787.volume
           27.501           -7.606
            7.327           18.162
          -19.001            9.805
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.734 2.502 7.065 5.110 6.564 0.9443 2.075 5.287 6.052 4.571 2.784
[2,] 4.618 2.918 8.266 6.063 8.174 1.1713 2.363 6.589 7.180 6.405 3.615
[3,] 5.125 3.203 9.044 6.983 9.456 1.2886 2.595 7.391 8.011 7.224 4.067
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.016 2.544 3.997 6.579 3.235 4.086 4.130 5.590 4.044  8.076 2.901
[2,] 4.944 2.925 5.136 8.000 3.842 5.591 5.253 7.204 5.515  9.599 3.503
[3,] 5.669 3.191 5.881 8.883 4.258 6.606 6.430 8.540 6.431 10.900 3.796
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.458 6.800 1.405 5.084 4.762 3.573 4.726 1.228 4.674 3.866 2.004
[2,] 14.931 8.406 1.723 6.391 6.108 4.241 5.926 1.476 6.099 4.433 2.507
[3,] 17.171 9.972 1.921 8.409 7.876 4.746 6.998 1.672 6.987 4.979 2.822
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.459 4.357 4.604 4.346 2.792 2.880 1.106 2.597 1.282 3.058 2.785
[2,] 6.605 6.049 5.745 5.052 4.216 3.292 1.323 3.090 1.487 3.747 4.109
[3,] 7.623 6.994 6.684 5.576 4.908 3.629 1.519 3.478 1.672 4.343 4.729
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.260 1.845 3.142 3.511 3.614 2.174 3.348 3.104 1.838 3.451 2.871
[2,] 2.763 2.206 4.328 4.421 4.249 2.539 5.110 3.563 2.164 4.740 3.774
[3,] 3.089 2.452 5.051 4.808 4.613 2.862 6.372 3.855 2.450 5.743 4.637
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.835 2.121 3.154 1.148 2.452 1.339 2.621 2.398 2.550 3.283 1.834
[2,] 4.141 3.589 3.832 1.298 3.627 1.497 3.033 2.726 3.625 4.869 2.184
[3,] 5.075 4.292 4.150 1.424 4.833 1.703 3.606 2.981 4.063 5.589 2.360
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.969 2.843 2.951 1.336 4.179 3.823 4.510 4.776 4.862 4.326 3.604
[2,] 4.193 3.184 4.283 1.560 4.930 4.861 5.379 6.047 5.711 5.898 5.291
[3,] 4.734 3.530 5.214 1.795 5.540 5.499 5.985 6.863 6.537 6.827 6.132
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8931 3.566 2.987 4.170 2.126 1.962 1.393 2.644 2.551 6.017 4.958
[2,] 1.1307 4.795 3.750 5.156 2.462 2.306 1.786 3.578 3.036 6.873 6.162
[3,] 1.2740 6.041 4.280 6.137 2.797 2.589 1.947 4.113 3.377 7.695 7.035
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.920 1.905 1.741 1.661 2.621 1.873 0.7106  7.801  8.934 5.183
[2,] 2.548 2.701 2.632 2.557 3.223 2.154 0.8507 11.058 13.739 6.437
[3,] 2.796 3.208 3.187 3.144 3.646 2.404 0.9453 13.620 16.137 7.997
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.742   3.177   8.972   6.489    8.335   1.199   2.635   6.714
[2,] 619.794 342.674 979.058 744.517 1111.780 158.147 258.181 897.370
[3,] 507.327 301.434 837.030 790.359 1084.573 122.558 244.729 763.827
        [,9]    [,10]   [,11] [,12]   [,13]   [,14]    [,15]   [,16]
[1,]   7.686    5.804   3.535   5.1   3.231   5.075    8.355   4.108
[2,] 881.207 1023.828 526.361 658.1 329.465 735.897 1038.371 473.059
[3,] 810.990  762.598 424.848 632.7 290.742 653.756  881.325 418.724
       [,17]   [,18]    [,19]   [,20]   [,21]   [,22]    [,23]    [,24]
[1,]   5.188   5.244    7.098   5.136   10.26   3.684    9.471    8.635
[2,] 870.820 740.872 1036.812 855.419 1183.66 447.890 2951.347 1127.477
[3,] 802.767 846.243 1046.579 755.097 1178.76 333.651 1935.103 1224.312
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]  [,32]
[1,]   1.784    6.456    6.047   4.537   6.002   1.559   5.935   4.91
[2,] 227.601  883.855  872.715 521.331 815.868 186.826 894.160 494.83
[3,] 193.874 1246.855 1134.715 486.323 849.379 179.591 777.539 517.11
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.545   6.932   5.533   5.847   5.518   3.545   3.657   1.404
[2,] 343.854 848.535 957.381 784.134 587.958 720.907 364.281 165.811
[3,] 295.694 868.409 801.094 779.486 538.600 573.290 348.419 170.163
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.298   1.628   3.883   3.537   2.869   2.343   3.989   4.458
[2,] 381.942 171.655 494.203 689.298 362.837 275.814 679.249 613.260
[3,] 364.421 174.596 500.637 534.343 315.106 244.076 594.268 431.278
       [,49]  [,50]   [,51]   [,52]   [,53]   [,54]   [,55] [,56]   [,57]
[1,]   4.589   2.76   4.251   3.941   2.334   4.382   3.646   3.6   2.694
[2,] 509.881 299.62 880.845 399.262 260.635 741.367 558.738 688.6 660.462
[3,] 409.721 301.28 868.497 336.205 262.224 739.901 614.995 669.4 537.073
       [,58]   [,59]   [,60] [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   4.005   1.457   3.114   1.7   3.328   3.046   3.238   4.169   2.329
[2,] 496.673 138.402 609.874 152.6 348.076 295.479 587.981 820.298 270.374
[3,] 363.366 133.684 728.799 185.5 445.207 275.551 418.830 626.315 204.476
       [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.771   3.61   3.747   1.697   5.306   4.855   5.727   6.065
[2,] 675.461 326.81 708.389 183.728 596.744 685.172 669.017 846.004
[3,] 501.704 348.18 678.343 202.396 576.753 586.663 598.735 740.950
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81] [,82]   [,83]
[1,]   6.174   5.494   4.576   1.134   4.528   3.793   5.295   2.7   2.492
[2,] 683.691 914.842 883.854 158.227 731.467 517.403 691.832 283.5 276.370
[3,] 725.502 784.279 707.584 133.910 838.610 470.562 759.700 302.6 268.398
       [,84]   [,85]   [,86]  [,87]   [,88]   [,89]   [,90]  [,91]  [,92]
[1,]   1.769   3.357   3.239   7.64   6.296   2.438   2.419   2.21   2.11
[2,] 255.094 550.187 375.488 758.08 834.813 382.345 437.059 450.63 443.64
[3,] 176.532 462.947 337.386 789.41 774.778 262.525 394.780 409.82 417.43
       [,93]   [,94]    [,95]    [,96]   [,97]    [,98]
[1,]   3.328   2.378   0.9023    9.906   11.34    6.582
[2,] 427.940 242.849 106.7088 1788.416 2381.55  871.184
[3,] 388.849 243.347  94.0999 1814.269 1931.55 1082.482
[1] "--- VAR model 2017-10-04 05:01:00  completed"
[1] "Completed training sample:  2017-10-04 05:01:00 - 2017-10-04 13:00:00"
[1] "SpVAR;   training sample:  2017-10-04 05:31:00 - 2017-10-04 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.403          2.1339        -29.146          9.055
           5.273         -2.7894         -5.161         12.736
          15.036         -0.3185        -24.506          7.502
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         10.635          2.076            5.729        -19.27025
         14.506          3.312            0.440          2.48437
          2.212          2.004           -0.282         -0.01407
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -6.8393          -2.1391           -3.521          -18.809
          -9.0082          -7.8796           -1.622          -23.621
           0.6552          -0.4517           -3.644           -9.787
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -15.1820           -4.881           14.938           10.860
          -4.4966            6.286            3.498            5.890
           0.9639            2.388           -6.002            4.684
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           10.673           39.357            33.88            33.24
           10.897           17.327            46.57            28.05
            9.744            2.664            47.07            25.93
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -41.35          -12.409           -32.55            5.507
           -11.14           -3.743           -29.62           -2.615
           -22.62           -5.500           -14.27          -18.641
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           5.2143            3.732           -1.761           0.1221
          -0.8573           13.154            5.303          11.5460
           3.9308          -27.260          -23.034          11.7398
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          24.3576          -1.9187            6.031          6.12021
          13.5814           0.6977           -1.084          0.05104
          -0.1792           2.6291            5.465         -4.92242
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.965           14.316            1.185            1.420
            3.952           -3.488            3.070           14.355
           -4.244            9.658           -1.758           -7.663
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -0.686           15.619           -2.386          -1.3486
           -9.822          -15.351           -6.269           3.4556
           -4.380           -7.083            1.181          -0.4611
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.013           1.4079            2.675          -12.197
           13.379           2.0689            4.050           -2.608
            0.133          -0.5597            3.865           -8.992
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.430          -0.7511           -6.318           -9.594
            5.795           4.9106            2.074           -4.865
           16.542           2.4385            0.398            1.377
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.400            2.466          -11.996           11.649
            2.161           -4.625            7.769            6.113
           -7.774            3.580           -1.399            3.103
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.783            5.692            8.076           21.048
            2.390           16.451            2.610            7.407
            2.805          -18.684            2.913            4.249
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.990           1.0356            2.504            9.012
           11.159           0.1441           -2.394           12.967
            5.806           4.0740           -1.240            8.265
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.279           12.221          -0.3548            7.841
           -3.678            5.425           0.9551           16.811
           -5.678           11.788           5.0648            5.428
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           18.713          -1.0976           -5.511           3.8245
           18.546           6.6262           19.115           0.2808
           -2.467          -0.4331           11.887           3.0684
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.076          -4.0795            20.33            10.23
           12.104           0.0855            23.67            11.61
           13.606           4.8051            17.45            19.02
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            12.22            13.79           16.482           -5.464
            11.43            11.43            4.023           11.709
           -11.11            13.46           -2.617           18.366
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           14.286          -5.7790           16.269           -4.102
            0.808          -0.3184            6.611            4.375
            5.472           1.3277            6.970            3.985
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           15.213          -0.4903           0.2816           3.0586
            4.492          -5.3003          -1.8394           3.5376
           10.654          -1.1831           1.6301           0.4615
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -5.9084            6.819          11.0195           -3.610
          -3.5558           -3.004          -0.9002           16.050
          -0.6813            0.841           4.1091            4.996
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            9.749           0.5084           0.3924            1.447
            8.578          10.9194           3.6591            3.292
            2.744           0.5157           4.0308            5.733
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.656            4.171           -6.877            14.96
           -2.357            5.391           -7.607            28.87
            4.862           -1.730          -10.103            57.91
 rnd_95776.volume rnd_95787.volume
            29.84          -3.5277
           -32.16           0.5908
            -7.66         -18.1580
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.046 2.588 7.185 5.310  8.254 1.013 2.110 5.693 6.353 4.728 2.843
[2,] 4.827 2.982 8.439 6.336 10.223 1.239 2.420 6.799 7.492 6.796 3.715
[3,] 5.295 3.283 9.170 7.416 11.560 1.355 2.667 7.619 8.261 7.500 4.144
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.029 2.592 4.046 6.623 3.292 4.322 4.258 6.103 4.251  8.267 3.029
[2,] 5.159 2.995 5.318 8.114 3.893 5.708 5.442 7.906 5.847 10.032 3.576
[3,] 5.844 3.316 6.048 9.040 4.386 6.755 6.644 9.393 6.703 11.255 3.907
      [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.106  7.091 1.524 5.207 5.054 3.874 4.845 1.327 5.035 3.964 2.091
[2,] 15.372  8.866 1.831 6.627 6.324 4.483 6.132 1.585 6.488 4.597 2.603
[3,] 17.587 10.276 2.029 8.713 8.046 4.966 7.336 1.790 7.427 5.177 2.929
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.890 4.853 4.847 4.489 2.943 3.048 1.231 2.855 1.346 3.082 2.898
[2,] 6.965 6.416 6.115 5.241 4.369 3.482 1.440 3.349 1.564 3.842 4.310
[3,] 8.074 7.350 7.095 5.749 5.142 3.806 1.639 3.691 1.738 4.485 4.960
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.250 1.892 3.251 3.599 3.822 2.217 3.377 3.251 1.905 3.728 3.020
[2,] 2.825 2.246 4.507 4.558 4.483 2.635 5.230 3.721 2.261 4.991 4.024
[3,] 3.162 2.530 5.295 5.023 4.874 2.945 6.582 4.081 2.560 5.972 4.968
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.881 2.093 3.335 1.164 2.638 1.401 2.796 2.723 2.635 3.513 1.891
[2,] 4.349 3.696 3.995 1.328 3.944 1.608 3.249 3.030 3.815 4.990 2.246
[3,] 5.352 4.536 4.375 1.458 5.127 1.774 3.850 3.296 4.337 5.706 2.448
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.242 2.924 3.065 1.355 4.328 3.949 4.818 5.045 5.204 4.480 3.777
[2,] 4.602 3.372 4.400 1.627 5.028 4.930 5.670 6.400 6.078 6.199 5.502
[3,] 5.093 3.778 5.357 1.867 5.659 5.506 6.392 7.134 6.944 7.100 6.458
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9826 3.585 2.986 4.351 2.146 2.053 1.509 2.755 2.649 6.450 5.323
[2,] 1.2315 4.877 3.879 5.334 2.515 2.367 1.844 3.776 3.129 7.261 6.579
[3,] 1.3808 6.276 4.475 6.254 2.853 2.658 2.039 4.373 3.496 8.212 7.486
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 2.018 1.944 1.812 1.699 2.776 2.069 0.8305  7.033  9.273 5.347
[2,] 2.627 2.802 2.737 2.692 3.396 2.318 0.9617 10.410 14.026 6.782
[3,] 2.863 3.300 3.271 3.276 3.861 2.566 1.0744 13.055 16.837 8.330
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]
[1,]   5.138   3.287   9.123   6.743   10.48   1.286   2.68   7.229
[2,] 558.308 314.101 938.923 733.064 1279.19 151.322 251.29 788.227
[3,] 461.830 291.147 761.264 817.345 1145.01 116.261 237.51 729.664
        [,9]    [,10]  [,11]   [,12]   [,13]   [,14]   [,15]  [,16]
[1,]   8.067    6.004   3.61   5.116   3.291   5.138   8.411   4.18
[2,] 842.506 1035.579 507.19 683.416 318.393 732.126 994.171 440.77
[3,] 738.289  672.727 389.70 582.424 301.885 611.092 845.280 428.27
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]    [,24]
[1,]   5.488   5.407    7.75   5.398   10.5   3.846   10.29    9.004
[2,] 790.768 718.774 1066.05 851.711 1205.5 403.371 2770.25 1128.931
[3,] 766.117 808.421 1075.84 695.129 1082.4 333.826 1812.67 1101.803
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.935    6.611    6.417   4.919   6.152   1.686   6.394   5.034
[2,] 215.165  869.710  806.419 478.314 797.358 183.631 867.731 493.984
[3,] 185.671 1199.647 1055.257 453.563 853.996 176.733 766.648 504.725
       [,33]  [,34]   [,35]   [,36]   [,37]   [,38]  [,39]   [,40]   [,41]
[1,]   2.656   7.48   6.162   6.155   5.701   3.737   3.87   1.564   3.625
[2,] 328.676 788.52 890.404 790.974 573.721 685.040 357.11 158.334 371.124
[3,] 285.131 866.00 760.646 763.160 501.068 574.975 326.23 166.098 329.195
       [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.709   3.913   3.68   2.857   2.402   4.128   4.571   4.853
[2,] 169.076 486.689 676.82 362.375 256.682 662.079 593.005 496.952
[3,] 160.747 490.598 520.31 301.209 247.321 589.511 447.678 405.900
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.815   4.288   4.129   2.419   4.734   3.835   3.658   2.658
[2,] 302.104 847.208 383.880 258.344 703.761 563.896 691.076 646.125
[3,] 278.998 847.673 355.556 254.745 695.824 618.055 661.658 557.539
       [,58]   [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.235   1.478   3.35   1.779   3.551   3.458   3.346   4.461
[2,] 466.502 135.495 622.00 167.284 350.922 281.978 585.220 751.625
[3,] 378.459 127.810 694.54 158.925 438.152 274.980 437.689 587.056
       [,66]   [,67]   [,68]   [,69]  [,70]   [,71]   [,72]   [,73]
[1,]   2.401   4.117   3.713   3.892   1.72   5.496   5.015   6.119
[2,] 257.277 692.799 356.274 669.677 191.15 542.726 625.950 633.909
[3,] 206.546 462.926 361.419 647.974 194.46 550.871 520.007 625.725
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   6.406   6.608   5.689   4.796   1.248   4.553   3.791   5.525
[2,] 835.476 665.900 908.856 848.485 157.439 701.092 525.232 654.331
[3,] 668.379 712.484 734.209 717.221 132.480 838.030 473.347 692.512
       [,82]   [,83]   [,84]   [,85]   [,86]  [,87]   [,88]   [,89]
[1,]   2.725   2.607   1.916   3.499   3.364   8.19   6.759   2.562
[2,] 278.248 250.124 224.831 547.789 353.344 707.15 820.037 356.675
[3,] 285.522 256.443 184.724 467.812 330.602 813.66 757.820 241.776
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   2.469   2.301   2.158   3.525   2.627   1.055    8.93   11.78
[2,] 428.035 435.194 442.958 414.988 221.944 102.860 1627.92 2232.16
[3,] 369.658 379.766 395.989 389.682 233.168 101.623 1671.17 1975.42
       [,98]
[1,]    6.79
[2,]  884.95
[3,] 1025.92
[1] "--- VAR model 2017-10-04 05:31:00  completed"
[1] "Completed training sample:  2017-10-04 05:31:00 - 2017-10-04 13:30:00"
[1] "SpVAR;   training sample:  2017-10-04 06:01:00 - 2017-10-04 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.529           6.828       -30.7594         -6.332
          -8.229          -4.921        -0.5163         -1.756
          -1.238           2.540         2.2611          3.444
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.604         -2.908          -0.4347           11.531
         13.867          4.658           0.1643            4.336
          5.238          2.869           2.2504           26.083
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -10.0028          -7.2152            2.769           -10.62
          -0.4178          10.5866            7.642           -21.28
          25.7199          -0.2697            3.503           -18.52
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9098            0.218           29.696           -8.164
          -3.4042           -0.102           -9.466            4.322
          -7.9952            6.829           13.553           -1.067
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           14.728           14.516            30.52             4.92
           -1.541            7.216            35.62            16.33
            8.271           -5.040            11.49            15.75
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.592            8.935           -9.298          -15.496
           -1.905           -6.281          -64.621          -25.896
            3.053            2.046          -19.594           -9.817
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.8656          -15.703          -21.337           2.6623
          -0.2781           -6.769           -0.721           6.0091
           3.5132          -28.675          -24.998           0.7392
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          0.07618          -3.6399            3.212          -0.5641
        -10.28116          -0.5203           -2.034          -7.6024
          0.94458          -2.1030            4.236           5.7194
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -9.5707            5.115           -17.97           -2.254
           0.6581            5.082             1.84            1.515
          -5.6826          -15.659            -9.34           -1.617
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.596           -7.369            5.979          -1.1258
            8.384           13.042            5.497          -0.1978
            3.810            5.951           -6.664           0.3401
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5283            2.030           -2.775          -29.556
           9.4108           -2.537          -11.274           -6.257
           0.1772            3.377           -2.168          -18.874
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.370           -3.048          -21.176           -6.903
            2.405           -1.875           -7.538            5.513
            2.181           -3.257           -7.299           -5.751
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           14.787           -8.372         -9.66997            9.433
           11.309           -5.989        -13.24417            9.591
            5.378           -3.231         -0.09725           13.354
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.8808           10.187            9.218           24.257
          -0.1296            1.821            1.543           -5.885
          -0.8033           -7.706           -2.727           11.512
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.087            2.497           1.0977            4.348
           17.262            3.918           5.2977            9.984
           -8.287           11.394          -0.6947           11.524
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.555            2.895            5.940            2.290
           -7.557          -12.178           -3.513           -5.480
           -2.483           12.376            5.656            3.372
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.911           -1.097            5.491           -7.134
            5.544           -5.137            3.066            2.651
          -13.857            1.916           -8.882           -5.214
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2635           -3.236             9.60            5.069
          -1.6096           -2.684           -12.94           -5.647
           0.5795            3.428            18.11            3.911
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -9.479         -11.0768           15.079           -2.892
           -3.946          -0.7348           -1.646            8.313
           -2.199          -0.1250           -4.079           -3.456
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.978            2.518           -1.251           -2.591
            2.179           -2.841            1.124            1.433
           -6.785            2.871           -1.998            2.690
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.037          -5.7439            9.145        -0.008371
           -2.651           2.9456           -4.762         1.638286
            3.373           0.4523           -7.968         0.278572
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.603            5.885          -23.037            5.506
            7.560           -3.493            6.338            4.156
            7.884            3.186            3.610           -5.425
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.506           -4.816           -7.424           -2.579
            0.775            1.921           -3.798           -6.578
           -8.041           -1.069            8.753            7.552
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            6.349          -0.9700           -8.511           4.6604
            4.251          -0.5492           -6.453           0.4935
           10.664          -2.9169           -7.126           2.5536
 rnd_95776.volume rnd_95787.volume
          -14.923           -12.41
          -24.357           -23.72
           -7.304           -11.06
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5] [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.869 2.627 7.197 5.260  9.648 1.05 2.050 5.711 6.395 4.643 2.838
[2,] 4.792 3.057 8.381 6.449 11.802 1.29 2.354 6.738 7.595 6.782 3.715
[3,] 5.412 3.341 9.153 7.572 13.112 1.41 2.626 7.452 8.400 7.517 4.105
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.077 2.616 3.955 6.479 3.291 4.348 4.319 6.307 4.353  8.268 2.971
[2,] 5.277 3.068 5.116 8.079 3.941 5.827 5.356 8.114 5.813 10.137 3.502
[3,] 5.926 3.354 5.918 9.075 4.420 6.729 6.589 9.581 6.650 11.289 3.910
      [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.839  6.917 1.608 5.121 5.097 3.836 4.917 1.392 4.944 3.919 2.146
[2,] 15.442  8.918 1.889 6.682 6.314 4.419 6.231 1.659 6.387 4.577 2.646
[3,] 17.818 10.341 2.109 8.669 8.081 4.934 7.398 1.885 7.407 5.151 2.985
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.684 5.005 4.838 4.386 3.134 3.082 1.256 3.011 1.370 3.246 2.865
[2,] 6.752 6.522 6.139 5.196 4.619 3.514 1.488 3.476 1.614 3.950 4.280
[3,] 7.862 7.360 7.010 5.740 5.339 3.857 1.671 3.793 1.786 4.646 5.122
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.322 1.991 3.198 3.645 4.006 2.238 3.400 3.347 1.955 3.670 3.018
[2,] 3.015 2.326 4.561 4.646 4.686 2.690 5.402 3.944 2.256 5.084 4.196
[3,] 3.336 2.582 5.303 5.085 5.133 3.015 6.681 4.298 2.540 6.182 5.158
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.950 2.192 3.501 1.134 2.680 1.463 2.961 2.855 2.823 4.029 1.885
[2,] 4.421 3.712 4.145 1.315 4.059 1.638 3.405 3.245 4.039 5.635 2.289
[3,] 5.487 4.694 4.512 1.467 5.244 1.829 3.924 3.532 4.580 6.362 2.499
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.533 3.011 3.163 1.460 4.373 4.049 4.972 5.148 5.329 4.429 3.762
[2,] 4.846 3.485 4.742 1.730 5.209 5.166 5.762 6.356 6.226 6.246 5.544
[3,] 5.386 3.884 5.721 1.968 5.821 5.834 6.437 7.103 7.030 7.133 6.438
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.044 3.491 3.039 4.427 2.165 1.996 1.668 2.733 2.726 6.506 5.308
[2,] 1.250 4.778 3.962 5.361 2.556 2.346 1.989 3.823 3.236 7.366 6.651
[3,] 1.407 6.157 4.545 6.233 2.909 2.671 2.163 4.392 3.553 8.253 7.652
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 2.118 2.056 1.935 1.719 2.897 2.225 0.8837  6.651  9.355 5.280
[2,] 2.620 2.903 2.847 2.751 3.533 2.513 1.0203 10.249 14.208 6.998
[3,] 2.865 3.359 3.364 3.366 4.063 2.738 1.1514 12.847 16.916 8.442
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   4.913   3.336   9.139   6.68   12.25   1.333   2.603   7.252   8.12
[2,] 513.665 283.814 780.681 678.03 1235.08 136.454 210.066 649.764 744.64
[3,] 457.396 245.239 668.526 720.91 1038.22 103.218 211.500 578.276 652.20
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.896   3.604   5.177   3.321   5.022   8.227   4.179   5.521
[2,] 898.346 435.676 609.040 291.393 589.755 877.146 393.879 704.858
[3,] 589.357 317.301 489.907 246.222 540.776 751.248 363.805 611.784
       [,18]   [,19]   [,20]  [,21]   [,22]    [,23]    [,24]   [,25]
[1,]   5.485   8.008   5.528   10.5   3.773    9.954    8.783   2.042
[2,] 575.466 927.736 700.108 1065.9 336.945 2417.844 1022.863 179.973
[3,] 697.697 926.148 587.091  902.8 315.915 1615.658  951.688 170.347
        [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    6.503   6.473   4.871   6.244   1.768   6.279   4.977   2.725
[2,]  780.070 677.253 398.782 695.604 163.895 734.863 429.717 281.336
[3,] 1003.694 916.500 398.617 724.729 162.771 681.543 429.517 251.033
       [,34]   [,35]   [,36]  [,37]  [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   7.217   6.355   6.144   5.57   3.98   3.913   1.595   3.823   1.74
[2,] 662.359 760.019 686.680 506.23 616.67 306.796 144.879 315.688 155.06
[3,] 732.174 620.032 614.935 443.49 486.61 288.902 138.335 276.012 138.73
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.122   3.638   2.949   2.528   4.061   4.628   5.087   2.842
[2,] 409.094 577.846 349.418 218.657 591.043 523.664 441.667 271.333
[3,] 444.319 511.250 259.393 203.802 491.713 375.531 380.720 247.407
       [,51]  [,52]   [,53]  [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.318   4.25   2.482   4.66   3.832   3.746   2.783   4.445   1.44
[2,] 762.812 379.20 204.664 639.42 529.931 598.439 544.484 403.441 121.06
[3,] 714.303 310.35 212.099 639.23 545.009 590.494 522.037 323.802 118.03
       [,60]   [,61]  [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.403   1.857   3.76   3.626   3.584   5.116   2.393   4.486
[2,] 554.118 133.995 305.59 280.173 525.123 716.015 236.074 602.787
[3,] 603.349 147.817 354.45 253.472 392.475 536.630 182.389 427.377
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.824   4.016   1.854   5.553   5.142   6.314   6.537   6.767
[2,] 318.766 642.005 168.713 514.321 582.984 529.385 677.486 585.138
[3,] 311.690 581.888 170.559 472.318 492.791 521.367 576.210 593.224
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.624   4.777   1.326   4.433   3.859   5.621   2.749   2.535
[2,] 800.459 739.983 124.985 592.845 461.937 549.557 246.814 223.988
[3,] 625.963 594.789 117.058 705.760 404.716 577.800 252.332 231.939
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]  [,90]   [,91]
[1,]   2.118   3.471   3.462   8.262   6.741   2.689   2.61   2.458
[2,] 196.954 485.761 316.848 627.638 728.267 280.453 372.56 379.510
[3,] 154.148 392.757 266.693 676.520 687.690 210.696 307.00 325.554
       [,92]   [,93]   [,94]  [,95]    [,96]   [,97]   [,98]
[1,]   2.183   3.678   2.825  1.122    8.446   11.88   6.705
[2,] 390.372 367.637 212.308 92.698 1417.077 1943.31 834.568
[3,] 352.332 364.530 197.877 96.953 1407.648 1668.45 857.974
[1] "--- VAR model 2017-10-04 06:01:00  completed"
[1] "Completed training sample:  2017-10-04 06:01:00 - 2017-10-04 14:00:00"
[1] "SpVAR;   training sample:  2017-10-04 06:31:00 - 2017-10-04 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -14.350           4.648        16.5168         -9.621
          15.238          -2.084        -0.8903          4.983
          -4.936          -3.323         5.2959          5.005
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          17.07          2.439           -8.801           -6.824
          25.75         -1.858            2.056           20.432
          49.01          3.721            5.896            6.960
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.730            6.860            2.648           -14.53
            9.529           -8.635           -6.589            -7.78
            7.099            7.707            2.741           -22.89
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.954          -10.967           -9.531          -0.6707
           -8.539            1.179            9.232         -13.8102
           -2.749            1.563           -6.422          -5.5709
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -5.26105           16.414          39.0168            21.70
         -7.48979            2.598          -0.9004             9.92
          0.09394           -1.585          -1.1373             8.21
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           19.651          -0.5636            6.942           -15.52
            7.625           3.7049           35.009            20.65
            7.058           0.6312           -5.402            11.06
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            4.266            6.859            5.620          6.53743
            1.265            5.574            3.241         14.56666
            1.143            5.158            9.496         -0.08078
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -22.407            1.468           0.7989           4.8228
            7.415           -2.414          -7.2406          -0.8031
           13.932           -1.141           8.5726          -8.0222
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           7.2578            9.920            9.260           10.232
           0.2598          -13.029           -8.212           13.948
           0.8000            4.429            9.727            1.394
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -17.2855          -26.212           -10.68           -1.582
          -7.6254           -1.604            18.44           -5.050
          -0.5653           -3.769            10.34            2.364
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.659            5.396           -1.128          -21.444
           -3.868           -1.796            3.032          -12.666
           -5.064            2.083            1.052           -1.499
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.149            4.741           -6.059            3.622
           10.487           -3.138          -28.471            7.735
            7.007            5.771           -7.287           -2.572
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.181          -0.1205           6.1011           10.499
           -3.500          -2.3229         -11.0889            4.963
           10.764          -4.0277           0.5294           21.112
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.6565           16.352           22.250           -1.021
          -4.1745           -7.746           -2.310           13.090
           0.4573           -1.412           -1.283           -1.156
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.319           -4.877          -1.0747            18.32
           22.012            4.651          -0.7739           -16.01
           -5.449           -3.715           2.3663            24.90
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -9.624            8.709          -2.2651           12.951
           -6.209           -5.356          -0.2494            2.622
           -5.323           18.662           4.1972           -5.466
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            10.92          -3.4167           -2.826           0.5053
            15.23          -0.3687           19.214           0.2589
             1.80          -1.3894            6.639          -2.6641
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.703          0.04717           -6.290           -8.896
           22.868          1.39456           -1.230           12.177
            3.151          0.32846           -4.959           -1.367
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.1893           -4.578            5.570          -0.2533
          -1.1945           -6.027          -14.909          -4.6017
         -11.9770           -1.426            1.435           4.8631
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.450          -3.7977           0.3019           -6.702
            0.778           0.1468          13.6341           -8.818
            2.483          -1.2566          -6.6816           -1.415
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.211          -0.2617            1.171           0.2211
           -7.885           4.8473            2.487          -1.8131
           -3.477          -3.5557           -1.297           2.6717
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -19.16           3.5089          15.3634           -6.969
           -23.62          -0.6429          -2.3131           -6.841
            14.83          -3.9667          -0.2139            9.834
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.02381          5.73432          -0.4671           0.1185
         -7.03987         -0.03024           8.1728           2.3933
         -0.43467         -2.23987          -2.8821          -0.9903
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.272           -5.326          -10.176            28.92
            7.809           -2.639           -8.938            27.80
           -4.095            7.624          -10.980            35.13
 rnd_95776.volume rnd_95787.volume
          -52.759           -2.639
          -22.750           10.153
           -1.961           -4.425
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.661 2.692 6.855 5.158 10.47 1.169 1.971 5.320 6.101 4.405 2.814
[2,] 4.598 3.192 8.137 6.184 12.72 1.369 2.323 6.518 7.348 6.322 3.634
[3,] 5.224 3.529 8.851 7.519 14.16 1.499 2.592 7.272 8.153 7.134 4.046
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.748 2.567 3.579 6.407 3.358 4.255 4.268 6.103 4.384  8.312 3.015
[2,] 5.097 3.056 4.805 7.857 3.888 5.532 5.282 8.122 5.768 10.200 3.632
[3,] 5.872 3.356 5.560 8.808 4.437 6.535 6.440 9.535 6.701 11.336 4.097
      [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.592  7.076 1.728 5.305 5.091 3.885 4.914 1.477 5.038 3.950 2.182
[2,] 15.299  8.991 1.977 6.690 6.595 4.404 6.221 1.741 6.474 4.579 2.616
[3,] 17.495 10.431 2.196 8.735 8.363 4.956 7.340 1.932 7.533 5.105 2.967
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.752 4.857 4.706 4.354 3.299 3.280 1.362 3.113 1.338 3.144 2.876
[2,] 6.844 6.229 6.042 5.223 4.814 3.767 1.574 3.610 1.611 3.760 4.118
[3,] 7.871 7.101 7.056 5.729 5.487 4.208 1.736 3.937 1.806 4.415 4.877
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.362 1.979 3.110 3.953 4.154 2.345 3.358 3.465 1.886 3.661 2.949
[2,] 2.966 2.327 4.642 4.956 4.761 2.778 5.342 4.089 2.245 4.938 4.392
[3,] 3.402 2.578 5.368 5.363 5.215 3.117 6.680 4.524 2.541 6.073 5.488
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.925 2.012 3.473 1.128 2.622 1.460 3.025 3.000 3.016 4.204 1.746
[2,] 4.522 3.627 4.183 1.357 3.861 1.654 3.509 3.352 4.181 5.677 2.182
[3,] 5.612 4.833 4.608 1.479 5.244 1.876 4.004 3.713 4.759 6.415 2.456
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.400 3.089 3.110 1.478 4.397 4.080 4.977 5.174 5.363 4.417 3.758
[2,] 4.785 3.570 4.841 1.723 5.286 5.153 5.704 6.231 6.260 6.249 5.541
[3,] 5.300 3.971 5.833 1.940 5.792 5.791 6.476 6.928 7.026 7.154 6.529
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.115 3.336 3.214 4.238 2.210 2.057 1.705 2.759 2.810 6.523 5.432
[2,] 1.318 4.501 4.075 5.263 2.564 2.408 1.989 3.834 3.310 7.525 6.793
[3,] 1.466 6.009 4.627 6.077 2.868 2.746 2.182 4.350 3.668 8.479 7.766
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 2.127 2.065 1.999 1.779 3.053 2.211 0.9031  5.908  9.718 5.254
[2,] 2.654 2.902 2.822 2.769 3.642 2.492 1.0422  8.759 14.321 7.014
[3,] 2.942 3.321 3.383 3.374 4.155 2.742 1.1839 10.767 17.248 8.276
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]   [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.649   3.418   8.705   6.55   13.3   1.485   2.502   6.756   7.748
[2,] 398.389 245.775 627.815 488.61 1034.2 102.011 176.258 539.203 586.575
[3,] 355.147 215.545 499.131 612.62  892.9  87.325 164.491 461.994 505.791
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.593   3.573   4.759   3.259   4.544   8.136   4.264   5.403
[2,] 649.603 329.331 494.863 237.596 459.234 651.354 280.739 506.372
[3,] 473.531 254.802 417.701 198.575 400.675 570.448 306.059 498.301
      [,18]  [,19]   [,20]  [,21]   [,22]    [,23]   [,24]   [,25]   [,26]
[1,]   5.42   7.75   5.567  10.55   3.829    9.641   8.986   2.194   6.736
[2,] 445.70 767.45 537.023 846.89 289.904 1902.421 794.431 137.537 583.944
[3,] 527.79 715.41 488.553 708.42 271.760 1215.604 757.527 136.898 804.411
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   6.465   4.933   6.241   1.875   6.397   5.016   2.771   7.305
[2,] 600.469 297.190 546.350 132.049 582.464 331.805 206.600 531.124
[3,] 736.636 325.670 557.870 119.931 551.474 323.103 200.620 556.793
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]   [,42]
[1,]   6.167   5.976   5.529   4.189   4.166   1.73   3.952   1.699
[2,] 558.733 542.709 413.174 502.192 265.214 113.08 262.064 128.514
[3,] 488.203 522.071 337.050 377.160 268.694 104.88 224.861 117.048
       [,43]   [,44]   [,45]   [,46]  [,47]   [,48]   [,49]   [,50]
[1,]   3.992   3.652   2.999   2.513   3.95   5.019   5.275   2.978
[2,] 295.489 422.238 256.997 175.401 493.58 428.278 333.203 213.136
[3,] 331.472 374.200 238.752 158.660 386.03 293.436 304.572 202.756
       [,51] [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]   [,59]
[1,]   4.264   4.4   2.395   4.649   3.745   3.714   2.554   4.41   1.432
[2,] 595.098 311.0 174.292 474.511 466.127 493.906 432.321 334.01 108.023
[3,] 574.523 277.4 170.554 506.339 471.376 476.085 457.448 276.72  84.426
       [,60]   [,61]   [,62]  [,63]  [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   3.329   1.854   3.841   3.81   3.83   5.338   2.217   4.318   3.922
[2,] 405.889 111.366 254.788 213.93 414.78 546.460 187.553 482.262 256.338
[3,] 508.333 126.789 276.220 228.78 325.55 428.043 161.327 326.534 249.266
       [,69]   [,70]   [,71]  [,72]  [,73]   [,74]  [,75]   [,76]   [,77]
[1,]   3.949   1.876   5.584   5.18   6.32   6.571   6.81   5.609   4.772
[2,] 531.322 126.911 420.129 450.92 399.19 497.121 462.58 632.998 583.248
[3,] 466.318 127.627 339.207 378.53 439.21 433.955 456.87 499.063 494.551
       [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   1.416   4.236   4.082   5.381   2.806   2.612   2.165   3.504
[2,] 100.529 432.771 358.711 447.058 186.193 179.551 146.901 381.320
[3,]  92.074 570.259 313.950 435.096 184.283 188.980 128.366 294.363
       [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   3.568   8.283   6.897   2.701   2.622   2.538   2.259   3.877
[2,] 250.595 537.367 584.223 227.333 291.945 285.378 303.956 284.379
[3,] 226.316 559.954 539.182 181.847 231.525 267.201 275.989 286.314
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.807  1.147   7.502   12.34   6.672
[2,] 164.692 74.507 926.163 1506.78 665.582
[3,] 163.838 80.437 896.877 1376.66 629.276
[1] "--- VAR model 2017-10-04 06:31:00  completed"
[1] "Completed training sample:  2017-10-04 06:31:00 - 2017-10-04 14:30:00"
[1] "SpVAR;   training sample:  2017-10-04 07:01:00 - 2017-10-04 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.426           5.459          18.90         -24.40
          -8.797          11.121         -15.86         -21.92
         -11.425           1.352          13.09          21.98
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
      -18.30266         1.4410            7.376           -1.579
       23.18037         7.0187            8.625            9.844
       -0.02392        -0.3585            5.887            3.919
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -10.211          -13.254           -9.065           -8.931
           -5.752           -5.905           -6.521          -18.866
           -3.566            9.394          -10.208           -5.384
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -11.9442           -4.608           -2.636          -2.0920
          -0.5744            7.775          -13.766           5.3574
          -1.1158           -1.383            4.519           0.9131
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.400         -13.3374          -0.4286           0.1076
            3.385          -0.2504          14.6709         -13.8207
            7.827           3.7587          10.0389          12.0641
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.679           0.5805            20.18           -6.863
          -22.722          -4.6810            17.65           12.882
           -9.452           1.9969           -39.89          -10.201
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           4.6936           -9.594          -4.5226           -9.644
           3.2331           23.054           0.8084          -12.899
          -0.8059          -12.934           4.1914          -11.050
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -27.936            5.551          -15.714           9.6370
           -9.043           -1.650          -10.404           0.3869
           21.101           -4.757           -7.063           2.3145
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            9.155           -11.30           -8.853           -1.786
           -6.516           -15.65           -1.754          -13.342
           -3.172            -1.28          -21.986           -2.713
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           15.441           23.629            21.99           2.2047
            2.110           -4.224            14.70           1.9248
            4.182            7.223            10.49           0.7777
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            8.189          -0.0253            2.950           0.4536
            1.554           8.3941           -8.637          -3.0837
            5.754          -0.4326            2.059          -6.3476
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
        -0.203261            3.894          -10.251            2.286
         2.327911            2.092           -7.966           11.327
        -0.002072            3.030           -1.958            2.276
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -16.49           -1.636            2.659            6.269
             8.21           -6.543          -11.835           18.170
            -6.65            5.480            9.796           13.159
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.9179           13.482        -7.696678          -0.8640
           2.3635           -3.273         2.710042           1.5383
          -0.9058            5.181        -0.002858           0.4502
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.879          -10.876          -4.8791          -0.6093
           -9.767            0.964          -8.0566           7.1647
            3.495            3.160          -0.9321           0.3919
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -8.340           -9.920            8.767            1.857
           -5.037           10.179            2.793            8.934
           -4.103            4.486            7.571            2.666
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           23.907            4.000           23.708          -2.2118
          -23.510           -1.883            4.758          -5.2126
            1.102           -6.346           -4.551          -0.7209
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          10.3658            3.553            9.370            3.137
          -1.9195            7.297           -8.653           -2.623
           0.9741            1.761          -16.163          -10.144
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            12.53           20.817          -0.5885           -8.185
            20.86           10.040          27.4564           27.725
            19.87           -5.408          10.3290            8.459
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.176           -1.482          -28.373          -4.2013
            8.049           -3.487            1.253          -0.1001
           12.178            3.380            7.488           9.2853
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -9.445           -4.940           -1.896            4.865
          -15.728           -4.974            6.844           -2.627
            5.475            2.284           -1.866            4.412
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.530            4.272           11.111         -9.19482
            6.589            8.821            7.166          0.06379
           -1.857            2.938            3.532         -7.42922
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.073            2.815           5.1033            1.901
           -3.082           -3.718           0.7568            9.579
            2.297            4.002          -1.2259           -4.058
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -14.922           0.4773            2.918           -8.779
            5.276          -2.2733           -2.698            6.288
           -2.956           1.0397           -2.933            3.454
 rnd_95776.volume rnd_95787.volume
          -28.964          -11.743
            3.265           12.339
          -14.254           -9.145
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.646 2.840 6.736 5.081 11.22 1.228 2.003 5.411 5.946 4.260 2.735
[2,] 4.672 3.352 7.933 6.168 13.48 1.413 2.313 6.277 7.026 6.137 3.587
[3,] 5.168 3.656 8.728 7.536 15.06 1.551 2.562 7.074 8.008 6.792 3.986
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.861 2.667 3.637 6.414 3.391 4.183 4.410 6.260 4.311  8.220 3.037
[2,] 5.080 3.025 4.786 7.743 3.917 5.448 5.322 7.953 5.612  9.859 3.601
[3,] 5.784 3.288 5.579 8.894 4.357 6.511 6.335 9.327 6.578 11.050 4.061
      [,23]  [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.523  6.927 1.679 5.165 5.058 3.959 4.817 1.483 5.033 4.071 2.231
[2,] 15.091  8.674 1.947 6.509 6.694 4.483 6.180 1.755 6.278 4.720 2.635
[3,] 17.197 10.193 2.236 8.395 8.490 5.158 7.353 1.968 7.349 5.294 2.930
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.449 4.769 4.625 4.609 3.420 3.549 1.419 3.081 1.344 3.180 2.879
[2,] 6.551 6.073 6.037 5.415 4.788 3.969 1.634 3.761 1.609 3.868 4.154
[3,] 7.700 6.943 6.989 5.947 5.543 4.483 1.795 4.151 1.797 4.523 4.888
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.471 1.953 3.374 4.165 4.291 2.431 3.421 3.640 1.837 3.693 3.003
[2,] 2.975 2.236 4.829 5.088 4.845 2.856 5.482 4.411 2.212 4.900 4.299
[3,] 3.348 2.489 5.462 5.544 5.395 3.153 6.801 4.858 2.515 6.155 5.394
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.668 2.001 3.535 1.131 2.763 1.624 3.020 3.122 3.010 4.230 1.719
[2,] 4.493 3.862 4.146 1.369 4.038 1.840 3.570 3.470 4.162 5.879 2.096
[3,] 5.583 4.970 4.594 1.508 5.277 2.012 4.052 3.829 4.714 6.626 2.359
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.447 3.126 3.260 1.419 4.216 4.079 4.991 4.877 5.156 4.581 3.415
[2,] 4.885 3.628 5.023 1.713 5.107 5.184 5.895 6.042 6.031 6.215 5.475
[3,] 5.418 4.060 6.044 1.975 5.752 5.772 6.659 6.707 6.687 7.100 6.439
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.191 3.275 3.153 4.162 2.206 2.036 1.699 2.841 2.982 6.697 5.275
[2,] 1.402 4.520 4.102 5.358 2.623 2.460 2.062 3.985 3.552 7.676 6.663
[3,] 1.551 5.996 4.684 6.234 2.866 2.786 2.277 4.502 3.852 8.569 7.622
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.058 1.964 1.948 1.834 3.133 2.309 1.080 1.975  9.749 5.403
[2,] 2.483 2.756 2.730 2.679 3.694 2.636 1.350 2.406 14.661 7.109
[3,] 2.770 3.178 3.223 3.171 4.207 2.866 1.538 2.662 17.479 8.246
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   4.63   3.607   8.554   6.451  14.25  1.559   2.543   6.871   7.551
[2,] 371.56 226.321 532.831 444.712 949.34 88.888 147.044 404.663 475.917
[3,] 280.99 185.726 463.054 550.713 854.17 81.444 140.343 414.880 488.761
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17] [,18]
[1,]   5.409   3.473   4.903   3.387   4.618   8.145   4.306   5.312   5.6
[2,] 561.792 295.145 419.696 181.481 395.691 551.650 249.286 443.922 378.9
[3,] 370.270 220.906 351.947 163.751 364.551 556.444 242.741 453.494 437.1
       [,19]   [,20]  [,21]   [,22]    [,23]   [,24]   [,25]   [,26]
[1,]   7.949   5.474  10.44   3.857    9.553   8.796   2.132   6.558
[2,] 623.943 456.989 692.44 246.047 1663.812 664.090 125.432 503.926
[3,] 619.747 436.481 634.62 238.592 1048.708 680.827 139.874 674.213
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   6.423   5.028   6.117   1.883   6.391   5.169   2.833   6.919
[2,] 557.608 267.297 492.372 119.391 477.370 303.762 178.412 462.678
[3,] 664.234 324.440 506.734 113.203 485.693 305.010 162.803 514.628
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   6.055   5.873   5.853   4.343   4.506   1.802   3.913   1.707
[2,] 478.212 493.505 361.541 426.102 226.095 103.198 274.270 112.568
[3,] 428.157 447.825 312.701 355.205 265.130  94.265 223.286 101.751
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.037   3.655   3.138   2.479   4.285   5.288   5.448   3.087
[2,] 280.128 380.968 210.769 138.467 439.233 371.763 286.292 190.719
[3,] 298.070 327.446 195.356 139.145 324.849 280.101 301.671 169.768
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.344   4.622   2.333   4.689   3.814   3.388   2.541   4.489
[2,] 544.744 316.761 156.748 409.684 391.194 459.773 420.133 275.483
[3,] 511.997 259.121 152.028 473.631 414.231 421.554 397.831 251.515
      [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  1.436   3.508   2.062   3.834   3.964   3.823   5.371   2.183
[2,] 98.127 374.464 110.092 242.199 192.792 365.538 519.226 152.565
[3,] 80.622 432.142 103.610 243.873 205.925 281.568 388.844 137.667
       [,67]  [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]   [,75]
[1,]   4.378   3.97   4.139   1.802   5.354   5.18   6.338   6.193   6.547
[2,] 440.133 234.07 486.069 122.201 366.592 406.86 398.867 453.532 397.931
[3,] 298.252 231.93 427.576 124.890 336.613 322.92 393.872 370.428 367.406
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.817   4.336  1.512   4.159   4.003   5.285   2.802   2.585
[2,] 534.205 544.287 94.268 396.105 333.652 429.170 180.474 175.501
[3,] 436.503 431.058 84.393 501.077 287.746 405.333 146.852 166.367
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.158   3.607   3.786   8.504   6.699   2.613   2.494   2.474
[2,] 148.592 355.537 245.449 477.026 517.624 176.799 245.817 243.145
[3,] 122.920 266.199 189.691 484.412 470.840 156.205 201.255 217.981
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.328   3.979   2.933   1.371   2.508   12.38   6.861
[2,] 248.355 248.847 161.547 103.017 174.692 1392.64 587.542
[3,] 215.865 256.013 143.349  93.775 144.767 1210.34 531.425
[1] "--- VAR model 2017-10-04 07:01:00  completed"
[1] "Completed training sample:  2017-10-04 07:01:00 - 2017-10-04 15:00:00"
[1] "SpVAR;   training sample:  2017-10-04 07:31:00 - 2017-10-04 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          20.605          14.048        -10.147          7.805
          -1.461          -1.526        -14.579         -1.452
          -2.732           1.939         -6.116         -6.977
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          12.55        -1.4970            3.933             3.21
         -23.39         0.5496           -9.197            13.89
          25.67         0.3718            4.327            11.15
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           27.058            5.976            3.213          -25.388
            4.305            6.987           13.605            1.579
           14.620           12.250            8.983          -13.670
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.8677           -3.929         -20.1180           0.8248
          -8.9724            4.474          14.3436          10.5137
          -4.2636            1.867          -0.7331          -0.2986
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.518            8.158            18.53            7.823
          -14.307            6.538            15.48           15.504
            5.227           -8.048           -13.69            6.721
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -29.89           0.2678           -41.67            9.368
            12.86          -9.3672           -41.10           -7.281
           -22.55           6.6134           -15.76           -6.926
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5060            11.68            15.08           13.515
          -0.9697           -27.12             4.80            3.004
          -2.7561           -14.14           -13.45            6.757
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           13.793           0.5889          -0.0669            13.42
           -2.781          -1.6464          23.1746            12.42
           -7.622           2.0606           2.5559            24.11
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.517           -3.978          -17.807           -8.995
            1.793           23.093           -9.723           -2.970
            3.000           -3.261           12.335           13.643
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.836          -12.492           -1.707          -5.2006
           -8.257           -1.691          -11.317           2.2793
           10.825            4.435           -7.802          -0.8926
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          12.2404           -1.660            1.819           -4.583
           0.8025            4.044          -16.580          -14.128
           7.8122           -1.630           -1.784          -15.795
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.377            9.008           -8.073            15.99
            3.731            1.244            2.921           -14.99
            3.058           -2.672          -11.750            21.54
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          10.8141           -6.193            5.389            1.086
           6.7847           -6.690           -1.248           21.290
           0.8069            3.788            5.039           13.098
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -4.83976           0.7232            3.905          -10.790
          0.59136          12.5293           -1.081            4.486
         -0.01035           2.1071           11.642            9.625
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.066           -1.829          -0.2545          0.04065
            2.792            1.785          -1.9075         -1.22182
           -6.012           -4.890           3.5098         -0.18292
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -8.955          -0.8763          10.5198          -19.853
           -6.365          -7.1977          -0.6922            5.698
           -6.368          -4.7181           6.5904           -5.426
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -25.968           -2.547           -3.682            7.019
           -4.122            2.782          -13.812           -4.377
            1.137           -1.649            8.105           -1.275
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.844            5.141            7.242          25.9303
           -7.687           -3.212            4.835          -4.0368
           -7.877           -1.740           13.130           0.7196
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           10.755           -3.245          -7.1424            7.417
            9.471            8.973          11.2433            3.690
           -2.561            3.375           0.8536            3.745
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.594           -2.098           17.655          -3.3398
          -10.159            1.784           -4.135           0.8023
           13.648           -2.637            7.744         -10.2142
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           14.869            2.137            4.851            5.189
           14.558            6.826           -1.278           -5.470
           -5.377           -3.665            1.241            1.192
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -8.0037           13.897            7.621           12.409
          -0.3282            1.131          -14.894           -5.172
           6.5352            0.714          -10.647           -1.234
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.6319            3.837            1.381          0.07016
          -0.8471           -9.500            2.712          4.27010
           1.7392            5.379          -10.300        -10.13531
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2101            6.354           -0.478            4.678
          11.1940           -5.384           -2.443            1.562
           4.0286            2.864           -2.543            6.165
 rnd_95776.volume rnd_95787.volume
          -0.7185           12.047
          22.0486           -6.126
          -8.5088          -25.123
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.776 2.815 6.791 5.042 11.77 1.320 1.928 4.714 5.325 4.016 2.787
[2,] 4.673 3.277 7.941 6.026 14.35 1.548 2.227 5.641 6.467 5.570 3.566
[3,] 5.136 3.675 8.681 7.504 15.97 1.739 2.452 6.281 7.256 6.294 4.006
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.699 2.678 3.526 6.693 3.404 3.882 4.148 6.228 4.395 7.454 3.088
[2,] 4.847 3.058 4.735 7.990 4.012 4.990 5.098 7.820 5.531 8.756 3.654
[3,] 5.686 3.249 5.471 8.987 4.377 5.939 5.935 8.876 6.485 9.664 4.057
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.165 6.965 1.748 5.251 4.792 3.916 4.821 1.597 4.955 4.498 2.223
[2,] 15.157 8.721 2.036 6.913 6.548 4.479 6.185 1.843 6.274 5.217 2.606
[3,] 17.042 9.986 2.244 8.731 8.310 5.187 7.444 2.037 7.509 5.840 2.917
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.087 4.642 4.791 4.804 3.622 3.645 1.388 3.197 1.265 3.292 2.731
[2,] 6.327 6.076 6.172 5.633 4.920 4.179 1.609 3.837 1.581 4.016 4.053
[3,] 7.509 6.923 7.094 6.205 5.700 4.669 1.770 4.226 1.747 4.641 4.831
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.382 1.917 3.283 4.017 4.082 2.319 3.475 3.947 1.811 3.590 3.080
[2,] 2.872 2.224 4.756 4.990 4.761 2.824 5.345 4.640 2.208 4.894 4.288
[3,] 3.274 2.486 5.352 5.469 5.366 3.071 6.716 5.168 2.482 6.011 5.229
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.655 1.979 3.775 1.158 2.742 1.662 2.990 3.293 3.174 4.477 1.837
[2,] 4.354 3.730 4.433 1.413 3.960 1.911 3.549 3.611 4.419 6.069 2.236
[3,] 5.559 4.809 4.820 1.555 5.185 2.132 4.043 4.007 4.925 6.651 2.481
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.503 3.170 3.795 1.416 4.404 4.207 5.156 4.914 5.273 4.600 3.723
[2,] 4.943 3.668 5.342 1.695 5.154 5.245 6.098 6.163 6.135 6.279 5.468
[3,] 5.593 4.048 6.319 1.974 5.711 5.794 6.827 6.927 6.798 7.027 6.433
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.174 3.589 3.123 4.312 2.114 2.133 1.797 3.044 2.949 6.666 5.122
[2,] 1.409 4.863 3.998 5.372 2.638 2.623 2.133 4.144 3.472 7.701 6.570
[3,] 1.549 6.230 4.533 6.338 2.894 2.867 2.334 4.647 3.856 8.533 7.519
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.938 1.934 2.014 1.944 3.090 2.372 1.452 1.919  9.962 5.419
[2,] 2.389 2.708 2.666 2.573 3.596 2.659 1.756 2.361 14.548 7.212
[3,] 2.635 3.095 3.057 3.050 4.126 2.922 1.963 2.670 17.421 8.228
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   4.795   3.575   8.624   6.403   14.95  1.676   2.449   5.986
[2,] 335.924 204.597 502.278 402.756 1001.93 98.849 136.017 378.029
[3,] 260.051 203.038 428.062 545.712  855.80 96.604 125.067 337.193
        [,9] [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]   6.762   5.1   3.539   4.697   3.401   4.478   8.499   4.323   4.93
[2,] 447.764 471.0 271.501 382.356 180.054 385.621 532.650 259.203 382.49
[3,] 401.628 357.7 222.841 362.832 134.212 334.638 502.040 213.319 393.08
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]
[1,]   5.268   7.908   5.581   9.465   3.921    9.098   8.845   2.22
[2,] 361.746 577.179 409.786 560.660 238.425 1630.016 640.527 127.41
[3,] 370.768 512.620 413.330 499.057 215.004  950.960 593.752 115.07
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   6.668   6.085   4.972   6.122   2.027   6.292   5.712   2.823
[2,] 548.751 544.620 265.380 472.842 112.453 469.748 322.640 166.008
[3,] 650.740 624.392 319.307 505.638 105.940 503.549 320.199 159.839
       [,34]   [,35]   [,36]   [,37] [,38]   [,39]  [,40]   [,41]   [,42]
[1,]   6.459   5.895   6.084   6.101   4.6   4.629  1.763   4.059   1.607
[2,] 459.251 478.497 474.868 358.845 406.3 249.496 99.209 259.003 115.704
[3,] 493.408 404.843 426.859 317.682 351.3 254.031 90.110 216.258  90.650
      [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.18   3.468   3.025   2.434   4.169   5.101   5.184   2.945
[2,] 280.80 365.439 195.730 137.663 420.050 361.314 299.008 196.595
[3,] 283.95 320.922 191.985 135.685 299.434 273.164 302.089 147.360
       [,51]   [,52] [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.413   5.012   2.3   4.559   3.911   3.371   2.513   4.793  1.471
[2,] 495.696 297.673 154.2 405.920 364.164 421.074 385.842 283.803 98.851
[3,] 496.123 277.840 138.2 425.993 365.132 421.900 370.443 230.895 79.301
       [,60]   [,61]   [,62]   [,63]  [,64]   [,65]   [,66]   [,67]
[1,]   3.482   2.111   3.796   4.181   4.03   5.685   2.333   4.449
[2,] 348.785 115.160 233.470 181.089 375.20 500.034 155.612 425.621
[3,] 408.356 115.219 236.379 211.787 265.57 332.187 131.278 319.273
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]
[1,]   4.025   4.818   1.798   5.593   5.343   6.547   6.24   6.696
[2,] 225.195 458.833 113.690 326.800 382.142 397.394 453.88 382.694
[3,] 209.185 412.125 123.430 300.051 300.568 374.589 385.98 357.366
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.842   4.727  1.491   4.557   3.966   5.476   2.685   2.709
[2,] 521.574 488.717 95.093 400.542 304.709 391.040 192.487 186.163
[3,] 384.869 413.655 78.450 475.274 260.555 410.335 145.325 141.490
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.282   3.865   3.745   8.465   6.504   2.461   2.456   2.558
[2,] 140.243 343.231 223.603 470.581 502.183 170.423 231.326 213.091
[3,] 115.673 256.672 204.663 448.531 446.368 135.611 182.770 182.713
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.469   3.924   3.012   1.843   2.437   12.65   6.882
[2,] 205.645 224.501 146.827 120.554 167.823 1293.90 580.708
[3,] 199.874 247.027 147.715 107.025 152.300 1169.61 483.513
[1] "--- VAR model 2017-10-04 07:31:00  completed"
[1] "Completed training sample:  2017-10-04 07:31:00 - 2017-10-04 15:30:00"
[1] "SpVAR;   training sample:  2017-10-04 08:01:00 - 2017-10-04 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.830           4.997          10.05        -0.9004
           2.014          -3.195         -12.19         7.6431
           5.144           4.229         -13.58        -6.7166
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -23.37        -2.9190          -0.1217          -12.860
          72.38        11.3693           6.9487            5.261
         -21.48         0.2701           1.3529           13.147
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.514           23.038           -2.359           -5.255
           -3.471          -18.674           -2.824          -20.877
           12.953            2.243            4.356          -21.808
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.722           -4.916           12.472          -2.4732
            7.761           16.000            9.337          -0.7881
            2.242          -10.484          -10.222          -4.8463
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -15.774          11.6312            34.09            4.249
           -1.809           0.8019            14.12            8.607
            6.262          14.8593           -10.79            9.050
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.158           0.8603          -27.958          0.07873
          -15.297          -0.6896           -9.459        -10.73972
           -3.886           1.1648          -34.333         -4.09960
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.939          -2.0643           -0.731           10.905
            1.769         -21.7026           -6.241           11.566
           -1.196           0.4819            4.076            7.572
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           11.105          1.44072            9.453            36.41
           14.851          0.09714           20.715            50.58
           -5.323         -2.05454            8.706            20.54
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.917           10.479          -14.370           -4.794
           -3.715           23.200           32.975          -10.409
            4.699            3.976           -3.409           31.219
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           11.911          -16.827        17.575687          -3.7840
           -9.321            4.211        -0.005491          -0.9836
          -16.448           -3.578         8.391985           1.0913
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.919           0.9668            3.055            5.221
           10.011          -2.8329            3.812          -13.829
            2.104           0.1065           -1.138          -19.274
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.075            4.200          -26.471          -8.7844
            4.365            2.310           -6.455           0.6265
            5.413            5.989           -1.729           9.5015
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -14.350           11.760            1.071            21.51
           19.492            5.501           -8.663            14.46
            3.592            3.599          -10.639            21.52
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.872            22.10            21.16          -12.732
            0.547            13.56            13.48           30.140
            2.201           -16.89           -12.52            5.881
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -10.66          -10.339          -0.7794           -1.661
            19.51            2.864          -2.0790           -6.381
            12.31           -3.162          -0.5674           11.316
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.533            4.415            6.648           -4.130
           -5.450           -4.178            9.463            3.668
           -4.024            2.043           -4.395           11.075
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -21.2686           0.8979           -9.334           -1.563
           0.3051          -2.1200          -12.165            6.028
          10.5125          -1.3918           11.888            3.309
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          28.2456            5.243          10.6045           15.956
          -5.1767           -2.966          -0.2169            4.102
          -0.0146           -1.626          13.2065            2.968
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          5.90143            4.739           -2.844            5.823
         -7.76091           13.802            5.760           12.346
         -0.09314            5.407            3.395            4.686
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           17.689          -4.1345           14.502          -12.382
            7.085          -0.7929           16.222           -9.369
           17.461          -1.1307            7.369          -15.611
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           14.605          -0.1849          -0.1485           2.5298
            4.832           4.0014          -0.2405           0.6026
            1.564          -0.2748          -2.5616          -0.9637
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.911           0.9311           -5.335           -12.42
           -7.871          -2.4632            3.954           -20.53
            2.171           2.6401           17.696           -21.52
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.748          -4.6684          -5.8420           0.1096
           -2.741          -3.3400          -3.1916          -4.9323
           -3.554          -0.8741          -0.1099          -5.7449
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           12.228           -4.422           12.219            7.502
           -5.474           -2.536           10.524           -4.387
          -14.320           -3.474            8.242            2.681
 rnd_95776.volume rnd_95787.volume
            19.78           -12.90
           -12.72           -10.71
            13.96            -2.91
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.010 2.756 6.868 4.520 13.24 1.382 1.795 4.610 5.178 3.486 2.696
[2,] 4.835 3.290 8.122 5.682 15.35 1.601 2.155 5.461 6.447 5.353 3.503
[3,] 5.304 3.686 8.723 7.101 17.24 1.867 2.381 6.067 7.248 6.204 3.951
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.489 2.661 3.513 6.774 3.460 3.790 4.196 6.078 4.519 7.115 3.070
[2,] 4.734 3.158 4.553 8.055 4.073 5.047 5.144 7.886 5.703 8.401 3.599
[3,] 5.499 3.418 5.402 9.072 4.497 5.878 6.012 8.898 6.649 9.161 3.959
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.806 7.064 1.789 4.887 4.522 3.998 4.285 1.609 4.783 4.528 2.271
[2,] 14.884 8.647 2.082 6.650 6.281 4.727 5.889 1.903 6.155 5.260 2.626
[3,] 16.759 9.997 2.286 8.840 8.117 5.146 7.174 2.089 7.330 5.913 2.949
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.001 4.545 4.584 4.516 3.728 3.659 1.356 3.099 1.177 3.349 2.600
[2,] 6.298 6.048 6.112 5.518 4.885 4.228 1.564 3.860 1.469 3.947 3.962
[3,] 7.506 7.066 7.104 6.232 5.615 4.697 1.713 4.293 1.631 4.473 4.692
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.419 1.941 3.162 4.128 4.196 2.193 3.383 4.160 1.831 3.448 3.006
[2,] 2.946 2.194 4.610 5.023 4.950 2.731 5.259 4.798 2.197 4.795 4.256
[3,] 3.371 2.432 5.308 5.484 5.527 3.050 6.405 5.337 2.435 6.066 5.218
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.751 2.057 3.814 1.248 2.770 1.639 3.160 3.369 3.205 4.171 1.919
[2,] 4.430 3.625 4.511 1.463 4.052 1.884 3.749 3.803 4.553 5.876 2.381
[3,] 5.600 4.773 4.929 1.592 5.060 2.108 4.313 4.199 5.103 6.561 2.653
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.809 3.113 4.191 1.482 4.327 4.167 5.100 4.760 5.223 4.561 3.443
[2,] 5.049 3.662 5.523 1.792 5.198 5.017 5.907 6.083 6.055 6.415 5.389
[3,] 5.877 4.015 6.587 2.026 5.680 5.494 6.526 6.755 6.769 7.123 6.499
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.214 3.568 3.098 4.255 2.257 2.186 1.844 3.255 2.895 6.757 5.497
[2,] 1.442 4.846 3.999 5.299 2.729 2.609 2.169 4.293 3.416 7.849 6.933
[3,] 1.585 6.363 4.599 6.269 3.023 2.831 2.371 4.844 3.742 8.630 7.655
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.903 1.856 1.918 1.874 2.930 2.485 1.662 1.971  9.909 5.451
[2,] 2.399 2.653 2.570 2.406 3.535 2.763 1.983 2.482 14.209 6.997
[3,] 2.620 3.003 2.927 2.833 4.074 3.035 2.237 2.716 17.178 8.203
Root mean square errors of predictions:  
        [,1]  [,2]    [,3]   [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.091   3.5   8.722   5.74  16.81  1.755   2.279   5.855   6.576
[2,] 262.154 174.3 420.596 333.96 752.81 78.427 115.707 283.905 372.482
[3,] 211.566 161.1 308.511 413.16 761.71 93.106  98.181 256.488 321.300
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.427   3.423   4.431   3.38   4.461   8.602   4.393   4.813
[2,] 393.993 216.978 310.242 164.93 280.915 422.837 208.504 323.312
[3,] 304.277 177.187 271.428 126.71 282.000 404.895 184.981 292.291
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]  [,24]   [,25]
[1,]   5.329   7.718   5.739   9.035   3.899    8.642   8.97   2.271
[2,] 288.626 487.365 337.445 433.355 182.086 1283.895 483.88 103.286
[3,] 301.781 399.868 331.649 354.305 160.026  747.148 486.67  91.650
       [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]  [,34]
[1,]   6.205   5.743   5.077   5.442  2.043   6.074   5.749   2.884   6.35
[2,] 437.540 422.778 244.578 391.772 98.506 375.764 259.621 127.810 371.30
[3,] 564.858 498.737 197.482 397.503 83.593 386.140 262.064 130.144 396.08
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.771   5.821   5.734   4.734   4.646  1.722   3.935  1.495   4.252
[2,] 387.017 392.091 307.590 306.247 205.574 75.481 223.233 85.216 202.619
[3,] 354.503 351.371 280.967 268.553 198.392 67.736 182.232 68.786 204.185
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.301   3.072   2.464   4.015   5.242   5.329   2.785   4.296
[2,] 289.952 163.121  99.222 325.435 277.574 254.639 157.871 390.488
[3,] 243.781 158.836 101.786 255.251 213.540 238.654 131.626 354.768
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   5.282   2.325   4.379   3.817   3.493   2.612   4.843  1.585
[2,] 231.928 117.697 323.230 292.229 336.838 289.512 233.610 74.118
[3,] 226.692 101.991 360.274 292.896 332.204 301.248 192.792 60.988
       [,60]  [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.518  2.082   4.013   4.278   4.069   5.297   2.437   4.837
[2,] 286.754 90.035 195.684 171.255 313.761 401.415 136.675 321.461
[3,] 293.946 91.782 206.818 172.753 223.425 283.121 113.541 291.710
       [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.953   5.322  1.882   5.494   5.292   6.476   6.044   6.633
[2,] 187.049 348.891 97.742 279.472 271.006 289.056 367.471 297.165
[3,] 159.780 348.155 91.612 222.225 217.247 269.140 284.816 293.577
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.791   4.372  1.541   4.531   3.934   5.404   2.866   2.776
[2,] 437.532 402.147 75.488 318.092 245.221 306.300 148.860 138.031
[3,] 300.359 352.426 63.838 399.867 220.322 324.897 126.147 106.711
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.341   4.134   3.677   8.581   6.981   2.416   2.357   2.435
[2,] 110.889 271.544 175.923 387.353 409.833 141.680 183.928 165.987
[3,]  92.947 217.507 148.182 348.029 314.704 102.261 136.329 135.911
      [,92]   [,93]   [,94]   [,95]   [,96]  [,97]   [,98]
[1,]   2.38   3.721   3.156   2.111   2.503  12.58   6.922
[2,] 146.39 191.798 117.003 104.780 146.349 987.72 425.462
[3,] 145.01 196.456 121.934 100.534 106.921 936.35 415.454
[1] "--- VAR model 2017-10-04 08:01:00  completed"
[1] "Completed training sample:  2017-10-04 08:01:00 - 2017-10-04 16:00:00"
[1] "SpVAR;   training sample:  2017-10-04 08:31:00 - 2017-10-04 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -10.4289           7.254        -38.838           2.01
          3.2875           7.921          1.769          27.91
          0.7541           8.055         14.666         -12.57
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -26.469          4.600          -0.2672           -2.456
         -1.011         12.612           4.1110           -5.353
         23.547          2.503           6.0184           12.736
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           14.770            2.582         -11.2296          -16.721
          -13.369           -4.114           1.1795           -6.076
            5.035          -13.774           0.2907          -39.848
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.322            5.026           -4.093          -6.7072
            8.273           16.818           13.344           3.7792
            1.128           -8.061           -7.978           0.2668
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -17.148           -8.361           -7.145            5.870
            1.294           -8.254           -5.784           -5.683
           -3.612           14.744           20.049           15.474
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -27.15           -9.845          -11.683           -8.790
            32.55           -0.769          -78.848          -29.210
            16.37           -4.658            3.915            1.159
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            8.176            13.46           -19.59           0.9556
           -2.264           -18.02           -12.98          -6.8599
           -2.843           -28.70           -30.55          -7.5592
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.855          -4.4174           22.971           -1.141
           23.178          -0.6173           -5.412           16.775
          -24.593          -4.0081            4.350           17.122
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           10.357           -29.35          -17.537           -2.420
           -1.588           -10.32           -7.340           -4.032
            6.294            16.68            8.196          -12.243
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -15.56           -32.96           24.193           -2.266
           -20.22           -16.80            5.356            1.267
           -25.14           -17.17            7.455           -2.058
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            29.87            2.610            4.285           -3.992
            25.18           -3.140            7.979            9.898
            10.84           -0.869            5.756           -7.510
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.920           2.5917           -1.460           -6.526
            7.332           7.0311           -6.927           26.481
           -5.063          -0.3882            5.589           -1.420
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.872           -2.811          -17.532            22.35
          -25.297            6.202            7.820            12.81
          -11.678            9.634           -8.241            19.85
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -6.4691          -0.1315           -8.754         -23.2704
           1.2600         -10.1475           -4.829          -2.2799
          -0.3409          -6.9515           -2.821          -0.4621
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            0.881            5.371          -0.3198            5.103
          -15.656           10.463          -2.1699            5.211
           -4.262            3.628          -0.2550          -15.160
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6807           22.658          -8.6241           -6.347
          -5.6631           -7.583           1.0223           17.481
          -6.1398           -1.422           0.1851           11.051
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.752          -1.5517            5.844            6.921
           11.331          -9.0388            1.697            6.843
           -1.596           0.8696           -2.138            3.122
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.039          8.35718           -3.091          -0.3146
           16.098         13.77405            4.886           4.3863
            4.507          0.04416           -1.696           0.6550
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.446            -2.84          -14.089           13.447
            9.248            24.40           -2.065            4.628
            2.861             9.18          -15.568           15.253
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            19.47          -1.0961            0.916          -19.010
           -11.60           4.4260            9.149          -10.970
            26.58           0.6842           -8.160           -4.818
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -10.3594            1.692            5.891          -2.3772
          -7.1581            2.786           -3.269          -3.5843
           0.6287            1.409            5.005          -0.2973
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -21.90             9.16            8.660           -33.66
           -13.42            13.59          -12.887           -22.90
           -11.43            10.17            2.435           -16.31
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           16.671          6.59090          0.07866           -3.743
            4.825          5.13060         -2.72144            6.760
           -4.845          0.06794          9.61380            8.707
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.215            2.982           -2.852           11.396
            7.741            5.903           -5.735            5.303
            2.706            2.518           -4.845            1.142
 rnd_95776.volume rnd_95787.volume
            68.30           -7.681
           -22.68          -23.419
            66.82           -6.606
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.007 2.909 6.746 4.059 13.88 1.488 1.657 4.710 5.339 3.626 2.786
[2,] 4.872 3.443 8.071 5.321 16.41 1.732 1.988 5.494 6.562 5.514 3.634
[3,] 5.507 3.772 8.841 6.698 18.29 1.977 2.249 6.103 7.212 6.262 4.040
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.474 2.750 3.394 6.595 3.555 3.744 4.013 5.712 4.567 7.039 3.147
[2,] 4.826 3.282 4.609 8.033 4.075 5.059 4.978 7.481 5.901 8.626 3.662
[3,] 5.607 3.572 5.320 9.023 4.481 5.871 5.721 8.375 6.725 9.698 4.050
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.53 7.030 1.774 4.627 4.220 4.046 3.940 1.603 4.807 4.600 2.308
[2,] 14.87 8.556 2.101 6.493 5.998 4.676 5.587 1.933 6.138 5.415 2.704
[3,] 17.06 9.808 2.300 8.655 8.000 5.056 6.935 2.110 7.364 6.107 3.054
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.129 4.687 4.493 4.537 3.755 3.564 1.316 3.175 1.117 3.507 2.779
[2,] 6.498 6.129 6.012 5.462 4.894 4.215 1.573 3.957 1.399 4.149 4.135
[3,] 7.736 7.296 7.070 6.219 5.621 4.729 1.706 4.439 1.545 4.686 4.796
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.475 1.945 3.241 4.243 4.355 2.175 3.655 4.340 1.854 3.522 3.079
[2,] 2.943 2.202 4.500 5.151 5.185 2.742 5.323 4.949 2.179 4.960 4.387
[3,] 3.372 2.477 5.154 5.596 5.710 3.058 6.479 5.527 2.443 6.057 5.373
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.791 2.054 3.700 1.238 2.717 1.713 3.114 3.538 3.277 4.362 2.006
[2,] 4.424 3.722 4.365 1.431 4.108 1.956 3.777 3.988 4.672 6.108 2.442
[3,] 5.564 4.898 4.805 1.576 5.194 2.137 4.344 4.367 5.267 6.807 2.735
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.839 3.138 4.231 1.609 4.203 4.386 4.924 4.472 5.155 4.380 3.291
[2,] 5.107 3.725 5.660 1.886 5.051 5.302 5.867 6.160 6.121 6.241 5.333
[3,] 5.969 4.077 6.774 2.125 5.601 5.969 6.598 6.791 6.966 6.988 6.492
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.238 3.590 2.798 4.308 2.284 2.218 1.798 3.260 3.396 6.501 5.635
[2,] 1.454 4.862 3.556 5.500 2.784 2.640 2.121 4.426 3.977 7.683 6.906
[3,] 1.601 6.301 4.119 6.376 3.054 2.907 2.372 5.026 4.325 8.486 7.653
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.025 1.855 2.086 1.856 2.897 2.467 1.930 1.914  9.89 5.103
[2,] 2.538 2.592 2.601 2.317 3.375 2.767 2.421 2.410 14.20 7.014
[3,] 2.807 2.849 2.921 2.725 3.976 3.028 2.741 2.791 17.44 8.070
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]   [,6]   [,7]    [,8]   [,9]
[1,]   5.088   3.694   8.566   5.155  17.62  1.889  2.104   5.982   6.78
[2,] 236.074 156.940 377.423 293.036 746.07 75.484 93.605 240.798 324.94
[3,] 218.666 131.197 307.500 346.459 687.67 81.261 89.583 226.398 254.92
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]   4.604   3.537   4.412   3.492   4.31   8.374   4.514   4.754
[2,] 353.854 198.762 285.272 152.642 265.61 390.675 169.630 289.844
[3,] 252.876 150.395 243.205 119.980 226.25 350.111 158.896 253.753
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]
[1,]   5.096   7.253   5.799   8.939   3.996    9.562   8.927  2.253
[2,] 250.775 411.534 318.330 424.595 159.633 1092.277 415.481 95.823
[3,] 240.192 320.716 274.773 377.721 147.323  711.478 408.376 79.724
       [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]
[1,]   5.876   5.359   5.138   5.003  2.036   6.104   5.842   2.93   6.513
[2,] 388.001 363.074 199.710 337.410 91.975 325.187 243.313 120.01 339.921
[3,] 487.436 450.872 163.845 349.914 72.003 346.569 240.477 120.99 357.560
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.952   5.705   5.761   4.768   4.526  1.671   4.032  1.418   4.453
[2,] 336.356 340.217 259.106 267.424 191.653 73.367 201.055 71.818 188.910
[3,] 337.216 316.929 253.236 235.545 182.753 56.255 171.424 55.787 185.590
       [,44]   [,45] [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.528   3.143  2.47   4.116   5.388   5.531   2.762   4.641   5.511
[2,] 260.820 135.622 87.90 265.861 248.727 239.606 142.235 329.666 202.681
[3,] 207.022 140.189 96.60 214.045 186.392 203.918 115.269 314.548 209.632
      [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]  [,60]  [,61]
[1,]  2.354   4.473   3.91   3.545   2.608   4.699  1.573   3.45  2.175
[2,] 97.587 297.467 266.17 292.308 264.308 197.188 61.064 262.48 80.517
[3,] 94.008 296.041 264.20 287.491 271.273 171.220 56.221 270.62 73.244
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]
[1,]   3.954   4.493   4.161   5.539   2.547   4.875   3.985   5.373
[2,] 182.075 156.729 283.645 364.161 118.544 286.821 170.960 320.183
[3,] 182.816 151.684 207.270 255.920 104.994 263.158 141.206 317.058
      [,70]   [,71]  [,72]   [,73]   [,74]   [,75]   [,76]  [,77]  [,78]
[1,]  2.044   5.337   5.57   6.253   5.679   6.546   5.562   4.18  1.572
[2,] 83.728 238.575 253.75 271.770 360.825 281.210 378.667 357.43 64.856
[3,] 83.453 206.170 233.47 257.068 243.478 283.166 267.740 315.25 57.126
       [,79]   [,80]  [,81] [,82]   [,83]  [,84]  [,85]   [,86]   [,87]
[1,]   4.558   3.553   5.47   2.9   2.817  2.284   4.14   4.313   8.256
[2,] 279.326 186.951 291.29 135.6 122.000 95.863 254.99 176.217 348.732
[3,] 341.294 176.990 274.76 106.9 103.640 90.393 202.75 144.770 307.079
       [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]   7.156   2.572   2.356   2.648   2.357   3.678   3.133   2.451
[2,] 340.011 130.273 154.192 132.371 118.104 147.631 106.735 124.498
[3,] 281.056 102.128 100.653 113.193 122.155 178.939 104.718 109.569
       [,96]  [,97]  [,98]
[1,]   2.431  12.56   6.48
[2,] 124.770 867.51 409.83
[3,] 119.890 863.46 340.01
[1] "--- VAR model 2017-10-04 08:31:00  completed"
[1] "Completed training sample:  2017-10-04 08:31:00 - 2017-10-04 16:30:00"
[1] "SpVAR;   training sample:  2017-10-04 09:01:00 - 2017-10-04 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.237        -0.08975          9.434          1.064
           6.013        10.18588        -20.435         16.231
           2.195         2.49463        -17.308         17.151
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -20.728         11.017           8.7594            5.749
        -20.592          5.522           5.6582           -1.420
         -7.397          2.987           0.4173           -9.448
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            11.00           18.564           2.2565           -36.89
            10.56           16.195          -0.2637           -14.47
           -11.72           -5.328          -2.0729           -15.76
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.5556           -13.04          -13.588           -9.306
           0.8108             6.32           -2.385           10.694
          -1.3978           -13.38           -9.767            1.729
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.677           0.4451           -3.125         -10.3831
           -6.199         -24.1946           21.939          -0.7173
           -3.421          -6.8733            9.072           7.9931
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           21.722           -3.576            33.05            1.757
          -14.884            6.996             2.15            7.654
            8.014            4.191           -24.84           17.429
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.835           -4.476           14.900          14.9032
           -2.932           10.010           27.531          -2.9722
           -5.345           21.147            3.474          -0.9645
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.131          -4.2012            1.220        8.8474490
           14.714           0.2895           17.364       -6.0047238
           10.267           1.4850            7.654        0.0002608
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.357            2.021           -10.53          -15.678
            2.049          -20.441           -14.16           -3.551
            7.179            6.922           -18.65          -10.464
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -10.015          -19.271           23.287            1.889
           -3.522            8.287           11.024            1.849
          -11.395           -6.779            8.391            1.256
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          6.03934          -0.8041          2.31148           -7.574
          0.07752          -1.6904          0.07544          -14.789
          9.83254          -0.6624         -0.30639           -8.362
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.747           3.4729           -17.26            5.048
           -7.749           2.8926           -19.36            1.498
            8.430          -0.2287           -13.83            8.412
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           16.957          -0.3898          -16.399         19.52657
            8.330          -8.6817            3.551          0.08701
            1.586          -1.2167            7.920         13.74485
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.243          0.44912           2.9531            4.174
           -5.230          5.17132          -0.1083            2.362
           -6.805         -0.03073          11.6032            3.116
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           17.652            1.874           1.7475           4.1866
            6.942          -12.343          -0.2045          16.7193
            2.632            2.728          -0.3606           0.7737
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.130            4.285           -8.887           -2.834
            2.095           11.277            7.749            6.958
           -2.680            2.986            4.110           22.829
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.933            5.252          -12.946          -0.6109
           13.197            1.002            5.736           0.1213
            5.852           -2.095            5.651           0.9251
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.054           8.8155            7.498            3.046
           -3.236           5.3869            9.090            8.495
            8.923           0.5102            2.140            6.246
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            20.12          31.1655            20.86            20.36
            10.96          -0.7096            21.64            12.22
            13.03          15.4749            10.57            20.62
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           16.164          -2.8733            1.759            5.299
           31.658          -0.5878           19.881           -2.603
            3.257           4.2089            4.870            2.417
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.409           3.4798           -6.582           -2.115
            7.868           0.6802           -1.256            4.959
           24.753           1.7561           -2.607           -1.941
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.587           -7.379          27.0347          -25.158
            4.727           14.948           0.1893            2.363
           -1.407            3.820          14.8551          -14.951
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.4157            9.663            1.394            6.496
           6.9565            5.125            8.678            2.820
           0.3337           -1.486            5.945            9.164
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -0.116            8.455          -11.135            5.149
            3.433            4.998          -11.159            6.626
            4.317           11.772           -5.506           -1.378
 rnd_95776.volume rnd_95787.volume
           16.337           16.306
           -1.199            2.454
          -25.333            9.658
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7] [,8]  [,9] [,10] [,11]
[1,] 3.893 3.041 7.188 3.637 14.47 1.761 1.606 4.80 5.433 3.517 2.748
[2,] 4.861 3.472 8.351 5.138 17.17 2.086 1.939 5.65 6.523 5.552 3.599
[3,] 5.502 3.788 8.990 6.425 19.15 2.383 2.138 6.22 7.138 6.363 3.946
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.477 2.535 3.546 6.765 3.585 3.921 4.402 5.664 4.532  8.534 2.915
[2,] 4.881 3.122 4.579 8.144 4.090 5.074 5.483 7.433 5.883  9.855 3.450
[3,] 5.725 3.405 5.371 9.143 4.535 5.948 6.253 8.340 6.878 10.857 3.783
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.457 6.712 1.777 4.265 3.734 4.131 3.576 1.576 4.606 4.666 2.428
[2,] 15.476 8.617 2.126 6.147 5.712 4.693 5.459 1.933 5.927 5.344 2.752
[3,] 17.494 9.762 2.376 8.545 8.167 5.118 6.699 2.166 7.237 5.944 3.091
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.973 4.513 4.616 4.814 4.080 3.451 1.297 3.266 1.149 3.639 2.632
[2,] 6.304 5.824 6.036 5.560 5.085 4.180 1.549 4.063 1.406 4.285 4.129
[3,] 7.510 7.112 6.959 6.260 5.843 4.724 1.695 4.496 1.522 4.734 4.790
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.455 1.935 3.452 4.381 4.315 2.196 3.662 4.262 1.870 3.391 3.114
[2,] 2.994 2.161 4.684 5.215 5.151 2.773 5.442 5.027 2.230 5.060 4.535
[3,] 3.369 2.431 5.386 5.603 5.674 3.109 6.718 5.642 2.543 6.272 5.543
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.881 2.054 3.764 1.265 2.726 1.709 3.172 3.541 3.278 4.404 2.126
[2,] 4.480 3.794 4.334 1.459 4.094 1.985 3.765 4.018 4.745 6.179 2.630
[3,] 5.630 5.086 4.746 1.585 5.249 2.167 4.330 4.429 5.342 6.899 2.900
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.045 2.982 4.485 1.662 4.177 4.268 5.135 4.437 5.220 4.238 3.293
[2,] 5.171 3.715 5.998 1.920 4.968 5.221 6.045 6.003 6.224 6.092 5.434
[3,] 5.993 4.089 7.026 2.159 5.520 5.955 6.649 6.586 7.112 6.872 6.375
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.308 3.582 2.791 4.414 2.174 2.247 1.812 3.509 3.453 6.362 5.401
[2,] 1.542 4.755 3.389 5.461 2.672 2.684 2.119 4.691 4.011 7.567 6.564
[3,] 1.685 6.075 3.948 6.241 2.986 2.977 2.377 5.235 4.388 8.273 7.379
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 2.027 1.654 1.936 1.832 2.892 2.445 1.873 1.986  9.638 4.914
[2,] 2.565 2.365 2.479 2.262 3.391 2.763 2.435 2.522 14.987 7.182
[3,] 2.848 2.657 2.800 2.638 3.943 3.037 2.834 2.829 18.022 8.088
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]   [,6]  [,7]    [,8]    [,9]
[1,]   4.944   3.861   9.128   4.619  18.38  2.236  2.04   6.095   6.899
[2,] 222.141 127.911 324.246 276.900 704.65 85.320 82.90 227.442 275.375
[3,] 196.544 115.609 254.206 294.218 647.12 87.897 68.63 198.486 221.358
       [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   4.466   3.49   4.415   3.219   4.503   8.591   4.552   4.979   5.59
[2,] 327.705 177.23 261.394 138.962 221.010 345.917 150.369 245.659 249.35
[3,] 237.310 123.61 228.275 103.839 214.257 317.145 149.499 236.837 229.49
       [,19]   [,20]  [,21]   [,22]    [,23]   [,24]  [,25]   [,26]
[1,]   7.192   5.756  10.84   3.702    9.469   8.523  2.256   5.416
[2,] 367.266 286.102 376.04 140.763 1034.498 412.326 89.038 337.749
[3,] 288.601 271.982 347.78 118.395  622.408 349.982 80.962 452.753
       [,27]   [,28]  [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.741   5.246   4.54  2.002   5.849   5.925   3.083   6.315   5.731
[2,] 329.775 169.993 314.68 85.355 284.579 198.696  98.822 295.608 280.886
[3,] 445.317 155.868 296.31 74.572 316.839 198.591 107.386 311.352 311.461
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   5.861   6.114   5.182   4.383  1.647   4.148  1.46   4.621   3.342
[2,] 296.685 212.265 231.444 179.941 64.625 184.385 61.78 172.724 242.675
[3,] 264.320 219.500 219.655 167.999 52.578 146.864 44.44 153.549 185.394
       [,45]  [,46]   [,47]   [,48]  [,49]   [,50]  [,51]   [,52]  [,53]
[1,]   3.117  2.458   4.383   5.564   5.48   2.788   4.65   5.412  2.375
[2,] 130.808 73.431 241.546 215.778 214.66 129.246 307.11 203.432 92.676
[3,] 117.857 84.902 202.850 156.298 181.47 107.302 300.56 195.416 93.276
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60] [,61]   [,62]
[1,]   4.305   3.954   3.658   2.608   4.779  1.607   3.462  2.17   4.028
[2,] 286.494 251.541 261.782 243.377 163.994 55.500 233.028 76.98 154.720
[3,] 282.864 243.083 260.067 258.364 147.471 47.213 250.633 66.38 163.247
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   4.497   4.163   5.593   2.699   5.136   3.787   5.696  2.111
[2,] 144.901 261.766 330.610 118.148 245.782 169.065 303.750 73.321
[3,] 142.211 187.196 234.183  93.317 231.164 130.388 279.188 75.404
       [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]   5.304   5.419   6.521   5.634   6.629   5.381   4.181  1.662
[2,] 205.265 229.532 243.342 308.434 258.587 333.906 329.793 62.256
[3,] 183.633 218.512 211.369 206.726 262.648 242.576 254.333 51.918
       [,79]   [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   4.548   3.544   5.605   2.76   2.854  2.301   4.456   4.385   8.079
[2,] 238.588 146.619 245.360 118.49 112.038 83.723 237.549 155.635 312.552
[3,] 288.532 154.648 230.470 101.86  98.285 82.251 177.361 135.769 255.305
       [,88]   [,89]  [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   6.858   2.574   2.10   2.458   2.326   3.673  3.105   2.379   2.522
[2,] 284.616 119.963 128.97 118.223 101.311 135.019 98.167 118.699 118.609
[3,] 257.224  94.367  92.44  99.202 103.510 153.537 96.235 110.550  97.781
      [,97]  [,98]
[1,]  12.24   6.24
[2,] 875.58 399.57
[3,] 763.71 283.87
[1] "--- VAR model 2017-10-04 09:01:00  completed"
[1] "Completed training sample:  2017-10-04 09:01:00 - 2017-10-04 17:00:00"
[1] "SpVAR;   training sample:  2017-10-04 09:31:00 - 2017-10-04 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.5677           6.301          4.677        -14.794
         -6.3232           2.282          3.508          2.592
         -0.9038          -1.740          2.746        -26.998
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         46.937         3.9258          -0.7318           -4.879
         -4.223         0.3858          -0.6337          -11.367
         -1.795         5.0575           6.0854           13.311
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -14.06             7.62            3.516           -6.259
           -15.29           -14.89           -9.055          -12.116
            11.80            -5.41          -10.731          -25.442
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.3094           17.569           19.443            8.091
          -6.6202            2.946            6.227           -6.009
          -3.8073           -4.865          -23.247           -1.517
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.099            6.278            7.822            18.32
            4.622           12.088           39.361            27.02
           -2.848            7.574           23.946            30.64
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.885            7.469           -38.13            3.233
          -11.875           13.332            25.97           -1.305
           -4.902           -1.085            29.00            1.197
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7780           -1.233            5.054           -9.786
           0.3187          -12.905          -16.462          -13.997
           1.8249            8.347            2.900           -3.538
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.221           -4.830            7.753           10.699
            3.430            0.949            8.268            2.435
          -19.484            1.644          -16.723            8.614
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2166            4.050           10.501            1.524
          -0.9585           -1.390          -14.326            3.867
           3.4655           -9.477            8.418            2.652
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.825          -5.7590            15.78          -3.1589
          -10.483          -8.9986            26.60          -0.9392
          -10.241          -0.8603            17.81          -0.1290
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.107           1.7775           -1.105          -13.566
           17.920           3.2031           14.249           -4.830
            6.195           0.3566           13.719            6.336
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.8319          -0.9402            9.561            2.880
           0.1095           1.3176          -16.786            8.521
           8.8133           2.9670           -3.397            9.859
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.220           -5.354          -7.8813          10.9884
           12.031           -1.639           8.6807           0.4295
            9.156           -3.256          -0.7995           4.3339
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -3.9883           4.4643            9.942           -6.633
          -0.7844           0.4321           -1.311            8.239
           2.2925           5.2211           12.391            2.307
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.200           9.9093          -4.2339           -8.504
            6.291           0.7586          -2.7898            1.385
           -3.134           1.7622           0.1929            9.181
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.562           14.099            8.461            10.10
           -5.329           -2.579            2.156            18.44
           -5.052            3.478            5.590            10.09
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -13.70          -6.5025           -5.321            4.892
            12.44           0.2514            8.193            7.625
            13.31          -4.4171           13.605           -2.685
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.681            2.126            2.163          -4.3361
           -1.969            8.000          -10.403          -5.8375
           19.998            3.825            9.599           0.1509
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           25.029           -1.327            7.666          -3.4100
           25.288           10.438           27.068          23.6599
           -4.049           -7.829           16.136           0.8728
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -7.284            1.130           2.2018           11.113
            3.009            2.022           0.1515            6.073
           11.625            1.347          18.4345            4.222
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            10.46           -2.596            7.888          -0.6124
           -15.53            6.341           -6.732          -0.2582
            12.96           -2.162           -5.974           3.9110
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -15.575           9.0736           1.8940            4.575
            4.038           2.7122           8.2096          -13.622
           -3.354          -0.8805          -0.3202           -5.784
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7198           -4.032            3.297            2.679
          -0.3243           -2.699           -3.641           -3.054
          -2.3645            1.889           -2.979           -4.619
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -7.9150           0.1083           -4.771          5.35705
          -0.7786           2.9072           -1.132         -5.99691
           4.8523           7.1831           -5.039          0.08546
 rnd_95776.volume rnd_95787.volume
           -2.671          -9.1886
           56.662           0.8461
          -11.021           4.7867
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.877 3.135 7.222 3.743 14.51 1.969 1.649 4.893 5.404 3.698 2.758
[2,] 4.791 3.577 8.276 5.136 17.07 2.298 1.967 5.733 6.801 5.673 3.604
[3,] 5.427 3.888 8.907 6.506 19.48 2.631 2.167 6.307 7.461 6.567 4.013
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.595 2.688 3.530 6.842 3.856 4.037 4.142 5.760 4.501  8.922 2.930
[2,] 4.940 3.235 4.607 8.252 4.275 5.336 5.300 7.200 5.610 10.107 3.495
[3,] 5.648 3.580 5.214 9.164 4.691 6.051 6.225 8.262 6.547 11.291 3.908
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.377 6.776 1.768 4.408 3.911 3.887 3.712 1.599 4.593 4.567 2.429
[2,] 15.371 8.771 2.152 6.389 5.955 4.501 5.386 1.932 5.810 5.179 2.715
[3,] 17.413 9.787 2.418 8.473 8.226 4.932 6.699 2.187 7.321 5.859 3.036
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.551 4.595 4.414 4.551 4.225 3.498 1.321 3.307 1.142 3.736 2.745
[2,] 6.002 5.850 5.818 5.246 5.167 4.213 1.519 4.214 1.370 4.365 4.233
[3,] 7.222 6.939 6.792 5.922 5.883 4.853 1.672 4.729 1.488 4.780 4.924
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.649 1.856 3.645 4.388 4.457 2.373 3.701 4.286 1.773 3.603 3.279
[2,] 3.070 2.100 4.840 5.277 5.218 2.880 5.558 4.956 2.088 5.468 4.701
[3,] 3.499 2.351 5.557 5.651 5.738 3.226 6.969 5.579 2.457 6.494 5.706
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.799 2.116 3.689 1.290 2.870 1.652 3.302 3.593 3.616 4.625 2.247
[2,] 4.537 3.980 4.269 1.494 4.157 1.945 3.937 4.060 4.859 6.307 2.783
[3,] 5.698 5.246 4.704 1.649 5.401 2.140 4.480 4.487 5.549 7.066 3.019
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.161 2.947 4.605 1.846 4.074 4.386 4.922 4.457 5.291 4.327 3.530
[2,] 5.201 3.645 6.183 2.104 4.993 5.230 5.964 5.946 6.355 6.121 5.392
[3,] 5.933 3.989 7.219 2.365 5.575 5.915 6.771 6.666 7.244 6.900 6.268
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.331 3.658 2.833 4.423 2.197 2.284 1.870 3.750 3.537 6.317 5.315
[2,] 1.538 4.823 3.465 5.497 2.697 2.762 2.164 4.906 4.051 7.523 6.547
[3,] 1.686 6.174 3.959 6.312 2.957 3.120 2.383 5.470 4.443 8.228 7.304
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.009 1.743 2.009 2.011 2.870 2.387 2.076 2.089 10.19 4.764
[2,] 2.637 2.621 2.484 2.494 3.356 2.749 2.605 2.595 15.37 7.172
[3,] 3.030 3.041 2.839 2.904 3.842 3.003 3.020 2.943 18.75 8.142
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]  [,6]   [,7]    [,8]    [,9]
[1,]   4.923   3.981   9.171   4.753  18.43  2.50  2.093   6.213   6.862
[2,] 198.991 121.726 285.705 248.665 635.32 83.81 75.851 211.316 291.901
[3,] 180.367 107.863 232.892 282.371 663.39 90.62 64.316 185.835 217.001
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.696   3.503   4.564   3.413   4.482   8.689   4.897   5.127
[2,] 304.056 164.033 239.541 127.236 209.293 326.154 130.514 246.677
[3,] 233.943 124.780 193.619 108.416 172.705 281.797 136.575 201.768
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   5.259   7.314   5.715  11.33   3.721   9.367   8.604  2.244   5.598
[2,] 233.826 305.448 236.831 335.87 134.711 953.255 393.777 86.738 326.909
[3,] 230.893 286.453 238.610 355.92 123.595 578.588 306.987 78.069 393.498
       [,27]   [,28]   [,29] [,30]   [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   4.966   4.936   4.714  2.03   5.832   5.799  3.084   5.779   5.835
[2,] 317.470 160.427 275.876 76.72 251.581 172.692 85.805 276.682 255.921
[3,] 401.183 142.668 281.698 72.52 314.892 193.712 95.996 284.004 263.895
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41] [,42]   [,43]   [,44]
[1,]   5.605   5.779   5.365   4.442  1.677   4.199  1.45   4.744   3.485
[2,] 268.004 184.558 210.255 165.948 53.027 184.729 53.44 159.590 227.824
[3,] 247.689 194.345 198.978 170.379 49.502 151.668 41.14 137.732 177.824
       [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.363  2.357   4.628   5.572   5.659   3.013   4.699   5.442  2.251
[2,] 109.744 69.477 225.121 207.272 191.886 115.449 293.112 175.987 78.084
[3,] 118.783 74.741 193.083 143.027 168.749 102.694 297.233 181.203 91.461
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.575   4.163   3.554   2.687   4.685  1.638   3.644  2.098   4.194
[2,] 290.770 238.142 252.487 238.253 151.925 53.241 212.637 72.597 151.561
[3,] 247.767 228.630 243.705 241.680 139.694 49.359 243.804 63.041 151.150
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   4.563   4.592   5.873   2.854   5.284   3.742   5.848  2.344
[2,] 133.698 229.443 303.199 116.091 220.644 151.651 291.660 71.422
[3,] 135.084 189.509 225.211  82.777 201.825 114.535 263.482 76.333
       [,71]   [,72]  [,73]  [,74]   [,75]   [,76]   [,77] [,78]   [,79]
[1,]   5.173   5.569   6.25   5.66   6.719   5.495   4.482  1.69   4.646
[2,] 204.099 201.404 238.09 278.24 248.892 306.052 288.145 54.48 222.227
[3,] 175.364 195.444 226.75 213.15 245.880 225.127 225.962 48.83 272.472
       [,80]   [,81]  [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   3.598   5.617   2.79   2.901  2.374   4.762   4.491   8.022   6.749
[2,] 141.075 230.799 110.66 109.821 77.050 223.626 139.689 288.841 270.288
[3,] 135.324 219.377  85.72 102.562 70.594 171.089 129.097 235.583 228.981
       [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]  [,97]
[1,]   2.551   2.214   2.551   2.553   3.644  3.031   2.637   2.653  12.94
[2,] 120.690 138.343 103.217 104.308 122.989 96.422 111.186 108.784 813.08
[3,] 105.529 109.052  97.215 105.172 132.268 85.534 108.071  98.262 759.60
      [,98]
[1,]   6.05
[2,] 379.02
[3,] 272.54
[1] "--- VAR model 2017-10-04 09:31:00  completed"
[1] "Completed training sample:  2017-10-04 09:31:00 - 2017-10-04 17:30:00"
[1] "SpVAR;   training sample:  2017-10-04 10:01:00 - 2017-10-04 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           10.65          2.5167         12.492         -2.023
           10.86         13.6791        -18.741         10.215
           11.39          0.9741          3.298         12.777
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -14.72          7.502            2.466           3.7926
         -14.85          2.924            2.201           0.1306
         -26.64          3.789            5.716           8.7263
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           27.130           11.154           -6.673          -30.433
           -7.849            8.464           10.314           -8.084
            6.751           -4.121            2.725          -22.784
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.398           -7.717          -10.000           -3.027
           -7.204           -1.662            7.966           -3.013
           -4.666           -7.918           -5.490           -6.303
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.955            3.067           17.827           4.7080
           -7.161            1.305            8.712           3.2031
           -2.734           -0.880           -5.364          -0.7665
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           18.578           0.3114            3.519           18.416
            3.676          10.0977           10.781           -2.851
            9.774          -4.6214          -36.868           -8.689
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.01043          16.8533            2.097          -10.198
          1.09378           0.6425            6.912           -3.938
         -6.01613           0.8478            4.605            3.174
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.333           -5.849         -7.82925           -5.205
           12.575           -3.687          0.06729           -9.543
           10.182           -1.103         20.70939           -3.790
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -3.1290            3.203            2.072            3.214
          -0.7506           -2.561            5.474          -14.663
          -1.9210           17.102           -3.588           -4.656
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -26.419           -1.984          -11.601            1.919
           -9.863          -14.992           13.058            1.512
            6.094          -12.496            2.837           -1.398
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.2517           0.1690            4.903           0.9852
          -0.8273           0.2460            2.588          -5.5432
          -5.4891          -0.4524           -2.985          -5.5046
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.857           6.0749           -4.909           3.6698
            1.003           0.8271           -8.337          10.8368
            2.130           1.6574          -11.743          -0.9536
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.661           -2.466          -16.512            9.425
           -4.770           -6.611           -3.083           17.155
            9.246           -2.592           12.954            8.263
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5154           -5.307           13.568           -8.848
           0.2048          -11.256          -11.248           -1.741
          -2.2630            9.492            8.429            2.875
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -11.240            9.234           0.9296           -4.892
            8.035            9.446          -3.0691           -7.623
          -11.638           -6.451           3.7421           14.252
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6085            2.514           -8.794          -0.2273
          -5.0890            3.418           -6.145          -4.0947
          -3.0260           -2.511            3.530          -6.7083
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            16.14            1.189            1.684          -13.436
           -12.01            4.770           -9.488            3.626
           -14.61            5.341          -19.490           -5.225
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.735           5.8840            6.787           10.545
           -5.233           0.4557           -6.664            4.869
           -5.872           0.1273           -1.639            8.704
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -14.308           9.4784            18.11           13.463
            9.549           0.3802            18.72            6.601
           -7.813          -2.7816            12.37           12.492
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            22.60          -0.1499            2.823          -8.1894
            23.72           5.5063           10.146           0.4499
            16.59           3.6869           -3.452           2.6507
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -18.9337           -2.363           -4.842           -6.407
           0.1257           -6.119           -4.070           -2.355
          13.4233           -3.420           -5.174           -2.729
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -14.115            3.609           19.066           -9.009
           -3.996           13.259           26.307           -7.651
          -13.199            3.858           -0.518            1.648
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.517           14.779           13.855           15.047
           10.162            6.805            8.364            7.862
           11.223            6.354            1.721           -1.028
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.487            2.673           -7.814            9.293
          -10.510            3.351          -16.373            2.796
            1.094            2.354           -9.548           -2.541
 rnd_95776.volume rnd_95787.volume
          -51.018           24.859
            4.673            2.653
           11.931          -11.990
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.060 3.031 7.200 3.826 15.03 2.075 1.660 5.158 5.524 3.571 2.400
[2,] 4.944 3.480 8.258 5.449 17.40 2.447 1.978 5.993 6.817 5.663 3.242
[3,] 5.529 3.806 8.895 6.766 19.69 2.819 2.198 6.490 7.497 6.594 3.706
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.449 2.797 3.557 5.579 3.766 4.168 4.001 5.919 4.808  9.164 3.061
[2,] 4.632 3.368 4.369 6.634 4.260 5.478 5.224 7.185 5.780 10.463 3.610
[3,] 5.323 3.719 4.984 7.345 4.744 6.095 6.236 8.189 6.580 11.536 3.977
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.43 5.606 1.875 4.408 4.047 3.773 4.091 1.709 4.788 4.785 2.428
[2,] 15.64 7.426 2.225 6.447 5.964 4.395 5.936 2.039 5.957 5.437 2.734
[3,] 17.62 8.452 2.497 8.492 8.223 4.809 7.161 2.318 7.594 6.053 3.068
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.769 4.520 4.274 4.657 4.368 3.401 1.298 3.402 1.159 3.553 2.754
[2,] 6.200 5.959 5.884 5.355 5.205 4.074 1.511 4.277 1.373 4.235 4.163
[3,] 7.374 7.136 6.947 5.955 5.937 4.822 1.666 4.809 1.469 4.654 4.881
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.751 1.833 3.638 4.565 4.578 2.286  4.09 4.462 1.734 3.756 3.195
[2,] 3.228 2.159 4.765 5.410 5.335 2.818  5.79 5.090 2.060 5.691 4.752
[3,] 3.591 2.401 5.519 5.801 5.914 3.201  6.98 5.706 2.423 6.661 5.722
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.914 2.196 3.884 1.298 2.876 1.670 3.379 3.550 3.635 4.704 2.332
[2,] 4.682 3.979 4.417 1.486 4.116 1.980 4.066 4.033 4.970 6.424 2.821
[3,] 5.784 5.335 4.809 1.657 5.229 2.168 4.607 4.503 5.586 7.143 3.064
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.313 2.921 4.851 1.836 4.217 4.526 4.822 4.481 5.395 4.417 3.767
[2,] 5.501 3.561 6.444 2.155 5.163 5.501 5.840 5.812 6.640 6.133 5.637
[3,] 6.270 3.904 7.373 2.417 5.736 6.169 6.658 6.729 7.470 6.984 6.504
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.356 3.616 2.771 4.521 2.094 2.281 1.839 4.241 3.511 6.349 5.692
[2,] 1.577 4.759 3.394 5.431 2.625 2.776 2.171 5.201 4.066 7.567 6.780
[3,] 1.698 6.184 3.887 6.326 2.909 3.182 2.358 5.718 4.469 8.340 7.696
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.965 1.795 2.146 2.233 2.876 2.409 2.431 2.156 10.95 5.005
[2,] 2.641 2.789 2.597 2.712 3.414 2.773 2.939 2.707 15.72 7.314
[3,] 3.108 3.209 2.955 3.071 3.969 3.034 3.352 3.013 19.02 8.280
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]   [,8]    [,9]
[1,]   5.156   3.848   9.143   4.858  19.09   2.635  2.108   6.55   7.015
[2,] 201.771 122.385 289.292 277.568 626.92  92.840 76.977 218.38 285.818
[3,] 177.192 110.380 236.669 286.967 659.87 100.137 68.558 178.27 223.272
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.534   3.048   4.379   3.552   4.517   7.084   4.782   5.293
[2,] 314.388 155.895 221.184 134.217 181.499 256.887 142.523 254.282
[3,] 241.742 128.415 187.707 112.916 171.551 225.613 149.357 191.252
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   5.081   7.516   6.105  11.64   3.887   9.435   7.119  2.381   5.597
[2,] 240.331 291.344 229.570 361.40 136.956 984.555 348.392 85.675 336.561
[3,] 243.617 281.196 224.939 347.67 119.335 580.612 288.865 81.174 395.420
       [,27]   [,28]   [,29] [,30]  [,31]   [,32]  [,33]   [,34]  [,35]
[1,]   5.139   4.792   5.195  2.17   6.08   6.077  3.083   6.055   5.74
[2,] 313.409 161.157 307.685 79.50 253.53 184.613 89.883 283.469 277.84
[3,] 405.013 139.728 286.555 78.96 336.93 190.482 99.681 285.653 280.83
       [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]
[1,]   5.427   5.914   5.546   4.319  1.648   4.32  1.472   4.511   3.497
[2,] 289.282 189.154 202.570 160.411 55.304 185.49 52.650 164.865 223.280
[3,] 264.202 186.418 204.358 184.629 50.276 157.28 37.403 138.187 182.403
       [,45]  [,46]  [,47]   [,48]   [,49]   [,50]   [,51]   [,52]  [,53]
[1,]   3.494  2.328   4.62   5.797   5.813   2.903   5.193   5.666  2.202
[2,] 120.799 81.534 220.12 207.798 196.014 117.881 293.204 175.278 79.658
[3,] 112.613 75.219 199.24 149.806 182.539 108.690 278.849 184.511 91.211
      [,54]   [,55] [,56]   [,57]   [,58]  [,59]   [,60] [,61]   [,62]
[1,]   4.77   4.057   3.7   2.789   4.931  1.648   3.652  2.12   4.291
[2,] 305.85 251.680 262.1 237.362 150.571 51.688 210.627 76.09 161.812
[3,] 247.64 227.958 243.0 254.201 136.019 52.602 230.789 63.26 155.013
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]  [,69]  [,70]   [,71]
[1,]   4.508   4.616   5.974   2.962   5.477   3.709   6.16  2.331   5.355
[2,] 136.947 242.440 312.966 113.495 244.237 145.777 303.47 80.811 213.032
[3,] 143.368 182.566 223.512  85.600 215.302 114.542 256.34 78.234 178.848
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   5.748   6.123   5.691   6.851   5.609   4.783  1.722   4.592
[2,] 223.715 235.789 264.754 276.867 304.343 300.024 57.614 221.313
[3,] 199.817 228.723 242.576 244.999 239.158 232.127 45.152 282.548
       [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]
[1,]   3.519   5.741   2.659   2.897  2.335   5.386   4.459   8.062
[2,] 140.227 215.363 113.267 113.141 82.535 215.439 146.656 294.631
[3,] 135.560 232.012  89.644 111.250 65.958 169.936 132.799 250.922
       [,88]   [,89]   [,90]   [,91]   [,92]   [,93]  [,94]   [,95]
[1,]   7.228   2.495   2.279   2.726   2.835   3.652  3.059   3.087
[2,] 263.524 126.287 152.656 104.536 110.086 131.652 98.251 118.194
[3,] 260.563 117.198 113.629 100.948 103.152 144.828 88.160 115.311
       [,96]  [,97]   [,98]
[1,]   2.737  13.91   6.356
[2,] 117.098 806.80 381.533
[3,]  94.729 766.47 277.674
[1] "--- VAR model 2017-10-04 10:01:00  completed"
[1] "Completed training sample:  2017-10-04 10:01:00 - 2017-10-04 18:00:00"
[1] "SpVAR;   training sample:  2017-10-04 10:31:00 - 2017-10-04 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.489          1.5412         -8.018          8.309
          -3.895          1.9925         -5.512         12.074
           4.140          0.4723         -5.417         -2.292
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          13.84        10.0088         5.881345           0.7451
          22.12        -1.2089        -0.377176          -2.1172
          21.08        -0.5925         0.002834          17.4189
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.909            8.517          -3.1959           -22.35
           -2.411            2.937          -0.4909           -10.23
           15.429           -9.569          -3.4858           -10.46
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.436           -4.662            8.547          17.1246
           -1.757            6.301            2.022          -1.5441
            1.871            3.466            4.478           0.1155
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         8.298203          17.7598           20.422           18.646
        11.414492         -16.8931           22.222           15.989
        -0.004462           0.4824           -5.507            8.776
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           10.426            3.514            6.548            4.336
            2.574            1.829           -6.928           -6.171
           -6.786           -2.943           -9.153          -18.760
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.1411           10.191           4.7289          -9.9431
           0.7848           -4.647           5.2691          -0.7813
          -3.2697          -18.074           0.7893          -0.4264
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.229           2.7776            3.632           -9.290
           15.648           0.1257            1.809           -5.023
           -3.497           4.3283           28.874           -6.217
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           7.7727            9.226           -2.064           14.056
          -7.1484           12.316           10.007            4.329
          -0.4988           13.892           10.304            3.632
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            20.25           -3.546            4.984           1.4862
            20.47            2.683           15.986          -0.1931
            19.84            1.461            6.958          -1.7008
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.393          -1.9946            4.776          -13.000
            6.347           0.8548           -5.011          -14.728
           16.063           0.1221            2.607           -3.806
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            -4.09           2.0692           -5.408           -1.222
            14.50           0.4863          -10.009            7.672
             6.58           6.1585           -5.734            4.602
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.793          -10.995            1.847            5.599
           -5.399           -9.857           -1.061            6.562
          -19.260           -6.077          -17.661           10.783
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          2.68981           -5.811           -1.871            4.348
          0.04877           10.302           -3.192           -8.047
          0.85179          -15.455            6.102           -1.244
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           10.319          -9.1396           2.3624          -12.283
           -9.930          -0.6505          -3.4110            8.950
            3.246           1.5651          -0.7622           -8.164
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.670           -7.147          -0.6213            9.999
           -8.775           -1.678          -0.9454           -5.866
           -7.016            5.283           0.9685            3.458
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.927           -5.912            4.605            1.054
           -6.245            5.593           17.056            2.223
          -13.134           -7.833           -7.686            3.130
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.386            3.496            7.180            8.540
            9.181           -4.147           -5.752           -5.739
           -4.396            2.782           -6.264            9.066
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           29.387           25.724           -22.82           -5.179
            7.440            2.964            10.32           30.607
            8.422            3.267            19.88            2.380
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          0.07144           4.9508            5.059            20.78
         21.54093           2.4642            1.420            15.04
          9.01313           0.4153           34.193            15.50
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            27.32           -4.374            2.217          -0.3151
            17.74            2.292            1.491           0.9689
            18.36            5.063           -3.260          -0.6288
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            9.436           -3.857            6.852            0.465
            3.122           -2.192          -11.408           -9.106
           -1.911            6.295          -10.621          -15.994
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.4222           9.8394           0.9435            9.126
           5.3729           0.4054           3.7178           -2.493
           4.3720          -1.2108           0.1991           -1.455
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.894          -0.2373          -10.670           6.5632
           -1.331          -1.2548           -4.031           0.8208
            1.192          -1.8292           -5.572          -1.9701
 rnd_95776.volume rnd_95787.volume
            6.982            17.03
          -34.874           -11.15
          -34.372           -24.68
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.988 3.086 7.216 4.123 15.49 2.143 1.677 5.096 5.512 3.716 2.436
[2,] 4.987 3.622 8.171 5.724 18.09 2.575 1.963 6.005 6.758 5.806 3.227
[3,] 5.579 3.932 8.960 7.085 20.30 2.919 2.221 6.549 7.362 6.794 3.664
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.554 2.849 3.631 5.202 3.682 4.112 4.003 5.973 5.066  9.201 3.197
[2,] 4.566 3.419 4.365 6.060 4.183 5.417 5.307 7.275 5.966 10.717 3.645
[3,] 5.328 3.791 4.978 6.834 4.594 6.081 6.345 8.194 6.818 11.889 4.003
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.908 5.618 2.007 4.449 4.179 3.763 4.224 1.811 4.843 4.744 2.458
[2,] 15.712 7.268 2.365 6.479 6.006 4.378 6.061 2.116 6.282 5.464 2.742
[3,] 17.514 8.327 2.648 8.578 8.065 4.811 7.464 2.378 7.639 6.090 3.020
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.825 4.657 4.340 4.838 4.366 3.559 1.267 3.645 1.165 3.557 2.827
[2,] 6.113 6.157 5.873 5.638 5.204 4.204 1.488 4.574 1.355 4.176 4.133
[3,] 7.352 7.219 6.861 6.198 5.898 4.952 1.661 5.062 1.454 4.678 4.783
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.788 1.868 3.560 4.523 4.827 2.330 4.057 4.661 1.843 3.852 3.239
[2,] 3.245 2.201 4.751 5.415 5.670 2.801 5.617 5.402 2.181 5.633 4.617
[3,] 3.624 2.408 5.453 5.803 6.271 3.239 6.913 5.883 2.512 6.754 5.583
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.025 2.138 3.782 1.321 2.904 1.792 3.413 3.391 3.662 4.612 2.308
[2,] 4.705 3.901 4.461 1.535 4.076 2.067 4.035 3.961 4.979 6.245 2.837
[3,] 5.742 5.207 4.872 1.690 5.108 2.244 4.660 4.470 5.552 6.950 3.127
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.459 2.995 5.023 1.861 4.346 4.358 5.059 4.416 5.705 4.378 4.043
[2,] 5.449 3.579 6.664 2.181 5.308 5.483 6.209 5.813 7.126 6.199 5.633
[3,] 6.244 3.907 7.538 2.407 5.850 6.141 7.003 6.774 7.958 7.001 6.547
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.378 3.667 2.924 4.639 2.154 2.337 1.825 4.339 3.546 6.110 5.697
[2,] 1.628 4.766 3.633 5.580 2.630 2.812 2.155 5.329 4.167 7.239 6.904
[3,] 1.784 6.175 4.217 6.333 2.952 3.213 2.327 5.905 4.584 7.968 7.868
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.888 1.917 2.432 2.526 2.827 2.428 2.665 2.181 11.45 4.961
[2,] 2.690 2.956 2.871 2.952 3.401 2.797 3.251 2.723 15.67 7.045
[3,] 3.256 3.314 3.159 3.262 3.936 3.050 3.653 3.053 19.52 8.054
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   5.064   3.919   9.163   5.236  19.67   2.722  2.129   6.472   6.999
[2,] 212.305 134.384 271.847 281.501 662.81 101.209 72.334 225.246 277.277
[3,] 177.282 108.496 260.811 296.015 652.99  97.425 73.695 185.216 207.148
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.719   3.093   4.513   3.618   4.611   6.606   4.675   5.221
[2,] 316.312 150.053 203.200 134.030 171.749 220.461 140.760 249.987
[3,] 250.078 123.139 194.776 116.132 169.802 223.930 134.673 196.034
       [,18]   [,19]   [,20]  [,21]   [,22]  [,23]   [,24]  [,25]   [,26]
[1,]   5.083   7.585   6.433  11.68   4.059  10.04   7.134  2.549   5.649
[2,] 247.025 294.426 223.395 389.76 124.203 962.47 326.901 88.626 333.968
[3,] 246.601 267.497 234.042 364.90 117.343 548.68 288.279 84.498 398.604
       [,27]   [,28]   [,29] [,30]  [,31]   [,32]  [,33]   [,34]   [,35]
[1,]   5.306   4.778   5.364  2.30   6.15   6.025  3.121   6.127   5.914
[2,] 305.799 158.695 308.115 77.64 283.67 192.254 86.196 266.116 285.556
[3,] 381.698 141.484 308.916 76.94 308.13 190.693 89.754 289.676 267.232
       [,36]   [,37]   [,38]  [,39]  [,40]   [,41]  [,42]   [,43]  [,44]
[1,]   5.511   6.143   5.544   4.52  1.609   4.628  1.479   4.517   3.59
[2,] 280.511 205.253 200.781 158.58 55.353 195.947 49.091 155.132 213.73
[3,] 251.553 182.685 196.912 185.64 52.415 153.747 37.497 149.507 170.75
      [,45]  [,46]   [,47]   [,48]  [,49]   [,50]   [,51]   [,52] [,53]
[1,]   3.54  2.372   4.521   5.744   6.13   2.959   5.152   5.919  2.34
[2,] 117.75 82.583 223.051 211.128 210.88 110.174 275.385 193.675 82.73
[3,] 114.54 69.323 189.826 147.906 190.01 115.414 285.811 165.241 88.37
       [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]   [,62]
[1,]   4.891   4.113   3.841   2.714   4.802  1.677   3.688  2.275   4.334
[2,] 291.415 233.246 255.455 231.349 167.774 55.444 202.728 73.055 152.596
[3,] 264.204 222.545 233.345 244.496 138.962 50.186 218.346 62.046 165.324
       [,63]  [,64]   [,65]  [,66]   [,67]   [,68]   [,69]  [,70]   [,71]
[1,]   4.306   4.65   5.857   2.93   5.662   3.803   6.378  2.364   5.519
[2,] 145.199 239.17 298.516 116.98 222.118 138.983 310.505 80.588 216.034
[3,] 146.893 174.29 216.221  93.23 216.158 111.127 249.899 72.283 174.406
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77] [,78]   [,79]   [,80]
[1,]   5.534   6.424   5.608   7.245   5.559   5.134  1.75   4.656   3.713
[2,] 235.886 255.217 267.947 302.683 311.108 278.037 61.51 215.825 152.872
[3,] 196.093 229.701 246.694 251.227 230.802 236.586 51.65 278.340 151.887
       [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   5.891   2.735   2.968  2.317   5.509   4.502   7.759   7.234
[2,] 219.772 107.048 110.828 81.309 219.400 155.188 275.306 276.595
[3,] 212.406  95.062 110.315 62.166 180.455 135.467 235.996 267.620
       [,89]   [,90]   [,91]   [,92]  [,93]  [,94]   [,95]  [,96]  [,97]
[1,]   2.397   2.434   3.088   3.207   3.59  3.084   3.384   2.77  14.54
[2,] 135.889 159.504 108.208 108.348 134.12 98.434 132.005 115.59 758.22
[3,] 129.983 106.393  93.476  98.400 140.43 86.230 118.208  97.89 825.68
     [,98]
[1,]   6.3
[2,] 354.6
[3,] 276.8
[1] "--- VAR model 2017-10-04 10:31:00  completed"
[1] "Completed training sample:  2017-10-04 10:31:00 - 2017-10-04 18:30:00"
[1] "SpVAR;   training sample:  2017-10-04 11:01:00 - 2017-10-04 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -5.365           1.168         -9.254         -3.705
           3.338           4.996         -1.923         10.030
           4.392         -11.396         -4.915         58.451
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          27.45         -3.900            1.793           27.339
         -37.12          4.369           -2.443           -3.469
         -11.74         -2.039            2.950          -18.006
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           19.152            8.785            9.814          -15.640
            2.523           13.725            4.855           -3.526
          -11.368           -1.369            5.731           -8.210
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.710          -16.051          -14.564           7.2766
           -1.601          -11.191          -15.633          -0.7722
           -1.078           -8.278            2.777           2.1463
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.106          -36.718           -9.210           -6.987
           -9.985           -5.742          -22.326          -10.817
            1.028           -7.695            3.735            3.270
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -19.964           -3.393           87.111            34.16
            9.246           -8.260          -18.616            29.59
          -12.130            3.401            1.572            -3.98
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2163           14.619         18.92022           3.3763
           1.2468           39.319         56.19629           7.7697
           3.2787           -7.276         -0.02682           0.2569
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -11.14            5.113           20.551          -19.418
            14.39            4.125           -5.098           -5.848
            52.72           -3.388           42.866           -1.964
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.0171           -4.996            7.219          -10.238
           0.6316          -12.589          -34.813          -27.022
           0.7167           23.174          -13.828           -5.726
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.241          -0.8509            4.417           3.6086
            6.262           3.4501            1.960          -0.6219
           11.991          -3.7040            5.842           3.6215
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.792           1.0734           -5.128            4.403
            0.282           2.2076           -1.018          -10.114
           -4.223           0.3644           -6.432           -1.659
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.581           8.6859          -9.9438          12.5568
           -6.826           0.5714           0.9402           0.9469
            9.606           0.2696         -13.4166          -2.1157
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -7.780          -0.3394           19.269           -6.902
           -8.403           7.7638          -14.323           12.546
            1.341           8.1159           -4.616           10.341
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.05774           9.1141            5.022          -12.969
         -1.00580           5.0481           17.460           15.995
          4.29982          -0.6055           -9.356           -3.979
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.285          -10.966          -1.0272            11.51
            2.688           17.301           1.9734           -18.59
           14.791           -4.191          -0.5168            10.96
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -8.1157           -7.609           10.272            5.173
          -0.6728            1.152           -8.445            1.636
           4.2368           -6.797            2.775           -4.080
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.259           -4.132            16.74            13.03
          -10.888           -6.228           -14.91             1.73
            8.387            5.400            10.87            17.61
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          10.7765           -3.025          -11.733           -7.936
          10.9632            7.096            2.508           -4.961
           0.6732           -3.208           -3.743            4.579
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.615           0.5966            3.986          -16.256
           11.694          -4.6276            9.175           -8.676
           -3.568           4.5009           -3.812            1.350
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.254           -2.010          -12.698         -5.89977
           -6.187           -2.589           -8.669         -0.04292
           -4.210           -1.779          -10.864          1.61056
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.611            4.133            3.850           0.1643
           -2.217            4.790            2.149          -3.7385
           -8.339            8.669           -8.091          -0.6185
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.432          -0.6471          -0.4565          -21.567
           -1.903          -1.0902           5.3970            4.600
            8.056          -5.1201          15.3060            4.076
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2488           -3.053            4.913           1.6553
          -3.1189            5.483            2.893           0.5188
           6.0301           -1.293           -1.282           1.6145
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.09123           6.0397            20.44            239.2
         -2.73946           0.5196            14.77            231.6
          9.48353          -2.4916            12.75            223.2
 rnd_95776.volume rnd_95787.volume
          -34.026          37.1292
           -5.841          24.5791
          -21.076           0.3635
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.218 3.036 7.157 4.286 16.08 2.167 1.688 5.264 5.614 3.772 2.510
[2,] 5.125 3.550 8.253 5.930 18.44 2.637 2.030 6.072 6.720 5.904 3.365
[3,] 5.699 3.829 9.018 7.182 20.88 2.959 2.290 6.595 7.347 6.802 3.767
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.655 2.951 3.351 5.147 3.252 3.970 4.152 6.251 5.163  9.232 3.255
[2,] 4.554 3.551 4.270 6.111 3.780 5.264 5.398 7.504 6.227 10.697 3.695
[3,] 5.250 3.929 4.943 6.866 4.093 6.070 6.384 8.553 7.115 11.960 4.037
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.069 5.616 2.006 4.429 4.142 3.782 4.261 1.876 4.817 4.751 2.395
[2,] 15.888 7.328 2.364 6.507 6.008 4.290 6.062 2.190 6.396 5.463 2.790
[3,] 17.733 8.376 2.639 8.573 8.240 4.810 7.435 2.449 7.770 6.134 3.079
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.737 4.596 4.432 4.540 4.264 3.366 1.293 3.653 1.157 3.571 2.822
[2,] 6.125 6.209 5.984 5.490 5.113 4.245 1.527 4.529 1.353 4.127 4.062
[3,] 7.367 7.433 6.998 6.127 5.872 4.954 1.688 5.005 1.454 4.659 4.589
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.818 1.816 3.652 4.498 4.807 2.407 4.301 4.735 1.926 3.934 3.344
[2,] 3.293 2.179 4.779 5.390 5.689 3.004 6.056 5.434 2.223 5.893 4.782
[3,] 3.630 2.389 5.484 5.851 6.358 3.386 7.215 5.945 2.589 7.073 5.871
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.050 2.200 3.889 1.333 2.863 1.835 3.550 3.618 3.644 4.655 2.367
[2,] 4.761 4.034 4.545 1.560 4.130 2.064 4.076 4.122 4.977 6.351 2.855
[3,] 5.818 5.390 4.977 1.695 5.402 2.270 4.686 4.554 5.535 7.012 3.140
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.486 2.848 4.970 1.923 4.372 4.622 5.167 4.471 5.614 4.506 4.061
[2,] 5.616 3.466 6.662 2.251 5.321 5.695 6.213 5.923 6.943 6.208 5.724
[3,] 6.394 3.813 7.684 2.464 5.879 6.375 6.930 6.928 7.794 6.935 6.658
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.386 3.619 2.866 4.633 2.214 2.381 1.814 4.259 3.609 6.201 6.056
[2,] 1.609 4.736 3.645 5.636 2.709 2.935 2.161 5.272 4.207 7.252 7.192
[3,] 1.765 6.185 4.175 6.334 3.050 3.293 2.401 5.827 4.641 7.998 8.228
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.870 1.986 2.442 2.564 2.911 2.350 2.889  5.262 11.78 4.941
[2,] 2.704 2.973 2.885 2.969 3.402 2.781 3.469  8.293 16.04 7.005
[3,] 3.305 3.308 3.164 3.288 3.979 3.024 3.926 10.986 19.68 7.973
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   5.356   3.856   9.088   5.443  20.42   2.751   2.143   6.684
[2,] 264.841 167.359 373.897 372.873 821.49 136.704 102.533 275.434
[3,] 226.915 130.578 331.001 368.659 890.86 122.261  96.573 234.184
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.129   4.789   3.187   4.641   3.748   4.255   6.536   4.129
[2,] 336.099 413.260 203.936 247.263 179.714 240.729 299.809 175.294
[3,] 270.168 307.304 154.037 237.664 152.982 226.705 284.841 142.870
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   5.041   5.272   7.937   6.557  11.72   4.133   10.25   7.132
[2,] 314.549 313.794 377.737 316.742 491.75 159.159 1245.21 428.299
[3,] 274.965 310.279 373.411 313.139 486.80 147.922  716.72 369.051
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.547   5.625   5.259   4.803   5.411   2.383   6.116   6.033
[2,] 113.814 433.662 396.026 184.270 392.259 102.687 382.941 245.302
[3,] 106.629 507.918 513.012 197.944 391.719  99.806 401.320 253.994
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   3.041   6.016   5.836   5.628   5.765   5.414   4.274  1.642
[2,] 130.304 353.220 379.871 365.776 280.810 256.704 235.392 73.888
[3,] 118.378 372.560 371.831 330.068 247.690 262.777 232.368 65.483
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.639  1.469   4.534   3.583   3.579   2.306   4.638   5.712
[2,] 243.546 63.909 188.414 265.871 154.889 109.636 280.447 270.154
[3,] 193.915 48.356 196.625 194.244 139.098  89.158 244.838 207.095
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   6.104   3.056   5.462   6.013   2.445   4.995   4.246   3.873
[2,] 276.735 163.577 387.825 242.583 100.994 399.236 311.056 332.646
[3,] 258.456 142.210 356.983 219.519 120.722 355.817 309.822 304.262
       [,57]   [,58]  [,59]   [,60]  [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.794   4.938  1.693   3.636  2.331   4.508   4.594   4.627   5.911
[2,] 307.600 214.125 73.694 270.810 85.847 182.171 179.840 308.513 393.066
[3,] 325.297 184.476 60.227 316.838 86.118 210.466 176.109 220.297 270.571
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   3.006   5.696   3.617   6.311   2.441   5.551   5.869   6.562
[2,] 145.131 307.495 179.649 403.571 106.491 275.932 302.759 313.981
[3,] 119.138 278.059 144.617 348.465  91.335 227.678 260.592 279.296
       [,74]   [,75]   [,76]   [,77] [,78]   [,79]  [,80]   [,81]   [,82]
[1,]   5.678   7.129   5.722   5.156  1.76   4.595   3.64   5.884   2.812
[2,] 353.352 371.764 388.535 367.010 74.29 277.903 204.80 291.922 142.085
[3,] 327.118 322.265 281.289 309.557 66.01 362.024 185.39 262.993 127.362
       [,83]   [,84]   [,85]   [,86]   [,87]  [,88]   [,89]   [,90]
[1,]   3.023   2.304   5.408   4.582   7.874   7.69   2.375   2.522
[2,] 156.129 106.819 282.794 196.783 342.165 352.99 177.624 201.307
[3,] 135.920  95.245 225.850 178.270 306.930 363.65 172.884 131.903
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.101   3.255   3.697   2.984   3.668   6.682   14.96   6.274
[2,] 139.801 136.209 160.158 135.279 174.794 583.138  990.59 451.768
[3,] 118.255 128.718 187.762 108.218 167.238 655.589 1037.02 346.480
[1] "--- VAR model 2017-10-04 11:01:00  completed"
[1] "Completed training sample:  2017-10-04 11:01:00 - 2017-10-04 19:00:00"
[1] "SpVAR;   training sample:  2017-10-04 11:31:00 - 2017-10-04 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.658          -1.161        -13.463         -4.910
           1.695           1.595        -12.427          7.412
          -7.197           1.455          6.624         -4.647
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         39.545          7.855           -3.794            4.197
         -6.508          2.872            1.196            6.455
         17.613         -5.263            3.401            6.728
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         17.73126           15.973           -9.166           -2.044
          1.20356            8.102            4.020           -4.542
          0.08548           -4.626            8.296          -13.331
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.321           6.6639          -0.3183            5.487
          -11.643          11.4353          12.9984            2.058
            8.012           0.3897          10.9197            1.617
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           21.018            6.284            7.708            13.78
           16.584           12.753           25.538            34.22
           -1.487            5.890           18.182            21.21
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -25.840          -7.1749           -36.03          -18.290
          -21.261           0.2604           -29.20           -3.922
            3.137           4.7081           -36.04          -23.449
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            4.727           -2.296          23.6426            8.026
           -1.190           -9.576         -20.8320           -4.893
           -4.758          -14.019          -0.6248           -1.071
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.957           1.3031            1.809           10.336
            5.898          -0.9999            4.761            3.874
           -5.422           2.4331           -2.838           11.569
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            6.796          -17.295           -6.874           11.011
            1.770           -1.131           -5.573          -14.269
            3.741            3.913            9.119            1.339
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.053           10.203           -8.685           0.3405
           -3.966           12.778           -2.885           0.8472
           -6.516           -1.927           -3.387           4.8059
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.042          -4.0329            2.208          -10.688
           -2.640           0.9579           -3.808          -10.532
            5.601          -0.2696          -15.653           -9.518
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.708            2.153          -13.718            1.086
            3.802            3.601            4.918            2.456
            1.528           -2.647           -1.832           -3.127
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            10.49           -6.767           8.8163           13.151
             6.61           -3.782          13.2704           13.617
            10.46            1.502           0.4719            3.917
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            0.931           15.166          -11.777           -8.146
            2.817            4.101           14.599            9.270
           -1.178           12.333            9.856           14.622
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.831         -15.7431            5.378           17.533
          -15.921           0.7428           -3.694           -1.221
           18.753           4.6661            1.113           -8.118
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.684           0.0418          0.09823            8.353
           -7.221          16.9804          1.45869           10.847
           -2.854          -5.8831          4.76534           -1.286
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.255          -0.5199           -7.830           13.334
           11.099           1.5678           12.394           -2.394
            4.844          -0.8154            7.211            6.740
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.733           1.4924            1.524          -12.596
            6.618          -6.1152            1.829            3.288
            8.688           0.8188           -5.369          -12.484
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -1.4072           0.6599          -22.509          -13.003
          -0.6959          -2.3168            4.836            1.851
           2.9655          -3.5329           11.466            2.558
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.5517          -4.6994           4.1300          -2.5959
         -10.9223           1.4463         -19.9799           0.7356
           4.0215          -0.3405          -0.3265           5.9404
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            0.107           1.4794           6.6019           0.0117
           -3.086           6.6231           5.5693          -1.0191
           -8.856          -0.4552          -0.5649           2.5633
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.446           -8.462           11.487           21.388
           12.686            1.841            6.552           -1.936
            1.948           -1.385            3.621            2.065
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            0.411           0.2729           6.0516           8.0136
           -1.606           4.0320           3.2251           3.1566
            3.569           3.9878          -0.2198          -0.7402
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.132           -6.487            15.99            240.4
           10.402            3.220            14.70            242.5
          -13.534            2.467            22.09            228.9
 rnd_95776.volume rnd_95787.volume
          43.3250           -9.272
           0.6391           -4.361
          25.4814          -18.406
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.161 2.946 7.166 4.207 16.78 2.207 1.677 5.219 5.655 3.893 2.459
[2,] 5.078 3.534 8.170 5.884 19.15 2.662 1.993 6.021 6.718 5.969 3.322
[3,] 5.657 3.834 9.025 7.235 21.37 2.976 2.277 6.516 7.341 6.799 3.734
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.617 2.982 3.209 4.193 3.384 4.088 4.212 6.263 5.077  9.007 3.189
[2,] 4.559 3.512 4.248 5.177 4.028 5.353 5.506 7.494 6.198 10.577 3.649
[3,] 5.249 3.930 4.912 5.916 4.387 6.219 6.414 8.599 7.037 12.053 4.020
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.277 5.569 1.993 4.467 4.238 3.788 4.085 1.940 4.959 4.677 2.251
[2,] 15.392 7.243 2.314 6.424 6.023 4.279 5.953 2.193 6.355 5.399 2.666
[3,] 17.259 8.341 2.623 8.437 8.031 4.744 7.366 2.424 7.604 5.982 2.971
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.677 4.596 4.664 4.537 4.165 3.388 1.326 3.703 1.115 3.630 2.905
[2,] 6.033 6.281 6.096 5.382 4.982 4.258 1.544 4.560 1.316 4.274 4.055
[3,] 7.186 7.444 7.075 6.043 5.684 4.972 1.724 5.010 1.419 4.803 4.721
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.878 1.791 3.707 4.254 5.157 2.445 4.377 4.749 1.948 3.756 3.203
[2,] 3.304 2.147 4.757 5.263 5.801 3.069 6.093 5.487 2.308 5.604 4.628
[3,] 3.638 2.373 5.457 5.710 6.571 3.447 7.367 5.967 2.651 6.928 5.727
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.056 2.223 3.940 1.308 2.920 1.770 3.505 3.688 3.574 4.708 2.356
[2,] 4.786 3.786 4.570 1.547 4.122 1.995 4.070 4.119 4.893 6.496 2.804
[3,] 5.686 5.175 4.998 1.684 5.111 2.212 4.761 4.527 5.550 7.135 3.112
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.445 3.047 5.239 1.930 4.155 4.591 5.048 4.369 5.354 4.343 4.166
[2,] 5.666 3.554 6.622 2.271 5.142 5.596 6.048 5.951 6.728 5.991 5.947
[3,] 6.507 3.820 7.588 2.499 5.750 6.265 6.887 6.902 7.626 6.774 6.815
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.425 3.594 2.869 4.557 2.158 2.206 1.767 4.258 3.479 5.991 5.995
[2,] 1.651 4.589 3.800 5.483 2.699 2.869 2.128 5.186 4.128 7.247 7.052
[3,] 1.811 6.008 4.364 6.256 3.041 3.260 2.365 5.704 4.615 8.067 8.159
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.823 1.904 2.461 2.563 2.980 2.325 2.918  6.205 11.72 4.925
[2,] 2.654 2.952 2.876 2.943 3.520 2.802 3.526  9.019 15.81 6.892
[3,] 3.286 3.257 3.178 3.289 4.031 3.029 3.974 11.866 19.39 7.776
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]    [,4]   [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   5.284   3.742   9.1   5.343   21.3   2.803   2.13   6.627   7.181
[2,] 319.415 214.235 430.8 451.403 1013.5 163.418 118.27 329.662 398.100
[3,] 273.626 163.135 420.9 462.057 1041.5 146.118 120.74 273.246 324.926
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.944   3.123   4.593   3.787   4.075   5.324   4.297   5.191
[2,] 496.610 245.116 304.619 203.631 305.459 333.328 239.827 379.371
[3,] 357.192 187.103 285.556 193.579 270.680 314.199 190.705 347.410
       [,18]   [,19]   [,20]  [,21]  [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   5.348   7.953   6.446  11.44   4.05   10.51   7.072   2.53   5.673
[2,] 389.149 451.676 390.356 608.66 194.65 1424.22 508.403 129.02 506.718
[3,] 361.214 462.995 365.638 634.47 185.04  857.02 453.883 135.68 600.257
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.382   4.811   5.188   2.464   6.297   5.939   2.858   5.939
[2,] 469.680 218.418 475.221 112.184 436.155 296.160 156.853 418.279
[3,] 583.049 224.841 476.146 113.456 458.467 282.804 143.812 428.540
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]
[1,]   5.836   5.923   5.761   5.289   4.302  1.683   4.702  1.416   4.61
[2,] 469.859 430.808 317.798 300.094 283.119 86.829 292.098 76.734 247.66
[3,] 438.520 394.141 301.625 300.296 281.736 84.303 227.946 58.233 240.57
      [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]  [,52]
[1,]   3.69   3.655   2.274   4.707   5.402   6.548   3.105   5.558   6.03
[2,] 310.46 178.134 129.862 327.278 339.995 291.695 203.599 465.228 301.65
[3,] 265.34 167.014 111.001 293.376 243.098 338.749 172.168 454.546 257.49
       [,53]  [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   2.473   4.77   4.067   3.881   2.823   5.003  1.661   3.708   2.247
[2,] 135.830 456.47 366.608 404.196 336.340 254.210 90.605 319.310 101.094
[3,] 143.346 447.13 370.275 337.054 387.226 222.080 73.012 331.763 104.978
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]  [,68]   [,69]
[1,]   4.451   4.683   4.539   5.978   2.992   5.645   3.87   6.653
[2,] 227.033 201.320 366.735 491.283 166.772 385.636 200.76 444.530
[3,] 271.159 206.264 287.668 323.909 148.262 351.131 153.66 406.625
       [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]  [,77]  [,78]
[1,]   2.451   5.276   5.829   6.411   5.548   6.799   5.515   5.29  1.809
[2,] 131.327 332.557 351.212 365.544 443.454 447.177 452.900 465.73 91.488
[3,] 114.535 282.511 309.228 361.649 383.717 394.065 347.163 365.36 81.789
       [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]
[1,]   4.563   3.643   5.787   2.741   2.801   2.244   5.407   4.418
[2,] 313.168 273.459 334.708 177.820 201.399 130.130 325.055 243.887
[3,] 425.708 235.608 330.527 153.854 169.900 113.281 260.773 226.538
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]   7.608   7.612   2.315   2.417   3.125   3.254   3.785   2.953
[2,] 447.452 407.657 211.752 247.697 163.450 158.911 205.667 171.656
[3,] 389.151 450.450 212.577 150.838 148.437 160.963 215.613 126.211
       [,95]  [,96]   [,97]   [,98]
[1,]   3.705   7.88   14.88   6.254
[2,] 217.365 718.35 1164.74 529.225
[3,] 201.214 846.32 1231.51 395.290
[1] "--- VAR model 2017-10-04 11:31:00  completed"
[1] "Completed training sample:  2017-10-04 11:31:00 - 2017-10-04 19:30:00"
[1] "SpVAR;   training sample:  2017-10-04 12:01:00 - 2017-10-04 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.106         0.04518         -12.66          0.955
          -2.134         0.50801          12.28         -1.506
           1.452        -0.96261         -11.02         10.720
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.542          1.261            4.564           17.280
         18.520          6.394            3.489           -9.856
         15.546         -3.314            6.218           14.779
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           18.795            6.275          -7.9331          -17.598
           -7.302            4.048           5.0265           -1.548
            6.233           -5.881           0.7282          -13.934
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.541           5.2587            3.654            3.565
           -1.657           0.1773           -4.563            1.285
            1.294          -0.4587            7.595           -6.110
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.474           11.807           -9.218           -5.115
           -3.900            1.776           19.914            2.483
            3.402           -2.953            2.734           17.426
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -22.338           10.294           -2.309            7.290
           16.032            4.308          -17.671          -10.558
           -5.021           -2.848           24.045           -2.486
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.4026            3.032           -4.823           10.537
           0.2522           -4.903           19.968           -1.306
           1.7888           -1.846           -9.468           10.835
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.932            1.967           17.461            3.420
            8.540            0.749            1.719           -2.147
           12.883            2.329            2.857           -8.989
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -0.09369           -1.460          10.2205           11.609
         -1.16282            9.065          10.5876            7.458
          3.79772           -2.732           0.8587           -1.226
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.109            2.530           -5.242           2.3998
            4.117           -4.537           -7.745           2.1092
            5.620            8.239            2.736           0.7268
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.607          -0.9893           -5.084            5.289
            2.609           1.3058           -2.061          -10.036
           -1.503           0.8801           14.001           -8.639
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9804            1.770            5.586           16.625
           3.0088            3.887          -15.890           -2.188
           3.9512            1.430           -0.149           13.190
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           12.706           0.3866           -2.041            6.928
           -3.746           0.8174           16.248           16.235
            7.747          -0.7736            3.240            4.870
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.077            3.956           0.7371           -2.392
            3.442            8.761           1.3649           -0.677
            2.285           17.607           8.7901            4.038
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            9.412           -6.386           4.1336          -13.479
            1.432            2.571           1.0212            6.599
            0.621           -2.890           0.1031            2.611
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.2487          -6.1796           14.679           -5.354
          -0.9937           7.7627           -1.963            3.435
          -4.5581          -0.4576           -1.795            4.560
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           11.529           -2.397            4.509           -3.705
            7.335           -1.738            2.807            7.189
           -3.892            1.225           -7.590            1.349
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.041          6.25179          -5.3756          -0.7312
           -2.271          0.63844          -0.7517          -3.1697
           16.731          0.05433          -1.3198          -1.5999
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.865            0.340           -1.675           -2.493
            3.192          -10.539           -9.838           -7.042
            0.355           -4.483           -3.918          -12.357
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.198           1.9890           -8.677           -6.884
          -14.435          -1.2990           -6.627          -11.813
           -5.738          -0.8075           -8.276           -1.690
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.463          -7.9276            8.625            5.566
           -9.256           0.3734            4.371           -1.529
           -6.235          -2.1856            1.829           -1.439
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.8502          -0.1145            9.862            7.603
           5.6604           0.0580            7.045           -1.479
           0.1468          -1.1373            9.146           -7.452
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.013           -1.408           -4.220           0.9039
           -6.468            3.941           10.527           6.2063
            4.370           -1.039           -2.318          -2.1530
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -14.325          -3.8207            18.45            238.8
            6.402          -0.6447            18.82            259.8
            3.514          -2.2690            21.78            237.8
 rnd_95776.volume rnd_95787.volume
            2.990           15.651
           10.349          -12.992
           -0.452            2.031
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.156 2.761 7.106 4.513 16.46 2.218 1.685 4.960 5.575 3.975 2.427
[2,] 5.068 3.344 8.157 6.187 19.18 2.653 2.042 5.789 6.488 5.962 3.266
[3,] 5.611 3.686 8.931 7.427 21.19 2.966 2.321 6.322 7.086 6.720 3.596
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.498 3.052 3.290 3.846 3.505 3.906 4.274 6.571 5.040  9.112 3.298
[2,] 4.492 3.529 4.292 4.792 4.069 5.208 5.442 7.876 6.357 10.567 3.784
[3,] 5.134 3.948 4.869 5.412 4.387 5.972 6.318 8.982 7.089 11.839 4.157
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.157 5.648 1.965 4.558 4.362 3.814 4.369 1.925 4.916 4.944 2.341
[2,] 15.165 7.241 2.310 6.542 6.203 4.310 6.311 2.210 6.300 5.620 2.747
[3,] 17.201 8.396 2.650 8.372 8.105 4.749 7.547 2.469 7.459 6.206 3.020
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.735 4.656 4.806 4.468 4.186 3.490 1.278 3.679 1.077 3.723 2.819
[2,] 5.964 6.169 6.032 5.355 4.953 4.362 1.505 4.616 1.266 4.399 4.043
[3,] 7.146 7.355 6.926 5.999 5.651 4.997 1.696 5.099 1.381 4.965 4.642
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.865 1.804 3.735 4.306 5.085 2.411 4.773 4.837 1.950 3.798 3.281
[2,] 3.363 2.141 4.619 5.258 5.742 3.007 6.549 5.475 2.290 5.845 4.880
[3,] 3.705 2.362 5.325 5.775 6.490 3.404 7.585 5.951 2.597 7.080 5.923
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.078 2.254 3.891 1.289 2.905 1.731 3.427 3.560 3.566 4.782 2.361
[2,] 4.754 3.959 4.470 1.535 4.091 2.000 3.988 4.165 4.809 6.588 2.800
[3,] 5.819 5.389 4.909 1.659 5.193 2.186 4.779 4.549 5.505 7.256 3.124
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.562 3.019 5.238 1.902 4.224 4.727 5.041 4.348 5.052 4.396 4.031
[2,] 5.757 3.516 6.743 2.253 5.140 5.619 6.066 6.027 6.373 5.859 5.763
[3,] 6.580 3.846 7.620 2.491 5.736 6.272 6.838 6.887 7.362 6.660 6.666
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.471 3.577 2.868 4.515 2.144 2.152 1.726 4.267 3.298 6.331 6.021
[2,] 1.660 4.536 3.783 5.429 2.680 2.960 2.084 5.216 3.916 7.424 7.084
[3,] 1.813 5.759 4.280 6.209 3.059 3.330 2.298 5.726 4.465 8.116 8.048
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.772 1.845 2.456 2.565 2.811 2.388 2.894  6.959 11.98 4.836
[2,] 2.613 2.911 2.850 2.898 3.414 2.819 3.524  9.824 16.13 6.772
[3,] 3.245 3.219 3.196 3.295 3.953 3.062 3.973 12.549 19.03 7.742
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   5.277   3.506   9.024   5.731   20.9   2.817   2.14   6.299   7.08
[2,] 373.220 242.735 515.246 544.456 1265.3 187.162 148.23 383.960 426.78
[3,] 309.678 199.605 467.888 528.484 1158.7 170.725 141.93 326.814 366.64
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   5.048   3.081   4.442   3.875   4.177   4.884   4.45   4.961
[2,] 571.465 281.136 362.409 228.036 354.700 367.685 265.90 443.117
[3,] 398.936 193.749 319.767 227.570 295.556 323.552 210.92 375.875
       [,18]   [,19] [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   5.428   8.344   6.4  11.57   4.187   10.36   7.172   2.496   5.788
[2,] 433.258 558.679 498.3 688.39 238.843 1644.45 582.994 156.266 603.587
[3,] 412.922 555.411 403.8 686.79 221.396 1044.43 546.701 166.921 672.119
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.539   4.843   5.548   2.444   6.243   6.278   2.972   6.013
[2,] 567.310 258.148 585.854 139.771 506.731 343.857 184.926 466.391
[3,] 671.087 256.698 532.353 141.718 513.725 338.698 161.538 506.309
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   5.912   6.102   5.673   5.316   4.431   1.623   4.672  1.367
[2,] 520.532 469.020 379.783 340.594 336.697 102.171 358.638 85.532
[3,] 515.345 437.789 347.795 349.900 313.581 100.562 278.617 71.152
       [,43]  [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.727   3.58   3.638   2.29   4.743   5.468   6.457   3.061   6.061
[2,] 301.517 372.85 226.449 148.37 349.512 388.083 343.200 231.177 576.695
[3,] 296.111 293.29 200.074 128.45 340.696 307.286 389.222 205.255 492.364
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]   [,59]
[1,]   6.142   2.476   4.823   4.166   3.908   2.863   4.94   1.636
[2,] 329.997 154.486 571.460 464.720 466.012 418.637 283.23 107.313
[3,] 300.112 157.629 513.987 431.746 431.712 470.267 260.87  81.042
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.689   2.198   4.351   4.521   4.529   6.073   2.998   5.794
[2,] 370.376 128.889 262.577 278.079 414.956 582.896 193.700 451.632
[3,] 411.450 113.497 338.603 235.373 344.715 391.283 178.309 409.871
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.834   6.651   2.415   5.364   6.002   6.401   5.521   6.415
[2,] 231.809 546.286 155.396 376.623 390.784 434.013 536.923 499.765
[3,] 200.482 456.548 136.601 327.526 358.450 406.097 428.551 474.049
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.582   5.119  1.868   4.542   3.642   5.734   2.723   2.733
[2,] 498.356 529.656 98.951 358.801 317.261 387.670 206.826 261.335
[3,] 407.296 431.157 93.843 456.395 257.496 387.775 189.607 196.192
       [,84]   [,85]   [,86]   [,87]   [,88]  [,89]   [,90]   [,91]
[1,]   2.192   5.418   4.188   8.039   7.646   2.25   2.342   3.118
[2,] 150.178 385.830 271.630 498.869 480.085 247.09 289.624 186.042
[3,] 124.562 304.047 275.902 421.874 491.250 247.46 176.710 185.998
       [,92]  [,93]   [,94]   [,95]    [,96]   [,97]  [,98]
[1,]   3.257   3.57   3.033   3.674    8.836   15.21   6.14
[2,] 173.489 249.09 192.589 258.721  891.990 1389.73 609.84
[3,] 201.609 256.52 153.834 236.057 1004.417 1298.03 482.59
[1] "--- VAR model 2017-10-04 12:01:00  completed"
[1] "Completed training sample:  2017-10-04 12:01:00 - 2017-10-04 20:00:00"
[1] "SpVAR;   training sample:  2017-10-04 12:31:00 - 2017-10-04 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          11.295          -2.440         20.274        -14.019
           9.760           4.652         -5.543          2.291
          -1.817          -1.296        -15.084         -3.434
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -20.274         3.4402           4.0225          -12.395
         -5.879        -0.6934           5.4638           15.221
        -14.206         2.4061           0.1404            4.662
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -13.9604            1.261            3.964           -9.541
          14.1389          -11.176           -6.410          -17.377
          -0.2728            5.435            3.363          -11.877
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2695          -5.5413            5.216            8.576
         -10.6658           1.5590           -2.199            6.004
           0.4070          -0.5061            8.046           -8.070
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.918           -1.856          -13.745         -11.8758
            2.807            4.866           12.568           0.7093
           -8.538            2.143           -1.215           2.1687
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           22.458           -4.577           -21.68           -5.926
          -13.826            1.617            55.26            5.372
            1.439            5.538           -34.73            7.848
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.1758           -1.789            4.478           10.968
          -1.2261           -8.561           -8.557            4.623
           0.3058           13.678           27.872            3.854
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -19.028           5.8815          -19.269           -7.375
            4.611          -1.3020           -2.499           -3.757
           -5.588           0.5428           -5.192           -8.501
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.4233           -8.266           -6.586           -9.545
          -0.1486          -18.489          -19.618           -7.014
           0.9272            4.410           -0.773          -17.583
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.5126         -16.0390           -2.453            1.277
          -0.2014          -4.1885            3.642            1.504
           3.5237          -0.8072            4.906           -1.773
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           10.213          0.07956           11.647           -17.60
            2.231          1.80353          -14.751             5.91
            2.920         -2.87410           -4.185           -17.88
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -5.508           0.4513          -18.937           15.404
            2.327           2.0907          -13.300           -2.708
            4.808          -1.9494            4.008            8.226
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.2570          5.01096           -5.272           15.655
          -0.6968          0.05587            8.201            7.163
           5.7487         -4.35194           -7.903            9.483
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4711           -5.856          -10.367           -6.735
           0.8437           -1.018           -4.179           -3.616
           0.9113           -6.558            3.386           -5.427
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.817           -6.986           2.0020           -6.993
          -14.450           -2.243           0.7796            3.719
            1.532            2.791          -2.4465          -12.524
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.917           0.5198          -5.2342           -2.917
           -1.348           0.3817          -0.7619           -1.425
           -4.303          -6.6046           0.6380           -3.156
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -13.534           -5.232          -5.3477           10.719
           -1.410            3.692          -7.8370            2.839
           -9.422           -5.319           0.7364            3.696
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.541           2.6172            8.997            6.601
           -1.993           0.2936            4.090            9.884
          -14.940          -0.6473           -8.818           -1.956
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.057           19.488           -8.052           -9.727
          -10.768           -2.326          -24.985            7.559
            1.259            6.654           -3.360           -2.419
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         -15.2392           0.3701            2.132          -16.631
          14.0358           0.4844           -5.939          -10.059
           0.9961          -2.9310            8.223           -3.475
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.722            4.124           -7.494            1.281
          -17.278           -3.488            3.742           -2.819
            4.292           -2.831            5.126           -1.325
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.180           0.1579           6.3716          -0.3281
           -2.382           3.0989          -6.3345          -1.2103
           -2.050           0.3891          -0.8794           1.6402
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.312           1.6439            5.328            7.462
            1.625           2.0025           -6.724           -7.062
           -2.749          -0.1981            1.142            3.475
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -10.7002           4.5014            14.38            233.5
          -0.5592           0.7973            16.67            233.7
           0.1442          -0.6713            12.56            207.8
 rnd_95776.volume rnd_95787.volume
          -22.276           -1.762
           -3.732            7.417
           -2.303            6.048
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.293 2.900 7.040 4.560 15.97 2.087 1.803 4.895 5.614 3.931 2.377
[2,] 5.076 3.390 8.214 6.209 18.55 2.559 2.158 5.819 6.559 5.963 3.238
[3,] 5.674 3.723 9.083 7.386 20.61 2.918 2.426 6.285 7.152 6.782 3.590
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.491 2.963 3.225 4.062 3.673 3.970 4.324  7.533 5.057  9.282 3.487
[2,] 4.462 3.495 4.161 5.014 4.267 5.242 5.421  8.895 6.197 10.719 3.938
[3,] 5.121 3.957 4.749 5.598 4.597 6.012 6.333 10.019 6.991 12.022 4.350
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.95 4.797 2.001 4.541 4.169 3.889 4.444 1.884 4.879 4.955 2.343
[2,] 15.34 6.815 2.305 6.388 6.028 4.346 6.315 2.208 6.173 5.697 2.662
[3,] 17.40 7.964 2.624 8.400 8.119 4.793 7.425 2.475 7.408 6.361 3.003
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.762 4.584 4.570 4.311 4.037 3.726 1.288 3.546 1.027 3.783 2.965
[2,] 5.883 6.151 5.886 5.294 4.927 4.466 1.516 4.378 1.202 4.422 4.074
[3,] 7.081 7.394 6.675 5.921 5.587 5.202 1.698 4.976 1.326 4.995 4.693
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.907 1.790 3.329 4.284 4.996 2.404 4.778 4.840 1.948 3.972 3.486
[2,] 3.349 2.128 4.364 5.230 5.706 3.032 6.379 5.467 2.286 5.848 4.925
[3,] 3.706 2.317 5.070 5.760 6.452 3.422 7.532 5.980 2.587 7.091 5.871
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.163 2.290 3.835 1.288 2.883 1.708 3.419 3.395 3.601 4.827 2.275
[2,] 4.753 4.085 4.473 1.488 4.201 1.971 4.097 4.080 4.968 6.319 2.750
[3,] 5.815 5.423 4.912 1.618 5.395 2.164 4.750 4.503 5.738 7.246 3.112
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.484 3.036 5.273 1.798 4.167 4.695 4.859 4.252 5.035 4.462 4.058
[2,] 5.789 3.540 6.704 2.171 5.058 5.529 5.898 6.074 6.502 5.909 5.869
[3,] 6.687 3.900 7.679 2.403 5.632 6.227 6.742 6.796 7.458 6.653 6.874
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.440 3.588 2.987 4.595 2.091 2.350 1.753 4.296 3.355 6.197 6.278
[2,] 1.633 4.580 3.930 5.516 2.628 3.054 2.075 5.348 3.897 7.283 7.275
[3,] 1.774 5.854 4.452 6.372 3.014 3.393 2.240 5.844 4.394 8.003 8.214
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.693 1.837 2.413 2.524 2.981 2.429 3.041  7.457 11.89 4.780
[2,] 2.578 2.879 2.880 2.871 3.463 2.825 3.665 10.375 16.22 6.868
[3,] 3.181 3.202 3.213 3.255 4.067 3.100 4.086 13.123 19.17 7.865
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.451   3.683   8.939   5.79   20.29   2.65   2.289   6.216   7.129
[2,] 352.027 227.938 549.896 547.50 1223.86 192.47 154.173 408.571 440.685
[3,] 329.351 200.041 503.569 519.52 1167.49 182.20 143.951 308.550 370.371
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.992   3.018   4.433   3.762   4.095   5.158   4.664   5.041
[2,] 582.499 285.549 360.948 240.982 341.644 381.745 282.325 444.717
[3,] 419.767 201.527 326.641 240.925 297.468 323.394 222.033 382.545
       [,18]   [,19]   [,20]  [,21]   [,22]  [,23]   [,24]   [,25]   [,26]
[1,]   5.491   9.566   6.421  11.79   4.428   10.1   6.092   2.541   5.766
[2,] 424.759 614.385 465.299 696.62 237.722 1704.0 628.883 148.496 583.747
[3,] 425.382 599.195 420.499 707.02 240.229 1066.5 535.131 162.988 708.537
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.294   4.939   5.644   2.393   6.195   6.293   2.975   6.047
[2,] 565.590 252.037 582.712 149.422 491.392 365.065 164.293 448.662
[3,] 706.615 262.641 507.546 145.299 532.077 367.600 180.499 512.121
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   5.821   5.804   5.474   5.126   4.732   1.636   4.503  1.304
[2,] 532.810 481.733 399.137 366.974 319.751 103.830 333.496 81.241
[3,] 533.060 409.150 344.486 342.369 346.587  99.342 307.282 72.694
       [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]   [,50]
[1,]   4.804   3.765   3.692   2.273   4.227   5.44   6.344   3.053
[2,] 297.487 362.921 216.052 149.449 366.548 389.73 358.239 240.037
[3,] 301.698 302.726 206.010 119.098 335.258 313.47 391.168 205.967
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]
[1,]   6.067   6.145   2.474   5.043   4.427   4.017   2.908   4.87  1.636
[2,] 549.140 330.443 155.302 557.526 451.928 460.887 439.424 298.99 96.801
[3,] 520.305 314.910 157.307 521.095 415.218 435.199 463.326 263.78 82.622
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   3.661   2.169   4.341   4.311   4.573   6.129   2.889   5.694
[2,] 396.927 127.752 293.301 294.001 444.607 529.856 200.833 475.608
[3,] 439.864 116.177 312.172 247.457 372.898 460.516 189.160 434.792
       [,68]   [,69]   [,70]   [,71]   [,72]  [,73]   [,74]   [,75]
[1,]   3.856   6.696   2.283   5.291   5.962   6.17   5.399   6.393
[2,] 236.521 537.804 158.056 372.357 379.389 434.34 563.421 534.465
[3,] 212.527 486.336 134.045 322.012 371.975 424.26 396.255 474.731
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.667   5.153   1.828   4.556   3.793   5.835   2.655   2.984
[2,] 503.112 550.775 100.141 369.831 331.835 396.446 206.835 253.272
[3,] 397.260 464.980  90.039 473.678 271.643 414.505 191.626 192.207
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.226   5.455   4.261   7.869   7.972   2.149   2.332   3.064
[2,] 144.167 413.793 257.471 497.024 477.725 252.580 288.040 204.299
[3,] 109.867 306.195 263.692 431.012 495.496 242.205 182.120 184.968
       [,92]   [,93]   [,94]   [,95]    [,96]  [,97]   [,98]
[1,]   3.205   3.786   3.085   3.861    9.469   15.1   6.069
[2,] 177.809 228.851 187.383 265.753  937.116 1433.3 640.778
[3,] 199.167 277.187 165.674 234.724 1043.748 1328.5 497.718
[1] "--- VAR model 2017-10-04 12:31:00  completed"
[1] "Completed training sample:  2017-10-04 12:31:00 - 2017-10-04 20:30:00"
[1] "SpVAR;   training sample:  2017-10-04 13:01:00 - 2017-10-04 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.979           5.078         -13.49       -20.4908
          -2.388          -0.318         -12.10         0.6608
          -2.152           1.863         -15.18       -16.7050
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         12.574         -1.469            1.784            3.221
         -7.931          2.757            7.666            8.735
        -12.059         -1.417            3.115            8.530
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          13.0713           -2.702           0.5415          -20.217
           6.1136           11.402           2.2188           -8.814
          -0.4636            1.284           2.7895          -10.618
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.680            3.207            9.392            1.413
           -9.800           -2.307            1.778           -2.524
           -1.462           -5.519            1.727            3.414
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.227           -4.012            5.001            7.677
           -1.035            1.891            4.697            1.488
           -4.493           -5.853           13.606           18.068
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -14.887           -6.169           -38.42            3.267
           -6.616           -5.194           -19.53           -6.286
          -14.356            1.157           -24.68          -15.526
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            4.648           -2.073          -6.7227           12.869
            1.295          -15.195         -12.6275            7.427
           -4.859           -9.766          -0.7946            6.040
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -20.803            2.418          -15.183          -3.7723
            4.672           -1.987           -8.224          -8.8443
          -11.946            1.189            3.534           0.7741
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.064          -24.788         -10.7651            5.735
            5.509          -13.163         -25.2039          -23.558
            1.336           -5.306           0.3456           -7.728
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.05481           4.9794            8.304           0.7516
          3.81098           0.4518            7.331           1.7516
         -4.38158           9.2788            9.467           0.3930
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.918          -0.8983            0.793           -7.643
            1.888           2.5683           -4.710           -8.225
            8.184           0.6373          -15.159          -13.424
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.856         -0.03644         -16.0714          10.0730
            7.804          2.44232          -7.1544           0.4881
            6.890         -1.51943          -0.8106           0.8041
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            17.84           -1.027           -1.440           13.085
             7.53           -5.952           -5.217           15.542
            10.32           -3.354            4.443            1.222
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.942          11.0364            2.838           -0.887
           -3.016          -3.2130            1.631           10.164
            3.471           0.5229           -3.961           -3.085
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           11.364            8.912           0.7486           -5.093
            4.420           -3.690           0.7879           15.735
            3.165           -6.174          -0.7569            5.492
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            3.045            7.549          7.71249             5.95
            1.037            2.006         -0.05715            12.17
           -5.774            2.923         -4.80887             6.82
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.726           -1.163           10.107            2.308
           16.406            1.396            4.591            2.962
            4.618            4.036            6.071            6.595
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.264            1.804            5.886            6.297
           16.250            2.210            5.274            1.584
           11.261            1.698            4.411           -4.459
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.895          -10.754         -17.3658           -9.013
            4.781           11.265           0.6205           10.411
            3.348           -3.659          -3.4465            6.786
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.747         -0.05091            6.897           4.8935
            2.148         -1.47281           -3.761           0.7419
            8.446         -0.72883            1.331           0.6055
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           9.2158           -1.215           4.1218           -3.459
          -2.9412            2.219           0.3645           -1.084
          -0.6141           -4.159           2.8821            1.098
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          12.4837            6.378           10.990           -8.009
           5.2856            1.868            5.678            9.659
           0.3531           -1.083           17.230            8.011
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.698           -1.188           -3.461            1.394
           -6.451            5.485            9.649            6.251
            4.783            3.257           -2.028           -3.443
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.539           -6.198            19.05            240.6
            7.672            6.206            12.47            243.2
           -4.193            3.071            17.43            232.1
 rnd_95776.volume rnd_95787.volume
           -8.065           0.4992
           -8.530          -9.6463
           30.458         -13.9519
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.205 2.822 6.660 4.602 14.71 2.065 1.866 4.875 5.630 3.692 2.412
[2,] 4.949 3.332 7.967 6.356 17.10 2.511 2.160 5.805 6.573 6.049 3.317
[3,] 5.533 3.622 8.855 7.376 19.62 2.885 2.417 6.266 7.177 6.846 3.720
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 3.485 3.007 3.230 3.954 3.562 3.988 4.272  7.613 5.153  9.18 3.500
[2,] 4.489 3.436 3.966 4.856 4.209 5.165 5.339  8.982 6.266 10.79 3.998
[3,] 5.151 3.885 4.553 5.465 4.558 5.821 6.232 10.055 7.032 12.03 4.444
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.106 4.732 1.912 4.330 3.967 3.684 4.488 1.913 4.876 4.780 2.333
[2,] 15.080 6.651 2.283 6.166 5.870 4.210 6.427 2.234 6.006 5.532 2.663
[3,] 17.078 7.896 2.625 8.172 7.878 4.650 7.452 2.504 7.189 6.210 3.024
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.778 4.555 4.372 4.071 3.947 3.730 1.264 3.551 0.9488 3.787 2.849
[2,] 5.980 6.121 5.721 5.191 4.903 4.480 1.466 4.350 1.1438 4.407 4.002
[3,] 7.134 7.393 6.548 5.847 5.559 5.176 1.650 4.938 1.2794 4.999 4.624
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.830 1.685 3.449 4.291 5.040 2.442 4.883 4.881 1.959 3.992 3.377
[2,] 3.287 2.032 4.517 5.164 5.781 3.021 6.677 5.520 2.234 5.863 4.911
[3,] 3.677 2.229 5.165 5.688 6.572 3.429 7.795 6.092 2.538 7.219 5.956
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.141 2.247 3.699 1.162 2.834 1.694 3.484 3.536 3.409 4.890 2.192
[2,] 4.698 4.021 4.367 1.404 4.152 1.928 4.127 4.139 4.889 6.461 2.669
[3,] 5.767 5.414 4.807 1.538 5.399 2.131 4.798 4.502 5.665 7.283 3.018
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.372 2.979 5.105 1.761 4.120 4.593 4.715 4.415 5.039 4.513 3.993
[2,] 5.593 3.503 6.491 2.150 4.968 5.428 5.841 5.991 6.448 5.746 5.851
[3,] 6.542 3.848 7.571 2.397 5.559 6.112 6.637 6.717 7.451 6.539 6.720
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.404 3.584 2.834 4.485 2.101 2.292 1.698 4.312 3.365 6.238 6.346
[2,] 1.579 4.623 3.757 5.448 2.625 3.026 2.037 5.226 3.960 7.224 7.402
[3,] 1.725 5.708 4.303 6.315 2.976 3.404 2.193 5.761 4.384 7.908 8.323
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.597 1.710 2.467 2.573 2.831 2.390 3.027  8.531 12.45 4.775
[2,] 2.501 2.798 2.880 2.904 3.351 2.760 3.673 11.302 16.46 6.659
[3,] 3.122 3.156 3.184 3.261 3.908 3.017 4.160 13.983 19.18 7.830
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]   [,9]
[1,]   5.339   3.583   8.458   5.843   18.67   2.622   2.37   6.191   7.15
[2,] 354.478 240.492 593.425 595.266 1185.20 193.945 147.62 427.741 460.51
[3,] 335.742 192.950 524.771 508.147 1306.83 192.762 147.27 320.612 391.35
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.688   3.063   4.425   3.818   4.101   5.021   4.524   5.064
[2,] 650.639 309.069 384.186 225.860 312.486 382.866 304.309 445.469
[3,] 435.137 228.833 342.894 246.054 303.589 340.230 237.492 364.523
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.425   9.668   6.544  11.66   4.445   10.29   6.009   2.428
[2,] 434.764 647.173 484.124 768.79 262.148 1726.36 634.477 169.353
[3,] 436.466 613.569 433.255 724.23 263.608 1088.38 577.787 175.859
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.498   5.037   4.678   5.699   2.429   6.191   6.069   2.962
[2,] 595.952 587.425 276.622 624.523 156.641 476.090 378.168 174.397
[3,] 728.206 713.285 268.187 512.111 153.521 536.436 382.976 194.574
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.068   5.784   5.552   5.169   5.011   4.737   1.605   4.509
[2,] 488.211 555.078 500.815 437.442 395.065 336.828 100.716 341.066
[3,] 527.998 562.894 432.491 365.263 355.579 351.852 103.026 317.349
      [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48] [,49]   [,50]
[1,]  1.205   4.809   3.618   3.594   2.139   4.38   5.449   6.4   3.102
[2,] 86.741 306.035 381.572 226.856 154.214 395.95 390.108 384.4 241.406
[3,] 77.829 320.243 314.473 223.878 124.471 340.12 323.779 424.4 220.167
     [,51]   [,52]   [,53]  [,54]   [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   6.2   6.198   2.487   5.07   4.288   3.989   2.853   4.697   1.476
[2,] 618.3 350.096 145.903 583.01 484.027 474.313 452.749 315.252 107.001
[3,] 546.1 349.967 163.517 571.76 457.480 454.013 492.099 272.854  85.085
       [,60]   [,61]   [,62]  [,63]   [,64]  [,65]   [,66]   [,67]   [,68]
[1,]   3.599   2.151   4.424   4.49   4.329   6.21   2.784   5.552   3.783
[2,] 411.997 125.085 300.478 292.25 475.782 573.31 206.657 473.494 250.205
[3,] 468.537 123.031 332.109 240.45 388.464 456.47 191.328 460.695 216.246
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]  [,76]  [,77]
[1,]   6.482   2.237   5.232   5.832   5.987   5.607   6.399   5.73   5.07
[2,] 544.229 167.356 376.783 392.845 467.988 549.791 546.155 483.00 580.74
[3,] 529.175 144.043 338.632 381.387 428.041 412.407 506.963 423.81 448.55
      [,78]  [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]
[1,]  1.782   4.55   3.599   5.695   2.668   2.911   2.157   5.476   4.274
[2,] 98.255 396.50 334.863 420.030 213.555 268.088 152.754 400.871 283.221
[3,] 94.070 454.52 284.859 433.579 190.512 211.854 110.367 329.078 255.591
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]
[1,]   7.921   8.058   2.029   2.171   3.133   3.268   3.595   3.035
[2,] 494.626 517.296 261.268 300.636 201.717 182.747 243.328 187.420
[3,] 437.088 516.704 253.581 198.181 184.373 201.303 273.018 165.577
       [,95]   [,96]   [,97]   [,98]
[1,]   3.844   10.83   15.81   6.063
[2,] 282.505 1006.45 1462.15 630.181
[3,] 265.038 1117.97 1335.67 559.256
[1] "--- VAR model 2017-10-04 13:01:00  completed"
[1] "Completed training sample:  2017-10-04 13:01:00 - 2017-10-04 21:00:00"
[1] "SpVAR;   training sample:  2017-10-04 13:31:00 - 2017-10-04 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.902           4.323        -22.523        -20.686
          -3.212           0.754         -3.007         -7.944
          -3.217          -2.925         -0.924        -15.927
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -21.997         3.1312            7.856           6.6285
        -36.241         5.3991            3.064          -2.6746
         -6.787        -0.4668            1.531           0.4836
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.139           -6.326           -2.487           -14.77
           -4.395           -0.583            2.271           -12.97
           -2.206           -6.609            1.064           -13.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2143           -1.240            5.274            3.118
          -4.7839           -4.374           -3.381          -11.704
          -2.1325           -7.019           -6.841           -4.262
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.6041           0.5511           -2.307            8.113
           2.7003           2.3118           18.423            5.125
          -9.0696          -2.5546           14.712           12.212
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.586        -10.60383           -32.52           -1.234
            2.260         -2.44867           -43.51          -15.415
           -9.913         -0.02759           -19.83          -21.336
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.201           -1.663           -4.136            2.701
           -3.436          -22.095           -7.220            4.544
           -3.363          -18.325           -5.026            2.729
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -18.181            1.440          -13.144           -18.75
           -6.902            4.695          -15.521            -2.72
          -15.895           -1.320            1.609           -11.57
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.9755          -30.009          -14.847           -9.109
           0.1785          -17.025          -22.342          -20.966
          -1.1171           -4.004           -5.947          -16.405
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4024            3.071            1.103          -0.5236
           1.1286           -7.324           -6.715           2.7785
           8.3151           -0.526           -2.390          -1.2280
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.562           2.0847           -3.250          -16.224
           -2.330          -1.4011           -9.472           -7.725
            1.277           0.4038           -9.261          -14.581
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          4.31976          -0.8196           -9.868           0.4816
          3.43934           0.8957           -6.058           5.5738
          0.09226           3.4498          -11.724           2.4769
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.6857           -5.171          -24.872          -0.2289
           0.3628           -2.112           -9.740           7.7076
           2.5627           -4.370           -7.278           9.4137
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.015           -19.88           -3.255           -3.908
           -1.872           -11.66          -15.276          -10.768
            3.300           -10.54           -8.091           -8.464
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -11.620            3.663          0.02839          -13.215
           -2.634            6.244          2.09491          -10.143
          -14.073           -0.298          1.38269           -2.295
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.2871          -3.6969            4.661           -1.433
           0.7145          -5.8316            8.358           -3.015
           0.8408           0.2174            7.188            6.800
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.920           0.7416            3.176           -8.485
           -1.197           2.4184           -6.070           -2.624
            6.451           2.6257           -2.512           -5.072
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.040        -1.143169            1.369           2.0468
            3.192        -0.002667            1.606          -2.2142
           -8.181        -0.347836            1.368          -0.6854
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.673           -6.822          -6.0642            3.801
            6.231            4.840          -2.5751           -6.963
            6.320            3.774          -0.2215           -8.397
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.027            2.075          -1.7728          -0.7508
           -5.009            1.596           0.5514           0.4057
          -12.152            1.024          -6.3300          -1.1581
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.3424            6.329           -4.809           2.0563
           0.3508            3.924           -4.491           2.1423
          -6.6363            3.741           -1.172          -0.0541
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.619            2.946            7.181           -2.929
           -3.059           -1.685           10.756           16.589
           -5.192           -1.264           20.793            6.173
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.613           -5.268          -7.4335           -6.009
           -2.942           -4.187           0.9878            2.766
           -3.454            1.676          -2.5033           -3.535
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.981           -3.921            16.53            229.0
           -6.600           -2.446            13.87            234.3
           -5.014           -2.857            17.02            238.5
 rnd_95776.volume rnd_95787.volume
           -30.45           -2.445
           -45.39          -12.890
           -19.87          -18.882
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.035 2.898 6.693 4.573 14.67 2.128 1.860 4.721 5.460 3.832 2.363
[2,] 4.854 3.363 8.062 6.256 17.15 2.496 2.130 5.717 6.369 6.048 3.233
[3,] 5.427 3.695 8.844 7.292 19.47 2.856 2.368 6.213 6.936 6.815 3.651
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.411 3.015 3.282 3.844 3.633 3.917 4.395 6.771 4.947  9.183 3.561
[2,] 4.210 3.409 3.925 4.682 4.353 4.999 5.395 8.269 6.230 10.720 4.035
[3,] 4.864 3.859 4.444 5.327 4.751 5.521 6.222 9.120 6.983 11.806 4.458
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.948 4.635 1.906 4.206 4.055 3.706 4.461 1.924 4.660 4.770 2.427
[2,] 14.841 6.573 2.287 6.201 5.907 4.281 6.368 2.207 5.866 5.503 2.793
[3,] 17.099 7.978 2.610 8.317 7.770 4.730 7.480 2.474 6.960 6.198 3.121
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.917 4.246 4.435 3.927 3.897 3.714 1.240 3.559 0.9353 3.741 2.675
[2,] 6.101 6.164 5.729 4.865 4.861 4.517 1.425 4.340 1.1247 4.387 3.845
[3,] 7.175 7.269 6.616 5.548 5.542 5.225 1.600 4.883 1.2259 4.904 4.503
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.912 1.598 3.517 4.185 5.060 2.437 4.639 4.672 1.920 3.859 3.394
[2,] 3.396 2.006 4.504 5.032 5.746 3.036 6.514 5.487 2.153 5.639 4.837
[3,] 3.722 2.232 5.172 5.581 6.578 3.442 7.581 6.089 2.512 7.000 5.847
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.125 2.178 3.742 1.143 2.756 1.651 3.408 3.431 3.337 4.937 2.086
[2,] 4.745 4.084 4.339 1.377 4.064 1.926 3.966 3.936 4.761 6.408 2.505
[3,] 5.727 5.348 4.801 1.512 5.348 2.136 4.612 4.321 5.472 7.240 2.847
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.409 2.936 5.112 1.793 4.133 4.407 4.651 4.347 5.090 4.320 3.883
[2,] 5.614 3.438 6.496 2.208 4.898 5.324 5.742 5.918 6.425 5.655 5.685
[3,] 6.571 3.759 7.541 2.487 5.464 6.026 6.561 6.713 7.446 6.593 6.675
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.369 3.695 2.986 4.484 2.134 2.269 1.699 4.197 3.440 6.285 6.633
[2,] 1.565 4.705 3.836 5.338 2.609 3.035 1.975 5.065 3.981 7.134 7.592
[3,] 1.705 5.795 4.448 6.368 2.942 3.380 2.131 5.622 4.384 7.824 8.482
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.576 1.649 2.416 2.521 2.902 2.316 2.994  9.005 12.47 4.740
[2,] 2.443 2.727 2.896 2.902 3.447 2.655 3.626 11.897 16.63 6.615
[3,] 3.077 3.127 3.172 3.238 3.977 2.908 4.188 14.473 19.13 7.929
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.123   3.68   8.499   5.807   18.62   2.703   2.363   5.995
[2,] 368.102 232.62 612.985 582.171 1211.74 177.910 141.444 439.760
[3,] 330.777 209.02 495.718 510.753 1256.70 189.252 141.057 331.715
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.933   4.867   3.001   4.331   3.829   4.168   4.881   4.613
[2,] 447.174 637.987 300.881 336.463 216.912 293.451 364.387 326.867
[3,] 374.586 428.487 231.380 332.379 246.583 284.334 346.609 259.802
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]
[1,]   4.974   5.582   8.598   6.282  11.66   4.522   10.09   5.886   2.42
[2,] 423.585 426.472 647.221 516.392 754.38 258.919 1709.02 635.565 172.42
[3,] 319.480 422.924 524.741 430.022 674.33 258.260 1157.98 616.487 171.45
      [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.34   5.149   4.706   5.664   2.443   5.917   6.058   3.082
[2,] 621.40 585.793 292.373 619.713 147.446 485.889 374.148 188.450
[3,] 755.80 688.302 274.140 535.142 152.423 510.756 388.769 189.906
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]
[1,]   6.243   5.392   5.632   4.987   4.948   4.716  1.574   4.52  1.188
[2,] 492.594 609.288 494.545 391.497 396.319 350.506 95.720 338.59 85.173
[3,] 514.897 525.337 451.076 363.890 362.941 358.173 99.281 305.15 66.496
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.751   3.396   3.698   2.029   4.466   5.314   6.426   3.094
[2,] 312.345 376.757 238.212 165.353 383.621 380.966 371.377 247.038
[3,] 299.020 319.618 207.806 133.523 346.657 329.108 436.496 221.184
       [,51]   [,52]   [,53] [,54]  [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   5.891   5.932   2.439   4.9   4.31   3.969   2.766   4.751   1.451
[2,] 623.490 392.580 132.621 560.7 470.05 486.915 470.985 299.705 104.809
[3,] 528.971 359.816 176.555 565.6 447.76 437.277 470.820 280.276  85.135
     [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   3.5   2.096   4.328   4.357   4.237   6.269   2.649   5.598   3.728
[2,] 407.2 135.375 276.649 263.030 463.186 557.029 189.118 474.025 244.047
[3,] 474.1 125.945 320.817 243.157 367.857 459.650 184.326 465.599 207.314
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   6.491   2.277   5.249   5.596   5.906   5.519   6.463   5.486
[2,] 546.660 175.658 358.470 407.386 459.156 547.755 534.796 497.530
[3,] 522.340 156.123 330.166 384.877 432.863 431.922 513.157 462.245
       [,77]   [,78]   [,79]   [,80]   [,81]  [,82]   [,83]   [,84]
[1,]   4.931   1.739   4.692   3.792   5.694   2.71   2.881   2.157
[2,] 566.258 103.287 397.108 328.363 394.826 204.48 274.955 137.531
[3,] 476.941  92.244 461.321 307.089 473.546 185.56 202.704 108.948
       [,85]   [,86]  [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   5.329   4.369   7.98   8.423   2.002   2.094   3.068   3.202
[2,] 386.830 273.163 460.49 503.711 254.468 296.152 217.714 195.869
[3,] 332.745 250.481 438.20 515.788 255.196 208.530 176.696 195.802
       [,93]  [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.685   2.94   3.802   11.44   15.84   6.019
[2,] 253.683 177.20 279.036 1060.08 1500.50 629.216
[3,] 270.353 161.58 285.588 1124.08 1289.20 596.020
[1] "--- VAR model 2017-10-04 13:31:00  completed"
[1] "Completed training sample:  2017-10-04 13:31:00 - 2017-10-04 21:30:00"
[1] "SpVAR;   training sample:  2017-10-04 14:01:00 - 2017-10-04 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          3.3264         -1.0673         -2.867        -18.050
          1.3160          0.6535         -5.215          1.520
          0.9486          2.2777        -13.710         -1.899
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.910          1.276            4.767           14.102
        -33.630         -1.791            1.657           -4.119
          4.048         -1.101            2.584            5.042
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.493           -9.606          -7.0507           -9.697
            1.726            4.872           1.7088           -3.626
           -3.159           -3.354           0.9272           -9.280
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.901           -4.641            1.188            0.750
           -3.899           -4.360            2.435            2.046
           -1.857            3.396            6.342            4.295
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           7.2442           -7.506           0.7153            9.224
           3.5789           -2.564           0.8113            7.869
          -0.2434            1.714          -0.1572            8.229
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -20.32           -7.260           12.811           -15.04
            -6.42           -3.555          -16.032            12.29
           -10.97            2.876           -7.196           -15.21
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.1769           -19.35          -12.485            4.997
           1.7013            12.61           -6.184           12.752
          -2.3811           -11.90            9.381           -1.380
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -16.532           -1.467           -1.026           0.8353
           -5.290           -3.397          -23.521           2.4474
            2.508            0.932           -6.756          -5.4065
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.234           -9.965            3.549           -1.724
            1.143          -13.938          -10.794           -3.373
            0.828          -10.235           -7.302           -8.244
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           10.783           16.410          -1.1738          -0.3247
            4.793           -1.332           0.4705           2.0739
            3.692           14.957           2.1974           0.7686
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.011           2.1894            4.301           -9.702
            2.908           1.0956            1.626           -1.709
            6.496          -0.5838           -8.784           -8.245
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -0.605          -1.6371           -9.764            4.466
            5.855          -1.6718          -11.293          -11.414
            5.328          -0.1996            1.474            2.243
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.224           0.1143           9.0749           12.862
            6.619           2.6503          -0.9281            6.573
            0.694          -3.3885          -5.7735            9.856
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.692           10.489            5.134          22.1052
           -1.400            4.591            7.919           4.4310
            1.093            3.920           -1.697           0.8245
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           11.761           4.3834           2.7580            3.667
           11.822          -7.6867           0.0504           12.358
            7.617           0.6843          -0.4649           11.887
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           4.9526            1.832            8.480            7.577
          -0.3481            5.011            4.656            7.147
          -2.6777           10.278            5.757            4.990
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.972           -4.945            10.03          -3.0415
            6.302           -2.195            13.16           0.6457
            2.002           -2.212             6.09           4.1647
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           13.659          -5.9507            7.610            1.723
            1.391          -0.6992           -3.052            4.121
            2.313           2.9070            2.354            2.519
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.715           -5.346         -2.33772           -4.144
           -4.561            9.584         -3.94213           -2.656
           -8.970          -10.579          0.07061            3.146
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.039          -0.8618           -6.654          -2.1627
            4.840           1.1832           -8.948          -3.2755
           -6.681           3.5978            2.483          -0.4464
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -4.8441           -1.119           0.3705            5.088
          -2.2072            3.818           4.5082            0.548
           0.9808            2.411          -0.8652           -1.110
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            7.477         -0.19989            2.385            4.244
            5.374          0.02636            1.638           11.980
            3.299          1.19264           -4.737            2.160
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.899            5.542            3.639            5.833
            4.693            8.362            7.084            6.222
            5.619            6.588            5.459            5.351
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3484          -0.8636            19.74            256.2
           5.8223           1.2583            19.89            239.2
          10.5694           4.6260            27.38            263.9
 rnd_95776.volume rnd_95787.volume
            2.170           -17.46
           12.999            17.06
           -3.898           -12.60
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.786 3.015 6.827 4.511 13.83 2.069 1.877 4.854 5.474 3.715 2.331
[2,] 4.569 3.441 8.245 6.299 16.04 2.430 2.138 5.696 6.338 6.045 3.213
[3,] 5.163 3.804 8.951 7.228 18.21 2.772 2.351 6.177 6.901 6.720 3.663
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.377 2.958 3.259 3.816 3.466 3.918 4.346 6.575 4.737  8.936 3.652
[2,] 4.237 3.349 3.897 4.492 4.117 5.032 5.296 8.001 6.034 10.708 4.087
[3,] 4.872 3.762 4.403 5.148 4.602 5.556 6.168 8.875 6.916 11.819 4.471
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.766 4.576 1.872 4.042 3.971 3.764 4.323 1.929 4.425 4.615 2.429
[2,] 15.049 6.434 2.235 6.031 5.674 4.351 6.242 2.203 5.736 5.336 2.809
[3,] 17.004 7.843 2.539 8.142 7.582 4.756 7.318 2.477 6.841 6.037 3.080
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.851 4.264 4.477 3.850 3.844 3.629 1.204 3.514 0.9114 3.497 2.529
[2,] 5.970 6.106 5.698 4.805 4.795 4.423 1.384 4.301 1.0808 4.141 3.701
[3,] 7.038 7.047 6.395 5.395 5.419 5.128 1.538 4.788 1.1785 4.624 4.361
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.928 1.529 3.459 4.143 4.900 2.502 4.677 4.697 1.830 3.865 3.313
[2,] 3.374 1.889 4.375 4.992 5.449 3.086 6.332 5.524 2.119 5.707 4.854
[3,] 3.713 2.134 5.002 5.510 6.271 3.435 7.397 6.063 2.464 7.042 5.768
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.039 2.142 3.655 1.089 2.728 1.568 3.408 3.404 3.407 4.633 2.004
[2,] 4.598 3.935 4.307 1.312 4.021 1.828 3.952 3.885 4.783 5.977 2.426
[3,] 5.573 5.339 4.751 1.470 5.233 2.048 4.575 4.299 5.409 6.902 2.788
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.280 2.853 4.963 1.719 3.932 4.180 4.677 4.294 5.069 4.113 3.550
[2,] 5.573 3.297 6.396 2.173 4.605 5.050 5.785 5.606 6.334 5.466 5.619
[3,] 6.437 3.653 7.387 2.419 5.268 5.831 6.525 6.371 7.255 6.294 6.584
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.334 3.719 2.960 4.340 2.092 2.355 1.618 4.150 3.581 6.329 6.398
[2,] 1.535 4.731 3.766 5.195 2.553 3.047 1.905 5.041 4.051 7.078 7.356
[3,] 1.667 5.724 4.371 6.359 2.898 3.369 2.063 5.662 4.453 7.691 8.210
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.580 1.635 2.438 2.585 2.862 2.104 3.004  9.397 11.78 4.534
[2,] 2.504 2.779 2.879 2.931 3.354 2.501 3.631 12.351 15.76 6.431
[3,] 3.138 3.159 3.183 3.267 3.855 2.790 4.176 14.766 18.12 7.771
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.807   3.829   8.669   5.728   17.56   2.628   2.384   6.163
[2,] 371.361 240.655 671.028 638.233 1179.81 185.032 148.556 432.850
[3,] 349.011 235.322 505.796 514.535 1250.50 193.589 142.011 346.655
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.951   4.718   2.959   4.288   3.756   4.139   4.846   4.402
[2,] 463.719 692.135 321.145 371.422 227.827 310.083 343.930 322.530
[3,] 396.281 426.002 255.202 349.247 248.800 297.518 365.016 298.323
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   4.975   5.519   8.35   6.015  11.35   4.637    9.862   5.811
[2,] 458.326 439.229 661.81 542.509 856.42 266.429 1871.039 656.596
[3,] 341.945 458.998 557.43 490.658 726.19 263.113 1149.224 650.926
       [,25]   [,26]   [,27]   [,28]  [,29]   [,30]   [,31]  [,32]   [,33]
[1,]   2.377   5.133   5.042   4.779   5.49   2.449   5.619   5.86   3.084
[2,] 177.416 649.679 588.426 316.911 653.52 154.524 529.723 388.79 204.796
[3,] 174.639 793.889 729.891 278.617 554.55 164.354 541.264 409.82 183.525
      [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   6.16   5.415   5.686   4.889   4.881   4.608  1.529   4.463  1.157
[2,] 505.07 634.404 511.571 417.256 416.036 367.153 99.065 359.931 84.338
[3,] 541.06 510.857 421.291 356.067 366.685 376.661 97.488 305.370 68.190
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.441   3.211   3.718   1.942   4.392   5.261   6.223   3.177
[2,] 321.937 392.308 243.522 161.101 388.997 404.158 346.038 262.321
[3,] 298.446 334.672 224.854 144.013 352.005 338.565 450.640 218.981
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]   [,58]
[1,]   5.939   5.965   2.324   4.908   4.207   3.859   2.72   4.641
[2,] 619.495 421.889 155.168 609.411 514.888 500.895 479.18 330.776
[3,] 555.092 362.785 182.512 598.999 452.343 457.206 523.66 291.316
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.383   3.465   1.991   4.328   4.323   4.327   5.883   2.545
[2,] 106.336 428.660 136.506 290.268 271.856 487.209 548.096 198.526
[3,]  96.072 486.236 134.028 334.605 267.170 366.627 501.256 199.349
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   5.435   3.623   6.302   2.182   4.994   5.307   5.939   5.452
[2,] 518.152 239.962 585.735 193.080 347.840 411.558 494.134 523.118
[3,] 467.687 228.300 536.296 154.053 371.445 423.159 438.121 439.352
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   6.437   5.223   4.508   1.694   4.723   3.759   5.511   2.657
[2,] 551.221 522.621 632.276 110.209 424.415 337.927 414.585 212.510
[3,] 513.677 452.825 498.166  94.190 467.735 322.233 532.358 198.806
       [,83]   [,84]  [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.991   2.054   5.27   4.548   8.037   8.125   2.006   2.076
[2,] 280.593 146.101 415.37 274.759 459.814 526.978 281.928 326.238
[3,] 208.868 115.007 374.24 268.487 436.943 529.092 274.733 217.992
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.096   3.283   3.634   2.672   3.814   11.93   14.95   5.757
[2,] 222.198 200.465 254.003 196.136 296.154 1163.44 1521.06 661.946
[3,] 197.149 209.448 275.660 179.581 299.313 1174.69 1296.95 633.384
[1] "--- VAR model 2017-10-04 14:01:00  completed"
[1] "Completed training sample:  2017-10-04 14:01:00 - 2017-10-04 22:00:00"
[1] "SpVAR;   training sample:  2017-10-04 14:31:00 - 2017-10-04 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -11.468          2.5277         -8.636         -1.095
          -4.930          5.2608         -4.199          2.123
          -1.863          0.7605        -14.111         -9.134
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         35.413         -4.258          -0.1473            7.833
         -5.007         -1.401          -1.4530            1.233
          8.036          6.963           1.6852            3.693
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           13.317           3.1032           0.7982          -17.966
           -4.908          -0.6191           1.4442           -8.266
            6.324           6.4669          -2.7820          -11.711
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.172           -3.670           -2.803          -1.1614
           -6.642           -9.075           -5.086          -0.2963
           -2.257            2.151           -3.497           3.3107
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.250           -8.341           14.943           -5.203
           -8.027          -11.862          -12.728           -5.045
           -9.963            4.882            3.514           -5.288
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.159          -0.1737          -21.836           5.1058
          -10.261          -0.7276          -25.360         -12.9760
           -4.409          -0.9661           -7.257           0.8352
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1091            1.200          -0.7266           0.3264
          -2.4579          -11.760           2.7427          -4.4497
          -1.5759           -3.154          -9.7717           2.4389
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.8501           2.4498         -13.3628           -7.476
           5.4169          -4.3358           5.2068           -7.367
          -9.7474           0.6281           0.8417           -1.322
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.313          -19.486           -1.575            1.665
            3.344           -2.258           -5.461           -5.183
            3.767           -6.034           -3.266           -5.048
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.097            9.595           -9.001           1.2435
            3.666           15.728           -4.708          -0.7018
            2.249            2.075            1.444           1.8922
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.0541          1.50838           -5.009           -9.997
           0.6675         -0.05952           -4.746           -6.825
           6.6087         -0.79202           -5.227          -11.169
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.4507          -1.4551           -8.316          -7.0364
          -0.6015          -4.5277          -13.451           0.5796
          -2.5754          -0.5892           -9.198           6.0617
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.085           -1.589            9.811            7.187
            6.160           -4.045          -13.469           19.148
            9.704            5.643           -4.398            1.022
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.0922           13.221            4.624            8.302
          -1.2600            1.663           14.152            7.463
           0.3154           -2.214           -2.191            8.936
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.774          -0.1478          0.22049            1.242
            4.172           3.9404         -1.26833            5.593
           16.738           1.7585          0.02324            8.989
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.6875            8.673           3.2030            5.037
           0.4199           -1.620          -0.9534            7.527
          -1.2188           12.148           1.1399            3.074
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.335          -4.8992           10.185           6.8395
            1.665           2.1471            3.258           0.9211
           -2.133           0.6947            5.398           1.0706
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.337          -2.8794          -14.843           -8.447
            5.562           1.7635            1.866          -11.585
            2.740           0.7484           -9.255            2.808
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.02992          -17.064          -0.3058           0.3588
        -13.79490          -10.337           0.2652         -19.6482
         -9.15746            1.107          -1.5203           0.4740
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.191           0.8844          -11.032           -5.810
           -9.640          -1.8117           -7.579            2.509
          -15.223          -0.2159           -6.353            1.650
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.033          -2.4019            2.428           1.5054
           -2.274          -1.0755           -1.968           0.7453
          -17.378          -0.7145           -1.697           1.5148
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8097           9.1036           0.6053          -20.479
          -5.1235           0.7101          -0.3366            3.348
          -0.9359           4.1637          -3.0375           -7.388
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.4327          10.4949            5.843           3.0170
          11.8057          -0.8162            4.423           7.1575
           0.1637          13.4926           -1.132          -0.3037
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           9.1089            1.593            17.22            238.2
          -5.0015           -1.341            13.94            226.0
           0.9269            2.840            14.89            232.4
 rnd_95776.volume rnd_95787.volume
          -21.541          -0.4628
          -16.715         -15.0316
            6.555           4.0488
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.621 3.007 6.737 4.554 13.02 1.996 1.848 4.648 5.203 3.689 2.290
[2,] 4.419 3.435 8.062 6.180 15.56 2.384 2.097 5.377 6.045 5.938 3.134
[3,] 4.968 3.788 8.733 7.049 17.26 2.728 2.299 5.894 6.560 6.549 3.563
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.309 2.944 3.346 3.733 3.439 3.984 4.232 6.295 4.590  8.454 3.374
[2,] 4.059 3.303 3.960 4.526 4.065 5.082 5.164 7.890 5.892 10.317 3.782
[3,] 4.542 3.748 4.435 5.123 4.577 5.591 6.004 8.743 6.740 11.459 4.217
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.60 4.560 1.842 3.731 3.880 3.490 4.251 1.958 4.263 4.490 2.311
[2,] 14.93 6.259 2.171 5.625 5.480 4.183 6.080 2.210 5.553 5.214 2.679
[3,] 16.82 7.722 2.472 7.704 7.212 4.534 7.117 2.462 6.554 6.000 2.972
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.610 4.164 4.264 3.749 3.694 3.591 1.145 3.436 0.9104 3.251 2.447
[2,] 5.717 6.002 5.408 4.554 4.505 4.320 1.303 4.103 1.0776 3.946 3.595
[3,] 6.705 6.652 6.063 5.145 5.145 5.022 1.462 4.562 1.1595 4.432 4.354
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.770 1.482 3.384 4.047 4.892 2.448 4.710 4.554 1.836 3.869 3.339
[2,] 3.216 1.846 4.125 4.893 5.489 3.073 6.356 5.375 2.156 5.710 4.890
[3,] 3.588 2.077 4.847 5.309 6.291 3.419 7.247 5.862 2.479 7.023 5.835
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.088 1.982 3.640 1.021 2.581 1.517 3.238 3.267 3.489 4.292 1.880
[2,] 4.644 3.850 4.258 1.239 3.822 1.793 3.802 3.868 4.716 5.675 2.325
[3,] 5.647 5.294 4.613 1.388 5.076 1.956 4.517 4.236 5.345 6.615 2.708
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.257 2.689 4.964 1.666 3.788 4.019 4.680 4.267 5.133 4.004 3.541
[2,] 5.583 3.073 6.335 2.062 4.339 4.857 5.567 5.485 6.257 5.332 5.392
[3,] 6.452 3.424 7.220 2.292 4.944 5.583 6.157 6.082 7.132 6.035 6.222
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.251 3.574 2.946 4.353 2.055 2.293 1.520 4.160 3.432 6.145 6.146
[2,] 1.448 4.583 3.686 5.152 2.514 3.068 1.818 4.991 3.996 6.919 7.147
[3,] 1.602 5.550 4.208 6.191 2.824 3.396 1.967 5.552 4.404 7.485 7.967
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.528 1.538 2.372 2.551 2.732 1.965 2.992  9.868 11.81 4.488
[2,] 2.449 2.800 2.876 2.913 3.223 2.338 3.655 12.672 15.70 6.233
[3,] 3.180 3.179 3.239 3.257 3.750 2.694 4.156 15.173 17.62 7.618
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.598   3.818   8.555   5.783   16.53   2.535   2.347   5.902
[2,] 378.373 248.225 661.615 624.118 1274.55 194.832 147.987 404.097
[3,] 339.142 238.415 501.429 506.441 1113.93 197.963 140.807 360.478
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]
[1,]   6.607   4.684   2.907   4.202   3.738   4.249   4.74   4.366
[2,] 459.684 695.227 319.615 351.248 223.704 316.421 382.29 323.814
[3,] 380.821 412.721 253.506 304.352 264.758 298.316 358.80 314.423
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   5.059   5.373   7.993   5.829  10.74   4.284    9.651   5.791
[2,] 471.258 442.304 710.606 551.945 883.43 255.522 1920.490 640.411
[3,] 348.216 457.573 562.801 488.866 745.01 278.591 1156.895 675.842
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.339   4.737   4.927   4.431   5.398   2.487   5.413   5.702
[2,] 171.647 628.898 578.033 344.511 649.456 153.077 531.712 395.885
[3,] 176.675 786.416 700.463 261.374 552.659 162.235 520.185 443.522
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]  [,39]  [,40]   [,41]
[1,]   2.934   5.854   5.288   5.415   4.761   4.69   4.56  1.454   4.363
[2,] 202.604 505.224 645.736 496.826 386.135 385.35 358.68 92.822 335.166
[3,] 192.221 523.163 428.403 409.607 357.688 371.42 382.69 99.072 297.879
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  1.156   4.128   3.107   3.518   1.882   4.298   5.139   6.212
[2,] 86.130 334.176 393.484 243.964 164.303 352.336 410.714 372.123
[3,] 63.978 301.598 366.877 237.646 142.226 380.230 307.903 459.139
       [,50]   [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]
[1,]   3.109   5.981   5.783   2.331   4.913   4.24   3.922   2.517
[2,] 277.436 637.539 426.691 168.965 627.411 533.64 518.185 493.021
[3,] 224.082 520.199 349.449 182.738 610.804 475.68 479.979 542.971
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]  [,64]  [,65]   [,66]
[1,]   4.623   1.296   3.277   1.926   4.112   4.149   4.43   5.45   2.387
[2,] 330.096 104.816 421.269 142.876 297.713 309.358 474.18 554.69 204.423
[3,] 265.026  93.512 499.054 117.017 364.417 258.090 375.57 507.81 207.343
       [,67]   [,68]   [,69]   [,70]  [,71]   [,72]   [,73]   [,74]
[1,]   5.406   3.415   6.304   2.115   4.81   5.103   5.943   5.419
[2,] 539.552 222.241 588.018 181.635 316.29 407.371 450.399 514.835
[3,] 483.182 225.754 517.546 149.594 353.95 411.459 392.787 392.705
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]  [,82]
[1,]   6.518   5.085   4.496   1.588   4.539   3.741   5.527   2.61
[2,] 534.758 525.964 607.411 109.097 428.462 330.973 411.701 216.32
[3,] 511.390 422.299 463.850 102.297 467.693 303.085 513.100 192.08
       [,83]  [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.912   1.93   5.283   4.358   7.803   7.805   1.941   1.953
[2,] 304.513 149.09 411.840 305.695 475.203 545.092 285.848 349.536
[3,] 217.429 112.06 363.563 276.587 426.540 525.763 303.105 224.896
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.012   3.239   3.469   2.495   3.799   12.53   14.99   5.699
[2,] 243.076 210.110 255.636 189.225 313.762 1187.63 1545.30 646.143
[3,] 222.569 217.592 286.380 199.894 295.379 1246.92 1195.99 654.305
[1] "--- VAR model 2017-10-04 14:31:00  completed"
[1] "Completed training sample:  2017-10-04 14:31:00 - 2017-10-04 22:30:00"
[1] "SpVAR;   training sample:  2017-10-04 15:01:00 - 2017-10-04 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.458          1.5247        -11.537         -5.374
          -3.712          0.1624         -4.342        -10.023
          -3.467         -1.2980         -9.732         -5.805
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          9.303          3.079           0.9148          -9.5963
         -4.979         -3.287           2.3449          -0.6489
          9.903          2.771           1.3108           1.2152
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.698            1.681           0.4413          -11.346
           -8.174          -13.117          -4.7299          -12.436
            4.786            3.491          -3.2319           -8.742
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.6086            2.734           -2.044           0.8793
          -0.6492           -5.076           -6.178           0.9782
          -1.1401           -6.801           -5.449          -1.7213
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.476           3.4270           17.295          12.6513
           -2.659           0.3089            4.513          -5.3083
          -10.476          -4.5746           10.445          -0.2615
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -14.232            4.063           -8.639           -1.347
           -4.368            6.330          -23.391           -6.704
          -17.421            4.140            2.164           -7.590
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -3.4649           -6.908           -5.052         -0.88836
          -1.1943           -1.243            4.887          5.43335
          -0.6254           -7.971           -6.139          0.08322
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.510            7.047           -4.736           -3.198
          -10.642            4.059           -2.848           -3.852
           -1.887            2.489           -4.731           -4.141
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
         -4.37244           2.1757           -3.293           -4.152
         -1.43398           0.6383           -3.258            3.539
          0.02126          -4.4007           -8.081           -3.823
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            6.096            1.117           1.9813           0.6457
            7.756           -2.863           1.3795           2.5068
            4.049            3.722           0.5321          -1.2222
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -8.0803          0.83069           0.7063           -6.805
          -0.4788          0.01481          -2.3685           -2.476
           3.5384         -0.93680          -3.1712           -9.917
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.317          -1.7931          -2.9514           2.0780
           -3.994          -0.8162          -0.1316           3.4076
            2.617          -1.8867          -7.6494           0.5908
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.731          -0.3806           -5.740            2.887
            4.976           3.0089           -6.600           -1.186
           -1.248          -2.5598            2.102            2.248
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.0198           -5.366           -6.306            5.424
          -2.0758           -2.391           -5.347           -5.767
          -3.5179           -5.989           -6.943           -5.943
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.075           -1.487           -2.238            1.334
           -6.718            1.019            0.600            2.372
           -7.672            1.140           -1.659           -4.547
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.769           -3.605           2.1205            1.605
            1.288           -1.181          -1.8253            4.195
            1.029            6.873           0.6628           -3.285
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.337        -4.042654           0.7753            5.686
           -2.309        -0.511629          -0.8191            5.770
           -2.042        -0.004565           5.2994            1.820
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.911          -2.4032            4.847           -3.406
            8.940           4.1748           -3.478           -3.683
            4.611           0.2134           -5.506           -2.417
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.3493           -7.040          -0.8179           -5.691
           0.2622            2.744          -4.9653           -2.746
          -2.0748           -2.195          -4.3173           -2.849
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            0.651           1.9294           -2.202           0.7189
           -8.711          -2.2011           -7.729           2.8638
           -3.102          -0.3952           -1.935           1.8052
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.0071          3.11866           -0.459          0.36634
          -4.3675         -2.48957            1.219          0.06309
          -0.3534         -0.08423            4.418         -0.66245
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            7.321            4.905           5.1608           -7.706
           -3.918           -1.532           0.2489            7.875
            3.564            1.488          -3.7400            7.541
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.889           -1.545           1.0757           -1.763
           -1.625           -2.387          -1.3877            0.507
           -1.055            2.200          -0.9786            1.417
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.881            2.323            7.027            218.6
           -5.897           -4.125           13.762            233.3
            2.558            1.702            8.779            238.6
 rnd_95776.volume rnd_95787.volume
           -18.47           0.8343
           -14.58          -8.3524
            11.12          -5.7317
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.314 2.931 6.766 4.428 12.33 1.906 1.809 4.473 5.187 3.632 2.234
[2,] 4.157 3.355 7.997 5.995 14.73 2.321 2.067 5.132 5.940 5.843 3.128
[3,] 4.767 3.690 8.703 6.873 16.50 2.665 2.253 5.766 6.496 6.413 3.510
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.222 2.741 3.314 3.647 3.223 3.843 4.061 6.075 4.214  8.331 3.319
[2,] 3.923 3.077 3.883 4.400 3.797 4.920 5.146 7.841 5.719 10.180 3.709
[3,] 4.315 3.551 4.265 5.055 4.295 5.516 5.932 8.704 6.524 11.275 4.092
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.202 4.559 1.782 3.654 3.758 3.256 4.013 1.883 4.078 4.109 2.278
[2,] 14.720 6.267 2.067 5.544 5.323 3.991 5.886 2.162 5.282 4.847 2.617
[3,] 16.456 7.724 2.405 7.633 6.995 4.389 6.911 2.429 6.229 5.562 2.955
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.341 4.218 4.063 3.473 3.524 3.403 1.080 3.240 0.8986 3.220 2.370
[2,] 5.338 5.837 5.181 4.218 4.286 3.986 1.230 3.926 1.0341 3.871 3.484
[3,] 6.312 6.475 5.773 4.775 4.944 4.570 1.406 4.392 1.1309 4.396 4.264
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.630 1.459 3.264 3.682 4.320 2.497 4.453 4.403 1.789 3.819 3.157
[2,] 3.123 1.794 4.068 4.395 5.035 3.080 6.035 5.114 2.106 5.510 4.632
[3,] 3.489 2.031 4.685 4.837 5.885 3.423 6.970 5.635 2.416 6.763 5.551
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.915 1.842 3.451 0.992 2.445 1.433 3.021 2.858 3.332 3.848 1.832
[2,] 4.326 3.678 4.057 1.165 3.642 1.721 3.578 3.619 4.490 5.255 2.259
[3,] 5.272 4.988 4.447 1.311 5.001 1.882 4.305 3.979 5.093 6.241 2.622
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.084 2.584 4.574 1.641 3.639 3.686 4.599 4.223 4.755 3.640 3.420
[2,] 5.380 3.006 6.015 1.997 4.207 4.699 5.509 5.331 5.879 4.985 5.014
[3,] 6.193 3.344 6.844 2.219 4.827 5.423 6.021 5.983 6.731 5.635 5.947
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.155 3.347 2.861 4.122 1.962 2.283 1.366 3.884 3.394 5.916 5.898
[2,] 1.375 4.300 3.562 4.928 2.431 2.965 1.670 4.733 3.910 6.714 6.812
[3,] 1.530 5.346 4.017 5.889 2.709 3.301 1.827 5.364 4.279 7.235 7.581
     [,89] [,90] [,91] [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 1.421 1.483 2.337 2.489 2.697 1.852 2.857  9.906 11.28 4.329
[2,] 2.405 2.697 2.843 2.851 3.149 2.180 3.447 12.569 15.05 6.136
[3,] 3.137 3.111 3.171 3.167 3.658 2.507 4.030 15.044 17.04 7.586
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]   [,8]
[1,]   4.209   3.722   8.592   5.623   15.66   2.421   2.298   5.68
[2,] 402.919 262.082 684.688 649.261 1294.14 212.647 160.512 403.90
[3,] 374.975 246.922 551.686 539.828 1195.30 210.283 143.976 422.20
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.587   4.613   2.837   4.092   3.481   4.208   4.631   4.092
[2,] 464.879 735.135 351.709 359.366 224.768 325.230 395.464 322.466
[3,] 422.571 424.389 255.654 288.507 284.572 283.238 399.604 322.630
      [,17]   [,18]   [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   4.88   5.157   7.714   5.351  10.58   4.215    9.146   5.789
[2,] 493.39 507.625 796.334 621.049 939.77 265.929 2061.990 690.617
[3,] 400.54 473.959 606.766 504.193 778.60 277.442 1181.659 725.188
       [,25]  [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]   2.263   4.64   4.773   4.135   5.096   2.39   5.179   5.218   2.893
[2,] 168.221 669.65 605.502 370.706 691.553 170.64 539.259 412.774 206.934
[3,] 197.493 842.87 729.026 293.365 581.871 177.87 530.245 438.392 220.344
       [,34]   [,35]  [,36]  [,37]   [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   5.513   5.356   5.16   4.41   4.475   4.321   1.371   4.115  1.141
[2,] 498.969 648.219 516.44 384.46 391.708 333.492  94.653 356.018 82.177
[3,] 541.008 449.977 408.96 359.54 395.791 358.905 109.322 316.353 73.548
       [,43]  [,44]  [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.089   3.01   3.34   1.853   4.145   4.676   5.486   3.171   5.655
[2,] 345.280 410.06 270.42 167.632 389.782 385.464 415.331 289.635 654.361
[3,] 334.580 394.84 250.09 153.043 373.298 324.487 489.573 239.920 560.094
       [,52]   [,53]  [,54]   [,55]   [,56]  [,57]   [,58] [,59]   [,60]
[1,]   5.592   2.272   4.85   4.009   3.702   2.34   4.383  1.26   3.104
[2,] 417.781 178.599 637.98 544.374 513.335 511.35 342.636 98.13 433.655
[3,] 379.973 190.015 629.73 491.532 484.136 541.20 292.477 96.67 550.419
       [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   1.819   3.836   3.629   4.231   4.887   2.327   5.186   3.281
[2,] 153.304 308.068 356.517 483.509 574.701 212.224 562.502 246.698
[3,] 122.260 384.432 265.973 386.004 540.845 213.706 492.586 235.435
       [,69]   [,70]   [,71]  [,72]  [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   5.808   2.084   4.621   4.68   5.84   5.362   6.038   4.623   4.343
[2,] 627.421 182.753 339.014 468.20 487.12 522.630 555.285 547.108 588.959
[3,] 524.579 155.552 380.406 434.97 390.35 436.459 526.731 421.909 513.791
       [,78]  [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]  [,86]
[1,]   1.467   4.25   3.633   5.234   2.491   2.899   1.734   4.932   4.31
[2,] 119.813 433.58 340.837 433.778 230.617 303.822 154.495 434.597 311.63
[3,] 107.716 510.16 298.384 518.111 192.085 232.948 119.082 405.421 279.21
       [,87]  [,88]   [,89]   [,90]   [,91]  [,92]   [,93]   [,94]   [,95]
[1,]   7.512   7.49   1.804   1.884   2.967   3.16   3.425   2.352   3.628
[2,] 510.109 547.29 311.707 361.813 260.208 223.30 261.049 184.647 309.714
[3,] 432.756 534.53 323.380 249.170 225.619 221.67 299.100 199.047 335.497
       [,96]   [,97]   [,98]
[1,]   12.58   14.32   5.497
[2,] 1242.71 1601.29 698.599
[3,] 1327.89 1283.13 716.307
[1] "--- VAR model 2017-10-04 15:01:00  completed"
[1] "Completed training sample:  2017-10-04 15:01:00 - 2017-10-04 23:00:00"
[1] "SpVAR;   training sample:  2017-10-04 15:31:00 - 2017-10-04 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.2842           1.786       -10.1041         -1.855
         -4.7971          -0.686        11.0765         -9.315
         -0.4335           1.314        -0.2951          1.578
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -16.298         0.8184          -0.8400          -5.4762
          4.671         2.0022           2.2431          -2.3696
        -12.142         0.1721           0.3605           0.1013
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -14.056            3.200            6.835           -5.771
           -5.669          -11.507           -6.250           -7.951
           -2.557           -3.505            2.188          -10.677
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          1.49875          -7.3940           -6.927           -5.572
         -0.05172          -0.9227            2.391            1.145
         -0.10418           0.3227           -1.985           -4.816
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           5.2377           0.9956          -10.335          -2.6635
           0.3015          -0.8582           -3.155           0.6532
          -2.1829          -5.3787            7.921           3.8707
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.703           -0.105            1.331           -2.690
           10.098            1.194          -11.507           -2.794
           -5.798            3.824           11.085           -1.643
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.7037          -8.4359          -1.3363           1.9133
           0.6284           0.3980           5.0761          -0.1011
          -1.0412          -0.6081          -0.7413           2.2797
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           0.8566           4.3526          -9.0523           0.7982
         -10.2374           1.4044          -6.9829           0.1715
          -0.5417           0.5925          -0.3412           0.8327
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.8154           -7.802          -2.9114            5.408
          -3.9092           -4.733           0.3631           -8.484
          -2.2569            4.751          -1.3987            1.069
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2823            5.121            4.471           0.3506
           6.2923           -1.699            3.011           1.5708
          -2.0623           -2.544            4.092           1.1059
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.696           1.0133           0.6011           -1.611
            1.592           1.8446          -2.9214           -1.916
           -1.541          -0.9504          -1.8252           -4.659
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -3.1723          -2.0381            3.665           5.7494
           1.8777          -0.6933           -6.478          -2.1994
          -0.5829           1.9553            1.329           0.5347
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -4.852           2.3136           0.3253            3.309
           -3.446          -0.4752           5.3740            4.450
            4.585           2.5297          -4.4277            3.445
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.872          -1.0535          -9.0496        -11.53459
            2.217          -0.8316           0.2304          0.71159
            1.740          -3.7107           4.1349         -0.02163
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.177          6.01429          -1.1094            8.642
           -7.736          0.05147           0.5471           -4.317
            1.530          0.09576           1.1292           -7.232
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.4769            5.036         -0.05997           -2.763
          -0.1767            3.377         -1.81935            3.710
          -0.7732           -6.051          2.26096            2.277
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.894           3.9190           -4.775           -4.440
            1.322           2.2639            0.147           -2.298
            4.542           0.7386            3.905           -0.467
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.784          0.52548            1.474           2.2266
           -6.171         -3.82102            1.467          -4.7918
           -3.546         -0.09082            2.064           0.1565
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.940            2.192           -1.999           -1.409
            1.086            5.003          -16.448           -6.249
            1.500            1.814           -8.303           -6.156
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.607           1.5434           4.5135           2.6745
            2.364           2.0134           0.5731           0.2986
           -9.348           0.6069          -6.6071          -0.9036
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.3158            2.944           -2.349          -0.7257
          -5.2404            3.583           -1.949          -0.7587
          -0.3932            1.087            1.676           0.2370
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.829           0.8309            5.881          -0.5885
            4.440          -1.1887            5.743           2.7900
            3.856           0.7383           -1.365          11.2224
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.4899          -0.8458            0.709           0.5946
           0.8173           0.6325           -3.787          -2.1508
          -1.4448          -2.4329            1.478           1.8503
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          4.19730         -1.14242            18.17            270.7
         -0.02848         -1.16920            15.04            262.1
         -3.47168         -0.07711            14.55            258.6
 rnd_95776.volume rnd_95787.volume
            4.935          -3.6944
           -3.083          -0.2193
          -11.783          -0.4450
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.041 2.681 6.590 4.094 11.18 1.720 1.686 4.175 4.787 3.266 2.246
[2,] 3.877 3.116 7.822 5.598 13.58 2.162 1.958 4.874 5.619 5.278 3.015
[3,] 4.407 3.458 8.501 6.582 15.10 2.437 2.147 5.469 6.200 5.915 3.388
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.986 2.612 3.090 3.561 3.110 3.772 3.917 5.827 3.929  8.022 3.244
[2,] 3.583 2.929 3.696 4.253 3.573 4.790 4.937 7.545 5.478  9.793 3.588
[3,] 3.981 3.367 4.107 4.799 4.096 5.371 5.665 8.363 6.312 10.836 3.926
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.971 4.165 1.673 3.416 3.551 3.184 3.816 1.816 3.885 3.894 2.147
[2,] 14.402 6.131 1.976 5.367 4.974 3.868 5.456 2.094 5.031 4.533 2.504
[3,] 16.119 7.532 2.351 7.377 6.848 4.317 6.524 2.328 6.003 5.187 2.821
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.186 4.018 3.920 3.256 3.319 3.273 1.061 2.967 0.8420 2.933 2.376
[2,] 5.128 5.510 4.849 3.853 4.112 3.821 1.223 3.510 0.9869 3.697 3.318
[3,] 5.997 6.105 5.504 4.314 4.735 4.373 1.407 3.956 1.1025 4.245 4.150
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.575 1.406 3.155 3.437 4.210 2.397 4.191 4.015 1.736 3.713 3.067
[2,] 3.010 1.721 4.001 4.112 4.900 3.039 5.672 4.684 2.073 5.291 4.457
[3,] 3.373 1.944 4.599 4.546 5.754 3.353 6.556 5.223 2.314 6.423 5.293
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.705 1.650 3.190 0.9014 2.318 1.285 2.664 2.693 3.215 3.782 1.683
[2,] 4.134 3.565 3.773 1.0789 3.290 1.542 3.306 3.385 4.344 4.966 2.110
[3,] 5.086 4.876 4.196 1.1954 4.678 1.701 4.012 3.793 4.858 5.903 2.444
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.888 2.498 4.295 1.554 3.524 3.490 4.294 4.021 4.403 3.531 3.358
[2,] 5.160 2.954 5.683 1.875 4.052 4.439 5.027 4.995 5.368 4.749 4.772
[3,] 5.921 3.286 6.630 2.124 4.614 5.063 5.501 5.700 6.208 5.378 5.568
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.117 3.013 2.813 3.716 1.754 2.265 1.300 3.645 3.103 5.636 5.661
[2,] 1.330 4.074 3.503 4.607 2.245 2.901 1.584 4.606 3.607 6.350 6.572
[3,] 1.476 5.009 3.897 5.526 2.573 3.228 1.719 5.156 3.952 6.864 7.286
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.303 1.419 2.228 2.359 2.558 1.790 2.757 10.34 10.88 4.027
[2,] 2.257 2.501 2.696 2.725 3.078 2.082 3.340 13.17 14.38 6.017
[3,] 2.971 2.896 3.056 3.052 3.598 2.338 3.792 15.52 16.16 7.420
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   3.861   3.405   8.369   5.199   14.2   2.184   2.141   5.301
[2,] 417.979 275.984 732.421 663.658 1339.8 227.732 173.090 437.351
[3,] 364.428 260.725 578.363 601.592 1148.0 195.594 153.216 431.010
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.079   4.147   2.851   3.792   3.317   3.924   4.522   3.949
[2,] 511.212 720.777 349.754 344.162 230.198 352.592 404.349 305.919
[3,] 455.848 463.870 268.614 301.599 288.760 311.092 386.438 347.859
      [,17]   [,18]   [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   4.79   4.974   7.399   4.989  10.19   4.119    8.851   5.289
[2,] 513.14 522.358 833.156 663.521 976.24 266.766 2190.458 782.014
[3,] 422.35 482.961 626.932 544.972 806.45 276.663 1258.339 760.427
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.124   4.338   4.509   4.044   4.846   2.306   4.933   4.944
[2,] 182.998 719.497 605.473 381.817 677.893 181.127 555.778 403.604
[3,] 221.246 879.599 818.094 333.239 621.578 176.830 569.149 438.117
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.727   5.315   5.102   4.977   4.135   4.214   4.157   1.347
[2,] 223.997 514.925 655.392 496.259 357.930 422.119 342.545 105.765
[3,] 225.597 540.479 456.909 452.609 337.238 408.074 369.616 120.925
       [,41]  [,42]   [,43]   [,44]  [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   3.767  1.069   3.724   3.018   3.27   1.785   4.006   4.364   5.346
[2,] 326.087 89.496 391.341 402.472 270.84 172.433 427.789 392.348 435.779
[3,] 317.009 85.399 362.567 433.136 264.65 157.222 394.128 336.966 524.323
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.044   5.322   5.098   2.205   4.715   3.895   3.435   2.096
[2,] 324.597 664.334 419.453 196.642 655.097 562.021 543.363 549.219
[3,] 246.638 571.333 401.414 178.724 632.975 496.268 514.784 578.199
      [,58]   [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]   [,66]
[1,]   4.05   1.145   2.944   1.632   3.383   3.42   4.083   4.803   2.137
[2,] 350.35 103.057 405.638 148.007 340.129 356.29 507.566 559.465 221.197
[3,] 319.24  89.472 578.148 124.984 395.036 297.72 378.219 554.592 214.355
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   4.937   3.173   5.455   1.974   4.475   4.432   5.453   5.106
[2,] 589.776 273.821 646.740 182.382 347.698 476.793 454.313 515.036
[3,] 504.607 250.179 593.644 173.302 383.778 423.363 388.251 477.331
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   5.591   4.484   4.264   1.418   3.826   3.572   4.718   2.227
[2,] 533.704 551.832 589.263 125.677 476.664 362.955 473.458 243.554
[3,] 542.106 438.848 498.736 111.274 506.538 296.600 530.354 218.389
       [,83]   [,84]   [,85]  [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   2.876   1.651   4.629   3.94   7.157   7.189   1.654   1.801
[2,] 315.119 157.095 489.478 319.73 508.339 580.221 320.447 357.959
[3,] 246.142 116.048 402.803 280.67 453.149 546.810 335.635 253.928
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.829   2.995   3.249   2.273   3.502   13.14   13.81   5.113
[2,] 263.917 237.182 297.433 184.893 327.429 1415.41 1634.65 777.028
[3,] 249.953 238.750 323.857 185.000 312.078 1428.41 1279.52 754.796
[1] "--- VAR model 2017-10-04 15:31:00  completed"
[1] "Completed training sample:  2017-10-04 15:31:00 - 2017-10-04 23:30:00"
[1] "SpVAR;   training sample:  2017-10-04 16:01:00 - 2017-10-05 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.9776         0.04254         0.9192         -6.113
          5.0950        -3.06951        -4.8972          6.445
         -2.5767         0.89870        -9.7705          7.353
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
      -23.71686        -3.5576            3.792            2.644
      -33.79572        -1.7358           -2.706           -7.037
       -0.06652         0.9812            1.883           -1.231
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.645           -5.858           -1.204           -2.748
           -5.247            4.207            4.776           -7.713
           -4.671          -13.431           -3.598           -3.490
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.1420          -2.8536           -4.354           2.2979
           2.3520          -0.9317           -1.661           0.1002
           0.8169           0.6681           -1.456          -5.2927
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.137           -2.332            2.972           8.3966
           -4.506            4.021           -8.312          -4.3140
           -5.075           -1.314           -2.404          -0.8642
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           3.4479            0.645          10.6233           0.7657
           0.4312            4.175           0.8458           5.1987
          -0.3028            2.728           0.1835          -5.0901
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.0429         -0.06091           -2.187           1.6315
          -0.0326          6.47795           -1.054           0.3752
           0.6201         -2.90345            3.276           1.7289
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.885          -0.8463           -5.066            9.913
            3.795          -0.3406            1.944            6.455
            4.941           2.2255            3.516            1.243
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.603           -2.928           -4.868           -5.896
           -2.381           11.744           -2.889           -4.556
           -0.408            1.905            9.855            6.053
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.8465            1.821           4.6898         0.113134
           3.0159           -2.000          -3.4811         0.404218
           0.1238            3.124           0.6378         0.006039
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.119           0.2649           -6.126           -9.048
            3.065           0.3161           -6.796           -4.507
            1.927           0.4896           -2.293           -9.747
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -3.3926            1.297         -6.97883            6.178
           0.3224           -1.908         -2.02731           -6.739
          -2.1235           -3.293         -0.01594            5.695
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.271          0.82226          -0.7049           -1.054
           10.449          0.28471          -5.2316           -1.111
            5.979         -0.05121          -0.6932            4.105
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8623          -8.3446           -8.416           -6.111
           1.5411          -0.5487           -2.699           -3.757
          -1.8335          -0.4040            2.148           -1.844
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.907           0.1091          -0.9796          5.61254
           -7.102           3.7797          -2.8097         -0.01863
           -1.563           5.7707          -0.5182         -5.13243
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.160            1.887         -2.11543           7.5918
           -0.915            3.485          0.04067           6.8934
           -2.298           -4.950          1.79157          -0.3646
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.431          -0.8384          -4.8633           -2.114
            2.365          -0.4814           6.7212            3.194
            1.421           2.4349          -0.4327           -1.980
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -8.8840            1.488           4.8984           1.3164
          -1.9509           -2.142          -0.1809           6.4878
          -0.7486            1.011           6.1132           0.1094
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.692          -0.6799           -9.979           -3.338
           -3.563           2.5439           -1.064           -6.536
           -7.276          -1.1718           -1.324            5.196
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.0031         -2.41422           -1.795            0.088
          -0.5529          0.99715            3.043           -2.875
           6.4163          0.03582            1.010           -4.360
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.039            2.192            0.834         -2.84227
           -3.961            0.628           -4.001         -0.37159
           -3.467            1.944           -1.591         -0.04207
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.032           1.7324           -8.471            7.398
            6.127          -2.4758           -7.141            8.300
            6.981           0.1024           -3.813            4.421
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1139            3.707           3.0563           2.2250
           3.3715            1.425           1.9649           3.1841
           1.2438            1.414          -0.8094          -0.8615
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.7965          -0.0912           18.372            242.0
           2.0419           3.2011            9.921            253.9
          -3.8877          -0.3172           15.978            247.2
 rnd_95776.volume rnd_95787.volume
            14.68            3.435
            19.83            6.865
           -10.69           -5.866
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.865 2.376 5.985 3.941  9.854 1.574 1.647 3.884 4.608 3.190 2.040
[2,] 3.711 2.790 7.239 5.370 11.982 1.983 1.869 4.503 5.446 5.039 2.753
[3,] 4.240 3.145 7.849 6.266 13.852 2.223 2.057 5.076 5.905 5.554 3.099
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.855 2.380 3.055 3.066 2.823 3.500 3.549 5.516 3.757 7.175 3.201
[2,] 3.532 2.748 3.656 3.876 3.290 4.474 4.702 7.172 5.178 8.861 3.601
[3,] 3.961 3.063 4.056 4.418 3.797 5.043 5.541 7.901 6.060 9.799 3.947
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.442 4.053 1.607 3.412 3.513 3.103 3.722 1.663 3.778 3.566 2.047
[2,] 12.970 5.882 1.904 5.032 4.785 3.773 5.356 1.964 4.890 4.154 2.402
[3,] 14.928 7.159 2.248 6.754 6.630 4.189 6.310 2.216 5.768 4.641 2.705
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.887 3.661 3.503 3.088 3.158 3.173 1.009 2.687 0.8229 2.731 2.357
[2,] 4.856 4.998 4.503 3.679 3.967 3.770 1.161 3.230 0.9538 3.459 3.253
[3,] 5.821 5.644 5.147 4.112 4.496 4.304 1.328 3.646 1.0690 4.014 3.993
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.403 1.351 3.056 3.127 4.100 2.264 3.913 3.732 1.616 3.547 2.911
[2,] 2.823 1.648 3.856 3.826 4.678 2.918 5.459 4.354 1.962 4.944 4.102
[3,] 3.192 1.884 4.433 4.243 5.560 3.241 6.248 4.836 2.203 6.022 5.084
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.658 1.619 2.976 0.8013 2.091 1.215 2.502 2.624 3.006 3.665 1.477
[2,] 4.041 3.392 3.450 0.9594 3.077 1.459 3.157 3.274 4.056 4.775 1.903
[3,] 4.871 4.489 3.967 1.0879 4.505 1.596 3.856 3.622 4.642 5.681 2.165
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.397 2.486 3.212 1.501 3.408 3.295 4.125 3.787 4.433 3.367 3.003
[2,] 4.586 2.957 4.889 1.824 3.910 4.290 4.855 4.876 5.401 4.568 4.479
[3,] 5.304 3.266 5.750 2.033 4.496 4.871 5.403 5.599 6.210 5.206 5.296
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.056 2.873 2.765 3.541 1.641 2.245 1.180 3.344 2.760 5.190 5.180
[2,] 1.267 3.837 3.349 4.470 2.031 2.777 1.462 4.194 3.265 5.972 6.186
[3,] 1.432 4.793 3.729 5.328 2.364 3.097 1.611 4.744 3.688 6.470 6.804
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.202 1.189 1.931 2.183 2.445 1.674 2.429 10.21  9.983 3.822
[2,] 1.976 2.369 2.465 2.609 2.907 1.967 2.921 13.07 13.306 5.656
[3,] 2.703 2.791 2.830 2.958 3.423 2.244 3.390 15.50 15.265 6.943
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.639   3.018   7.599   5.004   12.51   1.999   2.091   4.933
[2,] 464.404 287.761 801.792 718.218 1342.18 237.640 174.008 448.576
[3,] 403.765 285.671 597.294 635.828 1368.49 197.781 169.070 461.046
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.852   4.051   2.59   3.625   3.023   3.879   3.894   3.584
[2,] 571.515 767.908 364.18 409.481 270.261 395.356 466.740 332.850
[3,] 449.365 459.722 279.85 353.055 266.359 346.081 417.719 373.036
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   4.444   4.507   7.005   4.771    9.111   4.065    8.181   5.146
[2,] 548.910 607.207 902.364 701.431 1023.663 324.660 2216.314 839.294
[3,] 458.015 577.152 652.840 620.039  824.137 318.248 1454.981 803.330
       [,25]   [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.041   4.333   4.461   3.94   4.727   2.112   4.797   4.529
[2,] 200.899 728.173 639.659 422.73 758.310 205.532 611.429 419.376
[3,] 235.483 886.924 903.693 358.40 656.790 202.357 602.279 407.352
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]  [,39]   [,40]   [,41]
[1,]   2.599   4.936   4.649   4.449   3.921   4.01   4.03   1.281   3.412
[2,] 247.686 573.027 669.766 556.892 393.974 472.69 400.79 113.251 352.943
[3,] 244.811 631.863 516.531 490.827 361.544 416.38 408.59 127.130 332.983
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  1.045   3.468   2.993   3.051   1.716   3.881   3.971   5.206
[2,] 94.935 418.000 441.374 291.954 185.761 462.824 434.234 443.545
[3,] 95.029 400.718 456.083 293.223 179.637 430.481 361.037 591.514
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.875   4.969   4.739   2.052   4.504   3.696   3.375   2.056
[2,] 362.319 749.283 441.631 219.032 678.271 568.966 599.274 586.885
[3,] 277.760 598.588 414.271 197.537 676.686 591.523 535.513 578.732
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   3.779   1.018   2.655   1.543   3.177   3.333   3.817   4.654
[2,] 343.555 103.884 444.419 158.824 379.181 385.460 536.188 602.531
[3,] 385.580 100.989 647.723 127.545 435.930 304.890 444.540 606.029
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.876   4.314   3.157   4.078   1.906   4.328   4.184   5.238
[2,] 236.242 606.530 315.284 725.727 203.970 377.472 540.951 504.376
[3,] 203.070 524.774 272.833 596.076 176.917 436.727 454.138 466.485
       [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   4.808   5.629   4.276   3.813   1.34   3.648   3.511   4.497
[2,] 604.838 607.477 607.826 654.371 138.10 500.770 371.877 537.022
[3,] 541.799 603.307 491.339 556.453 131.26 565.423 322.975 571.110
       [,82]   [,83]   [,84]   [,85]   [,86]  [,87]   [,88]   [,89]  [,90]
[1,]   2.084   2.851   1.498   4.247   3.505   6.59   6.578   1.527   1.51
[2,] 235.659 321.646 169.983 498.244 343.487 581.64 665.764 308.769 403.50
[3,] 238.293 270.046 133.303 436.681 337.722 490.54 557.767 363.007 290.56
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.452   2.772   3.105   2.126   3.084   12.97   12.68   4.853
[2,] 301.539 281.103 309.695 203.147 319.403 1607.74 1732.12 821.030
[3,] 273.652 274.422 355.739 212.739 338.930 1639.72 1472.96 792.556
[1] "--- VAR model 2017-10-04 16:01:00  completed"
[1] "Completed training sample:  2017-10-04 16:01:00 - 2017-10-05 00:00:00"
[1] "SpVAR;   training sample:  2017-10-04 16:31:00 - 2017-10-05 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -2.6199         0.49926          4.357       -10.0778
          0.6959        -0.93655         -7.229        -0.8709
          4.5345         0.03867         -6.072        -3.4076
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.136        -0.6709            2.058         -1.47973
          1.680         1.2180           -0.355          0.02604
        -12.040         0.6554            2.421          2.15019
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.001           -6.698          -1.1383           -4.602
            3.243            7.008           0.5345           -3.045
           -2.982           -3.860           2.9983           -0.468
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3029          -0.5706           -3.924          -2.3314
          -4.0457          -5.1015           -6.035          -3.0402
          -2.3091           0.7986           -1.844          -0.7583
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.808           0.5468            3.100           2.8559
           -5.481          -2.9311           -1.454           0.7872
           -2.827          -3.0138            3.367           2.6866
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            7.267          -0.3546          -23.186           -1.159
          -11.216           2.3028            9.129           -5.909
            1.794           3.8009           -5.599            2.260
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.6991           -2.530           -2.728          -0.3504
           0.6174           -5.523           -7.419           1.4236
          -0.2603           -3.724            0.724           2.4909
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -8.7628            1.532            1.460            3.189
          -0.4998            1.124           -1.873           -2.596
          -3.5327           -1.320           -3.131            2.052
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.9335           4.7411           -1.639          -0.2362
          -0.5111          -2.6043            3.437           2.5826
          -0.6300           0.1588           -3.154          -3.1592
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            7.238           3.4855            1.816           2.3330
            1.551          -0.5741            1.188           0.7353
            4.034          -0.2277            4.920           0.9301
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.2339          -0.4628          -0.7605           -6.135
           4.5199           0.3100           2.2445           -2.911
           0.9495           0.8863           0.9578            1.501
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.6423           0.9095           -6.173            2.320
           2.7627          -0.3989           -1.397           -2.558
           0.7922           1.1858            2.539            4.290
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.3525           0.3159            6.436            3.534
          -0.5671          -2.5633           -3.143            2.794
           6.1287          -1.7097            5.658            2.434
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.7267           10.278            5.587          0.08692
          -1.3829            3.185            7.149          7.74665
           0.5409            3.050           -1.059          0.20495
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.954          -1.8625          -0.3280           -2.142
            4.566          -2.1473           0.4433            2.408
            3.900           0.1261          -0.6464            3.112
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.07299          -0.9004            1.237          -4.5837
         -0.32922           4.5558           -0.957           0.3562
         -1.62911           2.1066            1.907           1.6755
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.920         -0.96153          -1.7092           4.6856
           -0.323         -1.94137          -1.3521           2.9753
            1.024          0.09152          -0.6158          -0.7677
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.842           0.1365          -0.8375           -3.580
           -7.397          -2.5664           5.0204           -0.791
           -1.577          -0.1109           2.5149            5.013
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.8917           5.1912          -7.7696           0.4618
          -3.2140          -4.5922           0.6802          -4.7131
          -0.8017           0.8686          -2.3441           1.7079
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.6430           0.5387         -0.06462          -2.9805
           5.6907          -0.4196          3.37933          -1.9210
          -0.6145           0.1469         -4.33884          -0.1619
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            0.739         -1.04444          -0.2652          -0.1647
           -4.674         -0.06442           2.9105           0.1806
            4.619          3.21827           0.2305          -0.7518
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3679          -0.3007           -7.700            7.332
           1.2066          -1.0712           -2.718            5.483
           3.4145          -0.3598           -3.223            9.796
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7030          -0.7141            1.728            2.039
           0.8202           3.5363            3.677            3.116
           2.6410           3.2398            1.740            2.903
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.137          -0.2222            8.991              227
           -2.581          -1.0705            8.340              231
           -1.700          -2.3106            9.975              227
 rnd_95776.volume rnd_95787.volume
           -9.796           -1.408
           17.322           -6.040
           -3.927            1.351
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.473 2.217 5.720 3.653  8.686 1.454 1.581 3.651 4.409 2.856 1.910
[2,] 3.251 2.631 6.700 4.744 10.621 1.825 1.824 4.228 5.260 4.652 2.619
[3,] 3.776 2.978 7.335 5.762 12.310 2.052 2.004 4.657 5.676 5.197 2.949
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.643 2.121 2.882 2.689 2.635 3.237 2.909 4.933 3.553 6.457 2.980
[2,] 3.438 2.468 3.505 3.502 3.193 4.159 4.057 6.521 4.957 7.848 3.447
[3,] 3.869 2.748 3.969 4.135 3.638 4.787 4.772 7.344 5.786 8.739 3.843
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.098 3.666 1.477 3.148 3.091 2.992 3.368 1.620 3.558 3.456 1.919
[2,] 12.269 5.223 1.766 4.465 4.419 3.636 4.692 1.885 4.476 3.933 2.253
[3,] 14.055 6.533 2.094 6.412 6.243 4.001 5.716 2.098 5.455 4.396 2.541
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.694 3.250 3.062 3.011 2.983 2.988 0.9735 2.572 0.7849 2.458 2.233
[2,] 4.636 4.445 4.122 3.584 3.816 3.581 1.1187 3.118 0.9162 3.215 3.095
[3,] 5.489 4.978 4.774 4.045 4.333 4.021 1.2760 3.534 1.0143 3.753 3.741
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.208 1.267 2.845 2.926 3.993 2.089 3.584 3.432 1.487 3.416 2.795
[2,] 2.646 1.546 3.604 3.528 4.477 2.703 4.991 4.108 1.851 4.771 3.903
[3,] 3.059 1.791 4.154 3.939 5.204 2.969 5.904 4.548 2.081 5.628 4.937
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.530 1.546 2.889 0.7193 1.875 1.131 2.382 2.414 2.768 3.338 1.348
[2,] 3.944 3.203 3.378 0.8517 2.931 1.345 2.936 3.014 3.737 4.446 1.659
[3,] 4.784 4.279 3.829 0.9664 4.251 1.488 3.580 3.364 4.296 5.197 1.909
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.124 2.441 2.726 1.389 3.173 2.714 3.852 3.518 4.093 3.052 2.803
[2,] 4.218 2.838 4.338 1.711 3.667 3.594 4.560 4.689 5.083 4.227 4.112
[3,] 4.882 3.080 5.233 1.915 4.203 4.266 5.149 5.254 5.882 4.800 4.970
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9643 2.732 2.649 3.063 1.545 2.022 1.054 3.001 2.367 5.020 4.781
[2,] 1.1821 3.666 3.185 3.939 1.935 2.552 1.336 3.864 2.738 5.858 5.628
[3,] 1.3627 4.475 3.524 4.740 2.254 2.852 1.479 4.353 3.089 6.345 6.192
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.041 1.105 1.719 1.970 2.292 1.616 2.194 10.17  9.247 3.461
[2,] 1.797 2.129 2.183 2.340 2.789 1.900 2.681 13.09 12.294 5.045
[3,] 2.418 2.518 2.547 2.709 3.246 2.123 3.170 15.30 14.217 6.402
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.14   2.815   7.264   4.639   11.03   1.846   2.008   4.636
[2,] 465.94 312.722 770.095 668.410 1349.58 243.475 200.745 471.035
[3,] 424.21 308.363 659.599 722.024 1374.23 207.472 183.170 431.202
        [,9]   [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]
[1,]   5.598   3.627   2.426   3.356   2.693   3.66   3.415   3.346
[2,] 633.587 810.905 395.482 485.503 278.744 440.19 495.437 398.101
[3,] 471.035 511.425 299.328 392.136 266.670 411.29 485.438 385.233
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   4.111   3.693   6.264   4.512   8.199   3.784    7.743   4.655
[2,] 576.496 624.446 941.806 763.212 984.940 382.682 2350.764 821.373
[3,] 523.357 554.748 745.701 658.995 848.880 375.270 1514.031 866.565
       [,25]    [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.875    3.997   3.925   3.799   4.277   2.057   4.517   4.388
[2,] 213.872  699.275 697.356 456.407 721.439 212.798 599.757 414.548
[3,] 248.635 1016.042 973.768 368.428 720.619 203.425 688.695 433.805
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.437   4.691   4.127   3.888   3.823   3.788   3.794   1.236
[2,] 260.799 618.454 669.546 609.513 429.160 525.488 435.681 121.724
[3,] 259.220 649.010 495.007 531.752 414.218 453.021 404.050 135.532
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.266   0.9967   3.121   2.836   2.804   1.609   3.613   3.716
[2,] 389.316 104.3809 457.820 473.158 321.796 195.445 488.290 435.156
[3,] 367.335  96.0658 427.225 463.938 338.914 199.589 456.461 386.704
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   5.071   2.653   4.551   4.359   1.889   4.338   3.549   3.213
[2,] 446.686 378.702 766.996 498.267 243.302 735.424 601.646 667.977
[3,] 585.767 271.332 696.528 431.209 210.206 658.989 667.595 597.849
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.963   3.668   0.9134   2.381   1.436   3.025   3.065   3.515
[2,] 619.359 386.493 100.6938 497.478 160.955 378.807 398.668 554.341
[3,] 626.550 398.065 100.8550 679.874 140.415 452.558 329.577 467.934
       [,65]   [,66]   [,67] [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   4.238   1.712   3.968   3.1   3.462   1.764   4.029   3.447   4.891
[2,] 648.563 213.534 625.556 319.8 745.193 220.633 406.019 520.133 538.941
[3,] 593.955 208.278 542.916 263.9 646.219 190.003 453.324 507.568 527.871
       [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   4.467   5.198   3.875   3.56   1.225   3.469   3.364   3.889
[2,] 684.471 665.646 645.791 664.31 150.955 539.844 390.434 546.989
[3,] 523.636 653.262 502.455 616.24 149.677 566.708 332.978 581.976
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.962   2.568   1.339   3.811   3.006   6.374   6.071   1.322
[2,] 257.067 343.770 181.339 537.164 304.017 666.853 655.484 323.544
[3,] 255.322 280.863 140.079 442.855 315.639 537.974 570.120 357.015
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   1.403   2.183   2.501   2.911   2.052   2.785   12.92   11.74
[2,] 401.811 296.896 278.754 350.800 220.469 340.213 1819.75 1788.72
[3,] 297.001 289.822 301.659 366.748 209.088 373.658 1746.16 1576.45
       [,98]
[1,]   4.395
[2,] 810.530
[3,] 870.221
[1] "--- VAR model 2017-10-04 16:31:00  completed"
[1] "Completed training sample:  2017-10-04 16:31:00 - 2017-10-05 00:30:00"
[1] "SpVAR;   training sample:  2017-10-04 17:01:00 - 2017-10-05 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.03811         -1.3628          3.169       4.237754
        -4.12985          0.2347         -2.167      -0.009129
        -1.97255         -0.8729         -7.230      -3.808797
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         6.3535         1.8071          0.04566           2.3849
        -0.7093         0.7471          0.13957          -2.2891
        -2.9839        -1.5242          1.04773           0.1116
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.339            1.761          0.02431           -1.476
            1.214            4.383          1.43657           -1.021
           -2.864           -2.673         -0.63936           -1.887
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.0229        -3.363328          -1.8753           0.9607
          -1.4706         1.463077           0.1679          -4.7009
          -0.7163        -0.005995           1.1134          -1.1086
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.501           -6.408          -5.4714           -1.507
           -2.590           -2.642          -0.5318           -1.542
           -2.784           -1.338          -2.1517           -1.625
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            2.367           3.4630           -5.444         -0.44956
           -4.050           2.3863            2.070         -2.16908
          -10.264           0.1365            1.672          0.07648
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.02199           1.5825            6.423           3.1322
          1.18369          -2.3805            1.052           0.2584
          1.04046           0.9314            2.905           2.7128
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           3.6651           3.5080            1.954         -4.41969
           0.6914           2.4288            7.875         -2.39128
          -2.9243          -0.4471           -3.942          0.05056
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.8093           -3.432          -1.6398           -6.409
           1.3230            5.213          -0.5886           -2.325
          -0.6875           -2.164           1.9362            4.490
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.6143            1.136            3.483           0.3498
           2.5484            6.348           -0.797           0.1800
           0.3091            0.471            1.864           1.1876
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.34248           0.9247           -2.903           -3.017
         -0.08273           0.5711           -6.110           -6.510
          0.48780           1.2616           -0.307           -4.111
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.5611           0.7133           -0.540          -2.1768
          -0.5946           1.0084           -4.209           2.7571
           2.0428          -1.4067           -3.731          -0.4311
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.116          2.71684            3.749            9.824
            4.099          1.46666            5.455            1.329
            4.507         -0.04268           -3.168            2.356
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9353            2.554           0.6088          -0.5689
           1.6155            9.844           5.9188           5.4114
          -0.5919           -2.321           4.0931           6.7357
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.4723          -2.3301          0.05397            2.385
          -0.7702          -0.5524          0.53731           -1.578
           7.6219           0.7924          0.12933           -1.738
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          1.01755           2.8128          2.97943           1.3811
          0.88460          -1.2964         -3.04523          -0.7076
          0.02956           0.2521         -0.01636           0.4974
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.276          -0.8573            1.729          -0.8719
            3.407           0.1371            3.919           0.8641
            2.056          -0.5537           -1.026           1.5075
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.136          -0.1632          -4.5970           -1.722
            4.683          -0.4562           0.6182           -4.046
            1.817           1.3879           0.9880           -4.340
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.0518          -0.5694           -4.444           -2.880
          -0.5473          -3.5120           -2.214           -3.400
          -2.9455          -0.8983           -3.037           -2.069
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.1557          -0.4415           -2.296          -1.7866
          -7.1407          -0.3054           -3.801          -0.9121
           0.1041          -0.4301           -3.265          -1.0882
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.038         -1.01044         -0.06586         -0.48661
           -1.886          0.05253          1.50413         -0.08856
           -5.751         -0.88589         -0.19263         -0.10538
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          4.08023          -2.2765           1.9875            7.250
          1.69015          -0.6984           5.7160            1.984
          0.08602          -1.4510          -0.7674            3.044
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8288           0.8391         -0.05343           1.0432
           0.7038          -0.6491         -1.15848          -0.9667
          -2.7308           0.6346          1.62861           2.1330
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.903          -0.1090            7.233            236.8
           -1.582          -2.0909            8.576            224.5
           -1.708          -0.1111            9.735            215.7
 rnd_95776.volume rnd_95787.volume
           22.241           0.9486
           -4.208          -3.3467
           -2.850           0.4099
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.301 2.096 5.377 3.232  7.899 1.199 1.471 3.339 4.064 2.632 1.708
[2,] 3.047 2.528 6.187 4.355  9.788 1.468 1.699 3.931 4.757 4.215 2.438
[3,] 3.560 2.798 6.799 5.406 11.102 1.706 1.874 4.350 5.121 4.753 2.708
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.335 1.964 2.614 2.353 2.399 2.920 2.678 4.361 2.977 6.105 2.665
[2,] 3.222 2.304 3.274 3.165 2.857 3.935 3.852 5.929 4.291 7.222 3.171
[3,] 3.615 2.610 3.740 3.837 3.260 4.624 4.511 6.860 5.279 8.017 3.599
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.035 3.312 1.329 2.826 2.694 2.792 2.991 1.531 3.167 3.173 1.779
[2,] 11.697 4.897 1.555 4.330 4.049 3.475 4.373 1.798 4.023 3.682 2.102
[3,] 13.262 6.144 1.866 6.106 5.901 3.918 5.475 2.011 5.039 4.139 2.387
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.266 3.146 2.714 2.909 2.736 2.707 0.9055 2.440 0.7227 2.281 2.084
[2,] 4.129 4.155 3.826 3.457 3.419 3.208 1.0631 2.919 0.8754 2.912 2.901
[3,] 5.129 4.647 4.400 3.871 3.912 3.728 1.2086 3.306 0.9781 3.508 3.485
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.052 1.133 2.522 2.597 3.700 1.901 3.291 3.161 1.352 2.963 2.452
[2,] 2.422 1.413 3.336 3.136 4.168 2.508 4.587 3.776 1.682 4.248 3.605
[3,] 2.864 1.630 3.908 3.531 4.943 2.790 5.445 4.204 1.886 5.104 4.577
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.272 1.437 2.727 0.5937 1.627 1.098 2.220 2.214 2.509 3.067 1.146
[2,] 3.674 2.950 3.158 0.7106 2.686 1.291 2.772 2.820 3.539 4.128 1.421
[3,] 4.538 4.032 3.624 0.8275 3.875 1.414 3.330 3.179 4.079 4.920 1.638
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.827 2.291 2.176 1.275 2.831 2.606 3.432 3.267 3.859 2.694 2.524
[2,] 3.901 2.682 3.820 1.576 3.330 3.383 4.245 4.412 4.742 3.922 3.655
[3,] 4.593 2.975 4.759 1.728 3.914 4.062 4.794 5.008 5.426 4.587 4.581
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8256 2.386 2.362 2.595 1.506 1.879 0.9721 2.533 2.225 4.884 4.347
[2,] 1.0331 3.432 2.788 3.480 1.887 2.369 1.2268 3.497 2.622 5.632 5.184
[3,] 1.1882 4.172 3.162 4.263 2.181 2.674 1.3798 3.974 2.922 6.022 5.708
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 0.9448 0.9033 1.558 1.719 2.100 1.449 2.089 10.26  8.595 3.104
[2,] 1.5035 1.8222 2.042 2.180 2.586 1.795 2.494 12.88 11.381 4.690
[3,] 2.1165 2.2318 2.340 2.470 3.046 1.992 3.006 15.13 13.169 5.991
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   2.922   2.662   6.828   4.104   10.03   1.522   1.868   4.24   5.16
[2,] 461.310 326.428 706.984 674.402 1335.39 195.644 196.428 479.37 571.40
[3,] 425.448 277.263 651.407 739.993 1210.58 201.018 182.876 430.42 438.27
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17] [,18]
[1,]   3.342   2.169   2.965   2.494   3.32   2.989   3.046   3.708   3.4
[2,] 760.850 401.868 512.987 278.080 455.38 489.125 358.617 609.415 639.7
[3,] 507.561 272.416 378.664 283.683 417.73 501.170 362.939 561.227 542.8
       [,19]  [,20]   [,21]   [,22]    [,23]   [,24]   [,25]   [,26]
[1,]   5.538   3.78   7.752   3.384    7.664   4.206   1.688   3.588
[2,] 928.157 713.94 891.382 397.164 2315.009 833.469 186.363 758.067
[3,] 797.305 710.80 804.487 393.271 1444.505 857.403 238.479 994.694
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   3.421   3.546   3.798   1.944   4.022   4.029   2.259   4.147
[2,] 698.390 477.723 737.149 217.979 573.227 431.863 258.604 583.758
[3,] 991.916 418.399 761.045 208.111 700.985 436.797 261.475 703.208
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]    [,42]
[1,]   3.995   3.446   3.694   3.474   3.437   1.15   3.098   0.9177
[2,] 626.982 623.027 431.424 474.047 397.643 128.74 370.298 114.1588
[3,] 481.223 501.983 402.281 438.948 439.185 132.82 358.748 100.8161
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   2.896   2.647   2.606   1.439   3.203   3.298   4.698   2.413
[2,] 418.241 466.220 297.386 194.923 504.478 406.190 443.260 377.966
[3,] 452.029 446.138 353.092 187.735 470.339 374.807 614.116 282.439
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.179   4.014   1.716   3.762   3.113   2.885   1.824   3.463
[2,] 738.302 477.500 231.184 703.585 610.716 667.102 595.248 367.981
[3,] 677.766 426.963 197.343 653.813 651.721 615.467 635.302 410.773
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  0.7539   2.066   1.394   2.819   2.811   3.186   3.894   1.456
[2,] 90.2366 493.909 156.949 383.480 403.532 576.750 638.322 193.876
[3,] 97.9408 645.334 133.533 426.572 339.071 468.625 618.566 188.529
      [,67]   [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.59   2.909   2.763   1.62   3.594   3.309   4.358   4.149   4.901
[2,] 621.12 322.358 725.459 213.90 405.407 498.426 577.243 685.232 636.508
[3,] 560.11 297.012 655.954 163.46 475.231 519.482 514.784 547.140 609.718
       [,76]   [,77]   [,78]  [,79] [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   3.421   3.206   1.048   3.03   3.0   3.295   1.912   2.387   1.234
[2,] 658.734 610.608 143.511 570.16 342.1 536.006 262.755 333.217 172.907
[3,] 549.684 638.246 135.605 548.05 344.7 568.952 252.851 286.726 145.930
       [,85]   [,86]   [,87]  [,88] [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   3.217   2.825   6.202   5.52   1.2   1.147   1.978   2.183   2.666
[2,] 557.101 320.417 648.157 652.47 270.3 365.674 305.191 309.854 348.917
[3,] 436.033 297.990 492.434 552.30 344.2 297.736 263.864 268.128 371.625
       [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   1.839   2.653   13.03   10.91   3.941
[2,] 244.995 314.684 1797.51 1723.65 812.309
[3,] 199.617 387.900 1836.31 1531.18 861.592
[1] "--- VAR model 2017-10-04 17:01:00  completed"
[1] "Completed training sample:  2017-10-04 17:01:00 - 2017-10-05 01:00:00"
[1] "SpVAR;   training sample:  2017-10-04 17:31:00 - 2017-10-05 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1725           2.540         -3.628         -1.721
          0.1597           3.138         -3.149         -5.043
          1.2780           1.837         -6.089         -1.175
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -8.3731        -0.4934          0.07187           -1.364
         0.7783         0.2732         -0.40163            3.498
        -7.3992         0.5201         -1.32313           -2.066
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          2.58368           1.9974           0.6039            1.569
          0.89481          -0.4264          -0.2938            3.460
          0.08802          -0.4237           1.5578           -2.288
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.304            4.125           0.4812           -7.302
           -1.053            0.128           0.5339           -3.750
           -1.269           -3.105          -2.1663           -1.737
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -5.5526           -2.266           8.3809            3.874
           0.6606           -4.463           2.0150            2.524
          -2.7056           -1.346          -0.3092           -2.993
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.318           -0.961           -5.166          -13.919
           -2.096            1.763            9.139            8.252
           -4.456            2.616           -9.514           -3.152
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.0558          -10.569           -4.820           2.9245
           0.2190            1.116           -5.998          -0.6242
           0.4375            2.609            4.584           0.6534
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -1.36610           -2.057           -3.675           1.3994
         -7.61494           -1.393           -4.483          -0.4034
         -0.06831           -1.241           -2.869           1.2452
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.421           -4.501           -3.326            1.702
            1.291           -3.069            2.471           -2.561
            0.544           -4.988           -3.306           -1.663
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           5.4442          -3.1577         -3.48377         -0.77593
          -5.6108          -1.6583          0.02775         -0.43045
          -0.1912          -0.8778          1.10834         -0.06467
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.222           1.2300           -2.109         -2.39861
            2.288          -0.2845           -5.581          0.01135
            1.018          -0.6635            2.065         -5.93001
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1353          -0.2816           1.7301           0.5164
           3.2450          -1.1740          -0.5796          -0.9295
          -2.8103          -1.0566           1.9110           1.1497
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.8367          -0.7703           -1.133            1.818
          -2.0148           1.7963           -3.008           -5.432
           1.4751           0.8864           -8.145           -1.226
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.9437            5.301            9.169            7.994
          -0.2738           -4.349           -0.422            6.208
           0.5579           -8.330           -5.302           -3.836
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.346           0.5926           1.0693           -3.674
            9.817           3.3352          -0.4069            4.807
           -1.770          -3.0299          -0.4158           11.971
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -1.28785          -2.7502           0.3093            3.301
         -0.11787           0.3603           1.9461           -4.281
          0.05361           6.7576           1.6993            4.635
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.659          -0.0468           0.9705            2.976
           -4.370           0.5286          -0.6467            3.786
            6.819           0.7217          -1.5123            1.390
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2768          -2.0887          -2.0454           0.9317
           5.7752           1.0395          -0.3564           0.2007
          -4.7156          -0.2139           1.9386          -0.7647
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.069           0.8221           -2.147           -3.825
           -1.978          -6.0024           -1.518            1.109
           -3.420           1.2997            3.090            3.049
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.1132           2.1119           0.9227           1.0031
           2.9334          -0.5951          -1.1923           1.6702
          -0.8985           1.2052          -0.2929           0.7594
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.988            1.946           0.5557           1.4218
            5.133            2.087           0.3014           1.5260
            3.608            2.270          -0.9629          -0.4874
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.967         2.274328           -2.473            1.487
            1.982         3.956039           -3.803           -1.474
           -5.047        -0.002455            5.804            2.873
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.05911          0.05818           0.3379           0.9262
          0.82993          0.34014          -3.1164          -4.4685
         -1.71109         -2.57786          -0.9116          -1.0183
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -2.67309          -0.3912            5.878            241.4
         -0.08042          -0.6724            8.265            235.7
          4.22526          -0.1277            4.797            233.6
 rnd_95776.volume rnd_95787.volume
            5.025          -14.700
          -10.109           10.205
           -5.009           -3.657
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.958 1.925 4.974 2.792 7.084 1.056 1.357 2.697 3.318 2.303 1.556
[2,] 2.665 2.307 5.674 3.827 8.696 1.299 1.605 3.283 4.011 3.456 2.128
[3,] 3.157 2.551 6.213 4.723 9.900 1.515 1.735 3.674 4.384 3.961 2.404
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.035 1.634 2.226 2.113 2.275 2.761 2.344 4.049 2.625 5.532 2.541
[2,] 2.950 1.899 2.998 2.982 2.763 3.622 3.597 5.605 3.942 6.274 2.979
[3,] 3.510 2.196 3.510 3.670 3.132 4.333 4.190 6.482 4.965 6.973 3.478
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.603 3.134 1.208 2.595 2.449 2.671 2.633 1.414 2.573 2.877 1.616
[2,] 10.888 4.756 1.457 3.956 3.657 3.284 3.874 1.717 3.315 3.274 1.990
[3,] 12.259 5.912 1.710 5.677 5.610 3.693 4.840 1.899 4.159 3.699 2.258
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.939 2.877 2.497 2.849 2.244 2.526 0.8695 2.243 0.6990 2.172 1.924
[2,] 3.767 3.858 3.482 3.371 3.057 3.032 1.0074 2.653 0.8503 2.725 2.790
[3,] 4.651 4.342 4.057 3.723 3.577 3.526 1.1672 3.004 0.9453 3.342 3.303
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.837 1.063 2.368 2.432 3.176 1.801 3.136 2.943 1.267 2.895 2.298
[2,] 2.239 1.309 3.157 2.977 3.760 2.307 4.346 3.510 1.555 4.100 3.356
[3,] 2.622 1.489 3.671 3.290 4.526 2.654 5.159 3.952 1.729 4.835 4.147
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.097 1.263 2.630 0.5175 1.540 0.9933 2.016 2.067 2.201 2.690 1.010
[2,] 3.286 2.829 2.988 0.6206 2.430 1.1781 2.537 2.575 3.229 3.710 1.257
[3,] 4.118 3.726 3.409 0.7204 3.591 1.2980 3.094 2.915 3.658 4.405 1.434
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.630 2.178 1.959 1.171 2.427 2.335 3.152 3.012 3.384 2.474 2.238
[2,] 3.558 2.587 3.381 1.424 2.967 3.043 3.911 4.094 4.214 3.588 3.410
[3,] 4.277 2.889 4.324 1.582 3.582 3.690 4.394 4.664 4.795 4.211 4.229
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7485 2.178 2.113 1.944 1.453 1.751 0.884 2.095 2.003 4.520 4.089
[2,] 0.9118 3.176 2.534 2.935 1.776 2.234 1.138 3.079 2.360 5.271 4.916
[3,] 1.0623 3.880 2.899 3.832 2.043 2.548 1.310 3.456 2.626 5.688 5.472
      [,89]  [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 0.8387 0.7939 1.303 1.381 1.956 1.321 2.135  9.983  8.157 2.913
[2,] 1.3626 1.4737 1.692 1.742 2.374 1.621 2.491 12.700 10.607 4.482
[3,] 1.8059 1.7768 1.980 2.011 2.836 1.844 2.908 14.859 12.324 5.699
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   2.486   2.444   6.316   3.546    8.995   1.341   1.723   3.424
[2,] 448.829 315.502 677.731 649.291 1251.738 187.637 213.041 464.775
[3,] 419.682 270.098 627.739 686.813 1174.038 193.291 163.398 409.069
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.214   2.924   1.976   2.585   2.075   2.827   2.683   2.888
[2,] 558.973 639.395 360.122 529.781 240.133 498.147 522.224 389.192
[3,] 439.511 480.516 277.553 472.105 273.473 452.858 530.951 366.039
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   3.506   2.976   5.141   3.334   7.024   3.227    7.116   3.979
[2,] 581.729 677.237 961.692 729.854 734.503 385.833 2316.493 887.820
[3,] 590.082 532.967 807.982 748.736 755.419 445.234 1398.102 871.441
       [,25]    [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.533    3.295    3.11   3.392   3.344   1.795   3.267   3.653
[2,] 202.149  740.894  673.94 474.279 704.995 241.981 518.553 387.611
[3,] 222.387 1010.533 1055.53 419.212 720.266 201.314 623.515 427.446
       [,33]   [,34]   [,35]  [,36]   [,37]  [,38]   [,39]   [,40]   [,41]
[1,]   2.052   3.732   3.654   3.17   3.618   2.85   3.207   1.104   2.849
[2,] 288.102 584.584 637.818 602.32 446.995 515.01 416.384 126.247 351.530
[3,] 264.618 677.053 494.143 516.59 392.355 460.98 446.723 146.264 349.656
        [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]   0.8876   2.758   2.444   2.332   1.35   3.007   3.088   4.034
[2,] 120.1525 408.526 501.155 317.902 189.49 518.141 426.027 499.186
[3,] 102.4390 480.095 438.687 338.481 176.14 464.730 347.836 625.421
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.287   3.983   3.737   1.609   3.676   2.918   2.663   1.603
[2,] 357.891 746.365 474.700 224.003 720.369 607.033 627.838 628.321
[3,] 325.257 689.932 450.714 187.446 635.790 604.382 615.723 601.637
      [,58]   [,59]   [,60]   [,61]  [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   3.34  0.6572   1.956   1.261   2.56   2.625   2.795   3.416   1.283
[2,] 351.72 85.0033 466.376 157.213 382.18 381.124 586.226 633.965 185.520
[3,] 407.46 90.7952 656.071 135.224 439.39 338.959 426.623 589.347 171.260
      [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   3.34   2.766   2.488   1.487   3.082   2.965   4.002   3.825
[2,] 594.49 346.550 683.769 201.314 423.511 484.428 574.385 687.999
[3,] 589.18 318.946 669.006 170.548 498.022 517.719 497.063 554.425
       [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   4.297   3.142   2.841   0.9504   2.766   2.683   2.468   1.845
[2,] 622.955 644.601 638.634 129.2073 573.588 347.230 545.649 253.362
[3,] 567.695 547.211 620.379 135.2606 552.885 349.208 611.425 250.439
       [,83]   [,84]  [,85]   [,86]  [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.224   1.122   2.66   2.543   5.74   5.193   1.065   1.008   1.655
[2,] 344.122 177.769 560.11 310.038 672.72 676.817 266.479 308.075 267.724
[3,] 303.961 161.199 389.14 285.310 530.78 596.437 294.083 246.292 255.135
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   1.754   2.483   1.677   2.711   12.68   10.36   3.699
[2,] 263.586 334.138 233.106 318.727 1948.31 1682.54 845.073
[3,] 248.980 384.804 218.367 372.144 1913.71 1556.87 873.566
[1] "--- VAR model 2017-10-04 17:31:00  completed"
[1] "Completed training sample:  2017-10-04 17:31:00 - 2017-10-05 01:30:00"
[1] "SpVAR;   training sample:  2017-10-04 18:01:00 - 2017-10-05 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.2888          -4.307          7.885         6.5307
         -0.6914          -3.339         -5.331        -0.6194
          0.7880           1.041         -6.499         3.1863
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.9701         1.0999           2.3537           1.9330
        12.7317        -0.4875           1.3080          -0.1033
         2.4109        -0.4383           0.9541          -1.3352
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           5.8032           0.9367            1.460           0.1882
          -4.8003          -1.6318            3.312          -0.8980
           0.7493          -2.3567           -1.818          -3.4164
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.5449            2.639           2.1915          -0.6608
           0.4396           -2.116           0.5137          -0.5168
           0.8428           -1.004           2.0635          -0.5739
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.1567           -4.174           10.797          -1.4562
          -3.3559            2.633           -2.767          -0.8115
           0.3935           -3.377           -2.240           3.1458
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            7.830          -2.8543            9.337          -0.6532
           -1.946           0.7372            4.800           4.3684
           -6.693           1.3751          -10.402          -1.2892
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.8473           -2.457            1.798            1.991
           0.2527            6.089            4.431            4.095
           1.3535            2.071            5.668           -1.199
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           5.8647           0.3753            2.783         -1.31260
           0.6893          -2.0410            3.100          2.39308
           3.9376           2.8771            3.798          0.08424
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.4895          -0.4856           -1.190          -1.9081
           1.6410           4.8708            5.688          -0.1401
          -0.5425           4.2639            3.485           4.9196
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.137           4.1725          -3.4419           0.7788
            2.041          -0.8244           0.5298           1.0089
            3.280           3.9311           0.1018          -1.2613
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.02715           0.1408          -4.8152           0.8280
          1.44040           1.0680          -0.1019          -3.5506
          1.74061          -0.4950           2.1473          -0.1261
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.434           0.5561           -1.008           -1.895
           -0.289          -0.6808            0.693            1.144
            2.883           1.3741           -2.306           -1.393
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.4624         -0.33890           -0.667          -2.7064
           0.8587         -0.05411           -4.533           1.6545
           0.8767          0.84557            3.823           0.4659
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5203          -9.3891          -4.3976           0.2447
          -1.7554           0.6043           0.3074          -5.7643
           1.2055           0.5905          -1.5352           0.9056
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -4.08834            4.036          -0.5585            1.112
         -4.92106           -1.250           1.1478           -2.549
          0.02167            2.049          -0.2127           -6.600
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5496            1.604           1.0452           -2.132
           0.4092           -1.770          -0.3953            5.244
           0.7659           -1.228          -0.5421           -2.970
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.257          -0.3845           0.4892           5.0500
            2.613           0.6325          -2.5305          -0.5674
           -3.462           0.1864           0.6614           0.7218
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.029           0.8475           0.6810           -2.286
           -4.538          -0.9197          -0.7893           -1.586
            4.136          -0.1907           1.8134            1.623
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.572          -3.9291          -5.7184          -2.2805
           -1.813          -2.0199          -1.8271          -6.1903
            2.783           0.5704          -0.9658          -0.3337
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.713           0.4515          -1.9937           -1.439
           -4.691          -1.7722          -0.9627            1.938
           -3.703           0.7012          -6.2454            0.416
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.236           0.1999           0.3888           0.4034
           -0.856           0.6381          -1.2256           0.3981
           -2.800           0.9682          -1.5304          -0.7178
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.467           -4.918           -4.638           0.5053
            3.155           -3.651            3.504           6.2192
            4.469            1.090           -3.053           1.5050
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8392           0.9526           0.1268          -0.2019
           1.9097          -1.2220           1.2415           0.6986
          -0.1955           0.7577          -0.2372           0.5469
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -0.06533           0.2619            4.473            245.2
          2.41765          -1.1832            4.090            250.1
          0.41829           1.8948            5.463            246.2
 rnd_95776.volume rnd_95787.volume
          -11.500           0.6171
            8.354           3.2848
            3.767          -2.5823
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.858 1.737 4.408 2.413 6.205 0.814 1.147 2.417 2.842 2.056 1.384
[2,] 2.502 2.137 5.237 3.321 7.788 1.006 1.401 2.878 3.555 3.139 1.919
[3,] 2.955 2.397 5.891 4.113 8.944 1.168 1.518 3.244 3.918 3.644 2.190
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.855 1.523 2.109 1.965 2.093 2.397 2.101 4.041 2.425 4.885 2.364
[2,] 2.786 1.763 2.799 2.743 2.580 3.222 3.270 5.403 3.676 5.763 2.782
[3,] 3.256 2.028 3.158 3.426 2.949 3.932 3.933 6.213 4.594 6.603 3.202
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  4.721 2.956 1.074 2.353 2.379 2.445 2.304 1.249 2.217 2.473 1.483
[2,]  9.924 4.520 1.246 3.450 3.440 3.041 3.397 1.557 3.029 2.927 1.813
[3,] 11.420 5.657 1.461 5.119 5.174 3.457 4.260 1.747 3.735 3.340 2.082
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.779 2.354 2.246 2.696 1.855 2.161 0.8110 2.070 0.6395 2.046 1.821
[2,] 3.497 3.373 3.156 3.137 2.665 2.701 0.9412 2.427 0.7604 2.577 2.680
[3,] 4.411 3.967 3.700 3.447 3.022 3.289 1.0918 2.724 0.8479 3.238 3.174
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.721 0.9407 2.188 2.190 3.019 1.591 2.693 2.704 1.144 2.744 2.119
[2,] 2.087 1.2001 2.736 2.715 3.559 2.167 3.938 3.225 1.400 3.832 3.034
[3,] 2.481 1.3931 3.282 3.042 4.238 2.538 4.739 3.657 1.594 4.684 3.909
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.895 1.122 2.320 0.4512 1.420 0.9425 1.870 1.768 1.967 2.234 0.8734
[2,] 3.036 2.462 2.679 0.5427 2.295 1.1400 2.287 2.213 2.928 3.291 1.0737
[3,] 3.719 3.287 3.063 0.6376 3.307 1.2335 2.783 2.505 3.314 3.990 1.2370
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.346 2.031 1.740 1.095 2.248 2.110 2.728 2.663 3.022 2.061 1.890
[2,] 3.297 2.494 3.049 1.286 2.679 2.701 3.367 3.830 3.712 3.132 3.017
[3,] 3.945 2.764 4.058 1.447 3.140 3.271 3.939 4.426 4.173 3.760 3.846
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6564 1.847 1.785 1.724 1.388 1.571 0.7613 1.725 1.709 4.146 3.671
[2,] 0.7874 2.735 2.197 2.590 1.714 2.069 0.9731 2.722 2.070 4.936 4.324
[3,] 0.9217 3.454 2.453 3.372 1.959 2.334 1.1468 3.128 2.340 5.448 5.000
     [,89]  [,90] [,91] [,92] [,93] [,94] [,95]  [,96]  [,97] [,98]
[1,] 0.679 0.6244 1.033 1.150 1.770 1.219 1.842  9.033  6.908 2.720
[2,] 1.090 1.2122 1.456 1.470 2.161 1.458 2.168 11.914  9.672 4.208
[3,] 1.468 1.4820 1.707 1.691 2.610 1.694 2.531 14.011 11.311 5.428
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   2.359   2.206   5.598   3.065    7.879   1.034   1.456   3.069
[2,] 442.679 328.644 746.975 602.681 1243.139 156.040 212.469 412.657
[3,] 415.184 287.121 712.493 640.795 1161.938 156.825 154.751 395.714
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.609   2.61   1.758   2.355   1.933   2.678   2.495   2.657
[2,] 564.297 626.77 350.997 549.102 234.776 486.154 505.808 398.862
[3,] 434.796 488.83 279.050 445.209 264.756 386.349 541.925 377.098
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   3.044   2.668   5.131   3.079   6.203   3.002    5.995   3.753
[2,] 568.516 661.982 947.561 729.762 807.847 387.334 2305.739 903.242
[3,] 595.661 577.283 810.215 728.068 850.941 418.813 1493.185 898.533
       [,25]   [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.364   2.988    3.021   3.105   2.926   1.586   2.816   3.141
[2,] 166.424 666.576  656.423 477.651 659.149 245.403 544.972 413.632
[3,] 201.824 998.795 1021.099 434.021 678.997 209.168 577.433 424.878
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]
[1,]   1.883   3.528   2.989   2.852   3.423   2.356   2.744   1.03
[2,] 275.504 560.947 638.110 585.909 423.998 505.520 427.942 126.19
[3,] 270.540 710.061 551.779 509.923 376.973 376.177 495.826 146.15
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.629   0.812   2.598   2.313   2.185   1.194   2.778   2.781
[2,] 334.645 108.687 413.646 519.313 312.086 196.871 434.255 423.702
[3,] 326.733  99.125 517.813 449.178 354.047 186.866 478.467 362.753
       [,49]  [,50]   [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]
[1,]   3.833   2.02   3.419   3.434   1.452   3.485   2.69   2.407   1.424
[2,] 498.236 388.56 759.093 464.224 213.183 706.559 573.77 626.540 579.057
[3,] 607.507 349.35 696.464 455.483 201.775 711.552 650.90 567.256 575.322
       [,58]  [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.946  0.573   1.803   1.197   2.375   2.246   2.498   2.837
[2,] 353.753 79.653 476.475 169.384 347.905 351.237 572.828 638.302
[3,] 392.454 88.432 628.707 124.445 418.708 310.325 410.112 596.116
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.109   2.979   2.579   2.209   1.391   2.854   2.679   3.464
[2,] 164.991 611.908 382.540 661.498 178.153 384.834 445.616 521.478
[3,] 162.257 572.577 314.360 707.137 175.087 432.926 487.319 539.809
       [,74]   [,75]   [,76] [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   3.382   3.838   2.617   2.4   0.8335   2.345   2.267   2.189
[2,] 727.312 569.217 623.051 621.1 114.8843 532.803 338.381 510.618
[3,] 585.592 504.050 549.379 630.4 126.5598 557.418 288.380 570.131
       [,82]   [,83]    [,84]  [,85]  [,86]   [,87]   [,88]    [,89]
[1,]   1.763   1.995   0.9667   2.19   2.17   5.265   4.662   0.8622
[2,] 265.684 355.532 160.1130 556.42 308.24 707.394 603.647 225.1477
[3,] 250.369 285.406 160.2740 406.89 288.47 609.457 662.824 259.8367
        [,90]   [,91]  [,92]   [,93]   [,94]   [,95]   [,96]    [,97]
[1,]   0.7928   1.311   1.46   2.248   1.549   2.339   11.47    8.773
[2,] 274.4775 271.111 242.06 327.384 210.912 301.817 2052.13 1788.155
[3,] 225.1847 235.208 220.76 386.708 228.039 345.136 1947.65 1549.030
       [,98]
[1,]   3.454
[2,] 848.142
[3,] 905.608
[1] "--- VAR model 2017-10-04 18:01:00  completed"
[1] "Completed training sample:  2017-10-04 18:01:00 - 2017-10-05 02:00:00"
[1] "SpVAR;   training sample:  2017-10-04 18:31:00 - 2017-10-05 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.8733         -0.2566        -0.1031         -1.506
          0.3090          2.0438        -3.8687         -4.744
          0.1159          2.1744        -3.0987         -4.054
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.0887         0.5415          -0.9811         -1.15791
         0.8759         0.3932           0.8878          0.80124
        -3.4814         0.2511           0.3200         -0.04815
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -2.79271           -2.643           1.3449         -2.98498
         -0.03782           -1.872          -1.6072         -4.22499
          0.39093            1.188          -0.0551         -0.09824
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.538           0.5796            1.346           0.2311
            1.284          -2.1587           -1.692          -2.2463
            1.465          -2.2506           -2.178          -4.0360
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.057          -2.9149           3.7838           2.2323
           -1.809          -0.6855           0.5213          -0.6416
           -5.948          -2.4437          -0.5903          -0.2360
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -2.440           -2.259           -7.424          0.32714
           -5.138            1.762           -1.752         -4.27620
           -3.452            1.855           -5.797         -0.06788
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.9714          -3.5744           -1.709          -4.3226
          -0.2198          -1.4133           -5.250          -0.9538
           0.4921           0.6128           -1.132          -0.2423
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.169           0.2719          -0.7601           0.1722
           -4.203           0.1116          -5.2734           1.4907
           -5.069           0.3255          -3.1129          -1.5015
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.1532            1.689           -3.325            2.353
          -1.9247           -3.983            1.205           -0.895
          -0.6534           -2.723           -2.854           -2.213
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -2.7264          -5.8581          -1.3903           0.8361
           0.9775           0.4041          -0.7916          -0.3278
           0.3912          -0.4969          -0.4147           1.4969
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          0.24937          -0.1150          -2.2398           -1.777
         -0.75350           0.9518          -1.9047           -2.834
          0.03979          -0.1513           0.3345           -1.950
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.2201           1.3210           0.5239           -6.122
          -0.7784           1.2428          -1.4425           -1.506
           0.8879           0.4286          -1.6444            1.129
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.277          0.16403            4.993            1.468
           -4.486         -1.82745           -1.269            1.271
            2.296         -0.08273           -4.781           -1.174
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.4729            3.223          -1.8302           -3.307
          -0.3895            1.361           2.7057            3.127
          -0.9223           -2.139          -0.4019            1.322
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.4934        -3.397539          0.05169          -0.6007
          -0.1365         3.176965         -0.06164          -3.2538
           2.0069        -0.003394         -0.12549           0.3520
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.5764           0.5031           1.1622            3.098
          -0.4223          -0.3137          -0.1491           -1.720
          -0.4374          -0.6122           0.8137           -2.322
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.035         0.558889            2.251           1.1894
            1.952         0.576375            4.663           1.7427
           -2.718        -0.006072           -2.788          -0.1431
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.449           1.0368          -0.3089          1.34029
            3.111           0.6709           1.1855          0.03181
            2.283           2.1438           2.3257         -0.26401
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2272           2.3233            1.844            1.123
           0.2906          -0.5274           -2.640            1.738
          -0.9206           1.3109           -2.266           -2.092
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.3394          0.71722          -2.3430          -0.6855
           3.9020          0.66914           1.2628          -1.1419
          -1.1048          0.04156          -0.7331           1.4726
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.671           -1.721           1.0897           0.6296
            1.171            1.818           2.5819           0.4140
            1.013            2.440          -0.5796           0.5770
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.7466          -0.3047            3.752          0.08614
          -3.6355           1.6257            3.367          0.40226
           0.1166           1.9292           -1.168         -1.91357
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3938         -0.39860          -1.0820         -1.05634
           0.2491         -0.76776           0.8264         -0.06377
          -0.3772         -0.05604          -0.9631         -0.65222
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.707          1.25640            3.616            250.2
            2.307          0.37876            5.630            237.9
           -1.829         -0.01457            6.583            231.8
 rnd_95776.volume rnd_95787.volume
            6.687          -1.4193
          -16.491          -3.5051
           -3.836           0.5928
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.564 1.554 3.936 1.968 5.049 0.7466 1.042 2.172 2.679 1.858 1.288
[2,] 2.133 1.861 4.800 2.877 6.710 0.9038 1.264 2.616 3.275 2.823 1.786
[3,] 2.601 2.097 5.457 3.580 7.688 1.0392 1.411 2.959 3.580 3.255 2.023
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.692 1.278 1.935 1.815 2.095 2.126 1.737 3.636 2.265 4.290 2.215
[2,] 2.566 1.543 2.652 2.557 2.537 2.951 2.889 4.953 3.283 5.130 2.660
[3,] 3.028 1.786 2.993 3.145 2.907 3.526 3.536 5.787 4.067 5.861 3.045
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  4.288 2.550 0.9696 2.076 2.157 2.213 1.980 1.178 1.988 2.275 1.322
[2,]  8.721 3.890 1.1337 3.001 3.086 2.787 3.040 1.449 2.716 2.757 1.620
[3,] 10.402 5.053 1.3274 4.511 4.626 3.181 3.725 1.629 3.407 3.125 1.913
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.639 2.017 2.090 2.355 1.777 1.931 0.7404 1.726 0.5392 1.916 1.696
[2,] 3.286 3.034 2.896 2.734 2.456 2.492 0.8692 2.023 0.6547 2.435 2.540
[3,] 4.106 3.489 3.473 3.064 2.734 2.932 0.9610 2.281 0.7485 3.021 3.009
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.570 0.8369 1.988 2.072 2.674 1.490 2.421 2.500 1.083 2.416 2.021
[2,] 1.944 1.0788 2.478 2.549 3.177 1.974 3.670 3.018 1.302 3.403 2.793
[3,] 2.351 1.2621 3.026 2.800 3.650 2.252 4.364 3.392 1.481 4.291 3.624
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.770 1.015 2.119 0.4252 1.265 0.8218 1.695 1.609 1.813 2.054 0.7887
[2,] 2.761 2.316 2.475 0.5039 2.083 0.9823 2.040 2.013 2.672 3.061 0.9793
[3,] 3.290 3.018 2.847 0.5791 3.120 1.0784 2.520 2.291 3.016 3.657 1.1165
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.040 1.805 1.562 1.008 1.848 1.879 2.421 2.310 2.686 1.843 1.620
[2,] 3.002 2.159 2.745 1.213 2.246 2.384 3.072 3.488 3.304 2.836 2.803
[3,] 3.550 2.445 3.624 1.356 2.769 2.924 3.532 3.999 3.695 3.417 3.568
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5907 1.666 1.604 1.379 1.256 1.430 0.6621 1.588 1.503 3.937 3.406
[2,] 0.7270 2.451 2.008 2.116 1.547 1.853 0.8467 2.446 1.803 4.598 4.064
[3,] 0.8331 3.164 2.237 3.028 1.785 2.146 0.9766 2.818 2.021 5.099 4.669
      [,89]  [,90]  [,91]  [,92] [,93] [,94] [,95]  [,96] [,97] [,98]
[1,] 0.6009 0.5280 0.8592 0.9235 1.617 1.038 1.664  9.072 5.760 2.365
[2,] 0.9100 0.9733 1.1833 1.2145 1.911 1.236 1.983 11.592 8.371 3.593
[3,] 1.2035 1.2343 1.4070 1.3890 2.375 1.427 2.268 13.612 9.766 4.809
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   1.986   1.973   4.998   2.499    6.412   0.9481   1.323   2.758
[2,] 419.381 295.963 794.225 606.932 1278.116 147.2858 206.767 421.741
[3,] 430.490 279.851 750.910 615.989 1084.944 148.3440 181.448 399.914
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   3.402   2.36   1.635   2.148   1.622   2.457   2.305   2.66   2.699
[2,] 545.017 614.41 357.877 557.845 250.176 524.535 520.756 413.73 591.951
[3,] 418.107 468.45 274.866 464.810 259.825 401.158 529.706 410.37 558.157
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   2.206   4.617   2.876   5.448   2.813    5.446   3.238   1.231
[2,] 667.452 972.505 687.028 813.446 425.991 2195.912 849.474 169.886
[3,] 589.689 865.291 694.411 819.716 428.398 1639.666 932.830 199.675
       [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.636   2.739   2.81   2.514   1.497   2.525   2.889   1.679
[2,] 626.451 638.300 489.75 667.062 244.006 535.195 450.329 270.641
[3,] 974.240 996.398 443.53 622.322 215.046 594.602 425.162 294.604
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   3.352   2.561   2.654   2.991   2.256   2.451   0.9402   2.192
[2,] 566.246 655.475 579.911 401.365 490.492 455.907 131.6296 305.474
[3,] 711.842 498.044 553.932 400.308 346.900 446.340 118.5629 304.668
        [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.6847   2.433   2.154   1.993   1.063   2.524   2.632   3.395
[2,] 107.3774 434.470 546.631 331.511 196.855 427.843 428.953 496.121
[3,] 104.9360 517.135 466.812 382.680 189.405 502.299 335.583 519.558
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.893   3.074   3.175   1.375   3.068   2.566   2.248   1.289
[2,] 374.111 797.593 488.931 209.115 692.843 557.315 612.681 601.995
[3,] 313.959 683.028 447.694 203.990 755.831 668.076 517.614 559.547
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.691  0.5399   1.607   1.044   2.153   2.043   2.302   2.608
[2,] 370.014 78.1896 478.567 155.614 328.307 349.954 567.767 656.251
[3,] 406.643 82.5626 671.793 128.718 427.740 316.400 404.601 578.577
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.002   2.591   2.292   1.983   1.281   2.346   2.386   3.075
[2,] 167.851 636.961 342.660 652.736 195.135 369.067 424.423 546.584
[3,] 155.063 547.907 331.293 684.506 175.174 468.635 489.559 504.421
       [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]
[1,]   2.934   3.411   2.341   2.057   0.75   2.115   2.036   1.751
[2,] 755.567 556.606 623.308 661.414 122.59 519.906 349.237 464.180
[3,] 565.561 478.474 551.368 638.605 117.66 578.521 285.545 626.420
       [,82]   [,83]    [,84]   [,85]   [,86] [,87]   [,88]    [,89]
[1,]   1.595   1.816   0.8408   2.017   1.909   5.0   4.325   0.7631
[2,] 261.063 340.652 152.5894 537.921 287.807 687.0 641.014 197.6228
[3,] 257.336 313.510 140.7379 404.528 264.338 636.9 664.594 227.7695
        [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]    [,97]
[1,]   0.6705   1.091   1.173   2.054   1.317   2.114   11.52    7.314
[2,] 236.4500 235.271 228.095 294.446 194.299 311.728 2086.72 1756.454
[3,] 219.4756 220.128 194.886 407.905 206.100 318.061 2063.76 1454.680
       [,98]
[1,]   3.003
[2,] 782.403
[3,] 924.198
[1] "--- VAR model 2017-10-04 18:31:00  completed"
[1] "Completed training sample:  2017-10-04 18:31:00 - 2017-10-05 02:30:00"
[1] "SpVAR;   training sample:  2017-10-04 19:01:00 - 2017-10-05 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.735          -4.580         1.0028         -2.015
           1.045          -0.987         0.3675         -2.810
          -3.426          -1.478         1.6084          3.449
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.271        -0.1892           0.2021           2.6926
          1.469         0.6689           0.5683           1.4042
         -7.374        -0.5733          -0.3302          -0.6947
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.2724           -2.484           0.3499           0.1659
          -0.1028            1.059          -0.9059           2.1312
           3.4816            3.260          -0.9835           3.0360
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9703            1.356            2.309           -5.639
           1.5066            3.043            2.690            0.459
          -1.6133            1.676            4.091           -6.135
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -5.5917           -2.410           -1.434          -0.7284
           0.1117           -2.757           -6.438          -3.2048
          -1.5744            1.660            1.155          -1.9665
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           4.5067          -0.6466            8.440           -1.484
           0.7264          -0.5968           -1.354            5.677
           1.2362           3.4783            3.135           -2.868
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.49414          -4.8124           -6.380           0.1267
          0.01411           5.5185            4.101           0.3693
          0.33902          -0.9728            3.640           1.4650
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -0.5935           0.2031           0.2963            3.483
          -3.8228          -0.3481          -6.6336            1.318
           4.6712           1.5758           2.4787            2.580
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.6847           0.9711           0.9247           0.7599
          -1.0608          -1.5741          -2.7596          -5.0838
           2.4824          -3.5454          -3.3106          -3.0231
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.133           2.1549          3.01121           0.4674
            3.396           2.1070         -0.88573          -0.2817
            1.264          -0.2657          0.08201           0.3405
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.5969         -0.38871           0.7055         -0.03634
           0.1911          0.64953           0.1741          1.78362
          -1.2989          0.09786          -1.7982         -2.15891
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.5170          0.42777            3.110            1.404
          -0.5577         -0.01349            5.345           -2.334
          -2.3832          0.56977           -1.298            2.449
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.3376           -2.125           -1.961          1.25271
          -0.3857            2.373            3.635          1.89947
          -0.7967            1.837            1.503         -0.03421
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.22003           -3.011           0.4076        -0.074162
          0.04247            3.087          -0.5089         0.004526
         -1.10608            4.166           3.3578         2.980557
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.2265          -1.6563          0.15225           3.3039
           2.4403          -2.2112          0.13296          -2.0297
          -0.8107           0.0114         -0.04574          -0.3749
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4601           2.7994          -0.3778           4.1609
          -0.1256           0.1246           0.9695           1.7792
           0.4914          -1.2545          -0.1202          -0.6494
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.8723          1.78257         -0.04694           -1.338
           2.3103         -0.02796          2.65856           -2.197
          -0.2767          1.18582         -0.37662           -2.483
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           2.1113            1.085            2.390            2.876
           0.3121            1.326           -0.544            1.880
          -0.2787            1.641           -1.444           -3.600
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.412           -4.022            1.184           -3.408
           -3.476            1.218           -2.518           -1.114
           -6.153           -6.624            1.841           -2.920
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.042          -0.1948          0.67153          1.68981
           -1.855           0.3155         -2.63831         -0.03481
           -1.815          -0.4741         -0.07514          0.36207
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.411           3.5661           0.3061           0.5593
           -1.690           3.3058          -0.1581           0.2133
           -2.813          -0.2391           1.1624           0.2448
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.2400           -4.284           0.1581            2.717
           0.3129           -1.148           1.6404            2.366
           0.7666           -1.459           0.3299            2.875
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.1236           0.4606           0.6232           1.0374
           0.4630           0.4214           0.6748           1.6209
           0.3494           1.3472           0.5753          -0.4341
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.7260           0.7999            1.454            230.9
           0.3773          -0.3614            2.206            220.7
          -0.1363          -0.8696            2.215            233.5
 rnd_95776.volume rnd_95787.volume
            4.200           -3.173
            5.843            6.746
           -3.191           -1.923
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.510 1.401 3.558 1.784 4.379 0.6789 0.9287 1.972 2.437 1.630 1.126
[2,] 1.990 1.665 4.310 2.625 5.940 0.8136 1.1551 2.335 2.995 2.564 1.590
[3,] 2.405 1.900 4.901 3.385 6.730 0.9180 1.2703 2.616 3.305 2.910 1.841
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.477 1.105 1.879 1.699 1.921 1.884 1.586 3.496 2.099 3.994 2.073
[2,] 2.343 1.394 2.457 2.285 2.346 2.608 2.632 4.588 2.913 4.800 2.462
[3,] 2.682 1.621 2.770 2.838 2.773 3.255 3.167 5.363 3.623 5.408 2.804
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 3.800 2.372 0.8706 1.828 2.121 2.125 1.787 1.026 1.854 2.168 1.193
[2,] 7.979 3.567 1.0423 2.703 2.964 2.591 2.711 1.267 2.500 2.617 1.431
[3,] 9.328 4.468 1.2258 4.040 4.357 2.967 3.476 1.417 3.117 2.965 1.711
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.306 1.828 1.869 2.102 1.666 1.806 0.6523 1.550 0.4664 1.817 1.561
[2,] 2.875 2.775 2.605 2.471 2.289 2.232 0.7869 1.861 0.5737 2.286 2.291
[3,] 3.695 3.154 3.222 2.806 2.546 2.675 0.8760 2.116 0.6601 2.789 2.763
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.438 0.8258 1.837 1.851 2.460 1.354 2.003 2.191 0.9224 1.973 1.802
[2,] 1.735 1.0146 2.352 2.275 2.833 1.752 3.321 2.688 1.1054 2.906 2.510
[3,] 2.129 1.1554 2.835 2.493 3.328 2.014 3.982 2.985 1.2865 3.869 3.322
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.667 0.9565 1.958 0.3731 1.147 0.7982 1.557 1.460 1.734 1.898 0.7013
[2,] 2.461 2.0947 2.240 0.4378 1.902 0.9330 1.891 1.852 2.524 2.770 0.8980
[3,] 2.940 2.7364 2.572 0.5080 2.832 1.0248 2.336 2.111 2.872 3.296 1.0339
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.874 1.672 1.388 0.8229 1.739 1.637 2.177 2.026 2.508 1.662 1.368
[2,] 2.767 2.017 2.487 1.0801 2.104 2.141 2.742 3.157 3.090 2.567 2.566
[3,] 3.227 2.298 3.288 1.2230 2.532 2.522 3.128 3.646 3.422 3.104 3.231
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5212 1.474 1.466 1.168 1.202 1.297 0.5806 1.386 1.300 3.392 3.020
[2,] 0.6638 2.237 1.805 1.851 1.418 1.670 0.7229 2.182 1.567 3.921 3.603
[3,] 0.7386 2.920 2.022 2.762 1.628 1.989 0.8504 2.537 1.775 4.535 4.224
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96] [,97] [,98]
[1,] 0.5360 0.4575 0.8156 0.8347 1.521 0.8934 1.550  8.822 4.879 2.187
[2,] 0.7805 0.8634 1.0741 1.0728 1.785 1.1000 1.907 10.395 7.452 3.350
[3,] 1.0419 1.0865 1.2629 1.2288 2.196 1.2670 2.151 11.750 8.764 4.354
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   1.917   1.779   4.518   2.265    5.56   0.8621   1.179   2.504
[2,] 413.191 286.907 775.329 613.745 1279.61 142.9576 218.947 398.320
[3,] 430.562 291.530 743.935 681.166 1008.60 135.4959 168.494 376.219
        [,9]  [,10]  [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   3.095   2.07   1.43   1.875   1.403   2.386   2.158   2.44   2.392
[2,] 554.893 630.71 358.05 579.913 270.729 504.574 486.960 429.41 575.007
[3,] 445.400 438.70 295.83 415.877 263.684 408.154 536.546 471.33 620.866
       [,18]  [,19]   [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   2.015   4.44   2.665   5.072   2.632    4.825   3.013   1.106
[2,] 669.312 947.17 644.122 848.745 423.587 2236.501 849.238 182.712
[3,] 561.571 885.12 686.352 794.327 427.977 1540.636 857.699 205.657
       [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.321    2.694   2.698   2.269   1.303   2.355   2.753   1.515
[2,] 634.934  659.654 472.529 650.036 236.729 534.342 467.278 252.146
[3,] 956.969 1018.088 460.597 693.195 202.933 593.403 444.470 298.707
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   2.928   2.322   2.374   2.669   2.116   2.293   0.8284   1.969
[2,] 547.171 665.294 578.377 413.907 500.463 418.115 140.2841 328.199
[3,] 740.115 477.975 604.311 424.042 355.021 469.848 122.7109 321.150
        [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.5923   2.307   1.983   1.825   1.049   2.332   2.351   3.124
[2,] 106.4969 441.892 534.560 309.917 187.908 468.655 421.595 447.951
[3,] 104.0907 509.772 492.488 393.275 176.157 504.240 325.087 556.560
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.719   2.543   2.782   1.171   2.506   2.288   2.117   1.215
[2,] 354.768 844.499 496.603 194.201 680.015 556.913 576.921 594.061
[3,] 316.444 700.470 413.912 209.817 814.159 693.762 513.145 561.299
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]  [,65]
[1,]   2.486  0.4738   1.456   1.014   1.977   1.854   2.202   2.41
[2,] 346.926 73.0148 483.639 154.005 342.094 362.940 584.521 643.31
[3,] 402.786 82.1005 669.011 135.123 437.126 322.976 436.572 569.16
        [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   0.8905   2.38   2.123   1.762   1.045   2.208   2.079   2.764
[2,] 178.8005 649.03 359.842 658.019 223.018 377.757 440.022 531.414
[3,] 163.3300 529.49 351.022 685.287 182.881 448.862 424.566 480.049
       [,74]   [,75]  [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   2.572   3.185   2.11   1.737   0.6619   1.871   1.861   1.484
[2,] 771.811 575.090 623.84 692.128 131.0409 536.693 335.966 457.663
[3,] 581.768 468.872 555.96 626.040 103.2219 598.358 289.981 653.501
       [,82]   [,83]    [,84]  [,85]  [,86]   [,87]   [,88]    [,89]
[1,]   1.527   1.646   0.7372   1.76   1.65   4.308   3.835   0.6807
[2,] 239.341 335.349 137.3154 537.08 279.16 626.650 626.342 180.8556
[3,] 254.977 344.716 142.7674 412.98 265.47 726.233 702.961 220.0064
        [,90]   [,91]  [,92]   [,93]   [,94]   [,95]  [,96]    [,97]
[1,]   0.5809   1.036   1.06   1.931   1.134   1.968   11.2    6.196
[2,] 233.4321 222.803 214.84 297.798 204.567 354.159 1752.7 1795.511
[3,] 210.2689 211.734 190.98 407.753 200.424 317.207 1746.6 1470.111
       [,98]
[1,]   2.777
[2,] 809.017
[3,] 886.393
[1] "--- VAR model 2017-10-04 19:01:00  completed"
[1] "Completed training sample:  2017-10-04 19:01:00 - 2017-10-05 03:00:00"
[1] "SpVAR;   training sample:  2017-10-04 19:31:00 - 2017-10-05 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.5932          0.3995         1.3534         -2.010
          0.4991         -1.5765         1.8392          4.852
         -2.6055          0.1291        -0.8228          4.503
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.766         0.8916           0.3088          -3.3279
         -2.303         0.3560           0.5232           2.0048
         -1.177        -0.8007          -0.1969           0.4836
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.109        -0.657723           0.6307           -1.297
           -2.130        -5.640720          -0.5762           -3.340
           -0.433        -0.009435          -1.9293           -2.253
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.8887          -3.5171           -3.866           -3.288
           0.9434          -0.5887           -2.115           -3.164
          -0.9592          -1.3824           -4.259           -1.251
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.630            1.322            3.029            2.067
           -2.281           -4.429           -5.301           -4.271
           -4.422           -3.116            1.076           -1.975
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            3.980           1.1029            9.723            2.027
            2.174           0.3252            3.662            4.047
            1.306           1.4751            0.292            1.416
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.6160            2.435            1.574            3.494
          -1.1258            4.448            6.833            1.370
          -0.2872            3.928            2.797            0.158
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.964           2.7380           0.2588           -2.733
            5.892          -1.1587           1.2124           -3.991
            4.440           0.9917           6.3524           -2.251
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          1.04853           -7.189           -4.011           -2.924
         -0.08703           -2.774           -7.305           -3.626
          0.58699            1.644            1.672           -3.458
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.1192          -1.4704            1.259           0.4242
           0.1059           1.1090           -3.287          -0.6322
          -0.2915           0.1257            3.299          -0.8983
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.5540           0.2402           -1.120           -2.308
          -0.8134           0.4175           -1.828           -3.084
           2.0465           0.2037           -5.493           -1.559
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3406          -0.6852            1.547          -0.2149
          -0.2794           0.5075            1.185          -2.3285
          -0.6973          -0.4317           -2.666          -1.0945
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.9531        -0.247192           -4.340         -0.57650
           1.1280        -0.009504            8.995          0.07441
           2.0154         0.561423           -5.136          1.59672
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.2579         -0.04966            1.244           -1.279
          -0.5148          1.27328           -2.264            2.298
           1.0790         -0.30455            4.537            4.051
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.8082            1.776          -0.6309           4.2901
           0.6775           -2.590          -0.4931           2.6433
          -0.4725           -0.257          -0.1408           0.3709
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1752        -0.003473           -2.978         -1.53992
          -0.6774        -0.156750            1.201         -0.62847
          -0.4039        -1.251741           -2.110         -0.06365
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.279          -0.3772           -1.602           0.3654
           -1.445           0.4095           -3.775           1.7475
            3.419           0.4464            3.026           2.3294
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.211         -0.25646          -1.3976         -0.01025
           -1.891          0.07596          -1.5061          1.11936
            1.092          0.66393          -0.3639         -3.20933
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.962           -1.092           -5.119          -2.5450
           -2.259            1.299           -0.577          -1.4511
           -1.231           -3.467            2.944           0.2649
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.7381          -0.2783            1.010           0.5750
          -2.9047           0.4552           -1.967           0.3445
          -0.0563          -0.4079           -1.757           0.4432
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.2008           2.1213           -1.571           0.1501
           0.9497           2.0398           -1.237          -0.8073
          -1.7397          -0.1611            3.048           0.9346
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.2282         -0.01632            1.841           -4.979
          -1.7633         -1.00222            6.155            6.361
           2.6134          0.77657            3.625           -1.549
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.51920          0.06502         -0.59258          -0.6094
         -0.66849         -0.42510         -0.96945          -1.4902
          0.07465         -1.21879          0.04539           0.2831
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1554          -1.3910            4.733            235.1
           3.2088           0.2036            7.073            228.9
           1.7893           0.5238            3.119            247.2
 rnd_95776.volume rnd_95787.volume
            9.900           2.6727
           -3.081           4.7556
           -3.884           0.5674
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.413 1.296 3.258 1.588 4.176 0.5541 0.854 1.712 2.084 1.352 1.006
[2,] 1.880 1.558 4.053 2.375 5.488 0.7017 1.074 2.051 2.612 2.317 1.390
[3,] 2.270 1.778 4.583 3.195 6.331 0.7959 1.182 2.316 2.918 2.664 1.631
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.409 1.002 1.714 1.582 1.650 1.759 1.389 3.280 1.939 3.672 1.894
[2,] 2.106 1.205 2.196 2.080 2.032 2.400 2.311 4.211 2.656 4.618 2.276
[3,] 2.412 1.359 2.515 2.638 2.362 2.777 2.770 4.904 3.248 5.181 2.598
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.590 2.316 0.7833 1.744 1.860 2.018 1.476 0.9569 1.615 1.912 1.115
[2,] 7.316 3.280 0.9570 2.543 2.704 2.460 2.411 1.2016 2.164 2.371 1.333
[3,] 8.632 4.118 1.1408 3.730 3.931 2.779 3.247 1.3492 2.807 2.747 1.583
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.087 1.707 1.712 1.804 1.556 1.648 0.5352 1.300 0.4186 1.553 1.412
[2,] 2.652 2.502 2.446 2.247 2.078 2.045 0.6731 1.612 0.5074 2.015 2.021
[3,] 3.375 2.919 3.063 2.509 2.333 2.498 0.7581 1.863 0.5874 2.462 2.485
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.219 0.7702 1.607 1.604 2.282 1.269 1.878 1.927 0.8184 1.884 1.599
[2,] 1.532 0.9460 2.125 1.958 2.663 1.683 3.011 2.307 0.9667 2.744 2.440
[3,] 1.883 1.0821 2.579 2.189 3.104 1.884 3.633 2.658 1.1306 3.524 3.095
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.393 0.8836 1.711 0.3562 1.037 0.7511 1.439 1.341 1.610 1.755 0.6651
[2,] 2.357 1.9091 2.019 0.4229 1.795 0.8844 1.771 1.711 2.262 2.442 0.8495
[3,] 2.801 2.7070 2.274 0.4802 2.626 0.9746 2.129 1.958 2.664 2.954 0.9775
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.747 1.594 1.187 0.7750 1.703 1.457 1.980 1.851 2.129 1.508 1.202
[2,] 2.514 1.890 2.204 0.9989 2.035 1.996 2.505 2.945 2.708 2.374 2.320
[3,] 2.958 2.167 2.921 1.1216 2.390 2.355 2.838 3.352 3.071 2.839 3.001
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4505 1.313 1.160 1.089 1.077 1.203 0.5064 1.233 1.228 2.926 2.808
[2,] 0.5680 2.007 1.398 1.681 1.281 1.564 0.6215 1.880 1.472 3.508 3.459
[3,] 0.6404 2.720 1.560 2.511 1.481 1.817 0.7373 2.236 1.670 4.066 4.042
      [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 0.4730 0.4159 0.7132 0.7322 1.448 0.7646 1.459  8.65 4.572 2.130
[2,] 0.7103 0.7883 0.9376 0.9293 1.672 0.9201 1.814 10.33 6.635 3.057
[3,] 0.9385 0.9706 1.0984 1.0807 2.009 1.0528 2.078 11.66 7.869 3.965
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   1.795   1.645   4.137   2.016    5.303   0.7037   1.084   2.175
[2,] 420.111 293.388 817.672 598.925 1207.407 145.9907 220.972 382.696
[3,] 431.428 290.092 725.268 724.480 1070.464 127.3014 167.308 364.481
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.646   1.717   1.278   1.789   1.273   2.176   2.008   2.095
[2,] 534.209 637.895 325.174 530.870 226.951 465.854 458.038 402.093
[3,] 440.678 446.088 289.658 398.424 212.800 415.680 550.249 408.424
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.233   1.764   4.166   2.462   4.663   2.404    4.559   2.941
[2,] 553.847 626.437 895.524 615.550 949.738 427.938 2161.516 787.554
[3,] 473.450 517.685 852.078 633.739 796.324 425.336 1553.693 844.110
        [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   0.9947   2.215   2.362   2.563   1.874   1.215   2.051   2.428
[2,] 186.4015 627.523 665.383 476.904 646.484 246.444 488.467 475.344
[3,] 210.5756 925.270 967.575 438.101 737.222 208.050 606.053 470.633
       [,33]  [,34]   [,35]   [,36]  [,37]   [,38]   [,39]    [,40]
[1,]   1.416   2.65   2.167   2.174   2.29   1.976   2.093   0.6796
[2,] 247.783 554.68 620.216 592.603 454.67 467.187 410.335 138.4150
[3,] 289.553 707.88 509.907 625.236 378.16 359.399 486.497 118.2851
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]
[1,]   1.651   0.5315   1.972   1.793   1.548   0.978   2.04   2.036
[2,] 323.179  97.2714 435.492 490.171 314.499 186.305 471.44 380.719
[3,] 316.898 100.3259 479.558 490.235 371.210 178.093 495.75 332.072
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]  [,55]   [,56]
[1,]   2.898   1.611   2.385   2.447   1.039   2.393   2.03   1.768
[2,] 465.285 374.981 797.959 430.365 174.484 676.553 625.21 645.011
[3,] 540.508 287.073 689.168 447.738 198.836 749.558 645.52 512.663
       [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.122   2.173  0.4524   1.316   0.9537   1.827   1.703   2.045
[2,] 573.837 363.274 77.2905 496.777 158.3591 349.798 360.191 538.793
[3,] 650.771 355.027 77.1145 650.196 138.8345 400.903 322.559 477.309
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]  [,72]
[1,]   2.229   0.8446   2.219   2.024   1.507   0.9841   2.162   1.85
[2,] 575.899 179.1837 612.994 344.332 629.813 213.6949 378.061 462.76
[3,] 563.098 163.9957 528.088 359.455 650.084 173.0154 425.165 423.59
       [,73]  [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.514   2.35   2.703   1.915   1.526   0.5721   1.668   1.473
[2,] 520.456 776.83 567.676 621.814 673.081 117.2980 514.710 264.510
[3,] 452.185 542.92 491.019 527.731 645.138 100.3165 622.658 234.703
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.383   1.368   1.527   0.6431   1.565   1.559   3.715   3.566
[2,] 434.200 235.053 339.000 122.1517 481.468 275.343 656.410 684.601
[3,] 632.721 251.908 313.611 134.4977 410.003 267.587 697.002 709.155
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]   [,95]   [,96]
[1,]   0.6006   0.5281   0.9057   0.9298   1.838   0.9709   1.852   10.98
[2,] 179.6857 227.0591 206.3591 194.0425 283.292 173.5498 365.776 1916.13
[3,] 207.9813 192.0512 194.0568 187.0539 377.759 173.5433 343.608 1834.27
        [,97]   [,98]
[1,]    5.805   2.705
[2,] 1630.444 743.481
[3,] 1434.671 856.349
[1] "--- VAR model 2017-10-04 19:31:00  completed"
[1] "Completed training sample:  2017-10-04 19:31:00 - 2017-10-05 03:30:00"
[1] "SpVAR;   training sample:  2017-10-04 20:01:00 - 2017-10-05 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          3.7764          1.0189        -1.8153         0.1836
         -2.3484         -3.3680         2.8025         4.7222
          0.3935         -0.3425        -0.5566        -4.9217
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.692         1.2026           1.0372          -2.1314
        -12.053        -0.4619          -1.7121          -5.7449
          8.221        -1.6080          -0.5251           0.9875
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.166           -4.056           0.9383            2.221
           -4.807           -3.244          -4.3271           -1.183
            3.514           -3.100          -0.8935           -3.192
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.707          -2.5795          -5.3728           -1.516
           -2.173           0.5747          -0.3454           -6.124
            1.162           1.9417          -0.9249           -1.152
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.763           -1.943            3.215           -4.561
           -2.386           -9.804           -9.297            4.623
           -2.362           -4.151           -1.948           -3.981
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -5.58537          -2.2573          -7.7514            10.34
          3.33922           0.2953           0.5795           -10.10
         -0.04728          -3.1273           9.6677             8.37
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2149           0.6124           0.9684            1.299
          -1.4638          -6.6026           1.4430            2.047
           0.7521           4.3737          -4.8691            2.382
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            0.458           -2.513           -0.651          -3.0923
            6.051           -2.656            6.408          -0.4755
           -5.459            1.043           -1.361           2.3366
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.623           -2.479           -2.393           -5.539
            2.299            4.890           -1.334           -2.133
            0.712            1.927            4.121           -1.965
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.6474          -2.0989           -5.194          0.03843
           5.5320          -2.6504            1.570         -0.48337
           0.3748           0.4226           -1.900          0.40477
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.580           0.2666          -2.2153            4.836
           -1.685          -1.0162           0.4566           -4.564
           -1.294          -1.9164          -3.4132            3.104
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.202            1.696           0.1812           0.9818
            2.651           -1.742          -0.1256           0.7186
            1.634            1.241           3.0322           0.9995
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           7.5356          -2.2183           9.3658           1.0743
          -0.9884           4.8315          -0.5089          -0.1586
          -1.2812          -0.2128          -4.1370          -1.8477
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.0095           1.2029          -0.3499           1.0900
           1.2496           1.0202           5.2789           0.4123
           0.5071           0.2955          -1.8807          -1.4937
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.771          -1.6957           0.2880          -0.3192
           -1.771           0.4656          -0.5360           2.7263
            6.762           2.5860          -0.6401           1.9740
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.0000          -0.2572          -3.1663           0.8963
          -2.4139          -0.6162          -0.4782           0.6746
          -0.6545           2.0045          -1.0945           3.9318
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.6934          -0.8047        -1.320098           -2.500
          -1.4143           1.3749        -0.002281            2.602
          -5.9614          -0.7318        -1.282488            3.831
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -3.5925          -0.3586          -1.9232            5.344
          -0.3349          -2.0681          -1.0100           -2.148
           4.1283           0.6943           0.9595           -0.196
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4117            5.884           -1.872          -0.2546
          -0.4995           -1.721            3.498           6.0449
           1.5459           -4.382            2.134          -4.5852
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.608           0.2258          -0.6906           2.2226
            4.358          -0.1636           2.7991           0.1057
           -1.003          -0.1712           2.8652           1.4419
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.517            0.593          -0.6539           0.3498
            2.850            1.465           2.7869          -0.5737
            5.192            4.399          -1.7235           0.7206
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.9800           0.3272            4.054            7.819
          -3.9043          -1.4814           -7.827           -2.007
           0.4512          -1.1654           -5.574           -3.417
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        -0.377382          -0.3489          -0.3323         -2.54573
        -0.002025          -2.3500          -0.8043         -0.04555
        -1.775978          -0.5125           0.2635          0.94197
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.9864           1.6545          -2.8423            271.1
          -1.0281           2.8890          -1.2678            242.9
           0.5016          -0.8073           0.3982            210.2
 rnd_95776.volume rnd_95787.volume
            7.022            5.338
            1.623          -10.162
           -2.233            6.006
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.383 1.173 2.846 1.434 3.858 0.5329 0.7630 1.556 1.906 1.323 0.8993
[2,] 1.785 1.456 3.534 2.126 5.151 0.6593 0.9707 1.893 2.481 2.098 1.2253
[3,] 2.133 1.660 3.994 2.745 5.958 0.7364 1.0837 2.176 2.779 2.466 1.5007
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.346 0.9243 1.665 1.569 1.417 1.677 1.320 2.480 1.909 3.311 1.725
[2,] 2.054 1.0955 2.190 2.063 1.778 2.326 2.201 3.497 2.575 4.199 2.073
[3,] 2.369 1.2612 2.484 2.537 2.066 2.681 2.660 4.077 3.044 4.669 2.356
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.071 2.002 0.7071 1.629 1.724 1.872 1.345 0.8725 1.484 1.732 1.055
[2,] 6.261 2.952 0.8240 2.321 2.447 2.215 2.172 1.1202 2.036 2.227 1.252
[3,] 7.682 3.748 0.9862 3.303 3.489 2.519 2.802 1.2573 2.559 2.524 1.485
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.960 1.623 1.621 1.690 1.489 1.604 0.4573 1.074 0.3811 1.433 1.300
[2,] 2.429 2.328 2.281 2.080 2.008 1.938 0.5909 1.404 0.4604 1.803 1.882
[3,] 3.000 2.743 2.716 2.277 2.258 2.286 0.6697 1.636 0.5350 2.154 2.323
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.138 0.6796 1.469 1.394 2.142 1.124 1.670 1.746 0.7465 1.547 1.498
[2,] 1.361 0.8655 1.919 1.714 2.516 1.518 2.704 2.096 0.8887 2.322 2.267
[3,] 1.717 0.9906 2.290 1.898 2.864 1.737 3.286 2.409 1.0284 3.078 2.891
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.280 0.7774 1.475 0.3168 0.9662 0.7483 1.371 1.193 1.461 1.648
[2,] 2.133 1.7233 1.825 0.3889 1.6407 0.8845 1.647 1.505 2.079 2.296
[3,] 2.599 2.4119 2.064 0.4297 2.4290 0.9834 1.975 1.762 2.424 2.639
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6165 1.563 1.455 1.106 0.6853 1.613 1.362 1.679 1.626 2.032 1.419
[2,] 0.7559 2.234 1.748 2.093 0.8736 1.936 1.894 2.143 2.576 2.601 2.178
[3,] 0.8686 2.576 1.965 2.678 0.9883 2.257 2.202 2.550 3.000 2.898 2.626
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.018 0.3996 1.161 1.042 1.050 1.045 1.066 0.4934 1.119 1.125 2.668
[2,] 2.021 0.5139 1.863 1.254 1.528 1.253 1.450 0.5730 1.804 1.366 3.286
[3,] 2.715 0.5676 2.544 1.444 2.311 1.455 1.685 0.6823 2.175 1.550 3.787
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96] [,97]
[1,] 2.731 0.4235 0.3618 0.5914 0.6640 1.438 0.6394 1.379  8.951 4.179
[2,] 3.289 0.6362 0.7383 0.8203 0.8365 1.607 0.7892 1.746 10.820 6.233
[3,] 3.830 0.8712 0.8788 0.9849 0.9680 1.893 0.9394 1.996 12.149 7.369
     [,98]
[1,] 1.805
[2,] 2.715
[3,] 3.562
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.757   1.49   3.613   1.821    4.899   0.6767   0.9689   1.975
[2,] 413.562 315.81 768.044 575.360 1251.355 142.3326 219.9761 395.571
[3,] 428.099 292.25 682.150 636.294 1097.724 120.2254 176.6776 393.331
       [,9]  [,10]   [,11]  [,12]   [,13]   [,14]   [,15] [,16]   [,17]
[1,]   2.42   1.68   1.142   1.71   1.174   2.114   1.993   1.8   2.129
[2,] 582.15 597.03 305.114 568.45 215.558 521.378 491.006 393.3 590.985
[3,] 459.16 474.67 317.672 433.01 229.091 430.305 541.180 385.8 488.421
       [,18]  [,19]   [,20]   [,21]   [,22]  [,23]   [,24]    [,25]
[1,]   1.676   3.15   2.424   4.205   2.191    3.9   2.542   0.8979
[2,] 645.504 903.90 633.689 946.567 421.283 2000.2 795.195 155.0618
[3,] 547.564 768.44 594.813 748.821 410.838 1632.1 847.081 198.6725
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31] [,32]  [,33]   [,34]
[1,]   2.069   2.189   2.378   1.707   1.108   1.885   2.2   1.34   2.489
[2,] 606.102 636.450 434.207 625.359 257.566 511.125 513.2 247.36 525.786
[3,] 861.247 911.709 439.531 649.155 209.262 568.459 435.6 292.48 645.305
       [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]   [,42]
[1,]   2.061   2.058   2.146   1.891   2.037   0.5807   1.363  0.4839
[2,] 612.135 588.566 444.885 493.683 398.695 137.1739 331.746 94.7365
[3,] 531.447 540.568 339.669 379.238 444.721 115.5756 307.472 99.8791
      [,43]   [,44]   [,45]   [,46]   [,47]  [,48]  [,49]   [,50]   [,51]
[1,]   1.82   1.651   1.444   0.863   1.865   1.77   2.72   1.428   2.121
[2,] 401.04 498.951 273.717 196.462 452.397 365.41 484.14 373.866 779.636
[3,] 431.99 499.336 384.098 176.659 458.640 299.08 501.58 309.343 684.434
       [,52]    [,53]   [,54]   [,55]   [,56]    [,57]   [,58]   [,59]
[1,]   2.217   0.9479   1.965   1.902   1.626   0.9872   1.873  0.4023
[2,] 425.030 176.8317 634.552 623.927 625.575 563.8594 394.196 82.7031
[3,] 435.607 189.7029 740.985 657.576 544.232 618.6329 353.611 67.0007
       [,60]    [,61]   [,62]   [,63]   [,64]   [,65]    [,66]   [,67]
[1,]   1.227   0.9502   1.741   1.515   1.855   2.092   0.7829   1.984
[2,] 486.158 172.9008 334.260 336.449 542.036 586.194 160.3176 585.194
[3,] 656.647 157.5502 399.931 336.168 456.986 477.107 156.9153 470.568
       [,68]   [,69]    [,70]   [,71]  [,72]   [,73]   [,74]  [,75]
[1,]   1.848   1.405   0.8702   2.048   1.73   2.132   2.065   2.58
[2,] 355.212 651.541 198.6122 392.319 482.31 488.403 732.514 595.03
[3,] 328.878 612.151 169.4631 425.176 411.92 506.709 563.475 468.96
       [,76]   [,77]    [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   1.802   1.293   0.5074   1.475   1.323   1.334   1.327   1.353
[2,] 605.765 640.088 118.5048 533.914 255.373 406.689 252.963 360.392
[3,] 537.808 664.767  88.3578 635.177 262.449 635.495 271.156 314.459
        [,84]  [,85]   [,86]   [,87]   [,88]    [,89]    [,90]   [,91]
[1,]   0.6265   1.42   1.429   3.388   3.468   0.5378   0.4594   0.751
[2,] 106.8404 518.73 284.046 702.891 671.549 174.0259 235.9347 208.389
[3,] 135.7765 445.95 268.170 690.071 719.698 218.2163 174.7818 199.874
        [,92]   [,93]   [,94]   [,95]   [,96]    [,97]   [,98]
[1,]   0.8432   1.826   0.812   1.751   11.37    5.306   2.292
[2,] 186.4797 262.585 169.571 392.658 2228.45 1695.581 743.325
[3,] 178.5747 367.103 186.821 354.549 2026.11 1441.066 845.398
[1] "--- VAR model 2017-10-04 20:01:00  completed"
[1] "Completed training sample:  2017-10-04 20:01:00 - 2017-10-05 04:00:00"
[1] "SpVAR;   training sample:  2017-10-04 20:31:00 - 2017-10-05 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5385           2.475        -2.1278         -5.405
         -1.5953          -2.601         3.2383          1.072
          0.2840           1.415         0.6953         -3.478
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.341         0.1816           1.7664            2.620
         -1.883         1.0169           0.7630            2.783
          2.536        -1.0090           0.6927            2.258
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.052         -2.76724          -0.3211           4.5409
            3.984          5.07065          -0.1202          -1.9986
            2.313          0.06692           0.6673          -0.5249
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.891            1.856            2.192           -2.170
            2.689           -1.237           -0.955           -1.113
           -2.662            7.161            9.242           -3.697
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -7.6029          -6.7388          -0.5143            4.959
           4.3838           0.1384           1.9099           -3.286
           0.8314          -2.9153           6.8058            9.373
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.3972          3.45862          -5.1610          -0.3856
           0.6483          0.04569           0.4932          -1.4678
          -0.6614          1.14599          -4.0943          -0.5954
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.5378            1.849            1.843           -3.523
          -0.5936           -5.884           -1.145            5.433
          -0.9535            3.923            3.748            1.833
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -4.4132           0.6661           -1.736          0.07468
          -0.1632           1.3673           -2.050          0.82665
          -3.1599           0.5653           -2.414         -0.65847
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.4579          -0.2720           4.2189            1.242
          -2.4393           4.5096          -1.0932           -1.046
           2.5271          -0.7107          -0.4715            2.115
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            6.911            2.850           5.3315         0.029607
            2.594            1.602           1.7238        -0.008793
            2.985           -2.752           0.6005        -1.074872
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.5575          -0.2963            4.779           3.6017
           0.7294          -0.9108           -2.162           0.4208
          -2.1558          -0.8832            3.825          -4.6115
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          2.57533          -1.0153            1.587            2.558
         -0.02682           1.2659            3.233           -4.257
          3.53774          -0.1208            1.258            1.751
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.890           0.6978            1.947           7.3168
            5.117           5.3781           -3.694           1.8023
           -2.970           0.6560            4.293           0.7634
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.2200          -6.4433          -0.6838           0.8765
          -0.4437           6.9609           3.3349          -6.9969
           0.2369           0.1321          -1.3213           5.7790
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -3.1291           0.3975           1.1077          6.48776
           2.0022          -1.2255          -0.2729         -3.94954
           0.9897           3.3052           0.4262         -0.09437
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5040           3.0199          -1.7950          0.03723
          -1.3268           2.6487           0.3666          5.13533
           0.5642           0.6954           3.0937          3.51286
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.558           0.3503         -0.01026         -3.58235
           -5.202           1.2457         -1.08930          0.03542
            2.792           0.0179          0.29358         -0.12873
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.202           0.3687          -3.4216           0.5048
           -2.164          -0.5903           0.6401          -0.7193
           -1.555          -1.8831          -1.7520           0.3021
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4211          -1.6472           3.1682          -4.5304
           1.6138          -1.0040          -0.9935          -0.4751
           0.2737           0.2162           5.7926          -0.8079
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -4.0323       -0.0005671           4.7166            2.393
           0.1999       -0.6434901          -3.9089           -1.994
          -0.4360        0.4082870          -0.4751            3.280
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.6624           0.9442           1.6956           0.1527
          -3.1241          -0.2424           0.4032           0.5691
          -0.9286           1.5944          -1.4788           0.7913
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.224            2.928           -7.876           14.170
            3.143           -3.679          -11.889            3.695
           -2.866            2.428           -4.635            4.335
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4587           1.1332           0.8654           1.4445
           0.3146          -0.1565           1.2546           1.4466
          -1.0497           0.6654           0.3187          -0.1824
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.039           1.7558            3.136            233.0
           -2.897          -1.8650            5.374            222.6
            2.007          -0.6015            3.162            242.7
 rnd_95776.volume rnd_95787.volume
           -1.876          -1.4835
           20.684           1.2272
          -10.227           0.2924
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.283 0.9601 2.538 1.301 3.377 0.4833 0.7490 1.439 1.867 1.350 0.9153
[2,] 1.690 1.2765 3.313 2.018 4.605 0.6090 0.8887 1.802 2.386 2.035 1.2505
[3,] 1.995 1.4970 3.779 2.591 5.349 0.6821 1.0040 2.062 2.623 2.395 1.4590
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.307 0.8692 1.552 1.313 1.426 1.554 1.197 2.058 1.921 2.994 1.686
[2,] 1.986 1.0559 2.052 1.772 1.763 2.213 2.012 2.731 2.426 3.994 1.954
[3,] 2.276 1.2027 2.380 2.188 1.988 2.664 2.472 3.278 2.824 4.507 2.212
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 2.877 1.885 0.6574 1.569 1.642 1.527 1.228 0.7882 1.447 1.705 1.010
[2,] 5.637 2.730 0.7750 2.213 2.338 1.871 2.046 0.9980 1.871 2.150 1.214
[3,] 7.091 3.370 0.8953 3.166 3.221 2.177 2.708 1.1357 2.423 2.400 1.466
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.897 1.499 1.538 1.692 1.458 1.408 0.4130 0.9831 0.3615 1.337 1.293
[2,] 2.333 2.077 2.160 2.057 1.945 1.715 0.5304 1.3035 0.4441 1.639 1.812
[3,] 2.854 2.462 2.593 2.243 2.153 1.961 0.6008 1.5104 0.5107 1.974 2.183
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.079 0.6626 1.417 1.193 2.178 1.090 1.602 1.609 0.6729 1.393 1.338
[2,] 1.285 0.8430 1.886 1.480 2.510 1.407 2.557 1.952 0.8457 2.114 2.040
[3,] 1.568 0.9468 2.200 1.709 2.848 1.613 3.099 2.227 0.9898 2.828 2.586
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.124 0.7533 1.406 0.3423 0.8936 0.7268 1.336 1.127 1.388 1.479
[2,] 1.877 1.5220 1.678 0.3977 1.5172 0.8774 1.571 1.383 2.001 2.153
[3,] 2.380 2.1555 1.871 0.4370 2.1795 0.9537 1.897 1.635 2.292 2.500
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6117 1.378 1.283 1.012 0.6545 1.443 1.278 1.588 1.549 1.703 1.356
[2,] 0.7208 2.058 1.596 1.854 0.7740 1.756 1.797 2.034 2.365 2.160 2.036
[3,] 0.8114 2.428 1.808 2.427 0.8919 2.078 2.081 2.406 2.718 2.416 2.420
      [,77]  [,78] [,79]  [,80]  [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 0.9514 0.3674 1.039 0.9661 0.9802 0.9861 0.9821 0.4054 1.062 0.9555
[2,] 1.8101 0.4654 1.736 1.1900 1.4099 1.1982 1.3145 0.4820 1.729 1.2228
[3,] 2.4405 0.5139 2.338 1.3675 2.0856 1.3699 1.5657 0.5757 2.000 1.4296
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96]
[1,] 2.417 2.550 0.3758 0.3209 0.4925 0.5865 1.341 0.6019 1.288  9.073
[2,] 3.021 3.051 0.5697 0.6907 0.7238 0.7523 1.487 0.7335 1.603 10.829
[3,] 3.390 3.535 0.8046 0.8089 0.8788 0.8807 1.722 0.8338 1.876 12.370
     [,97] [,98]
[1,] 3.832 1.733
[2,] 5.846 2.564
[3,] 6.989 3.249
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.63   1.219   3.223   1.651    4.289   0.6138   0.9511   1.828
[2,] 441.57 337.812 855.081 619.534 1257.073 148.7651 192.0868 435.480
[3,] 425.88 314.083 730.159 653.007 1092.500 123.3958 187.5975 402.586
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.371   1.714   1.162   1.659   1.104   1.971   1.668   1.811
[2,] 596.595 611.862 342.154 600.507 240.742 538.767 477.796 416.194
[3,] 436.983 506.824 301.870 446.445 231.270 484.234 515.255 369.456
       [,17]  [,18]   [,19]  [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   1.974   1.52   2.614   2.44    3.802   2.141    3.653   2.394
[2,] 632.357 649.12 720.506 595.13 1061.166 396.929 1946.482 792.795
[3,] 595.514 576.65 728.269 580.65  838.920 416.310 1728.043 793.505
        [,25]   [,26]   [,27]   [,28]  [,29]   [,30]   [,31]   [,32]
[1,]   0.8348   1.993   2.084   1.939   1.56   1.001   1.837   2.165
[2,] 164.8714 626.670 668.791 433.888 657.30 245.838 476.193 525.764
[3,] 179.9795 909.050 889.479 447.174 712.41 217.663 618.203 428.680
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.283   2.409   1.903   1.953   2.149   1.851   1.788   0.5245
[2,] 270.465 545.547 577.614 608.923 469.323 517.356 393.218 133.6322
[3,] 330.164 659.834 530.547 576.054 359.186 370.490 381.332 113.3073
       [,41]   [,42]   [,43]   [,44]  [,45]    [,46]   [,47]   [,48]
[1,]   1.248   0.459   1.697   1.642   1.37   0.8414   1.799   1.514
[2,] 343.712 103.578 380.709 509.571 280.00 209.3094 499.912 352.069
[3,] 306.444 101.244 442.251 488.833 360.90 173.1108 454.676 342.828
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.766   1.384   2.034   2.043   0.8545   1.768   1.699   1.428
[2,] 500.891 357.565 800.308 443.473 205.7350 638.733 618.500 603.329
[3,] 540.425 316.592 702.945 430.966 206.5244 754.222 638.101 587.934
        [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.9566   1.786  0.4347   1.135   0.9229   1.697   1.431   1.763
[2,] 531.0868 367.860 81.3469 492.367 197.4063 331.580 322.098 578.702
[3,] 612.9568 332.406 72.7321 628.344 150.1154 427.484 350.121 448.842
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.878   0.7767   1.749   1.629   1.285   0.8311   1.832   1.623
[2,] 628.185 153.1139 614.093 381.031 623.780 165.9482 401.937 507.632
[3,] 510.666 149.6660 517.154 341.551 629.279 177.9378 446.084 421.397
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]  [,79]   [,80]
[1,]   2.016   1.967   2.163   1.722   1.208   0.4666   1.32   1.227
[2,] 510.289 717.793 533.311 609.950 618.396 114.6833 558.39 278.996
[3,] 516.438 537.665 435.348 525.351 657.347  87.5794 629.21 270.559
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.245   1.252   1.247   0.5148   1.348   1.213   3.069   3.238
[2,] 406.992 273.319 350.855 104.6635 548.165 306.453 728.086 672.871
[3,] 617.131 266.681 341.577 126.4431 403.524 297.375 616.896 716.775
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]   [,95]   [,96]
[1,]   0.4772   0.4075   0.6255   0.7448   1.703   0.7643   1.636   11.52
[2,] 171.9452 245.5897 212.9981 189.1527 257.594 168.4031 383.478 2373.87
[3,] 228.1789 169.0982 200.1041 183.9394 349.145 159.1712 390.933 2401.55
        [,97]   [,98]
[1,]    4.866   2.201
[2,] 1772.701 758.508
[3,] 1538.243 801.219
[1] "--- VAR model 2017-10-04 20:31:00  completed"
[1] "Completed training sample:  2017-10-04 20:31:00 - 2017-10-05 04:30:00"
[1] "SpVAR;   training sample:  2017-10-04 21:01:00 - 2017-10-05 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.819          -2.156        10.4116        -5.6978
          -4.790          -1.439       -14.7911         4.0207
           3.270          -2.172        -0.4576         0.1247
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         3.8454         0.8868            1.943           6.6732
        -2.8173         0.1598            1.512           0.3591
        -0.4483        -0.4742           -1.275           2.1483
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.798           2.7503           2.7223          -1.5287
            2.547           1.9152           1.1845          -3.9798
           -4.894           0.4358          -0.3186          -0.3354
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8299            3.024          -2.4389           3.2653
          -1.4264            2.044          -0.9272           0.1031
           2.4628            4.021           3.8697          -2.8266
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8770           0.7463           -1.203          -11.102
           0.6442          -1.2248           -0.499            5.191
           1.3109          -2.3795           -3.378           -2.430
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          13.9144           -6.459           -7.741          -2.8592
         -12.5748           -3.163           14.491           2.7693
          -0.6704           -7.455          -23.800           0.1125
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         1.363524           6.0417           11.318           -3.676
         0.001526           2.3796           -7.259            1.744
         0.192026          -0.2444           10.304            1.471
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.790           1.7800           -5.305           -0.712
            4.578           0.9088           15.368           -3.197
            1.124          -0.7294           -9.272            5.492
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.3810           5.1348           5.4550           -2.313
           1.7237           0.1872          -0.5248           -1.360
           0.5867          -1.3712          -0.3187            9.586
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4064           0.1715           -6.405         -0.55456
           4.3410           2.3746            2.405          0.09087
          -1.0608          -3.6787            2.347         -0.85289
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.1345          0.89801           0.3321          -0.1817
           1.0065         -0.08207          -6.1046          -3.6915
           0.4290          0.55897           2.6625          -5.2563
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.1559          -0.6502           -1.979           0.5585
           2.9598          -1.1875           -4.676           0.1463
           0.5266           0.1591           -1.531          -1.0499
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -4.346          -0.2592           2.3356            2.000
            3.623           4.8253          -2.2077           -3.953
           -1.798          -1.2603          -0.9732            1.761
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4030           4.1567           0.9263           -2.401
          -1.1715          -0.8471           2.4876            6.374
          -0.4209           2.1066          -1.8547           -4.027
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.2659          -3.0001           0.2318          -1.3928
          -0.1221           4.9437          -0.3313           0.9377
           3.7436           0.4731           0.2603           1.5644
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.7047            2.797          -0.5226            4.345
          -0.5624            3.586          -1.9969           -1.597
          -1.4339           -5.152           0.5928            3.176
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -0.05574         -0.74328            2.185         3.859826
          0.08314         -0.45396           -0.282         0.003345
          3.75858          0.01422            1.860         1.831699
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           3.8753           2.2142           -7.070          -0.7894
           0.6734           1.6341           -1.019          -4.5791
          -0.1576           0.3654            2.912           2.0940
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -7.106           0.7098           0.6309           4.1745
            3.322          -3.7618          -4.1181          -8.2156
           -1.043           0.1839           1.0529          -0.3857
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            0.584         -0.23217           -3.052           1.9081
           -2.589          0.02227            4.257          -0.3018
           -6.397          0.54254           -9.587           1.4548
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -5.1735            0.758           2.2824          -0.5084
           0.6517           -3.042          -0.1887          -0.2863
           0.2814            5.553          -1.1152           1.4466
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.2141           -2.220          -1.7275            1.903
           1.4577           -1.671          -0.5281           -2.868
          -0.3363           -2.474           0.2761            1.528
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.21462           0.6016           2.0126           1.6117
         -0.02897          -0.4611          -0.3099          -0.7491
          0.34792           0.5468           0.8560           1.4622
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          3.73046           1.0508          -1.2787            244.9
         -1.15985           0.2879           2.4038            231.9
          0.09613          -0.5226          -0.9705            226.0
 rnd_95776.volume rnd_95787.volume
          -10.453          0.04817
            9.482          5.42027
          -14.527         -1.25364
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.221 0.8732 2.462 1.147 2.952 0.4204 0.7135 1.595 1.848 1.334 0.9062
[2,] 1.634 1.1332 3.135 1.816 3.997 0.5198 0.8689 1.879 2.324 2.095 1.1984
[3,] 1.874 1.3043 3.610 2.359 4.543 0.5980 0.9911 2.092 2.582 2.416 1.3871
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.337 0.8648 1.474 1.181 1.366 1.499 1.117 1.950 1.648 3.002 1.472
[2,] 2.097 1.0159 2.021 1.775 1.637 2.144 1.996 2.615 2.208 3.829 1.730
[3,] 2.376 1.1354 2.384 2.259 1.830 2.629 2.427 3.037 2.581 4.386 1.978
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 2.643 1.730 0.5760 1.507 1.619 1.395 1.104 0.7379 1.291 1.761 1.002
[2,] 5.580 2.555 0.6772 2.212 2.271 1.703 1.913 0.9132 1.820 2.078 1.181
[3,] 6.801 3.155 0.7788 3.132 3.128 1.961 2.517 1.0495 2.270 2.312 1.372
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.757 1.441 1.464 1.730 1.447 1.310 0.3755 0.9049 0.3187 1.352 1.308
[2,] 2.182 2.013 2.063 2.048 1.932 1.590 0.4910 1.1605 0.3789 1.653 1.878
[3,] 2.706 2.312 2.411 2.217 2.170 1.823 0.5622 1.2965 0.4426 1.950 2.159
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.039 0.6218 1.309 1.253 1.899 1.014 1.464 1.463 0.6558 1.375 1.321
[2,] 1.242 0.8020 1.760 1.474 2.247 1.301 2.296 1.747 0.8164 2.051 1.953
[3,] 1.472 0.8940 2.055 1.610 2.555 1.474 2.825 1.987 0.9320 2.788 2.449
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.083 0.7362 1.265 0.3561 0.9266 0.7023 1.216 0.9958 1.254 1.416
[2,] 1.801 1.4937 1.524 0.4122 1.5117 0.8324 1.457 1.2382 1.811 2.035
[3,] 2.271 2.0444 1.717 0.4486 2.1109 0.9196 1.707 1.4640 2.100 2.353
      [,66] [,67] [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6130 1.262 1.209 0.9671 0.6362 1.397 1.194 1.543 1.557 1.504 1.288
[2,] 0.6982 1.889 1.482 1.7993 0.7285 1.680 1.652 1.948 2.362 1.907 1.967
[3,] 0.8047 2.166 1.649 2.2885 0.8283 1.958 1.869 2.255 2.660 2.154 2.321
      [,77]  [,78] [,79]  [,80]  [,81] [,82]  [,83]  [,84] [,85]  [,86]
[1,] 0.8805 0.3427 1.056 0.8263 0.9438 0.836 0.9694 0.4262 1.039 0.8624
[2,] 1.6245 0.4275 1.655 1.0352 1.3594 1.031 1.2446 0.5018 1.718 1.1387
[3,] 2.2801 0.4816 2.238 1.1897 1.9962 1.203 1.4587 0.5679 1.998 1.3022
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96]
[1,] 2.238 2.334 0.3269 0.3065 0.4696 0.5831 1.301 0.5026 1.281  9.19
[2,] 2.797 2.764 0.5089 0.6805 0.7136 0.7520 1.494 0.6191 1.595 10.78
[3,] 3.061 3.179 0.7523 0.8216 0.8412 0.8573 1.700 0.7148 1.868 12.46
     [,97] [,98]
[1,] 3.515 1.600
[2,] 5.673 2.464
[3,] 6.527 3.086
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.55   1.109   3.127   1.457    3.748   0.5338   0.9061   2.025
[2,] 489.36 325.226 873.840 634.141 1213.943 137.7087 223.2984 447.709
[3,] 412.86 290.815 806.116 677.969  972.244 133.1348 214.6683 413.978
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14] [,15]   [,16]   [,17]
[1,]   2.346   1.693   1.151   1.697   1.098   1.872   1.5   1.735   1.904
[2,] 634.404 727.318 353.153 727.859 240.105 622.323 596.8 406.222 690.353
[3,] 507.498 541.914 314.503 503.004 228.265 569.334 629.2 367.778 685.273
       [,18]   [,19]   [,20]    [,21]  [,22]    [,23]   [,24]    [,25]
[1,]   1.418   2.476   2.092    3.812   1.87    3.356   2.197   0.7314
[2,] 744.670 784.739 661.927 1070.266 409.38 2212.803 846.587 160.3401
[3,] 622.101 695.623 601.576  963.193 431.89 1750.857 833.765 173.2393
       [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]   [,33]
[1,]   1.914   2.056   1.771   1.401   0.9371   1.639   2.236   1.273
[2,] 729.095 717.001 440.246 703.619 242.2192 577.947 496.507 281.634
[3,] 998.544 968.715 438.113 736.396 232.8936 610.325 456.817 314.136
       [,34]  [,35]  [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   2.231   1.83   1.86   2.197   1.837   1.663   0.4768   1.149
[2,] 582.539 632.91 654.60 493.634 576.985 406.137 142.4853 327.179
[3,] 720.960 511.58 561.28 382.628 444.633 401.571 123.2858 260.326
        [,42]   [,43]   [,44]  [,45]    [,46]   [,47]   [,48]   [,49]
[1,]   0.4047   1.717   1.661   1.32   0.7896   1.662   1.591   2.411
[2,]  92.2761 427.861 606.528 306.42 228.0468 530.076 350.080 541.235
[3,] 103.0246 465.789 480.258 355.75 177.9435 477.416 291.530 547.316
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]    [,57]
[1,]   1.287   1.858   1.857   0.8327   1.746   1.678   1.376   0.9348
[2,] 366.961 796.591 429.903 219.0028 685.391 647.691 648.071 585.2915
[3,] 312.431 740.953 426.981 202.4273 850.130 665.001 623.093 628.5517
       [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.606  0.4522   1.177   0.8918   1.544   1.265   1.593   1.798
[2,] 383.252 93.4811 537.840 201.2655 361.586 331.346 588.349 658.216
[3,] 356.416 79.7337 663.487 176.0408 400.106 351.795 478.696 531.740
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.7784   1.603   1.535   1.228   0.8079   1.774   1.516   1.959
[2,] 150.5618 633.040 385.845 683.247 159.7651 420.341 514.372 535.498
[3,] 180.1423 476.547 325.782 636.783 177.5659 453.321 393.259 511.743
       [,74]  [,75]   [,76]   [,77]    [,78]   [,79]   [,80]   [,81]
[1,]   1.977   1.91   1.635   1.118   0.4352   1.341   1.049   1.199
[2,] 799.909 527.98 669.860 614.766 115.0803 573.920 280.807 440.530
[3,] 550.773 451.31 554.446 720.499  99.8633 678.217 263.993 658.290
       [,82]   [,83]    [,84]  [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   1.062   1.231   0.5412   1.32   1.095   2.842   2.964   0.4151
[2,] 271.503 351.498 119.3179 616.00 334.854 755.840 666.464 175.6185
[3,] 279.565 342.549 119.6644 458.98 284.524 559.321 707.080 249.5251
        [,90]    [,91]    [,92]   [,93]    [,94]   [,95]   [,96]    [,97]
[1,]   0.3892   0.5963   0.7404   1.652   0.6383   1.627   11.67    4.464
[2,] 273.6161 241.9799 213.8706 330.511 162.7886 427.875 2537.42 2005.129
[3,] 207.2743 200.5340 185.3988 365.888 160.8424 437.368 2812.52 1453.374
       [,98]
[1,]   2.032
[2,] 843.851
[3,] 836.313
[1] "--- VAR model 2017-10-04 21:01:00  completed"
[1] "Completed training sample:  2017-10-04 21:01:00 - 2017-10-05 05:00:00"
[1] "SpVAR;   training sample:  2017-10-04 21:31:00 - 2017-10-05 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         0.07045          -2.185        -14.500         10.737
         7.07068          -1.428         -5.229         -5.835
         1.94888          -6.053         -7.048         -4.642
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        14.6177        0.08037           2.0563           11.828
        -0.2561       -0.18970          -0.1295           11.941
        -3.6749       -0.43404           1.6794            7.342
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.9103           -1.908            4.453           -5.446
          11.0150           13.301            4.158          -12.891
           3.1891            6.581            6.122           -4.567
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.501            6.027            7.075            1.577
            2.016           -4.666           -4.069            5.372
            3.325           16.009           12.623           -6.282
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.851            5.303          15.2318           15.498
            5.437            8.140          11.7582           18.020
           -2.447            4.183           0.2835            7.104
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
         -11.0550          -0.9323            7.326           -3.288
         -10.5591           1.7061           -4.402            7.480
           0.5335           1.0909          -19.557           -6.852
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.7132          5.06317           13.088          -7.3032
           2.2886          0.06571          -10.362           3.5111
          -0.9309         -1.71709            2.747           0.8847
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          11.5812           -2.402            5.071            3.058
          -1.1168            1.495            3.394           -6.448
          -0.1794            1.911           -9.070           -6.448
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            6.342            3.731           -2.211           -17.15
           -1.755            2.775            2.666            12.71
            2.942           -4.221           -7.892            -2.35
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           20.969          3.47562            3.514          -1.2137
           -3.507         -3.49759            3.792           1.2246
            7.660         -0.05648            1.479          -0.6313
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            9.487          -0.6731            8.561            7.519
            3.058           2.7523          -10.258            1.971
            5.465          -2.0647            9.918          -10.620
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.551           4.1446            1.799           -6.916
            8.773           0.8540            5.119            2.734
            3.805           0.1191           -1.978           -2.901
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -6.295           2.0895            6.619           -1.882
            4.807           0.3482          -14.435            4.313
           -7.317           1.6444           12.746           -2.354
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          2.18237           -2.061           -2.942          -3.1595
         -3.13876            4.442            6.058           0.2504
          0.03591           -9.710          -11.815           1.1955
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.077          -0.2561            1.585           -1.023
            3.411           0.5046            2.213           -1.826
           -1.271           0.5219            1.718            1.883
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2128           14.629            1.351            9.505
           3.2935            1.586            2.628           11.464
           0.2444            3.748           -2.089           -1.591
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.6691           -2.593            1.655           -7.774
          14.8106            5.830           14.572            1.880
           5.5494            2.939            3.578           -7.470
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.023           2.8598           5.8311           -8.219
           15.501          -1.5787           0.6636            7.275
            8.577           0.2729           2.3681           -3.102
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.360         -11.8690            5.274          0.06359
           -3.511           4.3835            1.837          4.95490
          -10.646          -0.7885            1.922         -3.02308
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.375           2.2465           6.6586            3.159
           -4.715           0.9262          -1.6233           -3.571
            1.642           0.7864           0.4624            1.711
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.167          -0.3590            1.931           0.5728
            1.711          -0.9934            2.939          -0.2511
           -5.679           0.9225           -1.023           0.3576
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.336           -1.871          -5.4892            7.486
            9.004           -2.857          -5.4100          -10.641
           -4.719           -5.734           0.5122           -6.408
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.66439          -0.1100           -1.174           0.1428
         -0.52300           0.8622            4.003           0.9749
          0.05341          -0.2558           -5.774          -4.4490
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.631            2.086            3.665            241.2
           -3.919           -3.005            7.779            267.0
            3.608            2.018            3.394            217.8
 rnd_95776.volume rnd_95787.volume
          -42.422           -3.361
            2.963            5.383
          -22.153           -5.126
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.268 0.8429 2.375 1.188 2.503 0.3995 0.7437 1.579 1.833 1.387 0.9072
[2,] 1.611 1.0142 3.107 1.828 3.357 0.4828 0.9102 1.845 2.357 2.115 1.1496
[3,] 1.826 1.1721 3.501 2.361 3.942 0.5514 1.0142 2.069 2.644 2.437 1.3555
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.347 0.8982 1.391 1.114 1.336 1.513 1.096 1.922 1.647 2.968 1.461
[2,] 2.076 1.0264 2.022 1.684 1.526 2.110 1.900 2.681 2.205 3.740 1.715
[3,] 2.361 1.1436 2.378 2.210 1.696 2.625 2.304 3.121 2.577 4.200 1.965
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 2.645 1.678 0.5058 1.500 1.570 1.316 1.221 0.7100 1.243 1.711 0.9818
[2,] 5.266 2.506 0.6392 2.209 2.228 1.606 1.924 0.8904 1.844 2.017 1.1348
[3,] 6.593 3.117 0.7253 3.063 3.029 1.832 2.524 1.0182 2.312 2.290 1.2896
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.750 1.423 1.358 1.712 1.403 1.259 0.3800 0.8202 0.2900 1.345 1.218
[2,] 2.169 2.022 2.119 2.079 1.896 1.553 0.4777 1.0342 0.3587 1.643 1.878
[3,] 2.616 2.409 2.526 2.256 2.124 1.752 0.5416 1.2209 0.4253 1.911 2.190
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.002 0.5932 1.307 1.169 1.866 1.082 1.356 1.300 0.7025 1.336 1.244
[2,] 1.209 0.7614 1.791 1.369 2.138 1.304 2.059 1.560 0.8536 1.972 1.852
[3,] 1.410 0.8634 2.053 1.515 2.389 1.459 2.550 1.829 0.9373 2.489 2.299
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.211 0.7038 1.246 0.3795 0.8886 0.7150 1.233 0.9713 1.163 1.433
[2,] 1.892 1.3979 1.495 0.4342 1.4578 0.8093 1.438 1.1953 1.716 2.112
[3,] 2.418 1.9168 1.663 0.4834 1.9897 0.9098 1.744 1.4028 1.977 2.382
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5966 1.276 1.165 1.119 0.5714 1.427 1.237 1.479 1.605 1.484 1.253
[2,] 0.6862 1.831 1.441 1.827 0.6654 1.675 1.613 1.903 2.393 1.831 2.071
[3,] 0.7756 2.099 1.607 2.320 0.7752 1.900 1.817 2.212 2.677 2.037 2.356
      [,77]  [,78]  [,79]  [,80]  [,81]  [,82] [,83]  [,84] [,85]  [,86]
[1,] 0.9358 0.3138 0.9666 0.7504 0.9847 0.8391 0.903 0.3801 1.026 0.8737
[2,] 1.6821 0.3877 1.5105 0.9380 1.3829 0.9951 1.179 0.4802 1.644 1.0589
[3,] 2.1948 0.4354 2.2108 1.0754 2.0762 1.1449 1.389 0.5437 1.937 1.1973
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96]
[1,] 2.179 2.204 0.3288 0.2922 0.4478 0.5354 1.275 0.4947 1.269  9.191
[2,] 2.744 2.628 0.4834 0.6191 0.6386 0.6822 1.432 0.5992 1.570 10.941
[3,] 2.989 2.940 0.7166 0.7341 0.7524 0.7948 1.615 0.6879 1.835 12.526
     [,97] [,98]
[1,] 3.479 1.540
[2,] 4.959 2.373
[3,] 5.911 3.020
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.611   1.07   3.016   1.508    3.178   0.5072   0.9444   2.006
[2,] 490.384 278.56 989.432 686.462 1105.092 133.9056 259.1329 470.649
[3,] 424.872 290.17 797.104 738.148 1020.000 131.5379 220.9727 462.765
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.327   1.761   1.152   1.711   1.141   1.766   1.414   1.697
[2,] 731.967 788.510 348.724 780.275 245.289 724.572 624.084 364.137
[3,] 591.627 598.702 354.730 554.897 249.165 618.656 706.329 366.001
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   1.922   1.392   2.441   2.091    3.769   1.855    3.359   2.131
[2,] 726.232 766.237 923.322 724.190 1124.124 443.682 2249.020 919.469
[3,] 770.929 643.862 788.906 658.335  944.404 473.559 1959.281 915.215
        [,25]    [,26]    [,27]   [,28]  [,29]    [,30]   [,31]   [,32]
[1,]   0.6423    1.905    1.994   1.671   1.55   0.9016   1.578   2.173
[2,] 193.0260  800.918  780.716 454.913 734.21 265.3516 673.102 527.346
[3,] 169.2991 1047.992 1013.221 435.768 807.25 243.9185 688.320 535.600
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.247   2.222   1.807   1.725   2.174   1.782   1.599   0.4825
[2,] 281.079 633.301 709.214 803.075 582.606 629.945 448.550 142.9736
[3,] 302.570 721.594 647.495 679.861 433.010 472.490 401.066 126.0646
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.042   0.3682   1.708   1.547   1.272   0.7533   1.659   1.485
[2,] 311.114 104.2906 466.082 705.514 334.304 235.7597 604.709 351.719
[3,] 320.511 112.8566 481.968 556.682 358.372 201.0044 496.493 320.106
      [,49]   [,50]   [,51]   [,52]    [,53]   [,54]  [,55]   [,56]
[1,]   2.37   1.373   1.722   1.651   0.8921   1.697   1.58   1.538
[2,] 515.70 359.379 765.343 426.360 239.4463 716.003 677.59 718.020
[3,] 525.63 324.122 742.846 471.064 191.2395 750.123 673.21 743.419
        [,57]   [,58]   [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.8937   1.582   0.482   1.128   0.9079   1.566   1.233   1.477
[2,] 596.5063 408.273 104.118 570.818 187.2611 365.684 344.055 623.255
[3,] 647.7756 359.811 104.966 668.802 205.2352 486.733 362.671 484.232
      [,65]    [,66]  [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.82   0.7576   1.62   1.479   1.421   0.7257   1.812   1.571
[2,] 765.94 167.4330 648.70 419.018 713.152 168.3511 433.197 511.023
[3,] 544.38 178.6208 506.44 351.747 705.904 196.4378 443.055 413.613
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]   [,79]    [,80]
[1,]   1.877   2.038   1.884   1.591   1.188   0.3984   1.227   0.9529
[2,] 591.421 876.832 530.249 814.026 690.373 112.4627 573.267 277.9634
[3,] 557.121 592.548 440.501 555.410 696.314  97.8502 797.295 259.8004
      [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.25   1.065   1.147   0.4827   1.303   1.109   2.767   2.799
[2,] 479.56 264.187 374.310 144.9480 634.240 295.437 823.710 706.451
[3,] 764.89 279.726 362.386 125.9292 505.975 275.982 585.467 651.845
        [,89]   [,90]    [,91]    [,92]   [,93]    [,94]   [,95]   [,96]
[1,]   0.4175   0.371   0.5686   0.6798   1.619   0.6281   1.612   11.67
[2,] 174.9913 269.571 224.8716 208.7992 321.930 167.0405 456.237 2932.28
[3,] 261.2936 194.831 196.5351 201.4231 368.767 166.9098 468.985 3012.25
        [,97]   [,98]
[1,]    4.418   1.956
[2,] 1745.545 891.814
[3,] 1588.366 922.475
[1] "--- VAR model 2017-10-04 21:31:00  completed"
[1] "Completed training sample:  2017-10-04 21:31:00 - 2017-10-05 05:30:00"
[1] "SpVAR;   training sample:  2017-10-04 22:01:00 - 2017-10-05 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -16.979           1.122          2.927       -14.7047
          13.145          -4.568         -1.734         9.2422
          -1.826          -0.222          7.806        -0.4826
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         7.0318        -3.1548          0.08695           9.6854
        -0.4703         2.3435          1.96891          -3.2641
        -2.9661         0.9938          3.76332          -0.7664
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.445          -10.805            7.130           -2.261
            1.510            2.539            5.741            9.653
           13.388            8.960           -9.196           -5.541
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.563           -3.310          -0.2067           -7.753
            9.243            4.117          -1.5271            2.705
           -2.830           -3.723           6.6801           -5.884
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -15.579           -2.496            3.542           22.798
            1.327           -3.500           11.584           -5.272
            9.997           -1.414           -4.296           -6.054
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           23.248            6.901           -3.974           -1.517
            7.912            6.489           18.164           -6.380
            1.766           -2.309            3.421           17.982
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.6853            1.634            7.427           16.884
           0.9835            5.853           -5.666            0.361
          -1.3295            5.316            1.925           -3.254
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -14.16           6.1381         -26.6934           -7.181
            10.43           0.7258           0.8032           17.495
            18.92          -1.1270           2.1322           10.026
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.219          -28.257            4.362          10.8010
            4.509            5.433          -20.831         -33.9468
            1.240           19.966           -9.196          -0.8718
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           16.358           16.415            8.934           4.9869
           -3.039            1.027            2.913          -1.2136
           -9.027           -7.107           -6.448           0.0797
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.588          -0.5266            7.872           -4.727
            6.126           1.5634           -3.845            6.571
            4.763           1.9378            9.013           -3.979
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           15.726            2.838           18.790          -7.8734
           -3.686            3.756            0.539          -0.2632
           -4.357            2.803           -5.048           1.5315
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           13.747          -4.3147          -0.2316          8.68132
            3.672           1.8856          14.3505         -0.03498
          -13.054           0.2385           8.8613          3.60294
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -2.41165           -5.498           -6.786            5.782
          0.07789           15.532            8.287           -7.988
         -0.73810            9.674            9.339           13.461
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.721           15.753            7.213           5.9384
           -1.645            4.149           -3.661          -9.5602
            9.668            3.510           -3.376           0.6539
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.9303         15.64920           0.7043            3.478
           5.8187         -4.67112          13.9176            4.134
          -0.5675         -0.07197           3.4075            8.321
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           2.6840          -1.1597            3.479           -4.660
          12.9550           1.5565           20.072           -2.839
          -0.1935           0.4998           -4.001           10.237
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.644            1.363           -9.476          -15.198
           -1.638           -2.630           -2.611            2.589
           17.238            4.390            6.743           -7.770
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.027           -3.651           0.7655            6.028
            5.422           10.626          -5.9300          -17.884
          -16.103          -17.418           1.4146            8.199
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.2994           0.1374           -5.990           -6.293
          -5.9888          -1.2109            7.309           -2.347
          -0.5762           0.2627           -7.726            9.347
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.238            7.633          -7.2911            4.454
            3.336           -4.049          -0.6989            6.448
          -10.933           -1.323           6.4451           -4.609
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.381           1.1124           -2.042           -24.96
            4.211          -3.5557           17.945            16.48
           -6.858          -0.6722           -8.056            21.19
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.474           4.5660           5.3203           2.7709
            8.293          -0.1308           1.2971           5.7379
           -2.126           2.0578           0.4259          -0.5148
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.094         -0.09834           2.7676            297.4
           -7.469          1.06172           0.1554            246.8
           14.316         -1.04950           0.8672            231.6
 rnd_95776.volume rnd_95787.volume
            14.95          -4.0166
            16.62          -0.4978
           -35.17          15.2687
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4] [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.349 0.7175 2.692 1.196 2.46 0.3477 0.7754 1.585 1.898 1.496 0.9423
[2,] 1.790 0.8368 3.290 1.857 3.32 0.4297 0.9158 1.852 2.365 2.246 1.2078
[3,] 1.997 0.9783 3.638 2.454 3.92 0.4993 0.9942 2.096 2.696 2.520 1.4358
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.003 0.9101 1.595 1.213 1.323 1.531 1.056 1.958 1.685 3.264 1.453
[2,] 2.730 1.0270 2.088 1.795 1.565 2.114 1.874 2.773 2.249 3.908 1.706
[3,] 3.208 1.1252 2.488 2.251 1.751 2.515 2.320 3.208 2.613 4.352 1.919
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 2.590 1.762 0.4888 1.620 1.643 1.328 1.366 0.6270 1.154 1.812 0.9892
[2,] 5.877 2.650 0.6234 2.330 2.179 1.669 2.207 0.8141 1.852 2.112 1.1830
[3,] 7.085 3.247 0.6980 3.257 3.342 1.882 2.853 0.9375 2.416 2.402 1.3286
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.796 1.475 1.417 1.689 1.226 1.222 0.3663 0.8141 0.2752 1.438 1.214
[2,] 2.290 2.094 2.218 2.070 1.692 1.510 0.4538 0.9790 0.3753 1.720 1.925
[3,] 2.893 2.453 2.662 2.309 1.932 1.670 0.5200 1.1349 0.4333 2.064 2.259
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9345 0.6284 1.427 1.135 1.830 1.084 1.354 1.265 0.6739 1.297 1.224
[2,] 1.1487 0.7763 1.863 1.291 2.095 1.286 2.030 1.440 0.8099 1.910 1.741
[3,] 1.3848 0.8752 2.172 1.398 2.312 1.431 2.530 1.661 0.9039 2.525 2.153
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.162 0.7011 1.138 0.3935 0.8846 0.7149 1.259 0.9948 1.085 1.387
[2,] 1.778 1.3268 1.394 0.4710 1.3875 0.8295 1.422 1.2079 1.645 2.073
[3,] 2.209 1.7779 1.565 0.5388 1.8911 0.9399 1.667 1.3932 1.882 2.303
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5771 1.232 1.105 1.442 0.5714 1.408 1.370 1.386 1.707 1.535 1.222
[2,] 0.7036 1.849 1.361 2.133 0.6685 1.668 1.799 1.767 2.302 1.860 2.046
[3,] 0.7837 2.103 1.507 2.636 0.7747 1.880 2.009 2.071 2.642 2.108 2.406
      [,77]  [,78]  [,79]  [,80]  [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 0.9738 0.3006 0.9715 0.6387 0.9511 0.8637 0.9184 0.4164 1.043 0.7365
[2,] 1.7628 0.3685 1.4990 0.8474 1.3261 0.9952 1.1367 0.4978 1.585 0.8684
[3,] 2.1816 0.4076 2.1763 0.9902 2.0550 1.1465 1.3455 0.5605 1.858 0.9910
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96]
[1,] 2.251 2.197 0.3234 0.2644 0.4499 0.5017 1.182 0.4539 1.263  9.401
[2,] 2.755 2.639 0.4857 0.5442 0.6173 0.6411 1.321 0.5724 1.503 10.916
[3,] 3.009 3.059 0.6606 0.6467 0.7223 0.7309 1.556 0.6541 1.781 12.678
     [,97] [,98]
[1,] 3.536 1.649
[2,] 4.991 2.518
[3,] 5.992 3.150
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]    [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.713   0.9111   3.419   1.519    3.123   0.4416   0.9846   2.012
[2,] 614.349 224.9777 987.679 742.554 1164.911 131.8935 254.6468 501.122
[3,] 462.699 264.8829 812.105 837.768 1089.242 132.9238 202.2774 512.241
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]   [,17]
[1,]   2.41   1.899   1.197   2.543   1.156   2.025   1.54   1.681   1.944
[2,] 737.04 875.639 394.803 969.273 248.632 704.003 691.14 436.532 761.316
[3,] 677.08 596.664 405.762 880.389 240.226 707.033 709.85 409.793 712.429
      [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]    [,25]
[1,]   1.34    2.487   2.139    4.145   1.845    3.289    2.238   0.6207
[2,] 809.35 1025.545 778.471 1123.038 467.194 2757.008 1034.526 202.1703
[3,] 714.64  843.375 695.687 1000.063 459.618 2068.066  979.987 164.0908
        [,26]    [,27]   [,28]   [,29]    [,30]   [,31]   [,32]   [,33]
[1,]    2.057    2.087   1.687   1.734   0.7962   1.465   2.301   1.256
[2,]  875.208  748.026 528.358 905.871 271.3849 757.104 566.983 339.054
[3,] 1189.181 1324.114 453.807 944.963 242.9227 810.910 598.333 315.990
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   2.281   1.872   1.799   2.144   1.557   1.552   0.4652   1.034
[2,] 742.507 776.837 892.015 625.353 609.084 463.354 139.9829 284.140
[3,] 923.873 668.261 769.064 534.620 487.352 373.467 132.6598 299.984
        [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]
[1,]   0.3495   1.826   1.541   1.187   0.7979   1.812   1.441   2.324
[2,] 133.3371 493.157 780.420 349.075 238.1842 625.940 321.239 533.526
[3,] 113.1771 595.716 618.160 404.195 211.2487 583.374 280.159 510.268
       [,50]  [,51]   [,52]    [,53]   [,54]   [,55]   [,56]    [,57]
[1,]   1.377   1.72   1.607   0.8557   1.647   1.554   1.476   0.8903
[2,] 361.055 790.43 359.088 234.7621 732.611 647.307 703.176 588.6713
[3,] 328.596 788.95 433.161 209.7289 863.324 662.211 685.329 618.3772
       [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.446   0.4997   1.123   0.9079   1.599   1.263   1.378   1.761
[2,] 420.224 135.2596 558.605 219.7717 344.925 358.039 645.826 805.288
[3,] 372.237 136.7623 671.513 231.0064 454.704 362.748 478.182 523.826
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]  [,72]  [,73]
[1,]   0.7329   1.564   1.403   1.831   0.7256   1.788   1.74   1.76
[2,] 210.3157 720.858 414.627 821.241 181.2795 467.991 609.52 573.12
[3,] 180.3845 522.869 338.949 810.003 204.6676 452.495 467.29 563.64
       [,74]   [,75]   [,76]   [,77]    [,78]   [,79]    [,80]   [,81]
[1,]   2.167   1.949   1.552   1.237   0.3817   1.234   0.8111   1.208
[2,] 807.385 548.952 857.812 767.860 111.4104 596.598 291.0462 482.877
[3,] 677.349 518.369 661.189 671.642  90.9603 824.481 267.6935 820.370
       [,82]   [,83]    [,84]   [,85]    [,86]   [,87]  [,88]    [,89]
[1,]   1.097   1.166   0.5288   1.324   0.9353   2.858   2.79   0.4107
[2,] 258.388 350.006 142.5346 623.842 240.3850 830.447 763.89 189.3593
[3,] 297.469 376.176 134.6017 506.298 249.5508 631.962 808.65 233.9499
        [,90]    [,91]    [,92]   [,93]    [,94]   [,95]   [,96]    [,97]
[1,]   0.3357   0.5713   0.6371   1.501   0.5764   1.603   11.94    4.491
[2,] 248.5502 220.8304 208.5654 308.770 182.2257 426.156 2898.78 1840.205
[3,] 182.5739 196.0637 183.4990 429.687 165.4631 499.354 3369.69 1732.858
       [,98]
[1,]   2.094
[2,] 994.129
[3,] 989.269
[1] "--- VAR model 2017-10-04 22:01:00  completed"
[1] "Completed training sample:  2017-10-04 22:01:00 - 2017-10-05 06:00:00"
[1] "SpVAR;   training sample:  2017-10-04 22:31:00 - 2017-10-05 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           16.63           5.123          24.27          3.181
          -13.75          -0.883          12.48        -27.086
           19.21          -5.140          24.80         -3.297
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -4.9273        -0.1594            4.433           -18.52
         0.6218         0.9613            4.035            17.96
       -33.3723        -1.4698            1.364            11.77
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.762           0.1848          -2.2076          -20.064
           13.245          -7.0866           0.4714          -31.036
            9.255           8.4649          12.7351           -4.256
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2097            4.418           8.0009           17.488
           4.8492           -9.770          -0.8027            4.341
          -2.4347           15.920          -4.1316            2.730
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            6.196           11.831            3.028           -10.10
           16.831           11.341           17.340            10.69
           -5.416           -5.856            1.578            12.28
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            34.22           -4.033           -48.43          -15.803
            32.22           -3.067            50.51            4.201
            27.80            6.475            38.23           30.284
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.627           -19.36            3.607           -3.221
           -0.244           -18.95          -33.355            6.808
            1.325            34.94           25.559           -1.163
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           25.888           3.6538            34.17            1.641
          -38.316           4.0017           -19.04            6.056
           -2.313          -0.1855           -33.64            2.998
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           13.855           -8.392           -9.366           -1.278
            7.858            2.667            8.312           12.153
          -10.797          -32.515           -9.928            2.379
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.980           15.369           -0.979            2.097
            4.056            3.906           -1.757            1.767
           10.099           -2.250           -2.078           -1.235
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.810            2.490           -1.537           -5.845
            1.326           -4.060           -9.590           -6.630
           -0.205            2.091            7.754           -9.912
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.5594            1.920           -6.109          14.1864
          -2.3960           -4.366           -5.716          -0.1861
          -1.7855            3.335          -11.096          -7.1731
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.8621          8.47260          -15.394            7.318
          -5.9403          7.38754           -1.491            1.303
           6.7725         -0.03751           -1.867            4.526
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.0097           -6.844          -13.145           -2.320
          -0.6255          -13.964           -8.272          -11.281
           0.6373            3.998           11.253           -4.039
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
             2.95           -1.241           -7.277           -10.39
            -9.57           -2.291           -3.952            14.49
           -11.10           11.616           -0.819           -17.04
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.335          -0.3786           6.7351            2.182
          -11.136           4.9337          -6.4552           -4.301
           -2.607           4.2608           0.9011            7.190
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.615          -2.3947            5.087           19.039
           -3.182          -1.1677            3.007           -4.797
            4.891           0.2803            2.415           -7.346
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           21.642          -0.2003           14.613          -25.276
           -4.052           6.1462           -5.343           19.160
           -6.603          -2.3683           15.515           -3.551
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.516           -1.721            8.509           -2.103
           11.206           19.651          -15.726           12.516
            6.752           -3.355            6.700           -8.009
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -11.418           1.1084         -18.5068          -1.1125
           -1.893           0.7465          -0.5982           5.0919
           22.052          -1.2519          11.5912          -0.9369
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -5.533           -6.661          -1.3280          -2.6776
            0.191           -9.160           0.0795           0.8854
            6.602            5.235          -1.8817           2.1040
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.605            1.007           -4.338            9.830
           25.245            4.128           10.857           -4.579
           -8.684           -6.935          -32.511          -23.537
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.6530            3.555          -0.6008           1.9261
           2.3607            4.998           0.5212          -0.7496
          -0.5724           -6.306           0.7994           0.2542
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.829          -7.7630          -5.3336            237.3
           -1.603           3.5224          -0.3633            264.5
           -9.906           0.7215           1.5536            219.2
 rnd_95776.volume rnd_95787.volume
          -42.194          -32.457
           14.432            4.148
            4.452           34.200
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.370 0.7441 2.623 1.286 2.399 0.3243 0.7925 1.923 2.155 1.511 1.024
[2,] 1.761 0.8692 3.236 2.026 3.201 0.3890 0.9437 2.255 2.623 2.307 1.279
[3,] 2.039 0.9574 3.630 2.569 3.794 0.4446 1.0452 2.609 3.123 2.721 1.484
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.095 0.9534 1.803 1.441 1.285 1.630 1.167 2.029 1.600 3.337 1.417
[2,] 2.849 1.0753 2.343 2.091 1.517 2.265 1.941 2.793 2.167 3.955 1.683
[3,] 3.521 1.1816 2.823 2.611 1.780 2.761 2.489 3.338 2.605 4.474 1.885
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 2.894 2.011 0.4659 1.688 1.757 1.309 1.389 0.6029 1.243 1.749 0.9875
[2,] 5.773 2.807 0.5836 2.385 2.488 1.661 2.273 0.7426 1.967 2.087 1.1995
[3,] 7.009 3.330 0.6695 3.289 3.450 1.862 2.904 0.8626 2.571 2.361 1.3458
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.839 1.524 1.406 1.701 1.232 1.242 0.3664 0.8093 0.2958 1.427 1.266
[2,] 2.311 2.101 2.209 2.059 1.704 1.444 0.4548 0.9768 0.3793 1.751 1.868
[3,] 2.931 2.542 2.716 2.290 1.910 1.587 0.5202 1.1324 0.4448 2.032 2.247
      [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9216 0.6498 1.436 1.019 1.748 0.9914 1.327 1.182 0.6735 1.213 1.310
[2,] 1.1320 0.7831 2.031 1.272 2.027 1.1490 1.999 1.371 0.8304 1.854 1.774
[3,] 1.3229 0.9003 2.286 1.443 2.221 1.3096 2.495 1.576 0.9298 2.427 2.205
     [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.167 0.7653 1.099 0.4251 0.9256 0.7386 1.243 0.991 1.031 1.328
[2,] 1.744 1.3709 1.332 0.4905 1.4255 0.8584 1.406 1.217 1.622 2.025
[3,] 2.094 1.7884 1.448 0.5653 1.8793 0.9427 1.699 1.333 1.830 2.298
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5849 1.151 1.072 1.817 0.5868 1.506 1.344 1.424 1.646 1.464 1.323
[2,] 0.6952 1.671 1.279 2.511 0.6852 1.829 1.836 1.746 2.272 1.807 2.188
[3,] 0.7854 1.949 1.425 3.003 0.7787 2.039 2.145 2.022 2.690 2.035 2.667
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.043 0.2947 1.024 0.6321 1.048 0.8758 0.9122 0.4372 1.116 0.7638
[2,] 1.740 0.3598 1.521 0.7669 1.413 1.0357 1.0773 0.5267 1.681 0.9169
[3,] 2.279 0.3947 2.197 0.9087 2.105 1.2031 1.2507 0.5724 1.911 1.0016
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96]
[1,] 2.115 2.411 0.3271 0.2899 0.4147 0.4361 1.169 0.4365 1.258  9.641
[2,] 2.597 2.839 0.4198 0.4468 0.5370 0.5515 1.329 0.5593 1.506 11.027
[3,] 2.946 3.065 0.5419 0.5400 0.5986 0.6109 1.546 0.6111 1.736 12.641
     [,97] [,98]
[1,] 3.630 1.806
[2,] 4.999 2.679
[3,] 6.094 3.278
Root mean square errors of predictions:  
       [,1]     [,2]    [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   1.74   0.9449   3.331   1.633    3.046   0.4119   1.006   2.442
[2,] 581.58 236.1451 996.463 822.494 1113.840 112.8502 269.366 618.862
[3,] 540.26 211.0293 864.201 830.516 1070.868 113.2590 236.117 690.299
        [,9]   [,10] [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]
[1,]   2.737   1.918   1.3    2.66   1.211   2.289   1.83   1.632   2.07
[2,] 785.832 916.579 403.3 1015.36 261.331 786.615 796.23 423.951 826.69
[3,] 891.429 758.804 395.1 1087.69 257.458 828.033 822.64 489.202 830.24
       [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]    [,25]
[1,]   1.482    2.576   2.032    4.238   1.799    3.675    2.554   0.5916
[2,] 815.494 1008.893 768.265 1115.359 477.545 2625.436 1029.585 184.8026
[3,] 818.831  961.156 759.985 1099.134 446.561 2090.047  941.896 172.4215
        [,26]    [,27]   [,28]   [,29]    [,30]   [,31]  [,32]   [,33]
[1,]    2.143    2.231   1.662   1.764   0.7656   1.578   2.22   1.254
[2,]  885.851  925.913 537.001 945.409 227.8917 801.420 598.50 357.911
[3,] 1190.128 1256.760 442.933 950.522 230.7127 870.396 581.20 320.745
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   2.336   1.935   1.785   2.161   1.565   1.577   0.4653   1.028
[2,] 735.231 760.174 895.941 609.869 618.724 387.280 141.6090 287.516
[3,] 947.674 752.563 830.125 526.134 453.362 345.799 132.7012 301.123
        [,42]   [,43]   [,44]  [,45]    [,46]   [,47]   [,48]  [,49]
[1,]   0.3756   1.812   1.608   1.17   0.8252   1.824   1.295   2.22
[2,] 124.7961 533.622 722.216 345.55 229.7335 755.031 400.122 538.97
[3,] 122.0868 541.580 656.216 359.82 233.5052 551.548 357.697 477.88
       [,50]   [,51]   [,52]    [,53]  [,54]   [,55]   [,56]    [,57]
[1,]   1.259   1.685   1.501   0.8553   1.54   1.663   1.481   0.9718
[2,] 305.366 785.847 365.120 255.3165 737.10 629.376 681.794 597.8791
[3,] 330.277 784.462 408.709 219.8821 823.14 688.392 608.999 603.7412
       [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.396   0.5399   1.175   0.938   1.578   1.258   1.309   1.687
[2,] 395.231 128.5659 569.880 229.907 345.150 371.656 658.059 803.759
[3,] 298.319 147.7114 643.737 204.864 501.571 286.049 445.213 570.369
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.7427   1.461   1.362   2.307   0.7452   1.912   1.706   1.808
[2,] 197.5118 636.967 366.723 910.951 185.9184 545.570 657.949 531.140
[3,] 192.0684 527.452 330.468 865.694 194.5406 474.275 583.115 536.454
      [,74]   [,75]  [,76]   [,77]    [,78] [,79]    [,80]  [,81]   [,82]
[1,]   2.09   1.859   1.68   1.324   0.3743   1.3   0.8027   1.33   1.112
[2,] 823.32 556.580 915.97 732.286 108.4586 591.0 228.2609 498.75 290.621
[3,] 756.85 492.632 801.32 773.912  85.2798 833.5 256.1955 819.88 321.758
       [,83]    [,84]   [,85]    [,86]   [,87]   [,88]    [,89]    [,90]
[1,]   1.158   0.5552   1.417   0.9699   2.686   3.061   0.4153   0.3681
[2,] 301.239 154.4018 660.865 266.6469 791.652 788.572 138.3320 178.6859
[3,] 334.050 117.8272 477.497 211.8304 732.055 606.850 180.1216 159.4824
        [,91]    [,92]   [,93]    [,94]   [,95]   [,96]    [,97]    [,98]
[1,]   0.5266   0.5538   1.485   0.5543   1.598   12.24    4.609    2.294
[2,] 179.3373 177.4624 331.982 183.8333 434.700 2813.73 1806.472 1039.977
[3,] 138.9890 138.0767 415.424 129.3471 453.940 3248.86 1832.865  993.197
[1] "--- VAR model 2017-10-04 22:31:00  completed"
[1] "Completed training sample:  2017-10-04 22:31:00 - 2017-10-05 06:30:00"
[1] "SpVAR;   training sample:  2017-10-04 23:01:00 - 2017-10-05 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          20.332           1.231          1.596       -17.3172
          11.750           5.108        -41.904       -26.8352
          -4.415          -3.722         31.648        -0.2708
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -59.82         0.6093           1.2900           19.554
          -9.36         0.6498           1.3393            9.516
         -31.81         0.9198           0.9146           16.150
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            19.65           20.102           -2.238            9.306
           -12.63           -2.098           -1.926           -1.722
            12.47           15.094          -17.384          -26.340
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          11.8015           30.488            34.07         -12.0274
          -5.8684           45.302            28.66           0.5652
           0.2679            4.722            18.32          -7.5803
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.741            10.59            19.29            29.58
           37.945            15.53            15.82            13.77
            9.421            38.61            31.49            10.95
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -19.51           -3.348            33.28           -11.87
           -22.76           -1.822           -58.95           -10.16
            32.02            8.073           -47.89           -22.49
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.8568           -19.52           -24.90            5.272
           2.6380            19.42            -7.45            7.713
           2.1375           -42.85           -14.33            3.492
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.36           1.3266          -22.270           -11.19
           -33.60          -0.9275          -19.735            -1.95
            11.31           1.5864           -6.337            10.32
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -11.675          -33.590          -0.4601            9.608
           -3.047            5.189         -10.1883          -13.866
           -8.734          -25.383          -6.2877           -5.739
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.8155            6.123           10.324           5.3080
          22.8009           22.965            2.616           0.9276
         -12.2236          -14.433           10.219           2.3906
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -15.526           -1.035           -29.87           -26.93
          -17.440           -1.411           -11.84           -15.38
           -2.918            0.793           -11.89           -13.45
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           12.988          -0.6297            0.232           11.909
           -5.665           0.6242          -19.985            5.809
            9.140          -4.3917          -17.032            1.265
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -4.204            4.929            1.017            14.01
           -7.195           -1.559           22.645            10.30
            2.910            2.252           -7.622             2.82
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.585           -4.452           -4.989           14.633
            6.468           -3.423          -13.653           -8.013
           -1.829           -6.254           22.116            9.056
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.202           -9.703            5.119          -9.7664
          -11.615            2.153            1.344          -0.1551
           -2.081           -2.434            3.835          -8.4544
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.137           -7.520          -7.1273           26.834
           -3.121            7.399           4.8423          -12.745
            1.850            6.993           0.3436            9.668
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            33.97            4.898           17.045           14.416
           -15.18           -1.306           12.837            3.015
            24.07            2.077           -7.727           -1.594
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           30.275           10.781           34.604           26.662
           19.442            2.707           -9.353           23.426
            9.059            8.435           10.777            4.359
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -33.761           -23.13            4.604           -2.073
           -4.745            18.14          -12.275           15.924
           -1.630           -18.94           -6.460            8.044
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.846          -2.3165           -6.566         -6.17307
            0.933          -0.8911          -16.219         -0.03415
           16.370           0.2474           13.840          2.51687
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.926          14.2636           2.0564          -4.9317
           -5.794          -5.4652           5.9938           1.6911
           13.039          -0.2167          -0.9026          -0.8552
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           15.433           -2.701           20.309          -38.993
           -1.540            6.584           -4.076           -3.063
            9.214           -3.903           16.571          -32.190
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.319          -4.3980          -0.4608          -0.9119
            4.548          -0.8725          -8.2061          -6.9228
            7.804           6.3676           0.5447           6.4281
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           10.327           -3.426           -3.304           153.20
           -9.363            4.171           -6.458            31.66
           -2.995           -2.437          -11.363            40.43
 rnd_95776.volume rnd_95787.volume
           44.822           -9.158
          -47.761           -4.559
            8.586           -9.778
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.403 0.7450 2.481 1.585 2.346 0.3342 0.8232 2.108 2.318 1.640 1.014
[2,] 1.865 0.8723 3.004 2.356 3.071 0.3931 0.9627 2.508 2.842 2.553 1.365
[3,] 2.196 0.9739 3.461 2.869 3.731 0.4361 1.0602 2.912 3.311 2.937 1.585
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.070 0.944 1.875 1.525 1.337 1.698 1.257 2.141 1.681 3.261 1.459
[2,] 2.842 1.147 2.467 2.144 1.582 2.376 2.048 2.880 2.298 3.928 1.700
[3,] 3.558 1.245 3.029 2.750 1.806 2.935 2.636 3.403 2.686 4.513 1.934
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.168 2.051 0.4412 1.749 1.909 1.329 1.767 0.5864 1.425 1.781 1.000
[2,] 5.753 2.764 0.5529 2.474 2.821 1.626 2.732 0.7167 2.166 2.133 1.210
[3,] 6.942 3.416 0.6341 3.431 3.590 1.819 3.266 0.8182 2.813 2.458 1.371
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.987 1.578 1.443 1.726 1.177 1.185 0.3554 0.7352 0.2913 1.468 1.364
[2,] 2.577 2.202 2.352 2.208 1.687 1.407 0.4282 0.9074 0.3681 1.871 1.934
[3,] 3.304 2.702 3.003 2.459 1.934 1.534 0.4956 1.0569 0.4140 2.180 2.319
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9427 0.6701 1.382 1.098 1.659 0.935 1.341 1.154 0.6841 1.269 1.334
[2,] 1.1734 0.8575 1.916 1.375 1.927 1.112 2.003 1.341 0.8139 1.970 1.816
[3,] 1.3406 0.9445 2.214 1.560 2.132 1.283 2.536 1.536 0.9386 2.418 2.203
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.134 0.8588 1.142 0.4624 1.091 0.7750 1.146 0.9698 1.037 1.331
[2,] 1.723 1.4343 1.346 0.5489 1.562 0.9033 1.360 1.1975 1.576 2.011
[3,] 2.077 1.8714 1.477 0.6295 1.975 0.9726 1.627 1.3284 1.801 2.291
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6216 1.185 1.088 1.893 0.5697 1.492 1.492 1.382 1.667 1.599 1.281
[2,] 0.7332 1.670 1.283 2.613 0.6972 1.831 2.003 1.747 2.357 1.953 2.134
[3,] 0.8116 2.009 1.401 3.210 0.7824 2.149 2.417 2.050 2.817 2.150 2.703
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.066 0.2862 1.059 0.6610 1.095 0.8774 0.8754 0.4168 1.143 0.7365
[2,] 1.714 0.3565 1.616 0.8290 1.497 1.0359 1.0657 0.5047 1.705 0.9066
[3,] 2.300 0.3946 2.183 0.9567 2.242 1.1687 1.2142 0.5692 1.959 1.0113
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96]
[1,] 2.206 2.245 0.4330 0.4207 0.4208 0.3848 1.098 0.4351 1.205  9.897
[2,] 2.757 2.736 0.5540 0.5839 0.5924 0.5828 1.281 0.5350 1.479 11.523
[3,] 3.139 3.111 0.6515 0.7182 0.7400 0.6710 1.508 0.6090 1.684 13.709
     [,97] [,98]
[1,] 3.981 1.924
[2,] 5.090 2.741
[3,] 6.131 3.378
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   1.782   0.946   3.15   2.013    2.979   0.4244   1.045   2.677
[2,] 612.730 226.386 844.89 869.630  988.507 103.2480 248.991 677.985
[3,] 578.997 215.986 858.10 817.102 1056.954  94.1625 221.585 737.896
        [,9]   [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.943   2.083   1.288    2.629   1.199   2.381   1.937   1.697
[2,] 820.591 975.781 456.174  971.009 325.267 800.255 751.284 422.482
[3,] 847.304 724.879 401.162 1067.900 241.283 876.262 859.663 433.818
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   2.157   1.597   2.719   2.134    4.141   1.853    4.023    2.605
[2,] 828.847 806.233 961.057 781.872 1092.093 435.212 2395.292  924.556
[3,] 859.544 828.442 903.741 694.160 1109.403 460.024 1938.595 1001.214
        [,25]   [,26]    [,27]   [,28]    [,29]    [,30]  [,31]   [,32]
[1,]   0.5602    2.22    2.424   1.687    2.244   0.7446   1.81   2.262
[2,] 166.2488  872.89 1036.293 467.553 1039.676 205.5733 813.98 585.737
[3,] 154.8807 1186.15 1107.397 406.730  892.716 196.8882 895.06 609.391
      [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.27    2.523   2.003   1.832   2.192   1.495   1.505   0.4513
[2,] 339.27  818.821 766.603 926.712 686.960 602.579 378.583 119.1146
[3,] 321.67 1031.487 780.509 931.057 540.236 472.408 304.841 124.4793
        [,41]  [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   0.9336   0.37   1.864   1.733   1.197   0.8509   1.755   1.394
[2,] 265.2974 112.27 578.976 683.431 348.546 266.9367 661.740 412.590
[3,] 270.3245  94.48 557.699 638.932 323.431 197.5310 553.924 368.200
       [,49]   [,50]   [,51]   [,52]    [,53]   [,54]   [,55]  [,56]
[1,]   2.106   1.187   1.703   1.466   0.8687   1.612   1.694   1.44
[2,] 488.899 300.252 742.082 339.907 219.9725 751.589 614.737 647.06
[3,] 455.807 319.473 776.293 374.397 233.1912 699.207 622.026 578.34
       [,57]  [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   1.091   1.45   0.5872   1.385   0.9842   1.455   1.231   1.317
[2,] 573.077 355.26 147.5543 557.526 231.4739 365.817 350.447 591.976
[3,] 599.662 304.17 153.7136 603.293 179.8205 445.206 286.831 434.500
      [,65]    [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.69   0.7893   1.505   1.382   2.404   0.7235   1.894   1.895
[2,] 751.93 194.0171 586.926 338.993 898.285 200.4582 529.817 666.734
[3,] 547.41 173.6026 556.987 281.460 930.236 177.1974 560.865 674.753
       [,73]   [,74]  [,75]   [,76]   [,77]    [,78]   [,79]    [,80]
[1,]   1.755   2.117   2.03   1.626   1.354   0.3635   1.345   0.8394
[2,] 532.613 831.235 559.90 851.618 669.630 105.9932 608.771 249.5909
[3,] 535.573 769.266 448.75 827.245 765.028  84.4034 732.585 238.2650
       [,81]   [,82]   [,83]    [,84]   [,85]    [,86]   [,87]   [,88]
[1,]   1.391   1.114   1.112   0.5293   1.452   0.9352   2.802   2.851
[2,] 509.128 274.719 303.204 141.9687 631.203 263.7517 824.645 779.909
[3,] 832.711 269.887 290.266 131.3052 480.659 223.5427 748.776 738.861
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]  [,95]   [,96]
[1,]   0.5498   0.5343   0.5343   0.4886   1.394   0.5525   1.53   12.57
[2,] 172.4081 201.9930 208.0063 218.4088 329.333 155.2584 428.33 2944.18
[3,] 171.0557 208.5613 221.2481 165.8093 397.030 145.1705 401.43 3704.62
        [,97]   [,98]
[1,]    5.055   2.443
[2,] 1582.110 973.546
[3,] 1704.699 985.350
[1] "--- VAR model 2017-10-04 23:01:00  completed"
[1] "Completed training sample:  2017-10-04 23:01:00 - 2017-10-05 07:00:00"
[1] "SpVAR;   training sample:  2017-10-04 23:31:00 - 2017-10-05 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-04 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -20.59           5.989         -30.38         -23.81
           18.09          -3.248         -23.66          -5.13
           13.99          -6.962         -35.96         -43.83
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -65.38          4.823            8.271          -13.977
         -44.30          2.100            2.192            2.353
         -10.09          1.079           10.207            2.152
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -18.099           -16.30           -25.85          -38.237
            3.512           -27.84           -21.85           -5.938
          -11.736           -47.88           -11.33            3.618
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
             1.68          -15.774           -7.092           -18.03
            11.34           -5.525          -23.649           -20.13
           -10.46          -26.352          -21.242           -16.27
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -34.34           -44.78           -20.70           -22.45
           -47.65           -42.20            -5.56           -14.05
           -50.87           -37.45           -39.44           -14.65
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -10.06           -6.802           -10.47          -10.392
           -96.42           -1.070           -84.93          -44.538
           -23.71           14.082           -48.83           -1.556
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.117            8.856           -5.699           22.882
           -3.976          -15.379            6.525            5.771
           -7.139          -42.523          -43.618           15.386
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.068          -12.123          -30.852           -13.85
          -18.747            1.243           -2.732           -37.12
            3.324           -3.818            9.775           -29.77
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -13.722          -15.717           -35.13          -14.190
           -3.432           -6.907           -23.36          -48.841
            8.193           -9.996           -23.96            7.212
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            16.05            7.102          -4.8778           -7.439
            11.00           -3.367           0.3573            6.330
           -14.09           -3.458           3.3990            5.615
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.9587         -0.05157          -0.1313          -13.057
           4.3828          3.89927          19.5014            5.775
           2.1677         -0.77900         -12.0799           13.522
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.1611           -6.517           -13.89            9.308
           1.5672            6.503           -11.06            7.771
          -8.1526            7.763            24.26           14.534
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.434           17.138           -7.973           -4.461
           -2.218          -12.174           -6.286           -4.110
           13.595            1.566           23.191           -3.928
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.1407           27.598            1.598           -21.37
           4.4621          -17.773           -7.841            13.27
           0.4991           -3.572           -5.385           -13.91
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -18.408           -4.972          -3.1519            3.789
            6.365           -3.007          -4.6709          -17.596
          -10.174            2.501          -0.1249           14.674
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.4862            4.930          -10.527           -7.286
          -1.6372            3.888           -5.534           -7.348
          -0.3910           11.496            5.925           12.634
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.9062            2.614           -5.006          -14.981
         -26.3873           -2.026          -13.843           -1.248
          -0.2987           10.923           -3.683           -4.503
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -32.47           -9.508           -4.517           -9.718
           -20.31           -6.720           11.383           20.763
           -23.09          -15.828           24.560           31.151
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.316           28.841          -28.250           11.593
           -2.868           17.927            1.006           15.378
          -13.213           -3.383          -12.735           -8.534
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           27.588           -2.810            7.077           -4.339
            4.193           -8.517            2.387            3.241
            1.155            3.342           10.983          -21.687
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -10.01         -4.77891           -8.959           -3.901
            42.35         -2.19622            2.871            3.535
           -29.14         -0.03258            5.603           -2.272
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.056            6.844         -42.3652           -30.63
            8.091            8.437          -0.1238           -33.72
            8.761           -3.096         -12.8063           -47.28
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           13.522           14.394           14.414            2.535
            2.788            8.941           16.202           27.427
            3.210            2.979            4.385            4.791
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -25.551           -7.004           11.975          -120.33
           -8.807            6.384           -5.740          -113.68
          -22.825            6.188            4.538           -31.36
 rnd_95776.volume rnd_95787.volume
           -11.09           -1.942
           -53.68          -26.282
            16.59           -3.639
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.413 0.7180 2.533 1.816 2.484 0.3137 0.7989 2.328 2.385 1.826 1.074
[2,] 1.949 0.8360 2.901 2.609 3.350 0.3695 0.9459 2.878 3.180 2.809 1.477
[3,] 2.267 0.9519 3.432 3.318 3.900 0.4143 1.0803 3.326 3.600 3.259 1.796
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.964 0.8999 2.124 1.647 1.365 1.775 1.338 2.210 1.830 3.397 1.498
[2,] 2.823 1.1618 2.767 2.429 1.669 2.660 2.397 2.976 2.423 4.158 1.772
[3,] 3.639 1.3328 3.194 2.958 1.935 3.231 3.075 3.687 2.957 4.985 1.997
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.518 2.098 0.4376 1.928 1.955 1.331 1.941 0.6011 1.598 1.856 0.9878
[2,] 6.385 2.998 0.5491 2.622 2.871 1.665 2.840 0.7202 2.443 2.201 1.1566
[3,] 7.467 3.576 0.6217 3.582 3.717 1.939 3.483 0.8340 3.044 2.546 1.3384
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.097 1.695 1.512 1.984 1.367 1.081 0.3603 0.816 0.2955 1.496 1.537
[2,] 2.642 2.343 2.381 2.379 1.828 1.241 0.4829 1.007 0.3797 1.921 2.038
[3,] 3.294 2.885 3.058 2.562 2.062 1.361 0.5518 1.149 0.4520 2.258 2.459
      [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9592 0.6897 1.476 1.228 1.520 0.8955 1.520 1.145 0.6951 1.367 1.426
[2,] 1.2172 0.8440 2.022 1.504 1.824 1.1025 2.274 1.325 0.8600 2.049 1.920
[3,] 1.3485 0.9586 2.335 1.743 2.041 1.2704 2.799 1.494 0.9799 2.552 2.240
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.216 0.8615 1.108 0.4571 1.237 0.7755 1.173 1.025 1.186 1.359 0.6352
[2,] 1.786 1.4292 1.306 0.5522 1.706 0.8919 1.401 1.265 1.679 2.037 0.7487
[3,] 2.106 1.9531 1.513 0.6540 2.050 0.9652 1.700 1.405 2.033 2.347 0.8298
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.180 1.053 2.016 0.5960 1.591 1.612 1.554 1.801 1.617 1.525 1.096
[2,] 1.737 1.251 2.707 0.7375 1.995 2.235 1.886 2.557 2.023 2.277 1.711
[3,] 2.065 1.392 3.359 0.8300 2.321 2.652 2.168 2.938 2.212 2.935 2.469
      [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.2812 1.127 0.8132 1.234 0.8716 0.8424 0.4137 1.240 0.7309 2.251
[2,] 0.3499 1.859 0.9885 1.727 1.0281 1.0301 0.5127 1.808 0.8873 2.774
[3,] 0.3993 2.426 1.1617 2.447 1.1887 1.1407 0.5785 2.056 0.9950 3.186
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96] [,97]
[1,] 2.296 0.5627 0.4961 0.5214 0.4817 1.079 0.4601 1.114  9.706 3.910
[2,] 2.796 0.7422 0.7172 0.7625 0.7529 1.321 0.6036 1.386 11.441 5.292
[3,] 3.244 0.8852 0.8795 0.9574 0.9359 1.537 0.7088 1.634 13.469 6.368
     [,98]
[1,] 1.963
[2,] 2.850
[3,] 3.476
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   1.794   0.9118   3.217    2.306    3.154   0.3983   1.015   2.956
[2,] 695.091 221.8175 731.866  970.118 1164.053 101.1387 262.299 876.883
[3,] 600.256 235.7722 949.834 1062.266 1034.939  97.0131 270.236 862.962
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    3.029    2.319   1.363    2.495   1.143   2.697   2.091   1.733
[2,] 1089.449 1105.353 525.247 1050.328 380.580 918.266 924.541 497.025
[3,]  873.770  856.002 529.353 1189.022 338.249 826.311 874.454 507.331
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.254    1.699    2.806   2.324    4.314   1.902    4.467    2.664
[2,] 1025.689 1030.002 1032.534 822.586 1241.688 490.585 2759.577 1109.371
[3,]  950.240  997.699 1127.427 878.038 1424.182 476.929 2004.843 1009.234
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.5557    2.449    2.482   1.691    2.465   0.7633   2.029   2.357
[2,] 171.7859  919.795 1088.720 517.818 1073.751 205.5003 957.141 612.305
[3,] 151.0080 1264.274 1222.730 514.802 1044.158 217.8315 940.613 663.346
       [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.254    2.663   2.152   1.919   2.519   1.736   1.372   0.4575
[2,] 311.619  832.592 838.037 952.816 679.877 628.277 315.650 166.5657
[3,] 348.765 1018.822 871.743 993.494 492.687 494.556 290.050 138.2527
       [,41]    [,42] [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.036   0.3753   1.9   1.952   1.218   0.8759   1.875   1.559
[2,] 305.921 123.4829 624.2 693.021 388.118 251.9248 715.760 450.170
[3,] 286.156 126.9803 614.6 712.877 300.547 235.3478 604.303 456.457
       [,49]   [,50]  [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.931   1.137   1.93   1.454   0.8827   1.736   1.811   1.544
[2,] 521.895 333.031 875.74 345.658 262.2821 789.982 665.974 677.491
[3,] 474.539 326.905 845.29 357.553 243.2600 788.030 597.444 577.801
       [,57]   [,58]    [,59]   [,60]    [,61]  [,62]   [,63]   [,64]
[1,]   1.094   1.406   0.5804   1.571   0.9848   1.49   1.301   1.506
[2,] 590.629 358.557 160.4453 608.235 228.1320 396.27 383.666 615.713
[3,] 689.460 395.121 181.5006 589.306 191.1298 499.23 317.593 593.627
       [,65]    [,66]   [,67]   [,68]   [,69]    [,70]  [,71]   [,72]
[1,]   1.726   0.8066   1.498   1.337    2.56   0.7568   2.02   2.047
[2,] 785.798 205.2925 660.552 349.851  936.04 224.9789 623.22 802.090
[3,] 604.101 185.3353 578.325 316.067 1029.44 197.2238 614.57 738.752
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   1.973   2.287   2.054   1.936   1.392   0.3571   1.432   1.033
[2,] 553.565 939.907 629.741 875.665 680.255 107.8262 765.840 291.070
[3,] 553.364 749.336 462.787 959.746 922.013  99.6498 807.071 316.079
       [,81]   [,82]  [,83]    [,84]   [,85]    [,86]   [,87]   [,88]
[1,]   1.567   1.107   1.07   0.5254   1.575   0.9281   2.859   2.916
[2,] 625.574 282.421 307.02 156.8350 681.194 260.5253 839.726 825.883
[3,] 897.751 309.024 253.72 138.8009 506.558 233.2380 811.661 852.474
        [,89]  [,90]    [,91]    [,92]  [,93]    [,94]   [,95]   [,96]
[1,]   0.7145   0.63   0.6621   0.6117   1.37   0.5843   1.415   12.33
[2,] 250.7251 268.28 288.1276 299.7114 394.78 202.3451 427.112 3136.72
[3,] 249.8427 263.63 299.8749 287.8735 407.27 192.4232 448.126 3681.37
        [,97]    [,98]
[1,]    4.965    2.493
[2,] 1847.172 1069.732
[3,] 1834.755 1030.993
[1] "--- VAR model 2017-10-04 23:31:00  completed"
[1] "Completed training sample:  2017-10-04 23:31:00 - 2017-10-05 07:30:00"
[1] "SpVAR;   training sample:  2017-10-05 00:01:00 - 2017-10-05 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          7.1002         -6.6490          21.69        -29.870
          0.9477         -5.1361         -19.26         -4.711
        -18.6584         -0.6093         -48.83        -31.028
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -27.24          3.971           11.143           -1.893
         -75.08          1.426            4.038           13.225
         -43.63         -1.805            8.808           22.410
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -14.573           -1.214           13.172           -5.496
            9.191           23.659            1.509          -11.280
           21.586            1.906           16.178           39.818
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.216          -21.254          -12.046          -5.4882
            7.434            8.493            7.391         -13.6572
           15.734           28.840           26.788           0.8701
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -14.704          -29.610          0.02307            4.639
          -33.285           -5.795        -11.20636           -3.994
           -4.529          -20.204        -13.97075            6.113
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            39.18           -7.435           -71.72           10.474
           -34.02          -12.243            14.93          -24.603
            16.61          -17.823           -19.29            7.537
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.236            18.62          -43.339          -22.492
            6.856           -45.56          -11.913           -7.085
            5.604           -14.64           -5.516           26.771
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -30.401            5.676           -52.34          -30.714
           -1.669           -1.538           -43.44           -7.478
          -44.335            1.984           -38.64          -11.018
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -10.881           -36.56            -4.05            8.826
          -13.500           -38.10           -41.42          -40.942
           -8.522           -19.43           -40.19          -50.657
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -13.445          -22.394            1.147           -4.427
           -7.355           -2.032            7.718           -8.670
          -17.364            7.237           11.037           -2.290
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -24.53           -3.680           -14.88          -14.611
           -16.02            5.088            -3.06           -6.037
           -14.31            4.767           -43.68          -17.652
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.340          -6.7525          -15.766        -15.07296
            1.359           0.5731            4.076         -8.94162
            9.341           0.4114           -9.459         -0.04415
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            17.72            3.181            9.077            6.184
            13.34            1.671            2.983            5.891
            24.30            9.329           10.715           -1.943
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.663          -11.357            1.431          -19.912
            1.479            3.023           -8.531           -7.086
            6.120           10.601           -3.192           -5.709
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -11.34           -6.747           -4.446            4.046
             2.53          -18.154           -0.913           -3.299
            -9.41          -21.597           -1.912            3.657
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -8.224           -11.58         -12.2997           -3.921
          -18.527           -16.96           0.8883          -10.478
          -14.036           -27.41          -4.5657           -4.558
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.734            5.833         -10.4033           -1.336
           -6.294           -3.156          -6.2532           -9.036
           -1.461            4.264          -0.1785            4.408
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -27.04            6.813          -20.208          -0.1239
           -25.85           -4.963           -4.791          12.0381
           -13.16           -4.412           -3.599           4.3969
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.154           -6.234          -12.300           -6.173
            2.341           -9.845           -7.994          -29.112
          -28.676          -31.193           -1.657           -7.092
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -16.62           3.5712           -14.89           17.456
            -8.72           0.5279           -10.65            7.666
           -18.94           0.1682           -24.56           13.821
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -9.597            3.566            2.940           -2.688
          -10.742            8.556            7.523           -1.473
          -11.203            3.316            1.548           -1.811
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.228           -4.372            21.43           -11.19
           -2.656           -8.242            25.98           -65.98
           10.137           -8.909            17.20           -17.41
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -10.163           -3.484           -1.463            2.283
           -9.601           -5.687           -1.169           -2.237
            1.241           -6.679           -3.457           -8.510
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            9.518            2.360           6.5439           -46.99
            1.607            3.817          -0.1436          -164.06
           -4.074           -1.995           6.2754          -138.77
 rnd_95776.volume rnd_95787.volume
           -18.21            17.50
            16.33           -25.66
            29.73            32.69
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.523 0.7553 2.665 1.803 2.698 0.3127 0.8417 2.396 2.346 1.988 1.038
[2,] 1.998 0.8948 3.166 2.671 3.556 0.3846 1.0003 2.983 3.202 3.010 1.478
[3,] 2.394 1.0092 3.682 3.432 4.216 0.4383 1.1309 3.542 3.666 3.451 1.772
     [,12]  [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.953 0.9734 1.994 1.572 1.648 1.780 1.372 2.431 1.973 3.834 1.452
[2,] 2.980 1.2420 2.733 2.413 2.085 2.614 2.372 3.184 2.500 4.725 1.711
[3,] 3.858 1.4500 3.208 2.935 2.476 3.151 3.011 3.763 2.966 5.621 1.901
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.801 2.284 0.4363 1.995 2.066 1.461 1.854 0.6321 1.866 1.820 1.003
[2,] 6.549 3.220 0.5466 2.818 3.027 1.845 2.862 0.7387 2.815 2.196 1.183
[3,] 7.693 3.892 0.6406 3.735 3.929 2.201 3.598 0.8452 3.436 2.570 1.372
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 2.086 1.909 1.670 1.963 1.479 1.095 0.3520 0.8555 0.3457 1.610 1.568
[2,] 2.744 2.576 2.542 2.410 1.913 1.271 0.4905 1.0955 0.4259 2.027 2.115
[3,] 3.557 3.145 3.319 2.633 2.203 1.406 0.5579 1.2886 0.5220 2.403 2.501
      [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9464 0.6438 1.429 1.398 1.449 0.9491 1.498 1.198 0.7301 1.372 1.399
[2,] 1.2213 0.8020 2.031 1.721 1.806 1.1302 2.445 1.386 0.9146 2.118 1.928
[3,] 1.3918 0.9163 2.339 1.982 2.039 1.2589 3.031 1.565 1.0351 2.695 2.379
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.282 0.8655 1.035 0.4807 1.282 0.8258 1.152 1.014 1.269 1.394 0.6614
[2,] 1.735 1.4103 1.365 0.5740 1.676 0.9303 1.426 1.251 1.754 2.059 0.7797
[3,] 2.057 1.8930 1.648 0.6808 2.103 1.0264 1.684 1.440 2.071 2.374 0.8868
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.193 1.003 2.111 0.5726 1.674 1.713 1.649 1.835 1.653 1.718 1.335
[2,] 1.756 1.157 2.846 0.7214 2.054 2.373 1.926 2.547 2.074 2.509 1.966
[3,] 2.108 1.298 3.432 0.8120 2.430 2.829 2.259 3.043 2.300 3.091 2.521
      [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3073 1.404 0.8723 1.345 0.9224 0.8672 0.4127 1.340 0.7353 2.279
[2,] 0.3765 2.094 1.1082 1.863 1.0589 1.0650 0.5293 1.845 0.9156 2.954
[3,] 0.4390 2.643 1.3443 2.546 1.2107 1.1912 0.5833 2.138 1.0677 3.301
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95]  [,96] [,97]
[1,] 2.359 0.6019 0.5553 0.6371 0.6233 1.107 0.5002 1.107  9.918 3.738
[2,] 2.918 0.8147 0.8620 0.9196 0.9745 1.364 0.6403 1.411 11.801 5.233
[3,] 3.463 0.9998 1.0575 1.1330 1.2072 1.671 0.7652 1.621 13.904 6.429
     [,98]
[1,] 2.052
[2,] 3.033
[3,] 3.666
Root mean square errors of predictions:  
        [,1]     [,2]    [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   1.933   0.9591   3.384    2.289    3.426   0.3971   1.069    3.043
[2,] 680.468 252.4586 899.303 1036.758 1218.220 117.7792 284.336  934.961
[3,] 693.806 245.4606 989.206 1133.674 1191.798 110.6174 277.639 1004.885
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]    2.979    2.525   1.318    2.48   1.236   2.532   1.997   2.093
[2,] 1146.397 1188.626 553.435 1184.50 405.870 983.367 962.989 672.409
[3,]  939.497  888.136 514.425 1289.18 393.741 883.719 878.926 701.809
       [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]  [,24]
[1,]    2.26    1.742    3.087   2.505    4.868   1.844    4.827    2.9
[2,] 1007.38 1018.158 1081.561 807.686 1452.685 476.291 2805.595 1194.0
[3,]  925.10  975.453 1055.485 840.187 1602.470 435.216 2123.981 1150.5
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.5541    2.534    2.623   1.855    2.355   0.8027    2.37   2.311
[2,] 173.1849 1046.901 1163.934 592.644 1146.864 201.1584 1109.21 646.773
[3,] 175.7826 1289.451 1317.956 631.475 1147.608 216.0866 1036.06 702.538
       [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.273    2.649   2.424    2.12   2.493   1.878   1.391   0.447
[2,] 330.572  937.321 909.785 1008.49 735.163 638.465 338.678 179.676
[3,] 365.077 1191.237 949.462 1122.90 557.570 575.127 316.700 139.901
       [,41]   [,42]   [,43]  [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.086   0.439   2.045   1.99   1.202   0.8176   1.814   1.776
[2,] 359.972 130.886 648.067 747.15 406.118 251.5814 759.680 527.387
[3,] 357.051 158.788 678.323 701.71 351.235 233.1985 610.745 517.996
      [,49]   [,50]    [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   1.84   1.205    1.903   1.521   0.9271   1.742   1.777   1.628
[2,] 567.61 322.896 1016.382 366.511 289.8416 849.316 697.999 614.816
[3,] 497.83 291.761  942.725 382.564 255.0506 876.875 732.924 581.522
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.099   1.315   0.6104   1.628   1.049   1.462   1.288   1.612
[2,] 585.820 468.409 165.0707 567.966 225.382 442.605 385.281 636.597
[3,] 664.365 485.980 192.5947 668.194 228.075 470.978 374.598 579.767
      [,65]    [,66]   [,67]   [,68]    [,69]    [,70]   [,71]   [,72]
[1,]   1.77   0.8398   1.515   1.273    2.681   0.7271   2.126   2.176
[2,] 797.65 217.2609 678.186 303.358 1004.413 230.8714 626.219 863.715
[3,] 621.42 222.2371 612.989 309.548 1008.940 196.0871 682.859 810.310
       [,73]  [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.093   2.33   2.099   2.181   1.695   0.3902   1.783   1.108
[2,] 524.333 929.50 659.143 962.282 759.500 114.4758 817.575 359.657
[3,] 620.463 876.16 522.550 949.189 830.121 118.7575 848.534 400.339
       [,81]   [,82]   [,83]    [,84]   [,85]    [,86]   [,87]   [,88]
[1,]   1.708   1.171   1.101   0.5241   1.701   0.9337   2.893   2.996
[2,] 677.880 273.685 325.297 174.3918 667.216 287.0717 989.411 903.087
[3,] 913.491 308.765 280.696 128.9031 568.265 288.9963 774.999 981.836
        [,89]    [,90]   [,91]    [,92]   [,93]    [,94]   [,95]   [,96]
[1,]   0.7644   0.7052   0.809   0.7915   1.405   0.6351   1.405   12.59
[2,] 288.8246 346.8808 348.908 394.1107 419.087 210.3295 460.674 3364.29
[3,] 304.9067 322.2507 348.202 374.9007 508.081 220.4741 419.203 3868.14
        [,97]    [,98]
[1,]    4.747    2.606
[2,] 1927.076 1175.402
[3,] 1964.686 1083.446
[1] "--- VAR model 2017-10-05 00:01:00  completed"
[1] "Completed training sample:  2017-10-05 00:01:00 - 2017-10-05 08:00:00"
[1] "SpVAR;   training sample:  2017-10-05 00:31:00 - 2017-10-05 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -12.03       -0.006312          5.149          -8.68
           16.17       -2.881113        -10.411          33.31
          -15.21        6.900832         14.346         -13.06
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.097        -3.1815          12.4846          26.3840
          1.364         0.7781           8.8128          -9.2603
         13.750         3.2359           0.8999           0.3035
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.301          -16.565           11.156            13.48
          -11.961           29.496            9.659           -35.77
           23.442            4.629           19.867           -61.29
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.191           -6.068          -12.290           1.6727
            2.486          -28.308          -23.150           0.3181
           -1.483          -23.536           -4.276           5.3593
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -13.928            4.339           24.349            23.84
          -11.444           14.540           20.264            20.46
            8.347          -28.175           -4.881            10.52
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -28.82            17.22           -21.63            23.65
             5.87            12.80           -51.61           -26.88
            47.50            19.14           -38.79           -25.84
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.343            35.43           -15.94            5.043
            9.005           -29.24            24.60           -5.740
            1.277           -28.87           -19.84           -1.867
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.736           10.650            2.056           -16.30
           29.990            2.339          -10.973           -11.30
          -20.480            2.800           -3.407           -10.89
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.463           -7.575         -30.1790            3.698
           -4.383          -27.163          12.9544           13.132
            3.854           -4.176           0.5931          -16.492
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -17.220           16.202           -8.569           0.7246
           -5.929          -10.133            6.526           1.9591
           11.890            6.566            8.965           1.9502
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -7.049           3.1797           -20.18         -23.1873
           -1.416          -0.8985           -12.41         -14.2118
            1.286          -0.6057            -5.13           0.4046
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.768            5.904           -12.33           -2.747
            1.134            2.887           -17.05           11.683
            6.940           -3.039           -16.16            5.938
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           19.608            1.697           11.925           11.521
            9.575           -2.605           -9.438            7.071
           16.994            3.751           -7.088            3.530
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -3.1520           -2.464         -12.5282          -11.317
          -0.3876            5.996          20.4731           -1.882
           9.9557            4.258           0.0596            6.680
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.344           -1.097           0.9516          -12.389
           -5.779           10.041           5.6458          -17.622
           15.517           12.010           0.5601            1.861
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.462          -15.390           4.7827          -0.6664
           -8.082           -5.852           8.5563          -8.7751
           -9.036           -3.223          -0.2328          -5.4217
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3228           1.2812           -2.610           13.707
          -3.6605          -1.7592            3.966           -3.893
          10.2677           0.4445           -2.545            5.810
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.118           8.0355           -17.07          -35.913
            4.212           0.6159           -23.87            6.769
            2.393           2.8092           -29.36          -17.401
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           15.247          -17.215            16.96            24.30
            7.153           19.158           -13.92           -39.77
            3.599            1.981           -20.64            13.29
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.6702          -1.1399            7.614           11.494
           7.8002           4.4321           19.308            6.605
         -13.1130          -0.7887          -29.303            7.571
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            12.87            1.036           -0.777            3.370
             8.86           15.145           -1.604           -1.222
           -28.95           11.411          -10.175            2.070
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.923          -0.9617            5.479           -23.05
          -14.874         -15.9175           18.142           -32.30
           11.866           3.7154           21.718           -19.07
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.4564           0.6248            9.298           10.189
           0.6432          -1.2768          -13.530           -1.800
          -4.7754           4.9671            4.713            6.195
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.706           4.9541           -4.117         36.12071
           -1.516          -0.8358          -11.807        -39.51558
            4.427           1.7768          -11.513         -0.05057
 rnd_95776.volume rnd_95787.volume
            4.454           -5.862
          -19.960          -22.356
            4.127          -20.615
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.652 0.7901 2.752 2.002 2.813 0.3062 0.8827 2.827 2.671 2.119 1.173
[2,] 2.123 0.9501 3.245 2.889 3.689 0.3968 1.0424 3.401 3.645 3.289 1.703
[3,] 2.533 1.0915 3.797 3.828 4.626 0.4647 1.1909 3.895 4.102 3.812 2.084
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.433 1.153 2.112 1.732 1.776 2.007 1.801 2.737 2.151 4.025 1.775
[2,] 3.415 1.434 2.903 2.651 2.233 2.729 2.678 3.434 2.705 5.194 2.065
[3,] 4.423 1.681 3.479 3.257 2.624 3.404 3.289 4.022 3.219 6.114 2.306
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.904 2.605 0.4595 2.079 2.259 1.407 2.169 0.6449 2.196 1.990 1.004
[2,] 6.908 3.679 0.5772 2.908 3.140 1.814 3.084 0.7485 3.142 2.333 1.200
[3,] 8.247 4.427 0.7001 3.875 3.936 2.275 3.937 0.8623 3.808 2.703 1.404
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.285 2.008 2.225 2.202 1.623 1.164 0.3548 1.044 0.3831 1.660 1.663
[2,] 3.099 2.838 3.220 2.590 2.156 1.387 0.5167 1.283 0.4958 2.118 2.236
[3,] 3.812 3.500 3.908 2.821 2.525 1.536 0.6175 1.447 0.6008 2.540 2.723
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.019 0.6676 1.529 1.417 1.673 0.9348 1.614 1.354 0.7485 1.476 1.428
[2,] 1.333 0.8463 2.219 1.813 1.922 1.1386 2.585 1.510 0.9542 2.183 2.004
[3,] 1.511 0.9853 2.568 2.057 2.168 1.2525 3.236 1.673 1.1384 2.801 2.436
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.347 0.9226 1.112 0.5160 1.334 0.8240 1.231 1.064 1.272 1.412 0.7005
[2,] 2.030 1.5300 1.456 0.6442 1.805 0.9286 1.558 1.297 1.784 2.145 0.8414
[3,] 2.369 2.0832 1.786 0.7865 2.197 1.0199 1.842 1.481 2.089 2.546 0.9575
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.272 1.025 2.128 0.5630 1.847 1.924 1.776 1.880 1.839 1.803 1.408
[2,] 1.907 1.235 3.014 0.7734 2.383 2.733 2.268 2.580 2.379 2.703 2.157
[3,] 2.202 1.402 3.579 0.8758 2.766 3.231 2.676 3.186 2.678 3.382 2.888
      [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3446 1.682 0.9355 1.658 0.9321 0.8842 0.4258 1.345 0.8501 2.470
[2,] 0.4274 2.399 1.2063 2.305 1.1312 1.0864 0.5422 1.882 1.0812 3.099
[3,] 0.5056 3.008 1.4563 2.978 1.2713 1.2241 0.6085 2.242 1.3145 3.437
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94] [,95] [,96] [,97]
[1,] 2.775 0.7539 0.6834 0.7442 0.7265 1.138 0.5627 1.075 10.32 3.901
[2,] 3.530 0.9808 1.0414 1.0054 1.0398 1.468 0.7388 1.346 12.51 5.475
[3,] 4.151 1.1868 1.2699 1.2806 1.3455 1.748 0.9101 1.538 15.03 6.609
     [,98]
[1,] 2.323
[2,] 3.250
[3,] 3.920
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.098   1.003    3.495    2.542    3.572   0.3888   1.121   3.589
[2,] 677.063 268.250  873.951 1059.124 1212.934 128.3238 281.771 961.510
[3,] 702.856 273.034 1001.733 1276.494 1418.537 122.9202 292.779 964.288
         [,9]    [,10]  [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.391    2.691   1.49    3.09   1.464    2.682    2.199   2.255
[2,] 1260.965 1278.570 627.22 1218.09 433.387 1011.981 1020.119 688.262
[3,]  956.015  978.932 610.84 1428.21 445.135  974.554  961.633 700.289
        [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.549    2.287    3.475   2.732    5.111   2.255    4.958    3.308
[2,]  939.961 1007.249 1054.772 833.895 1668.588 535.867 2896.582 1320.776
[3,] 1034.061  970.395 1064.243 886.478 1639.919 521.613 2289.556 1250.891
        [,25]   [,26]    [,27]   [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5835    2.64    2.868   1.787    2.754   0.8189    2.788   2.527
[2,] 177.5259 1033.09 1108.867 582.028 1114.430 193.0910 1142.391 619.044
[3,] 201.4443 1301.66 1206.005 697.376 1244.082 217.6027 1093.627 693.225
       [,33]    [,34]   [,35]    [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   1.275    2.901    2.55    2.826   2.796   2.061   1.478   0.4506
[2,] 333.938 1064.389 1019.79 1182.972 693.465 721.468 383.912 190.9028
[3,] 370.378 1127.968 1040.52 1125.493 568.209 667.268 334.812 171.8045
       [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.325   0.4864   2.108   2.111   1.294   0.8477   1.942   1.799
[2,] 379.548 159.9795 668.394 759.512 436.905 264.3818 817.676 574.457
[3,] 339.832 172.4400 713.281 789.774 361.770 256.4657 656.333 494.348
       [,49]   [,50]    [,51]  [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.125   1.187    2.049   1.72   0.9505   1.874   1.813   1.711
[2,] 480.783 330.399 1026.432 339.08 300.8105 817.626 714.585 771.613
[3,] 509.768 265.288  989.128 366.82 315.5366 891.617 703.940 620.891
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.172   1.412   0.6553   1.693   1.046   1.563   1.352   1.616
[2,] 620.325 478.126 195.9711 618.049 217.601 485.518 376.532 635.878
[3,] 718.596 525.047 229.3999 636.860 214.458 499.143 363.844 552.016
       [,65]    [,66]   [,67]   [,68]    [,69]    [,70]   [,71]   [,72]
[1,]   1.792   0.8895   1.615   1.301    2.702   0.7149   2.345   2.443
[2,] 820.936 236.9314 722.549 350.416 1084.658 269.5240 765.171 986.731
[3,] 696.661 232.2687 559.026 336.723  981.308 208.8419 713.641 876.288
       [,73]   [,74]   [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.256   2.387   2.335    2.29   1.788   0.4376   2.136   1.188
[2,] 716.264 898.459 766.957 1023.46 830.566 128.4910 869.509 387.041
[3,] 722.088 949.948 625.047 1033.55 976.308 137.2988 922.129 414.672
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]    [,88]
[1,]   2.105   1.184   1.123   0.5408   1.708   1.079   3.137    3.524
[2,] 814.112 325.779 320.850 170.5559 669.549 339.534 950.973 1109.152
[3,] 958.430 294.835 286.712 140.4327 618.620 380.043 755.527 1109.444
        [,89]    [,90]   [,91]    [,92]   [,93]    [,94]   [,95]  [,96]
[1,]   0.9574   0.8678   0.945   0.9226   1.445   0.7146   1.365   13.1
[2,] 318.8905 399.3798 343.641 378.0617 471.289 243.2857 411.776 3596.8
[3,] 339.5598 369.4059 403.106 434.0271 482.670 270.1359 377.603 4231.1
        [,97]   [,98]
[1,]    4.954    2.95
[2,] 1952.128 1155.34
[3,] 1881.800 1113.56
[1] "--- VAR model 2017-10-05 00:31:00  completed"
[1] "Completed training sample:  2017-10-05 00:31:00 - 2017-10-05 08:30:00"
[1] "SpVAR;   training sample:  2017-10-05 01:01:00 - 2017-10-05 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -9.308           2.686        -0.7697         -7.781
          17.700           1.054       -14.5574        -10.389
          15.249           5.211       -15.4745         29.534
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.963         0.7176          -0.8329           50.397
        -28.088         3.9366          10.7472            3.483
         14.868         0.5876           3.4009            3.960
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            74.76           32.700           -8.561          -10.057
           -19.29           -4.610            3.016           -5.257
           -12.25           -1.542           -6.089          -42.779
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.791            15.94           -6.176           -4.646
           -7.935            13.42           14.809           10.642
            5.777           -12.21          -14.494           -4.835
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            14.19            9.676          -19.843           -23.25
             6.02            7.488            5.879            23.74
           -11.03            3.445           34.140            19.83
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -21.347           -9.354            36.90            9.285
          -23.906            4.377           -33.65          -19.353
            3.797           10.081           -17.34          -47.757
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -10.463          -13.205            4.777            3.613
            4.136           16.303           -2.490            3.279
           -3.124           -8.868            8.618           -3.166
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.213           -5.376           -27.75            11.59
           -1.618           -6.416            19.03            18.91
           31.105            4.815            39.47            -7.44
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            9.056           -7.552            18.93            12.07
            2.360            1.037           -17.23           -13.61
            6.511           11.492            16.37            15.98
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            0.746           -4.948           -3.896           1.8293
            6.918            5.222           -9.217          -0.9834
            2.715           -8.120          -10.837           3.2184
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.103            1.475          13.8431           -2.811
           -2.747            1.294          11.2202           15.409
           -5.705            3.697           0.0121          -21.110
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -9.152            5.731             6.31           33.631
           -2.477            1.810           -15.09          -20.318
            2.239            1.512            15.72            1.486
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
         -21.3147            8.713          -11.090           0.3786
           6.8555           -1.931           15.527           1.3798
          -0.8999           -1.063           -3.945           2.1400
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.4167            14.10           -2.902          -0.4298
           0.1782           -12.85           -4.657          -1.0235
           0.4011             8.19            7.863           5.4242
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.300            8.291           0.3201           10.133
            3.444            1.516           2.0743           -1.788
           -6.957           -7.263           0.2559          -10.534
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.626           -8.587            3.053          -1.1272
           -6.669            2.032           -1.908          -3.9830
            1.830            3.014           12.237           0.1853
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           3.0463           12.942           14.160           -2.624
           6.2134           -2.094           -3.111           -6.986
          -0.9848            4.787            3.339           -5.980
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           16.765          -0.2431           -3.386            15.94
            8.683           2.6120           -1.135           -10.46
           -1.950           5.6571           -2.227            19.73
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           15.023           25.327           -8.898            16.25
            8.809            9.072           15.248            19.56
            5.286           26.617           -1.701            34.44
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           26.580           3.6023            8.447           -9.636
            7.408           2.0730           18.535            1.096
           14.465          -0.8595            2.143            3.207
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            11.48            4.167           -1.527           -5.615
            34.66           10.411           -3.278           -3.910
            12.63            2.392            1.059           -3.072
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.413            2.090          -17.765           -10.13
            2.859            5.563           17.351           -10.95
            4.644            5.672           -5.757           -31.22
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.9547            4.937           0.9635            1.543
          -0.4619            8.401           7.5977           11.914
           1.4610           -3.433           0.7807           -8.052
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           3.3912            7.953           -2.633           -34.54
          -1.5296           -1.495           -6.537           -40.48
           0.9456            2.637           -2.747           -31.76
 rnd_95776.volume rnd_95787.volume
            -2.48           0.2889
            10.74         -16.2294
           -49.34         -33.7787
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.670 0.828 2.947 2.226 3.514 0.3484 0.9894 2.990 2.824 2.450 1.286
[2,] 2.270 1.000 3.520 3.093 4.539 0.4413 1.1935 3.656 4.121 3.572 1.884
[3,] 2.791 1.161 4.170 3.995 5.615 0.5232 1.3513 4.251 4.621 4.181 2.333
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.703 1.327 2.472 1.998 1.970 2.253 2.134 2.685 2.273 4.196 1.709
[2,] 3.549 1.632 3.226 2.912 2.463 3.087 3.137 3.616 2.941 5.469 2.088
[3,] 4.487 1.914 3.781 3.438 2.869 3.728 3.836 4.417 3.523 6.583 2.400
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.137 3.023 0.6601 2.461 2.442 1.560 2.167 0.7039 2.394 1.980 1.048
[2,] 7.125 4.060 0.7797 3.145 3.377 2.054 3.069 0.8222 3.518 2.399 1.243
[3,] 8.666 4.766 0.9008 4.006 4.247 2.540 3.903 0.9475 4.344 2.873 1.495
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.509 2.258 2.493 2.296 1.685 1.266 0.3839 1.134 0.4450 1.789 1.737
[2,] 3.365 3.211 3.494 2.811 2.159 1.490 0.5809 1.419 0.5649 2.340 2.448
[3,] 3.961 3.944 4.269 3.096 2.674 1.664 0.6860 1.627 0.6812 2.778 2.926
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.066 0.7657 1.655 1.534 1.682 0.9952 1.664 1.436 0.888 1.603 1.463
[2,] 1.418 0.9612 2.396 2.003 2.063 1.2234 2.783 1.611 1.115 2.403 2.085
[3,] 1.685 1.1394 2.790 2.404 2.346 1.3712 3.566 1.821 1.310 3.110 2.574
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.455 0.9705 1.208 0.5857 1.499 0.9103 1.353 1.136 1.390 1.380 0.7503
[2,] 2.133 1.5840 1.615 0.7067 2.115 1.0374 1.622 1.470 1.964 2.142 0.9424
[3,] 2.549 2.1573 1.910 0.8686 2.543 1.1281 1.896 1.640 2.292 2.663 1.0799
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.369 1.059 2.362 0.6267 2.067 2.209 1.883 2.086 1.989 2.060 1.610
[2,] 1.986 1.300 3.156 0.8461 2.645 2.965 2.508 2.775 2.614 3.022 2.430
[3,] 2.381 1.462 3.833 0.9685 3.220 3.477 2.944 3.519 2.991 3.714 3.131
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3620 1.822 1.140 2.007 0.9899 0.9094 0.5105 1.386 0.9047 2.662
[2,] 0.4717 2.623 1.509 2.707 1.2014 1.1369 0.6505 1.956 1.1248 3.375
[3,] 0.5486 3.265 1.880 3.430 1.3643 1.3487 0.7347 2.377 1.3680 3.792
     [,88] [,89] [,90] [,91]  [,92] [,93]  [,94] [,95] [,96] [,97] [,98]
[1,] 3.165 1.005 0.857 0.912 0.7797 1.270 0.6283 1.013 10.36 3.866 2.565
[2,] 3.861 1.276 1.348 1.252 1.2357 1.663 0.8149 1.255 12.47 5.994 3.477
[3,] 4.581 1.464 1.602 1.527 1.5464 1.967 1.0009 1.457 14.85 7.415 4.187
Root mean square errors of predictions:  
       [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   2.12   1.051    3.742    2.827    4.462   0.4424   1.256    3.797
[2,] 755.60 275.697  945.484 1054.898 1411.908 133.1107 327.949 1033.522
[3,] 797.52 289.960 1098.791 1242.688 1624.112 138.0547 311.419 1065.840
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    3.586    3.111   1.632    3.432   1.685    3.139    2.537   2.501
[2,] 1474.281 1277.387 676.518 1129.551 466.680 1017.972 1040.650 726.405
[3,] 1027.665 1067.847 675.858 1349.342 491.299  968.865  897.648 723.529
        [,17]    [,18]    [,19]   [,20]    [,21]  [,22]    [,23]    [,24]
[1,]    2.861    2.709    3.409   2.887    5.328   2.17    5.254    3.838
[2,] 1037.103 1129.663 1190.396 916.805 1723.433 589.59 2850.083 1331.778
[3,] 1026.295 1085.092 1246.418 953.268 1800.639 580.65 2423.397 1226.499
        [,25]    [,26]  [,27]   [,28]    [,29]    [,30]   [,31]   [,32]
[1,]   0.8383    3.125    3.1   1.981    2.752   0.8939    3.04   2.515
[2,] 203.8317  961.651 1145.9 656.625 1067.897 208.6992 1266.34 665.300
[3,] 221.7064 1219.003 1265.5 734.265 1184.171 231.3498 1252.43 776.727
      [,33]    [,34]    [,35]    [,36]   [,37]  [,38]   [,39]    [,40]
[1,]   1.33    3.187    2.868    3.165   2.916   2.14   1.608   0.4874
[2,] 328.53 1101.266 1121.508 1203.063 796.848 663.09 385.680 214.2159
[3,] 408.57 1027.050 1125.485 1205.201 637.430 774.89 364.151 179.2916
       [,41]   [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.439   0.565   2.272   2.206   1.353   0.9723   2.101   1.948
[2,] 419.060 170.965 741.152 847.581 459.540 285.4922 851.374 632.561
[3,] 391.036 187.044 735.632 787.282 446.903 300.5299 702.035 653.664
       [,49]   [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.136   1.264    2.114   1.823   1.128   2.036   1.858   1.848
[2,] 586.678 349.623 1095.871 358.865 331.149 879.740 729.363 766.389
[3,] 548.953 304.248 1095.368 417.363 338.299 969.461 742.318 685.679
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.232   1.534   0.7437   1.903   1.156   1.718   1.443   1.765
[2,] 615.061 527.076 194.2745 733.061 244.498 440.002 458.449 681.833
[3,] 719.567 500.664 248.1938 693.593 217.725 482.166 357.086 580.445
       [,65]    [,66]   [,67]   [,68]    [,69]    [,70]   [,71]   [,72]
[1,]   1.753   0.9527   1.738   1.345    2.999   0.7959   2.625   2.805
[2,] 805.017 280.2003 706.624 370.921 1028.704 279.2931 810.958 971.418
[3,] 776.742 259.0723 646.041 328.062 1068.493 231.5076 901.955 892.586
       [,73]    [,74]   [,75]    [,76]   [,77]    [,78]   [,79]   [,80]
[1,]   2.391    2.649   2.525    2.616   2.045   0.4596   2.314   1.448
[2,] 813.837  899.273 833.787 1086.306 894.377 148.5649 927.106 485.966
[3,] 757.232 1062.941 713.367 1060.926 970.206 137.6612 954.988 550.844
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    2.548   1.257   1.155   0.6482   1.759   1.149    3.381    4.019
[2,]  892.232 334.549 335.267 198.0582 678.285 328.372 1019.207 1086.703
[3,] 1035.476 317.613 356.481 167.8272 664.014 382.498  849.753 1211.079
       [,89]   [,90]   [,91]    [,92]   [,93]    [,94]   [,95]   [,96]
[1,]   1.276   1.088   1.158   0.9901   1.612   0.7978   1.286   13.15
[2,] 386.426 511.119 421.470 470.9877 527.757 254.9539 364.059 3414.12
[3,] 352.654 425.070 429.787 456.8575 516.161 285.5204 363.884 3958.42
        [,97]    [,98]
[1,]    4.909    3.257
[2,] 2250.903 1153.568
[3,] 2144.735 1145.980
[1] "--- VAR model 2017-10-05 01:01:00  completed"
[1] "Completed training sample:  2017-10-05 01:01:00 - 2017-10-05 09:00:00"
[1] "SpVAR;   training sample:  2017-10-05 01:31:00 - 2017-10-05 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.209           10.03         -1.017          9.643
           2.543            9.89         -9.245         20.845
          -1.524            2.55         -6.740         -3.357
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.374         0.8569           -4.233            20.81
         33.934        -2.6398            1.256            26.27
         11.505         3.5936           10.898            10.85
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           18.030            18.61           -5.137            2.148
           18.407            31.76           12.968           24.831
            3.145            10.89           10.038            3.060
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            6.038            10.80           -5.148         -1.17461
           -4.867            16.81           20.905         -0.09303
           -2.970            22.46           21.784          0.02226
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
             1.06           -6.148           17.917           33.709
            14.30            5.768           -7.309            6.982
            27.75           24.798           15.909           11.288
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -23.94           5.6814           -79.58          -22.759
           -32.09          -8.2573           -20.01          -16.098
           -22.85          -0.2543           -22.92           -4.456
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.523          -0.5617          12.3535           0.1053
            5.710           4.1348         -14.1373         -17.9938
            2.449         -24.9364          -0.2772           1.3404
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.501           4.6923            1.009            4.563
           18.130          -0.5816           33.506           -7.415
           -9.321          -0.8912          -30.354            3.964
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.575            11.20            6.440         -0.03713
            7.241            -2.03            7.976         18.26417
            3.347            11.78           22.271         -5.92726
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -0.131           -1.347            9.117            3.027
          -18.511            4.962           10.378            1.309
           12.575            3.072           -3.008           -1.164
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.605          -3.6915         -25.8234            7.741
           -5.428           2.3084          -2.2020          -19.781
           -2.579           0.4841           0.5202            5.571
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.616           9.7296           -2.819          5.90934
            1.300           4.1429           15.857         -0.03814
            3.431          -0.6166          -12.702         12.12105
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.735           0.9216           -4.158            5.934
           11.239           0.5395            3.896            6.743
           11.338           3.4137            4.124           11.466
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            0.287           -5.855           -4.526           9.5841
            4.016           -5.753           -5.021           0.1369
           -1.701           12.733           -3.724           4.2684
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.015           13.176            0.186            12.97
           -4.087           -1.988            2.386            14.70
            5.713            8.993            1.734           -10.37
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.665            1.902            2.130           7.8478
           -6.429            3.134          -11.881           0.4346
            5.630            4.168            5.291           1.1169
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.270            5.214           0.6077           -3.205
           -4.208           -1.925          -1.1831            8.982
            4.081            2.490          -0.1809            3.969
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           9.8321          -7.3345          -17.741           15.909
          15.6385           4.3843            9.922          -13.027
           0.8273          -0.3297           -1.669            3.578
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           26.503            30.71            7.463           10.686
            1.758           -14.49           20.657            2.380
           31.158            22.51           -1.045            1.643
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.895           -7.062            5.843           -6.914
           -1.148            2.918            6.090           -3.867
           -7.181           -2.044            1.204           -3.009
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.0899            5.073            3.509           3.4605
         -15.9048           -4.249            4.942           0.9175
          -0.2054            6.123           -4.293           0.9564
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.283           10.399            18.76           -6.285
            1.758            3.141           -14.20           43.194
           -5.905            4.391            14.16          -19.126
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8099           -8.821           -7.189           -4.566
           2.5808            1.147           -2.980           -5.900
          10.1950           -6.192           -7.826           -3.662
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            7.909           2.8211           -7.157            68.48
           10.842          -0.7591          -13.606            30.48
           -3.899           1.9413          -11.222            67.34
 rnd_95776.volume rnd_95787.volume
            4.674          -0.6488
           25.095         -20.4536
           37.164         -13.2982
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.879 0.9641 3.214 2.742 3.607 0.3411 1.092 3.343 3.349 2.585 1.448
[2,] 2.474 1.1804 3.985 3.668 4.904 0.4709 1.315 4.108 4.511 3.908 2.151
[3,] 2.986 1.3938 4.628 4.758 6.110 0.5827 1.538 4.815 5.108 4.525 2.676
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.773 1.417 2.653 2.190 2.152 2.470 2.248 3.657 2.578 4.453 1.823
[2,] 3.781 1.700 3.485 3.242 2.682 3.398 3.417 4.842 3.337 5.870 2.202
[3,] 4.758 2.005 4.141 3.835 3.110 4.044 4.171 5.543 4.065 7.147 2.490
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.696 3.318 0.7335 2.733 2.679 1.790 2.656 0.7749 2.736 2.227 1.105
[2,] 7.890 4.431 0.8435 3.619 3.708 2.312 3.642 0.9334 3.861 2.715 1.335
[3,] 9.438 5.219 1.0276 4.612 4.649 2.789 4.617 1.0496 4.721 3.172 1.603
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.855 2.716 2.522 2.380 1.797 1.435 0.4527 1.184 0.5020 2.065 1.810
[2,] 3.651 3.611 3.697 2.928 2.383 1.676 0.6513 1.510 0.6552 2.629 2.666
[3,] 4.324 4.389 4.612 3.354 3.043 1.886 0.7587 1.776 0.7906 3.044 3.178
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.175 0.9742 1.814 1.797 1.829 1.084 1.809 1.449 1.006 1.767 1.579
[2,] 1.590 1.1900 2.607 2.265 2.183 1.354 3.079 1.631 1.227 2.548 2.200
[3,] 1.889 1.4141 3.112 2.701 2.531 1.519 3.882 1.893 1.435 3.490 2.778
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.524 1.132 1.354 0.6097 1.683 0.9563 1.393 1.251 1.484 1.531 0.8032
[2,] 2.263 1.773 1.781 0.7798 2.323 1.1028 1.864 1.613 2.140 2.339 1.0167
[3,] 2.730 2.369 2.088 0.9621 2.921 1.2036 2.166 1.874 2.540 2.950 1.1774
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.539 1.111 2.457 0.6564 2.260 2.287 2.241 2.466 2.094 2.289 1.815
[2,] 2.082 1.390 3.317 0.8947 2.914 3.205 3.023 3.311 2.793 3.365 2.737
[3,] 2.527 1.600 4.047 1.0462 3.578 3.767 3.442 4.189 3.224 4.116 3.609
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4132 1.822 1.323 2.221 1.096 1.046 0.5730 1.515 1.042 2.988 3.351
[2,] 0.5412 2.757 1.690 2.991 1.328 1.266 0.7180 2.250 1.279 3.785 4.066
[3,] 0.6280 3.452 2.116 3.750 1.544 1.501 0.8188 2.733 1.563 4.383 4.995
     [,89] [,90] [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97] [,98]
[1,] 1.040 1.012 1.009 0.8858 1.292 0.7334 0.9507 10.55 4.296 2.798
[2,] 1.350 1.525 1.427 1.3198 1.893 0.9643 1.1787 12.62 6.714 3.651
[3,] 1.633 1.862 1.763 1.6561 2.179 1.1649 1.3187 14.96 8.491 4.507
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   2.387   1.224    4.082    3.481    4.581   0.4331   1.387    4.244
[2,] 787.953 333.387 1152.830 1193.194 1626.353 158.9202 358.091 1168.822
[3,] 817.898 362.885 1152.370 1483.409 1784.631 168.0249 391.351 1230.042
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    4.253    3.282   1.838    3.521   1.799    3.369    2.781   2.733
[2,] 1479.518 1435.062 778.629 1258.220 459.915 1106.428 1169.919 783.362
[3,] 1173.560 1116.293 779.456 1414.422 520.897 1094.858 1003.572 770.664
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    3.136    2.855    4.644    3.274    5.655   2.315    5.963
[2,] 1142.635 1259.520 1553.814 1037.236 1872.713 604.631 3104.258
[3,] 1073.909 1171.459 1320.592 1136.409 1996.050 569.573 2535.068
        [,24]    [,25]   [,26]    [,27]   [,28]    [,29]   [,30]    [,31]
[1,]    4.214   0.9315    3.47    3.402   2.273    3.372   0.984    3.474
[2,] 1437.531 203.8858 1161.50 1255.223 716.953 1220.483 254.778 1334.067
[3,] 1350.238 287.3478 1399.55 1372.866 763.011 1389.187 235.001 1330.129
       [,32]   [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]
[1,]   2.828   1.403    3.625    3.449    3.203   3.022   2.281   1.823
[2,] 760.290 367.377 1114.657 1165.037 1323.480 834.781 766.163 424.049
[3,] 802.854 434.086 1133.777 1220.912 1349.598 801.695 926.426 422.434
        [,40]   [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]
[1,]   0.5749   1.504   0.6374   2.622   2.299   1.492   1.237   2.303
[2,] 229.2714 458.453 206.1833 796.765 958.117 524.494 334.580 916.998
[3,] 190.5262 458.081 216.6121 750.838 847.013 499.007 374.040 832.199
       [,48]   [,49]   [,50]    [,51]  [,52]   [,53]    [,54]   [,55]
[1,]   2.281   2.323   1.376    2.297   1.84   1.278    2.243   2.006
[2,] 675.377 583.596 397.612 1219.631 366.98 343.406  898.667 749.479
[3,] 719.941 626.980 336.858 1157.472 470.65 364.539 1167.857 831.063
       [,56]   [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]
[1,]   1.935   1.437   1.719   0.7742   2.137   1.214   1.769   1.588
[2,] 818.675 667.983 566.311 237.9997 783.602 268.903 606.214 498.552
[3,] 748.082 769.049 534.339 275.9088 866.912 236.129 540.515 467.420
       [,64]   [,65]  [,66]   [,67]  [,68]    [,69]    [,70]   [,71]
[1,]   1.885   1.945   1.02   1.955   1.41    3.119   0.8335    2.87
[2,] 754.564 865.758 305.16 686.038 409.23 1091.467 297.6158  900.54
[3,] 670.196 879.801 290.71 701.214 387.39 1135.211 265.4807 1016.56
        [,72]   [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    2.905   2.846    3.131   2.659    2.906    2.305   0.5247    2.314
[2,] 1099.383 992.843 1081.455 904.859 1207.831 1002.737 171.1527 1012.723
[3,]  968.704 806.096 1256.747 788.398 1160.479 1151.830 155.9099 1017.623
       [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.679    2.821   1.392   1.329   0.7277   1.924   1.323    3.794
[2,] 514.847  980.819 366.797 349.051 211.8301 814.233 363.195 1137.804
[3,] 623.782 1107.096 385.454 394.315 192.6229 759.418 440.194 1081.601
        [,88]  [,89]   [,90]   [,91]   [,92]   [,93]    [,94]   [,95]
[1,]    4.255   1.32   1.286   1.281   1.125   1.641   0.9314   1.207
[2,] 1127.485 421.78 558.405 494.022 478.982 677.208 306.4936 341.102
[3,] 1420.031 449.88 523.027 506.861 489.793 528.433 319.9939 289.470
       [,96]    [,97]    [,98]
[1,]   13.39    5.455    3.554
[2,] 3394.74 2526.406 1147.990
[3,] 3929.99 2544.321 1293.851
[1] "--- VAR model 2017-10-05 01:31:00  completed"
[1] "Completed training sample:  2017-10-05 01:31:00 - 2017-10-05 09:30:00"
[1] "SpVAR;   training sample:  2017-10-05 02:01:00 - 2017-10-05 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -11.4444         -0.7707         19.071         26.532
         -0.7913          1.7009          2.661         -9.616
        -20.7008          5.5859         10.582          6.016
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.763       -0.09619          -2.0804            8.712
          3.876        1.09882          -3.1732            7.522
        -14.599       -1.66051          -0.9282           -7.661
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           22.041           -11.62            1.132           -24.85
            8.929            23.79            1.896             1.81
           -2.012            29.25           -6.569            10.12
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.4056         -12.3770           -2.014           14.971
           0.8504          -2.9787          -13.101           -6.952
           1.4551          -0.3293           -4.760           -7.864
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.744          -10.596          -26.252           16.585
          -12.312           -4.737           -4.799           -7.817
           -4.151          -10.143            3.056          -21.843
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            24.16          -15.939           -36.37            21.87
            16.60            0.301            62.54            19.51
            16.65          -14.239            18.65            36.04
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.0163          16.1278           13.160           0.6551
           0.2974          -0.7253           27.881          16.5308
          -4.5656          23.4064            1.243           7.7134
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.932            1.333          -25.428            5.925
          -11.029           -2.685           10.089            7.806
           11.542           -1.494            1.461           10.533
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.048          -12.619            19.23           -2.804
           -4.413            1.107           -18.39          -15.191
           -4.071           19.520           -22.40          -14.807
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4862           -1.984           -3.820          -0.2855
         -14.4631           -5.738           -9.194           0.5879
           4.6568            5.449           -8.890          -5.7429
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.175          -0.7080           -8.531           -19.28
            5.630           3.9833           -3.253           -26.69
           -2.284          -0.1162          -13.017           -18.50
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           9.8032           12.388           -2.724           -3.360
           0.2239            2.924          -15.980           -7.022
          -4.8174           -4.261           -1.681            7.811
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          13.5397            3.249           -4.982            7.769
          -0.7950           -3.168            2.854           -6.061
           0.9223           -4.589          -10.470           -3.693
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.624           -7.590            5.874           7.0357
            2.002            7.547            7.446          -1.4093
            2.092          -10.465          -10.224          -0.3802
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.439          -0.5977           -1.920           14.097
            3.332         -14.9541           -2.754           -8.038
            8.606          11.5526           -4.995           -1.562
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.6646         -6.09603           -2.167            1.483
           0.7214         -7.41783            4.002           -6.745
          -1.6563          0.09974            9.980           -7.719
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.620           -3.720           -3.640           -5.768
           -7.702           -2.742           -8.922           -3.980
           -8.288           -2.679           -4.004           -3.370
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.504            3.028         -18.6788           -1.058
          -19.199           -1.112           0.5571          -29.247
           -1.156           -6.963          -4.5756           -2.983
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            25.24           -10.05          -0.7232          -26.816
            12.14           -11.81          -2.1438          -19.428
           -25.56           -32.86         -10.0583            8.756
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.848           1.7108           -3.098           -1.090
          -11.866          -1.0677          -12.480           -8.460
           -6.977           0.7797          -19.289           -7.022
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.338            5.511           -4.857           -1.026
          -12.983           -3.408            8.795            3.377
          -27.441           -3.674           -2.747            1.080
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.927          0.05248         -23.2139           -8.634
           -1.415         -1.27429          -0.4451           -6.941
           -9.099          3.95324         -13.9576            9.250
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -9.162           -3.995            7.075            6.687
           -1.023           -5.742           -5.894           -5.536
           -1.200           -5.712           -7.249          -10.205
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2648          -4.9653          -10.649           -10.35
           6.9123           0.6544           -8.074           -10.16
          -5.5751          -2.7197          -10.030            31.73
 rnd_95776.volume rnd_95787.volume
            29.82            33.06
           -24.75             6.48
             3.28            27.20
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.035 1.150 3.441 3.046 4.068 0.460 1.179 3.430 3.502 2.900 1.492
[2,] 2.816 1.353 4.516 4.002 5.363 0.592 1.378 4.439 4.758 4.213 2.320
[3,] 3.473 1.546 5.253 5.185 6.539 0.698 1.659 5.224 5.522 4.956 2.836
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.967 1.550 2.857 2.499 2.320 2.611 2.413 3.848 3.061 4.857 1.978
[2,] 4.176 1.863 3.884 3.659 3.022 3.644 3.628 5.073 4.019 6.571 2.372
[3,] 5.107 2.203 4.416 4.185 3.567 4.525 4.514 5.923 4.777 7.847 2.720
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.297 3.840 0.7981 2.839 3.076 1.986 2.980 0.8033 3.027 2.478 1.223
[2,]  8.495 4.808 0.9432 3.816 4.228 2.523 3.988 0.9926 4.368 2.952 1.500
[3,] 10.350 5.770 1.1372 5.011 5.237 3.046 5.063 1.1227 5.338 3.405 1.761
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.079 2.982 2.748 2.650 2.159 1.598 0.5541 1.341 0.5593 2.364 2.126
[2,] 4.046 4.036 4.189 3.346 2.817 1.936 0.7516 1.731 0.7255 2.908 3.053
[3,] 4.819 4.825 4.959 3.823 3.401 2.164 0.8709 2.010 0.8751 3.354 3.608
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.560 1.092 2.116 2.038 1.983 1.099 2.279 1.600 1.104 1.857 1.754
[2,] 1.918 1.313 2.817 2.494 2.425 1.431 3.503 1.901 1.364 2.822 2.445
[3,] 2.229 1.530 3.439 2.991 2.838 1.626 4.312 2.153 1.589 3.827 3.171
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.693 1.311 1.563 0.7109 1.917 1.038 1.589 1.471 1.660 1.777 0.9041
[2,] 2.577 2.121 2.013 0.8923 2.775 1.204 2.186 1.803 2.335 2.658 1.1559
[3,] 3.146 2.894 2.344 1.0748 3.351 1.311 2.512 2.042 2.736 3.389 1.3449
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.660 1.299 2.608 0.7968 2.630 2.529 2.470 2.795 2.497 2.504 2.132
[2,] 2.226 1.624 3.607 1.0133 3.334 3.572 3.300 3.772 3.151 3.779 3.290
[3,] 2.713 1.820 4.336 1.1598 4.050 4.210 3.784 4.503 3.677 4.764 4.263
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5363 1.947 1.591 2.544 1.193 1.097 0.6694 1.708 1.152 3.453 3.391
[2,] 0.6932 3.081 1.912 3.316 1.448 1.362 0.8205 2.565 1.480 4.502 4.266
[3,] 0.7727 3.837 2.341 4.295 1.654 1.641 0.9372 3.077 1.793 5.142 5.262
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95] [,96] [,97] [,98]
[1,] 1.266 1.252 1.219 1.043 1.536 0.8858 0.9118 11.10 4.993 3.288
[2,] 1.649 1.817 1.728 1.629 2.124 1.1396 1.1517 12.88 7.782 4.127
[3,] 1.936 2.272 2.090 2.016 2.433 1.3502 1.2868 15.17 9.405 5.184
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   2.585   1.461    4.369    3.868    5.166   0.5841   1.498    4.355
[2,] 820.383 300.191 1232.519 1093.541 1473.095 157.0554 300.750 1187.724
[3,] 856.435 315.091 1130.577 1389.563 1576.694 155.8299 389.287 1160.738
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    4.447    3.682   1.895    3.768   1.969    3.628    3.173   2.946
[2,] 1357.286 1288.188 748.673 1238.501 435.590 1108.968 1126.700 816.319
[3,] 1181.287 1099.573 687.165 1239.041 495.757  885.615  856.081 798.758
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    3.315    3.064    4.887    3.887    6.168   2.511    6.726
[2,] 1071.093 1142.187 1392.799 1097.560 1864.850 551.979 2798.927
[3,] 1130.490 1131.499 1288.541 1088.725 1807.582 561.097 2491.752
        [,24]   [,25]    [,26]    [,27]   [,28]    [,29]  [,30]    [,31]
[1,]    4.876   1.013    3.606    3.907   2.522    3.784   1.02    3.844
[2,] 1219.738 211.826 1074.479 1222.507 655.565 1117.278 245.71 1326.894
[3,] 1344.048 267.770 1368.455 1302.191 719.261 1314.624 221.04 1293.177
       [,32]   [,33]   [,34]    [,35]   [,36]   [,37]   [,38]   [,39]
[1,]   3.147   1.553    3.91    3.787    3.49   3.364   2.742   2.029
[2,] 675.577 366.201 1106.55 1146.244 1332.54 861.135 762.374 460.887
[3,] 715.007 388.778 1102.59 1114.178 1118.14 779.737 803.396 407.075
        [,40]   [,41]    [,42]   [,43] [,44]   [,45]   [,46]   [,47]
[1,]   0.7036   1.702   0.7103   3.002   2.7   1.981   1.387   2.687
[2,] 214.0088 461.278 194.7375 713.699 923.6 470.619 306.735 783.843
[3,] 185.4134 431.131 206.2390 704.438 810.3 478.241 331.308 831.409
       [,48]   [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]
[1,]   2.587   2.518   1.396    2.894   2.032   1.402    2.358   2.228
[2,] 605.861 587.951 385.833 1121.227 432.191 337.581  895.446 717.563
[3,] 696.355 621.128 325.462 1059.850 426.404 343.358 1089.479 851.083
      [,56]   [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]
[1,]   2.15   1.665   1.985   0.9027   2.435   1.318   2.017   1.869
[2,] 818.70 702.526 534.680 227.2855 845.285 257.719 632.573 439.328
[3,] 760.69 829.837 506.442 252.5219 792.024 218.047 522.150 403.916
       [,64]   [,65]   [,66]   [,67]  [,68]    [,69]   [,70]   [,71]
[1,]   2.108   2.256   1.148   2.108   1.65    3.311   1.012   3.339
[2,] 692.299 833.245 303.558 625.314 410.42 1050.250 263.855 863.897
[3,] 600.359 886.078 289.739 653.415 346.50 1014.117 237.809 968.542
        [,72]   [,73]    [,74]  [,75]   [,76]    [,77]   [,78]    [,79]
[1,]    3.211   3.136    3.549   3.17    3.18    2.708   0.681    2.472
[2,] 1063.311 922.328 1067.235 810.45 1192.89 1056.173 185.102 1006.609
[3,]  938.673 780.621 1036.636 797.98 1222.20 1142.136 143.877  963.315
      [,80]   [,81]   [,82]   [,83]  [,84]   [,85]   [,86]    [,87]
[1,]   2.02    3.23   1.515   1.393   0.85   2.168   1.463    4.385
[2,] 446.92  896.57 345.410 340.459 199.99 806.600 391.516 1217.182
[3,] 569.65 1150.23 336.789 385.884 190.88 716.639 426.572 1046.723
        [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]    4.306   1.607   1.589   1.548   1.324   1.951   1.125   1.158
[2,] 1090.648 445.178 554.958 516.479 527.682 618.322 302.165 296.492
[3,] 1298.439 427.822 574.691 495.474 500.323 499.637 305.119 241.892
      [,96]   [,97]    [,98]
[1,]   14.1    6.34    4.176
[2,] 2753.1 2515.94 1050.784
[3,] 3380.1 2225.75 1322.105
[1] "--- VAR model 2017-10-05 02:01:00  completed"
[1] "Completed training sample:  2017-10-05 02:01:00 - 2017-10-05 10:00:00"
[1] "SpVAR;   training sample:  2017-10-05 02:31:00 - 2017-10-05 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          13.656           7.124         -3.638         -5.263
          -4.236          -4.006         -2.559          7.654
           5.639          -2.306          4.186         -8.952
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          8.133        -0.2877           -2.607           -3.229
         -3.959         1.0679            5.126            6.374
         18.984        -0.6176            3.941           -0.213
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.918           14.207          -2.4436           -7.705
           11.058            1.814          -0.1887            1.527
           -6.199            8.644           9.5617          -12.568
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.723            2.157           -3.555          -6.7527
           -7.674           18.922           15.707          -0.5678
            5.420           -9.418            5.893          -5.3094
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.460            3.444           13.493            2.598
           14.427           -1.025            7.236           16.301
            9.379           10.386          -17.063          -13.097
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            16.70           -1.594           -13.27            2.483
           -23.78           -6.510            30.64            4.936
           -12.89            4.050           -35.12            2.813
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -3.5499           -2.050           -7.676           19.245
          -0.9173           15.936            1.961           -1.138
          -1.4066            4.474            6.471           10.026
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.167            1.257            4.523           15.785
            5.620            2.202          -11.460           -3.889
           -4.590            0.515            8.692            9.261
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.221           18.446          -0.6252           1.0230
           -0.192          -13.545          18.2199          12.7220
           -5.642            6.518           2.4451           0.5755
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.826           -2.827          -4.0801          1.13872
           -5.800          -10.525          -0.2572          0.01411
            7.210            9.096           2.9042         -1.30225
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.423           0.5564           -9.033           -2.053
           -7.296          -1.5003          -11.001          -16.803
            1.459           2.5499           -3.160            4.735
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.578          -0.6031           -4.770           -7.757
            6.444           0.4706          -19.190           12.212
            6.296           0.2124            6.441           -9.104
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          1.72992           6.7417             5.09           -2.919
         -3.97662          -0.7762            -5.52            5.927
         -0.08612          -3.4997            -9.55            1.701
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -4.016           -4.993          -0.8307            4.816
           -5.000            3.530           8.2127            3.626
            4.875          -15.564          -4.6017            1.941
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.7091            3.750           0.3305           -2.333
          -1.5311            9.886           3.1570            1.915
          10.5201           -4.005           2.6185           -5.032
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.041           4.2846            3.392            4.155
           -2.438          -0.2313          -10.280          -11.955
           -3.923          -2.1199            1.680            1.362
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           4.4402            1.832           0.9698          -4.7960
           0.6737           -2.784           3.0100          -0.3859
          -3.8503            3.518          -2.3587           0.9571
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.724          -0.7371           0.3663            1.134
           13.282           5.5657          -5.0882            8.518
          -11.182          -0.9689           6.4955           -4.791
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.725            9.205           11.491           10.653
           -1.135           -6.918            4.788           17.982
            9.197           24.165            5.863           -2.726
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -17.384         -0.33949           -9.136           -9.488
           20.261         -0.07537           10.002            1.201
           -5.726          0.54126            5.247            2.022
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -15.16           1.3330          -1.6344          0.88411
           -16.15          -5.9276          -0.3016         -2.61726
            18.51           0.2595           2.0123          0.09637
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.4844           -4.423            3.874          12.6705
          -6.5024            3.885            6.816         -15.4570
           0.3042           -1.382            7.813          -0.6947
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.677           -1.842            1.881           -2.518
            0.453           -5.252           -4.427           -8.611
           -4.249           -3.276           -4.963           -2.454
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -8.2350            4.654           -6.319           -14.04
          -0.4201           -6.647           -6.954           -19.14
          -2.8602            1.206           -5.479           -20.32
 rnd_95776.volume rnd_95787.volume
           -7.764           -1.684
          -29.904           11.766
            8.051            5.265
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.164 1.227 3.940 3.490 4.360 0.5477 1.310 3.728 3.902 3.213 1.682
[2,] 2.993 1.480 4.893 4.639 5.887 0.6745 1.571 4.689 5.156 4.566 2.512
[3,] 3.711 1.745 5.639 5.841 7.180 0.7855 1.794 5.400 5.833 5.331 2.968
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.170 1.715 3.077 2.708 2.402 2.919 2.676 4.190 3.460 5.672 2.224
[2,] 4.399 2.061 4.121 4.001 3.136 3.983 4.073 5.458 4.443 7.172 2.648
[3,] 5.410 2.413 4.712 4.511 3.684 4.887 5.099 6.456 5.266 8.672 2.975
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.157 4.308 0.9741 3.117 3.476 2.334 3.334 0.8764 3.533 2.558 1.328
[2,]  9.592 5.060 1.1147 4.371 4.717 2.900 4.612 1.0942 5.028 3.062 1.607
[3,] 11.272 6.127 1.2880 5.657 5.564 3.414 5.564 1.2315 5.979 3.610 1.869
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.470 3.221 3.014 2.880 2.339 1.662 0.7000 1.449 0.6744 2.426 2.311
[2,] 4.370 4.375 4.616 3.735 3.168 2.046 0.9036 1.909 0.8529 2.997 3.263
[3,] 5.351 5.295 5.424 4.260 3.859 2.293 1.0244 2.211 0.9939 3.581 3.809
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.844 1.256 2.296 2.234 2.145 1.180 2.506 1.829 1.208 2.015 2.020
[2,] 2.272 1.514 3.050 2.703 2.618 1.562 3.676 2.248 1.462 2.987 2.704
[3,] 2.610 1.744 3.707 3.176 3.049 1.791 4.516 2.508 1.695 4.087 3.413
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.829 1.395 1.675 0.8159 2.282 1.044 1.888 1.685 1.905 1.923 0.9794
[2,] 2.674 2.382 2.170 0.9808 3.151 1.252 2.512 1.966 2.694 3.161 1.2502
[3,] 3.338 3.218 2.585 1.1610 3.784 1.387 2.866 2.249 3.119 3.887 1.4487
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.793 1.397 2.920 0.9355 2.902 2.735 2.606 3.076 2.776 2.903 2.501
[2,] 2.504 1.766 3.863 1.1254 3.758 3.692 3.473 4.276 3.537 4.124 3.719
[3,] 3.155 2.078 4.684 1.3163 4.511 4.423 3.957 5.183 4.170 5.098 4.893
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6017 2.361 1.761 2.946 1.321 1.310 0.7889 1.857 1.401 3.819 3.704
[2,] 0.7493 3.673 2.132 3.840 1.577 1.572 0.9407 2.738 1.727 4.984 4.803
[3,] 0.8486 4.499 2.536 4.788 1.812 1.787 1.0642 3.270 2.118 5.589 5.697
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.384 1.361 1.318 1.157 1.827 1.013 0.8649 11.05  6.088 3.718
[2,] 1.803 1.924 1.855 1.758 2.466 1.280 1.0866 13.03  9.097 4.411
[3,] 2.086 2.400 2.203 2.181 2.775 1.506 1.2325 15.45 10.658 5.539
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   2.747   1.558    5.003    4.431    5.537   0.6954   1.664    4.734
[2,] 797.959 319.509 1120.046 1179.657 1526.508 151.9737 334.592 1097.573
[3,] 846.904 356.485 1081.523 1370.361 1586.410 155.3831 334.083 1033.973
         [,9]   [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    4.955    4.08   2.136    4.026   2.177    3.907    3.439   3.051
[2,] 1300.823 1251.99 720.265 1176.876 441.502 1057.805 1136.643 778.086
[3,] 1052.856 1062.42 609.682 1215.887 484.553  882.064  804.207 746.366
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    3.707    3.398    5.321    4.394    7.203   2.824    7.819    5.47
[2,] 1045.884 1185.023 1350.034 1075.457 1694.005 554.981 2838.985 1024.58
[3,] 1093.209 1184.235 1330.725 1091.091 1881.490 523.452 2285.245 1333.39
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.237    3.959    4.414   2.963    4.233   1.113    4.487   3.248
[2,] 209.177 1182.553 1230.871 664.424 1230.230 252.871 1381.008 649.684
[3,] 249.077 1386.330 1139.084 695.348 1201.257 218.157 1248.260 738.126
       [,33]    [,34]    [,35]    [,36]   [,37]  [,38]  [,39]    [,40]
[1,]   1.687    4.406    4.091    3.827   3.657   2.97   2.11   0.8889
[2,] 349.013 1025.504 1142.731 1349.277 918.198 824.80 460.80 220.5332
[3,] 368.755 1191.642 1151.390 1099.247 790.996 850.61 399.99 186.3081
      [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.84   0.8564   3.081   2.934   2.342   1.595   2.916   2.837
[2,] 479.95 201.5319 679.197 889.182 511.756 326.045 775.173 587.027
[3,] 430.33 196.9855 756.158 758.603 496.419 333.997 813.018 643.570
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   2.724   1.499    3.182   2.322   1.534    2.559   2.565   2.323
[2,] 579.426 394.755 1037.951 504.514 317.586  851.206 694.013 752.713
[3,] 602.921 338.229 1013.045 429.422 331.153 1076.477 804.040 771.179
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]  [,63]   [,64]
[1,]   1.771   2.127   1.036   2.898   1.326   2.398   2.14   2.419
[2,] 745.189 532.126 210.107 838.863 266.994 639.371 390.36 735.417
[3,] 835.088 542.505 239.761 808.538 230.307 532.753 422.23 606.691
       [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]   2.442   1.244   2.277   1.774    3.708   1.188   3.686   3.473
[2,] 968.317 299.946 674.900 417.048  976.395 241.461 921.666 956.957
[3,] 872.743 282.534 740.549 422.976 1022.120 263.509 962.692 940.336
       [,73]    [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   3.309    3.907   3.525    3.687    3.175   0.764    2.998   2.236
[2,] 886.415 1146.222 846.084 1130.653 1062.439 172.403 1086.122 463.910
[3,] 731.722 1130.687 852.624 1156.463 1227.341 153.700 1002.771 530.134
        [,81]   [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    3.741   1.678   1.663   1.002   2.358   1.779    4.849    4.704
[2,]  950.462 332.210 335.653 197.786 776.700 389.937 1236.153 1180.074
[3,] 1104.167 344.374 327.734 192.098 689.937 472.976  975.884 1182.616
       [,89]   [,90]   [,91]   [,92]  [,93]   [,94]   [,95]   [,96]
[1,]   1.758   1.728   1.674   1.469   2.32   1.286   1.098   14.03
[2,] 446.046 524.912 503.614 510.734 639.07 301.958 253.894 2664.74
[3,] 405.044 553.697 458.740 498.233 491.18 306.570 224.502 3202.43
       [,97]    [,98]
[1,]    7.73    4.721
[2,] 2609.18  916.103
[3,] 2143.10 1293.212
[1] "--- VAR model 2017-10-05 02:31:00  completed"
[1] "Completed training sample:  2017-10-05 02:31:00 - 2017-10-05 10:30:00"
[1] "SpVAR;   training sample:  2017-10-05 03:01:00 - 2017-10-05 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -14.98           9.663          16.04         19.605
          -16.57          -4.589          22.37         -1.724
          -14.57           2.992         -19.93         59.538
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -19.216         0.3402           -8.713            9.591
         -1.249         1.1669            5.060            7.946
         10.658         5.9406           -2.090            8.272
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           16.927            4.603            4.522          -28.878
            6.950           -4.031            5.771           -9.833
            3.799           -2.695           -7.281          -14.773
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
        -23.64370           -7.821           -5.545            2.044
         -0.09686           -6.214           -3.901           -4.159
         -5.18155           -2.673           -2.369           10.650
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.270           12.694           -5.228           14.301
          -13.970           -4.093           -8.011           -3.117
           -5.793          -12.287           12.690            4.874
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -24.12           -3.254            6.808          -10.394
            33.54            2.422          -24.570            2.218
            22.67            3.314           11.589          -18.345
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.1131           -18.23            13.23            5.422
          -0.6159            17.53            19.24           -3.956
           1.8793           -15.32            16.68          -11.949
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.322          -6.7437           -1.159           -14.92
            9.534          -0.1487           25.502            -4.14
           49.108           1.6909           17.773             7.32
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.3399          -26.192           -7.742           11.793
          -1.1259            5.854          -15.351          -31.926
           0.5629           11.452            3.102            7.713
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
        -17.87176           6.8576           -8.494           2.3285
         -0.07775           4.5145            8.312           0.3146
          1.63275          -0.6657            0.871           1.7776
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            7.254            3.699           11.221           -6.474
           -5.589            3.567           -1.007            1.841
           -5.273            1.071            3.155          -19.648
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.764          -0.7507            5.213           13.208
            3.396           4.9207            1.815           -9.524
           -2.595           6.9302           -4.511           -1.434
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -23.195            1.074           -5.425            0.548
            5.205            8.438           16.972            7.839
           -4.158            1.818           -4.359            5.529
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -8.364          -22.311         -14.1068           -3.208
            3.481            1.947          -0.8824          -24.463
            1.789            6.649           3.8662           10.088
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -11.191            4.603            2.104           -4.440
          -12.093           -3.637            2.905           -8.425
           -4.056           11.579           -6.386          -27.700
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -6.6206          -0.1832           -6.739           -3.531
           1.7142         -12.4018            2.331           -4.214
           0.9026          -0.5610            1.721           -7.579
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.485          13.0860            1.974           0.3328
            1.372          -0.9202           -7.695          -6.3369
          -18.078           4.6026          -15.321           1.7307
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.957           0.1808          -25.744           -11.84
          -13.136           1.8952          -15.688           -11.35
           -8.899           2.3640           -7.879           -28.40
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            18.37            7.567           -6.369           -9.395
           -11.77          -30.068            4.704          -28.942
            18.20          -19.867           -1.760          -12.678
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.296          -1.1452          -0.9533          -0.6727
          -22.090          -0.8841          -3.8943          14.6048
          -32.017           0.4084         -19.4334           4.4534
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.181          -1.5283            1.217          -0.3443
            6.509           8.1374           -4.571          -4.9753
          -12.168           0.9738            2.742          -0.4712
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            5.791           11.918            3.870           -7.064
            5.514           -3.870            3.939           14.857
            5.390           -3.923          -21.579           -6.837
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.052          -1.1133          -2.1241           -2.702
           -8.508           3.9600          -1.3148            9.513
           -1.033           0.4461           0.6419           -2.193
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            7.107            3.448           -8.781           -1.560
           -2.480            2.173           -7.901            5.957
            6.740            1.589           -8.001            8.872
 rnd_95776.volume rnd_95787.volume
            33.55           -9.812
            38.76           -4.958
           -16.37           -5.764
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.461 1.361 4.452 3.596 5.112 0.6471 1.439 4.043 4.267 3.545 1.964
[2,] 3.182 1.618 5.374 4.850 6.572 0.7744 1.711 5.242 5.706 4.958 2.797
[3,] 4.083 1.852 6.178 6.238 7.804 0.9016 1.932 5.866 6.400 5.799 3.266
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.423 1.841 3.370 2.950 2.706 3.083 2.904 4.420 3.723 6.155 2.443
[2,] 4.745 2.196 4.485 4.285 3.427 4.210 4.308 5.761 4.756 7.613 2.812
[3,] 5.694 2.591 4.950 4.781 4.013 5.194 5.428 6.876 5.579 9.322 3.216
      [,23] [,24] [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.641 4.704 1.026 3.366 3.839 2.813 3.424 0.9536 3.821 3.007 1.458
[2,] 10.548 5.688 1.231 4.808 5.243 3.388 4.902 1.2043 5.401 3.417 1.772
[3,] 12.350 6.854 1.437 6.288 6.321 3.856 5.985 1.3504 6.454 3.942 2.053
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.788 3.569 3.289 3.326 2.504 1.953 0.7914 1.635 0.7931 2.665 2.590
[2,] 4.722 4.834 4.880 4.115 3.390 2.258 0.9999 2.106 0.9773 3.315 3.575
[3,] 5.864 5.903 5.769 4.653 4.079 2.525 1.1252 2.466 1.1366 3.872 4.208
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.980 1.405 2.680 2.540 2.299 1.321 2.740 2.039 1.317 2.241 2.128
[2,] 2.427 1.706 3.611 3.114 2.968 1.706 4.089 2.508 1.616 3.294 2.914
[3,] 2.759 1.917 4.188 3.611 3.490 1.962 5.052 2.807 1.895 4.440 3.733
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.115 1.543 2.073 0.8978 2.465 1.109 2.162 1.865 2.297 2.196 1.114
[2,] 2.990 2.583 2.674 1.0957 3.396 1.310 2.738 2.150 3.006 3.456 1.486
[3,] 3.747 3.420 3.031 1.2549 4.150 1.468 3.181 2.435 3.396 4.127 1.666
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.021 1.554 3.124 1.086 3.172 2.917 2.979 3.531 3.172 3.258 2.825
[2,] 2.900 1.907 4.231 1.271 4.088 4.019 3.997 4.684 3.967 4.565 4.082
[3,] 3.464 2.226 5.066 1.441 4.982 4.804 4.595 5.609 4.549 5.570 5.140
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7199 2.711 1.989 3.223 1.341 1.418 0.8789 2.070 1.560 4.484 4.062
[2,] 0.8685 3.947 2.355 4.267 1.621 1.745 1.0578 3.068 1.929 5.561 5.330
[3,] 0.9800 4.781 2.804 5.288 1.862 1.998 1.1866 3.568 2.351 6.142 6.301
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96]  [,97] [,98]
[1,] 1.534 1.564 1.425 1.316 1.958 1.129 0.846 11.06  6.905 4.217
[2,] 2.002 2.153 2.098 1.953 2.677 1.405 1.059 13.13 10.590 5.136
[3,] 2.241 2.596 2.458 2.349 3.017 1.668 1.213 15.69 12.396 6.286
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]   3.125   1.729   5.653    4.567    6.492   0.8217   1.827    5.134
[2,] 659.614 286.093 983.749 1064.002 1350.198 139.0725 302.913 1091.004
[3,] 836.183 294.412 996.645 1282.437 1376.170 150.9921 293.052  860.393
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    5.418    4.502   2.494    4.347   2.338   4.279    3.746   3.436
[2,] 1238.824 1133.232 650.948 1074.038 391.434 967.530 1016.287 687.500
[3,]  947.124  983.140 551.372 1029.371 449.703 684.761  693.144 682.616
       [,17]    [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   3.915    3.688    5.612   4.728    7.815   3.102    8.433    5.974
[2,] 937.524 1040.443 1208.114 967.503 1465.040 455.272 2679.271 1045.582
[3,] 994.583 1079.724 1227.471 953.405 1758.564 510.364 2099.963 1250.200
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.303    4.275    4.874   3.572    4.348   1.211    4.852   3.818
[2,] 222.071 1122.345 1167.760 617.291 1146.823 240.468 1248.003 530.611
[3,] 242.435 1324.659 1153.999 602.044 1122.628 199.750 1155.289 642.543
       [,33]    [,34]    [,35]    [,36]   [,37]  [,38]   [,39]   [,40]
[1,]   1.851    4.811    4.532    4.176   4.224   3.18   2.479   1.005
[2,] 329.206  921.691 1065.729 1178.798 791.911 747.16 370.709 199.824
[3,] 339.073 1136.659 1107.944 1005.756 710.372 741.76 369.837 168.663
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.076   1.007   3.384   3.289   2.515   1.784   3.403   3.225
[2,] 434.081 186.698 644.561 805.421 458.929 316.780 791.215 588.827
[3,] 419.613 189.716 654.013 725.751 428.426 285.945 693.390 597.807
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.919   1.677   3.479   2.589   1.672   2.845   2.703   2.686
[2,] 613.928 352.792 992.544 477.299 306.164 789.297 650.811 691.033
[3,] 600.035 316.735 969.786 412.272 323.572 973.358 762.946 738.341
       [,57]   [,58]  [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.959   2.632   1.14   3.131   1.408   2.745   2.369   2.916
[2,] 677.158 552.108 205.37 763.423 227.940 549.448 349.555 633.830
[3,] 733.183 466.891 199.96 780.218 216.778 529.622 373.773 517.181
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   2.788   1.414   2.567   1.974   3.967   1.379   4.028   3.705
[2,] 872.429 321.890 679.696 361.418 932.560 215.763 842.951 903.795
[3,] 737.398 246.207 619.519 375.088 911.156 222.500 931.119 860.330
       [,73]    [,74]   [,75]    [,76]    [,77]    [,78]   [,79]   [,80]
[1,]   3.782    4.484   4.028    4.137    3.587   0.9141   3.442   2.526
[2,] 871.473 1005.849 779.055 1045.550  963.675 158.8420 937.909 411.818
[3,] 741.219 1008.729 727.453 1043.061 1020.953 148.4060 881.863 497.537
        [,81]   [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    4.093   1.703   1.801   1.116   2.628   1.981    5.693    5.158
[2,]  914.112 297.344 332.473 192.426 740.317 370.817 1075.588 1128.205
[3,] 1021.140 300.021 318.254 175.782 595.665 439.466  852.324 1098.671
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   1.948   1.987   1.809   1.671   2.487   1.433   1.074   14.04
[2,] 420.716 483.647 503.413 471.826 596.515 273.726 208.255 2316.60
[3,] 329.008 474.075 418.522 426.909 455.104 293.487 193.526 2804.39
        [,97]    [,98]
[1,]    8.768    5.354
[2,] 2625.234  958.712
[3,] 2106.677 1185.020
[1] "--- VAR model 2017-10-05 03:01:00  completed"
[1] "Completed training sample:  2017-10-05 03:01:00 - 2017-10-05 11:00:00"
[1] "SpVAR;   training sample:  2017-10-05 03:31:00 - 2017-10-05 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.2033           5.226        -14.281         -26.39
         -6.5632          -7.887          9.416         -21.01
         -0.9805           1.459         -1.344         -22.00
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -16.564         2.7949            8.735           -2.334
        -13.858         2.3833           -4.416            7.311
         -5.285         0.5459            5.238          -10.222
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.422            6.850            7.114           -14.47
           -7.489           -2.833            3.382           -26.27
           -9.198           -2.454            1.210           -15.26
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.667           0.5488           -1.697           6.6481
           -8.900          -6.0159          -10.746           3.9191
           -4.640          -8.6526           -5.972           0.7344
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.839            8.346            14.87           20.700
            7.666            7.832             4.57           21.520
           -1.482           10.798            16.64            7.904
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -18.194           3.9530          -14.160          -10.922
           -3.483           0.6985           -4.864            1.020
          -11.888          -4.7365           -2.951           -9.023
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -3.7306           -23.72          -18.842           3.8151
          -0.2367           -10.70           -5.396          -0.5242
          -0.7124            12.88           -5.827           6.5398
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.10          -4.5193           -27.93          -6.5954
           -21.59           0.3843           -13.75           0.9429
           -24.99           0.5725           -13.93          -4.6948
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           4.4127         -29.8977           -10.89           -8.945
           0.1396           0.3055           -18.57           -7.958
           1.1984         -18.9015            -2.23          -15.607
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.662            8.331            6.068           -2.309
          -19.610          -13.881            2.253            1.828
           -7.932            4.656            3.619           -1.826
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.694          -1.8235          -14.268           -1.762
           -1.341           0.8753           -9.323          -19.570
            5.551          -0.5752           -5.220          -16.423
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           14.589           0.6273            6.057           1.9281
            8.356           0.7762            1.994          -0.9844
            9.276           6.8628            1.513           7.9538
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -2.189            3.210          -23.113           14.135
            1.729           -6.301            8.670            6.160
            1.405            4.220            1.523            8.356
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.107          -10.222           -2.165          -7.9539
           -5.766           -8.739          -18.425           0.9818
            3.568           13.158            9.524         -12.7638
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.261          15.0426          -0.4325          -7.3910
            3.085           7.9966          -0.1652           2.3651
          -14.602           0.5963           0.2411           0.9393
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -4.8153          -0.2049           -6.105          -12.685
          -0.9643          -3.4420            3.376            6.497
          -4.2864           7.8724            8.774          -14.907
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.081           0.8848          -0.7098           -8.326
           -1.180           0.2865          -8.1335            3.198
           -3.857          -2.5585           3.1610            1.532
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.373           1.3691           5.9708           -1.243
           -5.028          -0.8993           6.6352           -4.323
            5.782          -1.5866           0.2534            2.821
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.042           -3.166           -4.835          -16.255
           -5.893          -16.382            6.074            6.448
           -6.769           -3.310          -25.035          -21.306
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.4621          -0.4748            4.831           -1.071
         -20.2381           0.5120           -7.885           -6.622
          -5.3599           1.0780           -3.956            4.476
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          15.1202          -3.7617          -7.4210            4.340
         -16.2544          -0.4521          -2.1967           -5.498
          -0.2009          -4.3649           0.5431            1.085
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.720           -3.288           0.7284           17.106
            2.121           -1.632           0.4636           -3.886
          -16.814           -4.623          15.5637           19.217
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.618            3.510          -1.6818            2.189
            3.699            1.098           5.8717           -2.453
            3.107           -1.017          -0.6485            1.307
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -13.913           3.1896           -9.362           0.1368
            3.369          -0.2436          -10.036          15.2927
            0.514           1.2652          -10.415         -17.6073
 rnd_95776.volume rnd_95787.volume
         -25.7488          -23.937
          -0.3724            7.049
          10.5142           -9.361
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.700 1.508 4.979 4.072 5.531 0.7694 1.551 4.470 4.822 3.730 2.064
[2,] 3.523 1.805 5.929 5.408 7.239 0.8939 1.820 5.557 6.053 5.210 2.990
[3,] 4.333 2.078 6.874 6.872 8.443 1.0347 2.061 6.261 6.874 6.134 3.472
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.798 2.023 3.605 3.194 3.102 3.215 3.252 4.656 3.984 6.907 2.653
[2,] 5.069 2.341 4.672 4.519 3.834 4.589 4.684 6.143 5.120 8.195 3.032
[3,] 6.033 2.762 5.203 5.053 4.483 5.628 5.807 7.329 5.999 9.786 3.447
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.118 4.850 1.154 3.719 4.147 3.052 3.637 1.080 4.266 3.349 1.673
[2,] 11.661 5.967 1.365 5.299 5.688 3.727 5.225 1.310 5.702 3.881 1.988
[3,] 13.524 7.213 1.600 6.657 6.884 4.182 6.478 1.469 6.891 4.426 2.247
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 4.019 4.033 3.768 3.553 2.662 2.167 0.8962 1.986 0.8952 2.928 2.747
[2,] 5.128 5.412 5.268 4.406 3.607 2.567 1.1320 2.414 1.0762 3.641 3.886
[3,] 6.214 6.348 6.173 4.944 4.432 2.877 1.2823 2.760 1.2384 4.325 4.437
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.153 1.594 2.935 2.679 2.607 1.590 2.985 2.110 1.398 2.547 2.289
[2,] 2.660 1.939 4.029 3.284 3.298 1.964 4.471 2.645 1.728 3.552 3.129
[3,] 2.977 2.151 4.529 3.788 3.702 2.239 5.419 3.022 2.049 4.830 3.957
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.380 1.784 2.364 0.9978 2.783 1.164 2.300 1.981 2.497 2.462 1.208
[2,] 3.304 2.898 3.019 1.1761 3.639 1.373 2.864 2.343 3.260 3.723 1.573
[3,] 4.011 3.656 3.403 1.3337 4.387 1.533 3.333 2.604 3.771 4.380 1.791
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.160 1.870 3.347 1.194 3.357 3.160 3.629 3.877 3.512 3.598 3.156
[2,] 3.101 2.216 4.560 1.394 4.369 4.401 4.505 4.943 4.352 4.911 4.361
[3,] 3.710 2.517 5.345 1.610 5.242 5.211 5.104 5.820 5.025 6.007 5.495
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8157 2.919 2.137 3.579 1.431 1.562 1.017 2.306 1.805 5.121 4.399
[2,] 0.9707 4.239 2.531 4.655 1.780 1.907 1.207 3.316 2.135 6.193 5.711
[3,] 1.0750 5.175 2.961 5.830 2.057 2.161 1.339 3.854 2.533 6.836 6.754
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.685 1.688 1.541 1.414 2.148 1.301 0.7600 10.92  7.414 4.475
[2,] 2.143 2.340 2.259 2.101 2.855 1.577 0.9815 13.11 11.459 5.571
[3,] 2.382 2.746 2.592 2.497 3.170 1.819 1.1467 15.58 13.820 6.859
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.428   1.915   6.322    5.171    7.023   0.977   1.969   5.676
[2,] 612.113 268.443 870.990  962.893 1263.638 123.123 257.422 893.117
[3,] 682.743 278.206 940.975 1147.175 1175.823 140.992 261.643 780.256
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]
[1,]   6.124   4.736   2.621   4.823   2.569   4.578   4.056   3.94
[2,] 989.961 984.096 585.161 908.244 318.357 803.916 864.802 609.59
[3,] 881.277 875.958 477.548 885.014 396.476 619.686 611.907 628.24
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   4.083   4.129    5.912   5.059    8.771   3.368    9.039    6.159
[2,] 885.944 911.920 1084.305 870.053 1193.324 397.097 2498.793  940.330
[3,] 881.498 928.907 1081.249 845.786 1446.769 443.723 1853.461 1096.421
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]   [,32]
[1,]   1.465    4.722    5.266   3.876    4.618   1.371    5.417   4.253
[2,] 197.387 1021.137 1053.262 578.787 1015.053 200.364 1023.717 530.658
[3,] 225.983 1090.502 1049.104 512.724 1035.774 179.874 1046.694 575.786
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]
[1,]   2.125   5.103   5.121   4.784   4.512   3.38   2.752   1.138
[2,] 290.131 861.719 976.292 995.930 704.932 658.83 371.998 187.096
[3,] 283.848 949.516 897.900 870.685 607.016 696.60 351.868 162.975
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.522   1.137   3.718   3.489   2.734   2.024   3.727   3.402
[2,] 371.409 161.638 585.530 743.668 422.524 298.848 746.707 513.956
[3,] 361.681 165.791 631.445 579.135 361.852 252.063 559.488 510.699
      [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.31   2.019   3.791   2.679   1.776   3.235   2.906   3.022
[2,] 546.41 311.853 900.521 431.493 274.631 669.671 577.204 620.224
[3,] 455.48 291.159 828.318 395.352 297.958 885.670 655.585 615.141
       [,57]   [,58]   [,59]   [,60]   [,61]  [,62]   [,63]   [,64]
[1,]   2.265   3.002   1.267   3.533   1.478   2.92   2.516   3.171
[2,] 617.962 507.816 168.423 634.315 197.101 461.75 338.554 566.999
[3,] 603.227 425.312 170.193 663.214 184.004 461.20 307.335 512.996
       [,65]   [,66]   [,67]   [,68]  [,69]   [,70]   [,71]   [,72]
[1,]   3.127   1.534   2.743   2.374   4.25   1.517   4.263   4.013
[2,] 755.281 272.386 601.821 321.875 837.87 194.346 756.737 828.669
[3,] 624.524 231.648 551.221 322.762 754.36 217.798 783.709 754.828
       [,73]   [,74]  [,75]   [,76]   [,77]   [,78]   [,79]   [,80]
[1,]   4.608   4.924   4.46   4.568   4.008   1.036   3.707   2.714
[2,] 722.384 829.448 695.03 904.246 814.260 142.388 831.666 366.883
[3,] 648.775 831.168 679.91 936.121 904.542 124.980 802.782 415.692
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   4.545   1.817   1.983   1.291   2.929   2.292   6.503   5.586
[2,] 805.024 286.387 296.242 175.944 644.537 308.662 941.998 985.439
[3,] 949.895 279.059 275.029 156.913 531.549 368.495 783.489 975.222
      [,89]   [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   2.14   2.144   1.957   1.796   2.728   1.652   0.9651   13.87
[2,] 358.02 438.288 446.867 420.517 508.669 241.327 168.0244 1962.73
[3,] 281.44 388.611 343.693 364.773 373.083 245.066 160.4301 2275.84
        [,97]    [,98]
[1,]    9.415    5.682
[2,] 2363.936  897.784
[3,] 2090.001 1082.540
[1] "--- VAR model 2017-10-05 03:31:00  completed"
[1] "Completed training sample:  2017-10-05 03:31:00 - 2017-10-05 11:30:00"
[1] "SpVAR;   training sample:  2017-10-05 04:01:00 - 2017-10-05 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.675           4.587          3.163        -19.412
          -2.309          -1.192         12.131        -10.478
           9.115          -2.028        -11.898         -9.344
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         28.430          1.913          -0.2957           13.106
         -8.993          0.798           6.8794           -2.309
        -29.749          3.256           1.7368          -12.573
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.664            9.821            2.302          -12.168
            1.002            8.937           -5.785           -3.035
           -8.636           -7.371          -10.358          -16.194
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.406          -3.5859         -12.0951          -13.005
           -4.265           3.8872           0.9113           10.371
           -4.699           0.1037          13.4389           -1.112
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -13.829           0.6624          -25.117          -18.941
            9.770         -18.1161            7.297           12.083
            2.359          12.4596           -1.814            5.896
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           23.025           0.8136           -26.27           13.754
            6.905          -3.0604            42.52           -3.748
          -11.008          -1.0796           -26.35            4.501
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.8199           -5.316          -45.207           22.461
          -1.1048           -7.487           -2.795           -2.494
           0.5207          -12.315           16.959           13.795
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.417          -2.6495            3.290            5.562
          -16.101           0.3894          -35.828           -9.867
           -2.779          -1.6999           -3.845           12.177
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           4.7180            9.879           22.060           -1.339
         -10.3259          -25.039           -5.076           19.537
          -0.7627            7.639          -30.484          -34.575
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -15.086          -15.212           -4.477            4.461
           18.707           -5.194            1.575           -5.065
           -6.164            6.861            4.715            2.547
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.865          -1.0967          -11.093           -7.327
           -4.565           1.3930           -4.851            2.313
           -3.548           0.9716           -2.076           -6.350
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.955            4.994           -8.512           -6.264
            3.967           -3.817          -13.496           19.868
            4.485            4.033           11.538           -5.435
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           13.076            1.474            8.713           -5.522
           -5.309            1.846            5.074            9.826
           12.495           -8.041           -1.318            3.795
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          6.86684           -3.993           -4.515           0.6598
         -0.03311            3.428          -11.673          -3.6870
         -2.36576            3.763           17.158          -9.5170
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           9.7694           -3.659           0.1347           -3.033
         -10.0815           -6.558          -2.8072           -3.471
           0.3956            2.740          -0.9413           -9.409
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            4.799           -3.329            3.056           -3.534
            0.463           11.404            4.318            1.926
           -1.369           -8.770            8.334           14.954
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.891          -6.3990          -5.1731           0.2436
            1.916           2.0403           0.2206          -5.0641
           24.963          -0.7906          21.2289          -6.6762
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.695            3.514            5.393          -0.6899
            7.666            1.648           -1.430           5.0085
           -3.375           -4.214           -3.124          -4.1902
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.112          -1.1281          -8.1270           -3.098
          -11.765          -0.5025          -0.2885           -5.965
           -8.893         -11.3391         -14.1479           -1.141
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           15.492           0.2061            1.663           5.7045
          -11.136           3.3786            8.456           1.2327
            7.357          -1.8462           -2.693          -0.9277
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -12.14            5.811            3.910            3.123
            18.69            1.759           -3.445           -3.238
           -23.70           -1.535            4.739           -3.889
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.789            4.733           12.772           0.0133
           -5.500            0.531           -8.753          -3.6441
            8.500           -3.661            7.344           4.7479
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.7284         -0.01498           -4.161           -3.102
          -2.7055         -8.82607            5.122           -1.591
          -0.5151          1.38473           -8.427           -2.820
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -10.348          -0.8533           -8.138          -18.541
            5.046          -2.8848           -6.183          -18.650
          -14.965           2.3781           -7.659            6.562
 rnd_95776.volume rnd_95787.volume
            59.43            4.779
           -32.50            8.595
            25.99           -7.148
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.886 1.710 5.512 4.455 6.049 0.8608 1.637 5.131 5.291 4.048 2.320
[2,] 3.806 2.036 6.498 5.929 7.544 1.0062 1.927 6.108 6.661 5.915 3.292
[3,] 4.643 2.283 7.492 7.459 8.865 1.1420 2.176 6.770 7.470 6.927 3.798
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.115 2.251 3.929 4.058 3.673 3.630 3.617 5.200 4.266  7.543 2.814
[2,] 5.383 2.597 4.926 5.266 4.400 4.918 5.178 6.680 5.536  8.908 3.158
[3,] 6.296 3.013 5.558 6.071 5.070 6.028 6.242 7.874 6.453 10.670 3.599
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.763 5.208 1.263 4.144 4.698 3.276 4.023 1.220 4.591 3.577 1.751
[2,] 13.247 6.292 1.521 5.830 6.181 4.028 5.712 1.466 6.116 4.119 2.059
[3,] 15.271 7.712 1.732 7.459 7.367 4.545 7.160 1.648 7.315 4.727 2.365
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.471 4.478 4.281 3.931 2.866 2.600 1.028 2.195 0.963 3.322 2.924
[2,] 5.667 5.783 5.896 4.806 3.989 2.977 1.269 2.616 1.198 4.024 4.216
[3,] 6.771 6.806 6.715 5.296 4.804 3.317 1.401 2.970 1.342 4.688 4.786
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.376 1.691 3.188 2.922 2.978 1.822 3.288 2.390 1.579 2.868 2.460
[2,] 2.882 2.029 4.308 3.544 3.548 2.196 5.012 2.855 1.913 4.037 3.384
[3,] 3.181 2.228 4.920 4.097 3.898 2.460 5.961 3.224 2.244 5.370 4.349
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.629 1.948 2.741 1.092 2.935 1.235 2.345 2.100 2.626 2.594 1.314
[2,] 3.567 3.160 3.338 1.308 3.838 1.467 2.924 2.467 3.446 3.960 1.697
[3,] 4.380 3.968 3.729 1.461 4.599 1.658 3.495 2.731 3.999 4.559 1.938
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.316 2.203 3.497 1.290 3.739 3.522 4.261 4.225 3.831 3.882 3.398
[2,] 3.322 2.529 4.826 1.474 4.727 4.905 4.875 5.345 4.727 5.383 4.826
[3,] 3.977 2.811 5.676 1.724 5.571 5.681 5.464 6.268 5.437 6.460 5.902
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8992 3.080 2.371 3.823 1.492 1.630 1.244 2.603 1.978 5.401 4.901
[2,] 1.0683 4.578 2.792 4.953 1.863 2.005 1.492 3.610 2.363 6.471 6.038
[3,] 1.1687 5.627 3.161 6.212 2.136 2.341 1.670 4.195 2.743 7.160 7.212
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.801 1.772 1.626 1.514 2.340 1.558 0.7622  9.23  8.553 4.827
[2,] 2.286 2.473 2.369 2.208 2.994 1.827 0.9861 11.91 12.741 5.996
[3,] 2.499 2.942 2.774 2.655 3.411 2.040 1.1483 14.54 15.075 7.432
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.665   2.172   7.0    5.657    7.681   1.093   2.078   6.515
[2,] 600.545 267.466 833.4  947.372 1091.619 126.148 246.166 802.317
[3,] 644.281 250.426 902.7 1096.078 1127.379 130.814 245.030 707.145
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.719    5.14   2.947   5.225   2.858   4.989   5.154   4.664
[2,] 979.961 1044.32 565.307 840.483 313.511 719.666 812.639 586.925
[3,] 818.772  872.87 458.814 790.406 370.036 623.082 731.421 609.990
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   4.609   4.593    6.603   5.417    9.579   3.573    9.858    6.614
[2,] 803.332 897.094 1015.464 854.579 1147.515 347.210 2599.269  854.852
[3,] 844.212 844.334 1009.617 802.864 1422.311 418.072 1839.516 1079.893
       [,25]    [,26]   [,27]  [,28]    [,29]   [,30]  [,31]   [,32]
[1,]   1.604    5.262   5.965   4.16    5.109   1.549   5.83   4.543
[2,] 205.326  993.112 972.667 567.20  981.885 197.007 978.34 494.432
[3,] 200.723 1126.780 970.776 509.80 1045.491 182.311 971.88 561.306
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.223   5.677   5.687   5.436   4.992   3.639   3.301   1.306
[2,] 262.380 843.282 886.101 981.884 669.684 672.143 351.382 179.919
[3,] 281.953 897.309 868.985 778.172 538.620 647.921 354.043 144.120
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]  [,48]
[1,]   2.787   1.223   4.218   3.713   3.017   2.147   4.048   3.71
[2,] 344.762 172.474 550.020 735.434 395.005 271.731 701.915 485.68
[3,] 340.619 146.322 582.441 548.378 326.041 222.853 575.077 497.86
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.781   2.314   4.175   3.035   2.005   3.642   3.124   3.338
[2,] 467.000 296.819 915.983 378.288 261.361 688.080 562.751 583.850
[3,] 390.815 268.694 781.573 362.761 284.109 857.532 661.609 615.512
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   2.473   3.481   1.387   3.727   1.569   2.978   2.667   3.334
[2,] 602.685 461.188 174.513 599.002 191.403 422.779 313.156 540.431
[3,] 581.052 402.584 157.175 613.362 187.123 463.458 283.755 491.175
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   3.294   1.669   2.941   2.798   4.441   1.638   4.748   4.473
[2,] 724.629 259.980 576.862 300.614 805.362 172.929 700.478 826.432
[3,] 546.847 226.613 529.524 297.367 723.367 216.392 713.628 694.340
       [,73]   [,74]   [,75]  [,76]   [,77]   [,78]   [,79]   [,80]
[1,]   5.411   5.365   4.865   4.93   4.314   1.142   3.911   3.011
[2,] 573.629 792.686 670.642 902.78 829.859 139.694 820.356 356.975
[3,] 597.416 792.862 650.506 865.10 822.957 114.762 792.252 359.099
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   4.854   1.895   2.069   1.579   3.305   2.511   6.859   6.223
[2,] 762.555 270.079 282.718 199.337 605.631 313.346 862.940 853.904
[3,] 907.877 253.053 292.676 181.619 517.773 336.984 742.218 955.299
       [,89]  [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   2.287   2.25   2.065   1.923   2.972   1.978   0.9679   11.72
[2,] 340.807 417.77 417.091 389.198 452.190 231.054 151.5085 1821.96
[3,] 244.436 385.95 349.526 357.036 395.918 219.963 142.4687 2021.04
       [,97]   [,98]
[1,]   10.86    6.13
[2,] 2286.88  861.16
[3,] 1950.84 1063.13
[1] "--- VAR model 2017-10-05 04:01:00  completed"
[1] "Completed training sample:  2017-10-05 04:01:00 - 2017-10-05 12:00:00"
[1] "SpVAR;   training sample:  2017-10-05 04:31:00 - 2017-10-05 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           21.98         -0.3242        -46.608         12.607
           17.28          5.5709         -2.042         13.769
           11.95         -3.8705         14.142          2.392
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          24.92          3.717           1.6931          -38.712
          20.94          1.753           0.6335          -15.951
           3.36          3.939           4.1007            4.014
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -18.091           -27.22          -6.4429           -9.125
          -30.436           -16.42           0.8985          -44.944
            2.443           -13.89         -14.0267          -27.725
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9065            22.99            5.199           19.641
          -7.5151           -19.73           -9.158           -8.417
         -11.5203           -14.59          -15.931            3.144
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.077            5.191           21.266           5.0310
           19.920           -2.082           -2.004         -13.8314
          -30.710            9.923           -5.355          -0.1998
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.926           -2.583           -3.962           -2.612
          -19.428            9.313          -52.413            2.136
           -5.706          -10.696           -9.490          -11.960
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.278            8.270           21.257            7.336
            1.256           -9.625          -16.448            8.851
           -6.586          -25.024           -1.956           12.545
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.637          0.09143           18.430           -14.09
           17.351          3.60065           -3.768           -17.04
            6.868          3.11786           -5.477           -10.14
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           6.0263           15.645           22.703          12.2408
           6.4505           -3.006           12.014          23.1081
           0.5649          -11.736            5.512           0.8203
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           13.839            9.802           13.441          2.82122
           -1.229           -4.129           -0.358         -1.18592
           -8.405           -1.902            2.077         -0.03228
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         -1.57463           -2.416           -8.695         -12.3859
         -3.41097            2.371            9.490          -3.4386
         -0.08979           -1.745           12.561           0.1033
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.930            3.542          -11.120           -1.363
            2.533           -0.688           -1.451          -14.521
           -3.047           -2.305           -8.929           19.379
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.5033           -3.705           -19.49           6.8117
           0.4892           -4.250            19.48          -0.9895
           2.2053           -1.988           -22.22           5.4709
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           3.1559            5.572            2.824          -11.737
           0.4212          -19.571           -5.251           10.112
           2.5285           15.738            3.809           -7.285
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.780            8.047          -0.8574            3.708
            6.514           -6.681           2.1953            2.902
          -13.375           -0.968           2.0829            6.039
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -11.728          -8.1531           -3.723          -0.4670
           -9.632           1.1121            1.749           0.7002
           -4.210           0.2287            2.207          -9.1707
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           12.097            1.873           18.280            7.215
          -16.534            4.684          -21.225            3.379
           -1.367           -1.870            2.384            5.193
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           25.619          6.48857            6.644           24.335
            6.415          0.04582           13.248            5.552
           -7.168          1.12116           10.464           19.404
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.228           18.437          -11.669           20.545
            8.782            5.478            8.253           16.855
           -8.984           17.410           -7.941            3.377
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.533          0.41914           13.744            2.367
            6.135         -0.01345            1.816           -3.994
           24.990         -1.00608           16.338           -4.110
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.931           2.7431          -3.0786          0.09607
           -7.892          -3.3252          -3.8776          1.29737
           -6.046           0.9613           0.9465         -0.91376
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.313           0.5125           17.871         -13.3418
            8.244          -1.3258          -14.848          -0.9175
            1.670           1.9548           -6.345           4.7390
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -6.234          -9.5635         -11.0181           -2.857
           -3.255          -0.7617          -2.6110           -2.048
           10.459          -1.8069          -0.5278           -5.880
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.6853          0.07369           -9.903            5.049
           9.9841          0.01030           -8.572           18.229
          -0.8766          6.83095          -10.023           27.584
 rnd_95776.volume rnd_95787.volume
           -40.16            7.760
            -5.95           -3.628
           -33.38          -18.945
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.409 1.998 5.887 4.915 6.620 0.9357 1.866 5.302 5.737 4.660 2.638
[2,] 4.354 2.352 7.164 6.297 8.219 1.0970 2.199 6.273 6.901 6.253 3.618
[3,] 5.126 2.672 8.338 7.754 9.768 1.2214 2.445 7.018 7.802 7.259 4.016
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.277 2.379 4.069 4.451 3.960 4.010 3.738 5.620 4.489  7.938 2.940
[2,] 5.623 2.705 5.157 5.747 4.695 5.302 5.481 7.111 5.826  9.595 3.330
[3,] 6.574 3.086 5.917 6.445 5.467 6.387 6.532 8.443 6.873 11.278 3.782
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.033 5.428 1.359 4.523 4.947 3.709 4.396 1.347 4.815 3.767 1.892
[2,] 14.283 6.618 1.637 6.150 6.416 4.365 6.141 1.576 6.470 4.324 2.231
[3,] 16.527 8.002 1.863 7.801 7.823 4.909 7.497 1.761 7.672 4.892 2.501
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.661 4.530 4.530 4.139 3.344 2.728 1.139 2.418 1.076 3.595 3.111
[2,] 5.957 5.940 6.102 4.991 4.346 3.147 1.392 2.810 1.321 4.367 4.433
[3,] 7.145 7.091 7.085 5.430 5.044 3.470 1.533 3.136 1.458 4.979 5.062
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.579 1.819 3.448 3.170 3.177 1.925 3.557 2.717 1.742 3.066 2.801
[2,] 3.099 2.163 4.546 3.825 3.722 2.316 5.359 3.192 2.085 4.286 3.960
[3,] 3.393 2.345 5.152 4.332 4.115 2.600 6.357 3.503 2.390 5.654 4.906
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.860 2.092 3.023 1.174 3.223 1.373 2.478 2.200 2.781 3.674 1.387
[2,] 3.866 3.413 3.578 1.400 4.209 1.628 3.086 2.571 3.630 4.969 1.784
[3,] 4.813 4.372 3.972 1.558 5.002 1.828 3.717 2.904 4.161 5.622 2.040
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.441 2.436 3.875 1.389 4.168 3.752 4.465 4.608 4.217 4.129 3.687
[2,] 3.549 2.797 5.067 1.577 5.118 5.304 5.167 5.835 5.135 5.874 5.253
[3,] 4.300 3.067 6.002 1.823 5.886 6.022 5.736 6.858 5.826 6.969 6.485
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9869 3.325 2.647 4.006 1.633 1.745 1.348 2.824 2.179 5.682 5.332
[2,] 1.1604 5.051 3.069 5.328 1.973 2.177 1.639 3.840 2.534 6.779 6.610
[3,] 1.2575 6.168 3.489 6.717 2.256 2.561 1.815 4.399 2.975 7.554 7.716
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.913 1.874 1.771 1.624 2.549 1.722 0.7091  8.866  9.355 5.053
[2,] 2.418 2.607 2.511 2.338 3.173 2.004 0.9349 11.507 13.648 6.338
[3,] 2.661 3.073 2.980 2.869 3.647 2.225 1.1022 14.002 15.926 7.776
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]     [,5]    [,6]   [,7]    [,8]
[1,]   4.33   2.538   7.476   6.242    8.406   1.188   2.37   6.733
[2,] 566.28 259.183 853.850 823.095 1018.828 119.759 243.08 700.911
[3,] 565.64 265.350 891.919 946.479 1103.791 112.310 223.60 658.341
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.286   5.917   3.35   5.431   3.021   5.167   5.652   5.028
[2,] 801.996 872.044 517.71 763.317 269.202 662.716 760.422 527.338
[3,] 761.283 770.998 364.68 712.361 310.533 606.608 610.072 585.854
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]  [,23]   [,24]
[1,]   5.093   4.746   7.137   5.701   10.08   3.733   10.2   6.893
[2,] 725.224 838.406 911.205 776.702 1127.10 327.026 2470.0 791.633
[3,] 744.678 742.959 951.737 762.516 1239.75 375.002 1738.9 940.836
       [,25]    [,26]   [,27]  [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.726    5.744   6.282   4.71   5.582   1.711   6.115   4.784
[2,] 190.800  871.417 854.466 481.38 896.851 170.980 903.881 443.950
[3,] 185.759 1003.590 935.983 469.79 899.339 164.355 862.005 478.459
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.403   5.919   5.753   5.752   5.255   4.246   3.465   1.446
[2,] 247.310 775.742 803.385 854.993 583.529 580.451 328.142 167.387
[3,] 236.229 825.297 810.060 753.175 447.400 535.784 305.586 134.262
       [,41]   [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   3.071   1.366   4.565   3.95   3.275   2.309   4.379   4.025
[2,] 299.199 160.396 518.484 660.52 359.448 244.991 619.588 447.697
[3,] 291.204 128.991 500.298 510.96 289.050 189.331 507.072 425.136
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   4.035   2.444   4.517   3.451   2.212   3.893   3.557   3.632
[2,] 405.280 269.407 838.122 350.251 239.527 626.362 585.408 544.149
[3,] 367.080 247.104 715.092 301.553 244.287 771.151 605.639 599.380
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   2.656   3.838   1.491   4.092   1.743   3.147   2.793   3.531
[2,] 563.855 400.362 159.541 566.110 182.905 384.734 278.469 488.097
[3,] 571.602 360.961 142.645 565.411 173.821 433.287 282.534 425.475
       [,65]   [,66] [,67]   [,68]  [,69]   [,70]   [,71]   [,72]  [,73]
[1,]   4.665   1.761   3.1   3.093   4.92   1.764   5.292   4.765   5.67
[2,] 699.592 234.650 538.8 287.685 682.71 155.919 621.270 783.964 543.84
[3,] 549.874 207.045 507.7 262.902 673.11 191.270 607.822 596.620 520.87
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   5.852   5.355   5.243   4.682   1.253   4.222   3.361   5.087
[2,] 748.593 612.668 873.847 782.509 127.658 795.301 325.117 734.790
[3,] 753.717 575.614 784.079 795.457 101.359 740.361 346.897 855.193
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]  [,89]
[1,]   2.073   2.216   1.712   3.586   2.767   7.215   6.771   2.43
[2,] 231.788 272.296 194.858 544.268 270.650 773.327 817.050 309.32
[3,] 228.736 282.063 162.920 448.514 326.081 697.157 832.359 232.21
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]   [,97]
[1,]   2.379   2.249   2.063   3.237   2.186   0.9005   11.26   11.88
[2,] 379.106 372.364 351.802 395.033 214.359 127.4192 1534.19 2078.37
[3,] 340.039 335.503 347.775 375.953 202.140 122.0687 1668.19 1716.31
       [,98]
[1,]   6.416
[2,] 800.139
[3,] 942.321
[1] "--- VAR model 2017-10-05 04:31:00  completed"
[1] "Completed training sample:  2017-10-05 04:31:00 - 2017-10-05 12:30:00"
[1] "SpVAR;   training sample:  2017-10-05 05:01:00 - 2017-10-05 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.798           4.527         37.656        -20.120
           5.813           6.487         -7.819        -19.956
          -2.057          -2.330         22.696         -3.608
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          7.939         0.5955           -1.955           11.288
         -6.612         1.8083            9.450            1.797
         -3.166        -1.4162            6.756           -2.677
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           20.666          24.7072           10.921            6.207
           -9.205           0.1739            8.732           -8.021
           -2.710           3.1159           -3.240          -20.494
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5238           5.6399            8.215           -2.324
          -2.6257          15.6734           16.972           -2.272
          -1.8250           0.2206            5.735            4.987
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.151           -6.517           -1.178           9.4593
           23.365            6.247            4.448           0.1105
           11.748           21.126           11.979           6.5575
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           11.362           -4.259          -12.449            2.212
           -9.639           -5.462           25.151            0.568
           20.199           -6.728           -4.144           -7.648
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.741           -8.464          -23.862          4.96978
            1.168           17.110           -2.650          3.87987
            0.321          -19.189            1.734          0.07129
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -31.491          -0.8095          -18.487            4.244
          -17.933           3.2280          -26.002           -2.219
            5.913          -0.1145           -1.962            7.510
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.925            2.595           6.4570            1.143
           -4.407          -10.077          -9.3092           10.110
           -3.736          -21.377           0.2581          -16.020
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -24.842          -14.466            1.033           -2.618
           -1.706           -7.757            2.002           -5.212
           11.117            7.385          -12.045           -1.693
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.363          -1.8541          -12.519           -27.61
            1.760           1.5991           -7.794           -14.13
            1.986           0.5776            1.055           -11.95
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.362            3.941          -16.656            7.453
            6.051            1.403           -3.817            3.172
           -1.266           -0.976           -6.485           13.663
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.975           1.1673            8.632           12.055
            5.150          -6.5131          -14.923            7.873
            5.632          -0.8812            6.012            3.047
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           5.7508           -7.393           10.543            2.744
          -1.1625            4.000           -6.817            4.650
          -0.1147           -8.566           -2.472           -5.503
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.0675          -0.4438          -1.0684          -0.2207
           4.7005           4.6614          -0.9745           5.0845
          -0.3173           2.7863          -2.6153           7.2837
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.151            4.266            3.574           -4.766
           -5.173            0.156            3.575           -4.603
           -1.699            5.384           -4.725            3.379
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -18.502           -2.341          -3.6430            8.387
            8.213            1.356          -0.3022           -1.079
           -1.571            1.808           4.0734            4.837
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.541           0.7614           -2.602          -1.7163
           -6.305          -0.3449            7.691          12.1986
            3.334           1.0622            7.391           0.4293
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.968           -9.188           -5.627           18.785
            7.295           24.346            6.479           -4.682
           -4.280            3.327           -2.335           18.093
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.207          0.01855           -3.240           -7.956
            1.655          0.88728            6.186            3.636
            3.273         -1.25746            4.763            4.097
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -14.693           0.4829           0.8918           -3.175
            2.964          -4.1917           3.1212           -1.846
           -3.953           0.1122          -3.9187           -2.878
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -11.9926            5.812           1.3656           -2.488
          -0.4117            5.931           9.5070           -9.361
         -12.2009            5.314           0.2615            5.875
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.191           5.5626            6.705           6.1604
            1.684           0.9462            1.093          -0.8895
            2.103           0.3754            1.343           3.0024
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.9619           1.3668          -10.509           -32.46
          -3.7512          -0.7276           -9.639           -29.78
           2.2829           0.5183           -9.114           -40.85
 rnd_95776.volume rnd_95787.volume
           -23.57          -8.6846
            11.47           0.7949
           -17.15          -2.6668
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.809 2.175  8.190 5.132  7.178 0.998 2.129 5.646 6.175 4.999 2.779
[2,] 4.732 2.547  9.368 6.488  9.006 1.167 2.485 6.642 7.355 6.634 3.818
[3,] 5.360 2.876 10.540 8.021 10.454 1.298 2.747 7.275 8.292 7.801 4.231
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.393 2.408 4.490 4.690 4.133 4.226 3.842 5.851 4.738  8.368 3.145
[2,] 5.822 2.798 5.524 5.837 4.872 5.565 5.605 7.436 6.131 10.058 3.619
[3,] 6.758 3.188 6.205 6.558 5.544 6.670 6.653 8.751 7.204 11.728 4.081
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.483 5.786 1.431 4.792 5.183 3.990 4.526 1.432 4.848 4.039 2.001
[2,] 15.157 7.052 1.727 6.529 6.831 4.587 6.281 1.684 6.634 4.640 2.416
[3,] 17.527 8.384 1.952 8.188 8.213 5.114 7.726 1.836 7.910 5.187 2.685
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.877 4.609 4.773 4.385 3.506 3.113 1.255 2.604 1.130 3.693 3.119
[2,] 6.284 6.067 6.420 5.157 4.433 3.612 1.513 3.000 1.391 4.441 4.531
[3,] 7.529 7.274 7.517 5.610 5.147 3.926 1.656 3.312 1.561 5.087 5.229
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.694 1.893 3.543 3.465 3.520 1.980 3.900 2.898 1.839 3.294 2.927
[2,] 3.212 2.261 4.655 4.165 4.074 2.368 5.670 3.414 2.162 4.753 4.163
[3,] 3.528 2.461 5.284 4.646 4.447 2.685 6.732 3.727 2.478 6.041 5.057
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.042 2.309 3.295 1.211 3.551 1.415 2.687 2.381 2.942 3.774 1.482
[2,] 4.071 3.652 3.845 1.435 4.510 1.695 3.400 2.780 3.789 5.138 1.864
[3,] 5.047 4.671 4.223 1.602 5.322 1.916 3.954 3.203 4.311 5.830 2.142
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.825 2.575 4.474 1.494 4.608 4.232 4.838 4.981 4.451 4.398 3.820
[2,] 3.957 2.966 5.746 1.695 5.499 5.595 5.553 6.249 5.370 6.424 5.533
[3,] 4.677 3.249 6.762 1.978 6.245 6.342 6.138 7.220 6.088 7.297 6.819
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.051 3.466 2.809 4.229 1.739 1.818 1.459 2.964 2.302 5.852 5.586
[2,] 1.225 5.371 3.288 5.667 2.112 2.273 1.725 4.085 2.683 6.969 6.924
[3,] 1.338 6.689 3.681 7.090 2.374 2.664 1.910 4.639 3.156 7.822 7.959
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.962 2.006 1.939 1.733 2.718 1.860 0.6705  7.816  9.746 5.492
[2,] 2.494 2.718 2.657 2.447 3.322 2.167 0.9005 10.925 14.208 6.868
[3,] 2.739 3.193 3.124 3.012 3.820 2.382 1.0671 13.345 16.640 8.201
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.837   2.762  10.4   6.517    9.115   1.267   2.703   7.169
[2,] 540.672 255.535 876.2 764.586 1047.931 116.594 246.898 674.157
[3,] 485.311 257.265 930.4 908.627 1022.571 109.497 225.530 571.609
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.842   6.349   3.528   5.578   3.058   5.701   5.955   5.248
[2,] 769.785 840.180 504.513 736.018 274.275 620.022 669.455 497.225
[3,] 737.630 790.485 351.123 661.089 294.648 544.599 576.092 509.427
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.367   4.879   7.43   6.017   10.63   3.993   12.04   7.347
[2,] 697.419 786.252 884.24 749.672 1074.85 345.218 2277.79 776.608
[3,] 708.550 690.315 888.69 728.568 1162.06 363.396 1695.58 873.632
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.817   6.085   6.582   5.067   5.748   1.818   6.156   5.129
[2,] 186.234 854.189 857.147 435.738 839.003 170.575 872.407 439.920
[3,] 175.262 952.057 878.678 435.795 866.558 141.095 829.964 446.607
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.541   6.193   5.853   6.061   5.568   4.452   3.953   1.594
[2,] 260.833 763.334 760.058 827.335 522.868 522.488 353.097 162.671
[3,] 225.691 799.034 773.267 753.037 425.601 504.012 296.066 129.912
       [,41]   [,42]   [,43]  [,44]   [,45]   [,46]   [,47] [,48]  [,49]
[1,]   3.307   1.434   4.689   3.96   3.421   2.404   4.499   4.4   4.47
[2,] 286.706 156.265 475.426 633.24 336.843 238.413 581.688 445.3 395.32
[3,] 270.467 136.541 477.943 502.71 281.296 187.273 481.679 396.3 343.40
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.514   4.952   3.679   2.335   4.183   3.717   3.863   2.932
[2,] 250.211 793.039 347.928 218.823 660.163 570.122 520.993 544.947
[3,] 243.874 699.192 288.143 233.387 718.313 553.138 574.909 561.053
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.184   1.537   4.509   1.797   3.412   3.024   3.736   4.792
[2,] 381.766 148.549 535.530 179.583 401.360 276.251 459.952 671.881
[3,] 336.294 136.964 544.450 172.303 388.981 306.622 396.269 530.516
       [,66]   [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.882   3.588   3.27   5.681   1.897   5.852   5.374   6.143
[2,] 217.853 533.638 283.64 694.497 154.387 578.084 705.030 525.228
[3,] 203.203 480.482 255.58 686.900 196.420 570.224 575.351 504.141
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]  [,81]
[1,]   6.325   5.652   5.585   4.851   1.334   4.401   3.567   5.37
[2,] 726.903 578.685 901.868 771.172 121.215 790.595 329.516 726.75
[3,] 696.725 552.478 667.126 767.869 103.773 768.037 318.525 820.94
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   2.209   2.309   1.853   3.764   2.923   7.431   7.094   2.492
[2,] 230.878 262.765 177.079 541.517 265.637 728.982 788.132 296.567
[3,] 208.801 267.498 158.050 423.590 319.945 684.452 756.239 217.996
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]    [,96]   [,97]
[1,]   2.547   2.462   2.201   3.452   2.362   0.8514    9.925   12.38
[2,] 353.299 349.950 332.880 367.944 214.263 115.8035 1470.617 1991.76
[3,] 323.100 316.739 338.320 363.420 190.698 110.3042 1476.377 1668.71
       [,98]
[1,]   6.974
[2,] 794.608
[3,] 863.367
[1] "--- VAR model 2017-10-05 05:01:00  completed"
[1] "Completed training sample:  2017-10-05 05:01:00 - 2017-10-05 13:00:00"
[1] "SpVAR;   training sample:  2017-10-05 05:31:00 - 2017-10-05 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -12.85           7.544         -7.825        -35.654
           13.17           3.697         23.655         -4.442
          -10.05           3.693         20.338        -19.404
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -5.757          1.762            9.388            1.537
         -3.597          1.734           12.855            6.649
        -17.149          1.309            1.526            3.771
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           19.948            8.587          -8.0172           -13.41
           -8.102           -5.234           8.5776           -17.66
           -2.958            7.212           0.9029           -19.47
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2169          -2.8239           -9.469           -1.092
          -4.8941          -0.9336            5.005           -3.816
           0.1087         -13.8366          -12.155            6.894
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           1.4314          -14.182           18.380           22.465
           2.0362            1.094          -10.212           -3.075
           0.2579            2.396            4.514           -1.382
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -13.76          -2.8469          -36.216           -4.696
           -16.13           5.3169           -2.681           -7.190
            13.09           0.5612          -22.633           -7.705
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           5.0419            0.111          -20.641            8.669
           2.5549          -24.128          -15.930            2.713
           0.5899           -8.849           -9.345            7.013
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -41.159          0.89234          -13.688           -9.066
            4.848         -0.08377          -17.237           -6.173
          -21.973         -0.40927           -6.141          -11.813
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.867          -26.575           -3.956            3.107
           -6.398           -7.432          -17.946          -23.736
           -4.971            1.368           -6.453            1.524
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -4.2272            0.765            5.670            3.122
          -4.5713           -5.136            1.212            3.614
           0.4474           -9.768           -5.859            1.365
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.360           5.2290            11.21           -8.566
           -2.023          -3.9282            -0.73           -6.040
            1.250           0.8234            -1.25          -11.866
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.522            1.033           -8.839           -1.632
            2.290           -2.111           -2.734            4.944
            1.948            1.677           -8.433            4.924
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.8247            4.959          -10.831            6.272
          18.8627           -1.997           -5.901            5.925
           0.4828            3.927            3.583           -1.844
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.464            8.813            8.002          -12.186
            1.622          -16.273          -12.044            4.424
           -1.730            2.547            4.004           -4.231
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.091          -6.2564           0.9143          -2.9209
            5.807          -5.3334          -0.9898         -15.7717
          -10.320           0.3153           2.5878          -0.7605
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -6.5726           15.126            2.152            3.449
           0.7618           -8.523            7.020           12.564
          -5.4729            7.120            2.186           -6.934
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.505           -4.460           -5.209            2.322
           17.419            1.940            1.853            2.852
           -7.406            6.208            2.736            5.626
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.219           2.3015           -2.297          -15.927
           -7.015          -4.1551           -8.415           20.050
           14.980           0.1703           11.639           -8.157
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.817          -15.569           -5.175            2.240
           15.024            6.799           -2.716           -2.542
           -4.321            3.490           -5.888            8.331
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.157           1.6905           12.589           -1.274
           -7.208          -0.8813            1.609            4.657
           15.149           0.9069            7.827            6.480
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           2.7289           1.6257           3.0489           1.4114
           0.4466           0.5112           0.9135           0.9328
          11.7691           1.4141          -8.1970          -4.1823
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.750            8.732           -5.918           8.8320
           -3.061            2.414            6.508           0.5726
           -3.702            6.701           -3.263           2.2829
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.691            1.328           -1.090           -0.608
           -6.286           -7.902           -5.988           -2.734
            2.515            0.769            1.487            1.304
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.1673           3.1973           -8.975          -23.120
         -11.0102          -0.5661           -8.242           -8.611
          -6.8047           2.5113           -9.524          -10.859
 rnd_95776.volume rnd_95787.volume
          -43.188            2.553
            9.902           -6.215
           27.664          -22.880
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.996 2.365  9.57 5.278  7.266 1.092 2.245 5.960 6.137 5.050 2.953
[2,] 4.909 2.734 11.35 6.736  9.139 1.242 2.636 6.887 7.447 6.825 3.916
[3,] 5.569 3.024 12.58 8.207 10.574 1.385 2.904 7.529 8.415 7.998 4.370
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 4.532 2.515 4.592 4.883 4.468 4.483 3.863 6.002 4.786  8.832 3.437
[2,] 5.963 2.966 5.565 6.037 5.106 5.861 5.765 7.708 6.282 10.667 4.009
[3,] 6.909 3.342 6.338 6.786 5.744 6.839 6.847 9.113 7.454 12.236 4.490
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.40 5.809 1.500 5.007 5.141 4.188 4.659 1.541 4.904 4.154 2.131
[2,] 15.51 7.192 1.788 6.918 6.890 4.793 6.463 1.786 6.644 4.780 2.508
[3,] 17.97 8.423 2.032 8.270 8.339 5.304 7.904 1.937 7.852 5.384 2.813
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.939 4.717 4.831 4.432 3.482 3.266 1.326 2.709 1.175 3.744 3.281
[2,] 6.429 6.178 6.412 5.259 4.369 3.744 1.610 3.106 1.435 4.501 4.592
[3,] 7.657 7.368 7.589 5.722 5.193 4.093 1.762 3.414 1.638 5.195 5.256
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.850 1.943 3.552 3.519 3.783 1.987 4.177 3.047 1.910 3.465 3.060
[2,] 3.382 2.308 4.710 4.327 4.489 2.375 6.071 3.608 2.241 4.867 4.430
[3,] 3.743 2.540 5.406 4.785 4.821 2.687 7.135 3.929 2.549 6.266 5.374
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.984 2.441 3.525 1.239 3.780 1.483 2.784 2.505 3.077 4.022 1.640
[2,] 4.289 3.891 4.025 1.464 4.817 1.762 3.487 2.911 3.975 5.242 1.993
[3,] 5.243 5.078 4.442 1.628 5.632 2.005 4.058 3.357 4.526 5.966 2.239
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.190 2.796 4.789 1.571 4.875 4.372 4.927 5.189 4.775 4.653 3.858
[2,] 4.345 3.193 6.078 1.789 5.710 5.737 5.682 6.548 5.657 6.740 5.660
[3,] 5.011 3.445 7.165 2.042 6.455 6.553 6.336 7.452 6.398 7.447 6.947
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.116 3.591 2.849 4.693 1.789 1.942 1.524 3.136 2.512 6.226 6.170
[2,] 1.304 5.478 3.352 6.050 2.191 2.427 1.815 4.194 2.889 7.342 7.400
[3,] 1.410 6.885 3.742 7.430 2.479 2.786 1.985 4.803 3.336 8.297 8.445
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 2.020 2.089 2.002 1.852 2.845 1.972 0.6639  7.484 10.35 5.453
[2,] 2.567 2.836 2.723 2.573 3.508 2.299 0.8231 10.635 15.26 7.049
[3,] 2.800 3.310 3.213 3.138 4.004 2.507 0.9650 13.094 17.60 8.273
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.074   3.003   12.15   6.702   9.227   1.386   2.851   7.569
[2,] 490.320 235.853 1050.79 719.827 953.017 101.904 237.376 593.444
[3,] 452.208 222.353  933.19 806.203 914.805 105.467 209.613 522.997
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14] [,15]   [,16]   [,17]
[1,]   7.793   6.413   3.75   5.755   3.194   5.831   6.2   5.673   5.693
[2,] 725.442 789.406 442.34 666.386 270.194 540.755 610.4 425.100 649.082
[3,] 673.895 717.088 333.51 600.116 265.018 521.495 533.2 452.507 606.101
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.905   7.622   6.077   11.21   4.365   13.21   7.377   1.904
[2,] 735.837 831.620 699.658 1028.61 355.010 1979.07 729.103 167.338
[3,] 635.227 835.778 689.983 1030.98 347.367 1560.42 754.006 165.948
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   6.358   6.529   5.319   5.916   1.956   6.227   5.275   2.705
[2,] 820.758 788.752 400.684 770.292 155.456 770.947 406.759 227.577
[3,] 779.329 807.873 390.559 782.438 128.902 719.532 425.804 219.144
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]
[1,]   6.272   5.989   6.135   5.627   4.422   4.147   1.683   3.44
[2,] 707.751 686.181 724.843 487.005 453.719 314.611 157.186 261.14
[3,] 715.140 690.234 698.073 387.887 482.634 284.616 123.142 243.97
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.491   4.755   4.166   3.619   2.468   4.511   4.468   4.804
[2,] 141.782 429.656 552.500 312.952 214.038 531.926 432.886 415.433
[3,] 135.942 445.999 439.500 275.707 182.334 456.261 351.405 302.433
       [,50]   [,51]   [,52]   [,53] [,54]   [,55]  [,56]   [,57]   [,58]
[1,]   2.523   5.304   3.869   2.425   4.4   3.886   3.79   3.099   4.477
[2,] 223.605 757.690 332.117 201.786 587.7 550.935 529.62 521.119 333.833
[3,] 216.194 644.520 267.885 208.681 678.6 523.139 518.48 561.124 323.091
       [,59] [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   1.573   4.8   1.883   3.535   3.181   3.907   5.107   2.083   4.051
[2,] 134.312 513.4 163.416 360.993 255.087 432.705 578.220 194.662 507.346
[3,] 122.204 501.9 164.570 357.072 287.568 372.211 489.933 175.654 429.321
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.551   6.082   1.995   6.191   5.552   6.257   6.589   6.064
[2,] 265.164 643.627 147.156 511.247 638.724 486.803 686.761 521.637
[3,] 222.366 652.292 169.046 517.653 544.679 482.145 611.958 514.057
       [,76]   [,77]   [,78]  [,79]   [,80]  [,81]   [,82]   [,83]   [,84]
[1,]   5.909   4.899   1.417   4.56   3.618   5.96   2.271   2.466   1.935
[2,] 838.464 712.082 116.112 711.20 303.809 656.45 217.430 250.430 169.462
[3,] 544.402 692.606  92.291 717.37 285.952 741.64 199.478 235.103 138.518
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   3.982   3.189   7.906   7.835   2.565   2.652   2.543   2.352
[2,] 478.962 245.315 669.268 702.521 272.189 329.981 317.390 307.203
[3,] 402.323 287.041 664.652 699.816 192.384 293.317 293.353 308.792
       [,93]   [,94]  [,95]    [,96]   [,97]   [,98]
[1,]   3.613   2.504  0.843    9.504   13.14   6.924
[2,] 352.844 203.187 83.686 1299.146 1929.66 768.181
[3,] 331.845 172.107 86.608 1313.504 1507.83 744.652
[1] "--- VAR model 2017-10-05 05:31:00  completed"
[1] "Completed training sample:  2017-10-05 05:31:00 - 2017-10-05 13:30:00"
[1] "SpVAR;   training sample:  2017-10-05 06:01:00 - 2017-10-05 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.963          7.8496          30.59         -7.110
          12.064          1.4791          54.87        -20.067
           4.114          0.3598          30.41          6.735
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          9.362         0.6001           10.585          -11.881
          2.038         2.4069            6.616            5.971
        -28.733         1.0026           10.536            4.357
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.2834           -2.992          -9.1309           -24.06
         -13.7250           -9.534           0.3417           -17.92
           6.8067           -3.879          -3.5319           -23.71
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -13.737           -1.604            5.143           17.197
            1.529          -12.403           -6.472           -7.609
          -11.181           -4.617           -4.371            4.711
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           11.682            13.23           -12.89           0.2113
           -2.033            11.30            28.43          20.3953
           -2.011           -15.35            13.59          19.3991
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.503           -2.428           -24.26           -13.38
            6.208           -2.570           -38.75           -13.74
          -12.619            8.574            26.79           -15.27
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.7912          -42.156           -36.86            6.620
          -0.1174           -2.817           -14.59           12.612
           0.6337          -31.749           -22.24            6.059
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -20.797           0.1934            13.17          -14.295
          -24.263          -5.1351           -19.98          -11.677
            9.658           2.7123           -20.08           -3.269
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.600          -10.015            5.564            12.16
           -1.022          -21.130          -11.732           -17.58
           -6.901           -8.992          -23.372           -21.63
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -24.690          -15.832            8.324            4.250
           -6.600           -8.934           -4.873            1.835
            5.818            1.102            3.903           -1.033
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -6.9638           -1.264           3.6107         -17.9579
          -0.6754           -3.973          -0.7968          -0.3722
          -8.4995           -1.668         -10.0961         -10.8960
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.510          -1.1938           -5.451           -9.013
           -6.955          -2.4975          -14.764           -8.972
            2.378           0.4872           -5.417           12.641
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           21.586           -7.560           -5.412           11.293
           16.010            6.858           -7.970            3.148
           -0.577           -3.274          -10.003            5.763
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.274           -7.518            4.864           2.1312
            5.492            9.771           -3.321          -0.9958
           -1.218          -19.340           -9.826          -5.2180
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
        -14.70669           4.8337           -1.196           13.223
          2.83479          -0.7734            1.366           -2.779
         -0.07382          -1.2783            1.998            6.856
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -6.1442            5.976            7.224            1.337
          -0.7909           -2.135            5.187            3.109
          -2.9737           -1.579            7.896            1.849
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.919          -1.3175           -1.356           6.4798
           14.795           0.6786           -5.388          11.5260
            3.453           7.2401           11.085          -0.2721
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -12.069           -1.411          -13.336            8.110
            4.043           -1.230            8.484            7.169
            7.258           -1.779            1.547            4.192
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          8.60859           -3.742           -5.788           2.9387
         -5.44265           14.295          -18.960          -0.1511
          0.05482            9.860          -14.022           1.7915
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.929           3.2221          -2.7491           2.3863
           -8.699          -0.3994           0.8169           0.3346
            3.079           1.0946           1.1642          -0.6823
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.519         -4.03790            2.632           0.5476
          -10.034         -0.24435           -1.831           4.2011
           -6.637          0.02321           -6.682          -5.1804
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.148           15.838          -19.940           6.4305
          -17.520           -2.422           19.947           6.7884
            6.079           -2.802            2.308           0.4437
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           4.1677           0.1901          -1.1978           -3.471
           0.4584           4.4104           1.3730            9.354
          -4.7443          -0.5654          -0.5292           -2.932
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.103           0.4622          -11.197            4.756
            5.206           1.1486           -8.409           -2.868
           -7.024          -0.3879          -11.157            2.493
 rnd_95776.volume rnd_95787.volume
           10.884           -8.551
           -7.648          -27.773
          -40.611           -7.361
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.056 2.419 10.65 5.253  7.553 1.186 2.240 6.002 6.097 5.095 2.887
[2,] 4.855 2.808 12.53 6.727  9.167 1.365 2.638 6.921 7.383 6.916 3.895
[3,] 5.339 3.111 13.74 8.091 10.531 1.512 2.943 7.582 8.327 8.077 4.373
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.646 2.489 4.217 4.513 4.326 4.420 3.720 6.328 4.897  8.734 3.400
[2,] 5.109 2.940 5.224 5.727 4.996 5.804 5.546 7.817 6.193 10.813 4.066
[3,] 5.680 3.349 6.077 6.585 5.645 6.690 6.593 9.165 7.484 12.135 4.578
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.82 5.946 1.569 5.070 5.269 4.174 4.579 1.584 5.041 4.199 2.189
[2,] 15.81 7.329 1.877 7.092 7.039 4.784 6.424 1.852 6.705 4.887 2.558
[3,] 18.02 8.438 2.086 8.609 8.342 5.291 7.689 2.020 8.078 5.416 2.795
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.733 4.851 4.913 4.527 3.516 3.309 1.352 2.832 1.256 3.653 3.251
[2,] 6.162 6.285 6.303 5.346 4.409 3.881 1.627 3.281 1.517 4.606 4.449
[3,] 7.305 7.342 7.319 5.804 5.208 4.285 1.766 3.613 1.686 5.257 5.151
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.838 1.957 3.494 3.694 3.681 2.049 4.230 3.165 1.921 3.488 3.079
[2,] 3.365 2.307 4.695 4.488 4.476 2.419 6.106 3.750 2.236 4.924 4.497
[3,] 3.755 2.563 5.370 4.945 4.909 2.746 7.265 4.108 2.522 6.383 5.508
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.858 2.500 3.669 1.305 3.961 1.572 2.964 2.635 3.227 4.045 1.674
[2,] 4.364 4.029 4.263 1.494 5.026 1.844 3.663 3.061 4.159 5.452 2.066
[3,] 5.243 5.265 4.649 1.651 5.858 2.070 4.303 3.516 4.640 6.203 2.313
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.187 3.053 4.761 1.613 4.758 4.315 4.901 4.880 5.002 4.603 3.953
[2,] 4.373 3.457 6.102 1.845 5.602 5.712 5.678 6.381 5.964 6.544 5.800
[3,] 5.045 3.775 7.190 2.087 6.322 6.394 6.305 7.300 6.665 7.307 7.034
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.141 3.929 2.927 4.863 1.777 2.013 1.579 3.134 2.535 6.278 6.260
[2,] 1.345 5.675 3.437 6.036 2.226 2.514 1.893 4.236 3.004 7.504 7.297
[3,] 1.456 6.994 3.809 7.237 2.520 2.845 2.079 4.896 3.452 8.561 8.498
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 2.101 2.189 2.090 1.969 2.799 2.122 0.5696  6.831 10.81 5.464
[2,] 2.618 2.881 2.810 2.655 3.583 2.469 0.7012  9.819 15.35 7.043
[3,] 2.897 3.368 3.242 3.180 4.121 2.725 0.7999 12.306 18.06 8.368
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.151   3.071   13.53   6.671   9.592   1.506   2.844   7.621
[2,] 416.984 223.055 1030.55 656.752 811.939 105.672 217.762 538.665
[3,] 347.075 209.371  879.79 702.674 810.214 101.453 203.799 484.118
        [,9]   [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.742   6.469   3.666   4.63   3.161   5.355   5.731   5.494
[2,] 650.648 730.925 408.761 559.45 244.469 481.775 551.037 390.544
[3,] 602.210 652.238 310.530 387.83 250.849 485.363 507.920 410.878
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]  [,24]   [,25]
[1,]   5.612   4.724   8.036   6.219  11.09   4.318   13.74   7.55   1.993
[2,] 588.097 642.839 717.284 592.405 996.52 348.369 1802.14 669.74 161.054
[3,] 519.885 557.277 747.927 656.756 860.90 328.958 1351.91 653.64 142.269
       [,26]  [,27] [,28]   [,29]   [,30]   [,31]   [,32]  [,33]  [,34]
[1,]   6.438   6.69   5.3   5.815   2.011   6.401   5.332   2.78   6.01
[2,] 775.248 729.56 365.4 704.212 149.912 690.915 390.559 206.66 616.83
[3,] 762.652 699.83 353.4 660.495 126.068 704.291 365.073 176.20 613.10
      [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   6.16   6.238   5.749   4.464   4.202   1.717   3.597   1.595
[2,] 624.52 617.249 444.491 415.773 317.059 141.374 258.724 132.924
[3,] 593.19 581.406 353.211 433.343 283.775 107.424 236.563 115.088
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.638   4.128   3.604   2.485   4.436   4.691   4.675   2.602
[2,] 438.446 474.618 282.504 190.927 490.128 398.305 397.847 201.090
[3,] 396.062 405.747 260.406 174.740 407.583 324.363 315.352 202.905
       [,51]   [,52]   [,53]  [,54]  [,55]   [,56]   [,57]  [,58]   [,59]
[1,]   5.371   4.019   2.439   4.43   3.91   3.629   3.174   4.66   1.657
[2,] 688.277 314.329 179.054 543.24 512.13 515.356 493.790 339.04 113.592
[3,] 615.345 262.268 182.165 634.74 497.30 454.392 529.733 289.87 109.756
      [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   5.03   1.997   3.764   3.346   4.098   5.137   2.126   4.047
[2,] 483.54 150.519 336.400 243.316 410.091 571.279 189.287 467.945
[3,] 470.24 147.012 352.889 270.412 321.349 462.258 162.423 393.120
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.876   6.046   2.048   6.042   5.479   6.223   6.196   6.352
[2,] 253.572 596.561 140.194 462.302 585.036 448.267 642.640 507.425
[3,] 237.118 594.291 152.312 457.726 449.286 428.409 554.151 465.121
       [,76]  [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.845   5.02   1.449   4.989   3.717   6.175   2.256   2.557
[2,] 727.143 663.21 111.213 640.051 281.630 559.034 209.712 235.435
[3,] 508.099 622.04  87.132 638.943 256.285 624.076 184.649 207.967
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]  [,90]   [,91] [,92]
[1,]   2.005   3.979   3.219   7.972   7.949   2.668   2.78   2.654   2.5
[2,] 163.068 445.534 251.961 642.650 586.036 244.126 292.64 293.556 278.3
[3,] 134.422 383.623 265.764 643.957 680.654 193.641 272.58 252.648 273.7
       [,93]   [,94]   [,95]    [,96]   [,97]   [,98]
[1,]   3.555   2.695  0.7233    8.674   13.73   6.939
[2,] 349.420 197.290 63.9183 1102.356 1702.21 694.611
[3,] 318.260 180.321 60.1508 1159.523 1487.43 706.318
[1] "--- VAR model 2017-10-05 06:01:00  completed"
[1] "Completed training sample:  2017-10-05 06:01:00 - 2017-10-05 14:00:00"
[1] "SpVAR;   training sample:  2017-10-05 06:31:00 - 2017-10-05 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.944           4.715          9.659         25.455
          -3.264           4.120         19.497         23.621
          -5.518           1.548         -3.835          7.967
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         11.948          5.406            6.903           14.007
          9.877          2.465            1.578            8.333
         10.516          5.485            5.091           -7.723
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           13.938            6.952            3.745          -10.870
            1.583            8.009            3.923           -7.901
           -2.380            7.182           -3.091          -17.001
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -11.778            1.255          -1.4638           -3.953
          -10.043            5.844          -7.6697           -1.701
           -9.691           -4.808           0.9362           -7.538
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.319           -1.341           24.531           -4.827
           -6.517           -5.538            2.070           -1.722
            2.130           -4.576            8.225            6.680
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           32.751          -4.9779          -11.245           14.569
            5.868           2.2842           27.061            5.016
            9.487           0.4559           -2.324            4.830
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.709            7.425            7.553            10.96
           -4.439           -1.278            1.528            14.14
           -1.498            4.748           26.775            15.08
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            14.15           -7.155           20.127            28.36
            23.16            1.128            2.660            28.72
             3.76           -4.168           -6.411            27.24
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -0.112          -10.663           -6.250           11.345
            8.508           12.825            5.073            9.088
            4.168           -8.409            6.646            4.189
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           16.401            5.704            6.034           3.9181
            8.055            3.791           16.160          -4.5195
           21.026           13.874            5.414           0.8085
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            12.24          -1.6714           -3.004           -4.826
            17.93           0.7263            3.223           -2.346
            19.81           2.1747            3.183           -6.182
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.106           3.8537            2.021           -3.356
           -3.715           2.4637           -3.448            4.030
            3.286          -0.5817           -6.206            3.485
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           21.585          8.47602           -3.965           20.859
            1.107         -0.08172           24.936            1.996
           17.087          3.21969           -4.647           24.666
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          5.52759            10.16         -0.06313           26.849
          2.62903           -13.49          2.08997            6.982
          0.06375            19.51         16.48853           -8.967
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           25.770            2.894          -0.2745           -3.189
            6.770            4.442           2.0090           35.895
           -3.937            7.763          -0.9480            9.006
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.927           -2.262           0.5360           -6.725
           -5.218           10.082           2.4683            3.841
           -1.692            2.980          -0.6014            1.611
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -13.257            3.529           0.6562           0.6959
           -4.178           -5.043           1.9609           7.3979
            7.284            3.963          -2.6922          -0.3375
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           11.390           1.8291            8.995            9.895
            9.787          -3.3703          -10.244           -2.788
            2.911          -0.9635            4.897           -5.058
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.608            9.296            8.625           0.2018
            4.031            4.350           10.710          -7.0009
           16.105           -5.817            9.748          -6.7909
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.641          -2.9285          -11.538           15.391
            4.074          -0.8031            1.960           19.769
           -6.051           1.2412            2.855            7.454
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -17.163           -3.083           -2.433            8.363
            7.623            3.423           -7.354           -5.102
            4.627            1.101            4.458            2.528
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           17.400            7.163           14.698            2.525
           -4.243            2.776          -13.742           26.745
            9.295            5.152           -5.925           21.607
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.663           -3.080           0.3328            0.847
            1.854            7.181           5.1598            4.142
            1.100            6.945           3.6860            4.977
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.286            5.428           -9.421           13.602
            6.515           -5.468           -8.279           16.106
           11.849           -3.650           -8.269            8.175
 rnd_95776.volume rnd_95787.volume
            46.72            2.101
            17.82           13.687
            14.54           -8.155
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.984 2.642 11.55 5.229  7.301 1.254 2.339 5.454 5.963 4.946 2.884
[2,] 4.799 2.974 13.18 6.819  8.932 1.463 2.689 6.496 6.974 6.666 3.824
[3,] 5.247 3.253 14.60 8.214 10.440 1.629 3.016 7.193 7.866 7.838 4.237
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.602 2.478 4.095 4.399 4.517 4.230 3.604 6.858 4.841  9.189 3.569
[2,] 5.046 2.880 5.162 5.564 5.186 5.799 5.400 8.342 6.192 10.834 4.271
[3,] 5.604 3.253 6.027 6.508 5.762 6.734 6.587 9.656 7.595 12.164 4.848
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.05 5.642 1.594 5.182 5.103 4.155 4.576 1.606 5.145 4.515 2.188
[2,] 16.32 7.324 1.911 7.166 6.870 4.775 6.393 1.899 6.634 5.330 2.535
[3,] 18.20 8.562 2.109 8.769 8.212 5.266 7.603 2.089 7.971 6.005 2.741
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.796 4.892 4.850 4.692 3.435 3.543 1.400 2.901 1.336 3.594 3.376
[2,] 6.235 6.349 6.357 5.525 4.464 4.079 1.657 3.427 1.554 4.519 4.445
[3,] 7.207 7.481 7.374 6.012 5.288 4.518 1.817 3.790 1.730 5.182 5.081
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.997 1.921 3.472 3.807 3.876 2.155 4.296 3.247 1.916 3.582 3.205
[2,] 3.516 2.283 4.738 4.639 4.673 2.541 6.119 3.836 2.233 5.113 4.788
[3,] 3.901 2.574 5.433 5.082 5.065 2.822 7.358 4.320 2.558 6.511 5.808
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.911 2.374 3.618 1.349 3.978 1.574 3.041 2.742 3.289 4.050 1.627
[2,] 4.470 4.150 4.288 1.533 4.958 1.910 3.744 3.173 4.219 5.459 2.027
[3,] 5.469 5.423 4.652 1.673 5.990 2.151 4.431 3.684 4.748 6.367 2.326
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.254 3.299 4.804 1.601 4.862 4.245 5.178 4.914 5.214 4.551 3.881
[2,] 4.524 3.609 6.100 1.888 5.603 5.558 6.110 6.433 6.282 6.352 5.955
[3,] 5.221 4.016 7.283 2.107 6.210 6.135 6.696 7.238 6.997 7.168 7.033
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.166 3.650 2.908 4.815 1.834 2.065 1.688 3.188 2.787 6.233 6.391
[2,] 1.401 5.357 3.466 5.941 2.316 2.568 1.992 4.327 3.169 7.562 7.329
[3,] 1.528 6.572 3.851 7.151 2.613 2.870 2.235 4.949 3.574 8.579 8.463
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 2.175 2.231 2.161 2.145 2.974 2.077 0.5884  5.617 11.04 5.458
[2,] 2.677 2.988 2.802 2.738 3.684 2.499 0.7296  8.174 15.62 7.216
[3,] 2.951 3.419 3.277 3.287 4.230 2.748 0.8355 10.092 17.94 8.595
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]   [,4]    [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   5.059   3.355  14.66   6.64   9.272   1.592   2.97   6.926   7.572
[2,] 365.784 186.908 868.23 598.63 703.723 103.197 181.46 482.673 494.858
[3,] 290.382 180.072 860.78 626.42 739.194  97.976 186.96 422.369 497.633
      [,10]   [,11]   [,12]   [,13] [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   6.28   3.662   4.574   3.147   5.2   5.586   5.736   5.371   4.577
[2,] 611.24 343.547 483.257 200.662 429.9 465.877 348.289 542.509 549.874
[3,] 564.05 249.669 333.585 206.966 425.4 461.876 343.705 468.411 516.079
       [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]  [,27]
[1,]   8.708   6.147  11.67   4.532   14.03   7.164   2.024   6.581   6.48
[2,] 649.737 528.007 785.03 320.838 1642.42 638.773 144.036 676.865 629.07
[3,] 665.077 601.500 756.40 313.826 1103.08 606.653 122.040 691.282 615.23
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.276   5.811   2.04   6.533   5.733   2.779   6.091   6.213
[2,] 321.777 610.661 138.62 572.716 387.386 175.018 544.905 553.405
[3,] 303.842 562.918 119.12 604.477 378.454 142.589 494.314 541.272
       [,36]   [,37]   [,38] [,39]   [,40]   [,41]   [,42]   [,43]   [,44]
[1,]   6.159   5.958   4.363   4.5   1.778   3.683   1.696   4.564   4.287
[2,] 562.064 398.999 389.916 276.4 121.259 249.637 108.592 374.694 395.552
[3,] 511.186 324.355 387.621 265.7 101.840 221.380 104.028 346.872 336.530
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.806   2.439   4.408   4.834   4.922   2.737   5.456   4.123
[2,] 251.281 168.843 440.954 362.479 357.159 184.109 595.987 279.452
[3,] 231.337 162.446 363.840 283.898 267.105 167.871 558.797 271.710
       [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]   [,60]   [,61]
[1,]   2.433   4.549   4.07   3.697   3.014   4.594  1.713   5.051   1.998
[2,] 156.742 498.921 486.55 463.931 465.502 314.709 99.585 404.748 147.967
[3,] 170.667 551.376 449.56 431.002 477.555 246.695 91.629 459.872 135.328
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68] [,69]   [,70]
[1,]   3.862   3.482   4.177   5.143   2.066   4.132   4.189   6.1   2.033
[2,] 298.764 218.327 361.376 500.589 165.322 429.899 200.252 514.3 136.783
[3,] 324.118 256.154 297.716 448.164 156.222 356.402 240.841 544.0 127.948
       [,71]  [,72]   [,73]  [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   6.174   5.39   6.575   6.24   6.621   5.779   4.928   1.48   4.635
[2,] 380.894 490.69 443.555 567.89 479.102 606.119 617.663 106.29 536.189
[3,] 366.077 355.33 374.723 453.84 421.560 454.287 511.940  83.47 520.735
       [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   3.692   6.115   2.329   2.623   2.144   4.049   3.539   7.915
[2,] 258.168 475.819 193.337 208.655 144.553 400.027 206.261 585.759
[3,] 229.438 544.563 165.675 175.210 138.681 328.551 225.937 554.192
       [,88]   [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]
[1,]   8.115   2.762   2.833   2.744   2.724   3.776   2.637  0.7471
[2,] 490.735 213.378 271.868 244.109 232.709 297.548 190.107 59.0146
[3,] 578.781 169.920 227.207 232.319 248.612 284.331 156.352 55.6895
       [,96]   [,97]   [,98]
[1,]   7.132   14.02   6.931
[2,] 812.152 1510.42 645.586
[3,] 809.556 1206.77 638.682
[1] "--- VAR model 2017-10-05 06:31:00  completed"
[1] "Completed training sample:  2017-10-05 06:31:00 - 2017-10-05 14:30:00"
[1] "SpVAR;   training sample:  2017-10-05 07:01:00 - 2017-10-05 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -15.150          -3.847        -13.847         25.951
           1.118          10.269         -6.603         22.583
          -6.332           5.095         31.587         -3.977
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         15.329          3.852          11.9260            8.747
         35.568          9.884           0.6672           19.429
          7.733          6.354          11.6184           -1.858
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           21.823            9.262           -7.055           -4.033
            2.773           11.229           11.445          -22.724
           -5.974            1.014            8.404          -21.059
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -19.374            9.889          29.9819           -7.785
           -9.403           -2.544          -0.3557            3.234
          -10.014           -1.919          -9.4687           -9.363
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.226          -13.966           -2.569            1.815
           -9.527          -18.647          -20.322          -26.018
          -14.555           -6.613           14.546           -5.353
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           18.384         -14.5374           -5.455           30.567
           -7.017           0.6478           -7.480          -24.678
            3.805           5.7578          -15.035           -2.913
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.03313          25.2663           20.310           13.061
         -0.24134         -10.4209           31.114            5.377
         -4.09653           0.3785            9.712            9.205
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            28.76           -1.001           23.439            32.28
            22.43            1.291           13.572            20.68
           -10.37            0.221            8.462            18.97
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.155            0.779           -2.521           17.627
            6.924           10.041           16.098            3.256
            3.088           14.534           15.174           19.497
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            24.17            4.283            8.738           0.3748
            19.78           -4.048          -11.617           1.2140
            20.25            6.293            1.738           1.1619
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.451          -2.2722           13.786           -2.844
           21.890          -3.5713           12.219           -1.729
            2.920           0.7372            3.111           16.971
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.292           -1.213           -4.220            3.552
          -10.166            2.808          -12.996            2.512
           -4.069           -3.789           -3.974            8.152
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.361        -11.61662           -20.47           13.254
           14.350          0.04641            10.77            1.914
           -8.903          3.17260            10.11           -0.476
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3060           16.752           -5.339           -23.10
          -1.2084           -9.556           -7.912            11.13
          -0.9102          -12.316            4.524             1.64
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -15.10           0.6144           2.9672          -18.944
            12.17          -1.1651          -0.8473           12.358
           -13.39           1.3005          -3.8168           -5.137
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.633           1.6583           14.563           -8.610
          -10.721          -2.7562            7.965           11.173
           -9.385          -0.9629           -7.435           -5.134
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -5.670         -0.04556           18.436          -0.6592
            5.301         -1.07720           -6.501           6.2828
            2.990          2.83039            2.877           5.3092
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           35.177           0.4755           -8.972           -1.177
           -4.310           2.2406          -14.834          -13.962
            8.185          -2.2199          -14.181           -6.048
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.8665           4.9833           -8.773          19.2626
           0.3934          -0.8992            3.275         -12.0430
          20.8720          -2.3636            3.621           0.9454
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           9.9775            1.031          -14.670           11.240
           0.6035            4.300            3.617           15.793
         -14.4115            2.675           -6.686            6.083
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -18.512           5.6396           12.966          -5.3324
            2.918           2.1610            1.732           3.2255
            2.025          -0.7737           -2.651          -0.1849
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -12.761           -2.845           19.520           8.7973
            3.185           14.148            7.015          -0.8649
            5.288           10.028           -3.945          23.6522
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -5.71820          0.03093           -3.258          -0.5574
         -1.93484         -7.51910           -4.387          -3.2995
         -0.02041          4.31535            3.641          -0.7469
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -12.3794           6.1671          -11.669            6.182
           0.7318         -10.5458           -9.515            1.121
          -2.4312           0.2732          -10.886           -2.135
 rnd_95776.volume rnd_95787.volume
           0.9904           29.791
          21.8056          -24.308
          28.1558           -5.347
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.014 2.782 12.36 5.016  7.076 1.385 2.368 4.888 5.610 4.758 2.760
[2,] 4.923 3.096 14.09 6.584  8.742 1.611 2.741 6.012 6.773 6.563 3.586
[3,] 5.381 3.399 15.48 7.973 10.219 1.770 3.020 6.699 7.772 7.686 3.994
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.367 2.500 4.039 4.308 4.596 4.220 3.553 7.135 4.963  9.153 3.535
[2,] 4.726 2.860 5.203 5.614 5.262 5.788 5.357 8.685 6.349 10.738 4.221
[3,] 5.425 3.251 6.099 6.500 5.910 6.633 6.550 9.916 7.598 12.107 4.780
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.92 5.612 1.715 5.099 5.003 4.064 4.510 1.552 5.031 4.776 2.230
[2,] 16.63 7.389 2.022 7.085 6.831 4.733 6.219 1.885 6.455 5.512 2.533
[3,] 18.77 8.756 2.194 8.966 8.308 5.214 7.379 2.065 7.908 6.188 2.741
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.644 4.543 4.376 4.910 3.590 3.614 1.370 3.011 1.326 3.347 3.279
[2,] 5.967 6.151 6.017 5.825 4.552 4.181 1.629 3.511 1.563 4.251 4.324
[3,] 7.066 7.197 7.062 6.436 5.311 4.579 1.794 3.844 1.749 4.873 5.029
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.018 1.841 3.522 3.955 3.966 2.154 4.254 3.661 1.890 3.586 3.031
[2,] 3.577 2.269 4.662 4.757 4.708 2.569 6.098 4.239 2.162 4.986 4.677
[3,] 3.941 2.519 5.606 5.147 5.139 2.865 7.359 4.688 2.495 6.606 5.711
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.024 2.276 3.567 1.289 4.167 1.630 3.029 2.773 3.403 4.345 1.721
[2,] 4.563 4.089 4.443 1.447 5.235 2.009 3.748 3.239 4.343 5.795 2.128
[3,] 5.529 5.445 4.856 1.622 6.340 2.234 4.420 3.700 4.840 6.658 2.436
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.368 3.441 4.835 1.636 4.704 4.101 5.296 5.237 4.895 4.493 3.978
[2,] 4.618 3.807 6.335 1.907 5.418 5.191 6.233 6.603 6.103 6.263 6.086
[3,] 5.371 4.165 7.522 2.108 5.966 5.800 6.750 7.407 6.803 7.218 7.065
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.192 3.982 2.835  4.95 1.842 2.172 1.773 3.320 2.886 6.567 6.351
[2,] 1.437 5.633 3.381  5.93 2.344 2.621 2.089 4.363 3.237 7.971 7.387
[3,] 1.565 6.742 3.833  7.19 2.637 2.928 2.333 5.000 3.611 8.884 8.314
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.216 2.173 2.193 2.294 2.830 2.298 0.6000 1.635 10.67 5.195
[2,] 2.747 2.876 2.724 2.774 3.584 2.675 0.7506 1.954 15.27 7.297
[3,] 3.014 3.316 3.195 3.285 4.153 2.896 0.8617 2.174 17.67 8.719
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]   [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   5.097   3.533  15.7   6.37   8.985   1.758   3.007   6.207   7.124
[2,] 401.372 191.287 952.7 600.26 722.669 115.812 194.409 492.519 534.204
[3,] 305.556 197.289 902.2 632.91 744.757 103.453 178.236 416.004 536.355
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.042   3.505   4.275   3.174   5.129   5.471   5.837   5.359
[2,] 636.242 322.230 466.786 195.618 461.571 506.670 360.429 557.631
[3,] 563.171 247.435 375.094 217.738 448.076 461.118 378.901 456.030
       [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   4.512   9.06   6.302  11.62   4.489   13.87   7.127   2.177   6.474
[2,] 564.259 697.01 557.276 790.27 324.711 1766.24 676.464 150.934 692.502
[3,] 530.581 673.54 587.615 787.12 315.706 1224.31 661.300 119.733 773.341
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   6.353   5.161   5.727   1.971   6.389   6.065   2.832   5.897
[2,] 654.636 341.451 602.733 150.497 569.198 387.192 169.181 527.531
[3,] 665.476 307.956 558.917 118.757 643.095 395.821 147.469 532.712
       [,35]   [,36]   [,37]   [,38]  [,39]  [,40]   [,41]   [,42]  [,43]
[1,]   5.769   5.557   6.235   4.559   4.59   1.74   3.824   1.684   4.25
[2,] 583.563 581.240 441.120 393.913 295.81 123.95 254.017 116.252 368.96
[3,] 525.935 520.299 385.136 385.163 262.89 105.86 220.313 110.752 335.39
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.164   3.833   2.338   4.473   5.022   5.036   2.735   5.402
[2,] 396.615 270.244 186.784 429.925 371.953 356.978 197.008 615.004
[3,] 361.598 232.679 153.902 438.234 276.923 290.127 178.720 579.752
       [,52] [,53]   [,54]   [,55]  [,56]   [,57]   [,58]   [,59]   [,60]
[1,]   4.649   2.4   4.554   3.849   3.84   2.891   4.529   1.637   5.291
[2,] 300.754 147.6 487.518 501.312 480.88 478.084 372.922  92.617 446.104
[3,] 281.825 175.5 610.071 461.325 439.61 506.165 275.953 103.001 503.336
      [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   2.07   3.846   3.521   4.321   5.518   2.186   4.276   4.369
[2,] 165.23 310.772 235.741 379.854 539.662 176.091 444.679 229.148
[3,] 137.46 329.691 251.660 300.777 461.435 166.994 386.033 237.953
       [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]   [,76]
[1,]   6.139   2.077   5.973   5.208   6.725   6.65   6.216   5.706
[2,] 576.135 137.976 378.387 447.796 462.668 565.97 513.026 614.151
[3,] 570.848 126.542 351.470 364.257 364.775 472.38 423.241 504.860
       [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   5.052   1.514   5.057   3.601   6.286   2.339   2.758   2.252
[2,] 648.287 113.063 560.785 259.305 459.582 203.966 206.653 155.307
[3,] 505.087  87.090 521.498 253.978 572.327 170.219 183.602 146.316
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   4.216   3.665   8.339   8.065   2.813   2.759   2.785   2.913
[2,] 398.363 206.362 635.962 531.153 228.628 265.241 227.466 219.564
[3,] 343.720 225.156 552.124 536.804 174.401 232.376 234.872 247.801
       [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   3.593   2.918  0.7619   2.077   13.54   6.596
[2,] 309.567 192.799 63.4676 150.543 1538.49 721.383
[3,] 295.254 156.043 59.5984 134.231 1251.18 671.693
[1] "--- VAR model 2017-10-05 07:01:00  completed"
[1] "Completed training sample:  2017-10-05 07:01:00 - 2017-10-05 15:00:00"
[1] "SpVAR;   training sample:  2017-10-05 07:31:00 - 2017-10-05 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.9865           9.495         -25.36         15.001
          5.1913          -2.818          62.60         11.051
         -0.9817          -2.461         -62.60         -6.138
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        22.6424          3.117            5.321           -3.246
         0.2117         -3.912            3.976          -21.516
       -15.1939          3.536            4.112          -15.221
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.375           -6.198          -19.046           -37.16
           -7.940            7.249           -7.795           -28.69
          -16.875          -22.224           -1.127           -35.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.931           -4.837          -1.2903            4.465
            2.398           -1.985          -6.5160          -11.084
            2.843           -4.504          -0.9529           -6.221
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -22.235            8.899            13.04            7.248
            1.515           -5.869           -13.48          -12.907
           -9.664          -15.346           -10.94            2.042
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.19           -3.233           -18.82            17.62
            17.99           -2.981           -50.11             4.41
           -23.12            3.654            60.60             3.76
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.355           15.432           -12.53        -15.87073
           -2.777           -7.216            19.64          0.04056
            4.059          -27.824           -16.56          3.39856
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.596         4.323433            35.51            13.27
           20.646         0.008931           -10.22            10.25
           -3.961         5.932320            14.37            14.31
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.538            33.19           35.392           22.867
            1.496            17.98           13.233           17.918
           -0.561            12.58            1.416            9.079
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -25.32          -21.030          -0.9303          -7.0380
           -20.88           11.475           5.6927          -3.8365
            12.44            7.761           2.9854          -0.1119
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -6.141            0.369           17.940          -11.820
           -4.818           -2.579           17.124            3.904
            3.519            4.174            6.901            1.018
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -6.5257            2.208         -0.07786            4.167
           0.9153           -8.903         -8.13451           18.792
           7.2394           -1.989          8.06826            2.738
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -8.818            4.899           -1.378            8.985
           11.369           -3.728           -9.153           18.155
            3.178            3.015           -4.391            7.422
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7531           19.352           15.300           -2.469
          -0.5340           -7.364            3.574           16.781
          -1.6218            4.481          -12.462          -16.032
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -19.315           -6.135          -0.7377          12.8698
            6.422            6.187          -2.0342          -3.3983
            7.406           -1.313           2.4633           0.8504
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.750           25.580           10.729            26.62
           -1.049          -12.536            4.070            22.20
           -8.314           -2.367            7.188           -19.27
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            17.10           -2.602            4.478           14.515
            20.18            8.555           23.954            6.705
           -10.44            1.553            4.268           -5.808
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -28.45           -4.069           15.126          -10.780
            27.53           -4.018           -4.629            9.578
            16.86            4.315           -6.430           10.099
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            14.19            3.582            0.710            -4.47
           -10.27           11.979           -2.781            17.87
           -11.14            1.203          -17.346           -14.24
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.184           0.4046           -2.972            5.740
           -2.299          -2.9344           -4.990           16.424
           -3.128           2.4471            5.010            7.102
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -15.069          -3.6752            4.440            1.137
            1.335          -0.3548            1.234            4.358
           11.080          10.7042            7.000           -2.451
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -16.966           11.363           -4.972           14.554
           -2.914            1.665            6.959          -34.982
           -6.202            3.775           14.942            5.724
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.560            9.672           15.800            7.289
           12.661           -1.456           -2.879           -1.427
           -3.831            4.143            5.609            6.697
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.205            1.128           -13.87         0.008304
           -2.659           -3.048           -11.78         0.670005
           -7.710           -1.460           -10.49         3.348467
 rnd_95776.volume rnd_95787.volume
           -2.621           31.320
          -14.948           -2.750
           20.710            3.837
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.035 2.877 11.88 4.717  7.381 1.478 2.328 4.945 5.747 4.575 2.697
[2,] 4.879 3.228 13.70 6.277  9.151 1.735 2.673 5.755 6.684 6.667 3.468
[3,] 5.301 3.512 15.59 7.557 10.813 1.963 2.935 6.462 7.557 7.699 3.773
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.103 2.469 4.076 4.413 4.458 4.306 3.763 6.860 4.929  8.194 3.531
[2,] 4.735 2.891 5.193 5.583 5.110 5.738 5.322 8.561 6.493  9.834 4.220
[3,] 5.384 3.264 6.138 6.514 5.620 6.440 6.416 9.813 7.652 11.358 4.704
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.27 5.442 1.644 4.832 4.879 4.123 4.148 1.608 4.836 4.616 2.175
[2,] 15.87 6.892 1.966 6.619 6.813 4.730 6.003 1.898 6.232 5.454 2.500
[3,] 18.12 8.411 2.194 8.776 8.373 5.240 7.063 2.080 7.644 6.151 2.735
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.643 4.527 4.246 5.064 3.491 3.642 1.297 2.894 1.293 3.416 3.178
[2,] 6.034 6.165 5.855 6.033 4.716 4.250 1.567 3.423 1.496 4.170 4.498
[3,] 7.199 7.336 7.032 6.748 5.417 4.637 1.748 3.751 1.683 4.666 5.168
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.960 1.754 3.444 4.122 3.933 2.181 4.155 3.539 1.874 3.526 3.069
[2,] 3.572 2.208 4.551 4.918 4.621 2.607 6.273 4.218 2.163 4.881 4.579
[3,] 3.869 2.439 5.500 5.327 5.130 2.908 7.616 4.697 2.487 6.752 5.858
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.358 2.178 3.642 1.340 4.087 1.737 2.947 3.124 3.473 4.237 1.782
[2,] 4.505 3.985 4.526 1.502 5.035 2.056 3.715 3.534 4.421 5.685 2.141
[3,] 5.431 5.261 4.945 1.677 6.265 2.284 4.444 3.934 5.017 6.725 2.440
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.874 3.333 5.823 1.636 4.808 4.156 5.251 5.219 4.851 4.142 3.912
[2,] 5.033 3.742 7.344 1.939 5.532 5.140 6.127 6.493 5.993 5.996 5.939
[3,] 5.836 4.105 8.721 2.169 6.038 5.746 6.648 7.298 6.654 7.047 7.009
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.206 3.766 2.749 4.705 1.828 2.134 1.836 3.634 3.040 6.405 6.252
[2,] 1.441 5.411 3.330 5.790 2.407 2.597 2.146 4.580 3.452 7.963 7.459
[3,] 1.562 6.537 3.854 7.053 2.701 2.935 2.357 5.329 3.879 8.949 8.347
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.940 2.064 2.094 2.147 2.905 2.235 0.6112 1.458 10.45 5.260
[2,] 2.487 2.799 2.675 2.578 3.637 2.608 0.7445 1.752 16.15 7.013
[3,] 2.755 3.192 3.134 3.046 4.261 2.856 0.8637 1.947 18.87 8.559
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.124   3.653   15.09   5.99   9.373   1.877   2.956   6.279
[2,] 391.006 208.866  972.53 590.25 771.008 129.478 187.136 419.920
[3,] 295.241 197.210 1060.30 599.81 821.278 131.037 172.822 418.946
        [,9]  [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   7.298   5.81   3.425   3.94   3.136   5.176   5.604   5.661   5.468
[2,] 486.306 691.30 310.762 509.84 214.323 458.617 487.387 356.068 540.564
[3,] 502.812 548.90 211.898 365.36 215.909 466.391 478.552 333.346 416.747
       [,18]   [,19]   [,20] [,21]   [,22]   [,23]  [,24]   [,25]   [,26]
[1,]   4.779   8.711   6.259  10.4   4.484   13.04   6.91   2.088   6.136
[2,] 536.328 730.165 602.427 775.1 329.366 1724.51 602.92 153.614 644.751
[3,] 510.833 683.732 577.260 810.3 296.427 1246.08 687.29 138.726 821.464
       [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]   [,34]
[1,]   6.195   5.236   5.267   2.043   6.14   5.861   2.762   5.896
[2,] 677.768 330.531 618.492 143.534 560.31 414.131 175.618 549.368
[3,] 693.997 321.383 530.548 121.569 631.02 405.556 158.181 559.637
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   5.748   5.391   6.431   4.434   4.624   1.646   3.674   1.642
[2,] 596.592 574.712 467.306 452.006 312.437 125.559 260.651 107.154
[3,] 566.889 555.281 431.018 379.714 264.326 110.193 218.611 109.916
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.338   4.036   3.759   2.227   4.373   5.234   4.994   2.769
[2,] 340.765 453.598 284.873 191.099 424.038 382.435 345.987 203.561
[3,] 298.681 362.814 211.823 147.874 440.391 291.912 317.585 183.607
       [,51]   [,52]  [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   5.276   4.495   2.38   4.478   3.897   4.264   2.766   4.625
[2,] 669.802 326.961 153.99 481.031 484.460 428.154 475.629 382.987
[3,] 615.711 294.629 174.98 664.978 520.719 432.362 489.676 283.897
       [,59]   [,60]   [,61]   [,62]   [,63]  [,64]  [,65]   [,66]   [,67]
[1,]   1.702   5.189   2.206   3.743   3.966   4.41   5.38   2.262   4.919
[2,]  96.578 419.204 156.692 322.357 235.696 390.01 540.34 169.316 457.947
[3,] 106.496 531.408 141.884 347.614 246.272 338.18 512.06 166.739 421.269
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]  [,75]  [,76]
[1,]   4.232   7.394   2.078   6.106   5.277   6.667   6.627   6.16   5.26
[2,] 242.696 637.862 148.177 390.007 431.103 450.203 550.773 501.74 617.88
[3,] 240.487 670.467 138.834 344.876 366.176 367.760 474.819 411.91 527.87
       [,77]   [,78]   [,79]   [,80]   [,81]   [,82]  [,83]   [,84]
[1,]   4.968   1.532   4.783   3.491   5.975   2.321   2.71   2.332
[2,] 636.891 112.389 553.844 267.844 480.906 223.105 210.95 158.198
[3,] 530.611  85.945 522.694 276.642 574.195 174.805 195.04 139.200
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]  [,91]   [,92]
[1,]   4.615   3.861   8.134   7.939   2.463   2.621   2.66   2.726
[2,] 397.179 233.113 674.450 580.042 221.726 269.616 237.10 203.421
[3,] 388.415 252.265 581.945 533.841 168.976 218.655 232.81 231.443
       [,93]   [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.689   2.839  0.7762   1.851   13.26   6.68
[2,] 311.888 191.385 60.5903 138.688 1754.79 661.24
[3,] 316.401 166.215 62.4117 120.947 1393.52 699.26
[1] "--- VAR model 2017-10-05 07:31:00  completed"
[1] "Completed training sample:  2017-10-05 07:31:00 - 2017-10-05 15:30:00"
[1] "SpVAR;   training sample:  2017-10-05 08:01:00 - 2017-10-05 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -0.01065           6.928         21.781         23.820
         6.65319           5.428         15.199        -20.336
        -3.86391          -3.979          1.508         -8.486
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -28.19         3.5553            2.560           17.448
          12.78         0.7996           -3.449           -1.071
         -25.13         2.8039           -1.888           -5.042
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            8.353           -2.533            1.802           -26.47
            6.731            8.219           10.273           -20.65
          -10.709           -4.717            1.338           -30.90
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.5139           -1.723            12.65          -11.147
          -8.4471          -10.815           -15.18            2.402
          -0.2039           -8.372           -10.60           -6.989
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.898           -2.795            44.06            27.66
           -9.910           -4.262            32.76            28.98
           -9.314          -14.516            21.45            17.95
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           17.041            7.684          -15.118          -24.880
           -4.672           22.596            9.752           -3.002
            6.171           16.832          -38.018          -28.397
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           3.2386          -33.281         -17.5371           -6.853
           0.8635            6.755          -7.0144           -3.819
           7.4484          -17.517          -0.2063           -1.661
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           31.563          -4.0051           14.748            26.89
          -17.060           0.5026           -4.423            24.90
           -3.515           0.2262          -10.434            32.71
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.604           -15.05           -16.25         -11.0723
            1.542            25.90            15.70          -0.6706
           -4.374           -19.17           -14.69           1.9209
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.801           -3.608            7.409          0.01172
            1.062           -1.015          -10.972         -4.83376
           -6.620          -12.812           -1.845         -0.51901
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -14.019          -0.4261            9.206       -10.992516
           -2.806          -0.6626            4.098        -0.002756
            4.686          -0.9116            6.267       -13.599982
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.307           0.8272          -13.852           11.146
           11.736          -4.3070            1.927           -5.408
            8.736           2.9353            8.686           17.450
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.290           0.4933         -14.0432            27.88
           -1.299           2.9217           5.4251            16.99
           -1.882           4.6406           0.2499            11.11
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           6.0161            3.380            5.856           6.7761
          -0.3948           -3.192           -4.046           7.1657
          -3.4248           -8.750            1.331          -0.9423
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
       -15.258252           -1.950           2.7771          -6.6971
        15.121841          -12.093           4.5136           0.1765
         0.005031           -5.932           0.8385          -0.8835
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.328           -3.229           9.8572           -5.302
           -9.658           -1.709           4.8104           11.176
           -3.488           -4.341          -0.2797           -4.527
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -16.936            7.250         -20.4394          -0.5589
           -2.612            2.306          -4.8975           5.5264
           -4.737            2.650           0.8964          -5.3202
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.905            3.914            2.684         -0.08309
          -33.733           -4.631            2.886          6.03931
            2.977            2.791            9.040         -0.09419
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6290           -3.420          -11.333           -9.026
          -0.9683            7.945           -5.927           -4.718
          -3.7553           -4.466          -12.897            7.098
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          13.1574           -2.283           12.957          -4.6697
          -0.5353           -1.986            8.756          -8.3153
           2.8395            2.178            3.750          -0.2602
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.990            4.830            2.518          -1.9616
           25.344           -1.943           -8.239           5.2671
           -4.042           13.387            2.068           0.3288
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -18.970            9.850           -8.728           -24.81
            0.846            4.541            8.458           -18.01
            1.312            2.014          -15.857           -21.58
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.099           -3.010            7.295            8.457
            6.224           11.200            8.563            4.333
            8.729            3.458            4.880            7.356
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.417           6.9027           -11.60          -2.8935
          -14.386           4.0015           -13.75           0.1317
            1.853          -0.4914           -12.34          -2.8749
 rnd_95776.volume rnd_95787.volume
            47.53          -21.700
           -12.58           -1.306
            19.67          -21.002
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.813 2.844 11.77 4.663  7.001 1.470 2.273 5.016 5.750 4.233 2.546
[2,] 4.761 3.252 13.76 6.250  8.773 1.803 2.651 5.857 6.760 6.464 3.340
[3,] 5.179 3.532 15.83 7.478 10.215 2.020 2.943 6.447 7.418 7.435 3.702
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.180 2.453 3.761 4.369 3.691 4.074 3.677  7.193 4.913  7.569 3.492
[2,] 4.711 2.839 4.923 5.470 4.280 5.264 5.141  9.022 6.478  9.338 4.212
[3,] 5.360 3.122 5.954 6.494 4.757 6.169 6.027 10.336 7.644 10.374 4.733
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.924 5.560 1.664 4.994 4.816 3.813 4.090 1.620 4.662 4.820 2.192
[2,] 15.744 7.184 1.994 6.892 6.723 4.444 5.982 1.928 5.849 5.686 2.530
[3,] 18.487 8.363 2.242 8.721 8.371 4.902 7.146 2.108 7.120 6.296 2.787
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.414 4.529 4.482 4.838 3.567 3.720 1.304 2.870 1.279 3.644 3.165
[2,] 5.768 6.196 6.171 5.863 4.736 4.299 1.559 3.501 1.473 4.336 4.468
[3,] 7.033 7.314 7.114 6.544 5.433 4.647 1.718 3.782 1.652 4.817 5.149
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 3.061 1.693 3.324 4.089 4.090 2.122 4.148 3.501 1.825 3.342 2.990
[2,] 3.598 2.134 4.491 4.838 4.688 2.556 6.359 4.233 2.155 4.781 4.597
[3,] 3.882 2.384 5.393 5.277 5.339 2.911 7.469 4.713 2.532 6.657 5.825
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.440 2.209 3.697 1.332 3.870 1.868 3.158 3.051 3.595 4.769 1.843
[2,] 4.807 3.991 4.439 1.511 4.934 2.128 3.772 3.462 4.565 6.113 2.289
[3,] 5.570 5.329 5.017 1.668 6.204 2.318 4.437 3.937 5.217 7.072 2.553
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.058 3.356 6.520 1.654 4.696 4.249 5.071 4.997 5.047 3.965 3.835
[2,] 5.354 3.960 8.109 1.956 5.340 5.212 6.040 6.294 6.237 5.908 5.652
[3,] 6.200 4.321 9.400 2.165 5.732 5.789 6.638 7.151 6.970 6.979 6.764
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.280 4.025 2.825 4.838 2.021 2.174 1.875 3.644 3.147 6.711 6.214
[2,] 1.534 5.502 3.401 5.927 2.521 2.650 2.190 4.730 3.556 8.038 7.423
[3,] 1.648 6.456 3.917 7.087 2.826 3.036 2.439 5.392 3.897 8.915 8.420
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.874 1.920 2.024 2.101 3.040 2.221 0.6905 1.494 10.52 5.464
[2,] 2.415 2.668 2.613 2.508 3.727 2.589 0.7995 1.764 16.20 7.307
[3,] 2.671 3.021 3.017 2.899 4.299 2.893 0.9186 1.946 19.12 8.650
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.841   3.612  14.94   5.921   8.89   1.867   2.886   6.369   7.301
[2,] 329.175 182.000 823.81 480.327 610.21 120.455 157.614 349.025 410.279
[3,] 235.207 159.078 902.57 473.864 604.01 105.070 147.377 311.180 352.600
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.375   3.234   4.038   3.115   4.776   5.548   4.688   5.173
[2,] 563.752 249.435 401.139 164.864 366.599 379.789 249.963 384.726
[3,] 424.087 184.237 295.206 150.019 386.519 404.064 239.759 371.299
       [,18]   [,19]   [,20]   [,21]   [,22]  [,23]  [,24]   [,25]   [,26]
[1,]   4.669   9.134   6.238   9.611   4.434   12.6   7.06   2.113   6.342
[2,] 414.771 628.638 487.399 631.139 271.859 1410.6 524.98 126.883 548.141
[3,] 363.004 581.997 468.395 521.588 249.303 1118.3 494.25 118.327 616.742
       [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]   [,34]
[1,]   6.115   4.842   5.193   2.057   5.92   6.121   2.783   5.605
[2,] 541.447 263.552 503.857 120.622 407.60 348.167 145.887 428.532
[3,] 575.539 238.814 451.200  98.353 468.52 312.010 134.834 464.469
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.752   5.692   6.144   4.529   4.724  1.655   3.645  1.624   4.627
[2,] 488.031 489.569 382.113 359.567 248.662 98.733 231.334 84.414 271.197
[3,] 448.536 408.540 335.561 307.220 203.900 83.375 165.240 86.266 242.411
       [,44]   [,45]  [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.019   3.887   2.15   4.221   5.193   5.194   2.695   5.267
[2,] 364.087 218.255 149.93 348.469 298.473 264.430 164.309 556.291
[3,] 295.220 168.269 122.64 344.650 243.217 294.876 160.946 452.226
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.446   2.317   4.244   3.797   4.368   2.805   4.694  1.691
[2,] 274.613 132.209 394.627 402.977 387.647 383.660 283.554 82.432
[3,] 239.248 153.574 534.619 412.988 324.599 407.483 269.842 81.568
       [,60]   [,61]  [,62]   [,63]   [,64]   [,65]  [,66]   [,67]   [,68]
[1,]   4.914   2.372   4.01   3.874   4.566   6.056   2.34   5.153   4.262
[2,] 353.232 117.602 238.14 188.866 324.741 441.292 156.76 403.109 242.542
[3,] 434.100 106.345 269.62 216.422 291.364 410.557 130.52 360.902 199.568
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   8.279   2.101   5.963   5.396   6.439   6.345   6.409   5.035
[2,] 556.401 120.410 293.492 348.387 378.795 441.796 422.828 505.384
[3,] 548.834 107.156 240.554 290.589 317.818 391.755 359.341 428.853
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   4.869  1.626   5.112   3.588   6.144   2.566   2.761   2.381
[2,] 479.134 97.448 432.978 218.558 395.085 174.089 174.802 130.545
[3,] 428.901 69.607 389.726 224.209 448.408 147.256 171.069 123.915
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]  [,91]   [,92]  [,93]
[1,]   4.627   3.997   8.521   7.891   2.379   2.439   2.57   2.668   3.86
[2,] 348.035 191.030 510.681 468.741 175.813 213.679 190.77 158.172 248.97
[3,] 298.741 183.896 445.157 458.583 131.817 163.661 174.08 167.810 247.31
      [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.82  0.8769   1.897   13.36   6.938
[2,] 153.67 46.5156 108.342 1421.49 559.985
[3,] 148.84 52.2035  94.841 1171.24 534.223
[1] "--- VAR model 2017-10-05 08:01:00  completed"
[1] "Completed training sample:  2017-10-05 08:01:00 - 2017-10-05 16:00:00"
[1] "SpVAR;   training sample:  2017-10-05 08:31:00 - 2017-10-05 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.9280           9.618         -46.65         -4.893
          0.5384          -1.446          34.44         -4.414
          0.1056          -2.801         -28.72          5.541
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -28.5036          2.766            2.342           19.994
        -0.9829          1.542           -1.241           -9.134
       -43.5017          1.299            1.241           10.879
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -13.1366           -12.60          0.68647           -12.16
           2.2642            17.08         -9.14618           -15.62
           0.5395           -23.08          0.08503           -26.06
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -10.677            12.19            11.85        -11.56169
            5.485           -13.57           -16.46         -0.06262
            1.204            10.79            18.81         -3.17119
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -12.9029            8.186          50.1460           38.647
          -0.2188          -14.474          -0.1957            8.971
          -0.7136            8.652           9.7577           13.153
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -14.412           -2.796           -5.662            1.183
            9.136           -3.902          -45.542          -16.846
          -14.256            6.153           16.755           -8.424
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.922          -10.323         -26.6087            6.290
            1.283            7.407           0.7832            7.369
           -1.378          -24.137          -5.0982            7.900
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
         -14.9303            3.283            1.264           18.326
           0.6869           -3.416           -3.451            7.683
           5.5418            3.151           -6.316           22.507
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.9797          -25.817           -30.68           -17.41
           0.8329          -17.110           -11.87           -19.75
           2.5226            6.469           -16.69           -20.06
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -24.441          -14.218          -19.099            1.590
          -18.869           -9.506            4.952           -5.948
           -6.857          -14.663          -10.756           -2.209
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.840          -0.1209          -6.9170          -13.383
           -2.925           1.9536          -7.6683           -4.359
            5.824          -2.7431          -0.3477          -13.445
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.881           0.1948         -17.4239           11.074
           13.661          -1.7361          -0.5885            1.652
           -2.044           4.0544          -5.4502            2.570
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.686            2.504           -5.516           -8.140
          -10.555            3.650            4.968           -1.239
           -2.294            2.229           -2.539           -1.023
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.770            1.644            1.191           -1.037
            1.586           -4.778           -8.142           -4.877
           -5.455           -5.248           -7.809           -4.506
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           1.3040            2.658           2.0474           -2.005
          -4.0668           11.656          -4.5897            2.286
           0.5325           -4.555           0.3609           -3.495
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.6307            -2.44           -2.876            5.487
          -6.1097            10.26           -3.732            6.375
          -0.8077           -11.30           -1.183           12.616
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -7.347            4.546            1.445           -1.018
            3.220            2.579            8.171            3.528
           -5.074            2.700           -3.108          -17.228
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
             8.12           -2.728           13.553           -16.81
            18.89            2.002           -3.797            10.23
           -25.87            3.195            8.343            -6.10
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -10.825           -1.368           17.853           14.125
           -8.125           -9.761           11.097            7.911
          -11.668           -9.474            8.164           -6.065
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
         24.30191          -1.2903            7.131            3.869
          3.25879           0.4400           20.558           -1.747
         -0.08008          -0.5763            8.475            7.695
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.464          -1.6230          -0.8285            1.152
           26.421           0.5473          -0.5570            0.732
            9.500           4.4983           6.6761           -2.458
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.435            3.276         -11.0593           -15.11
           -3.331            6.048          -7.1670           -17.55
           -8.016            4.851          -0.8783           -12.25
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.189           8.3064           0.3912            2.469
            7.943           6.7010          11.8471            8.098
            4.399          -0.1144          -3.8002           -2.058
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            7.173           10.519           -9.356            7.411
           -8.444           -6.062           -9.353           -4.099
            3.056            7.372          -10.276            3.959
 rnd_95776.volume rnd_95787.volume
            55.72           -4.393
           -30.21          -13.990
           -19.36           -7.411
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.752 2.846 11.77 4.020  7.378 1.660 2.240 4.986 5.492 4.312 2.440
[2,] 4.703 3.245 13.57 5.667  9.664 1.939 2.603 5.750 6.717 6.497 3.250
[3,] 5.125 3.569 15.80 7.114 11.296 2.237 2.933 6.378 7.402 7.304 3.629
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.142 2.710 3.443 4.234 3.589 4.057 3.405 6.808 4.901  7.909 3.319
[2,] 4.666 3.049 4.834 5.407 4.026 5.028 4.813 8.718 6.595  9.304 4.012
[3,] 5.352 3.335 5.768 6.331 4.523 5.932 5.673 9.902 7.615 10.371 4.415
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.665 5.243 1.593 4.701 4.522 3.648 3.787 1.665 4.375 4.906 2.180
[2,] 15.992 7.125 1.923 6.712 6.534 4.358 5.635 1.982 5.648 5.885 2.503
[3,] 18.307 8.345 2.195 8.682 8.253 4.786 6.890 2.182 7.014 6.587 2.765
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.510 4.487 4.438 4.776 3.612 3.694 1.263 2.956 1.252 3.576 3.126
[2,] 5.832 6.149 6.322 5.852 4.760 4.323 1.531 3.575 1.467 4.363 4.519
[3,] 7.173 7.329 7.241 6.558 5.431 4.695 1.696 3.947 1.628 4.873 5.148
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.963 1.607 3.245 4.162 4.054 2.229 4.261 3.472 1.845 3.470 3.180
[2,] 3.496 2.049 4.309 4.950 4.760 2.683 6.407 4.225 2.126 4.925 4.755
[3,] 3.844 2.317 5.371 5.472 5.506 3.034 7.464 4.804 2.482 6.897 5.925
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.466 2.337 3.646 1.311 4.011 1.807 3.128 3.133 3.525 4.870 1.866
[2,] 4.817 4.262 4.407 1.525 4.954 2.130 3.816 3.626 4.536 6.124 2.294
[3,] 5.582 5.602 4.903 1.651 6.364 2.341 4.626 4.095 5.315 7.210 2.572
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.177 3.288 6.470 1.681 4.782 3.961 4.700 4.997 5.196 3.999 3.919
[2,] 5.492 3.832 8.292 2.019 5.433 5.095 5.704 6.293 6.299 5.969 5.794
[3,] 6.307 4.222 9.622 2.239 5.926 5.653 6.370 7.166 7.008 6.973 6.848
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.271 3.955 2.714 4.701 2.003 2.344 1.836 3.613 3.353 6.842 6.216
[2,] 1.507 5.434 3.276 5.780 2.428 2.762 2.191 4.733 3.908 8.154 7.400
[3,] 1.651 6.567 3.736 7.020 2.727 3.086 2.429 5.374 4.293 8.834 8.149
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.951 1.874 2.006 2.151 3.055 2.158 0.7247 1.491 10.64 5.403
[2,] 2.509 2.567 2.605 2.517 3.736 2.557 0.8370 1.865 16.29 7.434
[3,] 2.842 2.876 2.959 2.859 4.387 2.892 0.9493 2.085 19.16 8.735
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.765   3.615  14.94   5.104   9.369   2.108   2.845   6.332
[2,] 318.836 175.281 760.39 449.160 701.971 112.766 149.068 322.088
[3,] 229.027 167.200 910.32 483.754 657.778 125.524 152.037 310.320
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.974   5.475   3.099   3.989   3.441   4.373   5.376   4.558
[2,] 434.888 546.528 241.377 388.025 157.117 381.518 378.205 205.203
[3,] 349.699 375.381 181.518 294.713 152.029 353.819 370.429 231.618
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   5.152   4.323   8.645   6.223  10.04   4.215   12.27   6.658
[2,] 334.028 382.556 612.502 496.292 551.18 253.331 1432.77 542.651
[3,] 354.110 337.697 528.064 428.254 515.33 207.474 1002.19 488.592
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]  [,32]
[1,]   2.023   5.969   5.742   4.633   4.808   2.115   5.556   6.23
[2,] 121.076 538.829 530.464 268.132 469.241 120.846 401.581 365.42
[3,] 119.132 619.268 566.917 222.402 445.862 102.823 467.796 332.77
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]  [,39]  [,40]   [,41]
[1,]   2.768   5.727   5.697   5.635   6.065   4.587   4.69  1.603   3.754
[2,] 138.304 415.796 472.909 506.356 380.300 348.574 252.63 97.446 226.019
[3,] 132.237 469.696 448.392 397.125 332.851 294.210 206.17 81.867 188.095
     [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.59   4.541   3.97   3.763   2.041   4.121   5.286   5.148   2.831
[2,] 85.90 281.004 366.95 208.543 142.892 318.785 301.348 280.454 167.945
[3,] 79.41 244.193 277.40 179.878 121.670 360.555 262.179 311.263 159.186
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]  [,59]
[1,]   5.411   4.409   2.342   4.407   4.038   4.402   2.968   4.63  1.665
[2,] 538.073 270.795 118.791 392.951 397.500 376.091 400.819 278.39 87.588
[3,] 430.605 257.172 144.116 542.965 397.578 317.215 408.767 241.59 71.180
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   5.094   2.294   3.972   3.978   4.476   6.184   2.369   5.304
[2,] 326.955 126.874 245.799 205.381 320.946 417.644 150.079 400.985
[3,] 449.222 109.274 294.093 213.971 311.550 427.904 130.983 348.788
       [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]   [,75]
[1,]   4.175   8.216   2.135   6.072   5.03   5.968   6.345   6.598
[2,] 221.243 583.147 125.843 289.959 360.35 363.569 430.162 400.525
[3,] 199.325 549.063 108.657 266.213 275.52 318.839 385.612 345.267
       [,76]   [,77]  [,78]   [,79]   [,80]  [,81]   [,82]   [,83]   [,84]
[1,]   5.078   4.976  1.614   5.023   3.446   5.97   2.543   2.977   2.332
[2,] 498.305 479.978 91.130 418.979 206.466 378.22 154.297 164.258 134.366
[3,] 405.402 410.599 75.781 414.768 201.849 447.98 139.859 154.736 118.053
       [,85]   [,86]   [,87]   [,88]   [,89]  [,90]   [,91]   [,92]
[1,]   4.589   4.258   8.688   7.894   2.477   2.38   2.547   2.731
[2,] 343.848 225.678 498.723 451.533 177.351 197.26 186.893 147.175
[3,] 286.243 199.851 382.481 383.922 150.265 145.93 157.930 152.347
       [,93]  [,94]   [,95]   [,96]   [,97]  [,98]
[1,]   3.879   2.74  0.9202   1.894   13.51   6.86
[2,] 241.917 154.36 47.1157 125.918 1386.32 574.33
[3,] 258.458 151.91 50.3694 104.757 1134.57 515.76
[1] "--- VAR model 2017-10-05 08:31:00  completed"
[1] "Completed training sample:  2017-10-05 08:31:00 - 2017-10-05 16:30:00"
[1] "SpVAR;   training sample:  2017-10-05 09:01:00 - 2017-10-05 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.606           6.105        -35.553         12.183
           1.505           6.206         31.641         -8.688
          -6.573           4.578         -3.378        -34.355
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -25.65         7.0316            9.604           25.869
         -16.83         0.3859           -8.121            3.103
         -22.23         8.4204            5.112            9.771
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            35.78            3.465        -12.16022            4.597
            18.98           44.819         -0.05276            8.856
            13.02          -10.110         -2.61505          -10.561
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.719             2.24            3.499          0.08826
            4.717            16.80           23.886          1.13440
            6.380            19.28           19.595         -1.23865
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.239           12.004            7.095           -1.926
            9.456           -2.511           35.258           15.298
           13.716           18.146           35.448            4.775
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.185          -6.3745          -123.12           -34.28
            5.209          -0.4616           -34.77           -33.78
          -13.128          -0.6138           -19.88           -18.52
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.266           -32.88           -21.67           19.192
            1.556           -37.30           -38.80            9.432
            3.714           -15.18           -20.23            3.552
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            12.37           -4.864            4.493           -13.25
           -18.05           -4.106           12.669           -22.08
           -35.96           -5.804          -32.569           -19.10
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          4.72157          -18.259          -11.181           -4.688
         -0.07204            5.234           -2.012          -14.294
          1.40067          -28.290           -9.537           -6.837
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.4993           -1.682            1.657            4.029
           7.1061           12.318           -5.930            2.120
         -10.5851           -6.797            9.772            2.805
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        7.0663077          -4.4336          -18.815           -25.12
        0.0009025          -0.4881          -10.133           -29.63
       -3.8520438          -1.8139           -2.526           -16.56
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -6.0842         -3.16942            -2.76           16.892
           3.6736          4.35074           -27.64           -7.438
          -0.6241          0.09718            -8.68            9.261
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.905           -2.053           -1.443           20.533
           29.561            4.619           15.339           19.305
          -11.962           -1.364           -8.620            7.476
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           6.1205           18.292            5.952           -13.32
          -0.4355           -5.275            2.454            16.28
           3.9692           22.267            7.899           -12.63
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -6.5197            3.513           0.8437           -18.19
          -0.9453           -1.164          -0.3145           -18.08
          11.7638          -11.592           0.7813            11.47
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0037            1.130            8.760          -4.7044
          -3.0728           -5.392            2.241           0.3242
           0.2761           -9.204           -8.865         -12.4052
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           9.0370           14.109           -9.357          -7.1884
          -0.0208            5.559           -7.250          -1.0894
          -4.2232            4.260          -18.517          -0.4039
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -25.566           0.5583           5.6456           -1.852
           -2.095          -3.8352          -0.4782           -4.290
           12.453          -0.2988          -0.2785          -13.567
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.569            3.417            41.97           17.442
            8.500            9.341            13.03           -1.350
            8.615          -10.934            27.55            9.328
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.113          1.34872            23.80          -0.9728
           12.161          0.05269            25.11           4.9891
            9.721         -2.96737            21.36           6.1023
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          16.6753           0.5238          -2.2499          -0.3871
           0.2519          -4.3782           0.5111          -4.4501
          25.2005          -2.6680           7.0176          -0.8705
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.363          -1.9926          -19.792          -13.438
           -2.480           0.3915          -31.308          -20.821
            3.749          -4.6733           -8.771           -5.392
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.815            3.404            4.891           -1.268
            6.569           -2.550            1.641            3.404
           -1.620            7.798           10.107            6.930
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -10.419          -0.5341           -8.743           -9.147
            1.902          -2.4923           -8.450           -1.763
           -6.700           0.4819           -5.453           -1.379
 rnd_95776.volume rnd_95787.volume
           -17.59           -45.54
            72.28           -27.87
           -56.73           -18.61
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.814 2.889 11.68 3.665  7.378 1.832 2.285 4.793 5.535 4.148 2.517
[2,] 4.758 3.235 13.83 5.300  9.302 2.089 2.635 5.495 6.766 6.324 3.259
[3,] 5.236 3.572 15.94 6.734 10.815 2.374 2.898 6.186 7.436 7.169 3.613
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.132 2.842 3.527 4.204 3.742 3.854 3.311 7.100 4.763  9.17 3.703
[2,] 4.460 3.184 4.743 5.338 4.119 4.824 4.566 8.712 6.026 10.47 4.285
[3,] 5.169 3.490 5.586 6.206 4.628 5.727 5.578 9.821 7.040 11.64 4.706
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.30 5.272 1.474 4.581 4.253 3.640 3.576 1.625 4.076 5.014 2.146
[2,] 16.09 7.186 1.750 6.804 6.210 4.278 5.279 1.989 5.386 5.845 2.519
[3,] 18.09 8.256 2.005 8.679 7.924 4.705 6.623 2.192 6.595 6.741 2.772
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.644 4.397 4.460 4.777 3.739 3.799 1.214 3.108 1.155 3.418 2.982
[2,] 5.804 5.998 6.156 5.847 4.752 4.353 1.520 3.718 1.336 4.312 4.421
[3,] 7.100 7.125 7.099 6.548 5.451 4.715 1.699 4.120 1.471 4.931 5.144
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.879 1.517 3.241 4.145 4.231 2.174 4.231 3.872 1.833 3.573 3.466
[2,] 3.438 1.968 4.396 4.948 4.906 2.631 6.463 4.526 2.095 5.389 4.908
[3,] 3.729 2.250 5.401 5.429 5.683 2.964 7.527 5.047 2.417 7.221 6.055
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.459 2.370 3.703 1.288 4.212 1.694 3.122 3.061 3.490 5.024 1.870
[2,] 4.771 4.753 4.287 1.516 4.988 2.028 3.856 3.566 4.504 6.164 2.281
[3,] 5.695 5.888 4.760 1.668 6.372 2.226 4.671 4.043 5.359 7.352 2.628
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.510 3.266  7.110 1.651 4.854 4.228 5.232 5.055 5.270 3.721 3.821
[2,] 5.527 3.753  8.923 1.979 5.430 5.395 6.158 6.392 6.433 5.815 5.506
[3,] 6.463 4.196 10.204 2.231 5.920 6.029 6.796 7.183 7.253 6.804 6.706
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.245 3.792 2.682 4.780 2.006 2.432 1.753 3.632 3.395 6.724 6.177
[2,] 1.465 5.440 3.305 5.793 2.475 2.905 2.125 4.838 4.026 7.983 7.218
[3,] 1.635 6.589 3.770 6.884 2.810 3.244 2.365 5.479 4.469 8.652 7.936
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.921 1.751 2.034 2.122 3.090 2.270 0.7589 1.534 10.48 5.367
[2,] 2.490 2.461 2.668 2.460 3.725 2.618 0.8624 1.889 16.44 7.396
[3,] 2.868 2.849 3.001 2.829 4.275 2.944 0.9864 2.118 19.54 8.557
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.844   3.669  14.84   4.654   9.369   2.327   2.902   6.086
[2,] 287.607 147.201 748.90 387.097 572.809 101.357 132.730 271.708
[3,] 220.998 153.042 801.52 419.964 557.659 114.047 121.833 287.329
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.028   5.268   3.197   3.977   3.609   4.479   5.339   4.752
[2,] 393.574 482.537 209.223 320.988 145.021 320.640 332.473 173.919
[3,] 311.843 341.452 157.750 264.266 144.535 298.232 320.095 213.459
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]
[1,]   4.894   4.205   9.016   6.049  11.64   4.702   13.09   6.695  1.872
[2,] 293.420 317.887 510.481 373.220 509.85 218.004 1249.66 493.637 95.338
[3,] 312.069 323.931 458.456 368.002 514.66 196.678  836.33 410.999 98.894
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.817   5.401   4.623   4.541   2.064   5.176   6.367   2.726
[2,] 508.571 457.404 227.161 392.558 115.924 355.901 303.726 133.352
[3,] 544.805 497.621 197.998 404.380  93.120 384.798 339.451 116.880
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.897   5.584   5.663   6.066   4.748   4.824  1.541   3.947  1.467
[2,] 351.978 412.384 429.054 340.793 296.511 214.886 92.550 206.315 67.919
[3,] 413.455 388.864 357.456 298.020 270.052 183.379 76.784 179.468 62.220
      [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.34   3.787   3.656   1.927   4.115   5.263   5.373   2.761
[2,] 265.76 329.935 189.986 126.748 300.320 273.284 251.171 149.888
[3,] 241.89 265.824 146.062 110.284 317.282 225.755 289.988 137.856
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]   [,58]  [,59]
[1,]   5.372   4.917   2.327   4.537   4.401   4.392   3.01   4.702  1.636
[2,] 493.990 236.848 102.695 407.909 351.386 332.185 416.46 218.421 80.859
[3,] 390.036 225.768 121.747 485.860 358.545 314.478 351.32 209.111 70.374
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   5.349   2.151   3.964   3.887   4.431   6.379   2.375   5.727
[2,] 270.032 112.792 228.826 184.936 287.843 361.138 131.914 322.985
[3,] 400.862  92.828 266.600 192.533 293.576 405.147 132.017 338.854
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]
[1,]   4.148   9.028   2.097   6.164   5.369   6.644   6.42   6.692
[2,] 186.855 545.183 110.300 246.215 338.769 328.316 395.41 373.001
[3,] 189.703 500.471 104.117 238.404 272.013 290.639 331.44 338.759
       [,76]   [,77]  [,78]   [,79]   [,80]  [,81]   [,82]   [,83]   [,84]
[1,]   4.725   4.853  1.581   4.815   3.406   6.07   2.547   3.088   2.226
[2,] 451.701 400.690 78.069 394.316 195.179 330.91 146.582 160.540 121.456
[3,] 357.235 387.145 73.525 375.913 183.360 375.93 134.576 146.037 104.958
       [,85]   [,86]   [,87]   [,88]  [,89]   [,90]   [,91]   [,92]
[1,]   4.612   4.311   8.539   7.844   2.44   2.224   2.583   2.694
[2,] 323.163 218.815 435.011 377.422 160.17 174.736 174.613 125.933
[3,] 259.875 196.266 337.447 333.598 143.75 145.190 138.754 141.115
       [,93]   [,94]   [,95]   [,96]  [,97]   [,98]
[1,]   3.924   2.882  0.9637   1.948   13.3   6.815
[2,] 210.286 131.896 41.4151 111.526 1280.8 514.522
[3,] 212.054 136.169 48.4233  96.701 1068.5 435.162
[1] "--- VAR model 2017-10-05 09:01:00  completed"
[1] "Completed training sample:  2017-10-05 09:01:00 - 2017-10-05 17:00:00"
[1] "SpVAR;   training sample:  2017-10-05 09:31:00 - 2017-10-05 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -6.265          0.6416         34.086         -5.135
          -7.362          5.3550         18.393         -9.832
           5.132          2.8063          2.743         16.763
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          25.46          1.757           -7.617          -9.8798
          21.17          2.674            3.121           0.2917
         -20.17         -3.192           -3.732          -1.5960
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -22.875          -15.763           -1.187           -8.013
            3.163           -3.286           -9.150          -22.346
            2.191           -3.869           -8.395          -13.713
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.696           -5.318            4.575            13.66
           -9.601           -7.406           -7.208            14.54
           -3.781            9.263            3.629            -6.83
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           7.0682          10.3108          14.8978           19.240
          -0.6197           2.2023          -0.4281            1.332
           2.6746           0.2388          -5.4602           -1.642
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            22.37           14.030           51.052           -2.430
           -13.93           -4.469           -1.896           22.779
            18.28           -5.822          -45.526           -4.437
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.982           -4.840            1.646         -16.8010
           -4.667           23.234            3.695          -6.8371
            2.853           -2.016            8.013           0.5492
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.895           3.8814          -0.5772          0.02143
          -15.939           5.0106         -10.9172         13.23684
           21.211          -0.3229           6.6158         16.91503
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.416           -2.103            6.931            15.85
           -9.581          -11.839           -0.742           -12.71
           -4.471           -1.935           -8.780           -10.39
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           13.933           32.835          -1.7131          2.55975
           -3.658            5.060           0.9603          3.13422
           -5.634            5.992           7.9268          0.02908
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           9.1244           -2.168          -17.281           -13.59
          -0.9453           -0.463            7.197           -14.42
          -2.8546            2.991           -9.596            -0.87
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.112            8.504          -0.5123          -21.519
            9.626           -3.064         -10.9547           20.454
            2.446           -2.648          -1.8461           -9.495
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            25.36            2.461          -10.863           25.127
           -13.74            2.525           -4.273            5.078
            24.90            2.839           -5.719           -7.299
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            8.002           27.799           16.822           11.196
           -2.431           -1.787           10.644           24.670
           -2.453          -12.030           -5.182            1.179
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
             9.52           0.2488           0.6411           0.6770
            19.36          -0.6016           0.2748          -0.7431
            11.10           2.2007           1.2495           8.6266
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.084          -13.943           6.6421           -0.686
           -6.830           13.689           0.2929           -4.823
           -1.250            3.007           0.9842            8.713
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -11.27           -2.031          -13.875           -4.493
           -19.51           -7.368          -10.781            4.626
            11.92            3.629            2.286            3.001
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.841            3.257          -14.659           -7.703
           26.948           -8.634           -7.278          -13.918
          -33.530            3.261           14.493            6.286
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.928            1.373         -10.6278           -2.766
            8.103          -12.470          10.4729           -9.445
            4.518           15.094           0.9926            4.634
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.608            4.158           22.597          -23.398
           -8.466           -2.285           -3.236           -5.156
           -4.232           -2.776            4.794          -10.280
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           20.373           5.2557            1.619           0.9624
            4.765          -0.0654            3.769           8.9386
            4.848          -2.4951            5.305           0.8193
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           14.094           -7.751           -9.064           -15.93
            2.669            3.787           -6.573           -21.37
          -12.474            6.991            3.357            22.49
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            7.856          -14.545           -6.090          -0.7519
           -9.391            9.216           10.322           1.6764
            6.039           -2.775           -9.796          -8.6415
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            9.009            1.713           -8.442            4.164
            5.421           -2.527           -4.064           -4.888
            3.565           -2.806           -6.701            3.712
 rnd_95776.volume rnd_95787.volume
            21.94          -15.874
           -29.52           29.460
            44.43           -4.683
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.844 2.860 11.54 3.768  7.285 1.856 2.183 4.834 5.568 4.357 2.502
[2,] 4.713 3.181 13.94 5.258  9.364 2.147 2.572 5.499 6.716 6.401 3.335
[3,] 5.228 3.544 16.11 6.793 11.009 2.476 2.814 6.105 7.418 7.186 3.624
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.214 2.736 3.491 4.155 3.782 3.845 3.804 6.001 4.600  9.192 3.859
[2,] 4.494 3.160 4.650 5.144 4.164 4.876 4.878 7.560 5.744 10.806 4.374
[3,] 5.142 3.497 5.520 6.036 4.661 5.787 5.744 8.650 6.788 12.014 4.886
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.06 5.155 1.657 4.380 4.255 3.573 3.601 1.703 3.833 5.038 2.141
[2,] 15.72 6.993 1.941 6.600 6.311 4.248 5.168 2.011 5.209 5.825 2.486
[3,] 17.87 7.963 2.172 8.317 7.633 4.746 6.489 2.217 6.595 6.601 2.754
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.422 4.205 4.486 4.843 3.838 3.803 1.213 3.221 1.171 3.590 3.050
[2,] 5.742 5.857 5.913 5.994 4.827 4.426 1.510 3.856 1.328 4.394 4.462
[3,] 7.093 7.103 6.987 6.746 5.626 4.821 1.672 4.259 1.467 4.990 5.073
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.914 1.580 3.284 4.209 4.454 2.220 4.338 3.818 1.835 3.545 3.527
[2,] 3.383 2.009 4.576 4.957 4.948 2.642 6.688 4.479 2.177 5.309 5.067
[3,] 3.683 2.230 5.460 5.563 5.753 2.947 7.757 5.043 2.528 7.124 6.168
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.392 2.433 3.614 1.256 4.205 1.664 3.343 2.976 3.516 5.277 1.979
[2,] 4.642 4.855 4.237 1.506 5.268 2.018 4.095 3.507 4.807 6.538 2.304
[3,] 5.633 6.093 4.754 1.676 6.598 2.184 4.955 4.055 5.665 7.664 2.616
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.751 3.249  7.286 1.727 4.453 4.364 5.341 5.033 5.201 3.714 3.898
[2,] 5.801 3.762  9.032 2.105 5.134 5.347 6.378 6.393 6.519 5.552 5.405
[3,] 6.868 4.176 10.525 2.357 5.691 5.994 6.995 7.100 7.268 6.598 6.631
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.300 4.014 2.864 4.837 2.121 2.505 1.774 3.737 3.612 6.694 6.267
[2,] 1.518 5.443 3.532 5.799 2.543 3.048 2.157 4.924 4.160 7.973 7.263
[3,] 1.703 6.413 4.105 6.819 2.884 3.335 2.416 5.574 4.624 8.692 7.990
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.857 1.917 2.328 2.480 3.151 2.237 0.8255 1.574 10.94 5.270
[2,] 2.498 2.727 3.014 2.894 3.758 2.616 0.9637 1.920 17.43 7.141
[3,] 3.045 3.084 3.339 3.260 4.312 2.945 1.1043 2.162 20.28 8.210
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.882   3.631  14.66   4.785   9.251   2.357   2.772   6.139
[2,] 277.725 141.897 796.21 373.525 599.129 110.027 138.458 266.835
[3,] 230.308 159.061 823.12 437.942 589.561 125.446 116.268 270.273
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.071   5.533   3.177   4.081   3.474   4.433   5.276   4.802
[2,] 382.357 477.455 224.652 319.915 161.027 312.871 308.741 177.431
[3,] 320.823 332.650 144.355 254.598 152.616 302.969 321.720 213.377
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.883   4.831   7.62   5.842  11.67   4.901   14.04   6.546   2.105
[2,] 305.320 310.951 468.28 350.221 578.60 209.626 1138.31 481.253 102.941
[3,] 317.516 308.948 428.14 368.529 534.93 221.851  864.10 387.920  99.192
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.562   5.403   4.537   4.573   2.163   4.868   6.398   2.718
[2,] 502.749 474.656 233.984 377.573 108.900 359.222 297.748 128.828
[3,] 515.398 437.364 215.539 399.591  95.095 411.894 316.242 120.603
       [,34]  [,35]   [,36]   [,37]   [,38]   [,39] [,40]  [,41]  [,42]
[1,]   5.615   5.34   5.696   6.149   4.873   4.829  1.54   4.09  1.487
[2,] 373.132 415.17 392.348 359.799 298.137 230.526 91.57 215.88 63.886
[3,] 423.962 409.30 379.150 315.256 294.343 194.750 73.13 184.39 63.455
       [,43]   [,44] [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   4.559   3.873   3.7   2.006   4.171   5.345   5.655   2.819   5.509
[2,] 257.987 331.617 175.1 126.355 324.465 266.576 219.499 145.829 518.302
[3,] 240.953 245.970 148.3  98.537 303.416 257.205 299.039 133.035 400.312
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]  [,60]
[1,]   4.849   2.331   4.502   4.478   4.307   3.089   4.589  1.594   5.34
[2,] 238.444 119.251 402.450 370.480 322.793 427.887 225.313 84.781 323.19
[3,] 236.050 130.858 483.759 358.313 324.916 374.893 219.389 74.914 404.61
       [,61]   [,62]  [,63]   [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   2.113   4.244   3.78   4.465   6.701   2.513   6.033   4.126
[2,] 116.329 240.923 188.93 333.838 393.228 120.267 339.035 193.091
[3,]  84.999 284.169 207.24 305.304 407.210 126.042 374.514 184.631
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   9.252   2.193   5.655   5.541   6.783   6.391   6.605   4.716
[2,] 543.658 122.611 260.078 314.757 355.002 401.550 400.173 420.328
[3,] 550.292 107.940 250.305 275.801 292.460 314.619 327.335 362.959
      [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   4.95  1.651   5.097   3.637   6.142   2.694   3.181   2.253   4.746
[2,] 381.31 79.856 374.341 210.495 325.835 142.874 176.739 124.862 326.556
[3,] 391.24 78.523 345.489 213.013 365.274 138.545 138.029 110.958 266.047
       [,86] [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]  [,94]
[1,]   4.586   8.5   7.958   2.358   2.434   2.957   3.149   4.001   2.84
[2,] 210.346 441.2 373.972 170.189 197.525 194.875 151.992 208.646 138.20
[3,] 205.480 352.5 339.028 177.297 146.753 146.464 152.805 215.268 137.74
      [,95]   [,96]   [,97]   [,98]
[1,]  1.048   1.998   13.89   6.692
[2,] 50.646 112.079 1382.46 490.777
[3,] 54.914 101.246 1055.74 412.579
[1] "--- VAR model 2017-10-05 09:31:00  completed"
[1] "Completed training sample:  2017-10-05 09:31:00 - 2017-10-05 17:30:00"
[1] "SpVAR;   training sample:  2017-10-05 10:01:00 - 2017-10-05 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.451        -14.9285         19.037         4.3857
           6.974         -0.2059          8.786         0.3719
           6.617          9.3028         13.269        10.4398
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -18.331         -2.884           10.375           16.529
         16.085         -3.379            4.484            8.206
          1.888          5.072            8.526           10.307
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           18.992            2.222            1.169           -19.10
            5.446           17.751            3.608           -12.89
            8.975            5.021            4.932           -14.88
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.639          -0.9777          -0.4845           -3.255
           -5.960           1.0570          -7.7561           18.803
            6.360           8.0950           2.2495            7.603
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.141         -1.39745          -18.580           17.930
            3.439         -6.34717           -6.563           15.882
            9.311         -0.01737            9.740            5.838
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           15.598           15.449           22.816            1.231
           -3.169            8.238            7.603            9.784
          -38.416            8.188          -27.670           -8.223
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            5.287           -1.996           -6.865            3.682
            2.961           17.243            9.693           -3.429
            1.425           -3.785            6.251           -7.681
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           2.7152          -0.2585          24.0990           -12.31
           0.1132          -1.6030          -0.9721           -29.63
          10.5666           1.3590           2.5544           -18.87
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.6170           16.729          -16.085           -7.532
           3.8962           -2.214            9.464           -3.616
           0.3936            2.670           -8.205            1.531
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -24.62          -5.0702          17.2797            2.322
           -14.09          -0.1569          -8.8936            1.924
           -17.12          -3.6663           0.2631            1.602
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.810          -0.6770           15.213          -13.894
           -4.194           0.2298           -6.987            4.261
            0.073           1.2604            2.650          -17.872
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           15.451           6.9168           1.3832            1.109
           12.944           0.6225          -0.8707           -8.170
            5.335           5.1429          -4.1727            8.956
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.241           1.1891            9.174            6.066
            6.331           0.3668           13.286           13.647
           -3.081          -2.8207           -0.453            6.358
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.34095           -3.233           -1.995           13.372
          6.80729           18.689            7.502           -7.976
          0.01302            6.778            3.976           15.679
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         13.36402           4.9262          -0.8579            8.319
          0.07038           0.6850          -3.4640           15.126
         11.29625          -0.5693           0.6193           15.299
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.125           3.3839            2.033           -5.313
           -3.991          -3.8940           -6.783           -1.899
           -1.749          -0.6687            8.568           11.575
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -17.7729          -5.2529            4.272           -5.658
          -5.4921          -2.2286           -5.603           -6.496
          -0.9125           0.3498            7.232           -4.861
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.865            1.950           12.091           17.635
            6.686           -1.030            4.026           15.301
           20.971           -7.653            5.128            5.055
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.715            14.70            30.60            26.15
            8.851            15.75            17.54            24.92
           11.288             8.66            13.61            16.02
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            15.51          -0.2170            9.520            2.551
            21.04          -2.3308           20.656           -7.827
            20.44           0.3057            9.431           -6.952
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.5008            6.780          -0.5719          -1.8577
           6.5750            4.815           1.6799           0.6077
          15.0458           -3.652           3.7604          -0.7170
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.815          -10.703          -29.505           -9.972
           -9.408           -2.293          -16.293            1.431
            2.539            1.732            3.744           -5.101
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.969           -7.183           -8.319          -0.6325
           -5.197            6.444            5.381           3.2939
            7.832           -2.289            1.085           0.1567
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.395            4.615           -7.982            4.522
            9.687            1.401           -7.570           -3.313
            9.428            4.445           -7.932            2.903
 rnd_95776.volume rnd_95787.volume
            86.24            2.635
           -16.85           14.897
           -17.93           -2.406
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.844 2.804 12.17 3.744  7.359 1.943 2.180 5.119 5.488 4.296 2.499
[2,] 4.591 3.187 14.33 5.183  9.514 2.244 2.569 5.798 6.607 6.380 3.279
[3,] 5.162 3.627 16.55 6.717 11.184 2.562 2.824 6.431 7.279 7.120 3.608
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.199 2.806 3.394 4.244 3.410 3.798 3.697 6.054 4.704 10.03 4.122
[2,] 4.450 3.300 4.614 5.160 3.889 4.806 4.675 7.491 5.794 11.59 4.904
[3,] 5.014 3.604 5.448 5.964 4.344 5.704 5.570 8.467 6.709 12.55 5.438
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.11 5.069 1.785 4.420 4.133 3.807 3.726 1.827 3.841 4.902 2.075
[2,] 16.17 6.977 2.120 6.697 6.320 4.450 5.271 2.146 5.325 5.737 2.419
[3,] 18.03 8.184 2.349 8.629 7.697 4.886 6.524 2.366 6.656 6.576 2.686
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.466 4.206 4.587 4.732 4.075 3.761 1.226 3.220 1.161 3.588 3.015
[2,] 5.746 5.846 5.983 5.900 4.969 4.475 1.497 3.927 1.315 4.389 4.395
[3,] 7.313 7.170 7.055 6.611 5.708 4.905 1.673 4.376 1.450 4.910 5.017
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.758 1.636 3.209 4.303 4.510 2.113 4.201 4.011 1.868 3.824 3.717
[2,] 3.302 2.011 4.479 5.102 5.039 2.630 6.576 4.688 2.178 5.500 5.148
[3,] 3.607 2.205 5.501 5.762 5.754 3.053 7.722 5.267 2.541 7.171 6.066
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.514 2.398 3.738 1.269 4.532 1.713 3.477 3.084 3.667 5.494 2.084
[2,] 4.794 5.027 4.453 1.557 5.593 2.033 4.186 3.609 4.754 6.747 2.409
[3,] 5.804 6.123 4.878 1.732 6.951 2.225 5.075 4.122 5.630 7.816 2.735
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.818 3.181  7.320 1.872 4.246 4.465 5.436 4.902 5.234 3.650 3.941
[2,] 5.781 3.703  9.303 2.202 4.921 5.262 6.521 6.317 6.541 5.353 5.535
[3,] 6.793 4.157 10.621 2.436 5.444 5.958 7.182 7.007 7.462 6.368 6.595
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.264 4.192 2.757 4.880 2.205 2.642 1.800 4.337 3.599  6.72 6.316
[2,] 1.502 5.590 3.494 5.805 2.644 3.170 2.179 5.270 4.162  8.03 7.318
[3,] 1.735 6.496 4.085 6.665 2.995 3.508 2.430 5.961 4.701  8.83 8.226
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.711 1.762 2.458 2.597 3.260 2.365 0.8421 1.664 10.83 5.168
[2,] 2.372 2.820 3.150 2.976 3.837 2.686 1.0077 2.039 17.62 7.127
[3,] 3.097 3.169 3.562 3.462 4.375 2.998 1.1616 2.303 20.58 8.404
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]  [,8]    [,9]
[1,]   4.882   3.561  15.46   4.754   9.345   2.467   2.768   6.5   6.969
[2,] 264.505 159.566 797.37 377.892 635.781 118.460 143.265 287.2 387.865
[3,] 248.813 182.598 872.53 450.381 619.799 130.158 123.643 293.3 322.124
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   5.455   3.173   4.062   3.563   4.309   5.389   4.33   4.822
[2,] 497.333 223.728 326.079 183.265 329.528 309.410 197.07 310.539
[3,] 333.220 158.758 243.702 152.717 305.499 315.359 204.09 323.862
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.694   7.688   5.974  12.74   5.234   14.11   6.437   2.266
[2,] 301.647 465.106 356.507 612.51 280.010 1239.19 505.325 120.695
[3,] 319.344 416.043 356.693 507.05 247.952  840.40 451.040 106.529
       [,26]   [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]
[1,]   5.612   5.248   4.834   4.732   2.32   4.878   6.225   2.635
[2,] 530.468 504.131 242.898 392.958 118.74 388.789 314.154 131.018
[3,] 573.689 463.118 212.824 405.426 105.19 421.064 338.899 123.269
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.671   5.341   5.824   6.008   5.175   4.776  1.556   4.089  1.475
[2,] 381.166 427.967 404.965 371.658 299.774 255.558 90.540 237.022 65.084
[3,] 476.877 437.682 394.279 314.317 296.232 211.753 78.746 203.442 64.304
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.556   3.828   3.502   2.078   4.075   5.464   5.726   2.683
[2,] 266.531 337.183 191.425 123.250 329.447 289.009 237.081 165.079
[3,] 232.002 254.941 153.017  95.374 336.673 282.343 292.811 163.516
       [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   5.334   5.094   2.373   4.856   4.72   4.462   3.045   4.747  1.611
[2,] 533.317 255.859 117.924 416.718 375.49 343.895 465.691 255.148 95.186
[3,] 426.778 253.024 138.004 485.105 338.28 344.901 368.646 209.794 79.889
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   5.755   2.175   4.415   3.917   4.656   6.976   2.647   6.118
[2,] 345.550 115.554 245.745 197.584 318.896 412.885 127.220 336.829
[3,] 435.152  95.150 302.594 209.920 318.051 416.137 136.633 376.078
      [,68]   [,69]   [,70]   [,71]  [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   4.04   9.295   2.378   5.392   5.67   6.902   6.225   6.647   4.635
[2,] 199.76 605.364 122.224 262.283 293.60 379.866 420.073 413.555 412.854
[3,] 199.31 540.221 109.871 245.549 294.62 317.312 319.495 378.532 363.476
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   5.005  1.605   5.323   3.501   6.197   2.801   3.354   2.286
[2,] 409.736 85.462 389.958 226.222 331.466 153.764 184.746 129.333
[3,] 377.968 91.613 348.830 223.222 345.146 148.271 158.390 113.467
       [,85]  [,86]   [,87]  [,88]   [,89]   [,90]   [,91]   [,92]  [,93]
[1,]   5.507   4.57   8.533   8.02   2.173   2.238   3.122   3.298   4.14
[2,] 315.739 220.44 463.421 389.69 173.161 232.161 207.575 153.160 213.26
[3,] 293.618 230.38 387.270 396.22 210.028 152.311 175.496 186.552 221.81
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   3.003  1.069   2.114   13.75   6.563
[2,] 134.351 58.358 124.223 1465.01 517.415
[3,] 140.287 60.912 112.937 1120.86 469.370
[1] "--- VAR model 2017-10-05 10:01:00  completed"
[1] "Completed training sample:  2017-10-05 10:01:00 - 2017-10-05 18:00:00"
[1] "SpVAR;   training sample:  2017-10-05 10:31:00 - 2017-10-05 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -1.75740          15.793          61.46         9.7179
        -0.03375          11.155          46.36         0.8857
        -8.02783           5.359          67.39         8.1043
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         23.442          0.594            3.271            1.300
        -15.844          4.787           -1.160           -6.386
          5.919          1.946            4.936            4.486
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           17.069           10.931           10.038           -21.96
            1.595            9.073            5.175           -11.69
           -4.405          -20.802            8.740           -27.64
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -6.0760           11.042            6.412          -0.1689
          -0.9473           -9.924            1.879          -7.1834
          -8.0162           -3.527           -5.189          -2.9913
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.785           10.882            29.41            19.26
            1.913           11.455            14.54            20.89
            3.340           -4.034            19.60            17.52
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            27.41           0.5829            55.09            9.106
            20.80          13.4258            44.17           19.306
            26.67           4.3036            38.66           16.359
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.02736           -2.721            9.250           0.2497
          4.63788           25.970            3.406          -2.2498
          4.26022            8.988            7.789          -0.4086
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            4.891          -1.4563            4.692           -9.397
            1.059          -2.0758           10.259           11.319
            6.494           0.3608            1.569            2.303
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.851           0.9886           16.603           -12.32
           -2.083          -0.3657           -8.278             7.98
           -2.106           3.0404            3.904             8.46
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.155            -8.93            14.92           4.6100
           -5.318            11.52            13.48          -0.7641
           -5.448           -16.46            18.37           1.9534
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           23.122           -4.993           21.143           -8.484
           12.247           -1.407            8.872            6.089
            9.879           -2.925           11.240           -6.267
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.872         -7.36594           -4.097          -0.2699
            7.438         -0.04935           17.225          -1.0748
            5.274         -3.39667            3.162          -6.5088
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           17.344           -8.315           -9.929           10.555
            9.555            2.179           -3.997            5.455
           20.005            2.242           16.271            4.274
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.61875            7.252           14.914           -4.537
          0.01517           -3.177          -12.514            3.454
          1.24856          -10.090           -7.138           -5.132
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.944          -0.8209          -1.4128            2.365
           13.817           5.3907           3.6491            3.318
          -10.431          -8.7515           0.4341           12.354
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -9.872           -5.573           15.275           -9.790
           -9.011          -11.470            4.284            1.776
           -6.394           15.615            1.239           -4.156
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.848            8.780           -3.150            7.283
           20.806           10.358           -8.512           -1.213
           -9.738            9.578           -7.972            4.167
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.336           -1.790         0.005395            2.746
          -18.808           -1.744        -5.641829           11.128
           14.715           -3.223         3.000839           -8.304
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           20.898            5.917           10.399           -1.573
           28.452            3.340            3.881           -8.810
            7.322           -4.034           -6.216            6.513
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           18.960           0.3707            3.588           -1.500
            8.276           5.6651            9.380            2.007
           -1.313          -1.5979           -8.336            6.193
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           13.892           4.1205            2.504           8.7795
            3.124          -0.5447            1.550          -0.3375
           -6.646          -1.6601            2.128          -2.2120
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.290           18.998           16.509           -7.954
           -5.134            8.365            6.647           -5.437
          -21.370            5.922            3.231          -23.831
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.184           4.2663            2.404         -0.09807
            8.283          -0.9408            6.169          1.00734
            2.883          -2.3081           -4.455         -1.95055
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.668          -10.016           -12.92            103.3
          -12.217           -4.448           -11.44            113.9
            6.174           -6.055           -11.45            114.1
 rnd_95776.volume rnd_95787.volume
           -9.446            9.753
           19.500           16.698
           68.868           11.338
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.805 2.841 11.92 3.787  7.503 1.938 2.259 5.099 5.456 4.241 2.513
[2,] 4.519 3.219 14.56 5.268  9.497 2.307 2.598 5.783 6.681 6.475 3.278
[3,] 5.116 3.608 16.96 6.643 11.067 2.654 2.850 6.415 7.435 7.123 3.714
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.316 2.938 3.402 4.297 3.513 3.859 3.602 6.349 4.518  9.917 4.216
[2,] 4.382 3.433 4.710 5.241 3.997 4.886 4.737 7.547 5.751 11.554 4.899
[3,] 4.985 3.753 5.568 6.118 4.407 5.759 5.619 8.492 6.570 12.558 5.375
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.14 5.275 1.847 4.576 4.225 3.903 3.670 1.850 3.911 4.976 2.144
[2,] 16.29 7.195 2.201 6.806 6.306 4.587 5.251 2.160 5.284 5.897 2.484
[3,] 18.46 8.227 2.446 8.707 7.832 4.998 6.473 2.369 6.451 6.671 2.732
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.540 4.387 4.467 4.697 4.086 3.758 1.190 3.374 1.224 3.683 2.970
[2,] 5.867 5.882 6.059 5.852 4.940 4.493 1.477 4.104 1.362 4.497 4.431
[3,] 7.310 7.117 7.152 6.668 5.792 4.976 1.653 4.551 1.489 5.026 5.068
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.762 1.640 3.180 4.450 4.716 2.180 4.153 4.352 1.910 3.811 3.616
[2,] 3.268 2.002 4.532 5.272 5.285 2.673 6.622 4.906 2.273 5.513 5.221
[3,] 3.559 2.181 5.685 5.863 5.918 3.108 7.868 5.414 2.586 7.253 6.218
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.350 2.352 3.786 1.283 4.438 1.729 3.604 3.117 3.803 5.523 2.077
[2,] 4.807 4.995 4.492 1.584 5.704 2.054 4.315 3.695 4.956 6.886 2.398
[3,] 5.813 6.235 4.910 1.751 6.944 2.237 5.083 4.200 5.798 7.950 2.745
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.874 3.144  7.668 1.906 4.181 4.539 5.607 5.314 5.243 3.783 3.694
[2,] 5.985 3.850  9.589 2.288 4.866 5.291 6.665 6.597 6.597 5.343 5.347
[3,] 6.946 4.277 10.905 2.525 5.380 6.020 7.329 7.272 7.500 6.380 6.323
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.284 4.197 2.962 4.995 2.210 2.668 1.811 4.384 3.402 7.150 6.409
[2,] 1.573 5.628 3.754 5.921 2.707 3.203 2.227 5.347 4.153 8.209 7.368
[3,] 1.789 6.589 4.291 6.830 3.012 3.591 2.441 5.982 4.650 8.816 8.291
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 1.628 1.840 2.679 2.826 3.175 2.342 0.868 3.637 11.06 5.325
[2,] 2.312 3.096 3.363 3.191 3.737 2.694 1.031 5.408 17.40 7.267
[3,] 3.109 3.434 3.799 3.708 4.341 2.992 1.187 6.854 20.62 8.429
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.832   3.607  15.14   4.809   9.528   2.462   2.869   6.475
[2,] 264.900 164.497 908.29 397.915 632.772 135.887 139.350 296.407
[3,] 260.743 177.021 944.52 439.841 617.396 142.533 127.268 301.855
        [,9]   [,10]   [,11]  [,12]   [,13]  [,14]   [,15]   [,16] [,17]
[1,]   6.928   5.385   3.191   4.21   3.731   4.32   5.456   4.461   4.9
[2,] 419.105 531.662 228.642 311.34 193.004 353.88 326.040 207.282 325.7
[3,] 354.374 322.695 189.725 258.23 164.613 322.78 343.099 201.817 331.3
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.574   8.062   5.737  12.59   5.354   14.15   6.699   2.346
[2,] 334.297 443.422 386.664 644.35 271.221 1290.73 531.685 129.990
[3,] 328.579 423.192 345.308 534.85 240.173  944.47 433.478 115.964
       [,26]   [,27]   [,28]  [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.811   5.365   4.956   4.66   2.349   4.966   6.318   2.723
[2,] 547.499 508.677 262.012 408.13 121.330 386.228 344.066 136.328
[3,] 590.111 504.872 215.626 411.27 105.591 402.102 338.785 123.504
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]
[1,]   5.765   5.571   5.672   5.965   5.189   4.772  1.511   4.284  1.554
[2,] 403.946 425.856 444.803 379.213 301.731 267.705 95.120 254.027 64.952
[3,] 473.765 435.334 412.889 347.378 328.446 232.328 80.688 213.692 65.373
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.677   3.771   3.508   2.083   4.038   5.651   5.989   2.768
[2,] 280.344 357.331 189.834 124.760 350.974 307.259 259.246 168.082
[3,] 243.928 267.345 153.077  93.981 372.960 278.642 289.450 172.343
       [,51]   [,52]   [,53]  [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   5.274   5.526   2.425   4.84   4.591   4.254   2.987   4.807   1.63
[2,] 560.480 246.225 134.035 432.91 409.341 374.598 478.799 262.747 100.94
[3,] 461.691 248.714 133.858 512.15 366.884 355.205 405.576 215.502  81.19
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   5.635   2.195   4.577   3.958   4.829   7.013   2.638   6.189
[2,] 389.432 120.622 257.807 215.710 345.411 446.959 130.272 377.483
[3,] 430.353  96.283 291.975 216.860 326.858 431.726 145.197 383.154
       [,68]   [,69]  [,70]   [,71]   [,72]  [,73]   [,74]   [,75]   [,76]
[1,]   3.993   9.737   2.42   5.309   5.764   7.12   6.748   6.658   4.804
[2,] 241.520 625.709 137.67 270.612 295.325 391.61 424.731 435.027 410.047
[3,] 202.445 564.368 116.08 249.475 312.199 331.34 332.642 387.904 378.854
      [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   4.69  1.631   5.329   3.761   6.343   2.807   3.388   2.299   5.567
[2,] 420.12 98.648 407.489 250.637 345.461 169.851 192.653 140.960 332.689
[3,] 366.75 92.660 372.436 225.852 370.051 143.525 176.540 108.455 291.387
      [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   4.32   9.079   8.139   2.068   2.336   3.402   3.589   4.032
[2,] 258.80 438.358 395.083 178.295 270.526 220.960 161.021 214.085
[3,] 227.29 349.209 413.104 225.962 161.477 191.991 205.269 240.046
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.974  1.102   4.618   14.05   6.762
[2,] 144.713 60.388 434.937 1458.77 537.422
[3,] 141.393 63.937 457.678 1202.84 463.964
[1] "--- VAR model 2017-10-05 10:31:00  completed"
[1] "Completed training sample:  2017-10-05 10:31:00 - 2017-10-05 18:30:00"
[1] "SpVAR;   training sample:  2017-10-05 11:01:00 - 2017-10-05 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -7.009           2.856         17.223         -8.099
           9.516           1.372         -3.345         -4.227
           5.957          -3.148         18.893          1.982
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -8.124          9.813            9.998            0.797
          9.193         -3.406            1.516            2.754
         23.184          3.375            3.745           13.740
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -12.716          -21.280          0.25176          -15.885
            7.034            3.849          1.28537          -18.522
            3.580            2.502          0.06027           -4.915
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.262           -4.056         -11.0202            6.360
            6.715           -5.881          -0.2673          -11.503
           -1.327           -3.430          -5.5693           -8.992
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -12.913          -0.1496           5.2305           -1.652
           -3.619           7.3299          -0.3968            8.972
           -6.835          -0.3657           6.8449           14.184
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           5.3931           -1.467            18.90          -12.744
          -0.7094            5.242            33.42           34.591
         -16.9458           -1.349            12.86           -7.193
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           8.7919           -3.727            1.763          -0.8606
           1.2571           20.282           -5.486           5.4305
          -0.3901            3.873           23.680          -1.1286
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.901          -2.5607            6.854            10.70
          -10.755           1.2599            4.089            17.70
           15.185          -0.5976          -13.222            22.69
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7304            7.574           -9.445           -2.221
          -2.9119          -14.081            1.099           14.488
          -2.1991           -3.349            5.364           -9.598
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.411            8.889           10.032           1.0389
            3.421           -4.337            5.267           5.4038
           16.167           -4.574            6.141           0.6367
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.357          -0.5030           -1.074           -5.847
            8.446           3.3973            4.708           -7.906
            6.292          -0.7611            8.166           -2.981
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -6.786           1.4766           -1.737           7.6050
            8.083          -1.0860          -21.191          -1.3306
            2.902          -0.7391            4.746          -0.6732
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           17.317            9.058          -8.2626           11.927
           18.607           -7.562          11.8374            4.716
            4.805           -8.856           0.8421           10.600
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3870           11.112            7.473           1.8571
          -0.5652           -4.036           -4.611          -0.7043
          -1.2918           11.661            4.496          -2.5800
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.984           -9.304        -1.083445          -10.189
            8.137            3.494        -0.009079           -7.654
           -6.609            3.799        -1.232556            5.543
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.108            5.386          -4.7346           -2.917
           -9.894           -2.023          12.3734            5.220
           -6.448            1.177          -0.1476           -4.752
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.346           -2.112           10.638           19.845
            3.972            1.361            3.016            9.458
            7.602            4.103            5.287            5.982
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            8.847           -1.026           -2.869           -6.713
           27.765            1.931            7.234           -4.118
            3.096           -4.264           10.926           10.333
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           12.109            4.682            7.337          9.63805
           -2.665           11.187          -20.199          0.04659
            8.788            4.907          -24.275        -10.75766
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -3.186           0.1008           0.2969            9.704
            4.517           1.6167           6.8898           -8.578
           16.187           1.3695           8.3247           -8.009
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.348            3.470           3.2724         -2.68340
            4.300            5.366           0.6628          1.56101
           -4.436            3.290          -2.2568         -0.08633
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.754           -1.080            26.09          -26.846
           -7.935           -3.169            16.83            8.031
           -8.784            1.545            16.06          -15.867
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -4.028           0.4451           -4.845          -5.7683
           -1.481          -5.9961            0.889          -0.7594
           -2.658          -0.3583           -4.948          -7.6280
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.5328          -3.5706           -11.07            122.0
          -6.0226           0.9131           -12.12            110.2
          -5.3905          -4.9068           -10.89            110.6
 rnd_95776.volume rnd_95787.volume
           18.779           -9.953
           29.995           39.442
           -6.525           -2.623
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.956 3.053 12.76 3.881  7.608 2.008 2.252 5.334 5.449 4.469 2.574
[2,] 4.683 3.385 15.01 5.307  9.649 2.349 2.627 5.978 6.690 6.728 3.369
[3,] 5.240 3.673 17.64 6.637 11.065 2.653 2.866 6.553 7.417 7.365 3.748
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.382 2.946 3.514 4.118 3.442 3.873 3.613 6.249 4.493  9.955 4.292
[2,] 4.511 3.424 4.910 5.201 3.997 5.031 4.771 7.487 5.796 11.420 4.917
[3,] 5.046 3.803 5.737 6.118 4.413 5.900 5.704 8.493 6.577 12.583 5.397
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.63 5.179 1.885 4.666 4.165 3.871 3.823 1.905 3.928 5.188 2.178
[2,] 16.15 6.957 2.271 6.820 6.250 4.571 5.336 2.226 5.399 6.084 2.496
[3,] 18.28 8.249 2.577 8.784 7.680 5.037 6.533 2.455 6.528 6.857 2.703
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.534 4.318 4.557 4.810 3.917 3.816 1.228 3.347 1.283 3.666 2.993
[2,] 5.923 5.962 6.228 5.981 4.850 4.529 1.518 4.074 1.407 4.370 4.409
[3,] 7.338 7.084 7.293 6.628 5.770 5.046 1.697 4.559 1.515 4.829 4.977
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.820 1.654 3.118 4.572 4.616 2.166 4.151 4.576 1.981 3.953 3.639
[2,] 3.324 2.043 4.352 5.322 5.216 2.666 6.875 5.087 2.353 5.668 5.379
[3,] 3.648 2.205 5.424 5.880 5.852 3.126 8.035 5.621 2.642 7.520 6.451
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.276 2.378 3.850 1.324 4.600 1.705 3.507 3.182 3.859 5.652 2.176
[2,] 4.691 4.984 4.549 1.613 5.805 2.068 4.265 3.794 4.948 7.134 2.492
[3,] 5.680 6.301 5.047 1.772 6.925 2.269 5.067 4.250 5.797 8.162 2.791
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.840 3.219  7.680 1.867 4.295 4.654 5.198 5.313 5.246 3.887 3.745
[2,] 5.968 3.979  9.868 2.185 4.952 5.424 6.413 6.517 6.558 5.425 5.376
[3,] 7.062 4.434 11.177 2.432 5.461 6.160 7.083 7.145 7.455 6.320 6.347
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.277 4.314 2.907 4.870 2.256 2.594 1.866 4.361 3.401 7.093 6.511
[2,] 1.590 5.611 3.735 5.773 2.759 3.135 2.231 5.351 4.113 8.213 7.546
[3,] 1.807 6.624 4.351 6.715 3.036 3.549 2.430 6.055 4.563 8.868 8.484
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.542 1.855 2.712 2.914 3.290 2.318 0.8461 4.155 11.04 5.131
[2,] 2.271 3.067 3.368 3.309 3.874 2.743 1.0100 5.894 17.08 7.079
[3,] 3.124 3.419 3.800 3.763 4.380 3.043 1.1812 7.189 20.12 8.495
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   5.023   3.877   16.2   4.929   9.661   2.549   2.86   6.774   6.919
[2,] 302.222 176.209  953.3 436.421 715.704 146.972 163.07 325.338 468.085
[3,] 283.421 172.047 1117.8 480.588 653.051 148.705 138.21 323.847 386.156
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]   [,17]
[1,]   5.675   3.268   4.294   3.741   4.462   5.229   4.37   4.918
[2,] 606.526 262.215 359.955 210.459 413.590 383.068 245.02 387.282
[3,] 361.180 197.930 272.876 199.513 357.720 388.461 225.67 371.523
       [,18]   [,19]   [,20]  [,21]  [,22]  [,23]   [,24]   [,25]   [,26]
[1,]   4.588   7.936   5.705  12.64   5.45   13.5   6.577   2.394   5.925
[2,] 375.656 497.106 441.485 674.73 289.19 1466.4 560.099 152.744 599.698
[3,] 377.132 483.593 375.012 637.14 268.35 1031.8 534.609 146.782 667.568
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.289   4.916   4.854   2.419   4.988   6.588   2.765   5.758
[2,] 561.876 293.010 448.984 138.975 446.762 383.222 147.037 459.485
[3,] 538.323 255.276 454.534 124.883 442.410 381.356 125.203 522.499
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]
[1,]   5.483   5.786   6.109   4.974   4.846   1.56   4.25  1.629   4.655
[2,] 495.648 512.018 428.649 344.849 294.278 107.64 280.19 69.768 286.829
[3,] 461.367 457.661 344.308 376.911 268.228  91.52 246.71 67.642 247.805
     [,44]   [,45]  [,46]  [,47]   [,48]   [,49]  [,50]   [,51]  [,52]
[1,]   3.8   3.581   2.10   3.96   5.805   5.862   2.75   5.271   5.81
[2,] 390.4 212.235 144.67 366.07 328.524 292.751 187.48 660.840 268.20
[3,] 278.4 181.210  99.87 390.33 301.558 319.963 196.71 501.450 288.28
       [,53]  [,54]   [,55]   [,56]   [,57]   [,58]   [,59]   [,60]
[1,]   2.516   5.02   4.621   4.161   3.019   4.889   1.681   5.841
[2,] 153.093 489.73 477.663 404.800 528.167 292.054 111.167 426.927
[3,] 144.934 596.02 429.513 386.268 464.860 263.818  88.636 455.458
       [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   2.165   4.454   4.041   4.901   7.178   2.763   6.146   4.088
[2,] 141.147 292.701 249.072 373.414 524.815 146.543 421.021 282.118
[3,] 112.447 329.911 230.986 364.271 478.142 151.386 455.363 235.768
       [,69]  [,70]   [,71]  [,72] [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   9.752   2.37   5.454   5.91   6.6   6.747   6.661   4.936   4.755
[2,] 747.305 137.04 297.143 335.87 452.9 455.023 474.482 456.383 465.104
[3,] 632.994 128.79 277.790 352.33 362.7 353.250 427.623 390.946 406.786
       [,78]   [,79]   [,80]   [,81]   [,82]   [,83]  [,84]   [,85]
[1,]   1.622   5.478   3.692   6.184   2.865   3.294   2.37   5.538
[2,] 114.250 432.729 282.689 373.844 191.488 212.316 147.33 373.952
[3,] 103.426 424.438 269.129 413.780 152.841 200.544 116.24 341.603
       [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   4.318   9.007   8.268   1.958   2.356   3.444   3.701   4.178
[2,] 279.063 499.316 460.044 201.072 294.526 240.924 189.033 246.601
[3,] 238.149 403.422 467.494 258.609 182.034 212.196 216.097 246.524
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.943  1.074   5.276   14.01   6.515
[2,] 176.958 66.513 504.149 1571.83 588.075
[3,] 158.871 73.862 496.407 1283.44 566.371
[1] "--- VAR model 2017-10-05 11:01:00  completed"
[1] "Completed training sample:  2017-10-05 11:01:00 - 2017-10-05 19:00:00"
[1] "SpVAR;   training sample:  2017-10-05 11:31:00 - 2017-10-05 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.375          -1.952         10.867          21.56
           4.669          -5.793        -26.363          16.69
           6.828          -6.120         -1.384          23.54
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -12.238         5.6498           -3.987           -3.656
         27.068        -0.1254            3.636           -3.285
          8.538        -1.1996            5.054           13.157
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7712            3.019          8.04097           -13.92
          -6.1758            1.399          0.05973           -12.05
           8.2962           -2.547          4.71477           -17.65
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.048           -6.047           9.5210           -1.398
          -11.532           -4.932           0.3322            5.395
           -2.446           -2.193          -3.0799           -3.071
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           8.7744          -2.5260            5.246           16.902
          -4.5936           5.1655            5.249            7.778
          -0.2807          -0.9709           -8.316            1.791
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -12.22          -19.992            62.41           10.732
           -13.59           -7.892            19.34            7.995
            18.98           -1.403           -28.09           -1.849
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.107           15.136           31.941           2.4211
            7.756            8.037           21.273           0.1003
            3.150           -4.183            9.026           2.0684
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            25.53            5.174            9.477            3.856
            16.05            1.633           20.748           13.611
            21.04           -1.116           22.186            5.719
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            3.461          -11.596          -19.976           -8.528
           -2.990           28.376           18.514          -14.433
            1.403            9.047            8.727           22.036
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.626            0.932         -0.04123           -1.389
            7.983           15.046         -2.85949           -1.125
           10.817           -2.112         -0.64983            2.170
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.610          0.05327           -9.901           -11.77
            2.597          0.93341           -6.416           -15.42
            5.571          0.68642           -2.332           -10.25
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.879          -7.5561           -8.302            6.213
           -1.247           0.5563           -8.706           10.817
            3.144           0.9462          -14.447            5.731
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.841           -6.320           -1.421            4.688
            3.886           -2.814            6.298            2.378
           12.442            3.511           -2.655           10.025
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.184           17.583           10.279           -9.581
           -3.436           10.947           -6.391           16.390
            3.380           -1.699            7.002            3.352
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.003           -1.086         -1.17055            11.56
            9.607            2.725         -4.10572           -14.40
           -1.286            3.849          0.04047             5.30
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.318          -15.213           8.4796            5.061
           -5.491            1.253           0.9484            8.619
           -5.971            4.467           2.3991           -3.783
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            10.66           0.2921           29.080           -1.643
            17.86          -1.6515            5.534            1.150
            15.84          -5.2490            3.842            1.612
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           22.881          -6.6659            6.062          -6.5256
           13.589           0.8269            1.850          -0.4009
            7.607           2.7489           11.707           7.2983
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -8.865         -4.53509            2.852            6.940
          -10.158          0.06464          -11.457           -3.883
           -5.020          3.07670            5.074           -2.846
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            12.46           3.4145          -2.4669          -5.6197
            -4.07           0.4559          -0.4829          -4.9504
           -16.87           2.5418          -4.2786          -0.3647
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.414           -4.347           2.7236           2.5815
            5.506            4.771           4.9523          -0.8591
           -5.310            3.294          -0.4062          -0.6947
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            11.99           -5.389           14.979           -8.154
            15.04           -6.781           12.190           -1.785
            10.62           -2.593            3.601            4.573
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4479           -3.477            5.427           6.3660
           1.5152           10.116            1.530          -0.8029
           8.1216            1.661            2.199           3.1652
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          12.3510           0.1246           -13.92            122.5
           0.8622          -0.7404           -11.78            125.9
           3.1146          -1.4767           -10.69            120.5
 rnd_95776.volume rnd_95787.volume
          25.1528           14.089
          18.5204            7.224
          -0.3026           -9.218
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.059 3.123 13.08 3.860  7.382 1.981 2.249 5.439 5.670 4.565 2.646
[2,] 4.690 3.485 15.11 5.296  9.406 2.342 2.637 6.036 6.740 6.733 3.439
[3,] 5.190 3.768 17.56 6.679 10.931 2.704 2.849 6.586 7.441 7.385 3.768
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.415 2.999 3.574 3.811 3.134 4.064 3.637 6.239 4.637  9.833 4.260
[2,] 4.553 3.474 5.004 4.879 3.686 5.112 4.794 7.458 5.829 11.395 4.949
[3,] 5.051 3.839 5.854 5.810 4.065 6.040 5.663 8.583 6.580 12.631 5.425
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.95 5.009 1.976 4.585 4.138 4.001 3.797 1.863 3.850 5.062 2.213
[2,] 16.36 6.959 2.321 6.857 6.257 4.683 5.292 2.239 5.303 5.947 2.493
[3,] 18.43 8.222 2.574 8.747 7.641 5.148 6.578 2.476 6.507 6.753 2.748
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.626 4.320 4.420 4.844 4.004 3.875 1.272 3.433 1.256 3.506 2.879
[2,] 5.879 5.971 6.131 6.068 5.016 4.482 1.538 4.123 1.400 4.289 4.203
[3,] 7.295 7.053 7.158 6.751 5.931 5.017 1.733 4.569 1.527 4.732 4.785
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.733 1.646 3.056 4.592 4.582 2.228 4.009 4.708 2.000 4.012 3.676
[2,] 3.173 1.960 4.248 5.387 5.239 2.663 6.495 5.246 2.376 5.806 5.476
[3,] 3.503 2.152 5.139 6.008 5.950 3.095 7.806 5.731 2.656 7.545 6.510
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.309 2.369 3.869 1.353 4.647 1.821 3.559 3.212 3.978 5.642 2.036
[2,] 4.712 4.957 4.551 1.622 5.778 2.117 4.339 3.897 5.148 7.278 2.394
[3,] 5.790 6.406 4.964 1.769 6.966 2.314 5.219 4.343 5.817 8.182 2.697
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.908 3.334  7.758 1.847 4.254 4.694 5.220 5.252 5.338 3.890 3.737
[2,] 6.107 4.103  9.848 2.195 5.002 5.485 6.379 6.453 6.552 5.438 5.421
[3,] 7.202 4.486 11.217 2.436 5.521 6.194 7.090 7.242 7.462 6.353 6.337
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.327 4.249 2.873 4.869 2.214 2.620 1.853 4.496 3.438 7.084 6.647
[2,] 1.605 5.539 3.665 5.769 2.801 3.106 2.261 5.533 4.178 8.279 7.630
[3,] 1.834 6.632 4.283 6.738 3.066 3.506 2.490 6.171 4.622 8.865 8.558
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.548 1.845 2.688 2.817 3.283 2.386 0.8641 4.566 10.69 5.103
[2,] 2.274 2.966 3.271 3.177 3.922 2.794 1.0263 6.354 16.86 7.157
[3,] 3.123 3.340 3.755 3.716 4.477 3.115 1.1919 7.621 19.69 8.554
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]  [,9]
[1,]   5.155   3.966   16.61   4.901   9.374   2.516   2.856   6.907   7.2
[2,] 307.565 202.446  991.25 474.871 763.374 163.668 180.393 342.724 477.3
[3,] 291.149 187.696 1172.32 533.024 729.400 176.803 141.254 345.008 413.0
       [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]   [,18]
[1,]   5.796   3.36   4.336   3.808   4.538   4.839   3.979   5.16   4.619
[2,] 648.185 287.68 394.438 229.632 458.585 399.104 254.089 406.08 409.048
[3,] 397.262 201.79 286.481 213.996 398.029 413.102 224.558 421.50 394.783
       [,19]   [,20]  [,21]  [,22]  [,23]  [,24]   [,25]   [,26]   [,27]
[1,]   7.923   5.888  12.49   5.41   13.9   6.36   2.509   5.822   5.255
[2,] 535.079 462.635 754.18 329.95 1592.3 632.59 159.504 667.713 614.681
[3,] 556.369 399.701 713.81 290.93 1111.6 573.56 145.568 711.252 574.182
      [,28]   [,29]   [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   5.08   4.821   2.366   4.888   6.428   2.81   5.874   5.486   5.612
[2,] 318.86 482.851 162.515 477.584 408.776 150.28 475.215 539.764 556.425
[3,] 279.80 511.542 138.561 493.992 418.914 151.30 565.607 491.584 483.933
       [,37]   [,38]   [,39]   [,40]   [,41]  [,42]   [,43]   [,44]  [,45]
[1,]   6.151   5.085   4.921   1.616   4.359  1.595   4.452   3.655   3.47
[2,] 478.612 395.702 294.931 113.199 299.218 80.841 323.671 401.059 211.31
[3,] 387.736 414.332 295.166 104.478 257.619 80.014 261.661 299.661 194.18
      [,46]  [,47]   [,48]   [,49]  [,50]   [,51]   [,52]  [,53]   [,54]
[1,]   2.09   3.88   5.831   5.819   2.83   5.091   5.978   2.54   5.095
[2,] 139.31 386.39 368.779 332.479 190.96 669.220 303.088 167.91 549.541
[3,] 116.57 378.78 348.633 369.607 206.66 567.065 302.433 155.58 631.128
       [,55]   [,56]   [,57]   [,58]   [,59] [,60]   [,61]   [,62]   [,63]
[1,]   4.668   4.202   3.008   4.913   1.719   5.9   2.313   4.519   4.079
[2,] 531.632 439.323 570.278 313.826 117.173 449.7 141.372 325.018 288.967
[3,] 460.834 440.694 531.431 259.636  92.350 509.5 122.406 379.788 250.984
       [,64]   [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]
[1,]   5.052   7.164   2.585   6.233   4.234   9.851   2.346   5.402
[2,] 427.958 602.076 164.902 475.902 313.155 794.436 155.158 344.670
[3,] 354.609 489.676 162.751 500.034 237.588 703.241 138.513 305.884
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]
[1,]   5.961   6.628   6.669   6.778   4.939   4.745   1.686   5.396
[2,] 371.528 480.175 490.971 497.641 497.744 514.433 118.225 465.432
[3,] 376.892 405.451 430.641 467.648 430.159 429.575 116.210 477.664
       [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   3.648   6.183   2.812   3.327   2.353   5.709   4.366   8.996
[2,] 297.939 405.285 224.718 218.543 169.727 422.292 310.868 561.225
[3,] 290.222 455.999 163.170 212.857 136.609 357.996 259.094 415.185
       [,88]   [,89]   [,90]   [,91]   [,92]  [,93]   [,94]  [,95]   [,96]
[1,]   8.441   1.965   2.343   3.413   3.578   4.17   3.029  1.097   5.799
[2,] 490.574 218.134 304.014 244.184 192.347 280.82 190.496 72.518 578.571
[3,] 507.548 280.342 201.366 241.417 252.293 282.92 180.371 79.395 551.185
       [,97]   [,98]
[1,]   13.58   6.479
[2,] 1707.19 657.206
[3,] 1331.85 613.608
[1] "--- VAR model 2017-10-05 11:31:00  completed"
[1] "Completed training sample:  2017-10-05 11:31:00 - 2017-10-05 19:30:00"
[1] "SpVAR;   training sample:  2017-10-05 12:01:00 - 2017-10-05 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.7195           4.962         11.009          8.771
          0.6562          -3.483          7.647          6.769
         -3.7741          -2.980        -15.875         -2.932
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          7.316         -4.833           0.6137           -7.147
          1.796         -5.191           0.4185            3.171
          6.951          2.899           0.7758            8.289
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.832           -2.597            3.483          -6.7395
           -2.925           -5.793           -4.138         -10.9764
            8.555           -1.749           -4.705           0.4097
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.876            5.263           3.5254         -4.95506
            1.770           -4.451          -0.1061          0.04908
            5.652            1.523          -3.7756          0.99075
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.946           -1.464            17.31           12.430
            3.157           11.594            11.99            9.093
           -4.907           -2.463            17.76           28.400
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           22.715            2.624            3.662           -2.354
           13.793            1.710            5.629            1.825
            1.816            7.519           -3.453            2.989
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.142           -5.380           15.057           10.317
            1.907           -2.526            9.170            5.359
            1.712            2.704           -5.119            3.232
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            7.434            5.892           0.7422           0.9605
           10.274            6.265           7.7574          -6.6353
           -4.929            1.863           5.9556         -12.5428
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.092            5.780           17.279            13.43
           -1.559            6.902            7.115           -10.85
            4.887           -3.488            8.524            11.85
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.820           -7.603           -3.287          -3.9247
           -6.884           -3.088           -1.918          -1.5860
           -4.867            2.264            7.195           0.7631
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.357           0.6708           -3.782          -13.256
           -3.347           1.2100            9.556           -8.322
           -6.961          -1.2945           -4.100            1.444
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.520          1.08429          -22.046           -4.614
            3.501         -0.01302           -1.552            5.170
            6.306          1.08011            3.040            5.549
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -15.594          -7.8336           14.088            8.638
            9.751         -10.2869          -33.126           18.460
           -4.268          -0.5602           -5.788           17.361
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.829          13.2873            7.634           -2.285
            2.432          -0.7166           12.363           18.799
           -3.806         -20.6022          -16.754           -7.265
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.173            8.209          -2.3569           15.063
            6.476           -2.633          -0.1850           -7.021
           14.203            7.306          -0.6923           22.813
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.789          -0.1062          -6.1520           -6.544
           -2.272           1.3796           0.1261            3.578
           -4.574          -2.4061          -1.6174            3.291
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -12.7998            1.788          -20.431           -6.128
           0.9462           -1.548          -10.396           -3.350
           3.5486           -2.727            4.951           -3.065
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -5.371           3.3959          8.00051           10.050
          -12.647          -1.6416          0.03485            4.947
            2.816          -0.9338        -15.07737           -3.040
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.2393          -0.6177            1.282           0.3628
          -2.3774           2.8965            8.853          13.3272
          -3.5979          -8.7166            6.025           7.3624
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           15.426          -3.1226           5.3133            5.458
            9.343           3.6588          -0.3538            2.494
            7.401           0.1616           7.8230            9.488
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -17.58           -1.728           0.3355          -0.8065
             4.86           -2.407           2.7425          -0.8483
            12.07            1.152           0.4962          -2.5069
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.4049           10.300          -2.1775           21.921
           0.3541            2.550           1.0970           10.946
          -3.2756           -6.116           0.6009            7.317
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.794            2.061          -3.9094           -2.309
           -2.770            0.540          -0.1881            0.198
            3.754           -5.834          -4.5281           -2.696
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.329          -5.3543           -8.494            115.8
            1.600          -0.9669          -10.547            109.0
            3.449           1.9096           -8.380            111.7
 rnd_95776.volume rnd_95787.volume
          -54.564           -4.294
          -58.826            3.996
            3.388            2.999
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.803 3.111 12.92 3.691  7.351 2.012 2.288 5.224 5.482 4.468 2.565
[2,] 4.407 3.500 15.18 5.033  9.295 2.378 2.615 5.887 6.477 6.512 3.429
[3,] 5.022 3.798 17.44 6.536 10.881 2.665 2.806 6.578 7.159 7.222 3.797
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.245 3.033 3.555 3.456 2.613 4.060 3.702 6.280 4.716  9.54 4.358
[2,] 4.486 3.551 4.862 4.592 3.062 5.164 4.806 7.541 5.975 11.35 5.005
[3,] 5.010 3.937 5.754 5.617 3.468 6.103 5.768 8.766 6.671 12.71 5.396
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.88 5.035 1.953 4.559 3.764 3.827 3.574 1.821 3.895 5.126 2.259
[2,] 15.88 6.704 2.342 6.618 6.139 4.587 5.065 2.221 5.186 5.928 2.545
[3,] 17.89 7.986 2.571 8.354 7.428 5.090 6.368 2.442 6.529 6.640 2.824
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.695 4.389 4.337 4.575 3.816 3.827 1.249 3.348 1.234 3.431 2.745
[2,] 5.833 5.928 6.105 5.840 4.786 4.587 1.524 4.020 1.390 4.182 4.157
[3,] 7.351 6.931 6.965 6.515 5.566 5.106 1.722 4.489 1.509 4.689 4.777
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.676 1.649 3.160 4.701 4.584 2.265 3.902 4.766 2.044 3.870 3.654
[2,] 3.212 1.913 4.335 5.534 5.461 2.732 6.381 5.348 2.392 5.692 5.348
[3,] 3.575 2.068 5.262 6.083 6.166 3.166 7.653 5.921 2.653 7.404 6.371
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.340 2.351 3.763 1.293 4.572 1.766 3.520 3.240 4.013 5.548 2.020
[2,] 4.697 4.897 4.464 1.592 5.687 2.071 4.265 3.912 5.187 7.157 2.337
[3,] 5.768 6.316 4.896 1.715 6.892 2.263 5.120 4.349 5.824 8.158 2.672
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.948 3.268  7.767 1.804 4.134 4.555 5.160 5.097 5.057 3.890 3.752
[2,] 6.206 4.008  9.781 2.160 4.878 5.369 6.286 6.227 6.446 5.404 5.395
[3,] 7.205 4.357 11.231 2.378 5.423 6.080 6.997 7.046 7.304 6.117 6.330
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.335 4.365 2.911 4.682 2.224 2.589 1.816 4.429 3.518 7.112 6.621
[2,] 1.611 5.684 3.647 5.716 2.774 3.105 2.121 5.579 4.184 8.265 7.665
[3,] 1.842 6.725 4.249 6.596 3.026 3.479 2.365 6.175 4.666 8.926 8.548
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.486 1.735 2.767 2.887 3.242 2.370 0.9202 4.860 10.92 5.031
[2,] 2.240 2.924 3.339 3.222 3.793 2.821 1.0805 6.591 16.62 6.837
[3,] 3.118 3.285 3.772 3.719 4.383 3.110 1.2538 7.886 19.26 8.292
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.83   3.951   16.4   4.687   9.334   2.555   2.905   6.634   6.961
[2,] 299.85 215.798 1075.1 460.807 766.006 170.777 170.441 365.585 464.450
[3,] 324.17 198.837 1156.6 561.368 761.748 162.022 136.955 395.093 410.704
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.674   3.258   4.121   3.851   4.515   4.389   3.317   5.156
[2,] 637.898 306.449 417.041 248.788 446.643 407.110 214.986 429.786
[3,] 420.295 219.619 300.229 228.800 414.215 435.571 219.459 437.895
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.701   7.974   5.989  12.11   5.534   13.82   6.394   2.479
[2,] 412.693 562.285 493.964 826.91 331.571 1558.32 595.985 174.066
[3,] 429.345 601.772 399.541 772.71 271.583 1108.17 584.463 142.780
       [,26]  [,27]  [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.789   4.78   4.86   4.538   2.313   4.947   6.509   2.868   5.962
[2,] 645.885 653.02 340.31 483.363 171.243 461.050 401.064 157.924 466.093
[3,] 686.635 563.16 297.20 519.701 136.719 534.103 402.628 164.881 602.459
       [,35]   [,36]  [,37]   [,38]   [,39]   [,40]   [,41]  [,42]   [,43]
[1,]   5.574   5.507   5.81   4.846   4.859   1.586   4.251  1.567   4.357
[2,] 536.577 578.579 488.71 388.898 340.637 117.657 299.797 86.141 321.892
[3,] 483.388 451.632 388.85 382.570 302.082 107.844 268.964 79.011 285.618
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.486   3.398   2.094   4.012   5.969   5.821   2.876   4.955
[2,] 420.358 239.193 130.376 399.644 393.288 399.675 205.568 679.897
[3,] 317.004 211.493 105.778 401.672 340.048 385.517 215.495 568.768
       [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   6.052   2.596   4.914   4.64   4.241   2.986   4.779   1.642
[2,] 326.894 167.265 562.022 525.79 444.630 578.403 323.184 125.149
[3,] 342.084 154.677 637.631 466.26 450.750 537.100 270.960  85.776
       [,60]   [,61]  [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   5.806   2.242   4.47   4.114   5.095   7.046   2.565   6.283
[2,] 455.472 145.858 324.14 295.116 442.598 608.640 158.304 504.479
[3,] 524.211 122.802 381.62 255.935 356.620 527.403 174.301 492.899
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   4.149   9.862   2.291   5.249   5.784   6.553   6.472   6.421
[2,] 312.495 800.571 160.065 348.783 382.782 483.278 481.636 538.294
[3,] 230.135 743.250 133.961 319.116 384.326 413.833 444.169 462.488
      [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   4.94   4.764   1.695   5.543   3.697   5.945   2.824   3.288
[2,] 505.04 521.946 121.349 490.346 295.685 441.639 223.242 230.868
[3,] 386.10 446.049 120.484 483.878 293.733 443.133 162.833 211.203
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   2.305   5.625   4.467   9.031   8.408   1.887   2.204   3.514
[2,] 147.703 456.696 304.871 566.973 520.043 225.691 316.939 251.555
[3,] 140.709 356.429 278.069 454.044 509.478 292.155 201.481 236.286
       [,92]   [,93]  [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   3.666   4.117   3.01  1.169   6.171   13.86   6.388
[2,] 192.635 264.941 205.90 76.261 599.452 1687.32 623.338
[3,] 250.117 295.825 176.52 85.650 583.059 1309.76 631.876
[1] "--- VAR model 2017-10-05 12:01:00  completed"
[1] "Completed training sample:  2017-10-05 12:01:00 - 2017-10-05 20:00:00"
[1] "SpVAR;   training sample:  2017-10-05 12:31:00 - 2017-10-05 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.247           7.074         18.255         -7.787
          10.378          -7.396        -19.021         -8.355
          -4.723           2.848          4.961         -8.245
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.3255         0.1213          -0.3752            0.434
       -20.5375         6.5688           0.8839            6.804
       -14.6498         4.7316           2.7836            4.415
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           16.088            3.502           0.6819           -9.643
           -1.695            7.497          -0.5205           -9.201
            9.587            5.084           2.0507          -10.050
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -10.1895            1.796            2.708           0.7033
          -0.9457           -2.933           -7.599          -4.9207
          -2.7200           -9.313           -5.113          -1.8909
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -12.7283           -2.781          10.6900            3.982
           0.1602            1.899          -6.2825          -12.227
         -12.5679          -13.723           0.4089           11.987
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            4.467            7.475           -37.93           12.661
          -11.105           -4.632           -10.11          -18.392
           18.338            0.512           -19.80            3.108
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.341            8.386          -16.140          -1.4583
           -2.039          -26.244           -2.293          -0.4178
           -3.263            1.045          -19.733          -2.5234
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.212           -6.868            4.511          -12.792
           -3.416            5.437          -16.250           -4.270
          -13.799           -5.742           -3.430           -5.739
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            7.943          -11.911            -6.84          -14.003
           -0.651          -10.617           -10.79           -4.728
            6.359           -5.941           -11.20           -7.547
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.196            4.559           -2.682          -0.6377
          -10.889           -7.899           -2.003           0.8121
           -3.325          -14.218           -6.581          -0.1699
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.9039          1.35639            5.452         -10.6422
           2.2646          0.98875            3.451           0.9539
           0.9511         -0.07045            4.027          -6.8676
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.826            4.227           -19.95            4.477
            3.694            2.138            -2.14            6.110
            1.073            3.818           -15.64            9.260
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.229           -3.169         -11.6492           15.637
           -4.979           -4.095          -0.8909            1.521
           -4.643           -1.746         -10.9833            3.764
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.8272            7.616            5.695           4.3468
           3.5808           -6.553           -5.776           0.8542
           0.8197          -24.570           -2.163          -1.4593
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.296           -8.190          -0.4032           5.4974
            3.284            4.095          -0.8617           0.2072
           -8.226           -5.591          -2.0272           6.5875
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.849           11.948          -2.2301           -1.105
           -3.569           -3.551           0.5256           20.669
           -5.235           -3.172          -6.2718            1.148
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            19.50          -1.9354           10.841           -1.899
            12.80           2.2100            2.238            4.518
            11.74           0.1362           22.718            3.475
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           36.255           -1.812           12.016          -10.410
           -4.767            5.826            7.775            9.155
           17.534            5.360           -5.790           -7.348
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.861           9.3921           28.110            8.914
           -2.744           4.3871           10.892            2.912
           -4.427          -0.1737            7.168            9.455
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -8.068           -2.274            4.623          -7.0945
           -1.089           -1.202            3.204          -0.1249
           10.882           -5.186           -3.394           0.1789
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.240          -2.7805          -0.9375            2.773
           -6.496           0.2032          -3.7452            1.661
            4.895           0.6753          -2.2952           -2.565
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -8.8212           -3.212           14.323            4.283
           5.4908           -6.982            2.327            4.588
          -0.2943           -3.014            3.400            1.442
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5127           -4.314            2.545            4.962
           0.7872            7.018            7.839            4.277
           7.2826            3.228            2.708            2.078
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.827           -5.294           -8.879            117.1
          -10.045           -2.101          -10.825            118.8
           -1.104            1.401          -10.134            117.2
 rnd_95776.volume rnd_95787.volume
            3.545            9.232
          -34.813          -23.111
           28.540            4.617
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.615 3.038 12.42 3.585  7.092 2.014 2.166 5.259 5.591 4.366 2.488
[2,] 4.281 3.440 15.03 4.915  8.961 2.317 2.508 5.850 6.576 6.496 3.447
[3,] 4.885 3.742 16.97 6.468 10.521 2.599 2.754 6.404 7.160 7.210 3.833
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.203 3.132 3.426 3.020 2.983 4.033 3.604 6.533 4.864  9.205 4.356
[2,] 4.414 3.631 4.741 4.220 3.421 5.011 4.742 7.686 5.938 11.049 4.968
[3,] 4.964 4.027 5.533 5.245 3.830 5.886 5.578 8.783 6.673 12.496 5.387
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.57 5.201 1.963 4.449 3.749 3.899 3.586 1.855 3.809 5.008 2.267
[2,] 15.31 6.980 2.282 6.676 6.170 4.659 5.131 2.249 5.142 5.846 2.536
[3,] 17.73 8.221 2.514 8.258 7.422 5.082 6.485 2.495 6.521 6.637 2.820
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.612 4.305 4.169 4.516 3.812 3.707 1.237 3.300 1.198 3.533 2.698
[2,] 5.841 6.001 6.079 5.709 4.777 4.456 1.500 4.001 1.383 4.149 4.208
[3,] 7.263 6.982 6.955 6.379 5.425 4.989 1.681 4.528 1.492 4.762 4.796
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.558 1.641 3.059 4.545 4.766 2.264 3.845 4.779 2.082 3.870 3.462
[2,] 3.092 1.910 4.337 5.320 5.520 2.681 6.385 5.379 2.389 5.807 5.228
[3,] 3.461 2.037 5.274 5.889 6.132 3.121 7.418 5.942 2.661 7.464 6.246
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.314 2.414 3.647 1.329 4.487 1.736 3.425 3.323 3.894 5.039 1.983
[2,] 4.615 4.706 4.365 1.580 5.608 2.007 4.243 3.910 5.056 6.742 2.286
[3,] 5.742 6.248 4.762 1.715 6.795 2.213 5.092 4.324 5.710 7.728 2.606
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.849 3.316  7.598 1.883 4.011 4.439 5.159 5.185 5.041 3.743 3.862
[2,] 6.135 3.955  9.647 2.197 4.764 5.340 6.260 6.291 6.368 5.348 5.441
[3,] 7.108 4.323 11.062 2.391 5.417 6.056 6.959 7.059 7.243 6.072 6.328
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.308 4.302 2.908 4.640 2.331 2.593 1.817 4.291 3.489 6.487 6.363
[2,] 1.550 5.642 3.607 5.698 2.802 3.090 2.088 5.457 4.184 7.802 7.516
[3,] 1.782 6.744 4.156 6.641 3.076 3.505 2.321 6.070 4.683 8.654 8.410
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.469 1.763 2.755 2.908 3.160 2.291 0.9169 5.315 10.92 5.095
[2,] 2.234 2.965 3.389 3.268 3.747 2.743 1.0870 7.000 16.03 7.053
[3,] 3.132 3.320 3.809 3.730 4.265 3.021 1.2554 8.249 18.82 8.542
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]  [,9]
[1,]   4.591   3.857   15.77   4.552   9.005   2.557   2.751   6.679   7.1
[2,] 319.904 225.210 1181.36 468.985 764.035 159.916 176.194 357.379 482.8
[3,] 328.176 205.289 1100.11 586.360 769.008 163.978 158.772 363.221 395.1
       [,10]   [,11]   [,12]   [,13]  [,14]   [,15]   [,16]   [,17]
[1,]   5.544   3.159   4.067   3.977   4.35   3.834   3.788   5.121
[2,] 670.969 332.808 423.631 256.318 457.05 411.144 233.669 414.974
[3,] 436.162 233.702 316.630 242.812 397.82 434.507 240.297 430.598
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.577   8.295   6.176  11.69   5.532   13.42   6.605   2.493
[2,] 429.801 564.796 475.230 852.34 333.013 1543.89 649.161 162.364
[3,] 409.642 592.809 424.481 814.12 290.766 1246.87 605.747 146.895
       [,26]  [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.649   4.76   4.952   4.554   2.356   4.837   6.359   2.879
[2,] 694.177 683.52 355.687 511.861 177.413 481.742 420.858 158.399
[3,] 677.967 575.29 282.945 553.160 150.472 559.308 438.210 172.167
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]  [,42]
[1,]   5.856   5.466   5.293   5.734   4.841   4.707   1.571   4.19  1.521
[2,] 499.974 583.138 617.078 487.260 401.576 344.929 118.375 315.54 96.280
[3,] 602.044 497.936 471.305 396.783 358.451 313.022 105.865 295.65 78.370
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   4.486   3.426   3.248   2.084   3.885   5.772   6.053   2.875
[2,] 303.406 450.517 242.327 136.481 428.802 385.548 388.363 200.211
[3,] 325.997 320.936 216.880  98.649 418.438 352.224 372.497 222.771
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   4.883   6.069   2.644   4.915   4.396   4.209   3.066   4.631
[2,] 710.983 344.427 163.240 603.754 546.358 447.940 563.405 334.552
[3,] 526.647 351.864 163.722 654.191 476.852 476.389 573.307 265.493
       [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]   [,66]
[1,]   1.687   5.698   2.205   4.349   4.22   4.945   6.398   2.518
[2,] 119.184 469.346 140.566 349.286 287.25 449.816 624.813 158.567
[3,]  93.287 535.197 130.016 392.618 257.75 370.059 526.859 174.494
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   6.157   4.211   9.648   2.391   5.094   5.637   6.551   6.584
[2,] 524.138 300.729 829.064 157.825 358.449 414.138 494.648 496.844
[3,] 500.741 243.299 754.944 131.471 359.617 398.254 423.884 446.868
       [,75]   [,76]   [,77]  [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   6.401   4.753   4.905   1.66   5.463   3.692   5.893   2.96   3.293
[2,] 542.824 532.834 534.494 116.04 509.154 297.734 461.101 216.80 234.458
[3,] 481.266 400.882 450.642 122.59 515.301 288.057 475.943 177.00 230.563
       [,84]   [,85]   [,86]   [,87]  [,88]   [,89]   [,90]   [,91]
[1,]   2.308   5.449   4.431   8.237   8.08   1.865   2.239   3.499
[2,] 143.519 470.149 321.939 604.739 557.99 234.762 332.405 275.143
[3,] 141.147 370.903 293.334 522.059 526.22 306.094 208.404 242.607
       [,92]   [,93]   [,94]  [,95]  [,96]   [,97]  [,98]
[1,]   3.693   4.012   2.909  1.164   6.75   13.87   6.47
[2,] 208.082 281.013 210.433 81.424 635.23 1635.30 680.17
[3,] 250.866 283.994 176.735 87.594 608.72 1375.38 672.18
[1] "--- VAR model 2017-10-05 12:31:00  completed"
[1] "Completed training sample:  2017-10-05 12:31:00 - 2017-10-05 20:30:00"
[1] "SpVAR;   training sample:  2017-10-05 13:01:00 - 2017-10-05 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.693          -3.712          8.384        -4.6856
           5.792          -5.054          6.231        -8.9177
          -2.447          -4.821         16.370        -0.1419
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          6.446        -0.4510            7.526           -2.810
          5.461         0.1482            2.253            5.441
         -3.333         0.3387            1.200           -4.193
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.869          -8.7069           5.2729           -21.44
          -18.409          -4.9740           0.6468           -14.19
           -1.003           0.6902          -1.1347           -13.23
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -7.095           -3.790           -9.559           -4.333
           -5.149           -6.706           -5.626            2.163
            1.140          -13.428          -16.518           -8.242
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.702           -8.058           -3.381          -15.358
          -17.693           -9.300          -16.883           -3.611
          -12.307          -12.582          -16.203          -13.008
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.784           -5.319           14.314          -0.1619
          -12.292           -7.676           -4.473           5.9617
           -1.916           -1.843           -4.583          -5.0984
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5563           -6.885           -8.887            7.370
           2.0177            6.966            6.818           -1.482
           2.9351          -10.199           -1.389            4.948
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.947           -4.112            -9.64          -0.5284
           -7.832            4.345           -11.65          -5.6303
            1.786            1.831            -3.02          -0.1672
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.262            1.311           11.988           0.7595
           -2.446          -12.875          -11.382           6.0025
           -2.370           -4.049           -4.323          -5.6216
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -4.7779           -7.141           -7.985          -1.5526
          -6.7097          -12.177           -2.964           2.4987
          -0.1748            2.129            1.246           0.3576
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.8058          0.27695          -0.4837           -9.327
           0.1928          0.47626          12.3240           -1.060
          -1.7142         -0.04143           6.2174            4.680
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.761            1.100          -23.439            6.587
            2.630            2.221           -7.350           -1.638
            1.634            2.690           -1.691           -7.491
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -14.882           -6.499          -18.266           2.4342
           -1.833          -13.363          -27.426          -0.7255
           -3.643           -6.219            4.372          10.7363
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            5.282            -7.36            4.983            7.124
            1.268           -24.57          -12.816           -6.864
           -3.029           -18.24          -16.663          -11.702
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.850           -7.236           -1.023            5.385
            5.181           -5.260           -2.943           -9.597
          -16.275           -2.908           -1.455            6.040
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.773           -6.608          -5.0216           -2.018
           -4.904            3.432           2.5645            8.580
           -4.268            3.928          -0.6888            3.850
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.499          0.09428           14.892           -2.456
            4.666          0.27746            4.354           -1.412
            4.407         -1.57122            5.247            4.073
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.867           -1.581           -7.658            1.013
           23.909            3.181            7.571            6.690
           -2.335           -1.187            1.074           -1.942
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           14.792          11.4099            7.302            9.641
            5.984           0.7954            4.428           -1.118
           -0.540           8.0581           10.026           10.383
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           5.3512           -1.078            2.304           -6.587
           5.4956           -2.501           14.370           -4.530
           0.7048           -2.379            5.736           -3.057
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          15.1128           7.8547            2.649           1.2628
          -0.4849          -0.1868           -9.425          -0.5639
           2.9685           1.3945           -7.444          -4.0238
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.759           -6.505           19.558           -6.630
           -5.316           -1.173           -7.907           -2.652
           -8.097           -5.830           -1.744           10.349
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           4.7127            1.268           1.3380            4.322
           0.5093            1.135           5.2855            7.102
           1.1483            6.972           0.7722           -1.321
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -1.2190           3.1869           -10.27            129.6
          -7.8186          -6.4464           -11.33            128.0
          -0.1855           0.1364           -10.28            126.2
 rnd_95776.volume rnd_95787.volume
           -62.43            7.460
           -53.75           -2.188
           -21.53           -1.891
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.682 3.006 11.64 3.608  6.906 2.046 2.126 5.185 5.396 4.283 2.500
[2,] 4.387 3.441 13.97 4.879  8.598 2.338 2.441 5.744 6.407 6.389 3.488
[3,] 4.972 3.732 15.99 6.466 10.090 2.639 2.679 6.307 7.005 7.073 3.894
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.359 3.171 3.380 3.073 2.993 4.041 3.938 6.830 5.025  9.235 4.288
[2,] 4.511 3.634 4.626 4.166 3.432 5.024 5.056 8.098 6.301 11.304 4.818
[3,] 5.029 4.025 5.354 5.159 3.835 5.826 5.846 9.162 7.182 12.587 5.224
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.68 5.181 1.877 4.420 3.582 3.942 3.688 1.926 3.708 5.033 2.241
[2,] 15.34 6.995 2.248 6.716 6.151 4.617 5.123 2.287 4.964 5.794 2.524
[3,] 18.25 8.391 2.507 8.363 7.505 5.106 6.466 2.550 6.398 6.564 2.827
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.493 4.333 4.104 4.334 4.010 3.679 1.237 3.320 1.158 3.420 2.811
[2,] 5.610 5.952 6.004 5.549 4.918 4.402 1.460 3.999 1.315 4.088 4.312
[3,] 6.978 6.947 6.826 6.213 5.576 4.928 1.644 4.502 1.442 4.761 4.789
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.646 1.615 3.120 4.472 4.547 2.319 3.965 4.713 2.077 3.826 3.517
[2,] 3.211 1.910 4.368 5.313 5.432 2.685 6.343 5.318 2.386 5.586 5.334
[3,] 3.599 2.041 5.260 5.922 6.114 3.108 7.410 5.894 2.641 7.332 6.246
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.275 2.355 3.728 1.236 4.513 1.720 3.498 3.178 3.878  5.06 1.984
[2,] 4.625 4.575 4.418 1.516 5.736 2.019 4.245 3.784 5.050  6.88 2.285
[3,] 5.719 6.176 4.825 1.673 6.876 2.223 5.124 4.178 5.597  7.72 2.621
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.687 3.347  7.163 1.830 3.935 4.321 4.989 5.279 4.858 3.714 3.955
[2,] 6.029 3.972  9.236 2.124 4.666 5.288 6.278 6.344 6.148 5.528 5.456
[3,] 7.135 4.323 10.649 2.348 5.310 6.012 6.984 7.022 7.008 6.295 6.292
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.349 3.972 2.819 4.763 2.261 2.600 1.825 4.436 3.434 6.577 6.329
[2,] 1.627 5.359 3.475 5.852 2.747 3.134 2.058 5.440 4.116 8.053 7.559
[3,] 1.813 6.677 4.079 6.745 3.004 3.508 2.289 6.095 4.598 8.770 8.463
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.386 1.567 2.778 2.879 3.084 2.278 0.9121 5.222 10.35 5.115
[2,] 2.181 2.952 3.449 3.320 3.754 2.653 1.0724 6.947 15.22 7.070
[3,] 3.142 3.335 3.826 3.733 4.284 2.973 1.2368 8.237 18.28 8.683
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   4.675   3.817   14.77   4.581   8.77   2.598   2.699   6.584
[2,] 340.284 238.833 1104.06 468.543 730.51 161.351 171.013 352.420
[3,] 333.684 206.264 1107.32 605.149 753.32 174.850 157.621 371.824
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.853   5.439   3.175   4.265   4.027   4.292   3.902   3.801
[2,] 492.741 676.102 346.855 429.446 252.985 450.462 401.405 239.393
[3,] 403.759 432.974 247.076 317.279 246.865 384.571 434.004 244.147
       [,17] [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.132   5.0   8.673   6.381  11.73   5.446   13.56   6.579   2.383
[2,] 425.797 452.3 620.568 542.187 929.97 313.417 1570.89 670.354 176.609
[3,] 420.673 418.7 611.277 491.734 789.58 288.030 1410.86 661.203 158.224
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   5.612   4.549   5.006   4.683   2.446   4.709   6.392   2.845
[2,] 721.333 713.195 342.788 507.339 175.962 470.744 409.263 165.646
[3,] 710.731 613.377 311.162 562.621 160.790 575.731 440.116 181.849
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   5.705   5.503   5.212   5.504   5.092   4.671   1.571   4.216
[2,] 479.364 582.086 625.124 494.216 406.153 344.926 110.551 317.947
[3,] 591.883 510.972 463.189 398.695 374.733 316.037 107.914 295.152
      [,42]   [,43]  [,44]  [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  1.471   4.343   3.57   3.36   2.051   3.962   5.679   5.774   2.945
[2,] 88.689 319.425 466.32 259.46 145.597 435.999 409.234 423.797 192.803
[3,] 84.430 348.078 297.20 231.74 102.362 418.153 372.908 400.527 223.460
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]   [,58]  [,59]
[1,]   5.034   5.985   2.638   4.859   4.467   4.159   2.99   4.734   1.57
[2,] 706.177 351.381 167.334 580.437 571.946 465.849 559.41 338.191 125.19
[3,] 546.480 362.460 161.708 677.542 463.619 479.759 591.80 276.522 100.87
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]  [,66]   [,67]  [,68]
[1,]   5.731   2.184   4.442   4.036   4.925   6.425   2.52   5.951   4.25
[2,] 505.016 150.865 343.064 292.836 461.392 664.896 161.49 540.976 304.95
[3,] 540.829 132.654 409.352 252.739 344.251 499.564 183.12 544.172 243.55
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   9.096   2.324   4.997   5.487   6.335   6.703   6.169   4.716
[2,] 831.727 153.754 357.539 434.762 543.588 501.802 537.477 584.117
[3,] 756.017 142.757 361.547 407.968 436.617 429.512 479.690 429.612
       [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   5.022   1.714   5.043   3.579   6.048   2.871   3.301   2.318
[2,] 536.154 129.561 513.180 290.040 485.014 222.520 249.662 135.580
[3,] 447.140 114.225 568.198 304.554 478.579 173.532 224.902 142.990
       [,85]   [,86]   [,87]   [,88]  [,89]  [,90]   [,91]   [,92]   [,93]
[1,]   5.633   4.361   8.352   8.037   1.76   1.99   3.528   3.655   3.916
[2,] 449.142 323.570 662.748 589.581 240.09 356.80 291.474 235.841 305.363
[3,] 392.323 292.256 495.481 542.975 322.74 221.32 236.198 243.639 294.398
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.893  1.158   6.631   13.14   6.496
[2,] 193.865 80.435 653.441 1591.48 696.079
[3,] 191.335 87.890 631.418 1444.11 718.999
[1] "--- VAR model 2017-10-05 13:01:00  completed"
[1] "Completed training sample:  2017-10-05 13:01:00 - 2017-10-05 21:00:00"
[1] "SpVAR;   training sample:  2017-10-05 13:31:00 - 2017-10-05 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.062         -3.6722         15.139        -20.732
         -10.575          0.5734          4.777         -9.636
           8.822         -2.6728          9.953         -9.080
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.2077         0.9123          -0.6975          18.4892
       -42.0402         1.6116           1.3597          -0.1313
       -21.6386        -1.7957          -0.4922          -1.9774
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.524           -7.154            2.053          -19.197
            6.262           15.664            6.368           -7.648
            1.013           -4.395            1.338          -12.368
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7039           -6.264         -4.63332           -5.068
          -4.4350          -11.640          0.89142           -4.828
           5.2233            1.843          0.01263            1.033
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            -7.91           -3.874          22.3832           12.530
            -6.17          -11.006          -6.4501            2.209
           -10.58           -8.121          -0.3321           -6.702
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -19.73         -9.01389         -21.7137          -0.5616
            34.50          0.08642         -23.7248          -2.3836
            12.11         -4.17260           0.9176          -8.5966
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2714          -11.997          -21.190            9.644
          -2.1113           -6.158          -13.975            8.625
          -0.8891          -10.299           -3.569            1.627
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -23.372            1.830           -2.082           -16.53
           -7.783            2.661          -21.878           -16.87
           -7.016            1.878          -13.882           -17.35
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.2779           -1.497            2.601           -17.29
          -2.2523          -29.359          -20.496            -9.36
           0.3007          -10.775          -21.259           -17.21
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -1.6985            4.950           -2.848           1.3260
          -3.1731           -1.580           -2.156          -0.1913
          -0.6599           -3.565          -14.057          -0.5294
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.097           0.5743           -5.329           -14.64
           -2.231          -1.4689           -8.333           -10.78
           -1.440          -0.5676          -12.824           -16.27
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.015           3.1871          -7.5216           14.081
            7.700           2.9199         -10.5360            5.008
           -0.343          -0.0468          -0.8492           -2.070
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           16.930           -1.760           0.1608           18.582
           -1.476           -3.560          -1.5069            6.682
            1.666           -1.196          -4.8445            7.330
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.6879           -2.201           -3.936          2.90427
           0.9225            6.871            9.412         -0.01789
           0.2578           -1.191            1.953          9.37557
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.9683            4.950          -2.7888           -1.157
         -12.5281            1.421          -1.3375           10.629
           8.0652            2.355          -0.6542           -7.298
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.821           6.0730            2.412          -13.628
           -1.718           1.5875            7.541            4.878
           -3.049           0.8149            2.259           15.432
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.856           -1.787           -7.125           -2.185
            3.795            6.939            2.915            2.914
           10.636            7.139           -2.474           -8.446
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.827           -2.225           -2.704           0.6048
           10.286           -1.413           -2.426         -15.7154
           -4.915           -2.196            4.959          10.4451
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.03461           -5.276          16.1326          -17.585
         -5.29749          -10.734           0.6876            7.903
         -4.93680           -3.807           1.0320           -9.734
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.656           4.6667          3.20826           -3.688
            1.767           1.1611          1.25163            3.724
           -7.947           0.4644          0.08755            4.495
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.033           0.9722           2.9131          -1.2731
            2.032          -5.6794          -5.1469           2.4132
           -8.274           2.7946          -0.8197          -0.7537
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.579          -1.6674           -4.280           21.354
           -1.035          -7.5017            3.281            7.503
            2.693           0.6982            7.332            3.760
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.61642           -3.113          -3.1281          -1.7360
         -0.20644            3.195          -0.3725          -0.9688
         -0.09449           -4.409          -3.2327          -5.2758
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3392           1.6355           -9.696            114.3
          -1.6271           0.4153           -8.506            109.0
          -3.3120           2.2101          -10.182            103.7
 rnd_95776.volume rnd_95787.volume
           10.378          -13.021
            3.784           -2.538
           -1.051           -8.590
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.523 2.960 10.86 3.406  6.893 1.945 1.949 5.093 5.333 4.147 2.504
[2,] 4.296 3.430 13.07 4.631  8.713 2.292 2.294 5.723 6.466 6.359 3.378
[3,] 4.886 3.678 14.74 6.269 10.147 2.602 2.520 6.251 6.990 7.087 3.803
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.440 3.171 3.411 3.132 3.125 4.177 4.095 7.069 5.269  9.182 3.918
[2,] 4.429 3.608 4.585 4.254 3.596 5.368 5.344 8.549 6.355 11.152 4.603
[3,] 5.003 4.022 5.273 5.169 4.077 6.255 6.327 9.696 7.231 12.570 4.986
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.90 4.921 1.929 4.034 3.665 3.953 3.467 1.833 3.515 4.922 2.189
[2,] 15.74 6.759 2.224 6.545 6.133 4.558 4.919 2.219 4.693 5.765 2.492
[3,] 18.32 8.294 2.482 8.353 7.532 5.051 6.426 2.484 6.081 6.544 2.747
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.542 4.533 4.173 4.340 4.116 3.581 1.195 3.224 1.147 3.558 2.964
[2,] 5.592 6.134 6.169 5.477 4.920 4.307 1.413 3.990 1.308 4.323 4.358
[3,] 6.854 7.127 6.968 6.190 5.500 4.769 1.581 4.509 1.427 4.956 4.915
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.627 1.646 3.064 4.285 4.740 2.344 3.884 4.674 2.051 3.837 3.173
[2,] 3.194 1.924 4.537 5.204 5.492 2.730 6.357 5.319 2.331 5.599 5.177
[3,] 3.601 2.055 5.306 5.833 6.079 3.134 7.499 5.875 2.579 7.336 6.098
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.169 2.338 3.503 1.206 4.468 1.640 3.534 3.198 3.674 4.840 1.964
[2,] 4.491 4.309 4.164 1.488 5.670 1.926 4.332 3.875 4.925 6.683 2.218
[3,] 5.634 6.022 4.568 1.634 6.853 2.124 5.075 4.261 5.593 7.743 2.549
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.617 3.365  6.954 1.856 3.789 4.287 5.189 5.280 4.785 3.696 3.966
[2,] 6.024 3.955  8.917 2.142 4.571 5.205 6.315 6.288 6.056 5.498 5.423
[3,] 7.123 4.274 10.334 2.361 5.186 5.949 6.983 6.970 6.977 6.197 6.244
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.344 4.047 2.801 4.746 2.318 2.509 1.763 4.315 3.475 6.669 6.401
[2,] 1.617 5.378 3.443 5.679 2.715 3.097 2.016 5.322 4.123 7.959 7.642
[3,] 1.797 6.518 3.969 6.610 2.996 3.489 2.257 5.926 4.575 8.803 8.479
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.409 1.574 2.634 2.765 3.125 2.216 0.8576 5.443 10.44 4.896
[2,] 2.210 2.976 3.355 3.269 3.726 2.615 1.0447 7.173 15.10 6.965
[3,] 3.137 3.383 3.742 3.649 4.252 2.893 1.2087 8.405 18.76 8.628
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   4.474   3.758   13.8   4.325   8.753   2.47   2.474   6.467   6.772
[2,] 365.662 257.709 1079.5 466.625 792.544 180.45 179.908 388.498 543.905
[3,] 346.053 197.728 1013.4 628.584 773.545 183.29 155.189 373.782 394.986
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17] [,18]
[1,]   5.266   3.179   4.368   4.027   4.332   3.978   3.968   5.304   5.2
[2,] 717.110 337.385 415.003 256.051 455.587 428.075 264.593 501.594 510.6
[3,] 465.126 259.692 346.082 264.253 387.377 436.878 285.703 477.402 503.9
       [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]   [,27]
[1,]   8.977   6.691  11.66   4.975   13.84   6.249   2.45   5.122   4.653
[2,] 715.048 528.390 941.25 359.504 1689.74 689.162 164.58 766.536 731.475
[3,] 680.488 513.296 862.78 285.067 1393.06 714.922 163.95 771.920 650.343
      [,28]   [,29]   [,30]   [,31]  [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   5.02   4.402   2.328   4.464   6.25   2.78   5.767   5.756   5.299
[2,] 337.52 519.100 186.050 462.530 446.52 177.18 485.283 614.741 675.718
[3,] 323.73 614.860 166.044 575.019 460.62 171.96 589.306 539.643 481.745
       [,37]   [,38]   [,39]   [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.511   5.227   4.548   1.518   4.094  1.456   4.518   3.763
[2,] 497.061 400.949 355.884 111.985 349.539 93.519 365.136 475.323
[3,] 428.794 365.762 304.722 105.576 312.583 84.886 360.417 337.833
       [,45]  [,46]  [,47]   [,48]   [,49]   [,50]   [,51]   [,52]   [,53]
[1,]   3.335   2.09   3.89   5.441   6.019   2.977   4.932   5.935   2.604
[2,] 270.266 148.06 497.78 439.440 412.527 208.013 748.442 377.593 164.662
[3,] 247.261 107.53 409.16 391.879 387.865 228.836 591.701 371.376 164.137
       [,54]   [,55]   [,56]   [,57]   [,58]   [,59]   [,60]   [,61]
[1,]   4.872   4.029   4.024   2.969   4.449   1.532   5.674   2.082
[2,] 606.483 608.370 473.387 538.231 334.660 129.618 519.025 150.180
[3,] 705.044 479.346 505.908 625.861 279.579 100.297 572.609 133.270
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]
[1,]   4.487   4.061   4.666   6.146   2.494   5.863   4.273   8.831
[2,] 372.751 325.556 487.734 685.515 153.161 575.386 309.167 830.037
[3,] 393.078 263.477 394.235 581.545 186.848 565.379 241.025 776.845
       [,70]   [,71]   [,72]  [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   2.357   4.811   5.443   6.59   6.705   6.076   4.693   5.036
[2,] 159.171 380.451 439.223 535.16 508.000 552.102 605.469 549.983
[3,] 147.662 364.127 428.267 443.55 447.313 515.357 425.129 460.394
       [,78]  [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   1.707   5.14   3.557   6.027   2.944   3.186   2.239   5.479
[2,] 133.687 526.81 297.871 463.984 210.159 270.054 145.329 463.291
[3,] 116.742 547.54 293.642 502.915 188.395 239.051 151.001 387.748
       [,86]   [,87]   [,88]  [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   4.413   8.469   8.129   1.79   1.999   3.345   3.512   3.968
[2,] 329.897 646.057 620.748 253.27 375.643 308.892 259.236 301.815
[3,] 295.091 559.518 546.578 331.00 239.402 246.672 241.246 304.701
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.814  1.089   6.911   13.26   6.218
[2,] 206.569 88.730 694.969 1622.78 736.713
[3,] 183.939 90.420 651.678 1654.35 757.449
[1] "--- VAR model 2017-10-05 13:31:00  completed"
[1] "Completed training sample:  2017-10-05 13:31:00 - 2017-10-05 21:30:00"
[1] "SpVAR;   training sample:  2017-10-05 14:01:00 - 2017-10-05 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -6.665           3.112         -13.79        -28.886
           6.772           7.651         -30.74         -9.148
           7.230           3.588         -20.00         -9.984
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.8838        0.14183            5.219         -6.12212
         5.7077        0.05823            3.692          0.04852
        -9.3813       -2.31398            5.810        -11.11137
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
         -17.0655           -4.154           -4.209           -10.90
          -0.4314           -6.714            2.657           -19.01
         -10.5117           -7.453            1.762           -10.97
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -4.1697            2.337            4.552           2.7512
          -0.1800          -14.419           -2.780          -0.5403
          -0.9249           -2.301            4.345          -0.6317
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.698            3.949            28.77            1.387
            1.580            8.123            17.71           17.091
            1.492           14.805            22.78           15.602
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -31.54          10.9861            18.22           -16.29
           -34.47           0.3123           -49.31           -12.62
           -28.87           1.1295           -42.23           -20.92
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            6.685          -15.110           -5.852           -1.056
            3.851           -6.485          -12.707            1.304
            3.983          -28.118          -20.181            6.678
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -20.277           7.7904          -23.130           0.4573
          -12.337           0.6766           -8.438           5.4729
           -8.806          -1.5208           -7.963          -0.9074
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -8.8526           -3.112          -13.845           -2.710
          -3.8263           -5.626           -1.708           -2.043
          -0.5621          -12.243           -7.611           -1.576
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            6.862          -0.7956           11.390            3.239
            1.707          -1.9774           14.807            1.785
            4.729          -1.7795            6.124            2.243
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.727            1.269           -5.880           -9.845
            3.504            1.723           -4.087          -10.798
            2.572           -1.646           -4.859          -10.675
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -6.056          -1.8178           -6.606           -3.322
            1.784          -1.0316          -15.386           -4.834
            4.754          -0.8239           -8.163           -7.121
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.491           2.7750           -9.356            8.176
           -2.148          -0.2321           -1.059           -1.010
            5.302          -9.9505          -13.458           11.395
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.411          -35.096          -13.468          -2.6218
           -3.712           -1.161            4.206         -13.8228
           -2.143           -6.400            0.599           0.3108
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -21.885            7.501           -1.943           14.297
           -9.368           -2.259           -2.490           -4.274
            1.112           10.270           -1.756          -11.872
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.660           -1.643          -6.6374            7.692
           -3.618          -13.850          -5.7228           -1.606
           -4.653           -3.252          -0.1595           -9.376
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           25.697           4.2453           26.432           10.190
           10.968           1.0880           26.475           -1.047
            2.626          -0.1707            9.968            1.580
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           6.3719           -3.898          -5.7390           -7.020
          20.6583            3.114           5.2965            2.758
           0.7407            5.148           0.8024            8.271
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          10.8110        11.253189           17.757            6.264
           0.7522        -0.005628            8.785            2.370
          -3.3118        13.151352           11.302            6.991
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.489            0.819             8.29            1.501
           -1.894            1.304            -2.34            5.989
           -2.363            1.292           -15.21            6.077
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -15.424           -4.108           -1.199           -1.366
           -3.135           -0.797           -3.998            0.712
           -7.542            1.998           -1.413            2.338
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5295            0.251           13.609           -4.672
          -7.8066            3.719            8.876            7.490
         -10.2316            3.368           13.462           13.816
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2756           -1.090          -0.4637           0.6316
          -0.1917            4.522           2.4653           3.2880
           3.3909            1.017          -2.2429          -1.1958
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -0.107           -2.041           -6.416            100.1
           -4.429           -3.870           -7.008            109.7
           -2.560           -2.510           -7.532            108.2
 rnd_95776.volume rnd_95787.volume
           -3.141          -17.450
          -21.712           -8.931
          -27.824          -21.625
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.528 2.904 11.03 3.465  7.030 1.941 1.791 4.751 5.197 3.883 2.376
[2,] 4.259 3.445 13.05 4.611  8.662 2.270 2.143 5.437 6.307 5.947 3.238
[3,] 4.825 3.759 14.46 6.367 10.088 2.542 2.354 5.922 6.825 6.747 3.728
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.329 3.090 3.453 3.205 3.164 4.158 4.053 6.335 5.488  9.174 3.757
[2,] 4.308 3.566 4.500 4.201 3.607 5.335 5.286 7.837 6.398 11.252 4.535
[3,] 4.855 3.998 5.155 5.030 4.084 6.268 6.196 8.793 7.268 12.473 4.903
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.63 4.840 1.922 3.767 3.601 3.533 3.512 1.810 3.432 4.588 2.145
[2,] 15.62 6.784 2.221 6.464 5.995 4.271 4.814 2.212 4.661 5.421 2.479
[3,] 18.33 8.420 2.479 8.319 7.537 4.857 6.556 2.512 5.989 6.261 2.718
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.688 4.645 4.229 4.074 3.999 3.376 1.174 3.121 1.066 3.551 2.884
[2,] 5.833 6.114 6.155 5.232 4.857 4.155 1.377 3.812 1.228 4.239 4.258
[3,] 6.968 7.036 6.882 5.955 5.412 4.665 1.551 4.336 1.362 4.779 4.724
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.614 1.627 3.004 4.177 4.778 2.200 3.771 4.353 1.930 3.735 3.339
[2,] 3.162 1.918 4.482 4.985 5.416 2.636 6.233 5.087 2.213 5.460 4.936
[3,] 3.586 2.049 5.232 5.604 6.021 3.000 7.252 5.791 2.503 7.150 5.923
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.127 2.357 3.558 1.089 4.265 1.613 3.154 3.211 3.637 4.711 1.918
[2,] 4.493 4.461 4.198 1.330 5.543 1.856 3.978 3.785 4.661 6.326 2.222
[3,] 5.551 5.868 4.556 1.502 6.698 2.048 4.839 4.170 5.404 7.505 2.507
     [,67] [,68]  [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.616 3.262  7.070 1.816 3.805 4.179 5.214 5.082 4.506 3.618 3.850
[2,] 5.752 3.819  8.999 2.114 4.523 5.182 6.320 6.087 5.771 5.333 5.232
[3,] 6.863 4.115 10.214 2.340 5.162 5.933 6.986 6.843 6.740 6.043 6.071
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.347 3.882 2.686 4.566 2.260 2.553 1.732 4.223 3.489 6.700 6.486
[2,] 1.614 5.349 3.297 5.589 2.661 3.125 1.991 5.079 4.120 7.844 7.533
[3,] 1.804 6.423 3.841 6.519 2.959 3.460 2.211 5.678 4.640 8.724 8.349
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.349 1.599 2.622 2.823 3.001 2.120 0.8422 5.511 11.03 4.812
[2,] 2.133 2.990 3.323 3.257 3.578 2.450 1.0334 7.369 15.32 6.965
[3,] 3.059 3.365 3.696 3.649 4.144 2.738 1.1778 8.692 18.63 8.727
Root mean square errors of predictions:  
       [,1]    [,2]   [,3]  [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.48   3.687   14.0   4.4   8.927   2.465   2.275   6.033   6.599
[2,] 365.77 284.258 1070.0 466.3 775.601 180.324 180.183 405.266 547.762
[3,] 347.55 230.433  954.3 673.1 792.737 175.623 149.392 359.596 399.894
      [,10]   [,11]   [,12]   [,13]   [,14]  [,15]   [,16]  [,17]   [,18]
[1,]   4.93   3.017   4.228   3.923   4.385   4.07   4.018   5.28   5.147
[2,] 690.55 337.260 419.112 273.065 442.265 416.17 265.288 512.27 520.044
[3,] 488.40 283.266 342.985 277.121 385.494 424.11 293.601 504.34 495.419
       [,19]   [,20]  [,21]  [,22]  [,23]   [,24]  [,25]   [,26]   [,27]
[1,]   8.044   6.969  11.65   4.77   13.5   6.145   2.44   4.783   4.573
[2,] 707.145 503.993 998.62 389.34 1754.6 728.647 170.85 805.195 734.615
[3,] 611.466 528.645 825.11 285.73 1470.6 764.521 168.66 802.587 700.337
       [,28]  [,29]   [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.486   4.46   2.298   4.358   5.826   2.724   5.954   5.898
[2,] 367.944 504.52 195.029 483.571 442.556 190.382 531.979 609.528
[3,] 354.537 682.29 182.541 576.484 480.336 170.909 584.297 533.576
       [,36]   [,37]   [,38]   [,39]   [,40]   [,41]  [,42]  [,43]   [,44]
[1,]   5.371   5.174   5.079   4.287   1.491   3.963  1.354   4.51   3.662
[2,] 685.406 503.026 422.376 371.309 110.168 335.414 93.409 354.84 480.211
[3,] 472.028 436.150 365.943 325.238 109.426 316.886 90.124 338.09 313.603
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.319   2.066   3.814   5.304   6.068   2.794   4.789   5.528
[2,] 272.596 155.521 509.885 417.005 390.807 222.476 760.669 403.371
[3,] 259.432 110.582 413.763 392.641 403.173 219.493 568.361 424.440
       [,53]   [,54]  [,55]  [,56]   [,57]   [,58]   [,59]   [,60]   [,61]
[1,]   2.451   4.743   4.24   3.97   2.993   4.518   1.383   5.415   2.048
[2,] 165.794 610.453 557.19 494.57 580.552 341.687 117.083 542.855 140.717
[3,] 179.389 707.780 501.93 499.60 584.326 271.346 106.868 576.237 132.623
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]
[1,]   4.005   4.078   4.619   5.982   2.436   5.862   4.142   8.978
[2,] 371.458 307.026 446.717 647.330 171.909 526.074 304.395 853.428
[3,] 422.419 268.523 419.264 618.966 177.840 573.887 235.263 740.696
       [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]
[1,]   2.306   4.831   5.306   6.621   6.453   5.722   4.594   4.888
[2,] 165.786 374.833 469.849 547.413 513.522 552.491 600.642 543.229
[3,] 153.787 381.535 442.906 456.526 479.372 533.732 435.698 471.966
       [,78]   [,79]   [,80]   [,81]  [,82]   [,83]   [,84]   [,85]  [,86]
[1,]   1.711   4.929   3.411   5.798   2.87   3.242   2.199   5.363   4.43
[2,] 136.201 564.030 293.058 493.988 215.21 276.147 150.664 432.523 335.89
[3,] 123.444 545.163 302.106 514.492 198.38 227.785 147.214 389.083 327.39
       [,87]   [,88]   [,89]  [,90]  [,91]   [,92]   [,93]   [,94] [,95]
[1,]   8.508   8.237   1.713   2.03   3.33   3.585   3.811   2.692  1.07
[2,] 625.180 587.239 253.291 387.21 312.80 248.929 298.545 188.348 91.79
[3,] 585.350 551.752 336.059 236.58 248.05 252.150 320.471 187.253 86.62
       [,96]   [,97]   [,98]
[1,]   6.999   14.01   6.111
[2,] 749.783 1629.35 771.804
[3,] 706.572 1625.71 806.139
[1] "--- VAR model 2017-10-05 14:01:00  completed"
[1] "Completed training sample:  2017-10-05 14:01:00 - 2017-10-05 22:00:00"
[1] "SpVAR;   training sample:  2017-10-05 14:31:00 - 2017-10-05 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.209          0.1834         -1.505         -9.852
          -3.279          0.3457         -6.542         -6.681
           2.372          3.3442         -1.000          3.460
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -11.94          3.289          -1.6106           3.7472
         -13.25         -1.577          -0.4244          -0.9717
         -23.46          4.513          -1.6677           1.6603
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.1042           7.8814           -3.444           -5.128
          -0.7742          -0.5703            3.981           -2.148
          -1.6555          -2.9438           -3.339           -2.827
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.3502           -2.757           -1.927           0.4615
          10.9868            2.318            2.618          -3.9970
          -0.9229            5.041            2.405          -1.3829
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -5.050           7.4255            3.396           7.6535
            3.700          -1.4617            1.999          -0.3021
            8.706          -0.4229            6.814          11.2510
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           27.869          -4.0273           -12.19          -11.781
           -3.144          -1.6908            10.67           10.628
           -1.436          -0.3621           -11.67            1.777
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.4198         -10.9986          -11.002           -1.058
          -4.9129           6.2888           -7.153           12.523
          -0.9765           0.5543           10.884            1.480
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -11.920           2.3778            7.706           -2.733
           -9.979           0.6301          -17.436           -6.584
            4.957           2.6426           -6.792           -1.778
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.2303             5.59          -10.040           -28.79
          -0.9458           -14.98           -1.509            10.82
           1.6829           -12.70          -17.270           -19.27
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -16.925           4.5257            2.071           1.2705
           -1.741           3.3373           -2.584           0.4426
            1.443          -0.6114            1.628          -1.2097
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.464          -1.0247           -1.937           -6.541
            4.158           0.9907           -9.182           -5.907
            5.683           1.4560            3.538          -11.455
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.3966           -1.752           -3.164           -4.856
           0.4377           -1.633           -8.402            7.580
           3.3705           -1.272           -5.958           -1.822
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -3.9618          -0.1529          -6.5461            1.154
           6.0322          -3.5079           3.4089            4.631
          -0.2519          -1.4018           0.8458            2.049
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.9149            4.694           0.5100          -3.4204
           1.9076           -1.839          -6.3521           0.0938
          -0.6561           -5.112          -0.1455           5.4320
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.603           1.9005          -0.1701            1.325
            3.781           0.9924           0.7459           -4.681
           -5.680          -1.1445           0.5794            8.235
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.8418           -5.582           -2.694           -4.452
          -0.9344            3.195            2.257           -1.264
          -0.5255           -1.908            1.445            4.477
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.341           0.9296           2.7651          0.04476
            3.193           2.6494           0.7975          1.16566
           -4.800           0.9964          14.0845         -1.85928
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.290          -1.2560           3.2813          -4.4255
            3.964           0.3772          -8.4905          -0.4439
            6.115          -0.3927          -0.2317           3.7179
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -13.5147           -9.085           -4.709          -3.2830
          -6.0518            7.004           -6.010          -2.8853
           0.5946           -1.273            3.800           0.5644
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -6.955           0.9194            2.234           -6.414
           -5.172           1.4378           -5.923           -5.140
            7.435           0.8036           -6.064           -8.146
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.657           4.6056         -0.03195           2.3825
           -9.499           0.5153         -2.17159          -0.3578
           -3.469          -3.8649         -0.59903          -0.3375
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.679           -1.858            6.996           15.297
           -2.449           -1.382           18.023            8.371
           -1.900            7.388           19.991           -7.255
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.01784           -2.673          -11.982          -10.660
         -5.15834           -8.673            3.142            2.972
         -4.72380            1.162           -4.338           -3.560
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           5.1631          -0.9445           -6.403           103.28
          -0.3439          -0.9965           -7.897            98.14
           2.3417           2.4630           -6.767            98.86
 rnd_95776.volume rnd_95787.volume
          -0.8992           -9.532
         -23.9862            8.802
           6.8044            1.340
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.389 2.799 10.41 3.362 7.213 1.825 1.786 4.614 4.974 3.864 2.380
[2,] 4.107 3.370 11.98 4.580 8.628 2.200 2.134 5.229 6.029 5.818 3.190
[3,] 4.696 3.707 13.31 6.317 9.989 2.479 2.365 5.722 6.561 6.583 3.638
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.112 3.006 3.504 3.089 3.406 4.292 4.106 6.036 5.522  9.127 3.481
[2,] 4.075 3.476 4.492 4.025 3.848 5.300 5.350 7.603 6.502 11.019 4.134
[3,] 4.602 3.929 5.012 4.690 4.298 6.203 6.183 8.412 7.280 12.332 4.602
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.26 4.765 1.912 3.693 3.511 3.421 3.394 1.787 3.264 4.473 2.077
[2,] 15.30 6.686 2.195 6.146 5.938 4.041 4.727 2.150 4.537 5.228 2.434
[3,] 17.69 8.108 2.452 7.892 7.705 4.595 6.408 2.488 6.126 5.958 2.689
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.826 4.572 4.153 3.994 3.782 3.356 1.139 3.089 1.028 3.496 2.801
[2,] 5.863 6.040 5.971 5.244 4.577 4.122 1.331 3.666 1.177 4.213 4.246
[3,] 6.847 6.877 6.606 5.955 5.117 4.565 1.471 4.057 1.342 4.763 4.743
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.600 1.649 2.915 3.985 4.756 2.233 3.553 4.353 1.892 3.695 3.252
[2,] 3.108 1.917 4.389 4.680 5.387 2.633 5.892 5.026 2.153 5.358 4.809
[3,] 3.523 2.073 5.109 5.312 5.983 2.980 6.895 5.676 2.430 6.988 5.836
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.981 2.395 3.248 1.055 4.163 1.547 3.150 2.969 3.467 4.684 1.826
[2,] 4.455 4.318 4.009 1.279 5.279 1.752 3.874 3.536 4.512 6.128 2.155
[3,] 5.477 5.597 4.378 1.447 6.481 1.951 4.684 3.926 5.227 7.062 2.456
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.347 3.048 6.601 1.733 4.004 3.954 5.020 4.855 4.446 3.539 3.774
[2,] 5.625 3.540 8.443 2.067 4.513 4.936 6.064 5.854 5.653 5.201 5.069
[3,] 6.654 3.822 9.820 2.301 5.089 5.720 6.691 6.637 6.526 5.851 5.747
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.280 3.691 2.623 4.638 2.228 2.418 1.563 3.937 3.369 6.240 6.681
[2,] 1.551 5.260 3.223 5.609 2.664 3.006 1.860 4.834 4.030 7.389 7.491
[3,] 1.751 6.331 3.783 6.510 2.939 3.368 2.068 5.456 4.571 8.335 8.409
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.305 1.556 2.547 2.803 2.750 2.080 0.8915 5.936 10.78 4.614
[2,] 2.131 3.003 3.293 3.268 3.330 2.393 1.0415 7.757 15.11 6.812
[3,] 3.069 3.408 3.667 3.615 3.841 2.622 1.1993 9.039 18.54 8.321
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.304   3.554  13.22   4.269   9.159   2.318   2.268   5.859
[2,] 371.978 301.227 951.70 498.869 759.316 197.056 187.458 394.762
[3,] 365.127 247.489 930.40 697.867 807.474 183.169 163.487 372.729
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.317   4.906   3.022   3.952   3.817   4.449   3.923   4.326
[2,] 546.468 697.754 340.747 422.040 280.113 450.853 413.788 287.091
[3,] 415.186 493.996 280.437 343.021 293.601 356.735 386.379 307.041
      [,17]   [,18]   [,19]   [,20]  [,21]  [,22]   [,23]  [,24]   [,25]
[1,]   5.45   5.213   7.665   7.012  11.59   4.42   13.03   6.05   2.428
[2,] 498.79 550.205 741.494 550.694 990.53 357.67 1821.22 752.38 172.732
[3,] 516.99 497.207 577.538 525.219 888.06 324.51 1423.16 735.67 175.226
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   4.689   4.458   4.345   4.309   2.269   4.144   5.681   2.637
[2,] 788.094 768.198 344.849 527.694 191.953 505.473 433.929 203.778
[3,] 793.933 787.572 350.872 694.120 200.620 660.372 458.550 183.061
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.128   5.806   5.273   5.072   4.803   4.261   1.446   3.922
[2,] 534.159 633.068 688.081 545.122 413.318 384.030 110.522 316.896
[3,] 567.092 527.393 453.647 452.428 367.239 314.466 100.691 278.583
       [,42]  [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.305   4.44   3.557   3.301   2.094   3.701   5.061   6.039
[2,]  92.130 377.02 511.881 273.128 156.803 526.322 393.521 405.925
[3,] 103.180 356.63 339.072 266.142 126.465 419.330 402.997 417.409
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.836   4.512   5.527   2.402   4.691   4.129   3.785   3.041
[2,] 223.826 753.932 402.966 164.798 622.527 568.261 531.042 576.279
[3,] 223.801 574.470 423.202 180.688 719.585 530.402 511.093 571.251
       [,58]   [,59]   [,60]   [,61] [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   4.124   1.339   5.287   1.965   4.0   3.771   4.403   5.947   2.319
[2,] 376.987 116.081 520.601 131.786 361.7 307.962 463.184 633.808 183.409
[3,] 282.230 108.480 603.095 137.841 422.5 273.634 423.289 562.923 188.971
      [,67]   [,68]   [,69] [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   5.52   3.871   8.382   2.2   5.084   5.021   6.375   6.166   5.646
[2,] 572.59 288.793 844.236 180.7 334.142 473.785 545.618 524.562 559.935
[3,] 570.35 231.133 804.576 162.3 377.068 463.670 453.544 501.669 523.138
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   4.494   4.792   1.626   4.687   3.331   5.889   2.829   3.071
[2,] 611.390 542.841 140.454 601.041 300.423 506.036 234.438 286.475
[3,] 429.999 434.382 130.232 565.289 317.571 530.085 199.069 243.733
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.984   4.999   4.279   7.924   8.484   1.657   1.976   3.234
[2,] 161.930 450.006 354.569 634.857 543.362 270.174 411.895 334.923
[3,] 145.031 405.841 345.949 618.722 612.864 354.337 258.675 258.830
       [,92]   [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   3.559   3.493   2.641  1.132   7.537   13.69   5.859
[2,] 269.685 300.973 189.788 86.367 800.979 1698.89 803.906
[3,] 247.767 307.280 171.825 95.390 744.285 1723.02 766.393
[1] "--- VAR model 2017-10-05 14:31:00  completed"
[1] "Completed training sample:  2017-10-05 14:31:00 - 2017-10-05 22:30:00"
[1] "SpVAR;   training sample:  2017-10-05 15:01:00 - 2017-10-05 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -6.8790          8.1601          9.172          2.636
         -1.6400         -0.6613         10.735        -17.334
         -0.6619          2.5488         -3.936          2.442
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -12.407          2.356            3.248            7.525
         -7.507          2.338            1.030           -1.986
         -6.700         -1.064            2.865            1.100
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            7.445            1.954           -0.356           -2.051
            3.102            5.621            3.894           -4.954
           -2.696            3.670            5.071           -8.767
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            5.328           -3.356           4.2859            7.248
            2.568            1.565           0.3503            2.798
            4.148           -3.498          -5.4468            2.922
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.499           -9.107           -2.477           2.8743
           -5.671            4.034           10.792          -0.7099
           -6.377            2.274           11.916          11.3245
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           20.975           -1.333         -14.8169          -14.480
           -5.380           -4.583          -0.1017           -2.530
            5.532           -1.547           3.7628           -1.838
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.310           -3.441          -11.240           5.5639
           -3.153          -12.260           -2.138           9.4185
            4.607            6.659           -1.925           0.8432
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          0.06425           0.1401          -1.0276           -2.768
        -11.87381           3.0168         -16.7092           -6.975
         -2.13142          -0.8178           0.1399           -5.694
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.783           -2.756           -8.357           -8.896
            1.299           -9.581           -3.913           -9.558
            1.741           -6.406          -13.390          -13.303
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.512            6.679           -5.760            2.462
           -4.770           -1.120            4.972            1.273
           -1.502            4.274            6.416            1.339
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           5.3293          -2.0251           -9.488           -5.302
           0.8645           0.4626           -1.816          -13.737
          -2.5824           0.4069           -4.124           -6.208
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          0.41613           1.4126           -6.993          -0.3497
          4.59421          -0.8853           -3.436          -4.0094
          0.07016           1.7803           -6.991           2.2320
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.8969         -5.72493            6.596           -8.067
           0.4435         -3.43804           -9.425            2.699
           3.9612          0.07351            2.596            5.892
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.9818            5.478            2.650           -1.919
          -2.0256           -7.378           -4.128            2.205
           0.2995           -6.614           -4.700          -10.945
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.644           3.7898           1.3395           -2.311
            1.423           3.5705          -0.2562          -10.297
           -6.277          -0.9102          -0.3203            8.257
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7701           -6.227          -0.4339           -5.885
          -2.8026           -4.014           0.2149           -2.306
          -2.5850           -3.286           0.3242           -7.720
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -1.164            4.421          -13.267           -5.540
           -4.845            1.319           -1.363            3.184
            4.694            1.834            1.235           -4.704
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.4482            0.935           -2.197           -7.541
           5.0899           -1.623           -2.893           -1.624
          -3.5609            1.622           -4.312           -4.096
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.479            7.157          -1.3725           5.0495
            9.684            3.310          -0.1041           0.2173
            3.728            8.158           2.6146           0.8260
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.630           0.3852           12.108          -3.2009
           11.926          -0.5166            3.552          -2.1997
            3.069           1.2269            3.408           0.2757
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.042           -3.173          -0.8737        0.1709243
            2.417            1.775           2.0008        0.0333705
            5.819           -4.270          -3.4452        0.0004408
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.9233            4.764            2.071           11.126
           7.4866            2.966            7.113            3.805
           0.7871           -1.522           -1.121            1.929
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.2619          -0.7425          -0.5456          -0.6107
          -2.9674           1.2127          -0.6444          -0.2046
           1.3953          -1.0533           0.6615           1.2372
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.099           0.7136           -4.198            112.8
           -3.544           1.8836           -5.066            108.6
           -3.274          -3.5336           -4.362            109.5
 rnd_95776.volume rnd_95787.volume
          -26.109         -13.9862
            2.335           0.5292
           -4.429           0.2971
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.230 2.687  9.847 3.182 6.952 1.719 1.715 4.536 4.542 3.654 2.264
[2,] 3.864 3.263 11.327 4.424 8.316 2.070 2.035 5.084 5.620 5.514 3.148
[3,] 4.420 3.612 12.662 5.988 9.584 2.382 2.245 5.482 6.108 6.214 3.615
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.002 2.935 3.349 2.986 3.403 4.288 4.072 5.869 5.390  9.14 3.422
[2,] 3.844 3.445 4.292 3.862 3.810 5.258 5.338 7.419 6.371 10.77 4.103
[3,] 4.329 3.847 4.808 4.514 4.260 6.119 6.083 8.249 7.145 12.05 4.552
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.65 4.638 1.822 3.628 3.277 3.453 3.200 1.736 3.219 4.136 2.050
[2,] 14.91 6.569 2.154 6.042 5.443 4.019 4.545 2.106 4.430 5.097 2.431
[3,] 17.04 7.845 2.398 7.679 7.501 4.522 6.246 2.428 5.924 5.739 2.678
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.713 4.456 4.050 3.714 3.614 3.275 1.125 3.134 1.015 3.376 2.565
[2,] 5.691 5.935 5.784 4.701 4.363 4.001 1.338 3.667 1.156 4.063 4.055
[3,] 6.664 6.670 6.432 5.258 4.878 4.561 1.486 3.997 1.305 4.588 4.576
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.495 1.537 2.711 3.796 4.681 2.159 3.545 4.160 1.807 3.550 3.186
[2,] 3.049 1.840 3.998 4.464 5.284 2.575 5.738 4.834 2.058 5.116 4.622
[3,] 3.503 2.008 4.714 5.029 5.798 2.915 6.757 5.419 2.388 6.644 5.628
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.792 2.237 3.192 1.005 4.029 1.430 3.134 2.773 3.279 4.442 1.716
[2,] 4.171 4.125 3.742 1.248 4.998 1.658 3.774 3.270 4.258 5.949 2.051
[3,] 5.131 5.200 4.142 1.401 6.132 1.869 4.420 3.713 4.883 6.872 2.344
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.131 3.015 6.271 1.670 3.736 3.643 5.128 4.580 4.398 3.757 3.567
[2,] 5.415 3.425 8.152 1.999 4.262 4.588 6.066 5.745 5.526 5.195 4.753
[3,] 6.369 3.719 9.526 2.213 4.805 5.360 6.663 6.408 6.373 5.895 5.651
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.241 3.596 2.619 4.365 2.147 2.341 1.470 3.801 3.232 5.902 6.608
[2,] 1.488 5.118 3.214 5.509 2.497 2.914 1.713 4.663 3.935 7.003 7.370
[3,] 1.668 6.234 3.793 6.419 2.808 3.307 1.942 5.221 4.499 7.911 8.383
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.301 1.432 2.410 2.628 2.581 2.010 0.8728 6.021 10.33 4.445
[2,] 2.003 2.887 3.230 3.160 3.126 2.283 1.0351 7.977 14.86 6.659
[3,] 3.004 3.408 3.599 3.521 3.595 2.489 1.1843 9.252 17.75 8.045
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.102   3.411  12.5   4.041   8.828   2.183   2.178   5.759   5.767
[2,] 337.403 294.676 891.2 489.150 726.542 183.685 174.390 365.794 526.978
[3,] 341.710 246.905 901.0 642.418 758.374 187.615 150.895 326.108 380.646
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   4.64   2.874   3.811   3.727   4.253   3.791   4.321   5.445   5.17
[2,] 657.31 348.353 382.307 287.293 427.379 389.966 272.701 484.506 549.62
[3,] 455.91 282.791 317.057 272.484 345.007 371.982 303.433 498.246 464.18
       [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   7.452   6.845  11.61   4.345   12.25   5.889   2.314   4.607
[2,] 722.351 540.503 905.89 360.487 1808.63 740.585 183.031 768.984
[3,] 574.340 515.000 860.69 313.724 1313.09 682.572 167.625 754.517
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   4.162   4.385   4.064   2.204   4.088   5.252   2.603   5.985
[2,] 691.835 327.327 513.647 189.698 484.498 474.354 207.866 507.673
[3,] 821.523 329.909 682.053 192.403 626.103 419.847 179.089 552.105
       [,35]   [,36]   [,37]  [,38]   [,39]   [,40]  [,41]  [,42]   [,43]
[1,]   5.659   5.143   4.717   4.59   4.159   1.429   3.98  1.289   4.287
[2,] 624.059 657.382 458.593 389.09 365.886 115.188 302.92 88.205 359.779
[3,] 484.409 447.867 375.007 347.19 348.549 102.877 253.32 96.265 339.208
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.257   3.168   1.951   3.442   4.821   5.944   2.742   4.502
[2,] 500.015 278.937 161.188 467.777 373.915 390.365 223.241 718.221
[3,] 337.545 274.461 127.919 397.712 368.658 379.697 217.418 568.055
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   5.283   2.294   4.508   4.046   3.545   2.841   4.054   1.276
[2,] 391.966 156.837 586.301 533.134 493.284 551.695 310.758 117.813
[3,] 389.752 192.671 674.788 510.983 475.712 503.969 282.854 101.532
       [,60]   [,61]  [,62]   [,63]   [,64]  [,65]   [,66]   [,67]   [,68]
[1,]   5.117   1.816   3.98   3.522   4.163   5.64   2.179   5.246   3.828
[2,] 470.733 133.558 334.51 275.692 432.388 629.93 178.737 557.236 258.846
[3,] 565.480 137.521 366.28 280.252 380.617 547.75 180.685 533.666 230.394
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   7.963   2.121   4.744   4.626   6.512   5.816   5.585   4.771
[2,] 829.189 174.747 326.436 444.099 515.680 552.169 532.675 571.178
[3,] 784.423 151.217 353.227 441.149 439.044 451.844 505.101 443.462
      [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   4.53   1.576   4.566   3.326   5.543   2.726   2.973   1.867
[2,] 499.91 130.626 579.779 296.454 534.845 202.953 276.180 139.879
[3,] 486.74 119.967 566.549 320.766 524.456 204.458 249.033 145.618
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]  [,91]   [,92]
[1,]   4.827   4.104   7.495   8.391   1.652   1.819   3.06   3.337
[2,] 429.837 357.447 600.166 519.354 242.372 398.969 342.42 279.147
[3,] 374.047 346.999 585.791 636.195 356.306 288.193 252.59 247.265
       [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   3.278   2.552  1.108   7.646   13.11   5.644
[2,] 280.534 172.305 88.581 832.835 1701.67 789.262
[3,] 282.581 157.728 91.604 746.094 1545.66 718.660
[1] "--- VAR model 2017-10-05 15:01:00  completed"
[1] "Completed training sample:  2017-10-05 15:01:00 - 2017-10-05 23:00:00"
[1] "SpVAR;   training sample:  2017-10-05 15:31:00 - 2017-10-05 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1476           2.897        -0.9880        -2.8567
         -2.3895          -2.009        -4.5790        -7.1738
         -1.4800           3.308         0.6903        -0.5902
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -4.348         0.5604           0.8274            1.650
         -6.198         0.9238           0.3139           -3.853
         -5.364        -2.2511           0.4303            2.430
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.338            3.895          -0.5769          -14.034
           -5.650           -2.573           3.6509           -3.822
            1.650           -6.563          -0.7945           -9.637
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.847          -0.8434           0.2525          -0.7451
            1.224           2.7278           1.7623          -9.4799
            1.958          -5.2714          -5.1707          -3.4553
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.700           -4.171           -1.313          -4.9370
          -10.730           -7.229            1.571           0.8941
           -7.516           -8.224            3.003           1.2444
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           10.481            3.946         -17.2599          -6.3780
           -5.226           -3.359           0.3083          -3.9793
           -3.926            1.416          -8.6836          -0.9854
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.0896           -8.059           -6.326           8.0190
           0.9737           -4.719            3.284           1.7188
           2.0771           -1.737           -5.822          -0.3575
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -6.0755           1.4214           0.8371           -6.477
          -4.3541           1.5848         -13.4330           -2.905
          -0.2604          -0.6897           0.2575           -4.349
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.2570           -6.222           -2.638           -8.476
          -2.1695           -5.548           -3.341           -7.232
          -0.6339           -1.532           -8.545           -6.944
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          8.05710          -2.3385            3.160          -0.5505
         -0.09948          -0.7784            3.346           0.9223
          3.40498          -1.5810            1.696           0.5538
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           5.1188          -0.3541           -4.541           0.9305
           0.5617           1.0856           -5.196         -10.9934
           1.4829           0.1927           -2.082          -2.8891
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.1380          -0.6954           -6.938           1.6560
          -0.8027          -2.5540            0.455           4.4886
          -1.0255          -1.0630          -11.074           0.3143
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.3623           0.2105           -1.018           0.7978
          -2.9971           2.6585           -7.638           2.2152
           0.5573          -0.9454           -1.440           1.9041
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4368           -7.977           -1.503           -1.829
           0.3447           -5.934           -4.956           -4.118
          -0.0437           -6.598           -4.756           -3.996
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.360            2.664           0.1334         -2.64006
           -6.811            1.629           1.3996          0.01658
           -3.283           -1.182          -0.1466          0.23639
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.057           -4.264          0.08949          -4.6341
           -1.718           -2.189         -0.46915          -2.8501
           -1.638            1.567         -1.20996           0.0227
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.3169           1.5873          2.77866           -1.247
          -2.6015           0.6732         -2.73083            1.583
           2.3168          -1.8928         -0.05102           -2.907
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6171         -0.49849            0.735           0.1527
          -5.7164          0.02181            1.789           2.9170
          -5.5670         -0.34875           -4.125           2.8150
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            8.108            5.939          3.98041            6.706
            2.800            1.470         -0.04975            2.860
           -0.857           -2.739         -1.75194            3.425
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            0.953           0.7793           -7.900         -3.96109
           10.777           1.3124            5.724         -1.65068
            1.747          -0.7768            1.810         -0.06488
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.113           2.2498          -2.9124           2.1918
           -8.447          -0.9472          -1.9352           1.6120
            7.933           2.5596           0.2129           0.0701
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.1625           5.1707          -1.2225           0.6703
           0.8205           0.1373           8.1153           5.3998
          -2.3325           5.0044           0.5338           2.6913
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.839           -2.160           -4.072          -4.0944
           -2.211           -3.586           -1.365          -2.3396
           -2.235           -1.467           -1.345          -0.8565
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.070           0.5288           -5.771            91.66
           -1.247           2.5378           -4.357           103.69
           -2.865           0.6615           -4.501           102.91
 rnd_95776.volume rnd_95787.volume
          -12.785           -7.579
           -8.903           -4.845
           -3.305           -2.692
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.034 2.600  9.332 2.956 5.867 1.560 1.601 4.055 4.339 3.486 2.259
[2,] 3.652 3.078 10.833 4.210 7.357 1.942 1.879 4.541 5.334 5.053 3.066
[3,] 4.198 3.413 12.076 5.754 8.479 2.225 2.092 4.962 5.839 5.743 3.479
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.791 2.751 3.290 2.862 3.388 3.907 3.815 6.375 5.026  8.346 3.218
[2,] 3.616 3.226 4.144 3.753 3.783 4.997 5.081 8.105 6.063 10.195 3.809
[3,] 4.049 3.648 4.580 4.320 4.215 5.861 5.852 9.032 6.976 11.395 4.309
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.237 4.376 1.749 3.441 3.187 3.462 3.180 1.655 3.154 3.734 1.907
[2,] 14.396 6.254 2.112 5.674 5.173 3.964 4.441 2.036 4.378 4.585 2.325
[3,] 16.415 7.578 2.346 7.465 7.171 4.417 6.015 2.349 5.693 5.322 2.605
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.544 4.403 3.874 3.418 3.388 3.241 1.082 2.957 0.9404 3.292 2.464
[2,] 5.456 5.737 5.190 4.229 4.291 3.935 1.288 3.464 1.0953 4.022 3.853
[3,] 6.444 6.410 5.877 4.747 4.812 4.429 1.451 3.804 1.2405 4.536 4.513
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.342 1.509 2.636 3.583 4.536 2.167 3.316 4.044 1.742 3.399 3.066
[2,] 2.950 1.755 3.918 4.249 5.140 2.582 5.267 4.685 2.009 4.866 4.408
[3,] 3.404 1.932 4.581 4.769 5.605 2.944 6.320 5.175 2.315 6.192 5.198
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.518 2.113 3.097 0.923 3.827 1.366 3.072 2.581 3.155 4.026 1.543
[2,] 3.787 3.862 3.574 1.131 4.862 1.565 3.642 3.116 4.082 5.595 1.916
[3,] 4.737 4.891 3.892 1.291 5.877 1.780 4.195 3.506 4.728 6.392 2.190
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.593 2.797 5.091 1.593 3.481 3.546 4.999 4.423 4.342 3.627 3.380
[2,] 4.894 3.297 6.862 1.916 4.025 4.424 5.910 5.663 5.404 5.024 4.568
[3,] 5.798 3.624 7.987 2.139 4.518 5.152 6.486 6.310 6.300 5.796 5.509
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.205 3.427 2.476 3.978 2.054 2.304 1.388 3.466 3.074 5.691 6.402
[2,] 1.435 4.716 2.968 5.117 2.416 2.810 1.623 4.301 3.669 6.695 7.244
[3,] 1.623 5.904 3.452 6.111 2.723 3.172 1.846 4.860 4.196 7.636 8.136
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.177 1.346 2.224 2.440 2.599 1.915 0.8249 6.347  9.449 4.317
[2,] 1.798 2.758 2.929 2.912 3.111 2.196 0.9962 8.276 14.242 6.346
[3,] 2.779 3.211 3.348 3.290 3.485 2.379 1.1569 9.472 16.840 7.716
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]   [,5]    [,6]    [,7]   [,8]    [,9]
[1,]   3.853   3.301  11.85   3.753   7.45   1.981   2.033   5.15   5.509
[2,] 322.928 261.731 873.95 476.166 705.26 183.943 156.270 324.60 492.873
[3,] 328.820 234.307 848.02 623.202 669.58 172.248 145.873 317.83 377.527
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.427   2.868   3.544   3.493   4.177   3.635   4.302   4.961
[2,] 581.040 329.303 365.211 267.685 400.267 385.731 267.321 494.880
[3,] 433.777 261.153 289.380 270.608 309.749 339.711 295.357 486.483
       [,18]   [,19]   [,20] [,21]   [,22]   [,23]   [,24]   [,25]   [,26]
[1,]   4.844   8.095   6.383  10.6   4.087   11.73   5.557   2.222   4.369
[2,] 533.218 795.230 538.712 930.2 323.636 1753.97 709.753 188.061 716.696
[3,] 461.102 632.955 548.117 808.6 320.115 1253.21 679.798 162.122 770.700
       [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   4.047   4.396   4.038   2.102   4.005   4.742   2.421   5.771
[2,] 647.346 306.679 492.509 188.323 482.498 422.704 211.415 479.697
[3,] 788.975 309.482 644.405 186.154 577.913 429.252 186.593 544.629
       [,35]   [,36]  [,37]   [,38]   [,39]   [,40]   [,41]  [,42]  [,43]
[1,]   5.591   4.919   4.34   4.302   4.115   1.374   3.755  1.194   4.18
[2,] 584.282 548.680 395.75 418.168 354.412 110.873 286.509 89.219 367.12
[3,] 454.255 438.026 342.40 346.291 322.931 106.062 250.027 92.519 333.43
       [,44]   [,45]   [,46]   [,47]  [,48]  [,49]   [,50]   [,51]   [,52]
[1,]   3.129   2.974   1.916   3.347   4.55   5.76   2.752   4.211   5.135
[2,] 470.534 284.780 142.386 460.561 362.86 383.92 222.931 649.908 375.877
[3,] 373.433 269.789 128.397 376.930 344.14 355.34 224.557 555.134 349.010
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]   [,59]   [,60]
[1,]   2.212   4.316   3.894   3.198   2.683   3.933   1.172   4.859
[2,] 158.755 553.182 503.093 449.355 513.594 283.356 103.726 476.468
[3,] 182.789 608.237 437.653 451.894 476.791 244.798  99.116 524.445
       [,61] [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]
[1,]   1.734   3.9   3.277   4.006   5.113   1.959   4.563   3.552   6.465
[2,] 121.356 310.9 277.330 411.388 617.229 180.321 527.873 277.339 730.953
[3,] 134.700 330.6 255.274 378.997 490.866 168.743 493.852 238.853 649.286
       [,70]  [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]   2.023   4.42   4.503   6.348   5.617   5.514   4.606   4.292   1.53
[2,] 169.157 321.20 420.240 500.919 561.828 510.980 552.224 488.304 123.71
[3,] 151.118 325.93 419.552 424.350 442.195 514.488 459.079 489.185 120.71
       [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]
[1,]   4.351   3.144   5.052   2.608   2.925   1.763   4.401   3.904
[2,] 514.681 260.058 511.215 202.107 255.503 133.398 404.507 318.300
[3,] 564.293 279.931 530.681 199.364 233.847 139.769 359.470 323.386
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92] [,93]   [,94]  [,95]
[1,]   7.226   8.129   1.495   1.709   2.824   3.098   3.3   2.432  1.047
[2,] 560.264 538.783 215.967 382.368 302.648 252.592 271.6 170.657 88.742
[3,] 583.272 588.391 336.596 261.297 257.793 243.192 249.5 145.488 93.437
       [,96] [,97]   [,98]
[1,]   8.059    12   5.482
[2,] 843.780  1693 738.861
[3,] 732.053  1428 697.319
[1] "--- VAR model 2017-10-05 15:31:00  completed"
[1] "Completed training sample:  2017-10-05 15:31:00 - 2017-10-05 23:30:00"
[1] "SpVAR;   training sample:  2017-10-05 16:01:00 - 2017-10-06 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5602          3.0605        -12.232        -3.8915
          0.6645         -5.0905          7.367        -4.4368
          0.3449         -0.6012         -9.361         0.3883
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          0.794       -0.07959           0.8279            4.469
          6.212       -0.60176           1.6724           -4.057
        -11.334        2.32275           0.3293           -1.374
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.801            6.575            1.724           -6.892
            1.228           -1.716            1.397           -5.894
           -5.544           -6.660            2.010           -5.716
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.6417          -5.7351           -1.036           -8.646
           2.4524           0.3880           -0.293           -8.187
           0.3964          -0.5092            1.026           -3.763
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.282           -4.103           11.749         -0.06477
           -1.843            2.097            8.577         -1.61101
           -1.679           -1.108           11.403          4.56068
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -5.2267            6.504            2.684            2.280
           0.8078            4.798          -16.980           -4.219
         -10.3182            1.654           -5.805           -6.404
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.8679          -5.8362          -11.090           -7.558
           0.2231           0.4434            4.227           -3.079
          -1.5417          -6.1590           -9.033            1.561
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.134           1.6996           -4.615            -1.21
           -8.983           0.9679           -1.687            -8.22
            1.952          -0.6420           -1.290            -1.07
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.249          -2.6172           -5.925          -12.768
            1.812          -7.0904           -7.212           -4.079
           -2.119           0.2013           -5.828           -7.902
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.870            7.618           0.2958          0.07474
           -9.980           -8.884          -0.9445          0.03735
            0.812            2.855          -0.8682          0.65628
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.790        -0.003969           -1.431          0.01163
            2.106        -0.022705           -5.093         -6.32456
            3.609        -1.302909           -1.285         -6.69956
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.3576            1.348          -0.5555          -3.0891
           0.6502            0.575          -4.2864           0.5578
           0.9787           -1.007          -4.9902           1.1315
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.033           3.4729         -13.0993           -4.345
            1.907           0.6539          -1.2800           11.880
            1.547          -0.8627          -0.3384            3.425
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8586           0.4738            6.075            1.371
          -2.9464         -10.9526           -7.302            0.682
           0.8122           3.3560            2.723           -1.307
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.4721            6.514          -1.3122           -2.098
           5.4983            1.122           0.1826            2.283
          -7.4129            2.882           0.5328            5.231
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3126            1.268           1.6131            3.138
           0.8314           -4.199           2.5936           -2.397
          -0.5330            3.382          -0.4004           -3.625
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.840          0.37671           0.4352            1.429
           -3.325          0.78017           2.2755           -2.899
           -7.390         -0.08209          -3.3458           -2.468
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -6.87964          -0.3381         -0.37547          -0.6634
         -0.07442           0.6032         -2.97653           0.5316
         -8.88365          -0.9090          0.05412           0.9141
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.132           5.6653           -1.015          -1.6064
           -6.377           0.5744           -1.509          -0.5305
           -1.148          -5.8787            5.046          -8.5530
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.154          -1.1605           -2.298           -1.516
           -3.401           0.6064           -2.562            1.831
           -1.608           0.9454           -1.599            1.063
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.877           -0.931          -0.5229          -3.0265
            2.063            2.848          -4.3365           0.1172
           -5.182            4.522          -1.3143          -0.3460
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.887           0.2465           2.4640          -11.125
            4.891          -6.5570          -4.3502           10.048
           -6.786          -0.5586           0.4437            4.441
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1587           0.8963          -0.5824         -0.78996
           0.5154          -4.3657          -1.1623          0.16125
          -4.0846           0.9746          -0.8415         -0.09871
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.236           1.7392           -3.849            121.8
            3.078           0.3205           -3.675            109.4
            3.366           0.9998           -2.928            110.5
 rnd_95776.volume rnd_95787.volume
           -5.627           0.9105
          -12.829          -0.7533
           -1.681          -4.8086
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.931 2.441  9.064 2.748 5.245 1.435 1.517 3.672 4.071 3.267 2.137
[2,] 3.575 2.936 10.510 3.999 6.616 1.785 1.754 4.134 4.894 4.729 2.941
[3,] 3.991 3.248 11.663 5.517 7.891 2.051 1.980 4.520 5.398 5.380 3.319
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.601 2.481 3.198 2.752 3.302 3.669 3.719 6.924 5.028  7.768 3.031
[2,] 3.494 2.988 4.089 3.585 3.755 4.817 4.939 8.487 5.980  9.398 3.602
[3,] 3.907 3.396 4.543 4.253 4.189 5.793 5.813 9.289 6.837 10.548 4.070
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.912 3.976 1.650 3.135 3.186 3.352 3.011 1.630 3.041 3.520 1.825
[2,] 13.701 5.822 1.935 5.409 5.132 3.853 4.128 1.955 4.300 4.202 2.240
[3,] 15.497 7.098 2.207 7.063 6.899 4.374 5.640 2.287 5.535 4.835 2.476
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.344 3.955 3.364 3.205 3.066 3.191 1.059 2.809 0.913 3.029 2.392
[2,] 5.263 5.358 4.803 4.024 4.014 3.903 1.262 3.364 1.069 3.598 3.667
[3,] 6.185 6.025 5.559 4.595 4.572 4.344 1.419 3.650 1.206 4.207 4.184
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.310 1.444 2.574 3.341 4.278 2.067 3.160 3.844 1.677 3.309 2.800
[2,] 2.848 1.670 3.761 4.066 4.765 2.500 5.173 4.560 1.923 4.632 4.110
[3,] 3.268 1.847 4.392 4.522 5.233 2.848 6.032 5.028 2.231 5.991 5.012
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.326 1.998 2.910 0.8829 3.520 1.234 2.659 2.476 2.967 3.475 1.406
[2,] 3.546 3.534 3.368 1.0842 4.587 1.441 3.274 2.985 3.904 4.895 1.754
[3,] 4.356 4.603 3.674 1.2437 5.536 1.674 3.824 3.325 4.463 5.828 1.993
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.191 2.582 3.909 1.495 3.317 3.408 4.675 4.345 4.311 3.371 3.274
[2,] 4.470 3.005 5.724 1.794 3.911 4.170 5.586 5.527 5.163 5.017 4.546
[3,] 5.387 3.294 6.781 2.052 4.402 4.710 6.149 6.071 5.924 5.663 5.351
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.128 3.054 2.374 3.516 1.985 2.163 1.322 3.154 2.868 5.620 5.700
[2,] 1.345 4.335 2.880 4.619 2.328 2.626 1.537 4.049 3.436 6.493 6.760
[3,] 1.511 5.608 3.307 5.805 2.634 3.037 1.744 4.559 3.888 7.371 7.574
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.036 1.215 2.013 2.309 2.365 1.745 0.7767 6.528  8.951 3.873
[2,] 1.609 2.575 2.665 2.727 2.926 2.037 0.9578 8.539 12.996 5.862
[3,] 2.549 3.000 3.036 3.084 3.326 2.231 1.0982 9.882 15.679 7.173
Root mean square errors of predictions:  
        [,1]  [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   3.721   3.1  11.51   3.489   6.661   1.822   1.926   4.663   5.17
[2,] 364.902 290.8 947.92 517.583 718.293 189.127 157.054 338.394 483.78
[3,] 316.145 247.2 901.12 677.243 766.267 179.880 163.461 325.706 405.86
       [,10]   [,11]   [,12]  [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.149   2.714   3.303   3.15   4.061   3.495   4.193   4.659
[2,] 609.131 359.950 415.711 296.82 454.025 409.216 318.404 555.970
[3,] 457.205 274.124 311.513 287.39 352.784 407.812 331.085 573.336
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   4.722   8.792   6.385   9.864   3.849   11.32   5.049   2.096
[2,] 579.219 874.297 576.659 942.614 346.701 1853.99 757.779 180.032
[3,] 546.198 672.889 590.766 853.244 337.638 1290.53 723.356 188.965
       [,26]   [,27]   [,28]   [,29]  [,30]   [,31]  [,32]   [,33]   [,34]
[1,]   3.981   4.046   4.256   3.823   2.07   3.862   4.47   2.318   5.516
[2,] 785.441 716.767 338.716 503.101 192.42 541.770 408.94 231.202 529.630
[3,] 809.178 821.612 368.771 684.670 211.47 620.923 426.28 188.290 578.710
       [,35]   [,36]  [,37]   [,38]   [,39]   [,40]   [,41]  [,42]   [,43]
[1,]   5.022   4.271   4.07   3.893   4.052   1.345   3.567  1.159   3.846
[2,] 644.161 610.720 433.46 461.598 400.213 122.263 329.943 99.083 345.959
[3,] 490.876 498.780 395.34 390.118 340.093 115.370 252.338 99.497 388.608
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.038   2.934   1.834   3.269   4.243   5.433   2.625   4.013
[2,] 495.260 296.813 149.533 488.536 412.919 373.827 250.642 729.565
[3,] 358.838 285.496 140.519 403.991 352.684 385.336 243.162 553.017
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   4.882   2.129   4.202   3.556   2.954   2.537   3.695   1.121
[2,] 436.782 167.997 577.499 536.086 476.844 519.388 302.281 112.111
[3,] 377.461 201.259 676.965 510.885 450.941 525.373 261.316 108.556
      [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.47   1.566   3.377   3.144   3.767   4.413   1.785   4.053
[2,] 524.17 132.778 340.402 297.175 452.097 614.285 186.870 557.592
[3,] 552.26 151.558 351.976 260.809 385.488 563.513 168.722 535.592
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.279   4.964   1.898   4.212   4.327   5.936   5.517   5.474
[2,] 273.868 744.916 176.866 369.198 428.109 544.729 608.740 506.427
[3,] 240.548 647.840 177.250 360.137 390.203 458.210 447.608 517.304
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   4.281   4.158   1.432   3.878   3.015   4.465   2.52   2.746
[2,] 661.969 561.807 130.619 548.166 290.271 533.706 216.79 265.380
[3,] 468.110 503.190 122.533 633.860 289.544 626.466 219.51 271.862
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.679   4.005   3.642   7.136   7.238   1.315   1.543   2.556
[2,] 139.722 452.191 337.175 579.286 647.548 219.396 404.532 311.164
[3,] 146.731 373.666 324.192 621.759 608.905 352.222 274.043 259.324
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.932   3.004   2.216  0.9862   8.289   11.37   4.918
[2,] 258.666 306.962 187.253 99.8646 980.865 1678.70 783.978
[3,] 256.374 281.525 162.165 95.7337 886.210 1562.71 736.440
[1] "--- VAR model 2017-10-05 16:01:00  completed"
[1] "Completed training sample:  2017-10-05 16:01:00 - 2017-10-06 00:00:00"
[1] "SpVAR;   training sample:  2017-10-05 16:31:00 - 2017-10-06 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          2.2475           2.137         13.230         0.9329
         -0.9012          -4.463          8.275        -5.8382
          2.2581           1.733         -6.669        -2.8638
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         4.5864        -0.7046            2.021            4.544
         0.3876         2.5086            1.083            6.533
        -4.5416         0.6189           -2.321            1.483
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.744            1.545           -1.056           -2.811
            6.489            1.720            1.763           -3.883
            2.988            4.854            1.674           -1.840
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.6704           2.3153           1.2518           1.8864
           0.2040          -0.5084          -1.5567          -0.3896
          -0.6543           3.1927           0.6468           0.1641
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.217          -5.6558            4.310          -0.4488
           -2.136           0.2598            2.424          -6.9124
           -6.419          -3.9820            2.166           0.3929
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            7.287          -3.7503           -5.803           -3.316
           -6.474           0.4116           15.265            2.990
            4.856          -0.2171          -11.603           -3.680
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5818           -5.486          -3.1364            4.696
           1.7703           -1.680          -0.9547           -1.043
          -0.4121            2.083           4.8710            3.690
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.205          1.75157           -3.931           2.1400
           -5.074         -0.08554           -2.269          -0.9837
           -2.990         -1.19396           -2.509          -1.5602
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.6987            9.185            1.391           -2.277
           2.1579           -5.316           -2.020            1.588
          -0.1839           -4.406           -5.821           -3.409
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           4.8687            2.933           -2.467          -0.0536
          -0.1701           -1.015            1.794          -1.7167
           0.9964            1.706            7.551           1.5731
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.1380         -0.69108           2.9702          -6.7382
           0.9033          0.01823           2.7107           0.7628
           1.3408          0.92538           0.3325           4.9088
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.566          -0.2366           -7.160           -2.722
           -1.436           0.9078           -4.645            0.138
            2.418           0.6474           -2.905            4.043
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -5.0981          -2.2222           -1.519         -5.70822
           4.8454          -3.3894           -6.152          0.07407
           0.2902           0.9457           -3.768         -0.16735
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.03191            1.713           -1.224           -5.205
          2.01694           -8.644           -5.691           -4.475
         -0.16323           -6.735           -3.398           -2.191
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.342           2.3000           0.8719           -5.720
            1.132           0.7815          -0.0801           -0.779
           -7.650           0.1488          -0.2324           -3.574
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.2468            1.882           5.4504           0.5493
          -0.1748           -1.235          -0.5797           1.7306
          -2.6879           -3.673           0.1226          -2.6837
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.500           0.7731            1.577           1.0986
            4.545          -0.4285            6.615           3.4734
           -2.431           1.9479           -2.169          -0.2887
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.142            3.843           3.2644          -0.2089
            3.397            2.674           0.4569          -1.4795
            3.152            2.339           2.7768          -1.4090
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -5.6989          -4.2458         0.102890          -1.2211
          -3.5617           1.8831        -1.908774          -0.6533
          -0.8022           0.3934         0.002386           1.9921
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           6.3936           0.5966           -6.069           0.7155
          -0.7666           1.8336           -3.126           0.3370
           2.4946           1.3017           -3.784           2.0348
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -8.5679           2.3719            3.144           0.8166
           1.3155          -0.1974           -1.291          -0.3086
           0.4287           2.7901           -2.395           0.1283
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.722           3.2075           -1.010        -0.005676
            4.237          -6.3668            2.585        -0.084461
            3.398           0.7049           -1.941         3.252394
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5082         -0.01306         -0.03161          -0.6447
           0.7041          0.54274         -2.02866          -1.4507
           1.5497         -1.52604          0.69224           1.4419
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.704        -1.099272           -1.706            114.4
           -2.565         1.764631           -2.463            106.0
           -3.672        -0.003887           -2.304            106.6
 rnd_95776.volume rnd_95787.volume
           -8.454           -3.566
          -14.347            4.864
          -10.001           -2.649
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.813 2.211  8.479 2.586 4.326 1.304 1.426 3.533 3.812 2.989 1.998
[2,] 3.454 2.745  9.790 3.645 5.553 1.586 1.640 3.973 4.687 4.389 2.785
[3,] 3.798 3.087 11.035 5.148 6.509 1.844 1.852 4.306 5.148 4.876 3.164
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.470 2.160 3.026 2.468 3.250 3.345 3.475 7.520 4.526 7.201 3.017
[2,] 3.436 2.692 3.870 3.294 3.676 4.396 4.669 9.121 5.591 8.581 3.538
[3,] 3.808 3.097 4.359 4.068 4.127 5.298 5.511 9.943 6.440 9.694 3.916
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.319 3.768 1.463 2.956 3.198 3.231 2.860 1.573 2.717 3.286 1.758
[2,] 12.750 5.462 1.734 4.955 4.911 3.701 3.849 1.850 3.930 3.993 2.145
[3,] 14.564 6.707 2.044 6.454 6.554 4.204 5.411 2.186 5.209 4.532 2.396
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.737 3.592 3.170 3.100 2.884 3.120 0.9918 2.493 0.8567 2.874 2.202
[2,] 4.794 4.840 4.329 3.852 3.812 3.681 1.2022 3.101 1.0192 3.403 3.470
[3,] 5.748 5.591 5.177 4.436 4.388 4.112 1.3836 3.416 1.1498 3.953 4.027
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.196 1.349 2.425 3.153 4.076 1.998 2.977 3.618 1.549 3.069 2.575
[2,] 2.766 1.587 3.401 3.829 4.579 2.367 4.819 4.307 1.767 4.404 3.989
[3,] 3.109 1.762 4.120 4.335 4.991 2.720 5.644 4.715 2.028 5.741 4.903
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.178 1.828 2.771 0.8091 3.155 1.187 2.533 2.301 2.591 3.148 1.235
[2,] 3.396 3.215 3.204 0.9755 4.227 1.354 3.071 2.689 3.519 4.638 1.550
[3,] 4.258 4.391 3.528 1.1524 5.103 1.550 3.589 2.997 4.065 5.397 1.749
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.636 2.459 3.332 1.366 3.126 3.245 4.178 4.195 3.966 3.206 2.815
[2,] 3.884 2.853 4.934 1.633 3.691 3.996 4.993 5.262 4.832 4.895 4.238
[3,] 4.573 3.139 5.955 1.847 4.030 4.529 5.517 5.820 5.427 5.553 5.113
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.065 2.520 2.104 3.130 1.973 2.046 1.228 2.859 2.493 5.342 5.398
[2,] 1.270 3.836 2.579 4.208 2.270 2.488 1.453 3.678 3.093 6.144 6.275
[3,] 1.410 5.179 2.986 5.343 2.581 2.876 1.675 4.224 3.519 7.099 7.089
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.840 1.155 1.905 2.200 2.101 1.554 0.7302 6.417  8.563 3.580
[2,] 1.441 2.395 2.434 2.591 2.623 1.878 0.9141 8.334 12.488 5.482
[3,] 2.328 2.835 2.761 2.857 3.117 2.055 1.0523 9.644 14.497 6.744
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.572   2.808  10.77   3.284   5.493   1.655   1.811   4.486
[2,] 356.953 289.861 871.97 457.575 620.278 160.901 144.208 323.891
[3,] 281.518 251.505 907.22 647.554 604.899 167.558 153.188 295.588
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.841   3.796   2.537   3.136   2.743   3.842   3.134   4.127
[2,] 485.923 572.570 345.725 425.637 286.129 429.990 388.664 306.178
[3,] 379.191 378.242 267.435 292.469 272.767 357.399 425.193 334.081
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   4.248   4.413   9.55   5.747   9.145   3.831   10.56   4.784
[2,] 508.136 555.635 919.42 585.009 831.453 329.279 1721.37 704.564
[3,] 526.877 521.376 705.24 569.411 803.324 299.183 1254.04 693.329
       [,25]   [,26]  [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]
[1,]   1.857   3.754   4.06   4.102   3.631   1.997   3.45   4.173   2.233
[2,] 165.810 708.492 664.07 321.718 458.893 173.528 505.80 404.135 218.805
[3,] 192.795 736.817 773.22 355.281 677.637 207.483 609.06 381.999 190.183
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   4.746   4.562   4.025   3.937   3.662   3.962   1.259   3.166
[2,] 534.777 577.933 525.352 407.372 444.213 347.979 121.044 328.404
[3,] 565.021 498.493 505.770 391.978 387.203 326.465 122.015 255.320
      [,42]  [,43]   [,44]   [,45]   [,46]  [,47]   [,48]   [,49]   [,50]
[1,]  1.088   3.65   2.796   2.788   1.713   3.08   4.004   5.175   2.537
[2,] 98.355 324.51 477.704 299.662 148.814 424.81 387.099 371.987 226.317
[3,] 94.828 358.33 364.146 252.774 136.483 414.11 361.997 353.840 238.699
       [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]
[1,]   3.781   4.594   1.967   3.897   3.27   2.766   2.322   3.519
[2,] 675.137 416.405 151.493 562.749 542.80 464.158 471.155 286.454
[3,] 523.343 342.069 177.346 656.019 507.95 457.552 532.716 263.224
       [,59]   [,60]   [,61]   [,62]   [,63]  [,64]   [,65]   [,66]
[1,]   1.027   4.007   1.507   3.217   2.922   3.29   3.998   1.568
[2,]  97.090 501.000 115.959 309.141 247.785 424.23 606.781 166.936
[3,] 109.278 509.542 134.417 331.171 235.764 362.48 491.593 144.240
       [,67]   [,68]   [,69]   [,70]  [,71]   [,72]   [,73]   [,74]
[1,]   3.347   3.123   4.231   1.735   3.97   4.121   5.305   5.328
[2,] 508.155 257.633 648.263 159.274 349.68 415.521 487.092 565.735
[3,] 430.104 233.116 594.190 153.839 288.12 379.770 418.064 443.138
       [,75]   [,76]   [,77]   [,78] [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.036   4.072   3.574   1.352   3.2   2.672   3.974   2.505   2.598
[2,] 491.713 658.962 564.381 123.418 515.2 265.824 501.106 200.081 252.245
[3,] 440.397 467.081 509.777 108.849 619.9 267.959 586.637 218.910 256.891
       [,84]  [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]   1.559   3.63   3.166   6.784   6.855   1.067   1.467   2.419
[2,] 138.406 412.39 325.963 540.554 569.971 208.621 373.729 269.957
[3,] 148.422 369.92 299.105 633.627 587.450 325.743 270.206 232.036
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.793   2.669   1.974  0.9273   8.149   10.87   4.547
[2,] 244.068 279.608 187.711 97.9660 947.297 1619.42 739.591
[3,] 214.568 299.988 148.890 92.8644 864.711 1311.77 699.811
[1] "--- VAR model 2017-10-05 16:31:00  completed"
[1] "Completed training sample:  2017-10-05 16:31:00 - 2017-10-06 00:30:00"
[1] "SpVAR;   training sample:  2017-10-05 17:01:00 - 2017-10-06 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.7786          1.0592         -2.440         -5.451
         -4.4257          1.6711         -5.782         -1.520
          0.3416         -0.7453         -1.644         -9.713
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        0.48530         1.3475          1.11562         -0.89528
        0.04285         1.4057          0.04062         -0.05304
       -1.87754        -0.7182          1.60699          2.30517
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.622        -3.632794           -1.334           0.7537
            2.573         0.001927           -1.566          -3.1935
            2.542         5.839207            3.130          -1.1161
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2058           0.4289           1.9354            1.837
          -1.1028           1.8218          -1.6555           -3.981
          -0.8114          -1.2964          -0.9248           -1.082
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -3.0839          -3.4019          -10.118          -1.5278
          -0.5812           0.2266            4.921          -3.7175
          -5.1978          -4.0621            5.841          -0.3336
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.287           -3.367          -10.741           -2.483
           -5.930            2.502          -10.732          -10.004
           -3.416           -2.932           -6.298           -6.334
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.0631           -3.137           -3.191           -1.665
           0.8897           -8.398           -6.201            1.341
           2.4491           -6.859           -6.374           -1.367
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -4.156          1.59774           -1.097           0.1921
           -1.648         -0.01862           -3.472          -3.3950
          -11.186          1.73630           -7.103           2.4012
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.5115            2.529          -0.2061          -6.5768
           0.2741           -5.416          -1.9085          -0.8411
          -2.3137           -1.876          -3.9281          -3.9134
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.292          -0.7080          -1.5781           0.7506
           -2.384          -3.4227          -0.5089           0.8688
           -4.124           0.3563           1.2811           0.1927
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.1569           0.6527          -2.7759            2.798
           0.6541          -0.2291          -1.7750           -4.604
           4.4840           0.4686          -0.4142           -2.693
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4632           0.3369           0.9024            1.467
          -0.2841          -0.3523          -1.5516           -4.721
          -0.7078          -0.5693          -3.4855            1.456
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.5917           0.1656           3.5028           -1.009
           2.7012          -0.6195          -2.1490            2.661
           2.7385           0.3544           0.3027           -5.121
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.024           0.4672           2.9235          -1.7322
           -1.319           1.6686           3.2869           6.4032
            2.165          -0.1661          -0.4879          -0.7616
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.288           0.6911           0.4278           -4.694
            4.833           1.9742           0.3285           -1.761
            4.653           1.3924           0.4623            1.138
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.6228          0.01622           1.1402          0.09481
          -0.3799         -0.41858          -1.8967         -0.89916
           0.2727          3.20755          -0.7625         -6.72633
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -0.02357          -0.2596           -1.115           -4.278
         -4.40909           0.9272            2.208           -1.777
         -3.88149          -0.6345           -4.239            1.270
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.8389         -1.67577           -1.468          0.09985
          -3.2474         -0.01481           -1.483         -4.35724
          -4.3250          0.73462           -1.759         -0.29863
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.440          3.41481          -2.0470           -3.735
           -3.115         -5.32436          -0.6803           -1.168
            1.511          0.09782           1.1907           -3.793
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.0885           0.4966          -0.1683           -3.462
          -0.6489          -0.1151          -2.7029           -1.200
          -0.1032           1.7788          -1.5940           -2.956
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -7.5163          0.47650          -2.6987          -0.5778
           0.3709         -0.02577           0.5827          -0.1210
          -2.8582          2.85291          -0.4495          -1.6807
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -0.90881           1.9313            3.153           -7.485
          2.19911           3.1859           -3.981            6.458
         -0.01698           0.2384            1.704           -1.673
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.1385          -0.7333           2.0307           1.4712
          -0.1634           0.9924          -0.7272           0.4882
           0.2219           0.3310           0.3324          -0.2396
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.050          -2.6360          -1.3133            116.3
           -2.478          -0.3576          -0.5852            119.7
           -2.495          -0.1108           0.2023            134.3
 rnd_95776.volume rnd_95787.volume
           -8.625           -5.019
            6.791           -9.225
          -15.330           -5.759
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.657 2.052  7.610 2.360 3.603 1.150 1.322 3.248 3.436 2.759 1.881
[2,] 3.298 2.494  8.795 3.515 4.843 1.397 1.479 3.735 4.343 3.998 2.594
[3,] 3.644 2.821 10.076 4.898 5.753 1.622 1.716 4.043 4.797 4.543 2.990
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.257 1.909 2.785 2.191 2.819 2.946 3.204 7.384 4.181 6.368 2.515
[2,] 3.297 2.311 3.661 2.957 3.291 4.049 4.336 9.054 5.387 7.504 3.116
[3,] 3.718 2.649 4.140 3.751 3.755 4.937 5.178 9.890 6.274 8.364 3.503
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.329 3.586 1.386 2.857 3.012 3.123 2.720 1.438 2.449 3.119 1.703
[2,] 12.107 5.049 1.654 4.521 4.534 3.600 3.735 1.710 3.655 3.767 2.054
[3,] 13.748 6.287 1.930 6.222 6.182 4.018 5.141 2.038 4.782 4.281 2.275
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.560 3.310 3.064 2.913 2.726 2.964 0.9411 2.237 0.8475 2.643 2.167
[2,] 4.580 4.537 4.077 3.629 3.584 3.529 1.1340 2.775 0.9974 3.173 3.330
[3,] 5.428 5.361 4.823 4.220 4.137 3.952 1.3205 3.090 1.1039 3.690 3.862
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.004 1.204 2.280 2.825 3.868 1.921 2.734 3.456 1.408 2.883 2.369
[2,] 2.572 1.411 3.244 3.403 4.442 2.276 4.553 3.974 1.624 4.102 3.576
[3,] 2.958 1.596 3.939 3.882 4.807 2.604 5.369 4.370 1.882 5.274 4.429
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.940 1.599 2.603 0.7352 2.955 1.124 2.138 2.289 2.332 2.945 1.114
[2,] 3.087 2.801 3.119 0.8699 3.947 1.275 2.669 2.628 3.234 4.364 1.367
[3,] 3.882 3.848 3.412 1.0488 4.747 1.446 3.263 2.906 3.834 4.983 1.558
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.475 2.440 2.920 1.334 2.853 2.810 3.911 3.916 3.627 2.848 2.497
[2,] 3.615 2.814 4.434 1.563 3.408 3.459 4.615 4.902 4.430 4.559 3.911
[3,] 4.253 3.107 5.299 1.751 3.755 3.808 5.142 5.439 4.914 5.178 4.715
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.002 2.227 1.868 2.845 1.907 1.901 1.106 2.698 2.203 5.141 4.979
[2,] 1.206 3.417 2.299 3.800 2.168 2.267 1.296 3.490 2.728 5.991 5.964
[3,] 1.338 4.733 2.604 5.024 2.405 2.683 1.538 3.995 3.042 6.789 6.714
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.7345 0.8881 1.633 1.880 1.927 1.474 0.6642 6.628  8.392 3.340
[2,] 1.2610 1.9961 2.087 2.281 2.371 1.788 0.8368 8.463 11.880 5.068
[3,] 1.9532 2.4086 2.373 2.529 2.807 1.980 0.9585 9.707 13.642 6.306
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.374   2.605   9.664   2.997   4.576   1.461   1.678   4.125
[2,] 371.644 269.855 838.808 495.709 615.523 150.979 126.279 350.736
[3,] 294.656 250.856 935.619 648.978 590.917 156.509 165.504 294.382
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.363   3.503   2.388   2.867   2.424   3.537   2.782   3.579
[2,] 505.467 550.533 339.903 457.194 247.822 452.165 377.804 323.227
[3,] 387.324 410.436 283.105 327.017 246.607 367.585 439.066 344.018
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   3.741   4.069   9.377   5.309   8.086   3.193    9.306   4.553
[2,] 528.433 555.891 996.699 646.295 755.239 349.975 1833.444 676.124
[3,] 537.612 538.401 757.104 611.843 703.074 304.467 1239.399 712.828
      [,25]   [,26]   [,27]   [,28]   [,29]   [,30]  [,31]   [,32]   [,33]
[1,]   1.76   3.628   3.824   3.966   3.454   1.827   3.11   3.961   2.162
[2,] 171.94 666.732 644.747 340.896 486.900 175.988 516.09 401.760 218.460
[3,] 188.99 813.141 799.594 339.478 671.990 210.739 586.71 387.111 186.172
      [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   4.52   4.203   3.891   3.699   3.462   3.764   1.195   2.841
[2,] 548.36 590.461 511.803 411.650 442.545 364.577 120.382 312.480
[3,] 554.07 543.169 490.217 409.972 393.287 338.154 128.706 258.424
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.076   3.356   2.751   2.545   1.529   2.895   3.587   4.912
[2,] 100.038 333.891 481.159 306.852 140.167 439.052 361.016 415.416
[3,]  90.006 358.467 372.047 277.963 141.945 424.999 355.293 349.836
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]
[1,]   2.439   3.472   4.388   1.787   3.661   3.008   2.463   2.03
[2,] 232.415 692.626 373.454 154.197 555.004 509.625 456.979 437.54
[3,] 240.524 541.404 345.842 181.044 630.713 497.035 447.858 501.95
       [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]  [,65]
[1,]   3.305   0.9336   3.752   1.428   2.715   2.907   2.961   3.74
[2,] 326.898  88.4414 497.712 114.475 303.878 245.708 426.252 612.69
[3,] 263.158 111.4663 501.904 129.596 357.054 235.742 391.965 457.80
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.414   3.143   3.098   3.708   1.693   3.623   3.568   4.966
[2,] 150.847 501.405 266.817 634.798 154.953 354.788 383.695 466.228
[3,] 142.003 426.100 250.679 552.206 150.235 299.766 302.917 431.214
       [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   4.973   4.606   3.617   3.17   1.272   2.828   2.373   3.612
[2,] 560.826 483.721 677.149 572.80 127.819 493.058 254.948 479.242
[3,] 448.234 404.962 467.141 500.96 110.421 622.981 232.730 625.251
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   2.421   2.414   1.404   3.427   2.798   6.529   6.323   0.9328
[2,] 196.356 234.959 128.417 421.007 306.025 585.029 624.628 194.9969
[3,] 198.012 272.970 157.485 370.144 256.081 607.739 586.618 283.7839
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   1.128   2.074   2.388   2.448   1.871  0.8434    8.416   10.66
[2,] 340.093 247.083 245.542 262.809 192.597 96.8366 1001.131 1599.80
[3,] 256.463 215.039 207.832 285.812 161.782 88.9340  904.689 1275.65
       [,98]
[1,]   4.242
[2,] 725.172
[3,] 713.957
[1] "--- VAR model 2017-10-05 17:01:00  completed"
[1] "Completed training sample:  2017-10-05 17:01:00 - 2017-10-06 01:00:00"
[1] "SpVAR;   training sample:  2017-10-05 17:31:00 - 2017-10-06 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8321          0.8615        -10.839         4.9041
          1.0546         -2.6568         -6.688        -0.5927
         -2.3101          0.6580          3.454        -6.9255
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          5.905        0.02522            1.033           -2.327
          6.512        1.00055            1.103           -1.349
         -4.678        1.24775            1.325            3.597
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.708          -4.5470          -1.2744           -6.666
           -3.406          -1.3256           0.4941           -2.975
            2.553          -0.1622          -2.0200           -3.720
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2375         -3.04073          -0.6705           -4.969
           2.5953          2.62848           1.6769           -3.378
          -0.2902          0.05245          -1.4021           -3.479
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.101          -1.5706           -8.270           -1.552
           -1.558          -4.2195            4.070           -2.421
           -1.585          -0.9717           -7.498           -5.015
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.5829           3.9928          -13.652          -1.3413
          -4.7360           0.3729           -5.105          -8.2349
          -1.9432          -1.1389          -11.805          -0.2683
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.0505           -4.590           -6.883            2.892
           1.3817          -10.014            2.479            4.269
           0.1521           -2.187           -8.366            1.129
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            6.269            3.370           0.5471            1.405
           -3.523           -1.341          -1.0881           -4.667
           -6.161           -1.747           2.4867           -2.967
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.6127            5.879            6.096            6.339
           0.7263           -3.251            6.110            5.664
           0.8513            0.146           -4.713           -1.597
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -3.77841          -3.3449            2.505          -0.3019
          0.07373           0.7827            1.129          -0.8705
          3.60861          -1.6147            2.776          -0.1015
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.9158           0.6558           -4.150          -0.5573
          -0.9397           0.1125            3.982          -4.6703
           0.5520           0.5837            1.765           1.0404
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.2278         -2.59042           0.8418          -0.1062
          -0.4899         -0.02419          -2.3647           1.0146
           0.6223          0.48760          -0.9613           2.2713
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -2.6301          -1.9839           -5.346          -5.1852
           1.7992           1.3777            2.103           2.8880
           0.7252          -0.7365           -0.213          -0.8079
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          0.89475           -2.635          0.01877           0.1931
          0.04945           -6.743         -5.27936          -0.9408
          0.20208            2.247          3.24758          -5.2025
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -4.9119           -2.266          -1.2099           0.7437
           0.3966            2.834           0.5360          -3.9282
          -3.3121            2.303           0.0448           1.0159
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.276            2.188          -0.4783            4.451
           -1.279            2.590           2.6477            4.701
            1.214           -2.269           1.3069            2.787
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.858          -0.5593          -0.5989          -1.1967
            6.476          -0.1564           3.3009          -0.2014
            6.340           1.0432           9.2475           2.0683
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.5521          -1.9865           1.3258          -0.1435
           0.3205           0.4339          -0.4789           1.2905
           8.5823           0.1280          -2.3292          -1.2983
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.425          4.71253          -1.1045           -2.473
            1.208          0.07594          -2.1232            1.064
            2.343         -2.79290          -0.5039           -3.209
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.609           0.7262           -1.201          -0.9186
            0.636           0.4185           -4.364          -1.0249
           -1.490           0.4312            3.779           0.6857
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.670           3.3425         -1.87668           0.8010
           -4.923           1.6249          0.01833           0.4488
            3.142           0.5783         -1.32836           0.2354
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.779           1.6381            1.307           10.727
           -3.414          -3.8423            5.052           -2.795
           -3.968           0.9528            1.851           -4.731
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3186         -0.06207          1.95353           1.2791
          -0.1821          1.40202         -0.15234           0.9406
           0.9052          1.53650          0.08154          -1.4454
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.2884          -0.5701          -0.7602            112.8
          -5.6829          -1.5713          -1.0068            105.6
           2.1363           0.2639          -1.0972            116.2
 rnd_95776.volume rnd_95787.volume
          -10.212         -0.04286
            1.702         -8.80398
           -4.216         -1.49220
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.456 1.891 7.010 2.216 3.207 0.9683 1.260 2.824 3.155 2.627 1.758
[2,] 3.031 2.365 8.549 3.344 4.531 1.1799 1.413 3.337 3.884 3.703 2.452
[3,] 3.372 2.672 9.654 4.533 5.349 1.3921 1.624 3.640 4.326 4.235 2.800
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.965 1.692 2.590 2.085 2.547 2.766 3.056 6.920 3.859 5.595 2.313
[2,] 3.016 2.083 3.396 2.816 3.013 3.725 4.076 8.716 5.062 6.782 2.767
[3,] 3.534 2.423 3.959 3.567 3.476 4.599 4.686 9.621 6.059 7.607 3.204
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.368 3.082 1.341 2.625 2.751 2.891 2.491 1.363 2.326 2.922 1.608
[2,] 10.760 4.516 1.560 4.287 4.061 3.367 3.571 1.643 3.435 3.578 1.968
[3,] 12.774 5.974 1.785 5.908 5.551 3.804 4.809 1.949 4.414 4.009 2.227
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.422 2.994 2.799 2.742 2.432 2.786 0.8978 2.013 0.7814 2.468 2.036
[2,] 4.350 4.252 3.820 3.363 3.276 3.342 1.0694 2.536 0.9421 2.978 3.215
[3,] 5.079 5.020 4.463 3.916 3.714 3.754 1.2444 2.822 1.0514 3.540 3.676
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.949 1.093 2.163 2.568 3.651 1.823 2.486 3.239 1.290 2.498 2.166
[2,] 2.482 1.305 3.114 3.078 4.217 2.173 4.096 3.770 1.495 3.713 3.250
[3,] 2.838 1.469 3.762 3.597 4.617 2.431 4.964 4.056 1.710 4.669 3.955
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.822 1.424 2.339 0.6881 2.733 1.042 1.987 2.249 2.086 2.551 1.019
[2,] 2.872 2.533 2.841 0.7928 3.669 1.204 2.473 2.531 2.941 3.860 1.240
[3,] 3.600 3.406 3.181 0.9283 4.469 1.377 2.959 2.778 3.472 4.535 1.445
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.176 2.165 2.796 1.099 2.494 2.415 3.740 3.674 3.474 2.646 2.189
[2,] 3.361 2.543 4.308 1.346 3.039 3.067 4.307 4.627 4.081 4.330 3.642
[3,] 3.992 2.834 5.169 1.520 3.373 3.429 4.776 5.197 4.571 4.887 4.424
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9235 2.028 1.683 2.608 1.850 1.637 1.053 2.367 1.894 4.749 4.578
[2,] 1.0772 3.049 2.034 3.408 2.106 2.014 1.252 3.105 2.434 5.621 5.541
[3,] 1.1817 4.342 2.278 4.555 2.287 2.365 1.442 3.591 2.720 6.491 6.400
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.6559 0.7288 1.228 1.410 1.811 1.385 0.5990 6.413  7.468 2.961
[2,] 1.0453 1.5876 1.582 1.766 2.211 1.696 0.7609 8.440 10.601 4.519
[3,] 1.5429 1.9138 1.838 2.031 2.623 1.874 0.8671 9.648 12.491 6.017
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]  [,7]    [,8]    [,9]
[1,]   3.118   2.401   8.901   2.814   4.072   1.23   1.6   3.586   4.006
[2,] 358.998 286.881 988.372 505.929 646.384 136.15 129.1 359.047 457.675
[3,] 298.359 251.131 905.766 617.985 574.366 149.21 162.0 293.556 384.593
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   3.336   2.232   2.495   2.149   3.289   2.647   3.235   3.513
[2,] 527.088 345.095 462.058 245.071 443.555 382.269 324.952 503.648
[3,] 414.845 273.139 372.253 250.153 410.924 442.335 350.110 544.831
       [,18]    [,19] [,20]   [,21]   [,22]    [,23]   [,24]   [,25]
[1,]   3.881    8.787   4.9   7.105   2.938    8.087   3.914   1.702
[2,] 544.659 1070.380 661.6 773.906 306.726 1751.584 666.708 161.319
[3,] 466.806  822.694 672.5 695.702 326.032 1390.282 789.805 175.085
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   3.333   3.493   3.672   3.163   1.731   2.954   3.711   2.041
[2,] 684.334 603.274 348.266 516.754 185.396 510.340 416.918 229.209
[3,] 821.041 764.326 357.562 650.461 211.608 559.726 365.285 210.637
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]
[1,]   4.346   3.801   3.554   3.482   3.088   3.538   1.14   2.556
[2,] 542.289 609.806 524.925 393.365 443.374 372.708 117.33 311.716
[3,] 529.395 538.956 466.038 405.012 353.320 345.044 128.50 249.834
        [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.9923   3.134   2.585   2.475   1.388   2.747   3.261   4.636
[2,] 106.2625 336.439 502.526 310.131 143.913 452.350 342.460 426.122
[3,]  94.2891 386.590 359.893 277.942 136.363 426.419 375.905 379.563
       [,50]   [,51]   [,52]   [,53]   [,54]  [,55]   [,56]   [,57]  [,58]
[1,]   2.315   3.157   4.113   1.638   3.172   2.75   2.313   1.808   2.97
[2,] 238.727 657.452 389.675 152.489 554.591 489.38 448.316 423.095 325.89
[3,] 220.300 566.320 301.899 167.542 571.726 455.21 438.346 459.832 288.99
       [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  0.8738   3.47   1.323   2.523   2.855   2.648   3.239   1.294
[2,] 79.4948 494.46 121.887 297.119 234.540 418.703 585.010 142.697
[3,] 97.5394 515.17 134.888 328.303 231.391 372.907 480.717 149.566
       [,67]   [,68]  [,69]   [,70]   [,71]   [,72]  [,73]   [,74]   [,75]
[1,]   2.764   2.749   3.55   1.395   3.168   3.067   4.75   4.665   4.412
[2,] 517.280 269.158 662.04 157.180 350.414 381.613 431.14 568.273 432.637
[3,] 434.981 252.907 576.71 142.525 295.619 309.664 416.87 477.542 415.785
      [,76]  [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   3.36   2.78   1.173   2.575   2.137   3.312   2.349   2.079   1.337
[2,] 692.04 587.73 112.010 459.733 230.561 442.932 203.354 236.951 136.906
[3,] 457.77 507.17  98.117 624.221 207.382 610.408 179.892 250.314 144.407
       [,85]   [,86]  [,87]   [,88]    [,89]    [,90]   [,91]   [,92]
[1,]   3.006   2.405   6.03   5.814   0.8329   0.9254   1.559   1.791
[2,] 405.689 308.657 607.39 630.363 164.3590 284.8386 201.418 214.826
[3,] 364.384 245.191 655.29 646.655 229.1862 215.8141 189.187 202.586
       [,93]   [,94]   [,95]    [,96]    [,97]  [,98]
[1,]   2.299   1.759  0.7606    8.143    9.483   3.76
[2,] 256.455 197.477 94.7782 1108.154 1519.327 689.50
[3,] 284.837 161.391 83.9550  943.766 1334.383 802.31
[1] "--- VAR model 2017-10-05 17:31:00  completed"
[1] "Completed training sample:  2017-10-05 17:31:00 - 2017-10-06 01:30:00"
[1] "SpVAR;   training sample:  2017-10-05 18:01:00 - 2017-10-06 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -3.28436        -1.22514          1.726          1.046
         0.04485         1.39122          8.067         -4.991
         1.73227        -0.02808          5.754          2.443
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          7.704         0.4581          -1.3341           3.2629
          1.127        -0.2611           2.5971           1.1844
         -3.081        -0.2790           0.7702           0.6392
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.5549           2.6532           0.1177            1.470
           1.9115           2.6593           1.7088           -1.034
           3.0281           0.8685          -0.9379            1.043
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.0908            3.989           0.8731           -3.278
          -0.1652            4.244           4.8414           -3.621
          -0.6055            1.671           0.6029           -3.107
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.397          -0.5405           -3.154           -6.387
            1.379          -6.1003            6.325            4.671
           -4.143           1.2778            3.085           -5.844
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.318           2.4095            1.145           0.8333
            7.087           0.0704           -9.706           1.3313
            3.376           0.3814           10.979          -0.6308
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.2084            1.391           -7.880          -0.9177
          -1.0171           -3.292            2.897           1.1382
           1.3687           -1.658           -1.588           0.3179
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          1.97128          0.71368            1.596          0.60894
         -2.96034         -0.07034           -7.952          2.13577
         -0.03626          1.67170            4.080          0.03333
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3431          -0.8373            6.021          -0.6777
          -0.6575          -2.7073            1.496           3.0329
           0.5235          -2.3806           -1.909          -5.0502
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.1079           1.2384           2.7652           0.1904
           0.2492           1.8158           0.4845          -0.8771
           2.2375           0.4201          -0.4053           0.2100
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.1524           -0.361          -2.7466          -0.8834
           1.2080            0.732          -0.3910          -1.7904
           0.7563           -0.326           0.1105          -1.7388
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -1.0712           0.6961          -0.1406           6.8380
           1.7496          -0.6433          -4.8477          -5.0817
          -0.5641           0.6974           2.2804           0.8659
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.5998           -1.041           1.6412           5.2368
           0.7408            2.290           2.2446           0.6153
           1.3272           -1.843           0.1516           2.9586
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1246           -3.949           1.4225           6.7302
           0.1287            1.533           3.7032          -0.1946
           1.0213            4.365          -0.9939          -0.6587
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            1.942           0.9176           0.2037            6.662
            1.963           3.9065           0.3748            3.648
            2.303           1.1440          -0.1084            1.489
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.2942            2.140          -0.8293           -1.056
          -0.4431            1.509           2.3030            2.927
           0.5236            3.497           1.3783            4.790
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.4764          -0.7062            1.322           2.1847
           2.6713           0.4500            0.746          -2.2900
           4.1910           0.8310            2.257           0.1019
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.4015          -1.3080         -2.16794           -3.863
           1.5246          -0.1306         -0.07528            1.344
           4.1871           0.2708          2.09530            2.542
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.760          2.83853           2.2288          -3.1594
            1.393         -3.93631           0.3394          -0.9735
           -2.517         -0.07149          -1.3442          -1.1113
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -3.6787           2.1129          -2.4946            5.361
          -0.1086           0.5968          -3.0040            1.783
          -1.0782           0.3223          -0.7109            3.106
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.5314           2.5042           1.7816         -0.09649
          -5.3231          -0.5761          -0.4419          0.82010
          -1.0399           2.0911           1.8748          0.81963
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.9243          -0.5270           8.0209            6.963
           0.4327           1.9353          -0.7967           -5.123
           1.6043          -0.1527           1.2632            0.095
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         1.049134         -0.09805           1.3998           1.1609
        -0.003641          0.93297           0.2479          -0.5012
        -0.399107         -0.61253          -0.1351           0.8441
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          0.09287           0.1754          -1.3640            121.7
          2.81055           1.7157          -1.1192            116.1
          1.54148           1.2363          -0.9366            119.1
 rnd_95776.volume rnd_95787.volume
             5.82          1.20039
            11.08         -0.40850
           -22.48         -0.06642
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.153 1.770 6.492 2.143 2.942 0.8235 1.172 2.545 2.972 2.438 1.737
[2,] 2.796 2.195 7.711 3.112 4.062 1.0240 1.352 3.046 3.700 3.398 2.328
[3,] 3.113 2.489 8.864 4.275 4.825 1.1951 1.537 3.388 4.211 3.883 2.644
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.911 1.655 2.336 1.951 2.372 2.592 2.718 6.671 3.378 5.111 2.129
[2,] 2.850 2.058 3.215 2.679 2.859 3.498 3.758 8.414 4.587 6.179 2.559
[3,] 3.384 2.328 3.810 3.319 3.331 4.314 4.345 9.317 5.654 7.040 2.796
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.913 2.830 1.182 2.342 2.538 2.726 2.350 1.246 2.078 2.649 1.445
[2,] 10.312 4.143 1.427 3.883 3.771 3.189 3.310 1.509 3.008 3.192 1.824
[3,] 12.060 5.475 1.611 5.508 5.394 3.615 4.501 1.806 3.993 3.566 2.084
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.040 2.890 2.647 2.579 2.149 2.503 0.8473 1.877 0.7098 2.401 1.955
[2,] 3.967 3.937 3.600 3.161 2.967 3.034 1.0105 2.342 0.8694 2.879 3.088
[3,] 4.767 4.695 4.124 3.665 3.444 3.481 1.1870 2.629 0.9906 3.349 3.607
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.827 1.037 2.076 2.336 3.339 1.721 2.225 2.869 1.151 2.328 2.014
[2,] 2.303 1.252 2.986 2.849 3.923 2.079 3.677 3.304 1.387 3.311 3.019
[3,] 2.675 1.400 3.594 3.256 4.401 2.275 4.571 3.705 1.576 4.312 3.653
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.747 1.322 2.186 0.6342 2.323 0.9789 1.894 2.099 1.949 2.382 0.891
[2,] 2.620 2.358 2.733 0.7210 3.143 1.1603 2.328 2.386 2.760 3.637 1.053
[3,] 3.152 3.125 3.026 0.8560 3.858 1.3342 2.742 2.640 3.243 4.211 1.193
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.994 2.006 2.478 1.033 2.301 1.978 3.277 3.155 3.123 2.411 1.868
[2,] 3.102 2.386 3.968 1.252 2.715 2.636 3.922 4.297 3.676 3.815 3.262
[3,] 3.671 2.717 4.774 1.408 3.122 3.005 4.483 4.842 4.205 4.459 4.088
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8161 1.820 1.560 2.302 1.617 1.502 0.9734 1.912 1.697 4.516 4.422
[2,] 0.9972 2.811 1.897 3.091 1.853 1.887 1.1187 2.616 2.160 5.336 5.280
[3,] 1.1061 4.043 2.134 4.018 2.088 2.217 1.2950 3.095 2.449 6.156 6.087
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.6002 0.5865 1.092 1.231 1.736 1.242 0.5410 6.173  6.538 2.785
[2,] 0.9128 1.3752 1.381 1.477 2.104 1.534 0.6850 8.330  9.461 4.262
[3,] 1.3263 1.6136 1.629 1.769 2.481 1.716 0.7847 9.578 11.613 5.619
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.734   2.248   8.243   2.721   3.736   1.046   1.488   3.232
[2,] 365.023 265.541 851.300 461.635 572.855 124.529 137.862 342.484
[3,] 279.804 240.124 894.511 599.542 532.574 126.041 149.807 303.385
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.774   3.096   2.206   2.427   2.102   2.966   2.478   3.012
[2,] 451.028 484.304 316.888 432.411 250.284 452.028 375.403 326.349
[3,] 411.239 384.281 256.740 373.135 222.694 417.931 400.908 349.905
       [,17]   [,18]    [,19]  [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   3.292   3.451    8.471   4.29   6.491   2.703    7.508   3.594
[2,] 480.528 531.000 1049.063 634.68 710.169 290.348 1728.271 619.113
[3,] 516.514 445.948  818.384 676.51 690.174 230.574 1279.176 732.249
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.501   2.974   3.223   3.462   2.985   1.582   2.639   3.364
[2,] 163.343 633.709 570.616 338.572 476.892 174.248 444.988 364.534
[3,] 153.305 798.994 788.853 348.329 624.017 202.858 537.186 324.987
       [,33]  [,34]  [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   1.835   3.86   3.67   3.362   3.275   2.728   3.178   1.076   2.383
[2,] 227.810 521.42 546.74 498.935 373.987 418.451 350.723 112.656 286.567
[3,] 205.902 540.60 523.43 411.798 379.203 357.997 349.056 127.416 244.326
        [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   0.9013   3.049   2.483   2.321   1.316   2.636   2.967   4.24
[2,] 102.7220 324.955 488.992 286.553 143.500 438.974 333.535 421.31
[3,]  97.1236 350.115 381.448 278.361 128.358 409.233 322.322 407.94
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.185   2.825   3.643   1.462   2.956   2.558   2.218   1.679
[2,] 238.669 598.839 334.996 158.255 481.639 460.136 399.389 399.482
[3,] 188.689 555.679 343.077 152.962 564.914 420.430 358.550 419.426
       [,58]   [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.776  0.8054   2.95   1.243   2.405   2.666   2.475   3.025
[2,] 335.563 70.1278 433.26 127.422 276.806 232.146 399.791 562.176
[3,] 265.724 94.4000 457.44 134.746 296.355 230.836 348.245 434.259
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.131   2.531   2.547   3.147   1.311   2.922   2.512   4.161
[2,] 114.661 486.196 264.388 634.034 144.922 294.747 356.448 440.842
[3,] 114.929 401.716 266.010 542.822 131.538 315.586 294.880 444.092
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   4.007   3.966   3.062   2.373   1.036   2.311   1.981   2.924
[2,] 596.734 396.379 604.940 546.924 117.206 438.196 220.748 421.809
[3,] 456.584 418.063 472.014 504.237  97.909 594.411 199.925 525.372
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   2.053   1.907   1.236   2.429   2.155   5.735   5.615   0.7622
[2,] 185.212 233.695 112.800 365.212 273.543 581.343 590.195 140.6861
[3,] 196.997 238.027 133.457 338.270 235.919 628.190 619.827 196.8448
        [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   0.7447   1.387   1.563   2.205   1.577  0.6869    7.839    8.302
[2,] 254.4558 173.009 167.216 242.979 184.069 85.9764 1144.187 1398.981
[3,] 172.6938 176.537 198.908 269.059 157.264 78.3019  966.969 1377.562
       [,98]
[1,]   3.536
[2,] 660.057
[3,] 749.041
[1] "--- VAR model 2017-10-05 18:01:00  completed"
[1] "Completed training sample:  2017-10-05 18:01:00 - 2017-10-06 02:00:00"
[1] "SpVAR;   training sample:  2017-10-05 18:31:00 - 2017-10-06 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.4435           1.994          1.692         -3.824
          1.8627           1.950         -4.322         -4.511
          0.8002           2.075         -2.953         -2.295
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.8443         1.7585           0.1355           3.8875
         2.1214        -1.0691          -0.1462          -1.3011
        -7.7956         0.7564           0.8959          -0.1714
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6934            0.144          -0.3520          0.04726
          -0.9878            2.639          -0.3407          0.22859
          -0.1347           -1.157           0.1651         -0.71184
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6858           2.1099            1.856         -0.66480
          -1.3952           5.1326            1.549          0.57793
          -0.8310           0.4753            2.826          0.07868
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           3.2747            1.999          -13.020           -6.617
           2.2796            2.152            4.912           -3.665
          -0.6391            2.008            9.176           -1.402
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.596            1.545           -7.666           -6.380
           -7.338            1.400          -13.078           -3.541
            2.195            2.898          -16.113           -2.501
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9713           -2.589           -3.630           4.4893
          -1.4959           -5.922            1.118          -0.3321
           0.3129           -5.225           -6.837           0.1671
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -2.595           2.2365          -0.6768          -2.9025
           -3.170           1.0596          -5.7052          -2.5554
           -3.683          -0.7278          -2.0619           0.4336
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           2.3443           -1.372         -0.09652           -1.117
          -1.8743           -5.203          2.20509           -3.298
          -0.1179           -3.082         -7.67650           -1.779
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.282           0.9909           1.3331           0.7394
           -1.268          -0.6721           2.1037           0.1142
            2.375           4.1853           0.5966           0.2015
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.677          -0.4947          -5.1880            2.106
           -2.241           0.4805           1.9035           -3.075
            2.321           1.2220          -0.7754            1.517
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.470         -0.80307          -0.4736           1.1832
           -1.141         -0.01176          -2.2781           1.7955
            1.122         -0.08681          -2.3844          -0.8223
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           7.7516          -0.9132          -0.2139         -0.08276
           0.9868           2.1909           1.4671          0.40252
           3.3046           2.1105           1.4411          0.47041
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5528          -0.6077          -3.7867          -1.9848
          -0.3646          -2.1341           1.0427           0.2934
          -0.3157           3.1637           0.2878          -1.6282
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.8421            3.009         -0.50841          -0.4012
          -2.8122            3.869          0.36092           5.9281
           0.7126            2.337         -0.03222          -4.5400
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.08384          -0.5412           0.6270           1.7052
         -0.33943           0.5667           0.3564          -0.8188
          1.27464           0.5712           0.5730           1.5925
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.141           0.4949          -2.0550           1.2413
           -3.099           0.9265           2.2372           2.2152
            1.568          -0.4178          -0.0404          -0.1941
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.884         0.282802           1.5531           0.1667
            4.056        -0.760021           1.0530           1.8484
           -1.328        -0.002273           0.3193           0.2016
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.809            1.643           -7.131          -2.0326
            2.750            4.297           -1.552          -0.6255
           -3.369           -2.829           -1.988           0.6571
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.5222          0.98496          -0.4734           -0.453
          -2.4881          0.05722          -4.1177           -0.166
           0.1726          1.55097          -0.4496            1.304
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.9172           0.3520          -1.1333         -0.79160
          -0.5970           0.1705           0.2609          0.15470
          -3.4183          -1.1545           0.6518          0.03777
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           0.1146            1.601            2.649          -7.4760
          -0.5411            2.619           -1.653           0.5426
           1.6371            1.611            3.579          -4.0315
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
        -0.975670          0.26157          0.58277          0.97822
         0.374699          0.64567          0.19161          0.58166
        -0.007186          0.04786          0.01885          0.00318
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.062          -0.8543          0.43136            115.7
            1.975           1.1557          0.01475            108.0
            1.033           0.2302          0.35678            111.9
 rnd_95776.volume rnd_95787.volume
            5.511           -3.604
            8.688           -6.206
           -4.999           -2.070
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.926 1.504 5.602 1.966 2.689 0.7346 1.032 2.294 2.711 2.239 1.575
[2,] 2.587 1.885 6.725 2.907 3.796 0.9249 1.226 2.811 3.424 3.118 2.152
[3,] 2.926 2.196 7.693 3.909 4.576 1.0671 1.403 3.067 3.910 3.530 2.445
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.796 1.562 2.157 1.851 2.142 2.377 2.476 6.320 3.139 4.640 1.953
[2,] 2.664 1.843 2.990 2.466 2.702 3.255 3.461 8.020 4.237 5.593 2.355
[3,] 3.134 2.102 3.536 3.038 3.219 3.970 4.021 8.849 5.333 6.276 2.572
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  5.523 2.480 1.029 2.210 2.193 2.506 2.120 1.119 1.924 2.232 1.251
[2,]  9.561 3.644 1.257 3.529 3.527 2.962 3.110 1.389 2.800 2.719 1.651
[3,] 11.224 4.883 1.417 5.065 5.037 3.372 4.065 1.653 3.796 3.111 1.915
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 2.726 2.549 2.517 2.091 1.941 2.180 0.725 1.674 0.6354 2.131 1.707
[2,] 3.581 3.640 3.380 2.566 2.614 2.686 0.865 1.989 0.8067 2.612 2.755
[3,] 4.342 4.459 3.840 3.024 3.078 3.140 1.036 2.189 0.9172 3.084 3.269
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.597 0.9292 1.860 2.058 2.945 1.565 2.004 2.580 0.9922 2.177 1.808
[2,] 2.094 1.1297 2.737 2.533 3.549 1.926 3.121 3.002 1.2255 3.045 2.784
[3,] 2.543 1.2905 3.344 2.933 3.985 2.104 3.874 3.378 1.4357 3.800 3.288
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.638 1.211 1.971 0.5570 2.119 0.9643 1.798 1.818 1.841 2.222 0.7643
[2,] 2.451 2.160 2.455 0.6468 2.701 1.1040 2.239 2.097 2.495 3.276 0.9055
[3,] 2.986 2.895 2.770 0.7662 3.375 1.2465 2.599 2.346 2.937 3.747 1.0527
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.890 1.793 2.188 0.9246 2.127 1.863 2.909 2.926 2.600 2.148 1.555
[2,] 2.906 2.168 3.484 1.1447 2.535 2.487 3.507 3.900 3.059 3.628 2.981
[3,] 3.328 2.446 4.203 1.2731 2.906 2.852 4.039 4.505 3.477 4.261 3.714
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7109 1.594 1.431 1.711 1.424 1.428 0.8277 1.652 1.452 4.159 4.171
[2,] 0.8713 2.445 1.709 2.506 1.701 1.754 0.9743 2.394 1.841 4.932 4.886
[3,] 0.9598 3.750 1.946 3.514 1.945 2.042 1.1766 2.848 2.174 5.672 5.462
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.5136 0.4969 0.8582 0.9388 1.678 1.117 0.5090 6.148  6.194 2.553
[2,] 0.7946 1.0764 1.0930 1.1672 1.966 1.412 0.6177 7.997  8.733 3.834
[3,] 1.0664 1.2561 1.2911 1.3893 2.315 1.601 0.7039 8.983 10.484 5.082
Root mean square errors of predictions:  
        [,1]   [,2]    [,3]    [,4]    [,5]     [,6]    [,7]    [,8]
[1,]   2.445   1.91   7.113   2.497   3.415   0.9328   1.311   2.913
[2,] 339.809 223.60 731.994 421.065 526.936 110.5579 130.264 319.506
[3,] 269.174 221.43 734.977 514.158 502.775 104.6789 134.260 241.590
        [,9]   [,10] [,11]   [,12]   [,13]   [,14]  [,15]  [,16]   [,17]
[1,]   3.443   2.844   2.0   2.281   1.983   2.739   2.35   2.72   3.019
[2,] 411.283 426.797 288.3 387.089 192.690 407.340 320.61 323.93 437.293
[3,] 371.623 325.435 228.3 324.822 198.800 371.376 348.98 344.20 447.198
       [,18]   [,19]   [,20]   [,21]  [,22]    [,23]   [,24]   [,25]
[1,]   3.144   8.025   3.986   5.892   2.48    7.013   3.149   1.306
[2,] 475.579 971.178 559.870 614.395 258.76 1535.317 525.283 142.014
[3,] 402.831 736.052 637.183 560.205 203.46 1156.550 639.283 128.617
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   2.806   2.784   3.183   2.692   1.421   2.443   2.834   1.588
[2,] 541.193 543.347 310.723 447.775 162.072 400.150 305.611 212.098
[3,] 714.856 707.478 317.051 514.891 176.123 504.236 297.280 190.791
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   3.461   3.237   3.196   2.655   2.464   2.768   0.9206   2.126
[2,] 456.902 511.183 443.814 292.712 344.451 308.744  92.8164 211.360
[3,] 483.180 506.539 358.667 314.821 319.659 319.908 112.1085 179.549
       [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]  0.8069   2.707   2.168   2.028   1.18   2.361   2.614   3.739
[2,] 97.7528 296.993 425.430 266.338 126.39 395.013 290.302 389.828
[3,] 85.8631 322.691 345.973 284.032 122.75 377.957 291.121 356.545
       [,50]   [,51]   [,52]  [,53]   [,54]   [,55]  [,56]   [,57]   [,58]
[1,]   1.987   2.545   3.277   1.26   2.765   2.296   2.08   1.538   2.503
[2,] 220.938 470.784 301.881 141.50 418.773 416.393 358.68 351.853 287.976
[3,] 166.555 451.445 304.819 147.13 447.200 344.308 335.60 379.024 252.185
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]    [,66]
[1,]  0.7073   2.691   1.225   2.284   2.308   2.338   2.822   0.9706
[2,] 64.6820 329.565 105.732 262.475 205.680 331.142 473.473  95.5008
[3,] 80.7904 398.158 113.860 259.552 206.924 305.073 358.035 105.6217
     [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   2.4   2.277   2.779   1.174   2.701   2.366   3.694   3.716   3.302
[2,] 434.4 239.542 533.341 132.774 271.308 323.997 385.189 507.100 317.175
[3,] 318.9 222.869 462.412 109.617 279.504 274.662 394.210 443.795 325.243
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   2.728   1.974  0.9027   2.024   1.817   2.173   1.808   1.813
[2,] 575.235 500.234 99.0981 364.742 183.972 360.250 183.153 200.185
[3,] 439.426 435.806 79.1950 559.412 182.953 484.492 185.421 206.032
       [,84]   [,85]   [,86]   [,87]   [,88]    [,89]   [,90]  [,91]
[1,]   1.051   2.098   1.844   5.281   5.296   0.6522   0.631   1.09
[2,] 101.116 340.841 222.584 521.658 500.749 119.2798 187.834 133.16
[3,] 129.772 303.557 227.549 550.831 480.276 139.9147 127.351 135.19
       [,92]   [,93]   [,94]   [,95]    [,96]    [,97]   [,98]
[1,]   1.192   2.131   1.419  0.6464    7.807    7.865   3.242
[2,] 136.431 201.514 170.020 68.8450 1005.894 1210.953 562.633
[3,] 148.247 240.290 148.377 66.3801  805.175 1141.416 656.284
[1] "--- VAR model 2017-10-05 18:31:00  completed"
[1] "Completed training sample:  2017-10-05 18:31:00 - 2017-10-06 02:30:00"
[1] "SpVAR;   training sample:  2017-10-05 19:01:00 - 2017-10-06 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          1.1079      2.23230453        12.2947         0.2527
         -2.4812     -0.00006329        -0.8839        -2.2455
          0.6705      1.66879562        10.1467        -3.4841
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.8365        -0.6453           0.3359           3.4482
         1.9269         0.7830           0.7214           0.4048
         0.7535        -0.6839          -0.6558           1.4369
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.969            2.262            1.902           3.2829
            4.502            4.074            2.732          -1.1079
            3.322            3.361            2.192           0.2277
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.7324            2.116            4.291           -2.761
           0.1068            2.897            1.868            2.146
           0.4902            1.361            0.732            2.825
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           4.6194           0.4403           -1.006          -6.8394
          -0.5535           4.0289           -1.536          -6.8919
          -1.9344           0.5218           -1.706           0.6191
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            3.273            1.662          -14.030           -0.119
           -2.805            2.686            5.917           -1.222
            9.056            3.311           -1.388            2.696
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.1960          -0.9535          0.47605           -1.788
          -0.5655          -2.7722         -2.29084           -1.682
           1.0816           1.6603         -0.09934            1.053
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.781           2.4239          2.01969            1.624
           -3.313           0.7446          0.08021           -1.143
           -2.706           0.9831         -4.56259            1.290
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.553          -0.3726           2.2024            1.331
           -1.030          -0.5253           2.5646            1.634
           -1.701           0.8453           0.9636           -1.855
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6286           2.5980           1.4659         -0.03401
           3.0263           0.4568           1.7192         -0.20256
           2.4011           1.2187           0.8402          0.69561
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.8338           1.1163           0.1078           -2.121
          -1.6481          -0.3540           0.2451            1.728
           0.4543          -0.3879          -0.1353            1.191
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.5552           2.3917           -4.118           2.5168
          -2.3169           0.5754           -4.001          -0.6511
          -0.2629           0.7585           -1.058           4.0697
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.4654           -1.789          -0.2864           2.0928
          -0.6341            1.288          -0.7926           0.6641
           2.4000           -1.792          -4.5873           2.7378
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7246           0.6467           6.0487           4.8027
           1.3800          -2.4781           0.2599           2.6350
           0.4021          -2.6255          -3.0045          -0.6533
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.289           1.0608          1.22742           0.5798
            6.421           0.3542          0.54819           2.1329
           -0.610           1.2135         -0.08772           5.5807
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8959          -2.1359          -2.4156           1.1371
          -0.7183           0.9512           0.7637          -3.2553
          -0.4663           1.7437           2.8053           0.3324
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.861          1.04428          -1.0936           4.2010
           -4.185         -0.37714          -0.9311           0.2888
            1.603         -0.03269           2.5254           1.7690
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.4552           0.3746           0.4862            1.253
           0.5276           1.2171          -1.5479           -2.610
          -0.5049          -0.8287           1.2493            1.236
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           6.6981            6.608           3.1000          -0.2541
          -0.5899            0.252           0.9565           3.9205
           3.2570            2.011           0.1924          -2.0182
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.420          0.73891           0.6814            2.041
            4.444         -0.62616           3.8136            0.213
           -1.939          0.02897           5.1630            0.804
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.293           0.7114          -1.9639           0.6128
            6.408           2.3434          -2.1723           1.1871
            4.222           1.5458           0.7509           1.2314
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.4438           2.1534          -0.9837           -7.482
           0.9475          -0.1761           1.0307           -3.642
          -0.1830           1.6517           1.7920           -6.405
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.5603          0.06236         -1.01872          -0.5154
           0.1981         -0.19411         -0.52572          -0.6224
          -0.5797         -0.18681         -0.06313           0.2304
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.6296           1.3273          -0.5784            120.4
           0.7154           0.5114          -1.0080            124.4
           1.6368           0.5989          -1.0015            123.9
 rnd_95776.volume rnd_95787.volume
           -4.021           0.2147
          -11.173          -1.8675
          -10.583           1.9738
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.742 1.413 4.866 1.820 2.484 0.6735 0.9803 2.136 2.395 1.982 1.455
[2,] 2.374 1.806 5.880 2.769 3.549 0.8192 1.1593 2.616 3.020 2.822 1.983
[3,] 2.655 2.083 6.677 3.687 4.353 0.9385 1.3248 2.859 3.530 3.323 2.244
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.626 1.533 1.971 1.690 1.944 2.280 2.305 6.236 2.981 4.053 1.737
[2,] 2.337 1.752 2.849 2.368 2.544 3.054 3.277 7.717 4.002 4.937 2.137
[3,] 2.779 1.980 3.324 2.803 3.019 3.702 3.904 8.509 4.982 5.542 2.363
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 4.695 2.215 0.8614 2.098 2.041 2.251 1.957 1.035 1.711 2.064 1.158
[2,] 8.122 3.408 1.1076 3.206 3.224 2.679 2.940 1.254 2.535 2.531 1.483
[3,] 9.789 4.371 1.2581 4.436 4.544 2.972 3.816 1.481 3.390 2.854 1.746
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.600 2.383 2.293 1.892 1.764 1.924 0.6626 1.593 0.5486 1.995 1.651
[2,] 3.388 3.429 3.047 2.312 2.412 2.345 0.7779 1.908 0.7012 2.449 2.701
[3,] 4.087 4.272 3.533 2.701 2.802 2.749 0.9465 2.096 0.8059 2.900 3.153
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.470 0.8515 1.663 1.848 2.724 1.433 1.794 2.358 0.9042 2.005 1.662
[2,] 1.963 1.0280 2.549 2.229 3.293 1.796 2.829 2.745 1.0538 2.744 2.522
[3,] 2.360 1.1703 3.135 2.556 3.694 1.970 3.501 3.152 1.2377 3.409 3.000
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.534 1.131 1.695 0.5467 2.009 0.8995 1.639 1.712 1.738 2.090 0.6940
[2,] 2.231 2.052 2.184 0.6402 2.571 1.0657 2.052 2.010 2.320 3.119 0.8366
[3,] 2.809 2.721 2.476 0.7349 3.195 1.1688 2.383 2.215 2.683 3.589 0.9736
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  1.75 1.611 2.070 0.8522 1.984 1.727 2.553 2.753 2.400 1.990 1.464
[2,]  2.70 1.962 3.350 1.0521 2.383 2.355 3.141 3.684 2.857 3.431 2.721
[3,]  3.11 2.229 3.987 1.1845 2.722 2.652 3.699 4.255 3.233 4.063 3.413
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5956 1.466 1.395 1.577 1.336 1.360 0.7564 1.468 1.379 3.895 3.694
[2,] 0.7376 2.142 1.630 2.228 1.599 1.672 0.9051 2.211 1.749 4.604 4.447
[3,] 0.8189 3.437 1.862 3.166 1.841 1.958 1.0833 2.612 2.056 5.226 5.077
      [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 0.4849 0.4483 0.7404 0.8005 1.561 1.003 0.4842 6.404 5.962 2.283
[2,] 0.7265 0.9360 0.9228 0.9806 1.816 1.265 0.5858 8.220 8.159 3.551
[3,] 0.9526 1.0891 1.0715 1.1610 2.154 1.446 0.6613 9.320 9.744 4.580
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.212   1.794   6.179   2.311   3.154  0.8553   1.245   2.712
[2,] 325.496 227.156 666.494 421.281 511.889 94.1414 124.943 304.847
[3,] 239.971 209.343 638.869 491.428 508.875 92.4436 129.464 232.934
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.041   2.516   1.848   2.065   1.946   2.502   2.146   2.469
[2,] 371.665 405.685 271.849 338.826 171.302 415.277 334.858 331.357
[3,] 368.868 354.318 212.238 303.507 186.082 346.063 302.985 328.235
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.896   2.927   7.919   3.785   5.146   2.206    5.962   2.813
[2,] 410.164 470.342 917.762 539.171 569.386 251.172 1337.945 522.919
[3,] 422.390 428.366 723.668 598.910 508.102 203.779 1103.257 552.483
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.094   2.664   2.592   2.859   2.485   1.314   2.172   2.621
[2,] 140.588 489.333 503.963 293.362 443.019 143.107 377.599 295.879
[3,] 120.472 619.059 646.272 259.729 491.038 158.902 454.410 265.933
      [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]    [,40]
[1,]   1.47   3.302   3.026   2.912   2.402   2.24   2.443   0.8414
[2,] 186.96 438.551 497.855 405.117 268.306 331.96 270.854  82.2912
[3,] 186.36 461.426 514.346 361.238 281.848 287.82 289.635 108.8384
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.023  0.6966   2.533   2.096   1.867   1.081   2.111   2.347
[2,] 212.050 88.1732 286.736 431.523 262.563 116.296 390.187 251.456
[3,] 174.978 80.2151 313.667 328.427 264.450 112.915 368.421 252.507
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.459   1.819   2.279   2.994   1.148   2.546   2.111   1.948
[2,] 373.454 218.528 441.618 283.786 109.271 378.165 382.799 327.140
[3,] 337.940 163.410 416.315 312.479 131.074 408.339 328.069 344.583
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.437   2.153  0.6943   2.551   1.142   2.081   2.174   2.207
[2,] 345.616 278.179 67.2388 323.799 115.384 249.127 212.394 310.120
[3,] 360.681 235.230 72.8614 383.138  96.910 244.896 187.942 272.046
       [,65]    [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   2.655   0.8813   2.222   2.045   2.628   1.082   2.519   2.193
[2,] 467.258  94.3204 415.238 226.062 531.772 124.561 266.447 323.171
[3,] 358.490 100.5323 311.253 213.856 436.563 109.880 265.880 246.272
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]
[1,]   3.242   3.495   3.047   2.527   1.859  0.7564   1.862   1.772
[2,] 369.445 494.274 312.840 564.296 462.992 87.8372 315.270 170.117
[3,] 394.421 429.859 305.715 439.564 415.945 71.8195 542.587 181.831
       [,81]   [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   2.002   1.697   1.727   0.9605   1.864   1.751   4.946   4.691
[2,] 317.686 177.253 196.404 100.3429 333.765 217.257 495.569 499.616
[3,] 454.144 184.426 205.564 120.1891 280.947 218.280 499.377 494.677
        [,89]    [,90]    [,91]   [,92]   [,93]   [,94]   [,95]    [,96]
[1,]   0.6157   0.5693   0.9402   1.017   1.982   1.273  0.6149    8.131
[2,] 109.2211 165.8694 111.2011 114.351 187.469 155.563 66.5603 1040.490
[3,] 124.3879 112.4363 109.9503 125.487 234.013 141.475 61.9667  886.764
        [,97]   [,98]
[1,]    7.571   2.898
[2,] 1124.404 549.228
[3,] 1075.577 583.951
[1] "--- VAR model 2017-10-05 19:01:00  completed"
[1] "Completed training sample:  2017-10-05 19:01:00 - 2017-10-06 03:00:00"
[1] "SpVAR;   training sample:  2017-10-05 19:31:00 - 2017-10-06 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           0.375           1.723         -7.991        -1.2449
          -3.241           1.383         11.028        -3.8452
           2.891          -1.013         -3.155        -0.6093
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.003         1.5746        -1.500350           2.6180
          2.117        -0.6942         0.004116          -0.8525
         -1.397        -0.5331         0.518848          -1.8830
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.81529          -1.0519          -0.3123            0.637
          2.55420           3.3811           1.0370            1.099
          0.03753           0.7752           3.1603            1.355
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.653         -4.52174           0.1980            2.295
            1.422          2.39944          -1.2438           -1.540
            1.476         -0.05195           0.6359           -2.431
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.3645           -1.597           -2.964          -6.4087
          -1.4733           -3.470            1.125          -2.3437
          -0.9776           -3.733            5.217           0.6166
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -8.1315           0.4764           -9.341           -9.674
          -1.1702           1.7672          -18.352            4.430
          -0.4698          -1.8088           14.587           -5.860
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.2527           -6.904            2.163          -4.3031
          -1.4248            2.748           -9.630           1.2763
           0.2381           -7.497           -2.996          -0.7125
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            1.054           2.1667           0.4432            1.479
           -4.805          -0.7666          -1.8861           -1.970
           -1.788           1.1647          -6.5829            2.465
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.9677          -0.3217          -3.0387           -3.552
           0.2009           1.8056           1.5001            1.375
          -2.6778          -4.9660           0.3176            0.783
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.7271           0.8341          0.04673          -0.8468
           0.8083           5.8584         -0.53303           1.2854
           0.1111           1.7955         -2.42555           0.7698
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.9008           0.8162          -0.6190            2.258
           0.4457           0.5004          -6.4686           -3.150
           1.3344           0.5358           0.1227           -6.460
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.5886           1.6212           -4.231            4.201
          -0.7252          -0.7098           -3.828           -1.116
          -1.4512          -0.1864           -2.103           -4.495
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.563           0.6483          -0.7030           5.4471
            2.336          -1.9200           0.2774           4.5190
           -2.730          -1.8801           4.0631           0.6379
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1281          -1.2857          -0.8809           -1.981
           0.9438           2.9915          -1.1022            1.850
           0.4874          -0.9175           1.4463            3.940
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.7638           1.3999           0.6500           -2.841
           0.4760           0.1626           0.3480            3.145
          -0.7228           2.5150          -0.2059            2.873
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.81923           -1.983           1.5059         -3.50389
          0.09198           -2.108          -0.3274         -0.02408
         -0.36574            1.775           2.9943         -0.26941
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.228          -1.1505            5.591           1.2479
           -1.011           1.0041           -4.167           0.4272
           -4.206           0.5739           -1.476          -1.2421
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            5.558          -0.5516          -0.0708            0.947
           -4.834           0.8869          -1.7373           -3.464
           -1.714          -0.2882           2.5422            1.713
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.046          -0.7742           -4.284          -0.7383
            4.138           1.1390           -3.579          -0.5965
           -1.474          -1.3058           -4.134          -6.5216
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.042           0.6087          -3.8048          -1.5461
           -3.414          -0.2442          -0.6143           2.4792
           -1.824           0.4141          -1.2307          -0.1192
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
         -0.73086           2.0370          -0.6609          -1.3701
         -0.04858           1.0147           0.1535           0.3248
         -3.20437           0.7304           1.1427           0.7777
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.004           1.5123           0.2028            2.312
            3.396           1.4066           4.0523            3.307
            5.622          -0.2875          -3.9374            3.645
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4719        -0.003016           2.2470            1.870
           0.1430         1.356204          -1.2597           -1.399
           0.9762        -0.692306           0.1047            1.021
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.3497           1.5774          -1.2035            95.46
           1.1386           1.6270          -0.1354           106.28
           0.3669           0.1078          -0.9188           102.63
 rnd_95776.volume rnd_95787.volume
           2.4167          -10.546
           0.1016            4.044
         -15.6555           -4.150
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.568 1.297 4.342 1.683 2.197 0.5951 0.8585 2.083 2.234 1.806 1.342
[2,] 2.098 1.617 5.349 2.556 3.082 0.7490 1.0200 2.467 2.762 2.677 1.775
[3,] 2.306 1.835 6.066 3.318 3.715 0.8430 1.1771 2.634 3.164 3.138 2.046
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.446 1.388 1.816 1.583 1.870 2.043 2.104 5.950 2.880 3.726 1.711
[2,] 2.196 1.629 2.614 2.233 2.374 2.779 2.985 7.336 3.750 4.484 2.083
[3,] 2.615 1.819 3.127 2.652 2.762 3.370 3.577 8.116 4.574 5.183 2.287
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 3.903 2.115 0.7871 1.965 1.977 1.943 1.825 0.960 1.626 1.839 1.072
[2,] 7.318 3.112 1.0069 2.814 2.906 2.321 2.703 1.156 2.353 2.278 1.362
[3,] 8.807 3.974 1.1287 4.038 4.064 2.640 3.449 1.355 3.043 2.603 1.613
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.154 2.128 2.111 1.820 1.565 1.771 0.5764 1.455 0.4816 1.726 1.588
[2,] 2.950 3.018 2.682 2.068 2.138 2.164 0.6897 1.705 0.6243 2.197 2.405
[3,] 3.699 3.605 3.113 2.380 2.535 2.480 0.7960 1.941 0.7237 2.569 2.855
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.406 0.7905 1.590 1.541 2.513 1.366 1.568 2.138 0.7908 1.742 1.511
[2,] 1.812 0.9643 2.429 1.947 3.044 1.624 2.466 2.495 0.9383 2.420 2.267
[3,] 2.173 1.0876 2.878 2.213 3.404 1.801 3.194 2.822 1.0970 3.091 2.661
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.374 0.9811 1.573 0.5361 1.792 0.8627 1.466 1.539 1.557 1.759 0.6063
[2,] 2.041 1.8610 1.968 0.6149 2.226 1.0398 1.863 1.762 2.022 2.756 0.7237
[3,] 2.530 2.5063 2.267 0.7000 2.841 1.1371 2.131 1.923 2.400 3.173 0.8635
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.575 1.504 1.861 0.7791 1.789 1.540 2.303 2.464 2.191 1.822 1.284
[2,] 2.520 1.866 3.024 0.9784 2.117 2.103 2.943 3.451 2.585 3.062 2.473
[3,] 2.921 2.083 3.654 1.1115 2.425 2.346 3.300 3.866 2.956 3.662 3.053
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5429 1.245 1.247 1.430 1.247 1.225 0.5970 1.324 1.239 3.539 3.201
[2,] 0.6647 1.855 1.465 1.901 1.449 1.501 0.7344 2.026 1.578 4.160 3.948
[3,] 0.7488 2.966 1.660 2.814 1.665 1.772 0.8746 2.401 1.812 4.811 4.599
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.4330 0.3553 0.6602 0.7310 1.369 0.8491 0.4481  7.036 5.575 2.043
[2,] 0.6449 0.8318 0.8359 0.9123 1.590 1.0671 0.5719  9.012 7.524 3.088
[3,] 0.8474 0.9871 0.9682 1.0695 1.875 1.2289 0.6378 10.397 9.303 4.080
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]
[1,]   1.991   1.647   5.513   2.137   2.789  0.7557   1.09   2.646
[2,] 270.803 187.712 607.394 373.905 420.122 88.4120 107.04 256.665
[3,] 185.965 168.703 556.154 411.220 403.412 75.2008 114.19 179.545
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.837   2.293   1.704   1.836   1.763   2.306   2.011   2.375
[2,] 315.723 384.032 225.824 321.320 165.737 365.346 305.923 284.239
[3,] 299.973 318.434 197.942 275.864 157.388 333.621 278.296 274.284
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.594   2.672   7.555   3.657   4.731   2.172    4.957   2.686
[2,] 366.333 411.631 834.100 466.861 484.942 230.860 1203.125 443.580
[3,] 370.464 383.096 675.033 508.978 505.195 183.548  952.521 480.298
        [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   0.9994   2.495   2.511   2.468   2.318   1.219   2.065   2.335
[2,] 122.0646 391.620 413.853 246.550 387.530 125.076 330.677 261.294
[3,]  99.1443 562.953 552.216 244.712 416.432 137.513 374.890 244.865
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.361   2.735   2.702   2.681   2.311   1.987   2.248  0.7319
[2,] 163.369 391.749 416.094 321.515 190.806 283.149 241.884 73.6387
[3,] 167.950 433.816 383.072 307.246 229.159 264.654 235.467 77.2289
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.848  0.6115   2.192   2.017   1.785   1.004   2.019   1.957
[2,] 172.585 77.2164 264.173 351.064 222.047 107.353 357.023 231.186
[3,] 180.484 71.1457 258.609 298.882 233.426  97.775 299.866 204.546
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   3.191   1.735   1.992   2.715   1.004   2.212   1.919   1.745
[2,] 333.868 170.792 369.885 250.030  98.142 326.368 328.554 293.323
[3,] 296.036 151.372 394.473 256.084 110.468 373.738 270.843 290.651
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   1.246   1.998  0.6808   2.276   1.096   1.862   1.955   1.978
[2,] 307.367 229.672 58.5295 256.695 112.812 223.368 166.629 250.608
[3,] 326.288 219.015 65.0215 343.124  89.460 200.961 149.780 251.334
       [,65]   [,66] [,67]  [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   2.234  0.7699   2.0   1.91   2.363   0.9894   2.271   1.956   2.925
[2,] 412.470 76.8064 382.4 214.74 463.246 115.0220 219.964 278.387 356.127
[3,] 305.350 91.5696 287.0 179.70 398.619 102.5274 229.860 202.017 289.946
       [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   3.129   2.782   2.313   1.63  0.6894   1.581   1.584   1.816
[2,] 469.729 266.435 478.314 410.76 74.5283 267.101 149.243 243.389
[3,] 338.372 278.845 390.574 348.02 67.0474 449.910 151.739 403.416
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]    [,89]
[1,]   1.584   1.555  0.7581   1.682   1.573   4.494   4.065   0.5499
[2,] 143.262 168.713 83.1329 297.889 190.010 425.097 449.049  92.8879
[3,] 159.371 182.972 92.3166 250.644 173.343 469.521 458.416 106.8511
        [,90]   [,91]    [,92]   [,93]   [,94]  [,95]    [,96]   [,97]
[1,]   0.4512  0.8383   0.9282   1.738   1.078  0.569    8.935    7.08
[2,] 146.1783 99.6397 106.1006 157.206 125.629 69.069 1094.456  981.96
[3,] 103.3020 94.9899 108.4786 193.139 118.480 54.876 1007.631 1063.64
       [,98]
[1,]   2.594
[2,] 450.005
[3,] 518.539
[1] "--- VAR model 2017-10-05 19:31:00  completed"
[1] "Completed training sample:  2017-10-05 19:31:00 - 2017-10-06 03:30:00"
[1] "SpVAR;   training sample:  2017-10-05 20:01:00 - 2017-10-06 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.995           1.868          2.198         -3.041
           3.383           1.953         -8.104         -3.104
           1.725           2.526         -7.659         -2.876
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         0.3375         0.4561           0.2108           1.7272
        -3.0517        -1.1178           0.6321          -0.8292
         3.5109        -0.3829           0.2839          -0.8674
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.7943          -0.6857          -1.2225           -1.469
          -0.9388           2.0756           1.0848            2.916
          -1.8880          -3.9431           0.3418           -0.474
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.9809            5.741          3.01271          -0.7628
           0.5444            2.423          0.03118           3.1626
           1.5290            1.364          3.08673           2.1055
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.04946           2.5397           -2.439           0.2708
          5.50442           6.5683           -3.521          -3.3645
          6.61254           0.7606            3.385           3.3809
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            1.857           3.6011           -6.391           -8.184
           -5.950           0.9383            2.985           -1.491
           -5.036           0.4985          -10.362            1.681
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.71280           -7.613           -3.207           4.4878
         -0.95379           -1.698           -4.945           3.9591
         -0.06234            4.069            5.483          -0.1214
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.029           1.4698          -0.7012          -1.8186
           -1.638          -0.2876          -2.2787           0.9819
           -3.824           0.7226          -6.4987           0.9608
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.1138           -3.412          -0.4158          -3.1543
           0.6517           -5.079          -4.4968           1.7849
          -1.6440           -1.290           1.8120           0.8287
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.4130           0.6725           0.7134          0.11301
           0.5764          -0.4520           2.0517         -0.08128
          -0.7672           3.1358          -2.2801          0.73063
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9964           0.8792            1.931           1.0779
           1.4320           0.2997            1.265          -0.9692
          -1.0018           0.8141            2.375           2.4687
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.6425          -1.7130            3.607          -0.6012
          -3.1652           0.8735            1.511          -3.2192
          -0.3756           1.7112           -5.838           0.9828
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           10.921           1.2752           0.5597           0.5952
           -3.635           0.6741           7.6975          -0.7664
           -1.159          -0.6911          -1.0571          -0.5012
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.8405          -0.7957           -1.883          -2.9909
           1.1448           5.8838            3.505           0.8223
          -0.2826           4.9492            2.391           4.1793
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -0.06669           1.7304         -0.54466            8.710
         -2.85243           3.2760          0.34008            2.075
          3.11074          -0.6959          0.03055           -3.516
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.8517           3.7932           0.7090            1.258
          -0.1839          -0.4857          -1.6330            1.530
           0.2724          -0.2690           0.4851           -2.302
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2860          -0.6566           1.3486           0.4273
           0.1403           1.3244           1.3376           1.7473
          -4.6834          -0.9640           0.4413           0.9631
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.8599           1.6809           3.1863            1.496
          -2.0122          -0.8728           0.4567            3.021
          -0.8611           0.6734           3.4231            1.261
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.815            1.911            4.134            1.779
            8.511            7.837           -2.245            2.635
            1.970            1.825           -2.334            3.589
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.783           0.3030          -3.7242           0.4693
            5.006           0.1451           0.4318          -0.1888
            3.762           0.7514           5.0491           0.9412
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.961         -0.17264            1.499         -1.01275
           -1.114          0.06013            2.785          0.07588
            6.311          0.61109            3.435         -0.27279
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.359            1.585         -6.41082          -10.084
            2.440            2.572         -0.06151            6.579
            3.754            2.713          0.05408           -4.592
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -1.01222          -0.1849          -0.3598         0.029810
         -0.06052           0.7153           0.3330        -0.003595
          0.61057          -0.5068           0.2465         0.205786
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5627          -1.0792         0.686600            118.0
           4.2697           1.1051         0.001389            111.5
          -2.2374           0.5025        -0.171504            113.1
 rnd_95776.volume rnd_95787.volume
           23.282          -8.3580
            1.991           0.1878
          -16.711          -0.6510
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.458 1.199 3.932 1.503 2.095 0.5556 0.8229 1.815 2.126 1.596 1.177
[2,] 1.915 1.439 4.932 2.277 2.937 0.6937 0.9647 2.163 2.555 2.397 1.561
[3,] 2.188 1.655 5.533 3.052 3.471 0.7659 1.1085 2.376 2.902 2.765 1.768
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.375 1.311 1.688 1.503 1.588 1.943 1.942 5.597 2.716 3.348 1.551
[2,] 2.050 1.549 2.478 2.126 2.005 2.591 2.751 6.999 3.499 4.143 1.932
[3,] 2.420 1.694 2.867 2.476 2.363 3.042 3.281 7.955 4.204 4.827 2.150
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.614 2.007 0.7483 1.677 1.872 1.822 1.603 0.8665 1.512 1.825 1.023
[2,] 6.776 2.927 0.9608 2.494 2.768 2.154 2.384 1.0626 2.216 2.269 1.299
[3,] 8.089 3.718 1.0748 3.595 3.786 2.471 3.171 1.2308 2.925 2.533 1.539
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.012 1.938 1.896 1.597 1.418 1.404 0.5435 1.326 0.4040 1.632 1.490
[2,] 2.719 2.712 2.467 1.872 1.971 1.792 0.6466 1.528 0.5519 2.049 2.206
[3,] 3.423 3.206 2.888 2.117 2.330 2.060 0.7322 1.708 0.6313 2.329 2.604
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.215 0.7667 1.518 1.324 2.361 1.273 1.462 1.973 0.7438 1.546 1.383
[2,] 1.587 0.9044 2.301 1.658 2.856 1.498 2.288 2.295 0.8894 2.198 2.103
[3,] 1.891 1.0301 2.656 1.902 3.140 1.654 2.977 2.555 1.0446 2.803 2.521
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.202 0.9633 1.486 0.4796 1.632 0.8806 1.430 1.375 1.400 1.568 0.5831
[2,] 1.831 1.7268 1.829 0.5569 2.098 1.0398 1.829 1.556 1.910 2.600 0.6868
[3,] 2.315 2.3549 2.133 0.6351 2.592 1.1445 2.053 1.727 2.237 2.991 0.8113
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.402 1.386 1.694 0.6932 1.613 1.400 1.960 2.190 1.925 1.659 1.171
[2,] 2.310 1.627 2.719 0.8834 1.889 1.871 2.523 3.104 2.373 2.851 2.216
[3,] 2.657 1.846 3.385 1.0161 2.190 2.148 2.842 3.506 2.755 3.341 2.727
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5076 1.132 1.189 1.268 1.183 1.092 0.5245 1.163 1.145 3.346 2.962
[2,] 0.6195 1.664 1.395 1.724 1.394 1.335 0.6581 1.862 1.434 3.942 3.678
[3,] 0.6959 2.677 1.540 2.544 1.555 1.605 0.7671 2.227 1.666 4.452 4.301
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.3776 0.2976 0.5757 0.6130 1.288 0.7181 0.4309  7.139 4.895 1.992
[2,] 0.5612 0.7057 0.7369 0.7868 1.491 0.8772 0.5310  9.084 6.721 3.007
[3,] 0.7314 0.8427 0.8632 0.9512 1.772 1.0297 0.5900 10.467 8.370 3.833
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]  [,9]
[1,]   1.852   1.523   4.992   1.909   2.66  0.7055   1.045   2.305   2.7
[2,] 241.179 154.691 578.970 332.544 400.23 80.7418  97.878 228.791 275.5
[3,] 206.078 158.919 487.460 395.170 359.71 63.1040 106.149 191.078 267.4
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   2.027   1.494   1.746   1.665   2.143   1.909   2.017   2.467
[2,] 347.613 199.317 295.533 160.360 352.745 292.371 237.997 333.224
[3,] 267.776 161.485 249.959 133.420 280.129 246.695 243.162 309.932
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]    [,25]
[1,]   2.466   7.107   3.449   4.252   1.969    4.589   2.549   0.9503
[2,] 378.829 816.977 428.805 474.378 223.884 1114.331 414.168 117.1533
[3,] 347.684 734.979 453.199 481.500 183.773  858.683 445.711  93.6400
       [,26]   [,27]   [,28]   [,29] [,30]  [,31]   [,32]   [,33]   [,34]
[1,]   2.129   2.377   2.314   2.036   1.1   1.92   2.318   1.299   2.555
[2,] 359.028 396.456 223.349 343.030 119.6 315.03 261.889 155.527 355.676
[3,] 503.171 502.112 235.403 406.546 120.7 371.15 219.169 160.678 404.161
       [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]  [,42]
[1,]   2.461   2.408   2.028   1.801   1.782  0.6902   1.684  0.513
[2,] 368.849 306.680 189.754 265.973 216.509 68.0682 147.822 73.096
[3,] 332.154 292.086 192.309 241.721 197.753 66.7981 148.412 59.582
       [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   2.072   1.892   1.542  0.9737   1.928   1.681   2.998   1.616
[2,] 240.762 316.295 198.436 93.2357 336.110 194.114 312.477 153.578
[3,] 215.193 268.901 199.977 95.8727 257.906 181.067 253.630 136.360
       [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   1.856   2.506   0.9445   1.963   1.757   1.526   1.223   1.888
[2,] 342.281 227.699  94.7828 303.721 307.965 268.476 278.601 207.004
[3,] 370.185 218.442 106.5170 338.189 270.265 275.332 311.279 213.417
      [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]  0.609   2.072   1.118   1.816   1.746   1.777   1.991  0.7404
[2,] 55.028 256.353 107.488 221.719 141.385 252.797 403.204 70.5468
[3,] 59.370 296.006  92.945 181.218 145.996 226.307 287.244 83.9617
       [,67]  [,68]   [,69]    [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   1.781   1.76   2.152   0.8803   2.048   1.777   2.489   2.781
[2,] 356.771 165.79 413.316 106.4394 191.414 241.520 308.822 427.738
[3,] 255.537 169.58 392.020  97.6093 215.287 205.061 254.632 316.757
       [,75]   [,76]   [,77]   [,78]   [,79]  [,80]  [,81]   [,82]   [,83]
[1,]   2.445   2.106   1.487  0.6446   1.437   1.51   1.61   1.502   1.386
[2,] 269.478 450.751 365.713 69.0522 237.160 141.71 227.25 143.321 149.502
[3,] 272.066 338.654 309.077 61.6051 407.636 126.76 363.54 133.775 173.112
      [,84]   [,85]   [,86]   [,87]   [,88]   [,89]    [,90]   [,91]
[1,]  0.666   1.477   1.453   4.249   3.762  0.4796   0.3779  0.7311
[2,] 77.277 282.632 167.943 405.096 423.865 80.6991 124.3943 89.4075
[3,] 76.607 237.637 164.777 402.272 433.559 91.1832  89.5525 87.3983
        [,92]   [,93]    [,94]   [,95]    [,96]   [,97]   [,98]
[1,]   0.7784   1.635   0.9119  0.5472    9.066   6.215   2.529
[2,]  95.9131 146.195  97.9348 60.3157 1091.801 895.493 437.867
[3,] 103.8917 186.036 104.8206 50.0191 1011.034 969.762 462.120
[1] "--- VAR model 2017-10-05 20:01:00  completed"
[1] "Completed training sample:  2017-10-05 20:01:00 - 2017-10-06 04:00:00"
[1] "SpVAR;   training sample:  2017-10-05 20:31:00 - 2017-10-06 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.444          -1.837         -5.598          3.900
          -2.226           2.053        -11.998          9.989
          -5.292           4.575         -0.413         -4.565
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          3.442         1.2018           2.8268           -6.059
          2.614        -0.8898           0.9897            2.640
         10.485         0.9771           0.4999            4.401
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.994            2.734           2.1426            1.150
           -2.914           -2.545           4.5038           -5.320
            3.611            4.055           0.6576           -4.924
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.144           3.8787            5.656           -2.875
            2.559           0.1858            2.021           -7.909
            3.075          -6.2591           -3.754           -2.532
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.793           -4.456           -8.708           -2.671
            1.179           -2.557           13.955          -15.692
           -5.130           -2.824           -2.514            4.640
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -6.156           3.2567           -7.779           2.0093
           -2.484           1.9710           -2.002          -6.2454
           -4.646          -0.6829          -10.897          -0.2063
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.0509            2.257            2.188           2.5487
          -0.4703           -8.455            4.019           0.6365
           1.0796            3.580          -11.348          -3.8506
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           11.091           0.8643            4.364           -4.582
            5.865          -1.4058            5.079            2.840
           -3.864           0.7762            3.140            3.273
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2512            4.493            3.965           0.5345
           2.4880            1.149            1.173           0.6384
           0.3423           10.089            7.139           1.8206
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.770          -1.1317            2.042           0.7380
            2.555           4.5142           -3.295          -0.2949
            0.960           0.4803           -2.222           0.3353
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.3982          -0.9827           -1.216            5.244
           2.6703           0.6357           -3.276           -6.578
          -0.1825           0.8197            3.840           -1.292
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.680           0.8915            1.094          -5.3450
           -4.688          -0.6761            4.805           0.7338
           -2.073           0.2688          -11.630          -3.7688
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -1.8297            0.289          -2.9252            3.696
           0.2057           -0.466           0.9626            3.321
          -1.1012            2.272          -1.1877            1.395
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2677          -5.0431          -2.6437          -4.3641
           0.9344          -0.4595          -1.4828          -0.5861
          -0.2054          -1.8327          -0.9197          -3.6624
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           3.5462          -2.8415          0.07583           4.7095
          -3.7813          -0.1047          0.28822           0.8046
          -0.1366          -2.1110          0.37015          -3.6235
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.0312            2.179           0.2104            2.083
          -1.2193            1.833          -1.6551            5.120
          -0.0638           -1.663          -0.8153           -1.237
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.915          -0.1825            8.918          -1.4486
            7.394           1.1017            2.418           0.5864
            2.746           0.8314            6.624           0.5938
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.730           1.0039           0.8765            2.394
            4.009           1.8849          -0.6085           -1.615
            2.242           0.3212          -3.3535           -4.561
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.7724           0.7240          -4.6740          0.09393
           1.7992          -0.3395           0.4714          0.59130
           0.1221          -3.8095           3.9021         -1.31365
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -0.5122           0.9156           -2.585           3.0708
          -2.9160           1.2922           -2.821          -1.2578
           0.1190          -1.8976            1.980          -0.2151
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           1.5956            3.019          -0.5779          -0.4112
          -4.9970            1.908           2.1176          -1.4205
          -0.1339            2.366           1.1141           0.7720
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           2.1214           -1.658          11.1268           -2.166
           0.5684            1.578          -0.5842            7.623
           2.8667            4.095           8.0223            2.919
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.1579          -0.6336          0.89971           0.9020
          -0.8022           1.2505         -0.25917          -0.1332
           1.9851           0.2898          0.01895          -0.3935
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.113         -0.02515           -1.904           106.27
           -1.337          0.06257           -1.299            92.82
           -4.022          0.50389           -1.754           111.21
 rnd_95776.volume rnd_95787.volume
         -14.8490          5.06491
           1.9899        -10.07235
          -0.8448          0.03712
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.285 1.085 3.638 1.339 1.930 0.5102 0.8121 1.804 2.087 1.583 1.025
[2,] 1.676 1.291 4.502 2.183 2.775 0.6607 0.9407 2.162 2.518 2.374 1.424
[3,] 1.944 1.489 5.115 2.938 3.238 0.7333 1.0787 2.396 2.833 2.714 1.581
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.284 1.285 1.625 1.479 1.605 1.694 1.820 5.046 2.374 3.213 1.569
[2,] 2.012 1.473 2.322 2.079 2.012 2.396 2.594 6.470 3.145 4.004 1.883
[3,] 2.349 1.613 2.737 2.465 2.375 2.896 3.131 7.446 3.823 4.636 2.072
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.614 1.879 0.6835 1.660 1.689 1.675 1.378 0.8114 1.476 1.644 0.9994
[2,] 6.226 2.828 0.8802 2.469 2.572 1.999 2.213 1.0072 2.074 2.053 1.2452
[3,] 7.547 3.544 0.9808 3.450 3.478 2.234 3.054 1.1281 2.761 2.279 1.4571
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.772 1.831 1.771 1.600 1.266 1.267 0.4865 1.203 0.3682 1.565 1.397
[2,] 2.396 2.596 2.326 1.855 1.778 1.590 0.5859 1.371 0.4814 1.943 2.035
[3,] 3.153 3.015 2.721 2.087 2.129 1.782 0.6694 1.523 0.5566 2.269 2.407
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.119 0.6834 1.418 1.231 2.348 1.219 1.433 1.826 0.7356 1.338 1.272
[2,] 1.421 0.8242 2.150 1.486 2.730 1.442 2.208 2.135 0.8600 2.109 1.946
[3,] 1.700 0.9269 2.429 1.709 2.991 1.589 2.795 2.399 0.9988 2.632 2.367
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.160 0.9121 1.298 0.4606 1.579 0.8545 1.353 1.172 1.286 1.428 0.5467
[2,] 1.719 1.5735 1.608 0.5489 1.988 0.9822 1.709 1.378 1.781 2.330 0.6509
[3,] 2.165 2.1607 1.938 0.6189 2.440 1.1072 1.916 1.552 2.045 2.763 0.7617
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.351 1.232 1.589 0.6670 1.407 1.200 1.739 1.987 1.762 1.531 1.033
[2,] 2.133 1.439 2.506 0.8448 1.699 1.649 2.294 2.803 2.133 2.518 1.905
[3,] 2.457 1.631 3.155 0.9531 1.955 1.910 2.625 3.144 2.505 3.081 2.463
      [,78]  [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4579 0.9748 1.102 1.194 1.115 1.020 0.4358 1.143 1.050 2.999 2.849
[2,] 0.5549 1.4287 1.269 1.581 1.295 1.252 0.5549 1.813 1.306 3.643 3.586
[3,] 0.6290 2.2243 1.408 2.268 1.444 1.500 0.6368 2.082 1.497 4.148 4.057
      [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 0.3553 0.2704 0.5216 0.5400 1.194 0.6632 0.3985  6.891 4.692 1.964
[2,] 0.5149 0.6060 0.6847 0.7013 1.435 0.8116 0.4767  8.790 6.176 2.937
[3,] 0.6726 0.7517 0.8038 0.8448 1.689 0.9252 0.5363 10.325 7.573 3.620
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]  [,4]    [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   1.632   1.377   4.62   1.7   2.451  0.6479   1.031   2.29   2.65
[2,] 220.777 143.709 544.66 354.0 409.384 86.2284  97.503 244.73 289.33
[3,] 202.650 152.475 498.50 404.0 342.936 65.3289 108.407 212.07 266.54
      [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]   [,18]
[1,]   2.01   1.301   1.63   1.632   2.063   1.878   2.038   2.151   2.312
[2,] 363.52 202.979 318.23 147.620 340.569 300.240 249.189 347.969 379.452
[3,] 269.95 141.145 248.96 135.415 297.766 271.880 259.103 334.054 359.977
       [,19]   [,20]  [,21]   [,22]    [,23]   [,24]    [,25]   [,26]
[1,]   6.408   3.014   4.08   1.993    4.589   2.386   0.8679   2.108
[2,] 831.472 423.799 490.57 213.638 1041.210 434.057 113.8895 375.393
[3,] 756.808 446.154 479.90 177.464  875.707 438.679  88.8828 494.762
       [,27]   [,28]  [,29]  [,30]   [,31]   [,32]   [,33]  [,34]   [,35]
[1,]   2.145   2.127   1.75   1.03   1.874   2.088   1.269   2.25   2.325
[2,] 398.260 224.024 355.61 122.53 299.279 252.466 152.546 331.08 377.961
[3,] 480.966 205.000 432.24 104.35 374.428 203.052 155.410 420.94 314.658
       [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]   [,43]
[1,]   2.249   2.031   1.608   1.609  0.6177   1.528  0.4676   1.987
[2,] 309.658 193.029 256.260 197.222 67.0458 134.949 63.6861 236.586
[3,] 289.967 196.234 240.623 165.298 66.4959 136.209 57.3548 240.858
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   1.773   1.421  0.8679   1.801   1.564   2.981   1.548   1.819
[2,] 304.055 179.945 94.6147 331.791 170.730 285.923 158.229 345.112
[3,] 263.960 191.636 87.0569 232.321 173.272 251.104 137.323 351.981
       [,52]    [,53]   [,54]   [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   2.319   0.9341   1.699   1.615   1.473   1.158   1.648  0.5849
[2,] 226.986  91.4871 334.732 302.536 260.688 263.316 195.078 61.3002
[3,] 224.865 104.3210 323.435 276.828 270.329 304.101 221.957 58.7324
       [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   2.005   1.085   1.719   1.489   1.633   1.813  0.6942   1.715
[2,] 248.198  99.459 214.244 148.637 253.098 378.081 72.5444 339.158
[3,] 290.379 104.931 177.851 146.717 206.352 304.911 81.2651 250.186
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   1.564   2.017   0.847   1.786   1.523   2.209   2.523   2.237
[2,] 152.788 398.028 106.493 195.875 232.370 307.025 405.959 246.983
[3,] 157.582 393.465  90.590 198.586 198.019 262.318 292.279 269.814
       [,76]   [,77]   [,78]   [,79] [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   1.944   1.311  0.5815   1.238   1.4   1.516   1.415   1.295  0.5534
[2,] 410.443 328.857 64.3524 214.497 129.2 212.868 135.298 149.122 70.5314
[3,] 364.761 320.343 60.8196 350.090 125.3 333.947 131.354 169.679 64.1819
       [,85]   [,86]   [,87]   [,88]   [,89]    [,90]   [,91]   [,92]
[1,]   1.451   1.334   3.808   3.617  0.4512   0.3433  0.6624  0.6858
[2,] 289.044 159.492 424.871 447.358 76.5431 111.3752 91.0978 91.8662
[3,] 210.399 150.211 407.210 389.552 88.8530  91.3475 86.4794 96.7484
       [,93]   [,94]  [,95]    [,96]   [,97]   [,98]
[1,]   1.517  0.8422  0.506    8.751   5.958   2.494
[2,] 163.537 96.0867 53.712 1120.661 824.546 448.320
[3,] 182.916 91.2249 50.463 1112.401 900.006 434.618
[1] "--- VAR model 2017-10-05 20:31:00  completed"
[1] "Completed training sample:  2017-10-05 20:31:00 - 2017-10-06 04:30:00"
[1] "SpVAR;   training sample:  2017-10-05 21:01:00 - 2017-10-06 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -0.986          -2.020         -6.429          3.132
           2.886          -2.251          1.099          6.116
           2.534           2.070          5.447         -2.100
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -1.112         0.5559            1.064            3.592
         -3.711        -1.2051            2.124            3.755
          5.039        -1.3452            1.892            3.812
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            3.883            4.549            1.819           0.7706
            2.891            4.704            1.611          -1.4941
            6.054            6.377            3.630          -6.0791
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.385            5.895            2.633            1.007
            5.102            6.714            8.587            4.015
            1.161           -1.947           -2.913            1.808
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.946          -0.4188           -2.614           2.0024
            5.916           1.8610           12.006          -3.3509
            3.446           1.2783           16.144          -0.4526
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -9.657           1.6869           -1.192           11.809
           -2.205           1.2251           -1.656           -7.514
            5.733           0.2777            5.702           10.465
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.6077            6.894           16.888            3.643
          -1.0451           -3.590           -1.051            3.266
          -0.3661            5.935           -4.225            1.022
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.274           2.4356           3.0291           -8.969
            8.075          -0.4318          13.7289           -6.086
           -3.090          -0.5479          -0.6063           -2.067
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           1.8219          -3.1056           -6.287         -10.2074
           2.6665          -0.4619           -5.650          -0.6912
           0.3446          10.5517            3.270          -0.1191
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.000          -5.2348           1.2377           0.9956
            2.036           2.3063          -2.2030           1.2409
           -1.066          -0.6824          -0.9969           0.2815
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           3.2805          0.71311         -1.69858            6.815
           0.8658          0.02426          0.06288           -1.861
          -0.9399          1.34719          1.31489           -1.544
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.127          3.32156            2.744           -1.327
            1.405          0.89198            2.178           -1.313
           -2.474          0.01358           -1.709           -2.961
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.474           3.4138            2.192          -8.5166
            8.785          -1.7160            1.302          -0.3234
            4.995           0.4872            4.063          -0.4625
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -1.40833           -6.903          -3.0472           -2.692
         -1.31056            1.277          -0.5694           -5.108
          0.06843            7.493           0.0425           -1.879
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           0.9910           -2.840          -0.5048            5.327
          -0.9685           -2.943           0.2317           -4.008
          -0.4867           -5.656           0.1326           -5.103
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.052           -3.208           0.9313            4.762
           -2.777           -2.588          -0.5424           -4.199
           -1.202           -3.403           0.8247           -5.543
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.0199           0.3546           -3.077           -1.297
          -5.4083          -2.5323            3.594            1.881
           0.6507           1.1782           -3.501            4.071
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.8725          0.43920           -1.256           0.1655
           0.9871         -1.94661            5.688           2.1960
          -4.3372          0.07585            4.454           3.8275
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.704          -3.8717            4.072            2.559
            2.513           0.6133            6.581            3.893
            4.531           7.7777            1.712            4.668
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.055           0.1412          -1.6214          -3.2068
            1.320          -0.3257           0.9518           0.7752
            2.295          -0.6334           2.3395          -0.2620
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -5.8606          -2.3408           0.1594           1.3614
           0.7715          -1.0679           0.7194           1.7334
           0.9169          -0.4765           1.1246           0.3506
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.392          -0.3811          -4.7785           -3.830
           -4.064          -2.8962          -0.4318           11.113
            3.781           1.9370           1.8018            5.936
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3866           0.5290         -0.03586          -1.4534
           0.5965          -1.4034         -0.73504          -0.5294
          -0.1768          -0.8347         -0.39150           0.3981
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.381          -1.3213         -1.26222            123.0
           -1.581           0.4874         -0.45794            149.9
           -1.518           1.4258          0.09478            134.0
 rnd_95776.volume rnd_95787.volume
           6.2550            8.035
          22.3000          -10.482
           0.3429            6.646
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.244 1.042 3.255 1.298 1.811 0.4360 0.8177 1.772 1.953 1.541 0.9852
[2,] 1.649 1.232 4.115 1.995 2.700 0.5739 0.9464 2.068 2.384 2.242 1.3187
[3,] 1.858 1.396 4.666 2.759 3.132 0.6588 1.0433 2.288 2.741 2.589 1.5289
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.348 1.229 1.460 1.401 1.618 1.561 1.762 4.858 1.921 3.284 1.613
[2,] 2.035 1.428 2.092 1.984 1.917 2.336 2.488 6.160 2.664 3.930 1.946
[3,] 2.411 1.581 2.515 2.424 2.296 2.829 2.996 7.053 3.161 4.474 2.077
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.582 1.838 0.6061 1.541 1.573 1.679 1.358 0.7940 1.427 1.700 0.946
[2,] 6.085 2.757 0.7782 2.410 2.540 1.929 2.081 0.9476 1.994 2.055 1.217
[3,] 7.280 3.366 0.8797 3.271 3.349 2.164 2.909 1.0973 2.688 2.267 1.435
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 1.712 1.592 1.697 1.519 1.197 1.157 0.4445 1.054 0.3732 1.536 1.278
[2,] 2.299 2.420 2.258 1.739 1.640 1.446 0.5241 1.231 0.4649 1.848 1.916
[3,] 3.026 2.834 2.634 1.969 1.997 1.610 0.5974 1.362 0.5270 2.124 2.217
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.034 0.6563 1.346 1.117 2.203 1.120 1.406 1.721 0.7131 1.335 1.178
[2,] 1.259 0.7820 1.976 1.324 2.612 1.377 2.087 2.021 0.8539 1.999 1.838
[3,] 1.507 0.9008 2.306 1.549 2.891 1.517 2.646 2.273 0.9564 2.496 2.256
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.061 0.8199 1.204 0.4847 1.459 0.7969 1.336 1.082 1.286 1.422 0.5325
[2,] 1.614 1.4382 1.461 0.5599 1.883 0.9327 1.651 1.297 1.665 2.191 0.6433
[3,] 2.061 2.0025 1.783 0.6272 2.282 1.0648 1.850 1.481 1.912 2.581 0.7378
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.185 1.124 1.136 0.6552 1.473 1.123 1.568 1.771 1.596 1.446 1.015
[2,] 1.892 1.307 2.074 0.8017 1.737 1.616 2.134 2.664 1.971 2.432 1.862
[3,] 2.196 1.463 2.622 0.8951 1.928 1.842 2.404 3.009 2.303 2.976 2.370
      [,78]  [,79]  [,80] [,81] [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 0.4033 0.9005 0.9934 1.034 1.045 0.9711 0.4164 1.085 1.013 2.775
[2,] 0.4795 1.2671 1.1470 1.489 1.239 1.1928 0.5165 1.748 1.222 3.423
[3,] 0.5523 2.1137 1.2621 2.140 1.398 1.3830 0.5979 2.002 1.389 3.766
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.683 0.3355 0.2777 0.4568 0.4996 1.170 0.5917 0.3895  7.110 4.370
[2,] 3.474 0.4684 0.5684 0.5921 0.6287 1.427 0.7242 0.4600  9.018 5.721
[3,] 3.905 0.6062 0.6924 0.6832 0.7437 1.630 0.7996 0.4999 10.350 7.095
     [,98]
[1,] 1.961
[2,] 2.852
[3,] 3.416
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]  [,5]    [,6]    [,7]   [,8]   [,9]
[1,]   1.58   1.324   4.133   1.648   2.3  0.5537   1.038   2.25   2.48
[2,] 242.34 146.930 563.233 338.953 447.8 83.4849 106.585 238.60 305.94
[3,] 191.29 147.085 492.283 426.305 355.3 72.3788  98.251 219.21 302.38
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   1.957   1.251   1.712   1.561   1.855   1.779   2.055   1.982
[2,] 364.424 196.103 340.958 162.597 335.148 314.227 229.954 388.951
[3,] 289.497 173.123 289.613 151.987 312.371 311.663 282.765 356.781
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]    [,25]
[1,]   2.238   6.169   2.439   4.171   2.049    4.549   2.334   0.7696
[2,] 392.989 847.135 413.115 482.876 243.461 1100.385 459.819 109.2231
[3,] 373.464 768.690 380.598 478.263 162.485  894.192 432.020  91.7771
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]   1.956   1.998   2.132   1.724   1.008   1.813   2.159   1.201
[2,] 414.520 446.175 212.481 352.938 115.744 311.339 258.060 171.329
[3,] 495.060 488.169 219.549 454.615 123.748 403.330 214.407 170.005
       [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]   [,41]
[1,]   2.174   2.022   2.155   1.928   1.52   1.469  0.5645   1.338
[2,] 343.314 407.631 333.099 189.659 250.81 194.314 62.1068 142.306
[3,] 440.144 329.975 303.395 206.438 254.80 158.144 64.1445 130.597
       [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]
[1,]  0.4739   1.951   1.623   1.313   0.8335   1.709   1.418   2.798
[2,] 62.0272 229.603 319.316 160.582  95.0976 323.541 159.193 313.723
[3,] 55.5568 234.185 249.443 185.255 100.0470 266.326 179.889 277.464
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.422   1.785   2.186   0.9055   1.696   1.496   1.347   1.041
[2,] 179.440 345.083 236.853 105.0956 332.853 315.595 272.026 264.360
[3,] 142.262 363.859 232.747  96.3904 334.433 292.668 286.944 311.743
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.528  0.6155   1.852   1.012   1.697   1.374   1.633   1.805
[2,] 185.147 62.7070 266.475 108.400 216.973 160.171 236.652 373.063
[3,] 228.687 63.2448 288.421 114.934 186.615 159.986 210.444 305.300
       [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]  0.6762   1.505   1.427   1.443   0.8321   1.871   1.427   1.991
[2,] 80.7295 330.075 149.050 388.254 103.3289 205.923 259.863 323.919
[3,] 80.8410 249.529 147.378 358.800  89.0693 187.308 197.822 247.790
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   2.248   2.027   1.836   1.289  0.5121   1.143   1.261   1.313
[2,] 445.285 258.778 437.615 349.280 58.0307 199.424 128.259 239.615
[3,] 313.163 266.568 383.524 328.153 61.3165 378.518 117.811 343.955
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]  [,89]
[1,]   1.327   1.233  0.5287   1.378   1.286   3.524   3.407  0.426
[2,] 148.762 154.969 68.3555 306.566 153.092 448.437 493.944 73.131
[3,] 144.740 156.591 67.3803 218.341 147.817 351.139 398.683 86.098
        [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   0.3527  0.5801  0.6344   1.485  0.7514  0.4946    9.029   5.549
[2,] 110.9520 84.2588 85.3780 182.841 93.4169 54.7314 1240.882 826.010
[3,]  88.4614 76.2536 88.8953 176.491 75.8311 43.7934 1136.709 938.772
      [,98]
[1,]   2.49
[2,] 463.21
[3,] 420.83
[1] "--- VAR model 2017-10-05 21:01:00  completed"
[1] "Completed training sample:  2017-10-05 21:01:00 - 2017-10-06 05:00:00"
[1] "SpVAR;   training sample:  2017-10-05 21:31:00 - 2017-10-06 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.292          -6.464          5.690          8.814
          10.655          -0.931          5.319         -5.472
          -3.986          -3.766         -6.547         -4.468
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.745         0.5949           -5.424         -15.4554
          1.467        -1.4350            2.234          10.1567
         -6.154        -0.9720            2.370           0.5324
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -10.698           -5.437           0.8508           -4.703
           -3.629           -9.266          -1.4436          -18.818
            8.701            5.387          -1.1211           -7.727
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.9986           1.8891            8.872          -5.7349
           0.6442          -6.3519           -5.607          -1.3502
          -1.9088          -0.6237           -4.906          -0.1968
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -1.61027           -6.571          -11.048           -3.171
         -0.02125           -3.218          -16.382            3.681
        -11.78604           -6.589           -8.746           -0.309
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            3.424          -6.9773          -24.167           -8.307
           -3.950          -2.4510            1.986          -11.601
          -10.070           0.2603           -2.536            2.255
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.1061          -11.518            2.371           -1.458
           0.6429           -6.172           -7.425           -3.407
          -0.6899           -6.384           -2.938            3.668
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            9.949           -1.050           11.580           -9.321
           -9.836           -2.294            4.639           -5.228
           -0.974           -2.239           -8.399            2.307
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            7.574            1.237           3.8231            6.228
            8.093           -5.195          -0.4245           -5.302
           -7.001            0.511          -7.5823            0.058
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -4.6337            1.804          -2.5297           2.7101
           0.6585            4.475          -1.7495          -1.0383
           8.9170            6.523           0.2102           0.5419
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.1926           0.8371           1.9700            1.517
           0.8379           0.8140          -2.5440            2.950
           5.3540           0.9568          -0.4668           -3.712
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.3445            1.261           -2.974            2.621
          -6.7417           -1.024            1.691            2.255
           1.1362           -0.267           -3.976            1.432
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -6.165           3.5359           -5.701           0.2937
           12.187           0.2804           -2.700           4.0477
           -7.929           5.2018            5.140           4.2386
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5991            7.894            8.875           -4.162
          -0.6611            3.854           -7.625            5.668
           1.8957           -1.134            4.399           -4.999
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.381            1.539          -0.5681            7.738
            9.409            1.347           0.2433            3.605
           -5.825            6.391           0.6329           -2.372
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2049           1.0114           5.4426           -2.356
          -2.3713           3.1830           0.5566            6.218
          -2.3048           0.7491          -1.7562           -4.475
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            7.545            3.256          -0.1372          -0.6957
            8.805           -1.851          -1.1832           2.1691
           -3.065            1.211           8.5150           2.4204
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.648           0.1061           12.026            6.721
            2.919          -1.5596            3.127           11.360
            6.523          -1.5702           -4.715           -3.162
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -7.653           0.7128            9.811           -3.161
            7.178          13.4671            3.354           16.870
            4.480           6.6444           -1.318            8.027
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.033          -1.1052          -0.1236           -1.974
            4.679           0.3737          -3.7698            1.711
           17.236           0.7723          19.2646            1.783
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            4.195            2.393            6.383          -1.7053
           -2.204            2.020            3.130           0.3794
            8.203            2.500           -1.377          -0.7676
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.013           -6.654          12.8653          -11.154
            1.683           -2.121           1.0396           -8.109
            6.519           -2.540           0.4111            4.376
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.1875          -0.5626           -1.951          -0.1434
          -0.1044          -0.5002            1.937           2.3351
           0.4441           2.3973            1.538          -0.7381
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           4.2068           0.6215          -0.1756            81.68
           3.0397          -1.4672          -0.3988            63.14
          -0.6392          -0.3186          -2.0641            55.02
 rnd_95776.volume rnd_95787.volume
            4.974           -4.388
           31.123          -12.133
          -14.155            1.783
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.210 0.9693 3.096 1.240 1.632 0.4195 0.7408 1.760 1.995 1.547 0.9827
[2,] 1.622 1.1661 3.903 1.979 2.543 0.5352 0.8854 2.165 2.429 2.259 1.2881
[3,] 1.873 1.3328 4.574 2.648 3.092 0.6080 1.0008 2.433 2.825 2.648 1.4597
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.423 1.177 1.434 1.363 1.589 1.369 1.353 4.260 1.755 3.237 1.662
[2,] 2.100 1.405 2.126 2.051 1.833 2.133 2.155 5.695 2.364 3.893 2.032
[3,] 2.383 1.560 2.436 2.416 2.112 2.642 2.700 6.373 2.852 4.419 2.210
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.364 1.824 0.5857 1.628 1.591  1.55 1.284 0.7786 1.439 1.674 0.9022
[2,] 5.925 2.710 0.7098 2.451 2.455  1.81 2.089 0.9282 2.002 2.013 1.1519
[3,] 6.848 3.316 0.8114 3.269 3.394  2.00 2.848 1.0534 2.633 2.222 1.3698
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.670 1.427 1.478 1.539 1.197 1.174 0.3952 0.9428 0.3609 1.422 1.185
[2,] 2.277 2.254 2.174 1.822 1.667 1.427 0.5063 1.0812 0.4366 1.761 1.712
[3,] 2.888 2.796 2.583 2.077 1.900 1.551 0.5717 1.2088 0.4964 2.024 2.040
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.062 0.6469 1.272 1.036 1.993 1.092 1.420 1.572 0.7152 1.363 1.246
[2,] 1.284 0.7673 1.821 1.221 2.420 1.302 2.135 1.884 0.8417 1.871 1.907
[3,] 1.432 0.8853 2.140 1.450 2.688 1.437 2.549 2.091 0.9398 2.403 2.288
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.073 0.7433 1.164 0.4895 1.430 0.7985 1.285 1.015 1.217 1.206 0.5429
[2,] 1.620 1.3909 1.406 0.5822 1.819 0.9291 1.548 1.200 1.611 2.006 0.6697
[3,] 2.042 1.9632 1.736 0.6697 2.186 1.0248 1.727 1.370 1.903 2.463 0.7551
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]  [,77]
[1,] 1.238 1.103 1.159 0.6365 1.411 1.131 1.588 1.778 1.737 1.464 0.9944
[2,] 1.838 1.258 1.944 0.7653 1.713 1.577 2.159 2.636 2.039 2.381 1.8732
[3,] 2.148 1.371 2.495 0.8696 1.920 1.880 2.431 2.980 2.255 2.897 2.4250
      [,78]  [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3883 0.8801 0.9877 1.023 0.9877 0.8937 0.3878 1.084 0.9367 2.466
[2,] 0.4525 1.2783 1.1249 1.427 1.1823 1.0905 0.4953 1.721 1.1687 3.159
[3,] 0.5192 2.0871 1.2229 2.105 1.3380 1.2694 0.5826 1.908 1.3526 3.552
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.545 0.3231 0.2565 0.4146 0.4545 1.115 0.5026 0.3955  7.463 4.205
[2,] 3.144 0.4290 0.5223 0.5540 0.5769 1.337 0.6369 0.4639  9.731 5.489
[3,] 3.627 0.5624 0.6440 0.6307 0.6725 1.536 0.7067 0.4984 11.196 6.654
     [,98]
[1,] 1.908
[2,] 2.807
[3,] 3.351
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   1.537   1.231   3.932   1.575   2.072  0.5327  0.9407   2.235
[2,] 221.367 132.915 487.085 316.217 399.871 68.1579 99.4142 258.713
[3,] 192.024 132.337 489.168 360.827 360.563 59.1219 95.6672 227.578
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   2.533   1.965   1.248   1.807   1.494   1.821   1.731   2.017
[2,] 284.188 337.334 170.737 316.531 157.311 321.906 314.316 187.402
[3,] 295.867 283.535 140.810 231.165 138.975 243.789 261.530 215.209
       [,17]   [,18]  [,19]   [,20]  [,21]   [,22]    [,23]   [,24]
[1,]   1.738   1.719   5.41   2.229   4.11   2.111    4.271   2.316
[2,] 335.418 343.736 774.87 324.803 443.37 239.611  999.980 410.840
[3,] 319.665 333.526 586.55 326.905 428.93 178.463  704.152 391.928
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]  0.7438   2.067   2.021   1.968   1.631   0.9886   1.827   2.126
[2,] 82.1902 375.685 383.235 191.706 337.705 103.6244 285.451 228.940
[3,] 80.6245 443.455 480.427 174.652 396.919 102.1091 350.552 193.245
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]
[1,]   1.146   2.121   1.812   1.877   1.954   1.52   1.491  0.5019
[2,] 146.838 317.472 357.736 326.787 200.104 237.80 166.463 64.8940
[3,] 151.965 363.979 339.218 286.072 204.371 187.09 124.575 54.4391
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   1.197  0.4583   1.806   1.505   1.348  0.8214   1.615   1.316
[2,] 108.542 50.3773 213.052 253.256 148.134 84.6042 267.303 132.349
[3,] 110.836 48.4395 204.387 227.629 130.075 90.5554 230.380 160.515
      [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   2.53   1.386   1.804   1.996  0.9082   1.731   1.582   1.363
[2,] 281.48 145.491 326.869 212.921 90.9806 262.629 295.961 248.902
[3,] 240.24 124.472 285.248 185.807 85.7239 309.338 259.120 254.722
        [,57]   [,58]   [,59]   [,60]  [,61]   [,62]   [,63]   [,64]
[1,]   0.9439   1.478  0.6215   1.816  1.014   1.632   1.288   1.545
[2,] 241.0461 161.771 64.6226 230.607 97.369 176.675 131.356 216.488
[3,] 284.0440 208.886 67.8738 248.640 88.660 157.328 135.397 207.430
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   1.532  0.6894   1.572   1.401   1.472  0.8083   1.792   1.436
[2,] 328.609 80.3935 278.602 123.753 320.065 87.1181 199.023 225.252
[3,] 293.007 71.5148 227.734 112.047 320.507 84.6852 178.115 210.134
       [,73]   [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]
[1,]   2.016   2.257   2.206   1.858   1.263  0.4931   1.118   1.254
[2,] 299.915 399.141 218.801 384.932 325.458 47.6501 190.068 110.350
[3,] 228.935 285.049 197.358 338.535 315.780 52.1908 338.270  98.347
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   1.299   1.254   1.135  0.4925   1.376   1.189   3.132   3.232
[2,] 203.790 133.226 128.131 63.1686 274.010 143.287 404.701 378.513
[3,] 317.418 128.432 133.234 62.8741 169.056 139.638 332.979 370.769
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]
[1,]  0.4102  0.3257  0.5265  0.5771   1.416  0.6383  0.5022    9.477
[2,] 57.8731 93.2832 75.3391 72.8409 151.437 80.2077 49.7170 1280.228
[3,] 74.5556 77.2444 61.7837 70.8712 154.819 62.7674 37.3884 1135.130
      [,97]   [,98]
[1,]   5.34   2.423
[2,] 723.36 422.231
[3,] 771.24 375.305
[1] "--- VAR model 2017-10-05 21:31:00  completed"
[1] "Completed training sample:  2017-10-05 21:31:00 - 2017-10-06 05:30:00"
[1] "SpVAR;   training sample:  2017-10-05 22:01:00 - 2017-10-06 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.012          -3.821         20.984         0.3807
           7.428          -2.761        -17.450        -6.7889
          -2.498           2.111         -8.458        -0.8987
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        21.8531        -2.9326           0.2378         -10.7781
        -8.3738         0.7545           6.0657           1.9141
         0.2138         0.1327           0.9683           0.2143
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.232           -4.292           4.0768           -3.582
           -8.730          -15.310          -2.1823          -20.736
           19.648           14.372           0.1087          -16.381
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.020            3.391            2.534         -13.3454
           -6.179           -7.582            5.623           1.0609
            1.941          -15.333          -14.186          -0.1854
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -11.324           -4.705           -7.476            7.233
            5.825          -13.491           -8.565          -14.179
           -7.774           -2.040           -6.180           -9.040
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           27.672           10.670            -9.58          -10.893
           -7.147            5.084            25.79           15.605
          -10.746            4.543           -23.81            2.277
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.116          -11.335          -11.438           -1.022
            1.213           -1.879           10.117            8.607
           -1.747            8.610            8.859           -2.678
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            8.157            4.877          12.1190           -8.745
           -6.399           -2.374          -2.6312            1.420
            2.075            3.660           0.4739           -1.947
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            6.032           3.5749           6.8905            2.490
            1.515           5.2784          -3.3704            9.596
           -2.197          -0.5183          -0.7156           -8.649
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.618          -9.5206            6.383          -0.1567
            2.151          -0.2754           -3.430          -1.6136
            3.319           6.0298           -1.248           2.3497
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.7568           2.6123            0.384            7.163
           1.4828          -1.0856            9.709           -3.994
           1.5981          -0.5995           -1.329            3.455
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.594            1.411            7.244           2.6975
            8.573            1.054            3.912          -0.1252
           -3.469            1.404            9.877          -0.2166
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.432          -2.2174          -0.4609           -0.960
           -7.372          -4.7790           2.0289           -4.682
           13.990          -0.6293          13.0777            6.977
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.2031          -2.2889           6.0691          4.10657
           3.3076           6.3078           0.1119          0.06891
          -0.3105           0.7071           2.8945         11.20615
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.231          -3.9293          -1.0796            7.459
            3.462           6.7091           5.3618            7.800
            5.028          -0.6138           0.8656           -0.578
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4995            6.322           2.0500            5.359
          -2.9834            9.049           7.0421            1.990
           0.3305           -2.817          -0.3007            6.536
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            14.43          -1.6939            1.157           -2.847
           -13.00          -0.8572            5.754            2.826
            16.91           2.9624            9.249            1.997
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           10.452            1.248            4.041          -0.7712
            2.213           -2.427            1.788          12.5373
           -3.211           -1.016            1.798          -2.0953
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -4.77323            3.950            0.583          10.8358
         -4.32731            6.661           -2.456           0.4951
          0.05059            4.360            3.432           0.8201
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           2.5843           0.1491          -5.0581            3.927
          -0.9960           4.2964          -0.5321            1.460
           0.2997           0.1809           8.7798            1.336
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.658            3.416           -1.013          0.01663
           -5.320            2.932           -1.883          0.80063
           10.018            1.904            1.580         -0.60811
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.351          -1.7870         -18.9037           -5.091
           -1.749          -3.9406          -0.6988           -7.743
            7.892           0.9482           2.6913           14.347
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.6655           0.1567           2.7604           1.2449
          -0.2153           0.4054          -0.8997          -0.7677
           1.4176          -1.4614           0.6172           0.3329
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.972         -3.36726           -3.394             59.9
            2.399         -0.09259           -2.082            110.2
            2.164          1.68650           -2.239            124.9
 rnd_95776.volume rnd_95787.volume
           31.917           -11.93
           -1.173            19.92
           19.843            -6.63
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.252 0.9838 2.923 1.242 1.561 0.4078 0.7932 1.802 2.014 1.679 1.027
[2,] 1.717 1.1136 3.596 1.885 2.338 0.5332 0.9549 2.167 2.524 2.299 1.292
[3,] 2.041 1.2782 4.172 2.463 2.842 0.5922 1.0648 2.491 2.837 2.656 1.463
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.335 1.181 1.373 1.987 1.564 1.263 1.322 4.361 1.673 3.368 1.613
[2,] 2.133 1.432 2.116 2.769 1.907 2.061 2.000 5.452 2.299 3.973 1.978
[3,] 2.438 1.603 2.431 3.264 2.201 2.683 2.639 6.116 2.797 4.545 2.161
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.302 1.851 0.5851 1.690 1.485 1.538 1.302 0.7501 1.320 1.688 0.9467
[2,] 5.983 2.669 0.7030 2.362 2.359 1.760 2.128 0.8874 1.808 2.029 1.1473
[3,] 6.853 3.308 0.7893 3.316 3.224 1.982 2.758 0.9925 2.476 2.258 1.3320
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.697 1.268 1.362 1.661 1.274 1.156 0.4431 0.8935 0.3679 1.401 1.199
[2,] 2.330 2.003 2.086 1.963 1.795 1.386 0.5293 1.0453 0.4470 1.758 1.870
[3,] 2.963 2.520 2.518 2.206 2.046 1.558 0.5868 1.2070 0.5076 1.998 2.200
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9852 0.5904 1.211 1.031 2.016 1.067 1.322 1.511 0.7286 1.225 1.236
[2,] 1.2032 0.7167 1.731 1.243 2.337 1.264 2.017 1.824 0.8766 1.883 1.839
[3,] 1.4084 0.8201 2.067 1.401 2.617 1.408 2.452 2.039 0.9769 2.366 2.282
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.065 0.7556 1.187 0.5271 1.455 0.7859 1.260 0.9639 1.203 1.253
[2,] 1.515 1.3717 1.433 0.6197 1.837 0.8965 1.496 1.1469 1.598 2.039
[3,] 1.992 1.8664 1.697 0.7148 2.144 0.9979 1.685 1.3177 1.863 2.476
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5335 1.135 1.102 1.009 0.6220 1.464 1.212 1.682 1.772 1.666 1.452
[2,] 0.6463 1.755 1.271 1.798 0.7355 1.764 1.723 2.117 2.598 1.991 2.373
[3,] 0.7438 2.084 1.393 2.249 0.8361 2.013 2.043 2.336 3.002 2.224 2.848
     [,77]  [,78]  [,79] [,80] [,81]  [,82] [,83]  [,84] [,85]  [,86]
[1,] 1.132 0.3523 0.9741 0.967 1.111 0.9976 0.916 0.3914 1.081 0.9183
[2,] 1.892 0.4259 1.4583 1.132 1.519 1.1857 1.117 0.4876 1.660 1.1116
[3,] 2.426 0.4865 2.2152 1.232 2.151 1.3404 1.280 0.5665 1.919 1.2719
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96]
[1,] 2.596 2.523 0.3284 0.2816 0.4092 0.4532 1.110 0.4502 0.4012  7.712
[2,] 3.205 3.102 0.4550 0.5217 0.5264 0.5494 1.344 0.5735 0.4756  9.874
[3,] 3.522 3.578 0.5635 0.6078 0.6107 0.6320 1.549 0.6442 0.5074 11.527
     [,97] [,98]
[1,] 4.171 1.873
[2,] 5.375 2.763
[3,] 6.664 3.372
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   1.59   1.249   3.712   1.577   1.983  0.5179   1.007   2.288
[2,] 266.29 118.228 474.605 321.189 394.402 77.8230 120.475 272.594
[3,] 249.83 142.184 479.014 359.313 366.150 58.3846 106.720 278.382
        [,9]   [,10]   [,11]   [,12] [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   2.558   2.132   1.304   1.696   1.5   1.744   2.523   1.986   1.603
[2,] 344.583 356.024 177.612 377.000 183.2 364.889 436.862 247.341 368.991
[3,] 293.522 301.329 155.368 267.244 163.5 271.054 391.717 248.908 389.314
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]  [,25]
[1,]   1.679   5.537   2.124   4.276   2.048    4.193   2.351  0.743
[2,] 340.043 741.409 357.363 477.397 259.656 1130.475 435.688 88.293
[3,] 390.070 627.858 361.040 500.418 196.719  756.974 442.536 81.300
       [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]   [,33]
[1,]   2.146   1.885   1.953   1.654   0.9525   1.676   2.143   1.202
[2,] 373.944 415.221 194.068 381.255 107.4104 279.962 255.404 146.833
[3,] 527.297 497.850 206.407 397.578 100.7472 383.345 224.062 153.337
       [,34]  [,35]  [,36]   [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   2.155   1.61   1.73   2.109   1.617   1.468  0.5627   1.135  0.4671
[2,] 361.646 351.49 357.93 237.038 286.550 173.066 65.5804 122.895 57.5463
[3,] 414.893 346.44 319.35 228.126 222.701 161.280 57.4094 136.725 54.4646
       [,43]   [,44]   [,45]   [,46]   [,47]  [,48]   [,49]   [,50]
[1,]   1.779   1.523   1.251  0.7497   1.537   1.31   2.561   1.354
[2,] 240.646 325.197 156.478 92.0383 280.196 157.19 267.543 153.615
[3,] 214.940 262.471 165.852 90.3203 256.138 146.66 267.159 140.696
       [,51]   [,52]    [,53]   [,54]  [,55]   [,56]    [,57]   [,58]
[1,]   1.678   1.919   0.9252   1.555   1.57   1.352   0.9595   1.508
[2,] 345.293 231.342 110.4496 324.223 308.38 244.272 259.3810 181.790
[3,] 315.821 206.582  97.7001 324.365 306.39 292.890 286.7721 205.972
       [,59]   [,60]  [,61] [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]  0.6694   1.848  0.998   1.6   1.224   1.528   1.591  0.6775   1.441
[2,] 73.8500 253.891 97.733 182.8 140.835 238.363 364.325 82.6415 303.222
[3,] 80.7168 250.337 99.322 175.3 147.002 216.689 318.228 83.4130 254.849
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   1.399   1.281  0.7898   1.859   1.539   2.136   2.251   2.116
[2,] 143.498 337.079 88.9529 223.051 277.408 291.229 430.511 246.909
[3,] 129.044 306.197 90.0740 219.722 248.694 223.664 340.788 224.506
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   1.843   1.437  0.4473   1.237   1.228   1.411   1.267   1.163
[2,] 425.300 343.529 54.2360 245.878 133.500 234.814 145.209 144.850
[3,] 356.633 344.101 53.2683 377.800 110.010 344.949 141.634 141.425
      [,84]   [,85]   [,86]   [,87]   [,88]  [,89]   [,90]   [,91]   [,92]
[1,]  0.497   1.373   1.166   3.297   3.204  0.417  0.3576  0.5196  0.5755
[2,] 65.885 285.296 141.942 425.670 408.932 71.364 99.5158 75.0082 70.3501
[3,] 65.319 218.251 140.068 331.139 404.126 75.300 70.6274 70.1458 70.7699
      [,93]   [,94]   [,95]    [,96]   [,97]   [,98]
[1,]   1.41  0.5717  0.5095    9.793   5.296   2.378
[2,] 171.75 80.4847 57.8615 1397.096 768.371 460.180
[3,] 174.47 66.4929 40.0593 1347.711 892.353 438.028
[1] "--- VAR model 2017-10-05 22:01:00  completed"
[1] "Completed training sample:  2017-10-05 22:01:00 - 2017-10-06 06:00:00"
[1] "SpVAR;   training sample:  2017-10-05 22:31:00 - 2017-10-06 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           14.73           3.660         0.5729        -13.689
           14.21          -3.969        -5.7244        -27.122
           21.52           1.774        10.7915          7.401
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.306          6.840            3.222           19.416
        -27.687          3.627            6.020           13.016
        -17.260         -2.003            5.421           -6.162
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            25.67           -1.228           -15.44           -6.631
            29.61           35.054             8.07          -19.324
           -12.35           -3.653            14.71           -5.341
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.221            19.54            20.36           12.463
            5.362            29.13            13.57            9.446
           -4.276            13.47            47.33           -2.033
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           20.289           27.042            12.82           18.403
           32.561           16.855            15.08           19.763
            4.733            9.062            25.28            4.221
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.883           13.689            4.616            14.76
           28.026            6.649          -20.033           -17.99
            4.931           15.972            4.997             5.21
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.432           -8.446           -42.23           10.898
           -4.618          -12.433            31.12           27.592
           -1.900           24.525           -13.74           -1.113
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -13.967           6.2188            17.00            7.806
          -11.879           5.0081           -54.07          -16.947
            8.353          -0.6769            11.05            1.347
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           3.4901           5.8148           -4.312           -4.020
          -4.4931         -37.7763          -12.776           -1.925
           0.3765           0.8193          -27.678          -39.741
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -11.191            7.397          -0.5392           0.4899
            9.207           -8.779           1.9061          -5.4832
           14.044           21.682          -5.8325           0.9515
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -13.012         -0.01046           -3.349          -14.560
            3.026          2.55657          -18.356           -3.417
            5.590         -0.18389          -11.179           -8.402
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.3133           -5.099            8.565           -3.524
           3.1050            3.656          -12.545           -4.334
           2.4466            7.180          -22.420           -2.242
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.514           -3.411          -18.471         -16.5306
           -3.936          -14.192           23.712          -0.4041
            8.461           -9.129            3.467          -1.8013
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            5.840          -17.865           -9.931           -6.511
            1.211            3.520          -29.400          -14.670
          -10.891            4.687           36.388           18.262
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            16.70           10.758           2.1325           10.361
           -11.85           15.908          -4.2626           -6.099
           -26.72           -9.596          -0.4391          -22.639
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -9.406           -3.274          7.38305          10.3662
           -8.787            6.044          7.10937           0.2378
            1.180            1.705         -0.09397          11.4148
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           6.6989           3.9330           -4.456           -3.341
           0.9141           0.2869            5.032            6.518
          19.2870           9.4628           -3.703            1.046
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.981           -9.609            12.09            1.078
           11.130            1.917            18.46           17.994
           -3.846            3.976            10.51           22.952
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -23.457           -20.90           18.991           19.444
           -3.614            27.37            3.936            9.866
           15.352            13.11          -12.703           37.691
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.5548           0.7263            2.074           -4.585
          -4.6207           0.5000           12.270            3.165
          39.5045           3.2774            3.257           -2.358
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.601            4.286           0.5946           -2.605
            5.339            1.593         -11.9351           -4.135
           10.793           -8.671          -5.9345           -1.057
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.682           -1.113           22.141            5.524
           -7.294           -1.506            7.565           -5.992
           20.214            3.381            3.323            4.702
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.4560          -1.6759           5.0137          -0.2888
           2.7816          -0.5621          -0.8971          -1.0817
          -0.6325          -0.6891          -1.8138          -0.9445
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -8.4127           4.5224           -5.506            1.395
           8.2610          -0.5462           -3.303           49.976
          -0.5774           1.4994           -2.655           74.231
 rnd_95776.volume rnd_95787.volume
            15.21          -17.807
           -34.64           -6.376
           -14.38            3.805
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10]  [,11]
[1,] 1.268 0.8866 3.168 1.313 1.487 0.3832 0.8034 1.946 2.126 1.677 0.9714
[2,] 1.729 1.0207 3.642 2.002 2.273 0.4961 0.9474 2.284 2.709 2.323 1.2662
[3,] 1.970 1.1743 4.193 2.583 2.857 0.5571 1.0813 2.684 3.038 2.653 1.4839
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.398 1.285 1.388 2.020 1.570 1.416 1.241 4.558 1.738 3.447 1.658
[2,] 2.203 1.490 2.186 2.732 1.931 2.104 2.043 5.513 2.302 4.167 2.048
[3,] 2.469 1.618 2.631 3.364 2.185 2.865 2.640 6.196 2.741 4.815 2.241
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.418 2.024 0.5644 1.766 1.567 1.582 1.410 0.7010 1.394 1.797 0.9657
[2,] 6.135 2.715 0.6805 2.373 2.697 1.828 2.300 0.8398 1.864 2.085 1.2072
[3,] 6.818 3.295 0.7608 3.448 3.652 2.038 2.906 0.9239 2.783 2.292 1.3565
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.735 1.331 1.380 1.622 1.272 1.159 0.4083 0.8761 0.3319 1.446 1.175
[2,] 2.309 2.045 2.073 1.920 1.744 1.422 0.4969 1.0270 0.4121 1.744 1.872
[3,] 3.072 2.585 2.563 2.127 1.972 1.534 0.5649 1.1529 0.4597 2.057 2.239
      [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.8943 0.6068 1.285 1.088 1.844 1.064 1.407 1.491 0.7333 1.359 1.179
[2,] 1.1342 0.7410 1.698 1.263 2.185 1.279 2.015 1.737 0.8830 1.914 1.748
[3,] 1.3524 0.8463 1.974 1.451 2.389 1.434 2.530 1.963 0.9699 2.382 2.174
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.146 0.7529 1.251 0.5383 1.432 0.7956 1.245 0.8881 1.147 1.355
[2,] 1.554 1.2924 1.518 0.6338 1.875 0.8821 1.478 1.0980 1.552 1.963
[3,] 1.998 1.7650 1.723 0.7213 2.097 0.9934 1.645 1.2969 1.826 2.376
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5800 1.137 1.122 1.086 0.6216 1.426 1.284 1.666 1.671 1.771 1.506
[2,] 0.7082 1.719 1.305 1.804 0.7275 1.753 1.860 2.010 2.514 2.083 2.442
[3,] 0.8104 2.071 1.423 2.171 0.8480 2.011 2.144 2.288 2.920 2.373 2.964
     [,77]  [,78]  [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.157 0.3511 0.9754 0.9403 1.131 0.9606 0.8677 0.3913 1.053 0.8386
[2,] 1.897 0.4204 1.5034 1.1295 1.567 1.1571 1.0829 0.4763 1.606 1.0265
[3,] 2.385 0.4712 2.2417 1.2403 2.221 1.3397 1.2165 0.5611 1.872 1.2033
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96]
[1,] 2.686 2.368 0.3149 0.3277 0.3997 0.3885 1.133 0.4594 0.3692  7.855
[2,] 3.221 2.860 0.4013 0.4921 0.4805 0.4754 1.362 0.5808 0.4429  9.788
[3,] 3.608 3.256 0.5020 0.5705 0.5749 0.5386 1.557 0.6545 0.4906 11.462
     [,97] [,98]
[1,] 4.257 2.058
[2,] 5.566 2.686
[3,] 6.461 3.265
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]   [,7]    [,8]  [,9]
[1,]   1.61   1.126   4.022   1.667   1.888  0.4866   1.02   2.471   2.7
[2,] 278.11 119.671 425.257 357.697 406.752 74.5556 118.81 282.764 397.1
[3,] 223.55 137.441 491.658 386.355 409.655 59.9964 123.38 333.889 325.4
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   2.129   1.233   1.775   1.631   1.762   2.565   1.994   1.799
[2,] 380.526 192.213 403.010 178.632 399.666 435.393 266.014 368.176
[3,] 303.080 183.141 263.965 149.316 346.403 464.665 242.161 460.086
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   1.576   5.789   2.207   4.377   2.106    4.34   2.571  0.7167
[2,] 384.219 734.003 357.387 554.396 284.554 1205.76 428.332 89.9855
[3,] 395.500 668.910 352.006 570.784 215.330  703.70 441.505 80.5195
       [,26]  [,27]   [,28]   [,29]    [,30]   [,31]   [,32]   [,33]
[1,]   2.242   1.99   2.009   1.791   0.8901   1.771   2.282   1.226
[2,] 375.229 519.52 217.044 430.022 109.4725 292.648 250.162 171.455
[3,] 591.891 582.68 212.825 420.165  91.1175 489.226 225.193 146.419
       [,34]  [,35]   [,36]  [,37]   [,38]   [,39]   [,40]   [,41]   [,42]
[1,]   2.203   1.69   1.752   2.06   1.615   1.472  0.5185   1.112  0.4215
[2,] 360.813 367.57 365.985 243.26 282.433 194.861 67.0042 126.843 57.8129
[3,] 479.487 374.24 356.860 216.15 217.962 136.549 63.5899 123.994 48.2027
       [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   1.836   1.493   1.136   0.7706   1.632   1.381   2.341   1.351
[2,] 230.930 344.897 165.079 100.6623 262.764 151.817 277.421 168.124
[3,] 258.033 290.493 174.319  96.7524 238.089 169.143 228.507 153.480
       [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   1.787   1.894   0.9312   1.726   1.497   1.456   0.956   1.588
[2,] 341.341 210.674 116.4370 318.847 305.322 248.226 248.609 203.468
[3,] 362.081 216.591  94.9332 335.661 306.144 297.157 284.491 192.947
       [,59]   [,60]  [,61]   [,62]   [,63]   [,64]  [,65]   [,66]   [,67]
[1,]  0.6835   1.818   1.01   1.581   1.128   1.456   1.72  0.7365   1.444
[2,] 79.1941 286.506  90.12 188.473 152.801 247.491 336.15 96.2065 305.000
[3,] 81.4709 222.389 108.16 171.065 163.361 227.803 316.86 93.2303 273.327
       [,68]  [,69]    [,70]  [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   1.425   1.38   0.7894   1.81   1.631   2.115   2.121   2.249
[2,] 157.717 340.95  89.4536 241.53 318.452 266.306 444.703 259.757
[3,] 134.188 285.77 103.1196 233.35 252.239 258.427 351.575 268.672
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]  [,82]   [,83]
[1,]   1.912   1.469  0.4458   1.239   1.194   1.437   1.22   1.102
[2,] 454.871 355.838 54.7296 270.764 148.118 256.720 152.66 153.330
[3,] 397.763 341.984 50.3507 393.516 121.259 372.238 159.80 131.195
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]  0.4968   1.337   1.065   3.411   3.007  0.3999  0.4161  0.5075
[2,] 64.2741 286.778 140.083 420.614 379.495 58.8700 86.8958 63.1060
[3,] 70.1861 227.694 148.619 384.710 368.212 71.3661 68.3000 74.7303
       [,92]   [,93]   [,94]   [,95]    [,96]   [,97]   [,98]
[1,]  0.4933   1.439  0.5834  0.4688    9.975   5.406   2.613
[2,] 64.8601 178.785 84.0841 57.9008 1381.920 848.750 408.683
[3,] 59.9224 178.621 71.4282 49.9141 1411.463 776.250 439.080
[1] "--- VAR model 2017-10-05 22:31:00  completed"
[1] "Completed training sample:  2017-10-05 22:31:00 - 2017-10-06 06:30:00"
[1] "SpVAR;   training sample:  2017-10-05 23:01:00 - 2017-10-06 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -3.6592          0.3344         40.912         -9.571
         -0.3861         -5.1051         -8.954        -17.586
         11.1073          7.9107         14.248        -26.193
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          7.482         6.5143            9.805           32.094
          8.372        -0.3345            3.940           15.179
         18.843         0.9649            3.701           -2.528
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           51.175           37.686            4.601           -5.456
           15.755            6.879           17.429            3.746
            9.532           20.572           -5.797          -22.929
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -14.0187            29.70            7.589           11.105
           0.1458            24.33           22.371           -3.428
         -12.5874            14.02           17.369           11.601
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            29.09            42.18            8.973            4.505
            18.82            33.32           12.838           56.174
            28.22            26.77           60.813           34.083
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           39.905           -6.661           -11.61           -26.11
           -3.984           -5.700            20.83            17.49
           25.090            1.389            -7.03            13.41
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.2699          -26.390           -2.207           23.887
          -0.8606            4.160          -14.086            2.323
           0.5536            5.686            8.611           12.603
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -14.885           8.2535           -9.407            8.365
           -7.021          -0.8123          -23.711            6.879
          -10.454           0.8228           -5.405            5.515
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            7.773            1.639           4.9172           -5.478
           -3.059           -3.517          -0.6433          -20.207
          -10.029           19.126           4.0808           -6.867
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           3.8273           10.434           0.1611          -3.3374
          -0.1354           -8.767          -3.3801           1.6105
           9.0070           17.985           2.1804          -0.3185
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            8.594            4.177           -2.550          -21.807
            8.139            4.284           -5.105            9.822
            9.177            2.032           -2.144          -10.728
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.512            3.965          -13.523           -2.751
           10.900            7.132          -16.296            6.666
           14.076            6.257           -7.025            5.515
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            26.32            4.001           -3.549           -2.079
             7.56            6.724            6.983           12.583
            12.09            3.737          -13.742            5.777
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            8.316            3.866           9.0373           18.275
            4.557          -14.362          -4.0829            1.025
           -2.612           -9.063           0.8112           11.298
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           2.9213           21.051            1.509          13.9522
           0.2963            1.106           -1.453          -0.3088
           8.8035           13.316            2.016          -0.7983
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.633            8.637          -3.4391          -13.717
           -5.072           -2.315           2.2229           12.776
           -4.616           11.926           0.5309           -1.196
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.858           -2.123           15.838           -3.105
           11.485            4.886            1.688            1.359
           12.265            6.944           18.908            9.590
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            25.68          -0.2579            2.834            2.888
           -17.84           2.7769           -5.279            2.130
            29.16          -1.2968           14.175            5.664
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -16.711         -9.16612         -15.2889          -13.385
           15.314          0.09692         -10.0617          -15.176
           -7.499        -18.28230          -0.5153           -3.831
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -9.974            4.050            8.284           10.367
          -13.894            1.367          -12.064           -0.452
           -4.028            2.173           -8.368           -5.754
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.102          -0.5304           -2.830          -5.3529
           -8.265           1.7590           -5.115          -0.7857
          -17.018          -2.0979           -2.816          -1.8085
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           17.821            1.345            17.08          -15.872
           -3.577           -0.730            24.48            5.636
           10.670            5.076            17.34          -29.646
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.062          -2.5136           -5.200           -1.068
           -1.823          -6.9237           -2.206           -5.760
           -1.307           0.6987            2.600            2.292
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.278          -0.3472           -6.063           -51.36
            9.324           3.9165           -5.825           -37.25
           -5.484          -1.4330           -6.386           -43.71
 rnd_95776.volume rnd_95787.volume
            20.41           -9.149
           -70.90           17.990
            43.01           11.106
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.329 0.8375 3.279 1.449 1.546 0.3943 0.8321 2.116 2.449 1.818 1.002
[2,] 1.765 0.9844 3.854 2.148 2.468 0.4872 0.9775 2.531 3.041 2.570 1.304
[3,] 2.076 1.1010 4.397 2.621 3.051 0.5355 1.1216 2.913 3.405 2.928 1.529
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.468 1.321 1.442 2.027 1.432 1.419 1.306 4.438 1.737 3.823 1.657
[2,] 2.322 1.533 2.367 2.769 1.684 2.094 2.123 5.461 2.301 4.701 2.056
[3,] 2.655 1.686 2.820 3.454 1.871 2.932 2.709 6.248 2.811 5.343 2.273
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.341 2.101 0.5169 1.986 1.748 1.530 1.494 0.6923 1.494 1.778 0.9825
[2,] 6.205 2.889 0.6136 2.566 2.651 1.835 2.350 0.8377 1.914 2.082 1.2099
[3,] 7.118 3.556 0.7068 3.845 3.592 2.048 2.894 0.9246 2.677 2.337 1.3588
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 1.967 1.372 1.462 1.640 1.268 1.157 0.3928 0.9054 0.3407 1.487 1.297
[2,] 2.568 2.348 2.329 1.981 1.719 1.368 0.4864 1.0635 0.4040 1.823 1.846
[3,] 3.169 2.897 2.780 2.192 2.034 1.487 0.5558 1.1706 0.4608 2.170 2.244
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.921 0.6542 1.388 1.135 1.824 1.010 1.481 1.401 0.7233 1.387 1.186
[2,] 1.131 0.8107 1.814 1.372 2.079 1.264 2.209 1.691 0.8622 2.004 1.694
[3,] 1.352 0.8916 2.097 1.547 2.263 1.414 2.674 1.882 0.9665 2.481 2.191
     [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]
[1,] 1.193 0.8568 1.308 0.5173 1.499 0.7964 1.268 0.8931 1.238 1.357
[2,] 1.614 1.3183 1.567 0.6387 1.978 0.9101 1.513 1.0749 1.626 1.939
[3,] 2.078 1.7821 1.758 0.7242 2.262 0.9939 1.675 1.2417 1.903 2.308
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5751 1.166 1.050 1.080 0.6583 1.566 1.338 1.636 1.792 1.794 1.481
[2,] 0.7324 1.717 1.274 1.817 0.7525 1.878 1.922 1.976 2.760 2.110 2.423
[3,] 0.8384 2.069 1.384 2.195 0.8537 2.177 2.257 2.234 3.177 2.398 2.958
     [,77]  [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86]
[1,] 1.179 0.3440 1.059 0.8636 1.173 0.9275 0.8918 0.3950 1.064 0.8504
[2,] 1.908 0.4189 1.605 1.0442 1.587 1.1589 1.1172 0.4942 1.628 1.0264
[3,] 2.471 0.4688 2.372 1.1900 2.202 1.3565 1.2555 0.5768 1.907 1.1809
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96]
[1,] 2.987 2.354 0.4830 0.4251 0.4558 0.4540 1.177 0.4079 0.3699  8.027
[2,] 3.375 2.828 0.5772 0.6305 0.6209 0.5850 1.419 0.5492 0.4376  9.881
[3,] 3.717 3.197 0.6798 0.7768 0.7347 0.6717 1.617 0.6297 0.4779 11.614
     [,97] [,98]
[1,] 4.339 2.167
[2,] 5.791 2.809
[3,] 6.745 3.548
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   1.688   1.063   4.163   1.841   1.964  0.5007   1.057   2.687
[2,] 274.495 122.328 478.958 374.857 454.625 67.6639 121.254 328.225
[3,] 258.356 116.551 500.598 355.036 424.263 52.5515 130.045 341.045
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.11   2.308   1.273   1.864   1.677   1.831   2.573   1.819
[2,] 426.18 429.505 197.277 425.397 183.975 443.795 446.046 209.412
[3,] 361.97 331.582 188.792 304.428 165.884 362.464 488.219 192.490
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   1.802   1.658   5.636   2.205   4.855   2.104    4.243   2.668
[2,] 363.999 395.837 752.232 356.858 646.608 287.606 1236.041 468.860
[3,] 485.209 397.782 717.700 381.834 600.371 229.272  824.782 490.058
       [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]  0.6563   2.522   2.219   1.943   1.897   0.8791   1.897   2.258
[2,] 78.1912 384.255 471.311 239.761 429.050 111.4909 282.849 256.115
[3,] 82.9413 676.895 572.953 214.738 399.065  92.5253 442.441 251.031
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]  [,41]
[1,]   1.248   2.498   1.742   1.857   2.082   1.61   1.469  0.4988   1.15
[2,] 166.961 390.457 450.568 428.677 262.722 274.57 172.631 67.8151 131.91
[3,] 146.192 438.817 401.136 358.684 222.006 257.03 137.872 63.6051 115.67
       [,42]   [,43]   [,44]  [,45]    [,46]   [,47]   [,48]   [,49]
[1,]  0.4326   1.888   1.647   1.17   0.8307   1.762   1.441   2.316
[2,] 51.3429 249.668 310.386 155.15 113.1878 276.020 182.386 235.739
[3,] 52.3774 278.251 301.875 175.13  87.7605 248.844 168.739 211.632
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.282   1.881   1.779   0.9185   1.762   1.505   1.515   1.088
[2,] 179.690 387.466 223.826 110.9271 341.960 285.929 257.246 236.843
[3,] 149.887 356.305 195.404 103.2644 345.916 328.734 309.132 283.495
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   1.661  0.6569   1.903   1.011   1.611   1.134   1.571   1.723
[2,] 204.035 88.5555 305.095 104.139 195.146 141.428 249.223 327.573
[3,] 188.475 80.7274 259.764  94.466 169.550 146.957 234.096 295.861
        [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   0.7303   1.48   1.333   1.372  0.8359   1.988   1.699   2.078
[2,] 107.2266 298.06 170.640 345.256 86.2135 245.289 326.155 261.945
[3,]  96.4345 272.75 127.729 291.275 95.3086 260.108 279.820 246.588
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]  [,81]
[1,]   2.276   2.278   1.881   1.498  0.4369   1.344   1.097   1.49
[2,] 496.150 262.477 453.191 354.650 56.4904 285.164 138.777 252.65
[3,] 372.025 269.162 401.274 371.258 49.7544 413.022 134.920 360.86
       [,82]   [,83]   [,84]   [,85]  [,86]   [,87]   [,88]   [,89]
[1,]   1.178   1.132  0.5016   1.351   1.08   3.793   2.989  0.6133
[2,] 164.279 159.114 70.1992 291.464 135.87 371.256 370.519 74.7052
[3,] 166.658 135.400 70.3429 234.567 138.05 368.176 352.512 84.9195
        [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]
[1,]   0.5399  0.5789  0.5765   1.495  0.518  0.4697   10.19   5.509
[2,] 110.0605 99.6635 87.2396 187.298 86.945 55.2821 1362.37 906.724
[3,] 107.2874 92.8420 78.0388 183.512 72.807 45.3838 1442.85 817.799
       [,98]
[1,]   2.752
[2,] 422.670
[3,] 512.183
[1] "--- VAR model 2017-10-05 23:01:00  completed"
[1] "Completed training sample:  2017-10-05 23:01:00 - 2017-10-06 07:00:00"
[1] "SpVAR;   training sample:  2017-10-05 23:31:00 - 2017-10-06 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-05 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           17.99           5.102         -18.88         -43.06
          -19.23          -8.441         -27.58          13.04
          -12.35         -10.698         -14.96         -41.00
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
       -35.0976       4.255743            6.698             8.82
       -21.9581      -0.005584            4.302            25.93
         0.1587       0.578629            2.646            24.88
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            19.73           -2.195           -2.753          -24.406
             0.47            3.304            3.614            3.581
            58.11           38.824           11.810            3.847
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.935          -25.016           -5.395           -13.06
          -14.700            6.551           -3.592           -17.45
          -14.000          -12.040          -10.443           -27.47
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.615          -12.395           38.556           28.181
          -23.889           -9.565           35.248           -1.143
           -4.549          -23.221           -9.647            5.859
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.83           -8.524           -73.55           -17.98
           -14.20           -1.756           -47.72           -26.37
           -14.03            3.058           -18.00           -16.53
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.0814           7.3804           -15.12          -14.851
          -4.0051         -55.0707           -52.57           -5.938
          -4.0064           0.3555           -43.07          -16.162
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -23.515           -1.998          -18.828            4.720
           -4.114            3.664           -7.904           23.993
          -42.146           -3.284          -30.759           -1.799
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.086          -10.492          -37.536          -23.136
           -2.339          -15.263          -17.894          -13.764
           -6.212           -6.487            2.934           -9.875
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -7.141           -9.441          -16.948          -0.4334
            1.156            5.314            4.858           2.7521
           -2.006            3.426          -10.681           0.3505
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            9.726           0.3283          -27.273           -5.532
            5.636           3.2987           -3.474          -11.970
            4.885           7.2858          -10.019           -5.356
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           20.053          -2.0151             4.27          -10.055
            7.024          -1.5341           -11.89           22.714
            7.696           0.2482           -12.53            2.042
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -7.884          17.6797           -5.432            3.890
           -5.059          -0.4633           11.625           10.043
           -2.059          13.3294            1.277            6.998
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.856          -13.356            4.964          -10.930
            3.726           11.373            6.134            9.698
           -6.996            9.789            7.176            3.724
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.402          -0.4325            2.553          23.3390
            4.972          -7.4678            0.155           0.5306
            5.773           7.3996           -1.815           5.5761
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.859            4.530            4.318           -1.021
           -1.256            4.470            3.440            5.574
           -3.496            5.711            3.372           15.697
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -22.710           -5.262          -13.486           -3.413
            2.617           -7.791            8.560           -3.489
            7.594           -0.749            3.322            2.626
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.834           -9.195           19.680            9.217
          -10.528           -3.464          -19.226           -1.160
            6.735           -4.060           -8.407          -18.136
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            15.95           18.844            21.99           18.893
            28.78            7.206            16.90           30.160
            11.73          -19.780            10.28           -3.858
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            17.26            3.852            2.674            2.572
            13.00           -2.826           17.996           -1.354
            15.58            2.170           21.080            0.261
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -28.41            9.132            2.774            2.864
            18.58           10.196           -3.888           -3.175
            18.36           19.539           -4.268           -3.253
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.083            2.148          -36.031           -27.10
           17.312           -5.770           -7.231           -19.51
            6.984          -10.191           17.678           -10.79
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.6245            8.244            8.219           13.004
           2.8978            3.977            4.071            3.017
           4.1552            5.471            5.726            1.066
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          13.7770            8.282           -6.158           -43.83
           3.7235            3.865           -6.374           -10.81
           0.7988            5.427           -5.041           -66.87
 rnd_95776.volume rnd_95787.volume
            50.90           -17.88
            10.69           -31.02
            22.27           -13.54
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.385 0.8908 3.261 1.614 1.761 0.3820 0.8306 2.153 2.607 1.951 1.159
[2,] 1.879 1.0750 3.794 2.189 2.756 0.4634 0.9951 2.702 3.149 2.749 1.443
[3,] 2.196 1.1922 4.493 2.729 3.280 0.5081 1.1594 3.230 3.579 3.162 1.701
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.567 1.340 1.436 2.011 1.454 1.648 1.516 3.721 1.744 4.589 1.664
[2,] 2.422 1.572 2.432 2.804 1.734 2.297 2.319 4.706 2.264 5.507 2.017
[3,] 2.863 1.729 2.811 3.479 1.960 3.039 2.944 5.367 2.823 6.259 2.231
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.664 2.134 0.5683 2.083 1.983 1.521 1.543 0.6691 1.527 1.875 1.033
[2,] 6.446 3.003 0.6547 2.691 2.703 1.843 2.375 0.8109 2.142 2.166 1.223
[3,] 7.423 3.763 0.7382 3.991 3.561 2.099 2.943 0.8857 2.947 2.459 1.420
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 2.057 1.422 1.597 1.545 1.389 1.122 0.3989 0.8509 0.3539 1.520 1.402
[2,] 2.768 2.576 2.487 1.974 1.808 1.343 0.4814 1.0279 0.4422 1.882 1.953
[3,] 3.395 3.061 2.997 2.218 2.102 1.465 0.5522 1.1866 0.5124 2.213 2.353
      [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 0.9955 0.7047 1.352 1.200 1.884 0.9439 1.513 1.421 0.7644 1.444 1.247
[2,] 1.2214 0.8741 1.886 1.487 2.165 1.2041 2.282 1.684 0.8898 2.126 1.820
[3,] 1.4763 0.9690 2.203 1.658 2.381 1.3756 2.887 1.875 1.0513 2.629 2.250
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]  [,66]
[1,] 1.347 1.026 1.251 0.5324 1.365 0.8059 1.283 0.9477 1.373 1.350 0.6060
[2,] 1.813 1.576 1.549 0.6505 1.928 0.9075 1.503 1.1312 1.775 1.968 0.7907
[3,] 2.286 2.040 1.774 0.7504 2.270 1.0026 1.720 1.3002 2.047 2.395 0.9178
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.241 1.080 1.093 0.6684 1.689 1.399 1.704 1.838 1.817 1.737 1.275
[2,] 1.844 1.284 1.787 0.8052 2.031 1.967 2.063 2.912 2.214 2.582 2.061
[3,] 2.207 1.390 2.242 0.9033 2.302 2.320 2.334 3.302 2.588 3.162 2.702
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3456 1.220 0.913 1.206 0.9026 0.9484 0.4783 1.059 0.8362 2.998
[2,] 0.4153 1.911 1.082 1.768 1.1175 1.1582 0.5610 1.663 1.0676 3.401
[3,] 0.4587 2.669 1.218 2.407 1.3214 1.2951 0.6456 1.971 1.2102 3.911
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.536 0.6248 0.5575 0.5724 0.5255 1.149 0.4224 0.3688  7.810 4.596
[2,] 2.953 0.7594 0.8615 0.8183 0.7580 1.414 0.5541 0.4415  9.865 6.119
[3,] 3.434 0.8817 1.1223 1.0748 0.9238 1.642 0.6451 0.4791 11.316 7.134
     [,98]
[1,] 2.053
[2,] 2.764
[3,] 3.573
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   1.759   1.131   4.141   2.049   2.236  0.4851   1.055   2.734
[2,] 348.910 165.306 532.488 406.213 582.473 72.0431 150.514 448.682
[3,] 311.737 141.573 661.302 447.745 488.395 57.2463 163.423 485.748
       [,9]   [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   3.31   2.477   1.472   1.99   1.701   1.824   2.553   1.846   2.093
[2,] 485.13 531.976 235.859 507.07 225.639 539.148 536.615 259.744 439.435
[3,] 467.27 429.028 247.655 419.53 197.818 387.169 565.820 250.840 546.509
       [,18]   [,19]   [,20]   [,21]   [,22]    [,23]  [,24]   [,25]
[1,]   1.925   4.725   2.215   5.827   2.113    4.652   2.71  0.7216
[2,] 482.062 791.508 396.591 836.366 313.299 1456.581 580.47 89.3121
[3,] 498.057 708.377 463.034 816.962 261.883 1011.185 622.51 93.6502
       [,26]   [,27]   [,28]  [,29]    [,30]  [,31]   [,32]   [,33]
[1,]   2.645   2.518   1.932   1.96   0.8497   1.94   2.381   1.312
[2,] 468.001 504.754 285.917 495.73 125.8362 412.44 297.848 179.859
[3,] 809.413 636.779 275.665 477.32  97.8063 555.95 319.861 198.352
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]
[1,]   2.613   1.805   2.027   1.962   1.764   1.424  0.5066   1.08
[2,] 508.577 589.857 523.864 337.387 317.568 203.068 74.0269 158.37
[3,] 539.745 454.413 459.167 277.761 294.846 160.545 74.3080 162.83
       [,42]  [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]
[1,]  0.4494   1.93   1.781   1.264   0.8948   1.717   1.524   2.393
[2,] 72.8195 304.55 373.464 194.390 142.0234 360.994 241.282 293.041
[3,] 71.0680 319.98 360.144 227.730 114.9149 312.652 201.431 271.614
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.199   1.921   1.804   0.9707   1.834   1.583   1.711   1.303
[2,] 205.356 469.184 248.106 125.0848 428.401 364.189 333.194 328.664
[3,] 182.660 485.573 226.785 153.7528 424.864 363.403 382.272 355.657
       [,58]   [,59]   [,60]   [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   1.588   0.676   1.733   1.023   1.63   1.203   1.744   1.715
[2,] 251.006 102.654 374.059 114.581 214.75 169.635 308.916 393.292
[3,] 237.274 102.764 328.998 117.061 229.73 176.084 280.186 374.896
        [,66]   [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]
[1,]   0.7695   1.576   1.371   1.388   0.8487   2.145   1.777   2.164
[2,] 139.4890 374.668 191.167 388.170 123.3104 310.020 379.658 319.065
[3,] 127.9788 333.155 146.186 371.799 112.4864 297.490 337.974 300.077
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   2.334   2.307   2.206   1.619  0.4388   1.549   1.159   1.531
[2,] 620.169 347.821 524.687 444.664 63.2756 404.020 159.686 355.187
[3,] 428.047 367.745 500.974 480.221 53.4963 511.622 153.487 448.658
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]  [,88]    [,89]
[1,]   1.146   1.204  0.6073   1.344   1.062   3.806   3.22   0.7934
[2,] 180.953 182.581 80.5492 352.172 182.299 441.136 415.79 118.5400
[3,] 193.669 159.198 87.7318 290.542 156.507 530.434 481.43 123.0715
       [,90]    [,91]    [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   0.708   0.7268   0.6673   1.459  0.5364  0.4683    9.917    5.837
[2,] 180.391 160.6358 150.0339 226.468 98.5075 66.6755 1655.357 1109.322
[3,] 197.534 191.3900 145.0244 229.127 90.7105 51.0925 1522.492 1007.350
       [,98]
[1,]   2.607
[2,] 508.314
[3,] 621.962
[1] "--- VAR model 2017-10-05 23:31:00  completed"
[1] "Completed training sample:  2017-10-05 23:31:00 - 2017-10-06 07:30:00"
[1] "SpVAR;   training sample:  2017-10-06 00:01:00 - 2017-10-06 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           27.30        -0.01821        -15.978         -6.112
           29.31        -0.93577          5.866        -15.331
          -26.15        -1.07656         25.030        -18.786
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -22.81          2.156           6.5379           10.713
         -29.18          4.489          11.4942           -7.972
         -37.61          1.844           0.7823          -13.861
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.748           -3.287          -11.964           -6.925
           12.559           14.723           17.565            5.699
          -11.117           10.200           -8.809          -20.508
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.020           8.2031           -18.09            13.75
          -14.548           0.6256             5.21           -13.16
            6.829           4.3068            15.93           -18.80
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -18.488           -1.259           39.643            9.918
           -5.465           -5.412            7.692           12.120
            1.447          -33.636           -2.885           13.967
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           24.108           -1.952          -12.838            -3.92
           -6.034            9.661          -24.078           -12.11
          -12.847            1.252            9.627            16.19
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.573          -23.030           -3.819           8.7359
           -1.260           -1.214           -6.544          -9.9852
            6.755          -15.509          -29.242          -0.6248
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.627            8.002           -5.417            1.946
          -43.034            4.484          -30.311           -8.437
           -5.580            3.978          -14.288          -13.937
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           16.747          -37.088           -19.70           -4.022
            1.421           -9.603           -16.56           -3.127
          -18.847          -44.400           -24.45          -39.296
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            9.969           10.583            5.525           2.3049
           -7.582            3.826            5.416          -1.0899
           -5.103            3.309            8.044          -0.1993
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -9.543          4.16368          -14.807          -37.358
           -9.469          0.08203          -13.652           -2.015
           -7.444         -1.07501            5.733          -18.063
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -13.402            3.123           -30.25           -4.837
            3.451           -8.200           -20.19           -8.385
            6.135            2.729           -11.85            8.748
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          15.8151          -2.7681           -18.72            7.619
          -0.9479           9.2843            24.39           12.183
           9.1039           0.6305           -41.84            9.384
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.850          -14.513            1.377            30.19
           -0.162           -3.247          -18.483           -35.19
           -5.876          -26.503            4.849           -20.15
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            21.97           0.6701           4.7301           -15.16
           -20.38          -3.3535           0.5601            21.21
           -14.49         -12.0951           3.2598           -13.30
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            9.677           -5.458          -0.3932           -1.445
           -7.657            9.707           9.8720          -15.012
           -4.448           -2.217          -8.9870           28.251
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            2.603           -4.405            42.74            3.749
           -2.949           -1.822           -25.47           -3.904
           22.962            1.618            12.95            1.868
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           27.438           -6.455            26.24          19.4529
            2.551            6.974            21.53          23.6273
          -17.117           -1.241           -19.54          -0.6228
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.807           22.579          17.3936           -1.280
           -4.666            9.893          -0.4756           26.966
          -13.987           -8.896          17.8670            4.482
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.291            1.493            4.384           -6.524
           28.158            3.589            6.983           -3.061
            8.417           -4.848           36.231            4.570
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            2.581          -4.6948           -4.205            1.922
          -15.367          -0.2028           -1.635           -2.850
           40.542          12.5042            7.673            1.940
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.4265           11.957          0.08166          -17.443
          -0.4639            4.855         -7.15823           -9.295
           7.8647           -8.190         -7.10092           14.552
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.525           25.644            7.863            3.963
           -8.792           -3.145            3.987            7.543
            2.992          -19.561           -6.778           -4.967
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.037          -2.5138           -7.585           22.803
           10.304           0.3643          -11.986           28.278
            2.796          -2.7230           -8.697           -4.032
 rnd_95776.volume rnd_95787.volume
           -15.80           -15.49
           -58.40           -16.89
            24.19            19.92
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.512 0.8457 3.455 2.121 2.023 0.3903 0.8852 2.300 2.791 2.063 1.253
[2,] 2.074 1.0679 4.023 2.889 3.144 0.4898 1.0818 2.931 3.405 2.881 1.589
[3,] 2.399 1.2159 4.604 3.449 3.742 0.5394 1.2479 3.623 3.930 3.355 1.822
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.687 1.336 1.600 2.131 1.575 1.747 1.642 2.965 1.885 4.765 1.709
[2,] 2.558 1.582 2.489 2.872 1.949 2.550 2.447 3.795 2.431 5.644 2.062
[3,] 3.087 1.749 2.888 3.545 2.275 3.243 3.075 4.479 2.984 6.392 2.293
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 3.967 2.465 0.5329 2.370 2.055 1.654 1.926 0.6966 1.756 1.913 1.013
[2,] 6.885 3.403 0.6243 3.163 2.937 2.009 2.815 0.8725 2.417 2.206 1.238
[3,] 7.817 4.111 0.7218 4.310 3.797 2.292 3.437 0.9512 3.220 2.452 1.463
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 2.160 1.735 1.633 1.783 1.370 1.098 0.3887 0.9203 0.3553 1.591 1.392
[2,] 3.018 2.762 2.473 2.176 1.862 1.329 0.4841 1.1352 0.4773 1.971 1.998
[3,] 3.782 3.352 3.084 2.460 2.213 1.468 0.5846 1.3357 0.5727 2.294 2.476
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.153 0.6985 1.493 1.184 1.892 0.9335 1.643 1.401 0.7194 1.579 1.343
[2,] 1.402 0.9212 2.003 1.528 2.168 1.2204 2.460 1.646 0.9011 2.255 1.904
[3,] 1.662 1.0368 2.369 1.782 2.395 1.4068 3.113 1.859 1.0829 2.813 2.390
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62]  [,63] [,64] [,65]  [,66]
[1,] 1.433 1.091 1.329 0.5903 1.352 0.8053 1.399 0.8975 1.404 1.414 0.6666
[2,] 1.934 1.726 1.663 0.7123 1.919 0.9613 1.602 1.1221 1.947 2.110 0.8726
[3,] 2.442 2.236 1.921 0.8164 2.368 1.0921 1.794 1.3041 2.258 2.484 1.0007
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.366 1.139 1.198 0.7080 1.858 1.410 1.774 1.825 1.825 1.842 1.325
[2,] 1.982 1.336 1.901 0.8336 2.215 2.062 2.089 2.925 2.403 2.631 2.156
[3,] 2.389 1.447 2.350 0.9483 2.453 2.426 2.382 3.339 2.887 3.184 2.772
      [,78] [,79]  [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3386 1.402 0.9354 1.366 0.9914 0.9307 0.4495 1.069 0.8352 3.120
[2,] 0.4136 2.088 1.1505 1.866 1.2175 1.1053 0.5373 1.630 1.0587 3.527
[3,] 0.4669 2.777 1.3051 2.600 1.4174 1.2683 0.6215 1.974 1.2378 4.126
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.484 0.8415 0.7093 0.7182 0.6730 1.172 0.4675 0.3576  7.402 4.453
[2,] 2.984 1.0533 1.0947 0.9911 0.9104 1.464 0.6220 0.4198  9.663 6.248
[3,] 3.431 1.1788 1.4322 1.2945 1.1488 1.690 0.7339 0.4578 11.292 7.252
     [,98]
[1,] 2.164
[2,] 2.953
[3,] 3.729
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   1.92   1.074   4.387   2.693   2.569  0.4956   1.124   2.921
[2,] 420.62 193.258 610.916 581.333 713.219 87.7010 184.274 538.208
[3,] 357.54 172.322 663.413 558.080 601.427 67.0085 184.360 631.371
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15] [,16]   [,17]
[1,]   3.545   2.62   1.591   2.142   1.696   2.032   2.706   2.0   2.218
[2,] 577.674 595.83 289.757 570.069 250.980 564.896 570.644 340.1 550.677
[3,] 582.070 509.44 263.918 511.784 221.457 434.228 615.878 348.0 593.836
       [,18]   [,19]   [,20]   [,21]  [,22]    [,23]  [,24]    [,25]
[1,]   2.085   3.765   2.393   6.051   2.17    5.038   3.13   0.6767
[2,] 537.743 702.246 455.137 896.365 342.27 1667.839 695.51  96.3993
[3,] 551.975 705.164 512.860 889.276 297.19 1096.878 683.30 107.3637
      [,26]   [,27]   [,28]   [,29]    [,30]  [,31]   [,32]   [,33]
[1,]   3.01   2.609   2.101   2.445   0.8845   2.23   2.429   1.287
[2,] 620.49 622.042 337.975 608.400 155.7331 491.97 325.789 210.780
[3,] 867.63 713.335 326.611 584.580 112.2331 630.87 317.313 230.882
       [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]   [,41]
[1,]   2.743   2.204   2.074   2.264   1.74   1.394  0.4936   1.169
[2,] 624.807 636.827 550.256 369.841 373.46 222.079 85.5111 196.983
[3,] 675.385 563.085 546.471 339.818 354.42 184.794 97.1354 208.575
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  0.4511   2.021   1.768   1.465   0.887   1.896   1.504   2.402
[2,] 94.4733 344.700 424.522 236.306 177.993 395.476 286.207 314.061
[3,] 93.7749 347.582 433.496 264.482 140.969 374.930 271.903 301.424
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]  [,56]   [,57]
[1,]   1.185   2.087   1.779   0.9135   2.005   1.705   1.82   1.386
[2,] 233.003 542.558 256.246 160.8570 477.261 400.211 385.04 396.238
[3,] 207.388 565.141 256.102 177.9579 498.467 428.007 441.71 421.396
       [,58]    [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]
[1,]   1.688   0.7496   1.716   1.023   1.777   1.14   1.783   1.796
[2,] 296.355 118.1158 403.572 155.577 230.999 199.60 399.903 463.987
[3,] 284.979 118.2372 411.434 153.564 239.767 196.96 338.938 388.410
        [,66]   [,67]   [,68]   [,69]   [,70]  [,71]   [,72]   [,73]
[1,]   0.8464   1.734   1.446   1.521   0.899   2.36   1.791   2.252
[2,] 166.9182 425.861 207.081 437.593 130.386 356.98 445.928 326.956
[3,] 145.1796 394.988 165.007 409.482 134.001 312.43 378.505 339.493
       [,74]   [,75]   [,76]   [,77] [,78]  [,79]   [,80]   [,81]   [,82]
[1,]   2.318   2.317   2.339   1.683  0.43   1.78   1.188   1.734   1.259
[2,] 677.310 463.545 556.838 504.191 70.38 458.51 198.525 376.747 209.461
[3,] 477.577 474.335 531.104 516.043 64.26 542.52 182.616 536.788 215.087
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]    [,90]
[1,]   1.182  0.5708   1.358   1.061   3.962   3.154   1.069   0.9007
[2,] 176.729 87.2537 364.752 192.840 487.651 490.515 187.740 247.1021
[3,] 184.317 92.5591 329.945 190.041 634.224 501.595 156.902 273.7208
       [,91]    [,92]   [,93]    [,94]   [,95]    [,96]    [,97]   [,98]
[1,]   0.912   0.8546   1.488   0.5937  0.4541    9.399    5.654   2.748
[2,] 202.428 181.6886 259.981 121.6083 65.1651 1841.003 1298.982 595.701
[3,] 246.799 207.6854 250.154 115.3999 54.0895 1731.672 1091.095 674.940
[1] "--- VAR model 2017-10-06 00:01:00  completed"
[1] "Completed training sample:  2017-10-06 00:01:00 - 2017-10-06 08:00:00"
[1] "SpVAR;   training sample:  2017-10-06 00:31:00 - 2017-10-06 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -10.749           3.215         -9.195        -16.648
           5.867           3.711        -46.794         -6.365
          -8.195           4.135          6.839        -13.673
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.945         -1.706            5.561            18.68
          4.786         -1.351            2.925            29.81
         18.811          3.293            2.855             4.68
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.8072            16.25           -7.158           -4.435
          29.9128            16.28           14.427           -4.096
          37.3286            30.67            0.153           10.936
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -11.388            1.444          -0.5924          -19.865
            2.104            4.849          -3.7801           22.124
          -14.511           26.424          14.0818            2.939
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            16.24          -7.4739            8.360           23.152
             8.14          16.2970           10.049           13.424
            11.93           0.7396            0.673            8.625
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -3.516           -15.29          -28.407          -13.353
          -53.901           -12.50            5.719          -17.679
            7.618           -10.29          -70.329           -5.248
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.03665           -8.313           -1.395            31.59
         -0.90751          -28.515          -42.218            19.99
         -1.10750            3.069           -4.821            13.27
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.834           3.4237            7.549           29.041
            2.386          -0.5501           -1.188            9.250
           -7.325           3.0547          -20.237            3.423
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           7.1200          -14.402          -11.834            2.563
          -2.4422            6.617            5.086            9.573
          -0.4657          -20.027           14.454          -10.787
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.555            11.39           -8.558          -0.8723
            7.956            22.98           -4.650           0.9879
           -4.658            18.59          -11.028          -1.0218
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.098           -2.973           -5.291           -7.635
           -5.483            9.508            6.111          -12.640
            5.472            4.562           10.097            3.839
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.838          -0.7904            1.007            2.557
            2.848           6.8293           -6.783           23.324
            8.863          -1.7805            6.296          -14.939
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.875            2.216          -15.089           5.1892
           21.597            2.880           18.500           0.2209
            6.809            1.812            1.799          -3.3985
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            7.014             5.19           19.472           18.785
           10.221           -10.18           -1.946           25.621
            1.713            16.51            5.038            1.151
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         28.63451           -4.481            6.057          17.3897
          7.42352            1.978           -0.215          13.5794
         -0.02857            7.935           -4.065           0.3553
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.398           8.4301           12.749           -2.282
           -3.069          10.3776           10.102           21.788
            2.483           0.3501            9.092            9.195
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            13.90           -1.233            11.69            5.024
            21.03            2.957            12.20            3.105
            23.71            4.348            25.29            6.656
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.038          -0.4314         -0.05051           -7.871
            5.583          -2.1021         19.44597           10.275
           34.282          -4.7535        -10.00850           -1.910
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.641            1.370            9.758            1.493
           11.535            2.029           -5.105          -11.421
           14.647           19.109           -3.201           -1.481
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -19.111          -0.3355         -10.2580           16.298
            4.668          -1.5766          -0.3716            4.800
           -1.669          -3.0704          21.6875           -4.992
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.908           -3.359           -2.118            6.253
          -27.432           -3.061           -9.665           -5.056
           -6.012            3.371            1.592           -4.240
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            19.21            5.137            5.948           -21.84
            10.65           10.345           39.881           -39.85
            11.44            0.317            7.042           -52.93
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           16.459           -3.095          -4.6676            1.787
            2.402           14.801           0.7675            2.760
            9.386           -4.948           5.1275            5.052
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           15.197          -0.4438           -6.262            39.99
           10.280           7.3748           -7.055            75.58
            8.029           3.7842           -7.310             5.59
 rnd_95776.volume rnd_95787.volume
            21.84          -21.108
           -26.39           -2.789
            21.46           -2.382
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.676 0.9098 3.847 2.292 2.116 0.3966 0.9196 2.480 2.753 2.017 1.317
[2,] 2.281 1.1978 4.496 3.032 3.424 0.4950 1.1600 3.237 3.487 2.957 1.691
[3,] 2.650 1.3419 5.088 3.643 4.126 0.5668 1.3056 3.795 4.139 3.669 1.971
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.876 1.289 1.715 2.273 1.814 1.873 1.644 2.463 2.005 4.974 1.910
[2,] 2.733 1.538 2.524 3.061 2.204 2.626 2.471 3.192 2.608 5.963 2.325
[3,] 3.240 1.741 3.063 3.694 2.494 3.254 3.100 3.851 3.194 6.773 2.621
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.096 2.350 0.5563 2.580 2.314 2.019 2.169 0.6932 1.942 1.893 1.114
[2,] 7.351 3.389 0.6725 3.349 3.363 2.427 2.936 0.8851 2.689 2.281 1.369
[3,] 8.451 4.191 0.7574 4.605 4.266 2.779 3.668 0.9807 3.517 2.640 1.561
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.504 1.924 1.959 1.939 1.480 1.145 0.4295 0.965 0.3861 1.538 1.473
[2,] 3.429 3.049 2.886 2.408 2.010 1.375 0.5346 1.204 0.5363 1.983 2.048
[3,] 4.094 3.689 3.462 2.750 2.444 1.531 0.6352 1.382 0.6503 2.307 2.497
     [,45]  [,46] [,47] [,48] [,49]  [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.200 0.7482 1.603 1.372 1.953 0.9683 1.718 1.356 0.7558 1.666 1.575
[2,] 1.494 1.0065 2.161 1.787 2.277 1.2561 2.575 1.668 0.9739 2.354 2.167
[3,] 1.733 1.1458 2.513 2.135 2.560 1.4875 3.293 1.951 1.1794 2.901 2.588
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.496 1.130 1.369 0.6091 1.538 0.8525 1.347 1.070 1.399 1.417 0.6582
[2,] 2.027 1.789 1.655 0.7499 2.158 0.9678 1.565 1.281 2.011 2.151 0.8810
[3,] 2.448 2.367 1.942 0.8919 2.621 1.0780 1.778 1.451 2.335 2.519 1.0537
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.498 1.134 1.240 0.7310 2.032 1.575 1.835 1.996 1.987 1.858 1.559
[2,] 2.131 1.311 1.950 0.8713 2.416 2.415 2.167 3.113 2.536 2.761 2.387
[3,] 2.496 1.436 2.449 0.9954 2.778 2.794 2.488 3.504 3.052 3.306 2.982
      [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85]  [,86] [,87]
[1,] 0.3268 1.394 1.078 1.477 0.9732 0.9591 0.4823 1.156 0.8688 3.124
[2,] 0.4059 2.106 1.407 2.041 1.2232 1.1490 0.5729 1.744 1.2276 3.616
[3,] 0.4626 2.878 1.633 2.845 1.4493 1.3140 0.6692 2.118 1.3931 4.228
     [,88] [,89] [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97]
[1,] 2.692 1.002 0.805 0.8282 0.7264 1.233 0.5273 0.3513  7.596 4.520
[2,] 3.242 1.318 1.263 1.1362 0.9914 1.567 0.6779 0.4176  9.957 6.333
[3,] 3.849 1.497 1.713 1.5405 1.3650 1.846 0.8195 0.4633 11.482 7.593
     [,98]
[1,] 2.135
[2,] 3.018
[3,] 3.878
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.128   1.155   4.885   2.91   2.688  0.5036   1.168   3.149
[2,] 430.877 216.939 647.870 552.93 749.565 82.4993 196.904 579.169
[3,] 375.368 168.494 663.216 562.49 640.750 76.8521 166.823 551.485
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.496   2.561   1.672   2.382   1.637   2.178   2.886   2.303
[2,] 596.054 601.907 295.584 553.473 233.604 515.768 570.761 348.743
[3,] 620.880 604.794 281.789 484.665 227.268 482.894 575.782 324.923
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.378   2.087   3.128   2.547   6.316   2.425    5.201   2.985
[2,] 512.607 513.734 565.200 464.288 915.773 369.155 1699.573 679.908
[3,] 535.011 521.451 599.943 513.594 894.511 337.224 1160.950 686.757
        [,25]   [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]
[1,]   0.7065   3.277   2.938   2.564   2.754   0.8803   2.467   2.404
[2,] 105.1940 594.591 679.752 375.279 551.019 153.2551 517.919 354.348
[3,]  97.0053 880.040 730.723 376.867 612.054 117.6261 631.151 370.360
       [,33]  [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.415   3.18   2.444   2.488   2.462   1.879   1.454  0.5454
[2,] 221.478 652.31 658.472 589.997 397.467 378.850 211.709 88.6436
[3,] 209.063 622.84 578.329 532.607 369.688 387.087 187.436 95.5534
       [,41]    [,42]   [,43]  [,44]   [,45]    [,46]   [,47]   [,48]
[1,]   1.225   0.4903   1.953   1.87   1.524   0.9501   2.035   1.742
[2,] 200.561 103.6326 348.579 396.27 247.651 187.4642 403.599 319.000
[3,] 188.776 102.4515 328.087 397.65 244.683 152.4656 357.174 325.343
       [,49]  [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.479   1.23   2.181   1.722   0.9598   2.116   2.001   1.899
[2,] 326.167 222.80 534.022 270.767 171.0240 462.947 414.427 380.993
[3,] 325.862 221.87 571.874 281.875 185.2171 472.281 393.836 381.961
       [,57]   [,58]    [,59]   [,60]   [,61]  [,62]   [,63]   [,64] [,65]
[1,]   1.435   1.738   0.7734   1.954   1.082   1.71   1.358   1.776   1.8
[2,] 386.068 259.168 121.7944 421.471 127.614 222.00 196.276 402.479 450.6
[3,] 431.584 282.516 134.4708 413.963 132.214 234.95 189.982 330.301 364.7
        [,66]   [,67]   [,68]   [,69]    [,70]  [,71] [,72]  [,73]   [,74]
[1,]   0.8358   1.902   1.441   1.575   0.9283   2.58   2.0   2.33   2.535
[2,] 163.0566 422.125 183.107 419.002 132.0223 363.91 509.7 320.87 665.227
[3,] 160.9486 361.780 163.050 412.593 134.0080 381.88 391.4 340.40 447.810
       [,75]  [,76]  [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   2.524   2.36   1.98  0.415   1.771   1.369   1.876   1.236   1.218
[2,] 438.658 568.45 503.11 67.015 439.497 251.773 392.161 206.333 176.172
[3,] 473.040 506.29 497.74 61.837 546.239 231.062 551.774 216.493 177.489
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]
[1,]  0.6125   1.469   1.103   3.967   3.419   1.272   1.022   1.052
[2,] 86.0843 363.364 241.504 507.365 502.919 238.531 270.844 216.625
[3,] 96.3115 334.691 183.370 610.070 577.549 197.473 322.318 289.681
        [,92]   [,93]    [,94]   [,95]    [,96]   [,97]   [,98]
[1,]   0.9224   1.565   0.6696  0.4461    9.645    5.74   2.711
[2,] 187.8815 269.495 118.6165 62.8402 1792.730 1235.24 594.119
[3,] 261.2701 271.382 128.2237 55.8833 1592.311 1166.68 677.901
[1] "--- VAR model 2017-10-06 00:31:00  completed"
[1] "Completed training sample:  2017-10-06 00:31:00 - 2017-10-06 08:30:00"
[1] "SpVAR;   training sample:  2017-10-06 01:01:00 - 2017-10-06 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.124          -9.097         -2.575         -8.967
          20.170          -4.573        -35.975         -3.353
           2.921           3.028         23.538        -16.802
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.141         0.7615            4.674            16.30
        -13.230         2.5018            6.643            25.17
         -1.816        -1.1110            6.803            10.58
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            15.29            8.394            9.760           -31.30
            13.79            4.219            4.057           -32.84
            23.36           23.219            4.376           -23.46
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.6398           -4.231          -0.9454            19.47
          10.6341            6.864          23.0268           -20.83
         -14.9524           -9.876          -5.7131            -1.29
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            3.741           -5.159           -9.918         -17.2647
          -20.856          -12.110            1.384           0.1238
          -26.044           -3.308            5.669          10.3901
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -12.52           -5.877          -72.968           -6.349
           -17.28           16.686          -21.971           -7.253
            12.14          -11.240           -3.017          -11.263
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           2.5698           -21.62           -8.926           -7.041
           0.3109            14.49           -1.989           -1.653
           4.6089           -14.48          -15.640           -7.886
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.017            6.352            3.812          -0.1665
           -7.339           -4.142          -27.923           8.3927
          -15.029            3.597           -9.499          18.6095
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -12.826            2.713          -0.7673           0.4348
           -8.712            7.871         -10.7701          10.2778
           -2.200          -18.663           4.7467           0.1674
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.917           -1.880           8.9875           -0.123
            5.962            4.862           0.4454            2.592
            7.451            1.568          -4.6588            2.032
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -10.562           0.9229           11.775          -5.8962
          -12.893           3.0605            5.465          11.1995
            1.843          -0.8174            4.937          -0.8294
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           12.768            8.967         -19.9189           -4.459
            7.266            7.038           0.1039           18.462
           -8.547           -5.550           0.9864           -5.534
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -18.81          -10.303            5.088            6.402
             3.66          -12.075          -24.393            4.315
            10.23            9.882            5.438           16.699
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.213            9.049           -6.986           -1.838
           -5.491          -20.585           -2.824            3.276
           -0.204          -13.662           -9.654          -14.626
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            2.750           -4.816           9.0120            2.750
           -4.278           -7.121          -2.6490          -13.026
           -1.823           -5.327           0.2441           -8.739
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.600           -5.444            6.714            7.885
           -1.914           21.647            5.836            9.516
           -9.261           -3.124           -1.232            2.013
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            9.732          4.35617            8.559           -2.140
            1.495         -0.01331           -5.731           -9.659
            6.500         -4.71446            8.125           -4.407
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.2774            0.332           -6.944           -21.70
           5.8636            1.102           31.843            25.60
           0.2429           -1.910            5.034            12.78
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -12.36           -15.65           -20.62           13.589
            11.31            41.54           -13.44           -6.559
           -12.37            13.26           -14.00           20.389
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.482           2.4045            9.684            2.121
          -21.365           3.9916           -7.519            1.652
           -2.344          -0.6124           -1.852           11.132
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.289           19.460           -1.935          -0.1985
            8.145            8.772           -1.660           0.0640
           -8.270            6.333           -6.025           2.1989
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.949           -5.900          20.6220         -23.8888
            7.974          -12.153         -16.2851         -15.8482
            6.403            3.611           0.8755           0.9922
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -2.9621           -7.325           -9.874           -6.151
          -5.8856            3.865          -10.287           -1.340
          -0.8527           -4.111           -4.248          -12.282
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.617          -0.1263           -6.185          -12.685
           -7.368          -7.1464           -5.095           -5.023
           -8.255          10.4124           -6.721           25.851
 rnd_95776.volume rnd_95787.volume
           -47.92           -6.682
           -31.73            2.901
            49.73           -6.420
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.793 1.020 3.805 2.342 2.378 0.4325 1.011 2.628 2.809 2.016 1.369
[2,] 2.338 1.257 4.720 3.111 3.613 0.5265 1.259 3.412 3.635 3.007 1.814
[3,] 2.743 1.417 5.350 3.841 4.250 0.6149 1.460 3.963 4.252 3.812 2.120
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.974 1.293 1.864 2.382 1.912 2.272 2.089 2.872 2.285 4.982 1.932
[2,] 2.893 1.584 2.679 3.200 2.327 3.189 2.997 3.838 3.101 6.211 2.399
[3,] 3.428 1.849 3.206 3.876 2.658 3.929 3.830 4.835 3.923 7.157 2.691
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 4.637 2.586 0.5360 2.446 2.328 2.208 2.290 0.7571 2.189 2.202 1.226
[2,] 7.979 3.781 0.6821 3.482 3.598 2.679 2.995 0.9170 2.977 2.589 1.497
[3,] 9.367 4.597 0.7854 4.609 4.564 3.127 3.844 1.0311 3.912 2.952 1.698
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43] [,44]
[1,] 2.585 2.065 2.217 2.052 1.583 1.148 0.4567 0.9764 0.4351 1.660 1.518
[2,] 3.565 3.204 3.161 2.572 2.223 1.391 0.5558 1.2811 0.5788 2.223 2.214
[3,] 4.371 3.839 3.712 2.996 2.698 1.588 0.6730 1.5181 0.6840 2.612 2.677
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.292 0.7836 1.779 1.548 1.943 1.066 1.878 1.349 0.7862 1.759 1.671
[2,] 1.584 1.0908 2.394 2.122 2.277 1.340 2.766 1.667 1.0229 2.424 2.303
[3,] 1.858 1.2362 2.839 2.551 2.588 1.525 3.466 1.957 1.2198 3.009 2.783
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.697 1.204 1.487 0.6248 1.524 0.878 1.433 1.146 1.444 1.476 0.6905
[2,] 2.198 1.845 1.822 0.7790 2.176 1.011 1.697 1.388 2.144 2.291 0.9812
[3,] 2.675 2.476 2.137 0.9744 2.758 1.134 2.008 1.544 2.503 2.724 1.1996
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.536 1.161 1.167 0.7566 2.139 1.725 1.979 2.026 2.297 1.781 1.846
[2,] 2.227 1.323 1.881 0.9449 2.619 2.548 2.512 3.247 2.800 2.924 2.605
[3,] 2.666 1.449 2.482 1.0948 3.090 3.148 2.861 3.766 3.339 3.462 3.234
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.3566 1.482 1.330 1.677 1.002 1.021 0.5117 1.338 0.949 3.296 2.544
[2,] 0.4412 2.254 1.696 2.381 1.279 1.224 0.6293 1.968 1.336 3.893 3.181
[3,] 0.5101 2.969 2.011 3.059 1.517 1.419 0.7455 2.448 1.523 4.596 3.888
     [,89] [,90]  [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.104 0.883 0.9343 0.8323 1.311 0.5678 0.3622  7.367 4.770 2.220
[2,] 1.508 1.430 1.3525 1.1394 1.670 0.7427 0.4343  9.583 6.781 3.226
[3,] 1.747 1.891 1.7990 1.5245 1.960 0.8944 0.4818 11.196 8.009 4.077
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]    [,7]    [,8]
[1,]   2.276   1.295   4.831   2.974   3.02  0.5493   1.284   3.337
[2,] 404.195 197.962 752.532 551.517 732.72 80.8674 201.898 586.054
[3,] 386.568 176.150 678.519 606.959 602.98 85.5589 199.013 543.482
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.567   2.56   1.738   2.507   1.642   2.368   3.025   2.428
[2,] 621.545 600.92 320.583 569.873 246.497 518.354 575.408 356.992
[3,] 594.212 631.50 295.676 495.197 256.645 474.280 589.241 346.047
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]    [,23]   [,24]
[1,]   2.885   2.652   3.647   2.902   6.326   2.453    5.888   3.284
[2,] 602.791 578.900 685.792 564.813 999.195 383.360 1749.207 743.066
[3,] 618.541 642.350 792.287 647.052 958.316 328.234 1321.890 704.273
        [,25]   [,26]   [,27]   [,28]   [,29]    [,30]  [,31]   [,32]
[1,]   0.6807   3.106   2.957   2.804   2.908   0.9614   2.78   2.796
[2,] 113.6348 667.687 738.788 408.783 519.883 139.3730 543.33 366.891
[3,] 104.8665 813.567 756.592 434.233 649.189 127.0429 683.57 381.735
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]  [,40]  [,41]
[1,]   1.557   3.283   2.623   2.816   2.606   2.011   1.458   0.58   1.24
[2,] 231.113 661.433 659.886 607.051 417.615 420.245 211.790  85.31 223.40
[3,] 216.112 681.211 569.657 524.053 413.999 411.841 206.357 102.21 219.42
        [,42]   [,43]   [,44]   [,45]    [,46]   [,47]   [,48]   [,49]
[1,]   0.5525   2.108   1.927   1.641   0.9951   2.259   1.966   2.467
[2,] 102.8327 398.220 434.154 246.968 204.4145 431.423 391.012 319.843
[3,]  98.2126 369.634 405.478 261.369 156.6795 411.371 381.464 331.372
       [,50]   [,51]   [,52]    [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.353   2.384   1.713   0.9984   2.233   2.122   2.156   1.529
[2,] 219.102 547.053 263.921 176.2844 449.498 427.096 376.354 376.450
[3,] 195.806 562.936 276.100 179.0295 480.286 420.727 410.570 444.790
       [,58]    [,59]   [,60]   [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   1.889   0.7935   1.935   1.115   1.82   1.456   1.834   1.875
[2,] 283.402 125.3246 418.411 134.960 244.89 210.914 427.031 471.919
[3,] 300.650 157.6769 456.530 138.229 288.91 182.092 348.067 396.711
        [,66]  [,67]   [,68]   [,69]    [,70]   [,71]  [,72]   [,73]
[1,]   0.8768   1.95   1.475   1.482   0.9608   2.716   2.19   2.513
[2,] 187.7803 434.34 170.807 397.549 152.4770 406.932 505.28 416.712
[3,] 185.9196 395.15 158.759 435.993 148.9546 442.176 498.01 369.126
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]  [,81]
[1,]   2.573   2.916   2.261   2.344  0.4528   1.882   1.689   2.13
[2,] 683.618 431.579 624.897 495.247 70.0084 457.273 283.433 455.32
[3,] 514.054 490.052 499.399 516.249 68.9291 520.490 291.459 517.35
       [,82]   [,83]    [,84] [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.273   1.296   0.6497   1.7   1.205   4.185   3.231   1.402
[2,] 214.130 182.088  98.6753 388.6 253.463 558.285 514.458 276.622
[3,] 219.555 193.492 107.6919 392.2 196.990 657.758 601.918 237.902
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]    [,97]
[1,]   1.121   1.186   1.057   1.665   0.721  0.4599    9.355    6.058
[2,] 303.180 263.460 209.627 278.878 128.980 64.5517 1651.040 1298.201
[3,] 333.104 319.529 272.849 276.323 134.244 56.2301 1559.395 1148.271
       [,98]
[1,]   2.819
[2,] 630.699
[3,] 671.482
[1] "--- VAR model 2017-10-06 01:01:00  completed"
[1] "Completed training sample:  2017-10-06 01:01:00 - 2017-10-06 09:00:00"
[1] "SpVAR;   training sample:  2017-10-06 01:31:00 - 2017-10-06 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -23.8204           9.844        -16.413         -12.69
         -2.1162           5.458          2.465          28.10
          0.9158          15.007         25.847          11.29
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         17.724         -3.066           -1.293           -14.22
         -1.602          1.421           -1.976            34.98
          5.312          4.352            6.599            11.58
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            14.56             4.28           -1.998           -23.27
           -21.93           -29.25           17.422           -18.82
            44.20            40.17            5.650           -23.28
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.132        -22.89297           -14.20            5.453
            7.184         -0.05833            15.63           -9.414
            4.388         -4.26237             5.72           12.173
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          7.50552         -36.0345            9.978           -7.566
         -4.96497          -8.0030          -25.741           -3.219
          0.05786          -0.4149          -51.308           -9.558
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -1.059           -3.452           -3.651          -25.277
           -2.563           13.351          -46.823            2.164
           60.072            5.125           -1.701          -19.317
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.730           -1.229           23.772           21.768
            5.741          -13.043           14.497           27.117
            6.295          -34.213           -1.827            6.304
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.766            3.877            -15.9            7.669
            4.385            4.677             17.3          -14.288
           37.394            7.058             22.9            4.415
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -10.458            20.04            12.04          -11.515
           -2.781            20.80           -15.97            2.502
            6.347            11.77            12.06            3.105
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.777           28.139            2.875         -2.63771
           -5.826           -3.093           -3.972         -1.47489
           -3.348            2.931           -4.416          0.02269
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.454           -2.745         -17.8106          -20.172
          -16.296            6.931          -0.8034          -17.537
           -1.351           -3.619          -2.9790            1.561
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.998            1.942          -0.2332            2.794
          -10.941            4.286          -0.3008           33.122
            2.217            2.052          -8.4082          -16.523
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -10.64         -9.30032            30.95          16.4112
            11.93          0.05884           -19.18          -0.2901
            18.38          5.79127            24.72          12.4650
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           17.804            10.93            6.721            9.895
           -1.956            25.66           18.651           25.117
            3.374           -12.52          -10.414           21.739
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -0.128            3.557          -1.4128           16.085
            6.741           10.767          -4.6271           -1.413
           28.803           19.794           0.7436            2.362
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -13.2863           11.282           -9.132            3.110
           0.1162            6.431            4.376            7.967
         -10.9181           10.419            9.772           20.671
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            24.77          -12.576          0.03818            3.271
            11.26           13.069         25.05157           -4.704
            19.61           -1.775        -14.52639           -2.510
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.903           -4.357         -32.0460          -12.304
            2.743            2.332           0.7235          -14.063
            2.152           -9.602           4.3848           -6.465
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -18.549           11.029            4.380           -34.53
           -7.864          -16.475            7.708           -15.94
           -2.428           -7.743           22.906            11.94
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -44.54            2.188         -21.2851           -2.698
           -24.87            4.192         -13.7257           13.411
           -31.65           -4.289          -0.4849           -1.192
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            -5.11            16.02          -8.9858            2.963
           -28.25           -13.49           0.4512           -2.645
           -32.38           -12.79          -0.2142           -1.996
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           12.250            3.424           -4.632          -15.044
           12.114            1.850           27.571            1.456
           -5.023            9.880           38.221          -28.419
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            8.152           15.467           13.712            6.914
           -5.948           -7.954            1.507            2.243
           -9.388           -8.226          -10.686          -10.293
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.638           0.3796           -6.603          -20.762
            6.751           2.8571           -9.101           -7.512
           -6.589           1.8087           -7.156          -75.857
 rnd_95776.volume rnd_95787.volume
           39.767           -8.915
           30.231            6.312
           -3.724          -36.476
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.887 1.107 4.099 2.547 2.741 0.4529 1.052 3.120 3.214 2.393 1.458
[2,] 2.521 1.357 5.227 3.599 3.883 0.5813 1.332 3.828 4.231 3.459 1.974
[3,] 2.932 1.543 5.980 4.372 4.795 0.6610 1.568 4.469 4.860 4.176 2.273
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.190 1.389 1.967 2.743 2.154 2.520 2.195 3.284 2.503 5.666 1.894
[2,] 3.182 1.745 2.885 3.790 2.543 3.416 3.219 4.375 3.466 7.088 2.429
[3,] 3.702 2.028 3.526 4.474 2.888 4.208 3.973 5.379 4.336 8.114 2.766
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.649 2.954 0.5894 2.828 2.569 2.317 2.368 0.7535 2.492 2.436 1.343
[2,]  8.427 4.257 0.7923 3.934 4.066 2.887 3.238 0.9376 3.255 2.855 1.663
[3,] 10.081 5.138 0.9066 5.028 5.077 3.314 4.168 1.0629 4.408 3.235 1.860
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.720 2.318 2.366 2.278 1.766 1.248 0.4462 1.013 0.5212 1.941 1.780
[2,] 3.724 3.375 3.330 2.831 2.399 1.591 0.5674 1.330 0.6678 2.481 2.544
[3,] 4.611 4.133 3.888 3.239 2.901 1.826 0.7046 1.569 0.7621 2.844 2.922
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.423 0.8923 1.876 1.684 2.065 1.106 2.244 1.383 0.8601 1.875 1.814
[2,] 1.681 1.1732 2.540 2.296 2.451 1.366 3.216 1.739 1.1970 2.701 2.536
[3,] 2.000 1.3266 3.028 2.675 2.887 1.597 3.899 2.088 1.3932 3.365 3.162
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.908 1.351 1.622 0.6963 1.473 0.9605 1.525 1.192 1.561 1.646 0.7493
[2,] 2.464 2.079 2.013 0.9025 2.228 1.1512 1.810 1.461 2.301 2.498 1.1260
[3,] 3.121 2.768 2.342 1.0902 2.941 1.2723 2.098 1.641 2.672 2.934 1.3613
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.617 1.187 1.321 0.7826 2.285 1.862 2.222 2.270 2.475 2.060 1.963
[2,] 2.391 1.424 2.158 0.9689 2.873 2.626 2.852 3.529 2.992 3.157 2.813
[3,] 2.879 1.597 2.773 1.1333 3.364 3.215 3.274 4.058 3.669 3.884 3.600
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.3594 1.660 1.488 1.826 1.046 1.011 0.5882 1.546 1.019 3.506 2.974
[2,] 0.4631 2.560 1.979 2.628 1.360 1.272 0.7257 2.176 1.431 4.234 3.654
[3,] 0.5470 3.343 2.282 3.325 1.641 1.511 0.8522 2.721 1.649 4.972 4.559
     [,89] [,90] [,91]  [,92] [,93]  [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.094 1.027 1.023 0.8785 1.339 0.6359 0.3787  7.318 5.869 2.562
[2,] 1.621 1.675 1.484 1.2653 1.843 0.8560 0.4461  9.608 7.627 3.447
[3,] 1.945 2.137 1.969 1.7460 2.149 1.0522 0.4980 11.224 8.937 4.384
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.397   1.406   5.205   3.234   3.481  0.5751   1.336   3.962
[2,] 416.993 195.954 809.329 634.771 686.416 90.9370 203.990 553.675
[3,] 373.911 183.493 725.000 619.318 702.228 78.5241 206.367 575.730
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16] [,17]
[1,]   4.081   3.039   1.852   2.781   1.764   2.498   3.483   2.735   3.2
[2,] 686.922 623.509 331.950 576.356 263.534 526.820 652.552 337.398 575.6
[3,] 596.517 583.588 281.151 471.859 257.693 505.677 593.370 341.796 613.2
       [,18]  [,19]   [,20]    [,21]   [,22]    [,23]   [,24]    [,25]
[1,]   2.787   4.17   3.178    7.195   2.405    7.174   3.751   0.7484
[2,] 587.672 721.35 598.478 1062.817 379.469 1560.845 765.062 132.1443
[3,] 581.351 781.16 650.091  985.586 330.336 1380.539 718.086 110.0125
       [,26]   [,27]   [,28]   [,29]    [,30]   [,31]   [,32]   [,33]
[1,]   3.591   3.262   2.942   3.007   0.9568   3.165   3.093   1.706
[2,] 682.561 786.736 430.029 551.180 139.2673 522.467 371.693 244.598
[3,] 781.636 758.529 405.996 654.863 124.9903 741.991 379.685 207.896
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   3.454   2.943   3.004   2.893   2.243   1.585   0.5666   1.286
[2,] 635.027 612.331 585.021 419.332 405.103 246.293  87.5113 215.133
[3,] 678.501 595.261 500.682 392.974 407.272 223.640 104.2380 207.670
        [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   0.6618   2.465   2.26   1.806   1.133   2.382   2.138   2.622
[2,] 104.2320 385.629 453.53 223.764 190.090 427.468 389.396 329.826
[3,]  91.6462 347.212 359.07 270.101 154.569 411.252 342.677 380.778
       [,50]  [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]  [,58]
[1,]   1.404   2.85   1.756   1.092   2.382   2.303   2.422   1.715   2.06
[2,] 200.165 575.05 263.061 207.800 484.957 442.204 389.261 394.471 297.35
[3,] 206.398 550.20 288.360 177.920 500.978 471.443 478.234 456.177 299.08
        [,59]   [,60]  [,61]   [,62]   [,63]   [,64]  [,65]    [,66]
[1,]   0.8842   1.871   1.22   1.936   1.514   1.982   2.09   0.9515
[2,] 143.3224 417.263 158.38 243.498 211.091 422.038 468.95 209.7718
[3,] 152.6417 478.890 135.22 264.881 186.415 338.870 384.38 190.9618
       [,67]   [,68]   [,69]    [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   2.053   1.508   1.678   0.9938   2.901   2.364   2.822   2.882
[2,] 439.422 196.181 426.005 142.5672 434.672 462.248 446.211 674.337
[3,] 400.602 180.658 434.698 146.7459 436.802 463.103 401.507 500.029
       [,75]   [,76]   [,77]   [,78]   [,79]  [,80]   [,81]   [,82]
[1,]   3.143   2.616   2.493  0.4564   2.108   1.89   2.318   1.329
[2,] 419.547 597.151 502.947 72.8773 486.344 325.42 471.704 216.688
[3,] 529.964 564.805 560.520 72.6636 536.662 283.71 508.655 229.304
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]  [,89]   [,90]
[1,]   1.284   0.747   1.963   1.294   4.452   3.777   1.39   1.304
[2,] 192.787 106.096 382.002 250.612 592.221 529.762 298.47 330.275
[3,] 203.309 111.501 407.819 204.389 650.719 680.409 268.06 331.408
       [,91]   [,92] [,93]    [,94]   [,95]    [,96]    [,97]   [,98]
[1,]   1.299   1.116   1.7   0.8075  0.4808    9.293    7.453   3.254
[2,] 268.312 227.274 316.0 143.0390 58.8753 1553.797 1215.719 575.627
[3,] 322.981 300.289 276.0 152.6954 55.2620 1448.343 1162.594 675.833
[1] "--- VAR model 2017-10-06 01:31:00  completed"
[1] "Completed training sample:  2017-10-06 01:31:00 - 2017-10-06 09:30:00"
[1] "SpVAR;   training sample:  2017-10-06 02:01:00 - 2017-10-06 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.723          12.294         -11.11        -14.368
           3.657           5.046         -12.15         14.349
          -7.641           1.567         -18.35         -5.344
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         10.200          0.615           2.1003            13.97
        -28.415         -0.753           0.4676            -6.08
          5.166          4.978          -8.1116            -6.68
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           24.064           22.223          -10.300           -32.26
            5.659           -4.778            3.269            -8.00
          -15.728           -1.020           -1.347           -33.29
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.140           -7.044           -3.616           14.958
            5.514           10.220            8.623           -2.536
           -2.849           -8.652            3.279            9.698
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            5.111           -30.80           -8.905            4.010
          -15.878            10.50           17.249          -11.044
            7.020            15.65            6.038            6.305
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           25.658           -4.323          13.2514            5.383
          -25.200           -1.398           4.8181          -14.473
           -7.184          -10.494           0.7141           15.112
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.9886           27.846            8.139          -14.904
          -0.7767            2.553           -3.334            1.976
          -2.2051           -9.308            8.631           -1.337
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -7.734           -6.164            5.445          -15.305
           21.170           -2.590            4.996           12.171
          -28.004            3.349          -12.466           -6.893
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.474            3.417            3.708           -4.919
            4.444           -7.487           -9.773            8.471
           -3.316           12.256            7.407            0.395
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -4.387           -4.195         -14.8594           -2.328
           11.635          -10.384          -2.2818            1.527
          -11.283          -19.061          -0.5405           -1.630
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.183            1.834            5.724          -3.2070
            5.448           -1.970            7.649           6.2498
            5.658           -2.805           -7.451           0.5264
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4223            7.044            8.477           2.2379
          12.4617            4.162           -7.752          -0.9429
           3.4147            2.262           13.972          -5.7951
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          18.0519         -11.7903           -4.618          -0.1217
          -9.5974          -0.6944           25.449           4.1280
          -0.5839          -1.2228            8.252           3.9007
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -5.099           10.330            2.535           -8.627
            3.192           -1.015           -6.632            4.065
            1.228           19.563           19.820           11.100
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -16.226            1.931           1.4477          -19.617
            7.912           -3.063           0.4349          -15.430
            2.697           11.594           3.9399           -0.698
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.053          -9.7579            1.631           15.944
           -9.268           5.6746            2.171           -4.355
            1.396           0.5524           -6.752          -11.432
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           13.096            4.780           1.7379           -9.378
          -13.062            1.348         -10.2232           -6.041
            1.308           -2.943          -0.1435            8.652
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.212          -1.1158           -2.832          -2.5225
            1.943           0.5363           15.799           3.7599
           -2.407           0.6963          -14.047           0.6821
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -7.186           -11.87           26.704           13.347
            7.060            15.60           -3.910           -5.034
            2.096            10.59            1.488            5.676
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.5182          -6.9332           20.243           -1.329
           0.6001          -0.3993           -1.944           -2.423
          13.1635          -1.4847          -15.902            6.349
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           11.703           0.3809          -3.8484            2.720
            3.228         -13.5919           0.5029            1.698
           -5.516          -1.8235           2.2840           -5.522
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.486           -1.605           -6.599          -22.644
          -15.628           14.989            1.817            3.428
           -4.602            6.729          -19.458          -26.468
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5467           3.5691          -3.1550          -3.9073
          -6.0015          -0.5166           0.8933          -0.9507
           9.5701         -10.5845         -15.3378          -8.8151
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -18.982            3.827           -6.837           -4.632
          -15.256           -6.352           -6.100          -29.252
           -6.118            4.324           -7.064          -26.373
 rnd_95776.volume rnd_95787.volume
            5.019            6.190
           19.593           -5.284
           -3.871           -4.775
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.044 1.159 4.462 2.884 2.857 0.4599 1.140 3.404 3.564 2.630 1.577
[2,] 2.713 1.500 5.592 4.059 4.192 0.6086 1.419 4.256 4.533 3.882 2.122
[3,] 3.092 1.734 6.470 4.824 5.205 0.7145 1.695 4.885 5.350 4.703 2.463
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.326 1.528 2.260 3.018 2.236 2.755 2.550 3.789 2.983 6.254 2.105
[2,] 3.455 1.906 3.188 4.072 2.672 3.664 3.788 5.107 4.004 7.837 2.598
[3,] 3.965 2.199 3.848 4.755 3.118 4.575 4.576 6.545 4.841 8.844 2.953
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.43 3.270 0.6498 3.153 2.776 2.462 3.011 0.7866 2.742 2.575 1.438
[2,]  9.48 4.751 0.8556 4.327 4.375 3.062 3.952 0.9696 3.668 3.164 1.802
[3,] 11.18 5.646 0.9846 5.804 5.376 3.495 4.845 1.1009 4.778 3.573 2.010
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.025 2.463 2.470 2.495 1.912 1.417 0.5848 1.235 0.5673 2.028 1.893
[2,] 4.088 3.787 3.603 3.095 2.694 1.845 0.6865 1.638 0.7429 2.702 2.716
[3,] 4.932 4.680 4.251 3.569 3.095 2.143 0.8093 1.944 0.8630 3.111 3.174
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.588 0.9684 2.094 1.897 2.087 1.201 2.504 1.420 0.9639 2.053 2.048
[2,] 1.947 1.2810 2.807 2.570 2.581 1.519 3.420 1.837 1.2938 2.853 2.740
[3,] 2.264 1.5071 3.463 2.911 3.110 1.778 4.208 2.203 1.4825 3.618 3.403
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.001 1.572 1.779 0.7828 1.677 0.9858 1.626 1.296 1.792 1.877 0.7908
[2,] 2.570 2.241 2.280 1.0635 2.524 1.1812 1.986 1.599 2.513 2.882 1.2179
[3,] 3.197 3.070 2.653 1.2181 3.244 1.3010 2.346 1.841 3.005 3.481 1.4726
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 1.873 1.307 1.542 0.9003 2.456 1.904 2.633 2.529 2.654 2.317 2.207
[2,] 2.693 1.640 2.503 1.0825 3.061 2.795 3.172 3.664 3.330 3.492 3.080
[3,] 3.272 1.835 3.139 1.2364 3.539 3.367 3.574 4.275 4.186 4.255 3.974
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.4280 1.868 1.653 2.127 1.179 1.175 0.7109 1.734 1.095 3.902 3.192
[2,] 0.5515 2.807 2.199 3.047 1.530 1.478 0.8790 2.524 1.527 4.873 4.087
[3,] 0.6305 3.715 2.574 3.857 1.825 1.689 1.0031 2.964 1.800 5.669 5.143
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.238 1.227 1.224 1.035 1.489 0.7633 0.4239  7.602  6.742 2.982
[2,] 1.717 1.870 1.671 1.419 1.970 1.0386 0.5051  9.616  8.932 3.945
[3,] 2.047 2.342 2.103 1.895 2.312 1.2286 0.5534 11.261 10.383 5.021
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   2.596   1.472   5.665   3.662   3.628  0.584   1.447   4.323
[2,] 383.788 204.803 725.694 614.834 660.182 85.789 181.764 549.941
[3,] 319.300 187.357 700.374 561.046 664.115 80.560 199.850 515.981
        [,9]   [,10]   [,11]   [,12]  [,13]  [,14]   [,15]  [,16]   [,17]
[1,]   4.525   3.339   2.002   2.953   1.94   2.87   3.833   2.84   3.498
[2,] 602.979 614.651 305.675 550.060 245.27 483.96 588.337 314.56 519.957
[3,] 611.635 571.223 269.385 418.462 235.90 463.68 528.611 346.10 589.718
       [,18]   [,19]   [,20]    [,21]   [,22]    [,23]   [,24]    [,25]
[1,]   3.238   4.812   3.788    7.942   2.673    8.166   4.153   0.8252
[2,] 602.873 736.883 575.035 1016.467 327.455 1499.185 741.605 119.8104
[3,] 552.726 881.172 585.290  882.253 302.178 1274.042 656.673 104.8616
       [,26]   [,27]   [,28]   [,29]    [,30]   [,31]  [,32]   [,33]
[1,]   4.004   3.525   3.126   3.824   0.9988   3.482   3.27   1.827
[2,] 637.603 727.743 391.758 551.082 122.0100 524.444 395.78 233.778
[3,] 832.733 672.498 362.857 602.994 112.2288 658.804 357.32 191.398
       [,34]   [,35]   [,36]   [,37]   [,38] [,39]   [,40]   [,41]
[1,]   3.841   3.128   3.136   3.169   2.428   1.8  0.7426   1.568
[2,] 591.886 618.970 564.717 394.192 408.553 254.2 77.3971 231.637
[3,] 593.699 592.044 485.259 382.533 327.751 234.6 92.2267 225.103
        [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]  [,49]
[1,]   0.7203   2.575   2.404   2.016   1.23   2.659   2.409   2.65
[2,] 103.2590 384.484 419.281 242.615 180.47 402.390 373.243 326.81
[3,]  94.5069 331.889 353.573 248.840 170.89 436.245 294.134 373.40
       [,50]  [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   1.526   3.18   1.803   1.224   2.607   2.601   2.541   1.996
[2,] 199.928 501.31 250.919 185.757 426.219 391.905 346.958 343.846
[3,] 198.957 527.60 261.893 155.784 479.145 434.101 409.414 451.719
       [,58]    [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   2.259   0.9941   2.13   1.252   2.065   1.645   2.275   2.384
[2,] 306.754 154.9320 405.98 140.060 245.546 201.822 379.095 470.628
[3,] 292.041 127.8309 438.61 117.397 268.618 196.267 354.852 420.036
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.004   2.378   1.659   1.958   1.143   3.119   2.418   3.343
[2,] 199.339 416.429 213.488 424.390 129.367 393.200 440.514 380.823
[3,] 178.199 400.186 177.195 407.771 128.580 382.238 403.760 354.444
       [,74]  [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   3.211   3.37   2.942   2.802  0.5435   2.372   2.099   2.701
[2,] 570.703 432.99 562.336 462.407 74.8635 450.814 312.154 469.525
[3,] 474.105 545.84 523.239 540.561 65.7749 523.919 287.869 509.058
       [,82]   [,83]    [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   1.497   1.492   0.9027   2.202   1.391   4.955   4.054   1.572
[2,] 209.743 192.941 111.2664 394.762 229.057 628.037 549.372 256.090
[3,] 214.392 175.786 104.0548 334.279 204.911 623.820 671.912 240.025
       [,90]   [,91]   [,92]  [,93]    [,94]   [,95]    [,96]    [,97]
[1,]   1.558   1.554   1.314   1.89   0.9693  0.5383    9.654    8.561
[2,] 303.857 245.098 209.018 277.62 151.5968 59.1116 1267.435 1261.094
[3,] 303.277 274.696 270.194 260.43 141.2313 48.6504 1261.127 1139.435
       [,98]
[1,]   3.787
[2,] 555.752
[3,] 668.678
[1] "--- VAR model 2017-10-06 02:01:00  completed"
[1] "Completed training sample:  2017-10-06 02:01:00 - 2017-10-06 10:00:00"
[1] "SpVAR;   training sample:  2017-10-06 02:31:00 - 2017-10-06 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.790          0.8905        11.4303         -3.235
          24.847         -2.0026         3.2293          5.757
          -9.197          3.6720         0.7681         -4.170
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         12.734         2.6976            7.758           17.622
         -1.229         1.1625            7.486            5.583
          2.683         0.2657            8.648          -11.606
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.215           -6.915          -4.1378           -23.35
            2.196           23.252          -0.1812           -12.19
            8.275           -7.509           1.4941           -26.14
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.7196           -9.207          -23.313           8.5317
          -5.3089           -6.143            6.706           0.6152
          -1.0321            7.849            8.147          -7.1328
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.786            7.899          -18.391            10.12
          -15.616           -7.283           25.142            27.16
          -19.542          -13.424           -3.342            28.03
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           15.820            6.317           -11.73           13.061
            1.722           15.817           -26.35          -19.064
           29.761            5.990            14.57            6.389
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            3.387           12.361           16.877            7.755
           -2.943           -9.204           -5.993          -10.054
            4.421          -20.396          -12.093          -10.906
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            3.945           0.5424           3.9882          -0.4691
            2.751           2.9003          -0.1756          -1.2587
            5.582           3.3861          11.1625          -0.3645
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.220         -17.2874           -5.127            1.085
            2.137          31.7277            9.663            2.031
            4.837          -0.8477            9.255            5.910
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.290          14.0329            5.886          -2.8730
           19.464          -0.4177           -1.815           4.8052
            6.906           6.3241            8.382          -0.4996
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.660           -1.048            1.172          -11.790
           -4.943            4.751           12.032            7.303
            8.051            2.282            1.079           -5.778
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.6221           -2.476            9.205            7.345
           2.8414           -3.141            2.757            2.921
           0.2016           -2.166           21.877           -3.507
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.201            2.358           -8.430          -0.7554
            3.447            3.795           14.039           7.1236
            3.449           -1.420            5.887          10.5589
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.7762           15.742            10.06            1.198
           0.5674           -6.569           -11.16            5.179
           8.2497            9.682            -6.42           -7.569
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          11.2490            1.169          -0.5065           -2.164
           0.5053           14.654          -2.1710           12.546
          -4.9057            5.285           1.5795           -3.319
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.544           -5.951           -7.876            1.812
           -3.670            1.667            8.026           -5.375
           -1.066            5.906            1.662           11.073
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.863           -4.838           -0.787            2.257
           -6.283            2.353           -9.664            1.879
           19.139           -5.740            9.855            6.568
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           15.487          -4.5949          18.9682            7.914
           -7.898          -0.2254           1.6403           18.956
            4.858          -0.2833          -0.5286           -6.234
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.707           15.835          -16.222           -15.67
           -3.589            5.185           19.892            11.94
           10.756           35.878            7.241            14.30
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -24.645          -1.3900          -3.6064          -7.5512
            1.936           0.9697          -0.4321           3.2811
           20.496           1.0381          10.3907          -0.6153
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            7.304           -4.005         -0.01147           3.2894
          -14.326           -0.217          4.91475          -0.6858
           13.382           -2.334          1.35317           0.5447
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.5264            1.599           15.926          -5.3528
           8.8081            2.602            8.160          -0.4043
           8.3088           -2.784            7.328          -9.9533
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.760           -9.441           -7.799           -3.951
            1.927           -6.198          -11.119          -12.748
           -6.196            6.969            5.912            6.409
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.967         -4.08654           -8.109           30.727
            5.095          0.06214           -5.939           42.532
            1.274          2.32552           -8.313            8.743
 rnd_95776.volume rnd_95787.volume
           26.022           19.548
           29.903           -5.392
            6.591           -5.339
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.179 1.334 4.867 3.129 3.049 0.5186 1.231 3.707 3.989 2.827 1.830
[2,] 2.968 1.683 6.086 4.426 4.472 0.6858 1.566 4.617 5.151 4.197 2.415
[3,] 3.426 1.898 7.016 5.272 5.647 0.7969 1.864 5.324 5.963 5.081 2.796
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.545 1.683 2.392 3.295 2.425 3.209 2.897 4.317 3.203 7.003 2.301
[2,] 3.663 2.097 3.585 4.446 2.943 4.048 4.125 5.699 4.375 8.780 2.930
[3,] 4.128 2.365 4.171 5.130 3.467 5.035 4.921 7.145 5.315 9.713 3.315
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  6.891 3.410 0.7647 3.426 3.013 2.763 3.271 0.8338 2.831 2.737 1.472
[2,] 10.388 5.095 0.9546 4.725 4.611 3.427 4.423 1.0148 3.921 3.452 1.872
[3,] 12.210 6.026 1.1142 6.351 5.759 3.817 5.207 1.1572 4.967 4.008 2.093
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.395 2.532 2.828 2.792 2.052 1.540 0.6928 1.457 0.6507 2.173 2.050
[2,] 4.590 3.968 3.955 3.464 2.910 1.965 0.8544 1.920 0.8236 2.858 2.962
[3,] 5.448 5.128 4.663 3.986 3.328 2.271 0.9822 2.218 0.9546 3.281 3.400
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.677 1.149 2.348 2.060 2.385 1.398 2.709 1.673 1.077 2.324 2.297
[2,] 2.099 1.452 3.158 2.804 2.991 1.832 3.925 2.098 1.379 3.131 3.052
[3,] 2.415 1.686 3.776 3.200 3.511 2.042 4.756 2.415 1.582 3.995 3.797
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.096 1.866 1.834 0.8784 1.857 1.037 1.661 1.489 1.902 1.945 1.005
[2,] 2.754 2.753 2.353 1.1843 2.692 1.244 2.105 1.822 2.800 3.145 1.396
[3,] 3.505 3.568 2.837 1.3584 3.420 1.402 2.536 2.075 3.269 3.805 1.621
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.056 1.567 1.962 0.992 2.789 2.132 2.999 2.760 3.177 2.714 2.386
[2,] 2.993 1.868 2.788 1.187 3.408 3.239 3.645 4.020 4.026 4.018 3.395
[3,] 3.619 2.063 3.474 1.371 3.941 3.866 4.042 4.668 4.852 4.825 4.438
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.5214 2.121 1.851 2.515 1.310 1.336 0.8357 1.905 1.277 4.246 3.795
[2,] 0.6661 3.287 2.387 3.551 1.728 1.680 1.0203 2.655 1.672 5.346 4.826
[3,] 0.7598 4.202 2.857 4.361 2.033 1.911 1.1586 3.098 1.958 6.249 5.873
     [,89] [,90] [,91] [,92] [,93]  [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.351 1.276 1.407 1.232 1.726 0.9081 0.4503  7.966  7.548 3.407
[2,] 1.920 2.034 1.909 1.679 2.188 1.2075 0.5459  9.763  9.846 4.491
[3,] 2.260 2.571 2.303 2.110 2.465 1.3509 0.6019 11.247 11.440 5.682
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.767   1.694   6.181   3.973   3.871  0.6585   1.564   4.708
[2,] 392.417 199.570 711.247 609.256 636.980 87.3707 188.252 535.595
[3,] 333.150 171.090 679.577 557.616 671.178 79.0091 197.033 516.236
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.065   3.59   2.324   3.232   2.137   3.037   4.185   3.079
[2,] 634.443 603.80 306.887 512.702 243.416 519.837 580.908 324.517
[3,] 584.788 557.59 274.300 370.630 213.041 415.215 498.230 356.799
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   4.075   3.679   5.481   4.067    8.893   2.922    8.751   4.331
[2,] 480.266 571.651 724.320 580.156 1030.784 353.102 1513.124 736.799
[3,] 582.913 522.204 838.800 587.572  808.814 301.936 1248.971 626.401
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   0.971   4.351   3.825   3.509   4.154   1.059   3.595   3.476
[2,] 111.231 633.363 679.475 394.510 579.485 112.607 527.934 409.346
[3,] 111.843 826.186 671.747 327.136 534.843 108.267 593.590 396.552
      [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]
[1,]   1.87   4.311   3.215   3.591   3.546   2.605   1.955  0.8798   1.85
[2,] 224.94 601.277 594.647 538.304 398.927 401.782 237.582 97.3442 243.35
[3,] 182.16 571.515 632.358 480.834 383.982 314.111 221.581 94.2880 216.33
       [,42]  [,43]   [,44]  [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]  0.8263   2.76   2.603   2.13   1.459   2.982   2.615   3.029   1.775
[2,] 98.2707 361.40 416.184 245.69 172.658 411.083 370.474 351.281 230.535
[3,] 93.9527 313.79 324.945 232.39 166.819 403.062 300.197 358.016 175.628
       [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]   [,58]
[1,]   3.439   2.124   1.368   2.951   2.916   2.662   2.37   2.329
[2,] 552.940 246.465 167.496 408.407 391.360 347.494 393.90 287.060
[3,] 522.985 232.924 151.185 483.107 439.501 422.173 441.89 308.427
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]  [,65]   [,66]  [,67]
[1,]   1.115   2.358   1.317   2.109   1.891   2.415   2.47   1.276   2.61
[2,] 154.635 379.345 133.628 251.837 204.221 399.913 481.12 188.757 423.40
[3,] 129.535 410.795 126.043 275.292 193.265 328.666 416.80 160.396 396.14
      [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   1.99   2.492   1.26   3.542   2.707   3.808   3.504   4.035   3.446
[2,] 197.86 385.611 126.86 381.308 474.615 403.452 569.026 481.206 576.724
[3,] 170.64 403.261 133.41 385.075 410.969 340.004 461.970 527.232 519.905
      [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]
[1,]   3.03  0.662   2.694   2.351   3.194   1.664   1.697   1.061   2.419
[2,] 470.20 80.714 488.762 293.325 488.098 219.231 198.230 113.948 360.165
[3,] 556.39 71.137 509.642 305.742 492.715 208.448 177.231 106.865 310.534
       [,86]   [,87]   [,88]   [,89]  [,90]   [,91]   [,92]   [,93]
[1,]   1.621   5.392   4.819   1.716   1.62   1.787   1.565   2.192
[2,] 210.282 632.175 580.175 265.479 308.47 251.133 221.934 261.625
[3,] 198.191 630.183 651.703 232.130 305.99 250.857 248.709 221.254
       [,94]   [,95]   [,96]    [,97]   [,98]
[1,]   1.153  0.5718   10.12    9.585   4.326
[2,] 154.922 60.0996 1098.80 1230.724 569.591
[3,] 117.899 49.3549 1086.98 1133.786 677.498
[1] "--- VAR model 2017-10-06 02:31:00  completed"
[1] "Completed training sample:  2017-10-06 02:31:00 - 2017-10-06 10:30:00"
[1] "SpVAR;   training sample:  2017-10-06 03:01:00 - 2017-10-06 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          10.674           3.027        -29.250          7.544
          -7.926           4.992         22.040         20.903
         -12.799          -5.184          1.102        -18.183
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          1.734          1.880           -5.055            2.608
          6.363         -0.995            2.445           -5.963
         17.857         -3.688           -2.239          -24.570
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.6327           0.8069            7.382          -18.328
          27.0664          18.8587           -2.785          -14.053
         -43.3887          -8.0361            4.701            5.795
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.177          -9.7802          -25.052            14.03
          -17.464          -0.8918           -9.764            10.20
            7.123           9.7813           -9.410            22.11
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           12.770            9.342          -13.985           25.417
           -9.952          -10.155           23.847           -5.624
            1.751          -14.664           -1.316           34.675
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            9.593          13.5443            21.23            32.39
           77.208          -0.4918          -103.92           -60.13
          -14.475           0.1804           102.33            34.98
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.910           -2.345            5.176          -7.8059
            2.143            7.757           13.643          -4.4289
           -2.929          -31.216          -52.839           0.5631
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.120            5.442            4.701          -15.513
           11.107           -2.492            3.692           -2.247
           -5.924           -1.146           12.961          -19.027
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            4.711            1.818          -16.466           0.1092
           -5.150          -16.600            5.730           2.6241
           -2.125           23.475            2.146          -9.9385
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.2532            2.440          -3.7911            1.471
          -7.8147           -3.732          13.0642           -1.020
          -7.4126          -13.234          -0.8448            3.612
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.047            2.516            5.686           -9.244
           10.597            1.616          -13.205          -12.804
           -1.235            1.702          -10.439           -7.795
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -5.230            6.043           -9.956          -13.883
           12.242           -6.488           -1.161           -8.568
            1.146            4.449           -4.803            8.467
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.249           9.4127           -10.17           4.9636
          -19.413          -9.4104           -14.27           0.4208
           11.930          -0.7159           -11.58           5.7932
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           12.303            9.092          -0.7645          -21.492
           -2.704          -17.803         -14.4333            1.376
            1.044          -21.534          -6.4275          -11.191
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -28.751          -12.769            4.644            10.37
            5.642            7.426            1.432           -35.51
           -3.765          -14.996           -0.462            21.93
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            1.744           10.446          -2.4228           13.495
           -4.265          -14.705          -9.1632            2.421
           -3.910            5.922          -0.5258          -19.980
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            19.09           -2.531           20.614            2.282
            11.47            5.442            3.410          -12.538
           -14.85            8.982           -2.523            7.908
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           12.596            5.766          -15.742           23.321
            3.625           -4.461           -5.500          -21.627
            6.297            3.128           -4.953            5.197
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.01244            14.00           -9.023           -24.85
          6.93531            11.49           20.741            41.88
        -13.42464           -10.96           -4.981           -25.24
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            12.26           0.8491           -2.358           -2.967
           -13.56          -1.7186           -1.845           16.544
            23.21           1.8567           12.151           -6.553
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.039          -10.885            4.205           2.6150
           19.955            7.884           -9.725          -0.1454
          -10.550            1.146            7.167           2.8063
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.525            4.037            44.95          -36.280
            0.385            8.475            18.36           16.276
           -4.672           -1.948           -12.04           -3.074
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.336           -7.356          -10.363         -0.01943
           -5.116           -6.311           -4.435         -9.38893
           -9.597           -8.047           -4.798         -7.12322
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.237           -1.961           -8.371             5.32
          -13.011           10.579           -8.296           -12.62
            4.693           -4.069           -6.416           -22.26
 rnd_95776.volume rnd_95787.volume
           -35.60            15.22
           -53.76           -41.34
            30.07            20.33
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.633 1.437 5.804 3.537 3.443 0.6254 1.388 4.037 4.159 3.183 1.915
[2,] 3.333 1.824 7.120 4.918 5.096 0.8010 1.768 4.928 5.427 4.670 2.588
[3,] 3.680 2.070 8.153 5.817 6.280 0.9153 2.038 5.701 6.207 5.562 2.986
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.746 1.884 2.703 3.484 2.715 3.370 3.096 4.652 3.554  7.853 2.408
[2,] 3.885 2.270 3.885 4.623 3.339 4.354 4.447 6.175 4.848 10.044 3.157
[3,] 4.416 2.529 4.497 5.301 3.896 5.362 5.194 7.692 5.723 10.848 3.609
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.782 3.795 0.8972 3.587 3.243 2.996 3.502 0.908 3.047 3.017 1.660
[2,] 11.506 5.408 1.0673 5.021 4.864 3.783 4.703 1.107 4.197 3.672 1.991
[3,] 14.060 6.850 1.2277 6.930 6.126 4.317 5.792 1.250 5.377 4.287 2.215
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.576 2.765 3.012 3.166 2.390 1.783 0.7877 1.798 0.8209 2.527 2.358
[2,] 4.933 4.428 4.171 3.801 3.313 2.193 0.9722 2.212 0.9887 3.078 3.208
[3,] 5.830 5.569 5.011 4.332 3.738 2.509 1.1185 2.539 1.1468 3.594 3.629
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.782 1.279 2.655 2.405 2.817 1.485 3.054 1.787 1.164 2.600 2.455
[2,] 2.277 1.573 3.586 3.122 3.441 1.976 4.255 2.249 1.522 3.412 3.302
[3,] 2.645 1.823 4.152 3.597 3.964 2.264 5.190 2.587 1.757 4.222 4.073
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.384 2.166 2.356 0.9606 1.978 1.047 1.817 1.630 1.987 2.235 1.124
[2,] 3.116 3.188 2.854 1.2522 2.944 1.270 2.270 1.997 3.028 3.454 1.584
[3,] 3.898 4.124 3.321 1.4239 3.803 1.439 2.802 2.211 3.602 4.146 1.800
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.251 1.607 2.130 1.098 3.053 2.532 3.290 2.960 3.521 3.072 2.822
[2,] 3.256 1.975 3.046 1.302 3.761 3.797 3.974 4.516 4.444 4.362 3.858
[3,] 3.829 2.206 3.753 1.525 4.303 4.293 4.430 5.211 5.112 5.554 4.980
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6578 2.485  2.06 2.851 1.349 1.456 0.9376 2.149 1.696 5.041 4.163
[2,] 0.7891 3.773  2.59 4.062 1.834 1.771 1.1463 2.936 2.040 5.842 5.416
[3,] 0.8937 4.781  3.04 4.913 2.148 2.042 1.2919 3.406 2.364 6.729 6.358
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96]  [,97] [,98]
[1,] 1.599 1.462 1.497 1.399 1.863 1.105 0.4507  7.849  8.571 3.607
[2,] 2.165 2.325 2.163 1.956 2.331 1.477 0.5517  9.621 10.997 4.805
[3,] 2.486 2.842 2.613 2.389 2.703 1.629 0.6153 11.033 12.788 6.321
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.343   1.824   7.37   4.491   4.372  0.7942   1.762   5.127
[2,] 333.452 183.345 672.85 557.391 612.855 81.6570 178.765 461.095
[3,] 254.426 159.631 647.89 506.971 598.671 72.2403 165.305 467.616
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.281   4.042   2.432   3.487   2.392   3.432   4.424   3.447
[2,] 568.854 557.466 284.145 448.249 206.618 455.304 495.697 317.142
[3,] 491.269 492.822 242.857 342.574 181.946 369.414 423.329 327.636
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   4.279   3.931   5.908   4.513    9.972   3.058    9.882   4.819
[2,] 449.772 520.805 662.276 537.932 1021.617 333.034 1382.626 628.531
[3,] 510.565 437.672 748.346 496.203  668.373 285.331 1318.368 685.965
      [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]  1.139   4.555   4.118   3.805   4.446   1.153   3.869   3.831
[2,] 94.308 573.160 591.258 376.634 512.158 103.406 470.951 341.459
[3,] 98.980 779.221 607.597 339.339 551.635  94.571 548.228 360.929
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38]   [,39] [,40]   [,41]
[1,]   2.108   4.541   3.511   3.824   4.02   3.035   2.264  1.00   2.283
[2,] 179.479 554.320 564.181 470.703 343.04 374.427 208.371 92.96 210.055
[3,] 158.119 506.996 551.010 453.133 339.10 282.309 198.768 90.24 203.606
      [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]  1.042   3.209   2.995   2.263   1.625   3.372   3.054   3.577
[2,] 89.894 286.718 354.831 231.219 149.223 393.122 324.720 322.309
[3,] 94.809 302.540 276.691 219.572 150.446 341.489 291.415 321.017
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]  [,57]
[1,]   1.886   3.878   2.269   1.478   3.302   3.118   3.027   2.75
[2,] 212.544 483.266 222.831 159.918 360.262 360.184 327.419 381.67
[3,] 180.572 484.921 208.615 143.297 405.822 388.941 382.140 426.76
       [,58]  [,59]   [,60]  [,61]   [,62]  [,63]   [,64]   [,65]   [,66]
[1,]   2.992   1.22   2.511   1.33   2.307   2.07   2.523   2.838   1.427
[2,] 262.696 131.05 355.789 117.11 222.089 188.16 372.742 429.721 182.016
[3,] 277.152 110.56 392.643 110.31 267.852 154.89 318.423 374.171 139.570
       [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   2.858   2.04   2.705   1.394   3.877   3.216   4.178   3.758
[2,] 383.934 187.50 355.084 114.149 358.274 461.430 363.630 556.504
[3,] 328.445 160.26 357.786 129.748 341.024 327.069 319.341 424.238
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]  [,81]   [,82]
[1,]   4.471   3.901   3.583  0.8353   3.155   2.617   3.62   1.712
[2,] 442.281 505.261 429.247 71.0951 463.222 256.131 472.00 202.857
[3,] 412.252 560.779 513.745 68.4669 478.913 259.564 450.81 182.408
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]  [,89]   [,90]
[1,]   1.849   1.191   2.729   2.154   6.402   5.287   2.03   1.856
[2,] 164.566 107.597 326.190 185.004 481.595 565.125 238.25 294.980
[3,] 165.806  97.201 281.623 194.660 544.653 543.213 199.34 266.547
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   1.902   1.777   2.366   1.403  0.5723   9.967   10.88   4.581
[2,] 254.655 222.984 228.416 159.791 51.9229 907.734 1124.00 517.897
[3,] 239.070 223.858 223.342 112.153 44.4543 880.888 1064.85 669.911
[1] "--- VAR model 2017-10-06 03:01:00  completed"
[1] "Completed training sample:  2017-10-06 03:01:00 - 2017-10-06 11:00:00"
[1] "SpVAR;   training sample:  2017-10-06 03:31:00 - 2017-10-06 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.941          0.9255          41.59         15.966
           1.604         -2.6637         -23.02          3.654
          -1.523         -1.9883          14.65        -10.376
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          0.626        -6.2760           5.8031           36.483
          3.958         4.5519           3.6011           -7.541
         -2.107         0.1033          -0.4489          -10.202
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           30.833            13.75           2.8486          -25.650
            5.758            11.04          -0.4819           -2.274
           -2.298           -10.44           8.8838          -32.835
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9627           15.422           16.600           17.392
           3.4406           11.577           16.769           -5.048
          -2.9803            4.704            8.345           10.698
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           11.083          -17.746            6.285            11.97
           -3.609           25.267           22.689             7.72
           28.460           -1.283           18.030            12.07
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            16.97         -15.1944          -38.974          -13.236
            12.04          -0.3043           37.617           15.817
            12.82          -6.5979           -4.756           -2.573
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.4089            8.483          -0.4046            4.696
          -5.0806          -10.566           4.4903          -11.786
           0.7924           28.898          13.1640           -3.198
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           32.276          -6.7874           24.172           -6.402
          -11.442           0.2789           21.463           19.056
            0.292          -3.8788            0.978           -8.218
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.478            3.339          -15.103          -19.937
            1.174           18.878          -10.313          -10.120
           -1.679            4.233            7.473            2.511
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           10.707           2.2377           -6.403          -0.4646
           -8.750           0.3312           -7.030           1.4030
            6.402          -9.0461           -6.415           3.4655
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8125            8.040           -1.168          -14.557
          -2.4473           -1.336           -4.757           -7.643
           4.4489            1.784           -7.315            1.260
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.509            2.397           -6.552            4.898
            5.133            1.345            4.147          -15.936
           10.291            2.535          -12.010           19.877
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.2381            8.097          -13.418           17.930
          -4.3647           -3.310           13.320            4.439
          24.9758            2.698           -3.118            4.599
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           12.071           -8.416            -8.29           2.8970
           -1.529            2.023            11.28          11.6547
           11.733            7.903             5.11           0.7915
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            8.530          -7.6216         -0.65105            9.833
           -5.666          -0.1334         -0.02274           -7.475
            1.921           2.1356         -1.13178            5.632
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.926            3.584           0.5054            5.554
           -4.080            9.392          -6.2696           -4.447
           -2.237          -10.211          -4.0189            6.734
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           9.3913            9.219          -3.5095           -6.359
          -0.5194           -1.011           0.4162          -11.217
           6.0287            1.259           4.6771           -6.130
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.775           -3.486          10.9163            4.987
            1.554           -2.079          -0.1234           -5.003
           -7.137            1.854           7.9226            2.531
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           15.838           15.628            9.296           -7.596
           -9.122            8.187           -8.761           28.277
            5.839            6.186            2.366           -3.296
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -8.414          -0.1726            -7.35           10.907
           14.017           3.2982           -10.89           -1.189
            2.995          -0.1389            17.97            4.553
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -15.109          7.03783           -2.066           4.5354
           -5.413          0.01826           -1.448          -0.2847
           19.056          4.49194           -3.694           4.8731
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -2.8731           2.8233           33.293          -10.592
          -0.5442           0.8392           -4.796           10.436
          -4.7412          -4.3243           14.852            1.237
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -11.853         -8.89790         -0.07031           -5.461
            5.054         -9.42779         -6.12845           -8.008
            5.547         -0.05639         -7.95622           -1.218
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            6.019           6.6236          -10.641          -0.9617
           -3.948           0.8143           -7.595           4.5518
            5.172           0.8077          -10.714           5.9898
 rnd_95776.volume rnd_95787.volume
          -40.669            8.557
            8.099           -4.383
           10.038           13.086
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.966 1.698 6.603 3.876 3.820 0.7143 1.520 4.462 4.588 3.486 2.051
[2,] 3.681 2.087 7.963 5.211 5.550 0.9172 1.917 5.452 5.882 5.191 2.784
[3,] 4.151 2.412 8.807 6.133 6.746 1.0485 2.195 6.097 6.624 6.094 3.145
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.191 2.092 2.954 3.797 2.838 3.762 3.369 5.239 3.765  8.534 2.583
[2,] 4.324 2.450 4.089 4.809 3.490 4.851 4.807 6.734 5.180 10.797 3.301
[3,] 4.870 2.716 4.810 5.547 4.105 5.786 5.603 8.470 6.198 11.505 3.773
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.18 4.272 1.035 3.836 3.446 3.281 3.820 1.023 3.524 3.359 1.842
[2,] 12.74 6.024 1.218 5.408 5.200 4.148 5.087 1.234 4.633 3.943 2.172
[3,] 15.03 7.314 1.393 7.558 6.592 4.690 6.245 1.421 5.841 4.554 2.374
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.887 3.054 3.368 3.425 2.592 1.977 0.9019 2.112 0.9013 2.765 2.511
[2,] 5.377 4.871 4.647 4.101 3.489 2.435 1.1329 2.551 1.0877 3.360 3.375
[3,] 6.334 6.037 5.540 4.701 4.000 2.774 1.3033 2.874 1.2573 3.950 3.902
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.917 1.352 2.963 2.776 3.220 1.679 3.474 2.084 1.206 2.827 2.671
[2,] 2.488 1.691 3.847 3.470 3.832 2.210 4.704 2.516 1.616 3.751 3.559
[3,] 2.846 1.958 4.503 3.937 4.387 2.534 5.761 2.892 1.891 4.732 4.392
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.758 2.479 2.545 1.019 2.159 1.137 2.088 1.918 2.372 2.433 1.292
[2,] 3.530 3.466 3.102 1.353 3.316 1.368 2.533 2.277 3.481 3.804 1.748
[3,] 4.422 4.464 3.644 1.489 4.219 1.525 3.050 2.579 4.029 4.558 2.003
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.527 1.896 2.372 1.241 3.494 2.758 3.673 3.052 4.039 3.349 3.174
[2,] 3.475 2.316 3.406 1.436 4.213 4.055 4.327 4.843 4.879 4.893 4.193
[3,] 4.119 2.564 4.170 1.650 4.678 4.598 4.814 5.521 5.523 5.934 5.561
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.7778 2.673 2.456 3.181 1.514 1.583 1.077 2.407 1.938 5.452 4.841
[2,] 0.9241 3.950 2.953 4.400 1.976 1.902 1.354 3.310 2.452 6.437 5.931
[3,] 1.0191 5.099 3.424 5.454 2.267 2.198 1.499 3.754 2.783 7.354 6.907
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95]  [,96] [,97] [,98]
[1,] 1.779 1.689 1.634 1.536 1.936 1.353 0.4394  7.094  9.75 3.875
[2,] 2.371 2.544 2.342 2.196 2.573 1.716 0.5465  8.793 12.76 5.202
[3,] 2.702 3.084 2.854 2.689 3.027 1.928 0.6286 10.019 14.84 6.856
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]    [,6]   [,7]    [,8]    [,9]
[1,]   3.766   2.157   8.385   4.922   4.85  0.9071   1.93   5.666   5.826
[2,] 305.452 169.895 623.727 488.137 564.28 80.6209 163.71 439.085 515.803
[3,] 269.128 169.503 527.191 453.019 537.35 71.1925 149.95 382.485 426.894
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   4.427   2.604   4.052   2.657   3.751   4.821   3.603   4.777
[2,] 539.037 263.832 409.015 178.749 396.165 413.597 284.821 429.126
[3,] 447.235 204.979 314.010 164.194 355.133 387.393 302.687 442.000
       [,18]   [,19]   [,20]  [,21]  [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   4.278   6.653   4.781  10.84   3.28   10.39   5.425  1.315   4.871
[2,] 480.498 592.902 498.655 926.89 288.02 1368.08 595.214 89.935 534.243
[3,] 403.573 719.992 476.837 556.92 256.17 1119.51 581.258 94.592 739.915
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   4.376   4.166   4.851  1.299   4.475   4.266   2.339   4.936
[2,] 545.719 355.602 470.821 96.627 421.459 289.288 161.400 520.703
[3,] 567.798 306.876 507.592 98.872 498.404 319.267 134.121 469.016
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   3.878   4.277   4.349   3.292   2.511  1.145   2.682  1.144   3.512
[2,] 531.801 448.634 316.112 327.330 199.170 96.077 200.400 85.328 267.433
[3,] 499.783 422.629 322.108 273.956 186.188 90.273 185.457 88.377 291.156
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.188   2.434   1.717   3.763   3.525   4.089   2.132   4.411
[2,] 316.145 222.282 142.259 343.833 291.755 291.211 201.277 444.597
[3,] 274.439 193.555 138.503 328.082 260.645 299.257 173.770 466.123
       [,52]   [,53]  [,54]   [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   2.646   1.532   3.59   3.392   3.502   3.148   3.232   1.294
[2,] 197.585 150.718 345.51 329.573 308.747 339.386 248.475 124.650
[3,] 199.810 137.586 404.29 360.685 373.223 394.254 268.007  87.372
       [,60]   [,61]   [,62]   [,63]   [,64]  [,65]  [,66]   [,67]   [,68]
[1,]   2.742   1.444   2.651   2.435   3.012   3.09   1.64   3.209   2.407
[2,] 352.712 106.600 201.069 171.910 356.896 409.78 165.04 334.254 186.433
[3,] 365.399  94.551 238.096 169.752 284.346 351.82 136.98 309.861 154.199
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   3.012   1.576   4.437   3.502   4.664   3.876   5.129   4.253
[2,] 342.530 101.131 329.920 416.549 320.633 526.952 383.560 499.969
[3,] 337.091 113.839 284.907 303.926 295.694 371.532 362.576 470.500
       [,77]   [,78]   [,79]   [,80]  [,81]   [,82]  [,83]   [,84]   [,85]
[1,]   4.031  0.9877   3.394   3.119   4.04   1.923   2.01   1.368   3.056
[2,] 384.028 69.9177 407.627 229.597 425.86 177.890 147.64 114.943 318.364
[3,] 511.831 60.2059 451.756 242.966 451.75 155.754 154.42  90.197 248.388
      [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   2.46   6.924   6.147   2.259   2.144   2.075   1.951   2.459
[2,] 210.66 479.523 480.217 219.757 266.597 235.040 219.882 237.552
[3,] 184.25 498.375 496.002 181.480 244.439 228.522 217.624 223.250
       [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   1.718  0.558   9.008   12.38   4.921
[2,] 147.956 45.544 728.106 1153.92 486.232
[3,] 123.078 43.515 672.939 1062.62 625.896
[1] "--- VAR model 2017-10-06 03:31:00  completed"
[1] "Completed training sample:  2017-10-06 03:31:00 - 2017-10-06 11:30:00"
[1] "SpVAR;   training sample:  2017-10-06 04:01:00 - 2017-10-06 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -19.880           8.112         14.730          6.356
           2.309          -2.304         10.020         25.220
         -23.341           4.065         -2.852        -18.073
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.391          2.910            1.585          -9.0239
          4.761         -0.963           -5.907          -0.2236
         13.311          4.255            2.454          -2.7303
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.664           -1.623           -5.068           -19.15
          -11.191           -6.074            2.841           -15.76
           -9.635          -13.963           -4.897           -29.04
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.1252           7.7019           26.982           -6.444
          -0.4707           0.6485           -4.423            2.078
         -12.0406          -8.0878           -2.664            7.808
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           10.599           5.4845           26.719           3.4491
           12.198           2.7810           -5.366          19.1863
            3.924          -0.8289            6.057           0.0364
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           11.306           -4.645           -37.21           0.3653
            2.913            2.191           -23.25         -11.5825
            6.783           -4.500            31.22           1.5166
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.4815           21.630           -3.116           -11.09
          -3.0673          -21.039           18.226            13.58
           0.3968           -3.819          -15.707            17.73
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           29.684            2.753           -2.283          -0.8231
            6.022            4.349           12.646         -15.7532
           -5.763            1.214            2.609          -7.6726
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -8.1838          -0.7166           -10.62            1.609
          -0.4094          10.1893            11.33           -5.518
           0.4186          27.7759           -14.97            2.679
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -14.6176          -15.400           -8.370           0.2509
          13.2383            1.534           11.471           2.1986
           0.3288           -3.398            3.258           6.0542
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.4317           1.2094           -8.826           -2.441
          -6.5915          -4.1287           -1.360          -12.928
          -1.9809          -0.5085           -3.243          -14.639
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.947            0.667            7.161             7.60
            6.777            5.185          -13.348            11.04
            7.095            2.845           -1.157             7.40
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.253          -9.0432            3.847          -0.4819
            7.546          -0.4476           27.273           7.1465
            5.392          -6.0938          -12.198           7.1093
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.551            17.41           -7.821          -11.880
           -2.618           -25.07          -15.653            9.046
            1.372            28.42            9.911            0.350
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.547           5.8656            5.174          -15.584
           -6.956          -0.9399           -4.184           -6.985
            1.167           5.2166           -1.866           -3.189
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.623          -2.5693           0.3392           13.492
           -6.437          -0.9089           3.3236           -8.609
           -1.460          -2.8276          12.0257           -1.393
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.780           7.7147          -11.376           3.1992
            7.937           0.6733            7.254           6.8217
           -7.382          -3.9190           -2.773           0.5415
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            6.586           6.8990          -11.502          -19.199
            2.524          -4.2314           -3.694          -10.020
           -1.482          -0.3691          -25.087           -4.451
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.467           -2.418            2.059            3.815
            8.043          -19.097          -14.816          -15.541
           -5.254            4.746           -9.095            5.062
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           1.0119           1.0363            7.903            3.969
           0.9512          -4.4981           13.608           -7.208
         -23.7281          -0.5117          -11.284            1.519
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.512            3.774            5.780           -3.741
            7.834           -4.784            3.431           -3.992
           -4.452           -3.581            4.033           -4.188
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -19.4153           6.6262          -36.391           23.062
          -5.1300           2.7327           34.512            6.464
           0.4076          -0.5228           -1.616            6.262
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.269            7.814          9.46688          -4.1614
            3.790          -11.445         -2.84734           0.2157
           -6.899            5.269         -0.08624           0.7315
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.3497          -4.2509          -11.471           -9.491
         -10.2399           2.9011           -9.758           -4.129
          -0.4323           0.2107          -10.269           -7.993
 rnd_95776.volume rnd_95787.volume
           -3.736          30.1605
           23.752         -23.0014
            4.278          -0.7908
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.234 1.931 7.006 4.559 4.222 0.8386 1.684 4.720 4.785 3.749 2.314
[2,] 3.978 2.327 8.553 5.827 6.013 1.0113 2.046 5.791 6.138 5.529 3.034
[3,] 4.496 2.679 9.332 6.655 7.259 1.1537 2.337 6.359 6.892 6.436 3.348
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.380 2.213 3.199 4.000 3.126 4.076 3.757 5.618 4.050  8.788 2.808
[2,] 4.607 2.589 4.393 4.971 3.664 5.261 5.136 7.150 5.559 11.137 3.556
[3,] 5.157 2.844 5.132 5.727 4.318 6.223 6.020 8.843 6.586 12.023 4.024
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.484 4.542 1.121 4.137 3.804 3.708 4.150 1.169 3.753 3.637 1.990
[2,] 13.580 6.312 1.324 5.621 5.585 4.631 5.338 1.346 5.036 4.258 2.287
[3,] 16.029 7.681 1.499 7.972 6.862 5.188 6.486 1.523 6.294 4.997 2.519
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.268 3.421 3.571 3.755 2.757 2.209 1.009 2.430 1.004 2.881 2.829
[2,] 5.788 5.252 4.987 4.463 3.809 2.709 1.243 2.833 1.215 3.545 3.596
[3,] 6.792 6.419 5.971 5.020 4.320 3.046 1.429 3.222 1.361 4.177 4.229
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.281 1.487 3.237 3.170 3.735 1.894 3.900 2.232 1.414 3.084 3.190
[2,] 2.700 1.809 4.309 4.018 4.360 2.367 5.318 2.709 1.769 4.040 4.145
[3,] 3.065 2.059 4.915 4.538 4.981 2.727 6.200 3.106 2.023 5.278 5.035
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.055 2.666 3.076 1.094 2.396 1.269 2.280 2.176 2.646 2.715 1.373
[2,] 3.904 3.876 3.554 1.438 3.750 1.482 2.842 2.545 3.815 4.275 1.839
[3,] 4.955 4.985 4.065 1.594 4.804 1.650 3.409 2.855 4.401 4.944 2.129
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 2.934 2.243 2.692 1.353 3.789 3.067 4.031 3.321 4.429 3.672 3.349
[2,] 3.959 2.632 3.742 1.554 4.541 4.392 4.816 5.438 5.321 5.276 4.524
[3,] 4.573 2.950 4.500 1.761 5.118 4.948 5.226 6.079 5.898 6.324 5.918
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.8537 2.817 2.710 3.580 1.621 1.788 1.157 2.756 2.200 5.759 5.293
[2,] 1.0068 4.222 3.234 4.818 2.095 2.209 1.466 3.582 2.700 6.862 6.249
[3,] 1.1247 5.507 3.660 5.845 2.373 2.541 1.639 4.023 3.068 7.919 7.392
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.975 1.839 1.730 1.699 2.078 1.541 0.4545 6.686 10.70 4.067
[2,] 2.555 2.644 2.456 2.364 2.874 1.909 0.5839 8.113 13.64 5.385
[3,] 2.902 3.184 2.974 2.911 3.335 2.171 0.6634 9.315 16.11 7.316
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   4.106   2.452   8.897   5.789   5.361  1.065   2.138   5.994
[2,] 292.311 163.899 619.045 457.982 540.279 71.334 146.666 423.434
[3,] 264.447 167.551 471.303 405.815 513.361 70.083 142.625 331.504
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.076   4.761   2.939   4.292   2.811   4.062   5.079   3.969
[2,] 485.197 512.804 247.669 395.055 169.458 380.020 372.474 241.331
[3,] 395.592 415.720 178.702 292.580 148.657 334.729 358.831 288.304
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]
[1,]   5.176   4.771   7.134   5.142  11.16   3.566   10.77   5.767  1.424
[2,] 419.915 441.916 558.273 480.620 863.38 275.330 1338.20 553.264 88.951
[3,] 419.300 396.294 656.598 445.699 571.84 237.745 1074.86 552.329 88.566
       [,26]  [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.254   4.83   4.708   5.269  1.484   4.765   4.619   2.527   5.419
[2,] 480.297 516.07 350.208 423.811 84.376 423.798 279.441 142.352 493.431
[3,] 713.431 503.15 295.132 464.926 89.795 476.568 330.006 133.187 448.691
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   4.344   4.535   4.768   3.501   2.805  1.281   3.085  1.275   3.659
[2,] 502.975 439.303 304.444 331.707 198.012 91.523 183.856 86.342 260.658
[3,] 465.751 414.349 290.000 257.201 175.832 89.118 193.741 77.570 278.921
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.592   2.897   1.888   4.111   4.025   4.743   2.405   4.952
[2,] 280.202 182.357 130.114 358.804 311.585 283.962 179.074 456.182
[3,] 280.872 182.942 124.099 298.501 266.435 303.919 171.078 402.277
       [,52]   [,53]   [,54]  [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   2.835   1.795   3.916   4.05   3.879   3.385   3.906   1.389
[2,] 193.786 134.330 329.323 334.13 306.863 355.161 224.779 117.752
[3,] 191.569 123.647 428.618 360.69 385.100 395.658 248.924  86.986
       [,60]  [,61]   [,62]   [,63]  [,64]   [,65]   [,66]   [,67]   [,68]
[1,]   3.042  1.612   2.895   2.763   3.36   3.447   1.743   3.726   2.849
[2,] 364.098 96.500 214.090 166.715 346.84 416.838 154.484 335.466 173.682
[3,] 378.985 91.603 237.781 163.268 276.96 313.396 135.251 288.892 168.294
       [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]
[1,]   3.419   1.718   4.811   3.894   5.118   4.217   5.625   4.663
[2,] 327.929  96.376 315.862 396.715 332.763 543.498 372.083 478.106
[3,] 315.627 104.518 298.043 287.771 256.133 342.811 321.072 440.021
       [,77]  [,78]   [,79]   [,80]   [,81]   [,82]  [,83]   [,84] [,85]
[1,]   4.252  1.084   3.577   3.441   4.546   2.059   2.27   1.469   3.5
[2,] 383.890 67.356 396.865 222.742 406.898 167.456 163.84 113.652 288.8
[3,] 481.532 63.276 446.245 216.433 417.669 140.684 158.51  92.487 231.1
       [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]
[1,]   2.794   7.313   6.721   2.508   2.335   2.196   2.157   2.638
[2,] 197.545 470.884 419.167 204.589 239.702 220.125 207.508 250.595
[3,] 183.955 498.828 498.420 173.769 223.974 211.616 214.255 213.551
       [,94]   [,95]  [,96]   [,97]   [,98]
[1,]   1.957  0.5771   8.49   13.58   5.165
[2,] 142.229 46.2627 580.03 1067.90 445.324
[3,] 130.534 39.7517 577.60 1082.23 625.070
[1] "--- VAR model 2017-10-06 04:01:00  completed"
[1] "Completed training sample:  2017-10-06 04:01:00 - 2017-10-06 12:00:00"
[1] "SpVAR;   training sample:  2017-10-06 04:31:00 - 2017-10-06 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.871           9.863         18.475         -8.382
           1.425           2.014         -8.391         24.932
           2.187           3.878         22.242         15.384
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.955        -1.3084            5.707          -15.383
          3.255         0.7539           -3.351           -9.197
         18.200        -1.3115            2.969            6.228
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.093            2.872          -0.3652            3.716
          -13.349          -28.719           5.5914          -13.232
           -6.387            1.706          -5.5697          -14.916
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.650           -11.84           -5.794            2.987
           -3.372            10.45            4.360           19.327
           -6.536           -13.75          -13.056           13.552
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           3.0236          -19.357           -33.31            10.95
           3.9571            4.513            15.98           -10.26
          -0.5473            5.848            29.32            12.56
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -10.349           -1.693            52.69            40.21
            4.071            1.847            22.73           -12.01
           32.504           -4.131           -11.27            12.88
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.1874           28.363           -15.28            4.059
           7.9286            9.116            52.05            3.142
           2.8290            7.251           -17.06            5.525
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           17.556           0.4310           14.000            1.725
            5.987           8.3273            3.411           10.449
           31.452           0.5444           26.973            1.498
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -0.577         -2.04089           -4.978          -6.3757
           10.092          0.01501            5.203           0.2596
            0.364         12.58764           -4.797          -0.9637
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.238           -1.525          -13.303            3.281
            6.155            2.695           12.767            1.142
          -13.110            5.302           -1.829            2.367
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.295            6.366           -7.877           -4.164
           11.079            1.950           -1.285          -13.528
            3.098            1.575            9.833           -7.612
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           12.029           2.8579            0.744            12.52
           -0.745          -0.9777          -11.916           -17.87
            9.070          -3.7193            9.920            15.96
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           5.7183            7.237           -5.324            1.984
          -0.8488            2.123           17.129           10.530
           3.8443            1.011          -26.204           11.658
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.011            12.47           11.332           -4.073
           -0.474           -21.65           -8.418           18.783
           -2.412            24.25           13.220           -9.909
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           25.975           27.559          -1.2429           -6.069
            7.748           -7.200          -1.2954           34.081
           -9.070           -2.631           0.9759            4.063
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.071          -24.818          -0.1530            27.26
           -2.325           23.900          -0.7213           -16.06
           -6.593            1.382           0.2162            20.61
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            28.75           2.5706          22.3721           -7.136
           -30.02           2.0090         -16.0233            2.525
            12.76           0.6777           0.7624           -5.565
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.826           -2.108           0.3116           25.754
           10.060           -2.062           3.3087            6.037
           -7.428           -1.956         -12.4178           -4.065
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           13.116            9.070            20.82           -1.222
           14.317           10.413           -10.10           21.136
           -5.209            4.146           -12.40           -4.033
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -13.538           -1.396            3.284           16.580
           20.181           -2.566            5.602            7.331
            7.998           -2.477           21.528            4.075
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           28.627           -2.774          -0.1147           -1.610
          -15.051           -1.202          -3.2875            1.037
            9.846           -4.412           0.0681           -6.515
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           18.972            8.618          -18.352          -16.390
            5.668            5.670           -3.037           30.214
           11.458           -3.716          -12.836            4.773
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           9.9527          -10.044          -0.6321           -6.735
           5.1117            9.495           6.8354            8.618
           0.7103            5.214           2.2563            0.809
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.960            2.032          -10.619           -12.18
           18.992            7.649           -8.145           -15.22
            6.841           -1.294           -8.313            -8.77
 rnd_95776.volume rnd_95787.volume
           -49.30            42.60
            34.43           -22.39
           -44.39            24.64
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.507 2.172 7.626 4.769 4.827 0.9667 1.826 5.156 5.171 4.297 2.413
[2,] 4.214 2.616 9.128 6.124 6.566 1.1638 2.197 6.142 6.662 6.077 3.175
[3,] 4.805 2.978 9.876 6.987 7.814 1.3006 2.455 6.750 7.556 7.126 3.572
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.606 2.351 3.559 4.458 3.229 4.261 4.186 6.099 4.558  9.722 3.232
[2,] 4.972 2.729 4.819 5.555 3.814 5.586 5.394 7.791 6.016 11.952 3.826
[3,] 5.522 3.019 5.493 6.207 4.413 6.668 6.400 9.301 6.950 13.096 4.277
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.44 4.867 1.237 4.465 4.041 3.861 4.303 1.235 4.017 3.805 2.125
[2,] 14.73 6.814 1.446 6.067 6.110 4.805 5.545 1.448 5.316 4.453 2.438
[3,] 17.34 8.272 1.622 8.547 7.637 5.400 6.685 1.642 6.652 5.236 2.660
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.559 3.656 3.774 4.182 3.087 2.456 1.183  2.58 1.101 3.002 3.013
[2,] 6.089 5.647 5.322 4.824 4.061 2.929 1.393  2.95 1.330 3.719 3.893
[3,] 7.199 6.875 6.341 5.346 4.583 3.279 1.582  3.36 1.469 4.518 4.564
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.452 1.669 3.504 3.471 4.154 2.087 4.199 2.519 1.581 3.346 3.591
[2,] 2.986 1.983 4.515 4.332 4.794 2.651 5.822 3.051 1.908 4.414 4.611
[3,] 3.320 2.242 5.211 4.847 5.457 2.965 6.747 3.446 2.169 5.677 5.439
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.223 2.811 3.299 1.175 2.763 1.330 2.497 2.338 2.931 2.901 1.511
[2,] 4.201 4.051 3.873 1.522 3.966 1.565 3.132 2.751 4.036 4.509 1.970
[3,] 5.280 5.370 4.359 1.647 5.042 1.759 3.822 3.079 4.681 5.264 2.287
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.181 2.497 2.960 1.447 4.309 3.315 4.291 3.723 4.612 3.975 3.652
[2,] 4.215 2.866 4.026 1.642 4.980 4.626 5.223 5.868 5.535 5.693 4.904
[3,] 4.773 3.179 4.846 1.844 5.507 5.157 5.663 6.511 6.194 6.857 6.389
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9232 3.099 2.855 3.881 1.748 2.055 1.293 2.924 2.347 6.307 5.733
[2,] 1.1041 4.596 3.379 5.247 2.224 2.476 1.621 3.891 2.875 7.362 6.744
[3,] 1.2229 5.934 3.865 6.392 2.492 2.767 1.810 4.437 3.256 8.349 7.985
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.110 1.938 1.832 1.902 2.335 1.701 0.4912 6.345 11.12 4.278
[2,] 2.812 2.743 2.532 2.464 3.104 2.079 0.6088 7.702 14.63 5.843
[3,] 3.087 3.395 3.140 3.079 3.616 2.359 0.6876 8.789 17.12 7.828
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]   [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   4.453   2.758   9.684   6.056   6.13  1.228   2.319   6.547   6.567
[2,] 272.223 169.653 584.078 447.353 518.14 75.448 142.165 388.727 489.013
[3,] 268.687 165.799 439.006 391.627 493.38 67.625 127.759 325.878 415.230
       [,10]   [,11]  [,12]   [,13]   [,14]  [,15] [,16]   [,17]   [,18]
[1,]   5.456   3.065   4.58   2.986   4.519   5.66   4.1   5.411   5.316
[2,] 500.373 240.233 398.44 161.312 378.332 385.98 236.3 420.454 396.003
[3,] 433.238 190.487 279.73 150.448 307.051 322.35 258.4 424.056 401.090
       [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]  [,26]   [,27]
[1,]   7.744   5.787  12.35   4.105   11.99   6.181  1.571   5.67   5.131
[2,] 564.586 457.289 809.50 238.427 1317.08 555.161 87.059 478.27 533.522
[3,] 591.525 405.078 623.18 222.538 1064.70 546.106 85.758 700.84 533.521
       [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   4.903   5.464  1.568   5.101   4.832   2.698   5.789   4.642
[2,] 332.986 407.138 88.117 405.407 269.345 139.337 469.838 501.127
[3,] 286.817 434.849 90.205 465.546 320.815 123.730 447.212 456.613
       [,36]  [,37]  [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   4.792   5.31   3.92   3.118  1.502   3.276  1.398   3.812   3.826
[2,] 436.881 279.95 307.21 185.809 85.669 166.691 86.783 255.515 286.966
[3,] 401.476 268.38 247.29 171.709 87.211 187.234 72.682 298.770 277.407
       [,45]   [,46]  [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.114   2.119   4.45   4.408   5.274   2.651   5.332   3.199
[2,] 198.382 124.652 331.48 301.782 278.835 190.383 469.588 200.418
[3,] 169.074 121.831 303.07 253.286 303.558 154.640 396.834 186.532
       [,53]   [,54]  [,55]   [,56]   [,57]   [,58]   [,59]   [,60]  [,61]
[1,]   2.007   4.249   4.56   4.093   3.569   4.189   1.492   3.509  1.688
[2,] 124.372 335.138 336.89 313.732 339.573 236.256 112.712 331.255 96.101
[3,] 120.078 415.719 335.89 372.432 410.538 232.765  73.113 362.368 93.572
       [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]
[1,]   3.171   2.969   3.722   3.683   1.918   4.039   3.171   3.758
[2,] 220.100 168.638 323.151 401.978 147.150 321.988 163.654 317.836
[3,] 255.187 161.158 276.095 316.173 135.375 260.892 160.244 313.978
      [,70]   [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]  1.838   5.472   4.209   5.449   4.727   5.857   5.047   4.637  1.172
[2,] 90.297 290.648 375.632 346.779 528.153 356.215 474.498 381.185 70.506
[3,] 97.791 273.776 265.476 254.774 328.336 323.726 445.133 476.648 61.218
       [,79]   [,80]   [,81]  [,82]   [,83]   [,84]   [,85]  [,86]   [,87]
[1,]   3.935   3.625   4.928   2.22   2.609   1.642   3.713   2.98   8.009
[2,] 395.202 210.434 411.158 160.09 160.814 113.682 298.899 193.27 442.013
[3,] 437.075 218.470 424.971 130.87 143.908  93.987 248.343 177.99 458.726
      [,88]  [,89]  [,90]   [,91]   [,92]   [,93]  [,94]   [,95]   [,96]
[1,]   7.28   2.68   2.46   2.326   2.416   2.965   2.16  0.6237   8.057
[2,] 413.54 216.35 226.02 203.552 182.425 238.197 139.07 41.8848 508.271
[3,] 497.84 148.50 232.99 216.177 214.918 215.842 129.83 37.2178 492.988
       [,97]   [,98]
[1,]   14.12   5.432
[2,] 1106.00 463.309
[3,] 1035.95 606.482
[1] "--- VAR model 2017-10-06 04:31:00  completed"
[1] "Completed training sample:  2017-10-06 04:31:00 - 2017-10-06 12:30:00"
[1] "SpVAR;   training sample:  2017-10-06 05:01:00 - 2017-10-06 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -3.11274           8.088          17.52       11.15416
        -0.03347          -1.694         -16.26       -6.61963
         4.10458           7.319          25.21       -0.07069
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -14.142         3.5559          -7.6135          -23.469
          3.863         0.2366           0.4682           -1.013
         -3.812         2.2795          -0.2660           13.625
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -24.401          -9.4206           -8.470           -9.685
          -18.804         -31.8808          -12.283          -26.062
            5.181           0.7225           -4.275          -16.908
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.802           11.387           -3.309           -1.330
           -2.450           -4.021            2.641            6.262
            3.994           -7.443          -10.223            7.162
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -12.638         0.002051           13.553           -2.932
            5.183         2.160760            4.905           16.535
           -7.832         8.584710           26.865            7.512
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           48.352            8.662          -29.555            9.809
           -1.028           -1.717           38.093           12.940
          -24.722           -1.693           -8.358           -1.591
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.257            31.22           12.985           11.595
           -1.503           -13.07           -5.312            6.879
           -0.230            14.11           22.190           22.455
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -11.27            0.987          -0.9775            6.033
            24.53            4.396          17.1388           -7.747
           -18.63            1.103          -6.6379           13.909
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            6.301          -0.9771          -12.399           -2.656
           -4.678          28.1443           -7.974           -8.332
            3.649         -19.6697           10.187           13.573
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.839            6.151           1.7399           -2.290
           -6.116           -9.105           3.6351            3.527
           -7.068            6.450          -0.8834            1.923
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -7.8478            2.894            4.802            1.548
           1.7755           -1.675           -5.093          -15.503
          -0.2316            1.745           -3.184           -8.009
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6776           -3.766           -0.507           -1.337
           6.9145           -5.682          -16.792            1.036
          11.2744            7.321          -11.125            8.229
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           15.799           -5.300           7.9051            3.366
           -3.052            5.561          -0.4641            9.382
           21.228           -4.783          -1.4048           11.519
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.120           -1.239           0.1024          -10.038
            7.810           -6.119          -9.2814           -3.282
           -2.276            5.105           7.7074            7.229
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -11.667            5.452           -2.648           1.7931
            7.425           13.690            2.435           0.4941
           -3.156            3.347            1.110           7.5016
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.538           -2.892           1.5076            11.85
           -6.282           -7.218           1.2528           -12.57
           -5.866            7.948           0.7471           -14.93
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.965           0.4370            3.879          -8.0146
           -8.305          -2.1075           -5.346           1.3327
          -12.304          -0.1682          -10.307          -0.3858
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.828            1.618           0.6159           -5.131
            4.461            4.477          -6.2245            0.246
           -2.179           -3.972           6.5273           12.640
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.808           26.428           19.690           17.135
           -5.168          -11.420           19.500            9.502
           -5.133           -8.713            2.547            2.865
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.726           2.7069           -6.739            1.360
           14.364          -4.6568           27.432            6.512
            4.588           0.1558           14.291            8.036
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           17.728            5.241           2.2096           0.8807
            7.399           -2.096           1.3671           1.9982
           15.961            3.388           0.8001          -2.2675
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.924          0.09259           -6.186            44.99
           -7.821          8.18565           -3.708            30.52
            4.403          6.77467           -8.367            34.28
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -1.299           -2.955           -1.348            1.695
           -3.546            2.739            2.215           -2.699
           -2.295           -3.692           -5.264           -1.363
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           2.6785          10.4721           -9.695           8.8638
           6.9501           2.4006          -10.900           0.4781
           0.1316          -0.3376          -11.010           5.6229
 rnd_95776.volume rnd_95787.volume
            8.039            3.168
          -16.772          -16.190
           24.948            8.217
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.751 2.395  8.031 5.071 5.195 1.043 1.856 5.567 5.699 4.562 2.523
[2,] 4.484 2.817  9.486 6.561 6.942 1.264 2.239 6.495 6.976 6.583 3.310
[3,] 5.035 3.157 10.247 7.330 8.128 1.424 2.492 7.168 7.903 7.447 3.693
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.812 2.491 3.810 4.510 3.249 4.412 4.394 6.686 4.822 10.05 3.370
[2,] 5.131 2.884 5.165 5.697 3.938 5.822 5.626 8.129 6.337 12.37 3.977
[3,] 5.672 3.163 5.805 6.399 4.524 6.871 6.613 9.586 7.325 13.42 4.465
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.10 5.252 1.326 4.687 4.071 3.987 4.675 1.329 4.259 4.083 2.268
[2,] 15.51 7.104 1.565 6.234 6.349 4.931 5.983 1.547 5.501 4.790 2.556
[3,] 17.88 8.554 1.724 8.846 7.864 5.550 7.083 1.759 6.901 5.523 2.804
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.891 4.044 3.992 4.361 3.288 2.856 1.297 2.794 1.210 3.150 3.158
[2,] 6.473 6.074 5.724 5.092 4.317 3.291 1.547 3.202 1.445 3.974 4.050
[3,] 7.553 7.219 6.774 5.613 4.923 3.631 1.701 3.595 1.576 4.733 4.877
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.654 1.800 3.783 3.796 4.415 2.257 4.486 2.764 1.666 3.513 3.739
[2,] 3.165 2.111 4.874 4.693 5.116 2.814 6.154 3.320 2.024 4.691 4.821
[3,] 3.481 2.355 5.532 5.226 5.850 3.176 7.145 3.694 2.263 5.991 5.668
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.306 2.967 3.693 1.272 3.091 1.478 2.781 2.688 3.153 3.130 1.607
[2,] 4.325 4.329 4.247 1.590 4.327 1.696 3.370 3.073 4.217 4.786 2.075
[3,] 5.454 5.620 4.669 1.713 5.457 1.877 4.044 3.438 4.859 5.574 2.385
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.605 2.766 3.291 1.500 4.683 3.418 4.757 4.015 4.850 4.123 3.778
[2,] 4.457 3.156 4.432 1.714 5.324 4.764 5.689 6.023 5.821 5.977 5.155
[3,] 5.166 3.463 5.283 1.922 5.808 5.348 6.164 6.771 6.431 7.081 6.670
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.009 3.283 3.006 4.128 1.828 2.139 1.528 3.090 2.531 6.673 6.314
[2,] 1.209 4.888 3.534 5.450 2.316 2.582 1.859 4.045 3.082 7.836 7.261
[3,] 1.327 6.292 4.040 6.573 2.622 2.903 2.072 4.619 3.433 8.784 8.646
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.284 2.038 1.901 2.008 2.632 1.886 0.5205 5.515 11.92 4.582
[2,] 2.957 2.928 2.680 2.613 3.457 2.324 0.6364 6.778 15.39 6.135
[3,] 3.217 3.580 3.309 3.207 3.932 2.669 0.7180 7.781 17.90 8.108
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]   [,4]    [,5]   [,6]    [,7]   [,8]    [,9]
[1,]   4.764   3.041  10.2   6.44   6.596  1.325   2.357   7.07   7.237
[2,] 274.441 165.776 564.3 465.19 514.646 79.773 140.023 373.81 449.711
[3,] 255.998 159.324 433.3 365.35 472.549 73.376 122.274 339.10 415.217
       [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]   [,17]  [,18]
[1,]   5.792   3.204   4.84   3.163   4.838   5.727   4.126   5.602   5.58
[2,] 530.416 239.430 383.86 162.579 389.712 389.123 248.598 424.663 392.64
[3,] 389.346 183.079 270.30 145.222 296.244 325.652 249.060 407.805 388.53
       [,19]   [,20]  [,21]  [,22]   [,23]  [,24]  [,25]   [,26]   [,27]
[1,]   8.491   6.123  12.76   4.28   12.82   6.67  1.683   5.951   5.169
[2,] 516.675 459.621 806.37 235.88 1315.44 534.56 93.045 459.505 544.594
[3,] 567.987 410.692 582.88 226.84  995.15 532.54 80.776 701.433 518.490
       [,28]   [,29]  [,30]   [,31]   [,32]  [,33]   [,34]   [,35]   [,36]
[1,]   5.063   5.937  1.688   5.408   5.185   2.88   6.211   5.135   5.069
[2,] 324.397 417.238 88.475 389.133 279.837 131.74 473.940 506.460 458.515
[3,] 284.545 423.892 93.489 465.642 307.338 128.94 434.947 436.043 404.852
       [,37]   [,38]   [,39]  [,40]   [,41]  [,42] [,43]   [,44]   [,45]
[1,]   5.538   4.175   3.626  1.646   3.548  1.536   4.0   4.011   3.371
[2,] 293.906 312.743 182.921 94.215 174.871 88.303 270.7 283.299 192.765
[3,] 263.766 264.460 171.427 79.184 182.699 70.358 287.3 303.833 161.971
       [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]   [,53]
[1,]   2.285   4.804   4.821   5.606   2.866   5.697   3.509   2.116
[2,] 123.402 343.410 308.394 288.957 187.710 470.801 205.566 128.549
[3,] 116.660 292.600 257.114 317.123 164.601 405.848 181.084 113.125
       [,54]   [,55]   [,56]   [,57]  [,58]   [,59]   [,60]  [,61]   [,62]
[1,]   4.461   4.748   4.198   3.767   4.69   1.616   3.926  1.877   3.531
[2,] 347.399 340.180 311.678 352.344 234.26 106.512 338.317 92.890 212.682
[3,] 416.562 333.061 371.301 400.559 216.85  71.403 371.614 89.948 249.973
       [,63]   [,64]   [,65]   [,66]   [,67]   [,68]  [,69]  [,70]   [,71]
[1,]   3.413   4.004   3.975   2.041   4.578   3.512   4.18  1.905   5.946
[2,] 166.484 312.888 404.689 146.757 292.895 169.763 331.72 92.749 283.192
[3,] 172.262 269.922 319.408 131.424 291.921 159.552 321.32 97.147 259.503
       [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   4.341   6.041   5.099   6.158   5.236   4.797  1.282   4.168
[2,] 370.827 348.770 501.706 359.799 483.680 391.975 74.359 404.709
[3,] 271.785 265.126 345.753 305.658 424.231 473.030 61.181 442.803
       [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   3.817   5.242   2.321   2.717   1.941   3.924   3.214   8.474
[2,] 207.684 397.718 158.892 161.484 118.288 291.774 196.616 459.060
[3,] 218.961 410.733 137.393 148.307 102.195 249.160 168.987 443.641
       [,88] [,89]   [,90]   [,91]  [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   8.017   2.9   2.588   2.414   2.55   3.343   2.395  0.6609   7.003
[2,] 400.754 210.0 235.032 211.172 186.81 250.523 151.795 40.9275 440.385
[3,] 524.722 141.4 230.244 216.969 207.85 209.288 146.558 37.1674 427.065
       [,97]   [,98]
[1,]   15.13   5.819
[2,] 1087.86 455.890
[3,] 1021.99 592.588
[1] "--- VAR model 2017-10-06 05:01:00  completed"
[1] "Completed training sample:  2017-10-06 05:01:00 - 2017-10-06 13:00:00"
[1] "SpVAR;   training sample:  2017-10-06 05:31:00 - 2017-10-06 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          9.8712          -3.845         23.330          2.431
         -2.7801           2.195         -1.670          4.010
         -0.3509           1.390          8.521         -7.663
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         16.961         0.7606            3.729            1.114
         -1.141         4.5289            5.075            5.697
          9.008         0.5296            4.135           10.334
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.033         -11.8148            4.146           -22.06
            3.145           2.9619           -5.716           -14.65
            1.743          -0.2351           -4.433           -20.62
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -7.545          -0.2090            3.636            6.199
            4.543          -0.6877           -2.649          -12.463
            3.328           8.3623            7.829           -5.436
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -0.939            7.940            1.765            13.66
          -17.925            4.010           29.627            21.09
            3.830           -8.514            9.742            17.86
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            2.204          -16.690          -34.102           -3.385
            2.357           -4.233            8.792           -8.024
           11.900           -8.092          -15.975            7.674
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           1.9760            11.35         -10.8824           21.298
           0.6500           -23.95          -0.2910           15.078
          -0.0174            20.99           0.1162            4.713
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.947           -2.854           -2.131           0.3714
            7.417            1.613            7.858          11.0236
          -16.568           -4.259          -11.676         -13.7428
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            2.226           17.269           8.2662            9.034
           -3.215          -11.802           0.6042           10.476
           -2.931            9.734          12.7246           -1.918
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -16.5082            2.175          -4.8867           2.4342
           5.6353            4.044           3.4729          -0.3087
           0.5929            3.433           0.7744          -1.0021
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -2.3217          -0.2522            5.935           -8.856
           1.4924           1.2813            8.340            5.350
          -0.2083           0.8997            4.331            2.358
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -2.3512           -1.803            5.311          10.6939
           0.3064            1.534           -9.548           0.5283
           5.3159            6.192           -2.264          -0.8638
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
             3.69           -1.911          -18.823            7.526
           -11.80           -6.561            5.732           11.429
            25.09            1.780           -1.233            4.576
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            3.879           -2.696           -3.164           -3.265
            4.152          -18.465          -19.860           -2.293
            1.423           13.319            7.897          -14.859
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -0.965           12.245          -1.1232          -11.950
           -8.226            3.468          -0.2023           -4.617
          -11.425            9.049           2.3839           -2.665
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -9.630          -15.410            2.053          14.6821
           -4.306            2.229            5.682           3.4049
           -4.972           -1.417            4.800          -0.7577
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           30.216           10.354           27.039            5.133
           -3.314            2.690            6.328            8.057
            2.915           -4.305           -1.551            8.200
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           10.163           6.1630           19.434            9.564
           21.686          -0.2516           -7.593            7.445
            1.751           4.7534            8.250           -6.271
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.377           -6.034           -6.248           -7.763
           -9.375            7.662           -6.565            7.804
           15.398            8.009           -1.928            2.895
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -6.7728           -6.615            7.616            4.049
           0.8801            1.287           12.987           -3.535
           6.3320           -2.184            6.476          -12.149
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -7.891           11.868          -2.6874           -3.027
            5.097           -1.305          -0.9098           -1.480
            6.281            6.331          -2.8825           -2.598
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           17.390          -0.1605           43.230           -9.855
            4.277           2.9317            6.421           27.096
           -2.016           1.0377            2.026           16.590
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           11.564           3.7162            3.487            5.262
            1.698          -0.7441            2.217           -2.059
            6.002           5.1379            1.920            5.314
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.5044           -1.969           -9.511           3.4299
          -6.2235            3.827           -8.842           6.4584
           0.3798           -2.950          -10.242          -0.4295
 rnd_95776.volume rnd_95787.volume
           -7.495             1.20
           41.438           -20.03
           19.483             8.20
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 4.046 2.611  8.034 5.222 5.162 1.123 1.942 5.935 5.916 4.642 2.616
[2,] 4.723 3.086  9.412 6.763 7.042 1.347 2.310 6.844 7.132 6.841 3.473
[3,] 5.239 3.372 10.223 7.527 8.304 1.518 2.563 7.446 8.024 7.649 3.850
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.829 2.691 3.927 4.711 3.432 4.645 4.481 6.893 5.136  9.995 3.480
[2,] 5.327 3.114 5.150 5.820 4.112 6.079 5.733 8.349 6.699 12.461 4.140
[3,] 5.924 3.421 5.845 6.615 4.715 7.043 6.697 9.886 7.646 13.577 4.599
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.46 5.540 1.460 5.009 4.273 4.129 4.934 1.421 4.441 4.222 2.302
[2,] 15.54 7.335 1.719 6.447 6.642 5.084 6.219 1.647 5.612 5.013 2.622
[3,] 18.14 8.742 1.891 8.913 8.071 5.792 7.402 1.862 7.124 5.701 2.849
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.076 4.228 3.968 4.456 3.534 3.157 1.286 3.087 1.279 3.214 3.235
[2,] 6.773 6.214 5.706 5.246 4.592 3.604 1.593 3.515 1.519 4.089 4.059
[3,] 7.954 7.427 6.876 5.745 5.129 3.967 1.775 3.873 1.638 4.850 4.944
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.672 1.857 4.135 4.006 4.601 2.288 4.376 3.017 1.752 3.680 4.037
[2,] 3.208 2.198 5.127 4.908 5.402 2.843 6.346 3.493 2.113 4.897 5.119
[3,] 3.544 2.434 5.703 5.414 6.168 3.231 7.298 3.905 2.345 6.260 6.002
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.456 3.159 3.999 1.305 3.138 1.580 2.992 2.934 3.265 3.373 1.688
[2,] 4.560 4.643 4.585 1.595 4.562 1.814 3.630 3.324 4.376 5.098 2.161
[3,] 5.602 5.847 4.979 1.715 5.669 1.981 4.338 3.722 5.108 5.873 2.475
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.723 3.028 3.596 1.561 4.968 3.575 4.914 4.250 5.033 4.346 3.862
[2,] 4.654 3.439 4.748 1.791 5.698 4.966 6.084 6.319 5.914 6.077 5.255
[3,] 5.433 3.745 5.623 2.025 6.182 5.603 6.677 7.084 6.550 7.205 6.872
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.138 3.413 3.117 4.405 2.021 2.304 1.658 3.352 2.728 6.780 6.440
[2,] 1.310 5.211 3.654 5.737 2.439 2.762 2.002 4.245 3.319 8.218 7.541
[3,] 1.457 6.598 4.143 6.918 2.776 3.092 2.220 4.873 3.733 9.071 9.004
     [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
[1,] 2.363 2.067 1.985 2.029 2.875 2.084 0.555 4.351 12.41 5.017
[2,] 3.048 3.003 2.790 2.647 3.680 2.491 0.665 5.861 16.29 6.420
[3,] 3.313 3.657 3.372 3.221 4.132 2.827 0.756 6.953 18.61 8.278
Root mean square errors of predictions:  
        [,1]    [,2]  [,3]    [,4]    [,5]   [,6]    [,7]    [,8]    [,9]
[1,]   5.138   3.316  10.2   6.631   6.555  1.426   2.466   7.537   7.512
[2,] 250.029 168.736 503.2 441.066 491.547 76.437 128.359 349.825 408.797
[3,] 232.700 139.544 409.7 339.108 451.570 71.859 113.838 300.888 377.370
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.895   3.321   4.863   3.418   4.987   5.982   4.358   5.898
[2,] 515.698 234.538 380.092 160.668 341.858 350.684 232.467 402.430
[3,] 351.215 170.448 265.885 145.452 283.762 322.698 236.722 365.104
      [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   5.69   8.754   6.522  12.69   4.419   13.28   7.034  1.854   6.361
[2,] 367.04 483.320 441.385 763.77 230.192 1179.89 493.363 93.264 416.550
[3,] 355.15 543.501 378.251 553.28 205.627  959.49 488.192 80.900 631.612
       [,27]   [,28]   [,29]  [,30]  [,31]   [,32]   [,33]   [,34]   [,35]
[1,]   5.426   5.244   6.265  1.804   5.64   5.362   2.924   6.446   5.369
[2,] 521.809 304.299 388.646 85.428 352.11 277.393 128.670 460.145 467.346
[3,] 470.632 284.895 411.893 89.293 450.36 278.469 114.611 428.060 417.556
       [,36]   [,37]   [,38]   [,39]  [,40]  [,41]  [,42]   [,43]   [,44]
[1,]   5.038   5.658   4.488   4.009  1.632   3.92  1.624   4.081   4.107
[2,] 420.761 284.110 300.883 178.374 96.618 172.45 84.018 259.523 251.638
[3,] 393.734 240.428 234.554 170.331 80.181 166.88 63.075 267.598 289.661
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.393   2.358   5.251   5.087   5.842   2.905   5.557   3.831
[2,] 182.207 120.734 311.134 290.971 290.477 173.168 471.594 180.711
[3,] 154.720 107.179 256.316 234.719 305.547 157.508 369.878 179.032
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60]  [,61]
[1,]   2.225   4.673   5.127   4.389   4.011   5.078  1.657   3.985  2.007
[2,] 121.133 331.614 322.934 305.201 349.284 230.292 94.178 339.783 91.497
[3,] 104.419 400.184 321.657 334.044 364.621 199.255 64.799 345.418 81.663
     [,62]   [,63]   [,64]   [,65]   [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   3.8   3.726   4.146   4.283   2.144   4.728   3.844   4.567  1.983
[2,] 210.9 160.335 299.040 392.253 138.490 286.481 167.348 318.127 90.011
[3,] 243.7 171.853 270.449 299.252 123.811 287.821 152.305 309.165 96.965
       [,71]  [,72]  [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]
[1,]   6.309   4.54   6.24   5.396   6.392   5.518   4.904  1.445   4.334
[2,] 286.410 353.74 368.09 479.994 318.593 435.941 365.723 66.712 404.188
[3,] 245.996 266.22 282.53 328.490 289.151 397.173 454.490 65.298 415.316
       [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]
[1,]   3.958   5.594   2.566   2.926   2.106   4.256   3.464   8.609
[2,] 195.853 377.260 140.140 156.226 115.142 267.328 194.054 476.586
[3,] 200.273 396.728 136.103 142.668  98.526 245.537 175.247 394.314
       [,88] [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   8.178   3.0   2.625   2.521   2.576   3.651   2.646  0.7047   5.525
[2,] 402.593 197.5 223.556 201.114 174.431 235.759 140.111 37.5965 403.046
[3,] 505.007 133.2 214.076 194.359 188.377 192.714 137.056 36.9069 383.879
       [,97]   [,98]
[1,]   15.76   6.371
[2,] 1082.43 411.077
[3,]  924.36 536.255
[1] "--- VAR model 2017-10-06 05:31:00  completed"
[1] "Completed training sample:  2017-10-06 05:31:00 - 2017-10-06 13:30:00"
[1] "SpVAR;   training sample:  2017-10-06 06:01:00 - 2017-10-06 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.1544          4.3503          7.581         3.9719
         -0.6865          5.2199         -7.311         7.1001
          4.8126         -0.1194        -10.833         0.1914
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         22.798        -4.0453           0.5348           8.2946
        -11.045         0.8262           3.5309          -0.7591
          8.985         2.6839          -1.0962           7.7289
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.736           -6.090           -2.078           -20.36
            1.252            7.971            1.946           -10.44
          -11.965           -5.663            1.941           -15.63
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.187           1.2269            9.147          -4.1712
           -2.704          -7.4557          -15.961          -0.9999
            4.052          -0.3886           -1.633          -2.5596
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.614          -10.890           -9.032            6.313
           -4.402           -4.700            4.120           -4.626
           -6.761           -2.899            1.409            1.262
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.0723          -10.977            8.299            3.149
         -12.6522           -3.571           25.665           11.485
          16.0864           -5.119          -24.169            3.088
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           5.1992            10.17           -1.671           -8.137
          -0.7409            -1.66            0.359            3.659
           0.5607            14.35           13.901            8.715
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           13.694           0.2462           -4.456          -5.6308
           -1.451           0.5426            3.540          -0.5371
            3.499          -4.1036           -1.904           4.1107
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            5.911            21.50          14.7518           -4.328
            1.291           -15.37          -4.5444            3.222
           -3.082            11.80          -0.3573           -4.357
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           12.201            1.994           6.2451            2.441
            2.181           -2.019          10.7532            3.207
            8.374            3.024           0.5267            1.243
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           5.7800           -3.168           -7.926         -14.6340
          -5.3944            1.007            3.817         -12.0847
          -0.3189           -1.732            1.295           0.2654
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.653           2.2921          -0.5609            2.279
            4.109           3.1552          -5.4904            4.919
            4.736          -0.9099         -12.4784           -2.279
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            14.07           2.5275           -2.268            1.628
           -16.32           0.4382           11.636           15.283
            24.82          -0.9419          -19.095           13.355
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7907            14.30          -26.488          -16.164
          -1.9820           -22.45            7.266            3.638
           1.5169            15.17           13.258           -1.534
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.1866            2.929           -2.839            8.695
         -13.1519           -2.237           -3.284           -9.407
           0.1287            6.325           -1.647            7.084
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -11.366            7.724           -2.865           11.485
           -4.340           -2.726           -5.201            5.966
           -4.407            3.891            1.774           -5.226
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           11.099           -1.711           12.690          -7.0321
            5.814            2.577            6.358           6.2478
           -5.047            4.047            6.454           0.6605
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.101            3.467           10.310          -0.4952
           15.549           -1.800           -2.520          -0.4429
            4.830            2.742            1.839          -4.4884
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.313           25.487           2.1147          16.9047
           -1.892            2.474          -0.9775           7.2132
            4.243            4.346          -0.9834           0.5405
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.885         -1.53780           10.747           0.7255
           14.037          0.03506           15.729           3.1823
            1.293          0.80559            7.292           1.9683
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.997           1.4798            1.997          -6.7392
           13.732           0.5909            1.312          -6.7860
            6.994           7.0156           -7.982          -0.1331
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.874            7.329            1.626            34.15
            7.240            6.580           -4.226            20.32
            5.513            1.765           11.021            20.29
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.200           -4.887           -5.870           -3.873
            3.138            2.772            3.875           -3.177
            3.276            8.504            8.770            6.485
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -1.56497           -8.215          -10.363           -2.272
          0.07453            3.376           -8.246           -1.140
         -1.82173           -7.652          -11.008           -8.510
 rnd_95776.volume rnd_95787.volume
           -40.11           -2.019
           -10.48           11.837
            22.05           -1.241
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.934 2.742  7.784 5.365 5.798 1.212 1.951 6.090 5.928 4.648 2.678
[2,] 4.675 3.217  9.065 6.850 7.417 1.451 2.351 6.959 7.251 6.883 3.468
[3,] 5.161 3.508 10.023 7.713 8.561 1.640 2.633 7.509 8.056 7.720 3.833
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.781 2.759 3.903 3.941 3.534 4.518 4.378 6.866 5.226  9.929 3.721
[2,] 5.284 3.236 5.100 4.897 4.247 6.004 5.737 8.290 6.734 12.256 4.332
[3,] 5.953 3.596 5.879 5.823 4.905 6.921 6.698 9.940 7.775 13.458 4.771
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.54 5.443 1.493 4.849 4.431 4.350 5.021 1.450 4.321 4.275 2.266
[2,] 15.21 7.159 1.759 6.564 6.647 5.290 6.252 1.680 5.424 4.998 2.590
[3,] 17.80 8.627 1.966 8.772 7.982 5.976 7.466 1.911 7.009 5.623 2.823
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.250 4.295 3.876 4.800 3.641 3.379 1.370 3.210 1.295 3.209 2.993
[2,] 6.831 6.291 5.845 5.768 4.760 3.837 1.675 3.720 1.536 4.040 4.039
[3,] 7.927 7.414 7.029 6.270 5.395 4.172 1.844 4.143 1.661 4.722 4.890
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.587 1.907 4.152 4.318 4.755 2.384 4.594 3.151 1.784 3.647 4.102
[2,] 3.075 2.226 5.106 5.217 5.605 2.938 6.572 3.683 2.197 4.987 5.213
[3,] 3.454 2.438 5.684 5.701 6.421 3.317 7.410 4.147 2.408 6.443 6.077
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.397 3.314 4.092 1.287 3.265 1.566 3.200 3.147 3.351 3.560 1.796
[2,] 4.552 4.852 4.734 1.600 4.747 1.798 3.858 3.537 4.610 5.317 2.180
[3,] 5.603 5.990 5.165 1.754 5.909 2.005 4.593 3.904 5.418 6.096 2.491
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.771 3.149 3.728 1.609 4.910 3.602 4.991 4.304 4.980 4.463 3.932
[2,] 4.878 3.622 4.991 1.824 5.646 4.901 6.238 6.319 5.949 6.039 5.384
[3,] 5.740 3.960 5.911 2.086 6.107 5.560 6.860 7.103 6.623 7.223 7.056
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.262 3.542  3.26 4.663 2.048 2.396 1.737 3.502 2.824 7.132 6.640
[2,] 1.415 5.419  3.73 6.027 2.495 2.885 2.098 4.343 3.429 8.401 7.867
[3,] 1.547 6.708  4.20 7.104 2.813 3.184 2.346 5.066 3.869 9.427 9.214
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.312 2.055 2.064 2.140 3.109 2.302 0.5628 3.632 12.38 4.683
[2,] 3.057 2.983 2.848 2.750 3.902 2.740 0.6763 4.974 16.56 6.008
[3,] 3.379 3.696 3.438 3.338 4.390 3.087 0.7789 6.066 19.06 8.144
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   4.996   3.481   9.885   6.813   7.363  1.539   2.477   7.733
[2,] 248.204 165.484 456.698 418.792 454.719 78.366 128.930 331.249
[3,] 214.980 137.530 420.582 348.599 420.442 75.184 116.682 277.362
        [,9]   [,10] [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   7.528   5.903   3.4   4.801   3.504   4.956   5.005   4.488   5.737
[2,] 410.459 499.033 216.7 362.889 166.138 322.739 285.826 231.600 388.903
[3,] 345.190 343.967 160.4 269.579 154.265 287.553 309.688 241.191 338.364
      [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]  [,25]   [,26]
[1,]   5.56   8.718   6.636  12.61   4.725   13.39   6.912  1.896   6.158
[2,] 364.48 456.803 417.551 706.57 218.077 1078.12 457.124 91.386 434.922
[3,] 340.00 539.231 382.106 546.66 196.601  909.89 473.358 86.538 572.201
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.627   5.523   6.375  1.842   5.487   5.428   2.877   6.666
[2,] 487.057 296.068 366.288 83.427 322.386 254.734 123.273 429.815
[3,] 434.510 273.362 401.241 89.585 436.467 253.243 110.613 395.314
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]
[1,]   5.454   4.922   6.095   4.624   4.291  1.739   4.077  1.644   4.075
[2,] 451.885 430.197 314.503 301.427 178.713 94.775 184.703 81.338 241.284
[3,] 385.823 383.825 241.848 249.718 161.040 75.761 179.423 62.154 240.355
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.801   3.285   2.421   5.272   5.484   6.038   3.028   5.834
[2,] 266.589 163.481 112.942 292.270 287.810 291.919 168.792 462.095
[3,] 271.058 154.748  97.797 245.561 226.111 307.865 151.287 336.581
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.001   2.265   4.631   5.209   4.313   4.208   5.196  1.635
[2,] 187.569 126.135 334.410 316.283 297.894 348.438 234.085 93.438
[3,] 187.519  96.848 401.136 307.139 321.340 345.379 203.064 70.753
       [,60]  [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.146  1.988   4.064   3.996   4.256   4.521   2.281   4.789
[2,] 338.849 86.925 211.799 158.904 311.259 388.275 121.415 304.249
[3,] 345.997 87.280 245.155 162.314 279.930 293.171 118.485 297.478
       [,68]   [,69]  [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   3.998   4.734  2.043   6.234   4.574   6.337   5.466   6.323
[2,] 176.074 326.331 84.519 274.207 326.768 368.002 454.899 320.138
[3,] 157.528 311.389 99.613 228.876 258.187 280.614 319.028 286.150
       [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   5.668   4.993  1.602   4.498   4.139   5.921   2.601   3.043
[2,] 400.040 361.592 62.952 403.141 178.336 375.409 140.065 158.053
[3,] 389.543 448.415 61.556 388.765 189.813 369.908 127.931 132.519
       [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]  [,91]
[1,]   2.206   4.447   3.586   9.057   8.431   2.936   2.609   2.62
[2,] 115.765 252.498 191.363 436.584 415.004 196.622 212.680 192.97
[3,] 103.179 256.424 176.235 420.521 471.563 141.566 214.445 189.39
       [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.717   3.948   2.924  0.7146   4.612   15.72   5.946
[2,] 169.818 231.750 146.031 36.8814 334.122 1081.42 370.067
[3,] 186.005 197.966 139.842 38.0017 341.480  927.14 540.564
[1] "--- VAR model 2017-10-06 06:01:00  completed"
[1] "Completed training sample:  2017-10-06 06:01:00 - 2017-10-06 14:00:00"
[1] "SpVAR;   training sample:  2017-10-06 06:31:00 - 2017-10-06 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -1.602          -9.224          15.75         -6.554
          10.343          -2.105          33.42          3.700
          -3.031          -5.325          15.73        -16.521
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -2.5307         2.8259           -1.344            -6.51
        -0.2111         5.1240            3.870            10.45
       -14.9738        -0.3345            8.493             3.56
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.701            7.798           -1.047           -16.12
            0.197          -15.496           -1.804            -9.29
            5.282            4.727            7.973           -29.39
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -8.200            1.651           -2.420         -10.4019
          -11.460           -7.716           -4.003          -0.5383
            4.483            5.229            1.786          -3.1209
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.322           -7.646           28.325           17.493
           -7.280            9.647          -10.380           10.527
          -10.329          -11.364            8.369            8.968
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            3.190          -12.115           -16.78           -8.321
           40.792          -13.034           -14.27          -10.663
           -2.448           -3.124            48.56           23.548
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            5.736            8.396           -4.099           5.5122
            1.143          -17.131           19.443          -0.4342
           -2.792           13.603           -6.309          13.6388
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -8.566            1.024           -6.471           17.016
          -16.487           -1.529          -11.100            7.857
          -12.991            3.153          -12.635           11.587
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -5.9155          -15.692           11.038          10.6495
          -0.2313            3.334           -9.767           2.7008
           0.5301          -10.247           -9.646          -0.9744
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.479           -2.005           -6.197          -10.273
           -3.419            7.590           12.039           -2.369
           -3.561          -12.172            0.302           -1.276
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -4.724         -2.92232          -30.892          -12.483
           -3.371          0.05404            3.077          -35.947
           -6.889          0.11588           -1.025           -8.526
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.995           -4.840          -0.8097            4.481
           13.448            6.427         -28.7619            2.807
            7.812            6.649         -13.7383           -1.209
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           23.739           -3.362            8.854           10.193
            3.485           -4.042           23.161           10.326
           29.302           -1.729          -17.272            4.893
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            6.539            9.882            7.151             7.12
            1.502            9.062           11.103            22.81
            2.490           27.335           23.423            19.06
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.928           -1.754            3.980          -23.378
            6.027            4.761            1.830           -1.954
           23.949           -4.058           -1.302            8.400
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.105          -22.017           1.2764            1.848
           -7.473           13.623           5.1297          -13.977
           -9.573            1.469           0.5369            6.847
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           12.310            1.882           21.223            8.002
          -14.519           -2.444           -8.723           -5.689
            4.503           -3.952           -2.167            9.074
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            7.361           -4.402            4.989           -5.076
            8.705           -4.083           11.142           16.950
           -7.526           -1.743            4.097            7.820
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            27.33           17.565          -19.512           -5.666
            15.55            2.382          -14.299          -24.677
            -6.50           13.028           -2.694           -1.267
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            -6.52          -0.1402           -21.86            7.472
             6.93           4.0277            13.03           11.344
           -10.30           2.7415           -21.47           13.106
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -7.204           10.577          -11.871            3.074
          -19.645            3.725           -3.993            3.496
           -4.045            7.463           -1.928           -1.432
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -11.719          -4.3930            28.82           -4.158
            0.652          -0.6133            11.78          -11.533
           -1.012          -0.9595            17.94           -9.477
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           10.211           15.622           13.174           11.875
            7.936            9.367           13.453           12.226
           -1.361            1.742            1.413            1.084
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.0894          -0.2991           -8.214           2.6184
           2.9994          -1.2734           -8.558           0.2683
          -0.8327          -2.7466           -9.131          -2.7923
 rnd_95776.volume rnd_95787.volume
           33.887           25.092
            4.008          -19.059
          -45.334            8.135
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.979 2.894 7.517 5.363 6.040 1.309 1.890 5.516 5.918 4.580 2.708
[2,] 4.793 3.323 8.904 6.678 7.671 1.565 2.317 6.481 7.182 6.513 3.594
[3,] 5.297 3.628 9.975 7.657 8.457 1.763 2.648 7.063 7.956 7.431 3.912
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.608 2.753 3.956 3.889 3.701 4.436 4.573 6.932 5.045  9.684 3.694
[2,] 5.001 3.260 4.993 4.825 4.432 5.957 5.908 8.345 6.449 12.013 4.320
[3,] 5.639 3.643 5.613 5.551 5.143 6.708 6.688 9.890 7.513 13.078 4.757
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.81 5.695 1.560 4.446 4.330 4.288 4.896 1.438 4.634 4.714 2.182
[2,] 15.37 7.247 1.828 6.192 6.805 5.247 6.229 1.690 5.827 5.488 2.511
[3,] 17.85 8.672 2.060 8.567 8.034 6.021 7.510 1.925 7.344 6.216 2.722
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.221 4.380 3.947 5.062 4.035 3.365 1.369 3.463 1.325 3.160 2.961
[2,] 6.888 6.383 6.043 6.125 5.205 3.873 1.671 3.975 1.547 4.001 4.003
[3,] 7.720 7.311 7.197 6.722 5.885 4.242 1.848 4.474 1.662 4.644 4.801
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.621 1.912 4.017 4.375 4.873 2.516 4.753 3.300 1.844 3.553 4.304
[2,] 3.077 2.214 4.962 5.403 5.864 3.041 6.519 3.836 2.225 5.148 5.507
[3,] 3.505 2.444 5.598 5.941 6.644 3.345 7.394 4.326 2.459 6.496 6.382
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.501 3.280 4.159 1.292 3.601 1.614 3.447 3.191 3.522 4.047 1.806
[2,] 4.763 5.025 4.724 1.615 5.133 1.875 4.100 3.629 4.851 5.627 2.152
[3,] 5.932 6.185 5.174 1.776 6.375 2.051 4.882 4.011 5.711 6.534 2.504
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.059 3.336 3.857 1.663 4.926 3.708 4.901 4.386 5.244 4.475 4.074
[2,] 5.097 3.789 5.316 1.909 5.672 4.955 6.266 6.360 6.149 5.996 5.646
[3,] 6.089 4.238 6.362 2.137 6.222 5.589 6.834 7.150 6.869 7.060 6.980
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.381 3.594 3.245 4.523 2.143 2.541 1.810 3.892 2.831 7.469 6.813
[2,] 1.549 5.360 3.855 5.847 2.606 2.981 2.229 4.793 3.502 8.869 7.834
[3,] 1.670 6.502 4.292 6.946 2.926 3.294 2.465 5.529 3.870 9.785 9.306
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.393 2.101 2.110 2.190 3.249 2.410 0.5906 1.824 12.52 4.652
[2,] 3.107 3.001 2.908 2.779 3.983 2.791 0.7087 2.334 17.06 6.017
[3,] 3.460 3.759 3.545 3.475 4.442 3.140 0.8086 2.691 19.37 8.387
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]   [,6]  [,7]    [,8]    [,9]
[1,]   5.053   3.675   9.545   6.81   7.669  1.662   2.4   7.005   7.515
[2,] 245.851 150.387 439.221 366.11 435.132 78.955 123.2 313.086 374.428
[3,] 207.567 133.948 413.687 344.84 327.574 74.768 118.1 258.266 314.942
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.816   3.439   4.582   3.496   5.023   4.938   4.699   5.633
[2,] 426.093 217.472 318.621 160.587 280.357 262.901 224.367 365.839
[3,] 329.116 142.151 239.746 149.589 236.024 252.493 240.050 283.746
       [,18]   [,19]   [,20] [,21]  [,22]   [,23]   [,24] [,25]   [,26]
[1,]   5.807   8.802   6.406  12.3   4.69   13.73   7.231  1.98   5.645
[2,] 344.087 427.521 369.682 654.1 206.09 1005.55 412.399 87.75 396.554
[3,] 288.512 488.449 354.516 475.7 183.27  834.75 438.191 87.38 544.738
       [,27]   [,28]   [,29]  [,30]   [,31]   [,32]   [,33]  [,34]   [,35]
[1,]   5.498   5.446   6.217  1.826   5.884   5.986   2.771   6.63   5.561
[2,] 483.052 278.165 354.312 81.679 325.039 258.555 114.219 413.31 427.288
[3,] 392.951 271.842 385.961 84.818 411.285 268.587  96.786 320.80 327.869
       [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]   [,43]   [,44]
[1,]   5.012   6.428   5.124   4.273  1.738   4.397  1.683   4.012   3.761
[2,] 420.961 317.261 302.446 176.522 88.248 179.616 73.535 225.807 247.856
[3,] 359.659 254.820 252.862 159.159 72.456 188.849 55.851 217.049 243.752
       [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]   [,52]
[1,]   3.328   2.428   5.101   5.555   6.188   3.195   6.035   4.191
[2,] 148.281 102.671 267.955 291.713 300.075 157.179 410.552 179.833
[3,] 154.584  95.342 238.616 227.440 287.508 128.287 321.121 184.149
       [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]   [,60] [,61]
[1,]   2.342   4.511   5.466   4.446   4.165   5.281  1.641   4.573  2.05
[2,] 114.612 342.759 316.041 297.108 350.248 206.150 89.102 336.598 87.81
[3,]  96.193 364.554 296.863 325.286 331.763 194.257 67.952 347.761 76.48
       [,62]   [,63]   [,64]  [,65]   [,66]   [,67]   [,68]   [,69]  [,70]
[1,]   4.378   4.052   4.473   5.14   2.293   5.154   4.236   4.898  2.112
[2,] 204.230 159.033 306.931 359.72 107.723 283.674 165.322 336.614 86.329
[3,] 243.781 157.320 277.281 305.55 117.711 306.546 174.754 321.514 88.238
       [,71]   [,72]   [,73]   [,74]   [,75]   [,76]   [,77]  [,78]
[1,]   6.256   4.709   6.224   5.569   6.659   5.682   5.173  1.754
[2,] 258.565 302.383 359.124 423.802 295.373 367.213 359.620 64.587
[3,] 235.568 237.919 251.091 300.667 281.857 342.938 377.614 57.407
       [,79]   [,80]   [,81]   [,82]   [,83]   [,84]   [,85]   [,86]
[1,]   4.564   4.121   5.743   2.721   3.226   2.298   4.942   3.595
[2,] 365.878 191.531 340.958 136.369 143.532 119.692 257.351 189.604
[3,] 338.691 173.538 344.939 122.567 128.960  96.859 253.588 151.678
       [,87]   [,88]   [,89]   [,90]   [,91]   [,92]   [,93]  [,94] [,95]
[1,]   9.485   8.651   3.039   2.667   2.679   2.781   4.125   3.06  0.75
[2,] 440.004 355.808 182.291 197.148 184.128 157.424 212.081 129.50 36.04
[3,] 380.436 462.122 140.224 208.344 186.580 191.999 180.936 132.47 35.82
       [,96]  [,97]   [,98]
[1,]   2.316   15.9   5.908
[2,] 134.070 1066.2 351.027
[3,] 123.179  843.7 537.568
[1] "--- VAR model 2017-10-06 06:31:00  completed"
[1] "Completed training sample:  2017-10-06 06:31:00 - 2017-10-06 14:30:00"
[1] "SpVAR;   training sample:  2017-10-06 07:01:00 - 2017-10-06 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -15.815          -3.000      -27.61420         -42.54
          -4.667           6.535        0.06312         -18.57
           3.078           7.733       -8.78026         -12.15
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -17.43          3.223           -3.221           16.940
         -23.79          2.992            3.424           -7.969
         -22.12          1.470            4.441            5.110
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -19.900          -14.373          -7.9423           -28.28
            4.164            2.762          -3.8262           -26.93
            9.217            2.862           0.7635           -21.97
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -8.052          -22.772          -17.398          5.39515
           -3.536          -20.571          -20.300          0.03151
          -12.693           -5.661           -6.226         -5.61831
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -14.96           -19.62           -17.81          -25.942
           -28.19           -16.47           -34.30           -7.366
           -13.99           -25.39           -31.36           -9.107
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -22.753          -0.4103           -27.01           -14.06
           -7.137           2.6782           -53.26           -16.36
          -43.749         -11.7050           -31.31           -16.63
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7256           -30.05          -37.010           11.810
          -1.3459           -13.55           -8.008            2.834
          -1.7279           -10.62          -10.695            1.515
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -33.20         0.041560           -17.71            16.25
           -24.91         2.463681           -42.26            14.10
           -16.69        -0.001876           -13.46            16.80
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.037           -18.13           -18.21            -9.48
           -4.646           -28.98           -29.26           -24.50
           -6.033           -29.91           -20.25           -27.82
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            1.994          -25.355            5.078           -3.712
           -3.626           -9.813           15.778           -5.784
          -11.421           -2.849            1.888           -2.083
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.931          0.99787           0.3501           -6.938
           -2.487         -1.54557         -12.8241          -16.093
            2.013         -0.08651         -13.0606          -18.451
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            9.771           -5.826            4.023           -9.769
           -3.182           -5.226            5.500           -9.772
            7.538           -4.998           -9.053           15.847
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          31.0149           -3.651           -6.066            22.09
           0.6073           -8.366            8.379            22.56
          15.8846            1.521            6.090            21.38
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.448           10.536           31.020           23.750
            3.796            9.802           -8.532            6.794
           -2.702           15.853           18.746           11.878
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           29.390          -20.605          -0.1896            18.99
           22.890          -20.835           1.5992            22.09
           -6.202           -7.138          -2.7667            17.04
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.389           -5.655           5.1459            1.262
           -5.491           10.559          -0.9293           11.121
           -5.402            9.036         -14.0213            8.189
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -10.78           6.8614            1.094           -2.198
           -10.47           2.6364           -5.752           10.144
             6.57          -0.2409            7.125           -1.357
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -15.284          -0.2333           -8.948           -4.589
            9.144          -1.8559          -18.932          -16.789
            2.121          -0.3485          -17.691           -1.667
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            10.53          -12.920           29.253            13.13
            25.48           -3.827            1.292           -14.86
            17.55           -3.790           12.761            -4.73
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.524           -4.070            1.236           -3.828
            8.238           -3.988           18.763            2.621
          -10.601           -2.027           -5.343            5.711
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.7781           -2.038          -3.6397          -8.7974
           9.9771           -2.144           0.9299           3.5184
           2.2281            4.061           3.6707          -0.1005
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -21.656          -1.6784          -6.2789            44.49
          -22.321           0.5653          23.5077            30.84
            4.451           9.3766          -0.5904            32.37
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         11.84333           -1.505            0.087           -2.534
          4.59819           12.565           12.406           10.047
         -0.08422            1.090            5.494            9.922
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            8.567            2.374           -11.55          -0.1421
            6.269           -4.344           -11.97           5.3870
            4.417            1.650           -10.51          -3.2135
 rnd_95776.volume rnd_95787.volume
            34.91           -9.982
           -45.27          -25.073
            39.25          -24.350
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.974 2.907  7.816 5.308 5.857 1.389 1.923 5.489 5.672 4.803 2.681
[2,] 4.672 3.376  8.927 6.703 7.584 1.632 2.377 6.321 6.971 6.405 3.480
[3,] 5.167 3.718 10.099 7.682 8.469 1.829 2.700 7.010 7.830 7.294 3.845
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.744 2.729 3.859 3.802 3.663 4.791 4.664 6.812 5.194  8.893 3.668
[2,] 5.009 3.308 4.767 4.620 4.414 6.209 6.008 8.354 6.433 11.283 4.269
[3,] 5.653 3.734 5.384 5.353 5.044 6.854 6.754 9.911 7.609 12.263 4.646
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 11.02 5.908 1.586 4.487 4.475 4.299 4.897 1.511 4.574 4.719 2.100
[2,] 15.43 7.295 1.851 6.315 7.133 5.128 6.113 1.770 5.779 5.461 2.424
[3,] 18.12 8.833 2.072 8.549 8.191 5.933 7.448 2.027 7.322 6.298 2.628
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.307 4.266 4.257 5.020 4.222 3.593 1.447 3.582 1.311 3.300 2.844
[2,] 6.840 6.334 6.167 6.144 5.312 4.093 1.715 4.060 1.515 4.053 4.052
[3,] 7.607 7.322 7.120 6.837 5.937 4.478 1.861 4.569 1.658 4.663 4.857
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.534 1.844 3.939 4.430 4.933 2.500 4.758 3.352 1.725 3.348 4.320
[2,] 3.089 2.152 4.767 5.337 6.044 3.086 6.360 3.992 2.095 5.042 5.564
[3,] 3.450 2.381 5.486 5.859 6.862 3.418 7.377 4.545 2.329 6.450 6.352
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.343 3.310 4.180 1.353 3.875 1.682 3.384 3.371 3.466 4.230 1.782
[2,] 4.778 5.176 4.853 1.603 5.432 1.913 4.061 3.820 4.924 6.003 2.149
[3,] 5.950 6.324 5.337 1.738 6.697 2.100 4.894 4.166 5.764 6.781 2.486
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.372 3.352 3.891 1.602 4.905 3.786 4.757 3.956 4.952 4.479 4.078
[2,] 5.404 3.818 5.337 1.868 5.618 4.947 6.130 6.078 5.917 5.986 5.559
[3,] 6.366 4.285 6.368 2.125 6.145 5.603 6.871 6.874 6.625 6.936 7.022
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.473 3.514 3.235 4.636 2.152 2.648 1.857 4.052 2.927 7.784 6.744
[2,] 1.639 5.170 3.876 5.892 2.598 3.057 2.229 5.020 3.646 8.959 7.824
[3,] 1.778 6.324 4.259 6.875 2.951 3.363 2.472 5.608 4.103 9.825 9.334
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.405 2.184 2.179 2.249 3.382 2.588 0.5937 1.617 12.46 4.777
[2,] 3.048 2.936 2.873 2.777 4.159 2.946 0.7172 1.986 17.58 6.253
[3,] 3.442 3.589 3.432 3.375 4.574 3.292 0.8015 2.226 20.16 8.491
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]   [,6]    [,7]   [,8]    [,9]
[1,]   5.047   3.692   9.925   6.74   7.438  1.764   2.441   6.97   7.202
[2,] 256.874 179.458 451.262 428.21 503.947 89.647 146.274 327.95 424.052
[3,] 231.027 162.954 493.868 392.71 394.457 86.461 133.830 317.13 372.868
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.099   3.404   4.754   3.465   4.901   4.828   4.652   6.083
[2,] 443.277 232.166 348.145 195.522 292.762 274.687 257.535 413.232
[3,] 365.030 171.000 274.067 181.182 261.751 282.884 255.397 303.598
       [,18]  [,19]   [,20]  [,21]   [,22]  [,23]   [,24]  [,25]   [,26]
[1,]   5.923   8.65   6.596  11.29   4.658   14.0   7.502  2.014   5.697
[2,] 396.075 505.97 397.032 726.43 228.482 1129.9 447.651 99.896 464.903
[3,] 322.855 557.87 425.060 502.60 191.663  993.9 520.941 97.306 602.724
       [,27]  [,28]   [,29]   [,30]   [,31]   [,32]   [,33]   [,34]
[1,]   5.683   5.46   6.218   1.919   5.808   5.992   2.667   6.739
[2,] 581.047 292.27 382.749  96.326 369.485 287.549 126.588 451.534
[3,] 421.093 312.17 445.170 103.422 470.307 328.122 106.273 348.052
       [,35]   [,36]   [,37]   [,38]   [,39]  [,40]   [,41]  [,42]  [,43]
[1,]   5.418   5.406   6.374   5.361   4.563  1.837   4.549  1.665   4.19
[2,] 489.749 466.743 370.653 337.272 205.011 96.406 199.960 79.423 246.21
[3,] 384.207 372.219 313.722 277.359 190.113 75.578 219.239 70.527 241.26
       [,44]   [,45]   [,46]   [,47]   [,48]   [,49]   [,50]   [,51]
[1,]   3.612   3.217   2.342   5.002   5.625   6.265   3.175   6.041
[2,] 301.928 184.829 116.007 280.749 311.380 365.314 189.195 441.522
[3,] 280.089 160.697 106.493 284.200 253.079 339.950 153.726 391.053
       [,52]   [,53]   [,54]   [,55]   [,56]   [,57]   [,58]  [,59]
[1,]   4.257   2.191   4.252   5.486   4.245   4.203   5.308  1.718
[2,] 226.727 124.416 394.285 366.756 357.130 416.253 258.002 89.916
[3,] 227.352 106.319 420.901 320.515 370.857 380.118 232.211 70.485
       [,60]  [,61]   [,62]   [,63]   [,64]   [,65]   [,66]   [,67]
[1,]   4.921  2.136   4.298   4.281   4.401   5.371   2.263   5.552
[2,] 398.191 95.227 234.883 188.056 365.872 445.572 125.695 332.235
[3,] 409.823 90.628 285.698 173.724 313.409 330.053 130.651 352.110
       [,68]   [,69]   [,70]   [,71]   [,72]  [,73]   [,74]   [,75]
[1,]   4.256   4.941   2.034   6.229   4.808   6.04   5.024   6.288
[2,] 191.298 382.171 100.584 286.415 333.075 404.54 482.649 338.814
[3,] 203.392 363.427 105.910 260.517 275.160 324.65 335.806 311.771
       [,76]   [,77] [,78]   [,79]   [,80]   [,81]   [,82]   [,83]   [,84]
[1,]   5.688   5.179  1.87   4.462   4.109   5.887   2.732   3.363   2.358
[2,] 415.371 395.168 75.13 396.632 223.363 380.316 152.294 159.705 128.946
[3,] 366.622 448.870 72.07 381.031 184.456 370.675 146.516 146.771 111.739
       [,85]   [,86]   [,87]   [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   5.145   3.717   9.885   8.564   3.054   2.773   2.767   2.856
[2,] 310.117 227.324 463.917 414.977 195.898 205.340 195.884 170.326
[3,] 261.487 196.981 421.961 532.528 167.234 215.957 196.364 200.659
       [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   4.295   3.287  0.7539   2.053   15.82   6.066
[2,] 253.281 147.166 42.0901 120.617 1296.85 422.163
[3,] 198.991 153.658 37.4398 105.310 1033.70 600.798
[1] "--- VAR model 2017-10-06 07:01:00  completed"
[1] "Completed training sample:  2017-10-06 07:01:00 - 2017-10-06 15:00:00"
[1] "SpVAR;   training sample:  2017-10-06 07:31:00 - 2017-10-06 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -3.74999           5.525         -18.97         -36.99
         0.02691          18.928         -18.03         -20.25
       -12.74620          13.578         -36.19         -35.59
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.18        -0.4474          -7.1286            23.67
         -11.59         4.3105          -8.0936            10.98
         -23.76         0.3495           0.6422            10.30
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.807          -22.752           -6.749           -30.09
           -2.675           -8.593           -8.083           -29.30
           -8.399          -26.744          -12.259           -38.57
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            12.50           -9.647          -6.5547         -12.0233
             6.13          -19.438         -20.6315          -0.8071
            13.95          -11.146          -0.2366         -12.3448
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -11.19          -0.5725           -1.293            7.769
           -21.14         -11.2815           13.944           33.360
           -21.63          -8.2970           11.536           16.872
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            17.86            4.334           -39.53           -27.15
           -37.55          -23.835           -33.72           -29.69
           -38.46           -3.839           -42.11           -29.25
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           4.4873           -33.36           -43.52           -3.602
           0.6647           -24.50           -20.30           19.454
           3.5440           -18.40           -36.14           12.287
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -18.26           -3.093           -18.43            36.67
           -50.20           -9.925           -39.36            40.58
           -16.40           -5.574           -30.44            42.50
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.281           -31.13          -23.518           -2.974
           -4.330           -25.91            2.598           -7.916
          -12.521           -25.19          -34.870          -28.935
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.333           -35.25            2.036            3.099
            8.488           -38.71            6.113           -0.438
            4.945           -30.32            8.274            1.381
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.155          -8.9841            2.953           -9.746
            1.081          -0.9158            1.433           -7.722
            2.740          -3.5390           -7.292          -14.690
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.646        -3.233331          -0.7049         -18.1626
            7.941        -2.641701          -6.5567          10.9160
            5.780         0.009911           6.2790           0.9686
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -3.4336            1.472           -19.63           18.641
          13.7576           -4.105           -18.87           24.970
           0.7175            5.043            10.68            9.164
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            6.385           -22.01           -10.36           -7.538
           -1.769           -18.73           -17.84          -20.700
            5.573           -20.66           -18.05          -22.580
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -10.69           5.4662           9.3313          -36.440
           -17.95          -5.8243           0.1598            7.607
           -30.29          -0.4537           3.9397          -18.003
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.524           -7.665           -2.824          -24.044
            1.506            4.365           -8.630          -14.042
           -5.119           17.532           -4.394           -1.727
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -23.6224           -9.400           -19.74            10.29
         -10.4351           -6.733           -29.54            11.85
          -0.4225           -2.602            -4.54            13.79
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -12.86           10.117           -22.77            5.251
           -10.44            6.507           -22.16           11.413
           -12.60            3.769           -11.60           -5.036
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            21.95          -9.6632          0.03565           -16.90
            32.99          -0.4011         28.17057           -18.32
            40.72          -2.3247         26.29951            22.19
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.082           -4.778           -10.43           5.1893
          -28.510           -1.008           -12.32           0.7001
           -2.845           -4.262           -28.71          15.5793
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -9.164          -0.2104          -8.5407           -5.185
           -1.625           4.2497           3.8182           -6.009
          -22.990           1.0057           0.2036          -12.942
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -22.77            8.227           -3.632           25.632
           -14.20           16.248           -6.118            1.241
           -17.14           19.698          -14.235           40.357
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -6.155            7.024           -5.901          -6.6064
          -15.591          -13.283          -12.225           0.2663
           -3.242           -2.008           -5.569         -10.9729
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -23.998           -5.724           -12.36            2.022
           -7.727           -1.897           -13.51           -1.294
          -16.020            3.124           -12.09            1.362
 rnd_95776.volume rnd_95787.volume
           -38.01           -29.86
            32.03           -33.32
            15.64           -29.04
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.955 2.902  7.723 4.830 5.470 1.604 1.829 5.188 5.208 5.023 2.575
[2,] 4.755 3.458  9.051 6.336 7.511 1.875 2.297 5.922 6.330 6.270 3.319
[3,] 5.299 3.840 10.186 7.314 8.488 2.061 2.599 6.603 7.284 7.093 3.661
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.783 2.808 3.826 4.083 3.565 4.617 4.493  6.851 5.244  8.911 3.775
[2,] 5.005 3.370 4.763 4.834 4.235 6.065 5.784  8.604 6.573 11.056 4.399
[3,] 5.633 3.780 5.407 5.454 4.895 6.709 6.668 10.099 7.631 12.061 4.814
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.60 5.722 1.573 4.380 4.471 4.248 4.727 1.515 4.742 4.614 2.097
[2,] 15.27 7.334 1.905 6.109 7.103 5.078 6.223 1.820 5.817 5.386 2.460
[3,] 18.16 8.708 2.128 8.378 8.208 5.802 7.471 2.093 7.344 6.164 2.709
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.160 4.240 4.406 4.997 4.402 3.687 1.430 3.444 1.299 3.443 2.911
[2,] 6.799 6.382 6.186 6.245 5.453 4.309 1.715 3.960 1.511 4.269 4.208
[3,] 7.568 7.424 7.167 6.988 6.141 4.746 1.870 4.414 1.673 4.905 4.938
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.577 1.795 3.859 4.562 5.202 2.506 4.686 3.542 1.690 3.349 4.211
[2,] 3.117 2.121 4.706 5.503 6.322 3.128 6.382 4.053 2.027 5.299 5.424
[3,] 3.493 2.347 5.342 5.977 7.140 3.514 7.349 4.580 2.267 6.803 6.342
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.240 3.431 4.165 1.296 4.140 1.720 3.459 3.358 3.494 4.394 1.752
[2,] 4.620 5.274 4.822 1.531 5.416 1.964 4.092 3.889 4.749 6.108 2.203
[3,] 6.028 6.422 5.298 1.679 6.786 2.185 4.950 4.286 5.658 6.928 2.546
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.455 3.361 4.138 1.647 4.935 4.206 4.714 3.945 4.924 4.248 3.863
[2,] 5.641 3.858 5.397 1.992 5.710 5.288 6.135 5.934 5.894 5.618 5.364
[3,] 6.545 4.342 6.334 2.246 6.346 5.989 6.981 6.770 6.578 6.607 6.840
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.475 3.514 3.475 4.670 2.103 2.631 1.866 4.078 3.373 7.724 6.543
[2,] 1.669 5.241 4.106 5.968 2.536 3.071 2.219 4.964 4.126 9.014 7.832
[3,] 1.822 6.254 4.542 6.857 2.854 3.364 2.474 5.590 4.584 9.922 9.463
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.482 2.222 2.219 2.279 3.490 2.648 0.6079 1.556 12.77 4.807
[2,] 3.058 3.015 3.047 2.903 4.304 3.040 0.7319 1.830 17.97 6.497
[3,] 3.462 3.553 3.485 3.405 4.742 3.375 0.8264 2.017 20.40 8.513
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   5.022   3.685   9.807   6.134   6.946   2.036   2.322   6.588
[2,] 391.973 279.301 700.541 608.731 764.010 144.239 206.441 423.900
[3,] 347.048 247.942 693.838 542.242 586.916 127.021 180.281 433.551
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.614   6.378   3.27   4.804   3.566   4.858   5.185   4.526
[2,] 534.069 557.060 310.75 486.371 276.574 421.203 384.190 339.358
[3,] 534.902 492.325 229.47 383.724 254.001 379.829 374.976 364.432
       [,17]   [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]
[1,]   5.863   5.705   8.699   6.659  11.32   4.794   13.46   7.266
[2,] 583.672 540.613 772.654 588.393 971.42 335.263 1631.55 680.947
[3,] 426.050 492.700 785.077 575.505 715.58 290.320 1460.08 696.912
       [,25]   [,26]   [,27]   [,28]   [,29]   [,30]   [,31]  [,32]
[1,]   1.998   5.562   5.677   5.394   6.002   1.924   6.021   5.86
[2,] 159.483 632.087 819.330 413.211 600.912 149.813 500.248 412.49
[3,] 140.841 851.160 610.495 416.461 613.661 153.357 665.532 444.81
       [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]   [,40]
[1,]   2.663   6.552   5.384   5.595   6.345   5.59   4.682   1.816
[2,] 190.844 657.320 708.056 644.596 555.983 477.66 331.023 140.332
[3,] 168.518 493.492 563.048 537.344 465.692 419.40 295.510 110.881
       [,41]   [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]
[1,]   4.373   1.649   4.371   3.696   3.272   2.28   4.901   5.793
[2,] 290.181 114.554 374.840 451.177 260.240 167.63 399.644 456.862
[3,] 289.487 106.577 358.663 383.507 234.092 149.33 375.486 346.476
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   6.606   3.182   5.951   4.498   2.146   4.253   5.347   4.115
[2,] 533.323 277.928 643.172 292.339 166.137 609.617 507.618 488.869
[3,] 492.772 237.558 541.025 316.689 150.661 633.242 487.750 574.779
       [,57]  [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   4.356   5.29   1.646   5.257   2.184   4.392   4.264   4.437
[2,] 594.705 360.51 120.966 518.223 140.635 324.790 291.390 477.345
[3,] 543.992 326.05 102.192 607.048 142.111 413.290 267.439 456.788
       [,65]   [,66]   [,67]   [,68]   [,69]   [,70]   [,71]  [,72]
[1,]   5.579   2.225   5.657   4.268   5.254   2.091   6.266   5.34
[2,] 629.907 198.161 513.545 281.224 514.455 166.379 426.549 475.84
[3,] 485.365 189.355 492.825 295.708 492.139 154.139 411.079 417.36
       [,73]  [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]
[1,]   5.986   5.01   6.252   5.394   4.905   1.873   4.462   4.412
[2,] 582.848 658.06 480.908 545.751 552.409 116.081 577.265 324.613
[3,] 494.567 483.86 433.642 516.387 630.139 108.333 506.644 288.258
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   5.931   2.671   3.341   2.369   5.179   4.283   9.808   8.309
[2,] 551.525 210.314 235.233 178.354 419.997 352.921 689.822 638.932
[3,] 501.436 194.305 203.620 162.454 381.671 296.323 615.730 788.512
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   3.151   2.822   2.818   2.894   4.432   3.362  0.7719   1.976
[2,] 265.238 302.560 309.906 266.860 373.900 221.604 60.5255 143.083
[3,] 241.030 278.949 251.232 264.247 295.527 217.715 56.9593 125.952
       [,97]   [,98]
[1,]   16.22   6.104
[2,] 1876.63 648.897
[3,] 1432.64 816.550
[1] "--- VAR model 2017-10-06 07:31:00  completed"
[1] "Completed training sample:  2017-10-06 07:31:00 - 2017-10-06 15:30:00"
[1] "SpVAR;   training sample:  2017-10-06 08:01:00 - 2017-10-06 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          21.785          2.6894          5.835         -9.945
           2.302         -3.6164        -18.210        -34.283
          -5.615          0.3683         -8.812        -19.293
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -64.89          2.166          10.5141            7.114
         -33.06          3.211           0.7108           10.480
         -33.37         -1.738           6.1717            3.912
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            21.12           -9.447          -9.6815           -29.11
            10.42            3.749           0.3135           -14.28
            16.10           18.480           5.7027           -29.08
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.654          -26.750          -15.838           -1.466
          -13.656           -2.562           -5.235           -6.040
           -3.922           -8.005           -5.962           -9.236
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -18.73           -41.60           -43.94          -12.419
           -41.89           -32.05           -41.17          -32.065
           -25.96           -40.28           -37.40           -6.612
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -32.475           -3.016           -77.62           -40.34
          -16.036            6.462           -45.26           -18.16
            1.975           -6.470           -31.93           -21.84
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -5.3761           -28.09           -14.53          -12.058
          -0.4320           -39.90           -58.93            2.478
           0.3932           -18.84           -24.23           -6.130
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -3.634           0.7014           -11.64            12.40
          -20.523           0.5080           -10.30            30.04
          -27.732          -5.2934           -31.36            18.55
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
            1.461          -43.201           -48.74          -25.916
           -9.024           -4.753           -28.25          -35.493
           -4.349          -40.044           -12.43           -9.374
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.020           -28.77            7.756            2.710
           -9.206           -17.51            3.155           -2.583
          -10.158           -28.58           -2.639           -2.974
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -6.083           -3.631           -2.261           0.9284
          -11.895           -3.526           -9.847         -10.3503
           -1.679           -2.337           -3.819         -22.9827
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          14.0288          -2.3566           -1.561            1.322
          -2.9845          -0.8869           17.721           -8.404
           0.0221           0.0536          -14.955          -13.894
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -14.960          -9.2948           15.172            11.33
           12.550          -0.6129           -9.142            -2.99
           -7.621           1.0439           14.990            10.42
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           6.8653          -22.153          0.03009            4.694
           0.5493            5.256         -2.40890          -17.400
           0.4368           -6.061        -12.03911            3.322
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           5.3581           -1.618           10.189          -12.474
          -5.8191           -8.833            5.010            2.868
           0.3146          -13.696            4.757          -18.798
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.473            2.457          -10.905            1.310
           -4.639            3.286           -7.457           -4.405
           -3.129          -14.641           -8.730           -5.422
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.171          -0.3967            4.171            9.711
           -4.094          -4.6648           -1.985           13.440
            1.594          -5.6787            4.200            6.076
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            9.147           4.5312           8.1318           14.192
            4.907           5.0228         -13.1773            6.934
            6.431           0.1907           0.7189           -6.806
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           27.233           -5.318            16.40          -15.984
            3.906            9.461           -11.58            9.054
           -5.097          -15.532            10.16           -2.275
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -18.788            2.955           -17.63           14.066
            6.573            1.594           -11.47            9.522
            7.256            2.151             4.20            5.340
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -24.250            1.611          -5.5299          -3.4153
          -12.251           -2.068           5.1291          -0.7524
            7.291           -2.145          -0.1835          -3.7962
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -20.90           6.3010            9.014           -61.68
           -24.50           1.9900           -5.335           -43.80
           -25.38           0.3833            6.964           -54.65
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.3948           0.5868          -0.9924            1.021
           8.5324          -0.2672          -8.1066           -7.673
           0.7583           1.7060           6.8481            8.584
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.242          -1.8645          -13.077            1.045
           -5.481           0.5147           -9.858           -2.684
          -13.873           1.2804          -11.703            4.677
 rnd_95776.volume rnd_95787.volume
           -48.15           -47.21
            23.96           -22.97
           -15.36           -10.09
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.801 2.952  7.712 4.529 5.400 1.711 1.860 5.022 5.131 4.970 2.562
[2,] 4.712 3.476  9.080 5.996 7.359 2.038 2.285 5.787 6.279 6.306 3.253
[3,] 5.221 3.819 10.076 7.136 8.329 2.285 2.516 6.336 7.133 7.125 3.641
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.675 2.931 3.545 3.917 3.274 4.422 4.460  6.892 5.269  9.025 3.807
[2,] 4.931 3.468 4.597 4.706 3.983 5.821 5.896  8.592 6.634 10.936 4.472
[3,] 5.602 3.899 5.374 5.450 4.572 6.591 6.667 10.237 7.638 12.100 4.841
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.82 5.789 1.610 4.463 4.341 4.296 4.197 1.591 4.619 4.736 2.111
[2,] 15.73 7.443 1.901 6.363 6.902 5.117 5.960 1.894 5.833 5.514 2.445
[3,] 18.44 8.774 2.120 8.772 8.181 5.759 7.354 2.119 7.246 6.229 2.746
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.252 4.194 4.190 4.915 4.334 3.725 1.435 3.598 1.290 3.554 3.022
[2,] 6.765 6.365 6.086 6.015 5.241 4.458 1.707 4.192 1.469 4.311 4.370
[3,] 7.553 7.387 7.094 6.923 5.962 4.896 1.878 4.622 1.623 4.951 4.973
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.670 1.802 3.650 4.464 5.200 2.490 5.157 3.808 1.769 3.393 3.937
[2,] 3.176 2.105 4.651 5.374 6.424 3.008 6.540 4.359 2.100 5.541 5.496
[3,] 3.617 2.329 5.280 5.854 7.331 3.452 7.616 4.931 2.349 6.886 6.353
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.283 3.363 4.075 1.388 4.400 1.718 3.583 3.309 3.518 4.580 1.785
[2,] 4.596 5.153 4.820 1.617 5.938 1.956 4.386 3.791 4.769 6.337 2.208
[3,] 5.982 6.410 5.313 1.794 7.257 2.172 5.288 4.191 5.679 7.148 2.542
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.312 3.371 4.279 1.688 4.777 4.310 4.800 4.063 5.034 4.321 3.957
[2,] 5.561 3.860 5.478 2.042 5.648 5.435 6.197 5.973 5.957 5.663 5.408
[3,] 6.494 4.364 6.468 2.298 6.231 6.094 6.942 6.742 6.705 6.676 6.687
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.479 3.375 3.583 4.786 2.076 2.614 1.929 4.068 3.368  7.889 6.644
[2,] 1.709 5.022 4.321 5.814 2.514 3.091 2.255 4.989 4.172  9.161 7.893
[3,] 1.894 6.181 4.751 6.808 2.809 3.394 2.521 5.637 4.612 10.055 9.336
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 2.096 2.203 2.313 2.387 3.434 2.782 0.6417 1.600 12.50 4.945
[2,] 2.676 2.907 2.964 2.888 4.186 3.145 0.7545 1.927 17.80 6.464
[3,] 3.105 3.328 3.386 3.350 4.652 3.473 0.8536 2.093 20.33 8.637
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.827   3.748   9.793   5.751    6.857   2.173   2.362   6.378
[2,] 568.357 374.449 978.242 801.683 1020.032 226.112 270.831 586.607
[3,] 458.632 323.101 891.273 789.539  796.233 210.679 215.029 526.408
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.516   6.311   3.253   4.667   3.722   4.502   4.974   4.157
[2,] 738.419 792.008 409.021 670.880 378.146 597.172 532.351 462.977
[3,] 690.929 676.822 334.043 542.640 363.588 567.873 560.960 458.000
       [,17]   [,18]    [,19]  [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.615   5.663    8.751   6.69   11.46   4.834   13.74   7.351
[2,] 772.477 787.073 1047.127 822.58 1260.18 479.026 2329.91 954.433
[3,] 630.745 634.861 1135.476 772.60 1056.94 378.258 1964.92 948.070
       [,25]    [,26]    [,27]   [,28]  [,29]   [,30]   [,31]   [,32]
[1,]   2.044    5.667    5.513   5.456   5.33   2.021   5.866   6.015
[2,] 206.135  925.574 1094.858 567.044 863.55 209.624 726.805 576.226
[3,] 191.834 1232.193  896.165 539.266 878.84 193.980 877.183 591.182
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.681   6.669   5.326   5.321   6.242   5.504   4.731   1.823
[2,] 251.832 870.278 977.061 900.747 707.432 601.221 499.728 188.584
[3,] 255.120 685.505 765.035 743.645 699.643 579.829 412.906 159.663
       [,41]   [,42]   [,43]   [,44]  [,45]   [,46]   [,47]   [,48]
[1,]   4.569   1.638   4.513   3.838   3.39   2.288   4.635   5.669
[2,] 438.899 143.410 497.911 644.130 351.14 222.251 588.351 610.460
[3,] 397.600 140.781 496.660 484.523 353.01 203.371 509.743 473.641
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54] [,55]   [,56]  [,57]
[1,]   6.603   3.161   6.549   4.836   2.246   4.309   5.0   4.169   4.27
[2,] 769.854 344.521 820.575 432.720 231.057 893.869 782.4 656.269 796.65
[3,] 720.594 345.776 796.522 470.587 214.848 834.417 650.2 781.225 778.20
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   5.174   1.763   5.588   2.181   4.549   4.202   4.467   5.816
[2,] 525.491 169.062 813.593 191.043 516.277 377.494 656.983 893.647
[3,] 456.173 158.931 851.484 192.820 602.856 364.761 629.125 674.763
       [,66]   [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]
[1,]   2.266   5.475   4.28   5.434   2.144   6.066   5.473   6.095   5.16
[2,] 265.320 716.654 383.94 697.990 234.252 615.133 675.548 799.852 893.26
[3,] 257.063 684.234 415.36 701.786 215.435 536.848 562.746 638.658 638.40
       [,75]   [,76]   [,77]   [,78]   [,79]  [,80]   [,81]   [,82]
[1,]   6.392   5.488   5.025   1.879   4.286   4.55   6.077   2.636
[2,] 649.865 746.880 752.384 174.632 758.902 492.83 673.681 289.508
[3,] 628.295 721.423 802.500 166.650 735.249 402.95 722.888 255.577
       [,83]  [,84]   [,85]   [,86]  [,87]    [,88]   [,89]   [,90]
[1,]   3.319   2.45   5.166   4.277  10.02    8.437   2.662   2.798
[2,] 336.571 238.15 589.156 502.350 950.21  869.382 339.397 387.134
[3,] 286.393 230.15 535.505 401.180 845.90 1017.510 321.401 330.523
       [,91]   [,92]  [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.937   3.032   4.36   3.533  0.8148   2.031   15.88    6.28
[2,] 378.199 331.598 488.35 299.415 80.9826 219.368 2585.01  849.46
[3,] 334.027 346.651 414.14 300.707 81.4544 166.677 2006.04 1168.96
[1] "--- VAR model 2017-10-06 08:01:00  completed"
[1] "Completed training sample:  2017-10-06 08:01:00 - 2017-10-06 16:00:00"
[1] "SpVAR;   training sample:  2017-10-06 08:31:00 - 2017-10-06 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -15.636         -16.050        -15.684         -13.27
          -1.703           2.128          5.526         -15.22
         -12.914           0.281          2.856         -24.92
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -49.421         7.8021            2.376           10.779
         -4.284         0.7246            1.821           -4.379
        -24.511         0.7881            3.634            3.410
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            18.79            8.281          -1.3619          -18.099
           -17.62            5.629          14.1797           -2.062
            11.86           -4.957          -0.7908          -26.118
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -9.828           -4.120           -2.530         -14.1028
           -1.022            5.548           -4.672          -0.2029
           -7.439           -9.136           -6.757          -5.2462
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.167          -18.907            8.949           -1.832
          -12.217            8.274            7.571            3.170
           -5.532           -1.519          -24.129           -3.301
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -33.78           0.7991           -56.13           -19.30
           -32.24          -7.1969           -78.96           -28.94
           -10.84           3.2571           -30.25           -21.98
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -2.2731           -4.153           -5.748           -1.280
          -0.1155          -38.634          -22.355           -3.750
          -7.4306          -17.003          -33.084            2.679
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -14.09           2.3612           -39.07            9.345
           -13.62           2.5131           -20.40          -10.655
           -31.01           0.1057           -27.60           -6.008
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.677          -37.418          -10.073         -0.04609
           -5.648           -6.967          -18.566        -17.18610
           -3.980           -8.304            0.637         -7.84740
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            9.513           -4.358            4.854           5.4543
           -9.521            4.417           18.104           0.9698
           -6.685          -18.906           -1.104          -1.3444
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           6.6212            3.311            6.082          -21.087
          -0.6343            3.100           -9.015           -9.241
          -3.2272            1.736           -1.180          -23.084
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.5368          -0.9562           -9.823            15.46
           1.5626           3.8272           -9.731           -13.39
          -0.3718          -0.3522          -10.842            13.02
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.982         -12.6830          -27.431            24.62
           10.987           0.3255            6.949            14.90
            7.720          -7.4417            1.201            21.45
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.344           -3.269            8.628          -10.085
            4.420          -19.382          -27.201           -0.702
            5.040            3.345            3.351          -12.260
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.960          -0.1258          -0.2225          -28.768
            3.535          -5.3886           4.6533           -9.581
          -20.870           0.7028           3.1156           -7.707
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.754           -14.94          -19.076           -18.62
          -10.391           -10.13           -6.965           -29.30
           -9.065           -13.95           -3.152           -18.82
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.5481          -5.3033          -0.7752            9.587
         -32.2212           5.5292         -28.0072           -6.313
         -14.8462          -0.4905         -25.1107            9.796
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.159          0.02775           -29.80          -29.413
           -1.499         -3.42146           -21.44           -8.004
          -27.848          4.59146           -18.89          -10.810
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           10.786           -1.459          -17.865          -0.8697
           -5.903          -24.299           -8.406         -30.5909
            4.270           -5.852           -5.084         -16.9966
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -25.58        -0.008628          -27.108           -6.163
           -17.57        -3.191850           -5.623            8.222
           -33.41         2.253327          -27.755            1.429
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -19.44          -13.451           -9.468           11.943
           -16.34           -8.718            1.932           -5.684
           -10.92           -5.282           -2.869           -6.771
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -14.778         -23.0887          -10.700           -41.00
            5.992           1.5351           -6.572           -27.62
           -5.341          -0.4235            4.133           -49.00
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.854            6.998            1.935            2.167
            1.366           -1.009           -3.434            1.995
           -2.041           -5.247            2.896           -1.459
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.492        -10.66943           -12.71           -2.042
          -15.055          0.02267           -10.40           -1.329
           -6.854         -3.25097           -15.01            3.852
 rnd_95776.volume rnd_95787.volume
           -11.79           -20.10
            56.34           -29.67
           -32.83           -17.85
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.740 2.961  7.985 4.228 5.371 1.920 1.768 4.912 5.231 4.965 2.543
[2,] 4.526 3.505  9.274 5.780 6.949 2.312 2.125 5.804 6.361 6.371 3.289
[3,] 5.050 3.797 10.150 6.761 7.981 2.606 2.336 6.281 7.234 7.128 3.638
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.550 3.070 3.778 3.996 3.398 4.332 4.279  7.037 4.987  8.509 3.524
[2,] 4.775 3.628 4.617 4.700 4.059 5.648 5.578  8.690 6.380 10.389 4.156
[3,] 5.456 4.065 5.273 5.400 4.521 6.376 6.321 10.251 7.192 11.679 4.511
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.56 5.665 1.614 4.135 4.086 3.851 3.997 1.618 4.696 4.559 2.110
[2,] 15.83 7.540 1.936 6.302 6.711 4.506 5.704 1.959 5.904 5.290 2.402
[3,] 18.44 8.902 2.190 8.573 7.912 5.028 7.070 2.197 7.210 6.042 2.694
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.020 4.351 4.179 4.896 4.465 3.937 1.427 3.714 1.217 3.568 3.044
[2,] 6.374 6.156 6.230 6.028 5.270 4.684 1.700 4.305 1.414 4.257 4.166
[3,] 7.358 7.208 7.177 6.915 5.924 5.161 1.871 4.778 1.543 4.817 4.791
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.575 1.752 3.698 4.418 5.157 2.404 5.040 3.881 1.732 3.795 4.156
[2,] 3.148 2.068 4.672 5.192 6.618 2.956 6.530 4.419 2.085 5.830 5.654
[3,] 3.567 2.263 5.250 5.697 7.685 3.403 7.544 4.981 2.293 7.176 6.580
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.282 3.244 4.214 1.451 4.429 1.719 3.843 3.308 3.643 4.543 1.938
[2,] 4.815 5.178 4.997 1.656 5.810 1.924 4.527 3.883 4.969 6.413 2.340
[3,] 6.069 6.551 5.443 1.830 7.184 2.120 5.334 4.237 5.814 7.195 2.765
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.343 3.348 4.365 1.835 5.003 4.655 4.850 4.178 5.098 4.182 4.020
[2,] 5.597 3.821 5.471 2.115 5.803 5.590 6.251 5.961 5.983 5.576 5.269
[3,] 6.436 4.295 6.413 2.385 6.415 6.435 6.919 6.725 6.719 6.635 6.557
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86]  [,87] [,88]
[1,] 1.498 3.393 3.570 4.973 2.228 2.548 1.959 4.039 3.765  8.047 6.544
[2,] 1.747 5.079 4.367 6.015 2.656 3.051 2.301 4.929 4.490  9.317 7.560
[3,] 1.961 6.186 5.077 6.859 2.969 3.384 2.567 5.674 4.946 10.125 8.669
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.942 1.926 2.221 2.605 3.353 2.702 0.7258 1.665 12.35 4.757
[2,] 2.526 2.841 2.991 3.108 4.058 3.110 0.8700 2.021 17.24 6.515
[3,] 3.070 3.263 3.341 3.441 4.671 3.482 0.9949 2.234 19.85 8.572
Root mean square errors of predictions:  
       [,1]   [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
[1,]   4.75   3.76   10.14   5.369    6.82   2.438   2.244   6.238   6.643
[2,] 593.34 436.79 1098.55 917.729 1026.86 299.933 274.904 719.749 842.858
[3,] 521.69 340.13  960.75 817.135  914.30 280.187 225.688 559.698 802.477
       [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.304   3.23   4.508   3.898   4.798   5.075   4.315   5.501
[2,] 929.969 485.79 743.829 450.354 618.207 576.313 517.057 844.207
[3,] 744.390 362.18 614.710 426.919 592.851 619.305 463.627 689.073
       [,18]    [,19]   [,20]  [,21]   [,22]   [,23]    [,24]   [,25]
[1,]   5.434    8.936   6.333   10.8   4.475   13.41    7.194   2.049
[2,] 833.340 1187.506 926.685 1388.4 512.885 2747.10 1159.068 249.251
[3,] 692.599 1266.649 773.120 1242.8 408.747 2200.61 1101.948 238.234
        [,26]    [,27]   [,28]   [,29]   [,30]   [,31]  [,32]  [,33]
[1,]    5.251    5.189   4.891   5.076   2.055   5.963   5.79   2.68
[2,] 1107.759 1239.985 544.591 947.747 257.048 833.544 624.77 267.29
[3,] 1353.724  975.768 519.707 972.769 231.553 963.951 679.95 284.09
       [,34]    [,35]    [,36]   [,37]  [,38] [,39]   [,40]   [,41]
[1,]   6.375    5.525    5.307   6.217   5.67   5.0   1.812   4.716
[2,] 914.755 1014.365 1076.042 819.015 651.92 590.9 215.299 507.054
[3,] 856.234  873.164  829.984 789.465 630.19 505.0 181.989 482.865
       [,42]  [,43]   [,44]  [,45]   [,46]   [,47]   [,48]   [,49]   [,50]
[1,]   1.546   4.53   3.866   3.27   2.225   4.696   5.611   6.548   3.053
[2,] 167.719 540.79 662.444 422.02 255.603 665.203 635.109 966.315 400.669
[3,] 143.890 524.96 551.143 390.69 214.063 557.806 546.318 909.901 392.704
     [,51]   [,52] [,53]    [,54]   [,55]   [,56]   [,57]   [,58]   [,59]
[1,]   6.4   4.928   2.2    4.819   5.277   4.168   4.119   5.352   1.843
[2,] 967.0 492.390 270.2 1030.878 892.953 820.683 940.001 625.277 185.949
[3,] 880.1 535.186 222.1  974.405 784.031 860.163 934.811 502.749 181.354
       [,60]   [,61]  [,62]   [,63]   [,64]    [,65]   [,66]   [,67]
[1,]   5.625   2.183   4.88   4.201   4.626    5.769   2.461   5.515
[2,] 875.864 201.299 557.24 473.707 787.177 1054.166 305.164 822.321
[3,] 983.818 207.279 656.97 394.861 702.763  759.789 343.257 739.793
       [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]   [,75]
[1,]   4.252   5.542   2.331   6.353   5.911   6.159   5.305   6.474
[2,] 428.663 768.471 244.870 684.893 720.651 918.383 990.257 729.522
[3,] 457.144 779.233 256.559 637.112 742.675 690.796 725.415 711.768
      [,76]   [,77]   [,78]   [,79]   [,80]   [,81]  [,82]   [,83]   [,84]
[1,]   5.31   5.104   1.903   4.308   4.533   6.315   2.83   3.235   2.487
[2,] 859.03 793.299 209.183 880.202 586.118 787.959 336.51 391.094 281.081
[3,] 837.67 909.035 207.536 822.506 602.887 768.064 309.00 340.634 265.176
       [,85]   [,86]   [,87]  [,88]   [,89]   [,90]   [,91]   [,92]
[1,]   5.129   4.781   10.22   8.31   2.467   2.446   2.821   3.308
[2,] 658.060 569.590 1093.90 881.54 376.004 486.474 466.562 394.851
[3,] 654.218 483.055  922.86 988.18 406.311 373.995 346.659 343.908
       [,93]   [,94]    [,95]   [,96]   [,97]   [,98]
[1,]   4.258   3.431   0.9217   2.114   15.68    6.04
[2,] 532.273 358.909 111.7195 266.617 2801.69 1036.74
[3,] 538.906 364.334 112.4015 221.875 2291.78 1297.52
[1] "--- VAR model 2017-10-06 08:31:00  completed"
[1] "Completed training sample:  2017-10-06 08:31:00 - 2017-10-06 16:30:00"
[1] "SpVAR;   training sample:  2017-10-06 09:01:00 - 2017-10-06 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -11.581           4.634          -8.52         0.5688
          -9.940           3.796         -14.28       -23.3752
          -1.771           2.096         -26.03         3.1476
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -3.701          1.927           1.6723           -2.408
        -12.575          4.774           0.9324           -1.666
        -20.897          2.910           2.0966            1.121
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.1607          -13.723         -3.00658           -10.59
          -9.4404            2.031         -1.05722           -17.03
          -0.7242           -3.411         -0.03375           -15.40
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.697            2.238            9.700          -7.1099
            5.996           -6.973           -7.290          -0.4849
            1.943           -5.154           -5.104         -12.9443
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -7.241          -23.208           3.6856          -2.0461
          -11.137           -4.463           0.5354          -0.5773
          -12.518          -15.362          -2.1849          -2.9749
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -5.861          -20.980           -5.563           -9.263
           -7.183           -4.872          -45.378          -20.003
          -13.281           -4.828          -10.546           -8.234
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.082         -21.6397           -6.727           2.7024
            1.680           0.5142          -19.382           2.5419
           -2.115         -21.8544          -21.911          -0.2849
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -9.133            6.291          -0.4969            1.605
          -12.444           -6.889          -1.9319            1.847
           -3.650           -4.214          -7.9218           -0.282
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -17.093            16.11          -21.183         -20.5827
          -10.857            12.76           -1.133           0.5533
           -3.625           -10.93            4.731           2.0741
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -13.314           -10.46           17.089         -0.61414
           -6.228           -10.70            5.765          1.58503
          -12.552           -12.12           20.623          0.05741
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            2.386          -3.0142            8.173          -12.406
           -2.918          -0.5602           -6.276           -6.335
            5.382          -5.2103           -5.780          -14.552
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           7.4455          2.04524         -17.9355           13.473
           0.3549          0.84764          -0.3629          -12.607
           1.3803          0.03137          -8.6123            9.539
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -19.205            2.445         -10.9459           25.120
           14.236            6.751          -3.5295            9.735
           -7.965            0.128           0.7718           16.911
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4217           -11.74            2.316            3.829
          -2.7463            21.74           -4.759          -16.440
           3.8358           -18.89          -15.150            8.408
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.758            8.077           2.5601            16.25
            3.485          -13.053           5.3886           -10.58
           -2.573           -9.100           0.9081           -27.50
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.203             2.08           -5.361            10.93
           -7.935           -10.95           -8.256           -11.34
           -7.318           -12.71           -8.784           -10.58
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            13.00            1.934            8.340           6.9695
           -11.59           11.460           -9.786           3.1615
           -24.75            3.964          -22.745           0.3677
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -16.33          -3.1186          -22.529         -13.1879
            16.70          -0.1475          -20.636         -16.0083
           -11.01           3.8819           -9.535           0.8925
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.4961            16.10            18.70            8.766
          -0.2354           -15.48            26.70            8.065
          -5.0272           -19.80            13.85            2.110
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -11.064           1.9446            9.289           15.550
           14.405           0.4031            5.504           17.249
            6.225          -2.3510            4.586           -3.778
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           12.396            7.325            6.101          -6.3303
           -5.175            7.187           12.134          -7.8306
           13.238            4.319            2.893          -0.6787
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -8.263          -11.940            4.249           -11.41
          -10.931            7.101            6.586           -24.22
           -4.816           -1.236            6.872            -4.92
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.870           -5.054            1.460            5.748
            3.800            9.155            1.844           -5.800
            2.805           -4.294            4.831           11.834
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          17.3996            3.726          -11.794            1.370
           0.2788            8.558           -7.057            4.091
         -11.5884            2.513          -12.742            7.937
 rnd_95776.volume rnd_95787.volume
            3.055           -28.91
          -10.436           -14.85
           -9.789           -13.82
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.496 2.971  8.173 4.507 5.935 2.074 1.738 4.943 5.456 4.956 2.564
[2,] 4.266 3.534  9.258 5.858 7.349 2.522 2.082 5.902 6.599 6.251 3.336
[3,] 4.815 3.839 10.245 6.802 8.138 2.847 2.285 6.489 7.302 7.136 3.702
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 3.550 3.183 3.760 3.896 3.419 4.179 3.927 7.073 4.565  8.31 3.671
[2,] 4.687 3.659 4.458 4.520 4.030 5.295 5.053 8.532 5.864 10.21 4.306
[3,] 5.252 4.107 5.078 5.167 4.480 5.803 5.787 9.755 6.626 11.32 4.646
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.65 5.650 1.613 3.962 4.223 3.666 4.143 1.696 4.836 4.363 2.065
[2,] 15.92 7.578 1.935 6.200 6.708 4.288 5.836 2.007 6.003 5.192 2.411
[3,] 18.61 8.922 2.204 8.419 8.027 4.724 7.097 2.248 7.231 5.845 2.739
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.048 4.484 4.306 4.932 4.366 4.296 1.414 3.808 1.207 3.433 2.880
[2,] 6.395 6.089 6.354 6.008 5.180 4.997 1.671 4.433 1.398 4.174 4.105
[3,] 7.277 7.079 7.308 6.851 5.741 5.606 1.844 4.930 1.523 4.724 4.769
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.671 1.690 3.646 4.140 5.273 2.559 5.132 3.796 1.769 3.911 4.013
[2,] 3.203 1.956 4.700 4.955 6.775 3.018 6.429 4.439 2.141 5.890 5.504
[3,] 3.557 2.153 5.237 5.470 7.865 3.389 7.446 4.970 2.343 7.069 6.400
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.393 3.409 4.157 1.431 4.678 1.707 4.136 3.177 3.881 4.619 1.943
[2,] 4.989 5.200 4.853 1.639 6.053 1.931 4.810 3.720 5.103 6.450 2.304
[3,] 6.266 6.526 5.368 1.823 7.418 2.086 5.562 4.148 5.863 7.237 2.683
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.409 3.305 4.284 1.848 4.868 4.864 4.928 4.176 5.257 4.280 4.013
[2,] 5.542 3.781 5.472 2.212 5.667 5.762 6.537 5.882 6.200 5.622 5.238
[3,] 6.599 4.169 6.321 2.494 6.261 6.638 7.188 6.650 6.986 6.427 6.578
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.500 3.472 3.315 5.134 2.202 2.463 2.030 3.785 4.033 7.720 6.381
[2,] 1.769 5.084 4.136 6.036 2.582 2.995 2.344 4.823 4.830 8.952 7.576
[3,] 1.987 6.080 4.846 6.863 2.901 3.313 2.563 5.567 5.321 9.771 8.543
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.854 2.000 2.118 2.468 3.302 2.733 0.7511 1.719 12.07 4.647
[2,] 2.402 2.891 2.806 3.014 4.005 3.157 0.9168 2.088 17.19 6.497
[3,] 3.027 3.285 3.182 3.349 4.612 3.480 1.0833 2.316 19.64 8.542
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.439   3.773   10.38   5.724    7.537   2.633   2.207   6.277
[2,] 593.617 464.175 1055.67 907.983 1052.107 348.555 278.167 782.879
[3,] 541.682 364.389 1064.79 839.439  848.001 320.310 228.272 654.560
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.928   6.294   3.256   4.508   4.042   4.774   4.947   4.342
[2,] 901.162 924.569 518.018 742.739 438.181 581.439 556.462 517.598
[3,] 758.781 835.566 389.637 575.400 452.372 589.896 607.635 475.024
       [,17]   [,18]    [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   5.307   4.986    8.982   5.797   10.55   4.661   13.53    7.175
[2,] 789.251 771.858 1158.155 893.210 1441.85 546.358 2871.38 1225.794
[3,] 576.124 684.554 1147.760 748.771 1185.10 423.780 2340.80 1142.963
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.048    5.031    5.362   4.655   5.261   2.154   6.142   5.541
[2,] 259.649 1157.562 1264.993 539.954 997.730 260.191 863.171 682.808
[3,] 255.967 1382.340 1070.123 481.165 980.208 245.728 978.558 651.801
       [,33]  [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.622   6.41   5.694    5.468   6.262   5.545   5.455   1.795
[2,] 302.387 952.85 999.719 1134.155 832.938 676.477 619.528 216.507
[3,] 315.306 842.79 876.440  876.273 798.903 600.862 616.859 188.919
       [,41]   [,42]  [,43]   [,44]   [,45]   [,46]  [,47]   [,48]
[1,]   4.836   1.533   4.36   3.657   3.391   2.145   4.63   5.257
[2,] 550.838 171.092 576.38 710.004 429.174 239.365 719.99 660.803
[3,] 523.514 146.942 536.61 589.101 375.601 218.132 560.37 562.357
        [,49]  [,50]   [,51]  [,52]   [,53]    [,54]   [,55]   [,56]
[1,]    6.696   3.25   6.517   4.82   2.247    4.966   5.095   4.308
[2,] 1032.347 388.50 939.849 558.61 292.479 1069.102 914.275 887.763
[3,]  969.624 374.01 911.521 542.53 231.087  948.496 792.918 920.038
       [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   4.329   5.279   1.818    5.941   2.167   5.253   4.034   4.928
[2,] 953.082 607.537 193.989  932.174 219.386 595.777 469.883 804.046
[3,] 957.204 557.017 193.727 1040.775 191.422 677.925 445.563 700.883
        [,65]   [,66]   [,67]   [,68]  [,69]   [,70]   [,71]   [,72]
[1,]    5.866   2.468   5.598   4.197   5.44   2.347   6.181   6.177
[2,] 1092.735 300.285 814.919 446.026 826.21 294.840 704.147 749.893
[3,]  796.626 333.879 869.490 425.893 767.93 279.713 646.516 799.907
        [,73]    [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]
[1,]    6.258    5.302   6.676   5.436   5.096   1.905   4.409   4.209
[2,] 1042.381 1005.563 797.971 884.803 817.004 227.344 901.436 600.249
[3,]  725.575  752.857 781.420 755.690 965.718 219.895 809.440 613.093
      [,81]   [,82]   [,83]   [,84]   [,85]   [,86]    [,87]   [,88]
[1,]   6.52   2.797   3.127   2.577   4.806   5.122    9.803   8.103
[2,] 770.21 327.179 413.903 284.664 725.694 644.840 1100.073 991.122
[3,] 792.98 320.838 343.561 251.703 674.493 541.755  950.576 958.539
       [,89]  [,90]   [,91]   [,92]   [,93]   [,94]    [,95]   [,96]
[1,]   2.355   2.54   2.689   3.134   4.193   3.471   0.9538   2.183
[2,] 370.780 506.79 446.856 419.977 550.334 383.212 127.6167 287.683
[3,] 447.117 378.49 364.025 354.224 554.726 355.460 140.0410 243.259
       [,97]    [,98]
[1,]   15.33    5.901
[2,] 2968.87 1101.909
[3,] 2304.87 1346.072
[1] "--- VAR model 2017-10-06 09:01:00  completed"
[1] "Completed training sample:  2017-10-06 09:01:00 - 2017-10-06 17:00:00"
[1] "SpVAR;   training sample:  2017-10-06 09:31:00 - 2017-10-06 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -7.884           6.088         -13.54         -8.895
           5.026          -4.182         -17.35        -17.952
          -2.084          -5.360         -19.30        -23.991
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -14.09         0.5811           -7.118          -14.530
         -19.77         3.4987            5.289            5.573
         -33.41         1.9182            3.538           -5.855
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.418           11.221          10.4286           -17.08
           -3.070           -2.194          -9.5887           -17.98
            1.626            2.585           0.9089           -19.96
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            8.889           9.4703           0.4774          -26.930
            4.206          -5.3004         -12.8639           -6.604
            5.134           0.3131           2.0128           -6.775
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.02292            1.939          -16.675         -29.1477
        -10.64950           -3.703           -3.962          -0.9763
        -16.02359          -24.506            1.450           0.6849
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -37.35           -5.449           -31.32           -4.448
           -18.35           -8.891           -74.87          -49.152
           -24.97           -1.380           -24.44          -19.543
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           3.4916           -24.24          -19.138           -5.276
          -5.5949           -24.83           -6.841          -12.170
           0.1414           -29.62          -49.206            5.425
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -15.966          2.48204           2.4433           -2.163
          -31.374         -1.10257         -20.3076            4.811
           -4.536         -0.05678          -0.6932           -6.076
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.8807            9.324           -5.238           -11.13
           0.4363           -6.866           -3.680           -10.56
           3.5194          -29.582          -23.707           -13.84
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -17.833       -17.512245           -1.355           0.8611
            1.999         0.006472          -16.495           0.1204
            8.090        -9.008016            7.167          -1.0999
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -9.296          -1.5835         -12.7821           -12.79
          -12.499           4.0841           0.3217           -15.00
          -12.944           0.7759           0.1238           -13.35
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.436          -0.9706           -14.42            7.454
            4.406           2.8460           -18.03           -8.465
           -3.406           1.8897           -14.91            4.722
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -15.26          -1.7251            4.103             1.32
            19.36          -5.8603            8.904            12.66
           -20.92           0.8628           -9.794            12.81
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.851          -28.088          -31.058          -17.562
           -2.845           13.722            7.882          -16.427
            1.988            1.653           -4.456           -1.124
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -15.968          -10.712          -0.4601           -15.65
          -22.407            1.447           3.9395           -17.31
            3.662          -10.147           4.0168           -30.09
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -3.175           -6.509           -8.939           -1.311
           -0.288           -6.410            2.386           -1.092
           -5.019          -15.300           -9.308           -4.502
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            5.504        10.121552            1.230            7.961
            3.339         1.153933           -7.101            4.381
            8.588         0.005915           -8.610           -2.073
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.4492            7.831           -5.476          0.08171
          -0.7609            7.859           -6.389         -0.92664
         -19.8493           -1.690           -8.061          0.83896
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -7.422           -5.742           -3.144          -18.048
           10.818           -2.144            3.874           -0.254
           12.512            3.608            8.979            6.998
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.451          -7.8757           -2.675          -8.5235
            1.226          -1.8133           -4.027           0.5482
           11.536          -0.9973            6.370           3.3310
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.373           2.2484           -7.762          7.60976
            9.091          -1.9957            2.952         -0.06849
            1.129           0.7694            7.246         -0.59500
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -10.301           13.729           -11.77           -6.577
          -19.723            3.469           -16.95          -17.020
           -6.528           -5.334           -12.68          -24.633
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            6.922           8.1131            6.616           9.0541
            6.649          -1.0185            1.598          -0.5411
            1.186           0.2695           -2.063           4.6610
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.237          -3.8170          -11.596           1.9514
           -3.163           0.1636           -9.100          -1.0439
           -8.182           2.8986           -8.965           0.9055
 rnd_95776.volume rnd_95787.volume
          -18.272           -16.48
            4.829           -32.54
         -113.575           -17.59
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.290 2.924  7.92 4.602 5.902 2.123 1.748 5.252 5.900 5.252 2.644
[2,] 4.082 3.492  9.00 5.756 7.278 2.670 2.095 6.100 6.991 6.643 3.411
[3,] 4.676 3.797 10.01 6.718 8.041 3.005 2.307 6.600 7.624 7.379 3.802
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.417 3.414 3.645 3.563 3.281 4.143 4.149 6.855 4.978  8.251 3.676
[2,] 4.685 3.872 4.451 4.224 3.884 5.295 5.306 8.365 6.192 10.006 4.189
[3,] 5.262 4.223 5.087 4.950 4.438 5.849 6.022 9.514 6.990 11.168 4.574
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.95 5.846 1.660 4.076 4.175 3.560 4.218 1.757 4.967 4.264 2.054
[2,] 15.19 7.414 1.989 6.261 6.877 4.199 5.770 2.053 6.164 5.136 2.391
[3,] 18.00 8.772 2.257 8.266 7.843 4.692 7.129 2.272 7.267 5.724 2.682
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.908 4.311 4.508 4.876 4.585 4.453 1.407 3.818 1.214 3.351 2.752
[2,] 6.312 6.008 6.265 5.925 5.386 5.252 1.659 4.553 1.376 4.101 4.096
[3,] 7.139 6.998 7.207 6.840 5.904 5.965 1.825 5.041 1.493 4.682 4.689
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.697 1.644 3.623 4.136 5.042 2.486 5.212 3.791 1.716 4.183 4.155
[2,] 3.295 1.910 4.645 4.948 6.707 3.039 6.376 4.447 2.135 5.963 5.483
[3,] 3.629 2.157 5.228 5.565 7.729 3.420 7.415 4.966 2.362 7.165 6.308
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.512 3.369 4.173 1.493 4.813 1.662 4.279 3.268 3.890 4.368 2.006
[2,] 5.063 5.306 4.784 1.675 6.098 1.922 4.917 3.806 5.346 6.271 2.387
[3,] 6.117 6.579 5.294 1.858 7.488 2.084 5.632 4.196 6.092 7.105 2.753
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.592 3.380 4.199 1.966 5.092 4.916 5.312 4.429 5.261 4.100 3.982
[2,] 5.690 3.780 5.442 2.324 5.936 5.838 6.906 5.913 6.276 5.255 5.141
[3,] 6.622 4.143 6.270 2.608 6.407 6.752 7.620 6.718 7.060 6.002 6.292
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.521 3.340 3.423 4.870 2.299 2.588 2.093 4.014 4.065 7.218 5.911
[2,] 1.780 4.826 4.302 5.861 2.624 3.035 2.379 5.080 4.843 8.674 7.166
[3,] 1.985 5.671 4.914 6.547 2.921 3.369 2.593 5.800 5.298 9.470 8.060
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.835 2.044 2.039 2.594 3.346 2.716 0.8109 1.654 11.88 4.708
[2,] 2.380 3.123 2.806 3.106 4.018 3.207 0.9913 2.059 17.38 6.444
[3,] 3.089 3.510 3.255 3.415 4.579 3.520 1.1735 2.286 19.80 8.396
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]   [,7]    [,8]
[1,]   4.178   3.713   10.06   5.844    7.494   2.696   2.22   6.669
[2,] 586.013 462.938 1036.75 838.610 1033.121 392.762 280.25 753.002
[3,] 553.257 362.023 1062.46 840.372  829.650 334.380 234.45 611.091
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]  [,17]
[1,]   7.492   6.67   3.357   4.339   4.336   4.629   4.524   4.166   5.26
[2,] 909.714 986.82 522.721 777.578 443.110 619.792 550.466 504.415 800.07
[3,] 738.031 779.15 407.545 581.298 408.638 597.628 625.992 520.647 602.87
       [,18]    [,19]   [,20]   [,21]   [,22]  [,23]    [,24]   [,25]
[1,]   5.268    8.705   6.322   10.48   4.668   13.9    7.424   2.108
[2,] 802.413 1162.597 893.150 1373.24 487.091 2556.2 1105.867 266.066
[3,] 690.728 1099.621 786.981 1202.91 445.760 2343.0 1137.350 258.747
        [,26]    [,27]   [,28]    [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.176    5.301   4.521    5.356   2.231   6.307   5.415   2.608
[2,] 1152.818 1325.696 539.959  955.201 257.646 885.504 694.757 296.946
[3,] 1309.382  914.964 507.932 1015.450 236.032 933.437 612.627 294.608
       [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.233    5.475    5.724   6.192   5.823   5.655   1.787   4.849
[2,] 962.847 1015.122 1055.631 816.669 685.405 675.333 213.103 601.644
[3,] 809.097  870.201  864.133 829.106 586.919 686.009 184.347 524.890
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]    [,49]
[1,]   1.542   4.255   3.494   3.425   2.088   4.601   5.252    6.403
[2,] 157.032 573.497 735.890 459.290 235.589 705.166 658.858 1072.885
[3,] 140.343 547.928 554.024 368.671 243.423 581.902 618.175  931.765
       [,50]   [,51]   [,52]   [,53]    [,54]   [,55]  [,56]   [,57]
[1,]   3.157   6.618   4.814   2.179    5.312   5.276   4.46   4.278
[2,] 424.149 891.075 563.685 307.962 1030.764 868.057 884.50 994.188
[3,] 380.213 918.467 536.231 245.119  963.956 756.634 832.88 943.928
       [,58]   [,59]    [,60]   [,61]   [,62]  [,63]  [,64]    [,65]
[1,]   5.299   1.896    6.112   2.111   5.433   4.15   4.94    5.547
[2,] 567.516 184.203  908.204 233.979 587.492 472.99 889.70 1091.302
[3,] 549.968 195.156 1054.488 195.495 666.373 429.03 708.33  810.269
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]    [,73]
[1,]   2.548   5.831   4.292   5.332   2.497   6.466   6.243    6.746
[2,] 313.923 815.194 410.589 839.857 300.565 739.832 763.673 1070.443
[3,] 332.393 821.734 411.781 755.157 287.169 585.417 823.092  781.516
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   5.624   6.681   5.206   5.056   1.931   4.242   4.347   6.185
[2,] 950.591 830.297 797.572 789.003 224.500 845.149 632.002 790.828
[3,] 773.426 784.297 703.404 880.119 212.810 722.425 576.167 707.840
       [,82]   [,83]   [,84]   [,85]   [,86]    [,87]   [,88]  [,89]
[1,]   2.919   3.286   2.657   5.097   5.162    9.166   7.506   2.33
[2,] 306.707 384.577 274.529 755.507 638.717 1166.972 983.021 367.47
[3,] 311.770 354.642 250.384 678.817 520.935  921.833 894.958 477.90
       [,90]   [,91]   [,92]   [,93]   [,94]  [,95] [,96]   [,97]    [,98]
[1,]   2.596   2.589   3.293   4.249   3.449   1.03   2.1   15.08    5.979
[2,] 572.780 467.791 414.380 539.520 413.765 138.33 297.5 3077.20 1067.166
[3,] 388.799 400.042 344.536 533.050 352.087 152.36 241.0 2302.19 1305.791
[1] "--- VAR model 2017-10-06 09:31:00  completed"
[1] "Completed training sample:  2017-10-06 09:31:00 - 2017-10-06 17:30:00"
[1] "SpVAR;   training sample:  2017-10-06 10:01:00 - 2017-10-06 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.102          -14.61         -4.156         -3.458
          -9.183           10.67         -3.781          1.452
          -6.532            3.35        -10.433        -15.299
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          4.881          4.894           7.2408           31.230
          4.578         -9.263           0.7998            4.433
         -5.992         12.629          -0.4099           -1.639
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           13.313          -10.089            3.405            -6.28
           18.196           26.583            3.237           -12.98
           -5.594           -5.509            7.466           -17.53
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.695           7.9655           7.4203          -12.919
            8.379          -0.3275          -6.5044           -1.143
            9.119           2.6511           0.9443           -8.240
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -6.0890           -2.314            31.03           28.708
           0.4406           -7.343            14.63           21.610
           1.0856            4.701            20.58           -0.909
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            5.272            4.862           16.271            1.790
           -4.659           -0.541           -1.664            2.307
           -9.649            5.638           -8.899           -4.386
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            7.928            6.816           17.406            5.145
            1.362            2.574           -2.811           -3.398
            3.620           -4.785           -3.902            5.933
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.444           -1.261          -31.374            2.812
           -2.793           -1.636           -9.287           -5.202
          -11.264           -2.857            3.960           -2.267
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.241           -1.117           11.841            6.101
           -2.297           -5.778           -8.064            8.721
           -1.218            1.546            1.269           -2.580
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -10.106          -12.371            1.439          -0.2717
           -9.474           -3.279            1.642           1.5744
           -1.176          -14.608            4.571          -2.2696
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -7.454            4.857            2.679          -12.236
            2.164            1.064            5.924           -4.552
           11.057            2.722           -6.354           -6.346
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.9093           0.7366          -21.799          -14.927
           4.1080           1.7208           -8.038            9.409
           4.0590           4.8559           -1.033          -11.082
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           13.765            5.174           -6.366            22.14
            6.235           -8.040           -8.601            13.45
            3.956           -7.629          -11.316            18.33
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1128            7.002            2.851           4.9461
           3.6536            5.572            1.705           0.9442
          -3.3952          -13.672           -7.982          -0.7189
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.156           -1.436            4.140            20.47
           11.434          -12.464            2.914           -14.17
            5.745            7.244            1.409           -13.19
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -9.737           10.764           -4.774            8.236
           -5.781            2.439          -10.856           -4.755
           -2.289          -11.855           -9.651           -5.621
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.7276            2.272            6.001           3.6183
          -3.4636            5.611           -3.850           9.7049
          -7.9086           -2.189           -9.740           0.6532
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.994            6.233            6.942            5.818
            2.894            4.748            8.736           -9.381
           -0.479            4.157           -1.293           -6.259
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           10.114           -3.337           10.704            7.454
            6.237            3.933            9.433           -2.806
            7.060           -9.733            7.416           -7.190
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.620           2.2421          -5.4921          -10.567
            1.192          -0.0937           2.7402           -8.730
            2.593           0.4627          -0.4569           -3.898
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.082           -2.880            2.512           -7.260
          -16.130           -4.148            1.943           -4.663
           -4.990           -1.315            1.061           -1.184
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -14.482          -1.4535          -20.607          1.49185
           -1.315          -0.6736          -11.836         -2.99160
           -2.358           1.0138            2.743          0.07725
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.6751            4.134            6.801            7.643
          11.5441            3.240            2.745            2.319
           0.5301            8.199           -1.789           -6.379
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.455            6.090           -11.17            3.902
           -4.649           -7.472           -11.89            5.232
           -2.810            4.864           -11.92           -2.410
 rnd_95776.volume rnd_95787.volume
            42.80          -8.1548
           -76.15          -0.7427
            -7.12          -8.2007
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.460 3.036 8.067 4.688 6.048 2.135 1.793 5.442 5.908 5.119 2.680
[2,] 4.148 3.633 9.062 5.880 7.621 2.723 2.102 6.290 6.973 6.630 3.410
[3,] 4.652 3.929 9.913 6.833 8.364 3.047 2.291 6.820 7.606 7.385 3.795
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.333 3.461 3.639 3.575 3.292 4.079 4.313  8.024 5.135  8.355 3.593
[2,] 4.533 3.945 4.448 4.212 3.852 5.284 5.309  9.301 6.277 10.288 4.257
[3,] 5.097 4.310 5.011 4.905 4.377 5.950 6.134 10.336 7.061 11.506 4.613
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.89 5.735 1.660 4.063 3.925 3.438 4.262 1.878 4.956 4.152 2.040
[2,] 15.44 7.342 2.043 6.172 6.397 4.038 5.924 2.185 6.241 4.997 2.436
[3,] 18.31 8.709 2.285 8.303 7.394 4.603 7.145 2.407 7.249 5.600 2.694
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.874 4.336 4.672 4.798 4.621 4.426 1.390 3.882 1.180 3.492 2.764
[2,] 6.294 5.946 6.244 5.884 5.388 5.284 1.664 4.583 1.379 4.256 4.136
[3,] 7.071 6.924 7.145 6.760 5.868 5.938 1.830 5.006 1.473 4.842 4.724
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.826 1.555 3.526 4.303 5.270 2.304 5.013 4.039 1.623 4.329 4.049
[2,] 3.440 1.829 4.549 5.144 6.923 2.984 6.303 4.541 2.026 6.198 5.499
[3,] 3.718 2.065 5.127 5.738 7.911 3.365 7.516 5.043 2.256 7.359 6.384
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.520 3.416 4.034 1.542 4.746 1.731 4.081 3.134 4.019 4.507 1.965
[2,] 5.055 5.372 4.585 1.723 6.015 1.941 4.818 3.668 5.323 6.056 2.374
[3,] 6.177 6.471 5.107 1.900 7.480 2.110 5.617 4.135 6.165 6.965 2.702
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.569 3.473 4.221 2.005 5.143 4.944 5.269 4.355 5.189 4.169 4.155
[2,] 5.635 3.856 5.610 2.389 5.989 5.920 6.997 5.791 6.264 5.255 5.191
[3,] 6.609 4.213 6.268 2.663 6.478 6.749 7.863 6.662 6.944 6.060 6.231
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.533 3.572 3.526 4.944 2.299 2.683 2.122 3.982 4.077 7.241 5.986
[2,] 1.775 4.942 4.432 5.948 2.672 3.121 2.473 5.049 4.818 8.696 7.295
[3,] 1.979 5.755 5.052 6.563 2.966 3.521 2.660 5.806 5.319 9.392 8.188
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.889 2.151 2.130 2.743 3.277 2.734 0.8271 1.747 11.96 4.379
[2,] 2.451 3.159 2.989 3.213 3.963 3.209 1.0034 2.120 17.48 6.316
[3,] 3.113 3.594 3.403 3.544 4.538 3.543 1.1804 2.340 19.92 8.404
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.394   3.856  10.24   5.954    7.679   2.712   2.276   6.911
[2,] 542.493 473.231 978.64 841.630 1099.668 400.513 260.201 747.835
[3,] 499.442 354.734 953.26 825.279  817.366 324.593 216.363 625.118
        [,9] [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]  [,17]
[1,]   7.503   6.5   3.403   4.232   4.395   4.621   4.539   4.18   5.18
[2,] 878.120 999.3 499.982 728.401 449.020 606.654 528.353 474.36 796.60
[3,] 720.435 771.0 395.024 552.786 411.457 547.166 595.783 493.02 648.54
       [,18]   [,19]  [,20]   [,21]   [,22]   [,23]    [,24]   [,25]
[1,]   5.477   10.19   6.52   10.61   4.563   13.83    7.283   2.107
[2,] 734.224 1115.37 856.32 1423.67 541.363 2595.30 1086.981 282.526
[3,] 728.397 1069.16 766.85 1221.56 421.070 2332.10 1110.936 242.979
        [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.159    4.984   4.366   5.411   2.385   6.293   5.273   2.591
[2,] 1101.601 1197.820 502.090 975.967 264.932 899.475 659.336 315.590
[3,] 1317.044  879.437 523.887 947.313 239.227 874.320 599.268 272.729
      [,34]   [,35]   [,36]   [,37]   [,38]  [,39]   [,40]  [,41]   [,42]
[1,]   6.19   5.507   5.932   6.093   5.867   5.62   1.765   4.93   1.499
[2,] 944.15 964.777 982.409 807.556 657.072 684.69 217.211 577.54 169.234
[3,] 764.23 841.127 823.677 788.989 551.525 642.31 180.534 477.73 122.726
       [,43]  [,44]   [,45]   [,46]   [,47]   [,48]    [,49]   [,50]
[1,]   4.434   3.51   3.588   1.975   4.478   5.464    6.691   2.926
[2,] 577.045 729.53 465.320 228.392 681.396 668.710 1064.726 449.717
[3,] 547.671 541.26 334.634 227.309 560.967 602.721  907.956 368.491
       [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]   [,58]
[1,]   6.366   5.128   2.061    5.497   5.142   4.469   4.338   5.123
[2,] 906.180 492.137 287.585 1051.725 882.333 860.497 983.248 516.644
[3,] 970.787 520.300 235.131  941.001 768.890 841.717 855.642 533.279
       [,59]    [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.959    6.026   2.198   5.183   3.979   5.103   5.723   2.496
[2,] 181.969  876.433 208.240 607.271 452.091 827.846 959.149 315.920
[3,] 190.289 1054.183 196.153 684.776 452.485 737.327 816.033 305.600
       [,67]   [,68]  [,69]   [,70]   [,71]   [,72]    [,73]  [,74]
[1,]   5.802   4.411   5.36   2.546   6.531   6.279    6.691   5.53
[2,] 782.061 396.915 876.09 307.991 727.424 771.964 1091.641 905.33
[3,] 818.854 402.878 663.07 278.878 585.474 768.559  850.923 780.61
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   6.589   5.294   5.276   1.947   4.536   4.478   6.278   2.919
[2,] 831.834 758.355 738.004 212.030 809.920 636.420 784.074 322.838
[3,] 711.188 715.879 817.346 207.717 699.154 575.461 657.645 305.671
       [,83]   [,84]   [,85]   [,86]    [,87]   [,88]   [,89]   [,90]
[1,]   3.407   2.695   5.057   5.178    9.194   7.602   2.399   2.732
[2,] 377.817 300.790 736.080 608.858 1142.039 988.764 370.064 548.540
[3,] 386.651 232.584 679.548 534.274  841.369 881.721 455.137 406.398
       [,91]   [,92]   [,93]   [,94]  [,95]   [,96]   [,97]   [,98]
[1,]   2.705   3.484   4.161   3.471   1.05   2.218   15.19    5.56
[2,] 497.131 396.809 528.556 398.313 134.71 284.822 3022.64 1079.45
[3,] 386.006 354.272 524.360 356.299 147.42 235.029 2262.90 1314.45
[1] "--- VAR model 2017-10-06 10:01:00  completed"
[1] "Completed training sample:  2017-10-06 10:01:00 - 2017-10-06 18:00:00"
[1] "SpVAR;   training sample:  2017-10-06 10:31:00 - 2017-10-06 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -8.881           3.714          5.590          7.077
          -1.963          -6.329          9.977          5.369
           1.364           1.129          1.840          2.926
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -12.22         7.6024            4.433          15.1887
          13.85         3.2571            2.932          15.2572
          15.86         0.5369            7.235          -0.4607
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -10.08          -10.274           0.2832            -8.20
            11.56            8.445          -5.1526           -17.39
            -2.01            7.156           4.9279           -18.05
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -11.401          -2.6401           8.3716          -11.234
           -1.698           0.2731          -0.2911            3.350
            1.913          -2.4619          -6.8594           -3.515
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.1175          -2.8475            26.26            4.153
           4.8126           0.4255            14.11           13.682
          -2.7060           0.9379            26.45           13.253
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -13.848            3.977            19.34            5.750
           14.311            4.383           -19.66           -1.511
            2.362           -2.854            10.38            2.476
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.8935           8.8462          -5.5682            4.810
           2.1702          -0.8617           4.0300           -3.256
          -1.7355          -1.6242          -0.9412           -1.708
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            2.088          -2.4003          -13.025           -2.795
            4.886           5.3901            0.433            3.624
           11.990          -0.6952           13.294           -3.166
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           4.1051          -22.631          -28.683            2.488
          -0.3235           -1.207            1.822          -22.565
           1.9000            1.171           11.288            3.736
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.507           15.091           9.0850           0.3464
            8.992            9.762           0.7099           2.4616
           14.592           16.652           0.7476           2.5717
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            0.061           1.1972           -4.412           -4.601
            9.182           3.6424           -8.259          -12.248
            5.271           0.4285           -3.219          -16.440
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.518          -0.8506           -4.151           20.581
            5.116           4.0459           -3.396           -1.597
            8.708           5.2600           -4.935            6.925
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           15.661          -5.9551           -10.79            10.31
            6.941           0.1200            19.63            18.93
           11.294           0.4068            23.55            16.10
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.4379         -20.9713          -17.309           5.8374
           0.8239          -0.3578           -5.885         -13.6911
           5.3380          21.7188            8.716           0.5014
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           24.828           3.2731            1.596            11.64
           -1.423           4.0794            1.869            19.09
           -3.338          -0.4647           -2.476           -15.81
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -4.737           -7.362            4.639            6.353
           -5.517            8.163            4.096            3.585
           -4.217           -9.942           -2.289           18.585
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          25.9417           5.3228           31.543          -6.2834
           1.3436           0.7920            4.706           6.7910
           0.8929          -0.6786            5.540           0.5485
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -2.6190           -2.143          -8.4617            5.774
          25.2726           -2.043           0.3097           -7.508
          -0.9431           -1.837           4.4151           -2.629
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          23.6452          18.8338            30.84            4.849
           4.0442          -7.7845            12.21           -2.123
          -0.9088          -0.2062            15.76           -2.171
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -12.474          -0.7155            5.334           11.053
            7.793           2.3813           -9.767            5.026
          -10.326           1.0726            1.743           18.434
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           10.857            2.356          -9.3284           0.5513
            4.945            4.330           6.1450           2.6987
           -8.163            7.871           0.2912           1.9474
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.641            6.353            29.76          -6.1145
            9.895           -2.286            10.90          -4.8197
           16.595            1.775            -9.97           0.2848
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.06463          -0.8695           0.3972           -2.447
          4.84900          -2.5460          -5.1756           -7.321
          0.40221          -7.0861          -5.0482           -5.463
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           13.035            3.536           -11.36           -2.450
           13.002           10.004           -10.53           -1.077
           -6.971           -5.838           -12.15           -1.005
 rnd_95776.volume rnd_95787.volume
            27.91          11.7983
            49.96           0.5557
            12.08           6.3045
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.498 2.949 7.818 4.603 6.128 2.183 1.791 5.273 5.737 4.826 2.583
[2,] 4.233 3.475 8.837 5.903 7.631 2.759 2.126 6.051 6.892 6.442 3.218
[3,] 4.731 3.844 9.733 6.842 8.420 3.079 2.335 6.649 7.496 7.240 3.621
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.254 3.571 3.463 3.385 3.089 4.078 4.277  8.125 5.375  8.298 3.623
[2,] 4.410 4.063 4.199 3.976 3.647 5.245 5.238  9.401 6.529 10.096 4.240
[3,] 4.954 4.437 4.730 4.587 4.089 5.833 5.969 10.411 7.110 11.478 4.582
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.92 5.630 1.748 4.109 4.186 3.623 4.264 1.959 4.903 4.093 1.994
[2,] 14.93 7.065 2.092 6.297 6.496 4.231 5.947 2.272 6.214 4.758 2.420
[3,] 17.70 8.540 2.302 8.200 7.435 4.718 7.197 2.523 7.227 5.396 2.730
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.782 4.267 4.681 4.774 4.563 4.403 1.420 4.106 1.160 3.449 2.813
[2,] 6.253 5.941 6.406 5.832 5.379 5.388 1.695 4.905 1.381 4.289 4.066
[3,] 7.222 7.047 7.266 6.823 5.938 6.147 1.839 5.378 1.500 4.895 4.678
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.812 1.559 3.567 4.429 5.408 2.363 4.998 4.082 1.702 4.283 3.919
[2,] 3.453 1.849 4.593 5.258 6.938 3.023 6.390 4.639 2.103 6.281 5.353
[3,] 3.699 2.068 5.131 5.882 7.929 3.473 7.606 5.136 2.337 7.498 6.291
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.476 3.377 4.054 1.478 4.778 1.807 4.147 3.173 4.193 4.685 1.913
[2,] 5.132 5.317 4.563 1.663 6.121 2.011 4.909 3.744 5.570 6.221 2.294
[3,] 6.350 6.579 5.053 1.858 7.639 2.156 5.716 4.157 6.245 7.136 2.672
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.590 3.571 4.278 2.009 4.971 4.911 5.243 4.489 5.166 4.008 4.112
[2,] 5.794 3.987 5.664 2.389 5.865 5.903 6.961 5.892 6.352 5.153 5.101
[3,] 6.640 4.405 6.318 2.640 6.349 6.789 7.835 6.614 7.089 5.949 6.098
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.551 3.627 3.405 4.809 2.240 2.658 2.082 4.135 4.068 7.232 6.072
[2,] 1.816 4.858 4.371 5.838 2.649 3.114 2.440 5.127 4.760 8.390 7.406
[3,] 2.059 5.692 5.028 6.430 2.941 3.556 2.633 5.884 5.270 9.229 8.264
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.841 2.090 2.147 2.692 3.448 2.720 0.8321 1.771 12.07 4.358
[2,] 2.494 3.144 3.090 3.154 4.049 3.207 1.0164 2.124 17.40 6.261
[3,] 3.148 3.593 3.457 3.515 4.621 3.532 1.1860 2.349 19.68 8.352
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.442   3.745   9.928   5.845    7.782   2.772   2.274   6.696
[2,] 532.604 411.039 920.510 826.049 1016.100 377.089 256.355 663.151
[3,] 472.271 366.844 911.519 773.088  795.617 305.653 215.650 616.005
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   7.285   6.128   3.281   4.131   4.534   4.397   4.298   3.922
[2,] 853.448 953.580 428.928 665.208 433.363 530.706 466.404 433.407
[3,] 658.900 738.619 371.057 504.371 398.199 486.656 511.075 413.195
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   5.178   5.431   10.32   6.825   10.54   4.601   13.86    7.149
[2,] 737.329 675.941 1057.14 828.352 1285.30 492.176 2277.57  953.851
[3,] 570.474 639.740  999.46 629.281 1220.42 388.326 2124.91 1072.183
      [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.22    5.217    5.316   4.601   5.415   2.487   6.226   5.197
[2,] 256.86 1066.467 1110.151 488.168 926.368 257.300 853.325 542.156
[3,] 214.60 1173.730  808.384 466.609 906.072 245.063 824.505 569.060
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.532   6.072   5.419   5.944   6.063   5.794   5.591   1.803
[2,] 306.517 900.554 923.962 977.295 748.517 636.680 693.995 206.987
[3,] 282.277 807.367 846.979 766.491 791.292 562.407 661.182 159.158
       [,41]   [,42]  [,43]   [,44]  [,45]  [,46]  [,47]   [,48]   [,49]
[1,]   5.214   1.473   4.38   3.573   3.57   1.98   4.53   5.624   6.868
[2,] 599.535 167.332 569.96 656.135 448.02 222.36 646.63 633.372 971.275
[3,] 493.275 130.711 526.95 516.715 296.64 206.60 511.25 589.414 857.623
       [,50]   [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]
[1,]   3.001   6.347   5.184   2.161    5.439   4.976   4.415   4.288
[2,] 421.501 889.665 492.544 276.094 1026.672 814.876 843.631 917.886
[3,] 381.810 921.927 492.464 227.687  915.332 738.806 835.958 865.859
       [,58]   [,59]    [,60]   [,61]   [,62]  [,63]   [,64]   [,65]
[1,]   5.148   1.876    6.068   2.295   5.266   4.03   5.325   5.949
[2,] 467.886 170.633  855.018 197.000 587.040 443.92 819.329 914.809
[3,] 485.369 185.077 1021.438 174.115 654.606 403.92 630.889 781.141
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]    [,73]
[1,]   2.429   5.829   4.534   5.433   2.551   6.313   6.237    6.658
[2,] 283.018 790.106 396.484 829.361 288.964 695.702 731.760 1023.479
[3,] 306.291 725.070 418.397 625.980 250.869 543.190 749.567  803.446
     [,74]  [,75]  [,76]   [,77]  [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   5.7   6.56   5.09   5.222   1.97   4.605   4.323   6.107   2.844
[2,] 853.0 826.00 723.81 674.437 211.24 722.342 612.603 739.564 316.358
[3,] 671.7 703.55 664.24 747.097 216.56 662.776 555.275 602.258 285.225
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   3.375   2.644   5.251   5.166   9.183   7.711   2.338   2.655
[2,] 362.358 284.175 677.367 552.422 950.730 947.704 376.107 524.675
[3,] 383.872 221.137 645.172 505.418 858.991 819.322 429.140 388.795
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.726   3.418   4.378   3.454   1.057   2.249   15.33    5.534
[2,] 496.760 367.423 474.693 379.469 130.439 261.952 2799.14 1004.710
[3,] 346.572 346.621 497.509 330.823 136.619 224.321 2058.11 1235.461
[1] "--- VAR model 2017-10-06 10:31:00  completed"
[1] "Completed training sample:  2017-10-06 10:31:00 - 2017-10-06 18:30:00"
[1] "SpVAR;   training sample:  2017-10-06 11:01:00 - 2017-10-06 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.279          -5.589       -10.1284        -0.1143
         -10.290           4.417         0.1924        -7.0356
           3.092           2.477        18.8199        -5.0374
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
          9.488         0.7852            3.825            1.503
         18.333         7.8136            2.585           16.396
         -3.209        -0.9308            3.585            2.635
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.776           16.286           0.9987           -5.358
           17.133           -8.445           0.2552          -24.972
           -2.175           16.015          11.6227           -9.361
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2682           2.8498           3.7119            1.248
          -2.1447          -0.2715           0.6524           -2.506
           1.2276          -8.0826          -5.0170           -3.096
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            6.375           -5.547           30.124            22.01
            2.680           -2.401            6.173            22.92
           -6.360           -3.902            2.944            18.44
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -20.011           -7.447          -35.188           -15.85
            5.307            4.196          -15.874           -11.25
            8.179           -2.284           -6.512            -7.52
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.4108          -15.391            7.791           -2.681
           0.5459           -9.639          -12.474            4.912
          -2.1239          -16.861          -15.822           -8.063
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -1.049            4.245            2.549           7.0913
          -14.806            4.219           -1.928          -0.1855
           -1.392            2.513          -23.163          -7.1290
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -5.7256           -7.837           -2.629            6.320
          -0.8103            7.080           10.433           -3.286
          -5.3274          -13.239           -2.378            7.071
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            24.59            4.388            2.092          -0.4334
             5.76           12.256            3.347           3.9356
            10.37            1.039            4.412           3.4990
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           10.950           4.4812          -8.4107           -8.010
           -9.175          -0.7683           0.4846          -12.749
            1.349           1.9803           5.8663           -8.978
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.784            2.905          -15.205           -3.825
            5.950           -0.461           -1.678            5.336
            6.340           -2.863          -10.382            7.851
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           23.894           -0.177            5.033            3.654
            6.804            1.669          -19.269           11.332
           -7.739            3.107            7.229           11.807
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -4.10190         -13.5882          -9.6119            6.295
          3.94228           0.3126          -0.1877          -15.195
          0.08612          -7.8455         -12.4516           -7.421
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           13.669          -0.2547          2.26807            6.305
           -3.459          -3.1440         -1.65601            5.554
           -3.502          -0.9016         -0.03492          -14.615
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -7.414           0.8486            7.494            4.482
           -4.664          -1.7923           -5.525            1.266
           -6.251         -10.8684            1.545            4.557
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           5.9998            1.331          -14.445            6.160
          -1.6704            6.924            1.378           -7.038
           0.8973           -2.330           -2.222           16.348
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -0.03657         -2.02131          -4.6736          0.04065
          0.07706         -0.40200           0.8877          8.96982
          0.30529          0.04151           9.9869         -8.71286
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           23.609           -1.943          -18.690           -2.345
           -5.583           -6.508          -10.282           -3.595
           -5.295          -16.752           -5.688            1.089
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.924           -2.811           -3.755           0.5876
            1.119            2.504          -11.667         -10.6456
            3.405           -1.616            8.895          -4.8649
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -17.944            7.181          -12.074           2.0999
           18.311           -3.913            3.464           3.3675
           -4.614           -2.249           -3.252          -0.4637
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            3.266           2.4398            25.56           14.191
            9.300          -0.7272            12.98           -2.121
            2.266           2.8351            20.60           12.071
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.436          -1.5023           -1.231            2.399
           -3.638          -0.1899           -2.271           -7.032
            1.156          -4.6628           -3.909           -2.139
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.022            8.556          -10.670            119.7
            1.389           -2.269          -12.185            135.2
          -10.831            3.198           -9.871            140.8
 rnd_95776.volume rnd_95787.volume
          -14.360           -1.563
            3.223          -12.463
           19.620          -18.618
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.575 2.783 7.213 4.543 6.132 2.205 1.724 5.014 5.169 4.678 2.661
[2,] 4.240 3.311 8.387 5.952 7.557 2.754 2.079 5.770 6.352 6.302 3.299
[3,] 4.742 3.740 9.297 6.921 8.364 3.089 2.294 6.360 7.098 7.096 3.643
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.414 3.634 3.394 3.401 2.755 3.836 4.128  7.992 5.357  7.763 3.599
[2,] 4.428 4.126 4.239 4.005 3.313 4.982 5.122  9.191 6.560  9.666 4.165
[3,] 4.908 4.468 4.709 4.584 3.696 5.616 5.925 10.536 7.170 10.991 4.513
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.38 5.323 1.801 3.982 4.163 3.835 4.130 1.987 4.989 4.139 2.028
[2,] 14.26 6.638 2.096 6.163 6.397 4.433 5.781 2.306 6.147 4.839 2.403
[3,] 17.26 8.100 2.337 7.967 7.405 4.892 6.984 2.594 7.193 5.547 2.680
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.810 4.681 4.876 4.733 4.665 4.385 1.374 4.175 1.120 3.417 2.864
[2,] 6.271 6.119 6.554 5.776 5.504 5.375 1.652 4.946 1.353 4.312 4.103
[3,] 7.334 7.075 7.371 6.799 6.077 6.277 1.794 5.482 1.479 4.870 4.732
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.775 1.602 3.558 4.543 5.508 2.398 4.786 4.155 1.744 4.194 3.886
[2,] 3.534 1.881 4.549 5.349 6.894 3.073 6.331 4.768 2.129 6.210 5.226
[3,] 3.743 2.096 5.257 5.953 7.914 3.506 7.519 5.218 2.366 7.413 6.259
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.363 3.539 4.176 1.414 4.864 1.746 4.239 3.083 4.250 4.837 1.913
[2,] 5.101 5.267 4.642 1.611 6.143 1.978 4.930 3.762 5.590 6.358 2.273
[3,] 6.315 6.372 5.101 1.805 7.609 2.131 5.717 4.168 6.252 7.156 2.656
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.774 3.598 4.366 2.049 4.902 4.863 5.417 4.601 5.383 3.987 4.034
[2,] 6.012 3.985 5.718 2.415 5.738 5.779 7.020 5.863 6.578 4.967 5.026
[3,] 6.822 4.397 6.423 2.652 6.274 6.619 7.870 6.615 7.248 5.838 6.053
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.583 3.608 3.418 4.904 2.266 2.625 2.094 4.237 3.901 7.370 6.169
[2,] 1.812 4.598 4.358 5.861 2.663 3.180 2.471 5.307 4.594 8.682 7.501
[3,] 2.056 5.458 5.104 6.486 3.000 3.566 2.659 6.093 5.068 9.523 8.583
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.849 2.069 2.135 2.552 3.422 2.833 0.8369 3.590 12.34 4.435
[2,] 2.472 3.045 3.016 3.063 4.045 3.295 1.0089 4.987 17.58 6.350
[3,] 3.135 3.515 3.365 3.479 4.580 3.583 1.1769 6.401 19.62 8.307
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.54   3.534   9.159   5.769   7.787   2.799   2.189   6.367
[2,] 473.76 372.608 889.701 799.297 917.935 342.933 241.666 593.578
[3,] 441.36 361.539 833.741 733.931 745.073 291.094 201.211 556.172
        [,9]  [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.564   5.94   3.379   4.336   4.615   4.309   4.318   3.498
[2,] 767.257 877.78 405.268 585.960 405.939 528.110 439.753 382.435
[3,] 658.527 677.96 321.328 439.983 356.698 426.093 463.609 340.645
       [,17]   [,18]   [,19]   [,20]    [,21]   [,22]   [,23]  [,24]
[1,]   4.872   5.243   10.15   6.803    9.858   4.571   13.18   6.76
[2,] 660.750 630.023  943.36 786.782 1197.065 435.480 2030.75 824.36
[3,] 538.793 619.140 1070.76 601.522 1087.415 361.348 2023.66 964.69
       [,25]    [,26]    [,27]  [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.287    5.056    5.287   4.87   5.245   2.524   6.335   5.256
[2,] 222.873  977.710 1009.428 462.21 840.885 243.248 746.288 520.912
[3,] 214.921 1049.360  775.248 429.96 814.344 246.877 776.640 563.676
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38]   [,39]   [,40]
[1,]   2.575   6.108   5.944   6.192   6.01   5.923   5.569   1.744
[2,] 268.177 836.517 819.288 910.164 688.08 607.172 645.954 190.959
[3,] 246.349 790.450 738.160 701.234 745.55 535.700 673.966 145.177
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.302   1.423   4.339   3.637   3.524   2.034   4.519   5.769
[2,] 551.262 157.636 546.514 610.723 454.815 205.005 589.177 586.844
[3,] 491.128 124.418 470.674 489.963 256.583 192.121 547.416 543.147
       [,49]   [,50]   [,51]   [,52]   [,53]   [,54]   [,55]  [,56]
[1,]   6.994   3.045   6.078   5.276   2.214   5.326   4.935   4.27
[2,] 861.615 399.509 861.390 486.226 253.895 952.034 726.321 797.17
[3,] 808.099 350.842 843.127 440.367 214.598 841.219 715.909 773.89
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   4.494   5.303   1.795   6.177   2.217   5.383   3.915   5.397
[2,] 810.782 421.281 160.680 779.707 193.255 523.051 448.169 754.665
[3,] 745.448 439.524 169.224 933.534 164.730 601.477 372.604 582.311
       [,65]  [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   6.142   2.43   6.062   4.569   5.545   2.602   6.225   6.176
[2,] 857.859 255.11 759.558 356.126 767.194 265.821 619.961 648.748
[3,] 682.311 285.37 670.128 386.436 608.387 227.578 527.475 670.797
       [,73]   [,74]   [,75]   [,76]   [,77]  [,78]   [,79]   [,80]
[1,]   6.879   5.842   6.835   5.063   5.123   2.01   4.582   4.341
[2,] 928.074 755.499 785.854 615.623 622.918 183.44 592.297 561.905
[3,] 739.704 636.672 632.803 637.818 700.998 201.68 611.105 552.131
       [,81]   [,82]   [,83]  [,84]   [,85]   [,86]   [,87]   [,88]
[1,]   6.227   2.877   3.333   2.66   5.381   4.953   9.358   7.834
[2,] 667.253 291.020 373.023 272.52 664.065 504.551 953.910 886.977
[3,] 577.387 286.783 335.543 204.08 622.020 444.805 813.206 866.951
       [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]   [,96]
[1,]   2.348   2.628   2.711   3.241   4.346   3.597   1.063   4.558
[2,] 340.861 464.225 442.679 352.170 448.184 349.722 117.089 719.533
[3,] 400.704 364.895 310.205 342.779 446.636 292.807 125.976 834.203
       [,97]    [,98]
[1,]   15.66    5.632
[2,] 2604.15  944.633
[3,] 1810.66 1113.127
[1] "--- VAR model 2017-10-06 11:01:00  completed"
[1] "Completed training sample:  2017-10-06 11:01:00 - 2017-10-06 19:00:00"
[1] "SpVAR;   training sample:  2017-10-06 11:31:00 - 2017-10-06 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.401         -0.7377        -19.845         -2.562
           3.370          1.0310         16.799         -8.266
           3.566          0.9534         -9.776         -7.510
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -2.006          1.298          -2.7937            2.167
        -13.186          4.365           0.5701            5.647
        -12.439         -3.259           1.1699            8.163
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.741            2.736           -1.132           -7.755
           21.287            8.863            3.399          -18.905
            5.699           10.294            6.745           -6.407
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           6.8481           2.8612          -1.6033          -2.6931
           0.4931          -6.6552          -3.1157           1.1804
           0.8998           0.7926           0.4557          -0.1349
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.2319           -8.410            16.34           -1.796
          -8.7922           -3.366             3.91            8.326
         -12.4724          -15.907            16.77            8.281
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -30.913          -4.3234           -37.00           -13.02
            5.764          -2.7139           -33.80           -13.08
           -7.381          -0.4782           -23.02           -18.95
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.491           -10.06           -4.005           -1.095
           -7.500           -11.20           -7.212            2.049
           -3.130           -15.79           -4.157            7.032
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
            5.626           -6.639           -4.559           -5.874
          -11.509           -3.673           -1.897           -5.632
           -5.428           -0.726           -4.653           -3.131
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.3078             9.44          0.04993           -7.947
          -3.0789           -12.80         -5.52756           -4.517
           3.7496            -4.28        -11.69359          -12.429
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            25.33            7.930          0.06931           4.5429
            23.68            4.264         10.87130           0.9792
            13.86           -4.550         -0.40510           2.1025
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -4.5790          -0.1244          -12.856           -5.803
           0.9929          -1.6335           -6.019          -19.561
          -0.5461          -1.6487            0.909          -11.641
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -10.289         -5.67777           -9.542        -12.16621
            7.051         -0.93133          -13.923         -0.02633
           -3.058         -0.08563          -12.817          8.84515
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.157          -7.4361            7.007            7.830
           -3.071          -0.5392           -6.084            9.898
           13.455          -0.8038          -13.438            9.262
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.7624          -13.682         -15.2354           -12.62
           0.7043           -4.459          -0.9036           -10.25
          -4.6350           -1.634           3.4104             2.86
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.529          -0.5461            1.068           -16.39
          -13.597          -4.5299           -2.088             6.85
            9.240           6.6499           -1.963           -10.39
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.0661          -0.5392            9.277            9.232
           0.3259           1.7945            5.903           12.284
           0.6948          -8.2026            1.437            2.026
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            12.79            2.427           13.774            3.467
            14.91            1.640            9.411            4.985
             9.59            4.984            9.771            3.273
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            4.641          6.03497          -1.1691         -18.7821
            8.241          0.06904         -11.0604          -3.6761
           12.465         -2.64850          -0.6938           0.3691
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            3.176          -12.784            4.184           -7.854
           -6.753            4.090            5.420           -2.786
           -3.626            2.241           14.163            2.946
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.638            3.098          -8.3917            6.909
           -9.844            1.063           0.5233            1.969
           -6.282            0.533          -6.1150           -2.177
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.491          -4.1482           -1.156           8.4616
            2.071           0.6208            3.864           0.5072
          -10.040           4.2888           -6.018           3.9391
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           11.569            1.465            15.51          -0.7994
            8.389           -2.839            11.77          -6.2185
           -1.672           -4.195            25.50          -7.5655
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -6.029           2.8490           -1.022            3.856
            1.800          -1.9713            1.109           -2.206
            3.871           0.3985           -3.445           -3.716
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -5.9943           -7.482          -10.780            113.8
           0.5901            5.024           -8.665            119.1
          -8.0745            1.727           -9.665            109.8
 rnd_95776.volume rnd_95787.volume
          -12.291           -3.529
          -25.721           -4.736
            6.487          -19.482
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.477 2.688 7.025 4.610 6.208 2.231 1.741 5.006 5.055 4.808 2.758
[2,] 4.344 3.239 8.202 5.962 7.631 2.775 2.144 5.767 6.142 6.389 3.354
[3,] 4.943 3.616 9.152 6.825 8.458 3.100 2.364 6.332 6.905 7.115 3.692
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.246 3.611 3.477 3.317 2.821 3.903 4.264  8.228 5.306  8.288 3.514
[2,] 4.267 4.123 4.244 4.052 3.409 5.036 5.225  9.254 6.499  9.956 4.159
[3,] 4.757 4.499 4.753 4.711 3.885 5.705 5.897 10.472 7.078 11.184 4.489
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.03 5.168 1.787 4.143 4.238 3.715 4.150 2.037 5.061 4.312 1.978
[2,] 14.58 6.676 2.099 6.075 6.319 4.212 5.612 2.346 6.259 5.024 2.358
[3,] 17.23 7.894 2.357 7.940 7.316 4.711 6.927 2.619 7.178 5.718 2.682
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.874 4.765 4.811 4.883 4.683 4.664 1.344 4.305 1.095 3.382 2.898
[2,] 6.396 6.102 6.546 6.079 5.575 5.498 1.602 4.935 1.340 4.251 4.091
[3,] 7.396 7.024 7.447 7.096 6.206 6.374 1.758 5.537 1.469 4.796 4.670
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.679 1.534 3.495 4.629 5.535 2.330 4.707 4.142 1.797 4.177 3.768
[2,] 3.409 1.890 4.519 5.410 6.869 3.014 6.329 4.864 2.159 6.057 5.055
[3,] 3.637 2.120 5.220 6.009 8.034 3.441 7.352 5.300 2.369 7.355 6.084
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.275 3.326 4.176 1.436 4.771 1.735 3.938 2.989 4.331 4.922 1.949
[2,] 4.981 5.069 4.628 1.611 5.950 1.984 4.691 3.617 5.599 6.421 2.288
[3,] 6.045 6.118 5.085 1.807 7.325 2.139 5.517 4.039 6.197 7.191 2.660
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.973 3.671 4.558 2.095 4.868 4.756 5.611 4.900 5.276 4.037 4.197
[2,] 6.198 4.067 5.792 2.439 5.857 5.860 7.077 6.029 6.546 4.997 5.151
[3,] 6.828 4.457 6.475 2.702 6.430 6.804 7.927 6.818 7.167 5.834 6.133
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.555 3.675 3.522 5.113 2.183 2.603 2.032 4.252 3.880 7.243 6.032
[2,] 1.783 4.779 4.610 6.179 2.627 3.154 2.401 5.197 4.532 8.590 7.395
[3,] 2.012 5.488 5.312 6.597 2.972 3.536 2.627 6.004 4.983 9.449 8.471
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.771 2.099 2.205 2.704 3.402 2.823 0.8544 4.056 12.26 4.732
[2,] 2.422 3.118 3.183 3.179 3.992 3.214 1.0152 5.440 17.32 6.351
[3,] 3.098 3.573 3.486 3.588 4.543 3.543 1.2013 6.756 19.31 8.265
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.415   3.413   8.921   5.854   7.883   2.833   2.211   6.357
[2,] 525.887 364.763 854.828 763.222 895.957 333.169 252.466 577.947
[3,] 476.164 324.529 819.837 670.847 736.533 278.780 201.310 527.968
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.419   6.106   3.502   4.122   4.585   4.415   4.212   3.583
[2,] 704.241 849.426 385.405 559.251 401.657 491.269 469.694 386.361
[3,] 637.099 632.272 311.731 424.732 363.856 432.104 485.353 376.110
       [,17]   [,18]  [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   4.956   5.415  10.45   6.738   10.52   4.462   12.74   6.562
[2,] 642.718 609.677 855.32 757.679 1113.99 449.196 2135.85 853.447
[3,] 541.005 552.151 989.85 566.281 1028.60 341.164 1854.49 850.708
       [,25]    [,26]   [,27]   [,28]  [,29]   [,30]   [,31]   [,32]
[1,]   2.269    5.261   5.381   4.717   5.27   2.586   6.426   5.475
[2,] 222.325  897.077 946.460 401.074 762.63 235.155 743.798 520.714
[3,] 216.385 1032.333 744.450 426.167 819.87 235.071 709.296 551.258
       [,33]  [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.512   6.19   6.051   6.109   6.201   5.947   5.922   1.707
[2,] 259.120 836.16 769.550 896.440 731.281 610.635 588.129 175.790
[3,] 257.984 749.78 702.520 716.944 738.932 550.557 651.183 146.444
       [,41]  [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.467   1.39   4.294   3.679   3.402   1.948   4.438   5.878
[2,] 487.311 156.06 520.063 583.106 425.685 223.054 578.491 565.569
[3,] 506.760 121.49 448.552 454.860 255.476 193.818 527.460 528.175
       [,49]   [,50]   [,51]  [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   7.029   2.958   5.978   5.26   2.282   5.304   4.784   4.158
[2,] 821.110 386.113 854.126 514.66 241.559 885.723 680.492 757.950
[3,] 841.405 335.069 755.313 424.93 197.135 842.551 683.752 691.329
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63] [,64]  [,65]
[1,]   4.224   5.302   1.823   6.059   2.203   5.001   3.796   5.5   6.25
[2,] 772.245 403.122 147.614 717.730 194.204 514.670 411.181 716.5 832.72
[3,] 691.747 425.321 165.376 862.739 161.505 586.080 363.093 536.4 653.66
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   2.474   6.315   4.662   5.788   2.661   6.182   6.039   7.126
[2,] 242.288 746.880 353.667 721.474 252.078 657.576 691.332 870.874
[3,] 273.648 578.279 368.157 584.866 234.668 535.768 698.055 721.017
       [,74]   [,75]   [,76]  [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   6.222   6.699   5.126   5.33   1.975   4.667   4.473   6.493
[2,] 709.401 782.539 594.661 602.85 176.115 616.987 600.541 700.367
[3,] 642.866 588.942 607.952 672.35 188.316 544.617 532.892 466.530
       [,82]   [,83]  [,84]   [,85]   [,86]   [,87]  [,88]   [,89]   [,90]
[1,]   2.772   3.305   2.58   5.399   4.927   9.197   7.66   2.249   2.666
[2,] 295.253 359.944 258.18 603.538 473.060 932.415 863.82 333.436 465.495
[3,] 280.515 322.404 215.26 606.851 418.040 794.831 834.38 390.126 352.157
     [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.8   3.434   4.319   3.585   1.085   5.151   15.56    6.009
[2,] 463.4 337.608 421.955 310.036 110.703 731.821 2471.77  855.221
[3,] 286.8 336.068 437.669 301.069 129.700 809.107 1724.68 1067.937
[1] "--- VAR model 2017-10-06 11:31:00  completed"
[1] "Completed training sample:  2017-10-06 11:31:00 - 2017-10-06 19:30:00"
[1] "SpVAR;   training sample:  2017-10-06 12:01:00 - 2017-10-06 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           8.288          0.2822         30.443         -8.260
           3.588         -7.6281         -4.339         -9.552
           6.250         -2.4439         -1.259          5.193
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -0.4342        3.14905            6.316          -5.5535
        -9.6852        0.01824            0.251          -0.7044
         6.9609        4.08623            2.298           7.1966
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.940           -5.767          -0.6019           -9.524
           -5.501           -1.315          -0.1025          -10.563
           -9.859            4.454           4.3145          -10.309
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.8304           -4.453            2.793          -11.406
           1.7165            3.298            4.227            1.415
           1.4679            1.577            2.495           -2.058
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           14.266           -4.977            2.745           18.308
           -2.909            6.505           15.983           -8.162
            1.103           -6.059            7.407           13.934
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            8.593            3.111            4.245           -1.446
           -3.325            2.968            8.274            2.463
           13.378           -4.076           16.658           14.675
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            2.723         -18.7977           -14.25           -7.165
           -2.363           0.4756           -22.21           10.055
            2.149          19.7766            13.09            4.277
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.336          -0.4758           -1.476           0.3579
           -1.323           5.2549           -4.743          -9.4321
          -15.061          -3.2366          -12.175           2.9438
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.583            3.669          -12.576           -3.376
            1.124           -6.490            5.078            2.349
           -2.786           -3.938           -4.393           -3.178
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.501          -2.8340          -0.3813           -1.862
            5.861          -0.5571           9.4975           -0.930
            4.195           4.8877           6.1176            1.464
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.053          -0.6005           13.901           -8.643
           -5.755          -1.7973           -6.270           -2.245
           -5.039           0.7979           -9.427          -12.509
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           3.4931          -0.8131          -22.736            8.134
           0.6166          -0.3571           -1.464            1.693
          -3.5959           0.2694           -7.100           -2.877
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.1290           -7.180            6.256           -3.126
          15.0545            2.334          -16.432           -1.204
           0.1128           -1.482            5.126           14.329
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -5.2726            3.573           12.095          -5.3745
           6.7474            7.403           -2.655           1.0755
          -0.6233          -29.032          -12.880           0.7604
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -5.8476           10.675           1.8596            6.420
          11.3093           -7.750           1.6181           -1.247
          -0.8526            7.698           0.1595           11.135
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.758            3.130            6.311            6.867
           -2.310            3.903           -4.980           -9.736
           -1.677            1.528            1.398            5.664
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           23.213          0.17699            4.449          -8.7609
           -1.901          2.65192            4.107           0.9653
            1.373          0.01944            2.040           3.0361
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           5.7360            0.365           5.3892            6.735
          -0.3096           -1.845           0.2692           -5.426
           5.4114           -3.097           3.3068           12.180
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -9.585          -4.5673           -9.403           -6.653
           -4.693          -3.6309           -9.675           -2.463
          -14.469          -0.9329           -7.544           -1.639
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.536            4.304            1.673          -2.9552
            1.550            2.905            7.914          -0.6464
            3.075            5.038           -3.492          -0.2678
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.407       5.55642140           -5.106           -1.421
            0.185       3.96986984            3.043           -3.733
            4.417       0.00003063           -2.649            4.166
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.233            9.155           12.273            2.066
            1.171           -3.691            9.023           12.898
            6.994           -6.828            6.436            7.059
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.8788         -0.07985          -3.2121          -2.3950
           3.5650          3.57542           6.1513          -0.3212
           1.3951          1.46029          -0.7412           2.9101
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.091            6.489          -10.566            121.9
            4.309            2.422           -8.436            119.2
           -3.700           -1.574           -8.461            117.8
 rnd_95776.volume rnd_95787.volume
          -19.608          -18.442
          -14.648            4.048
           -4.474           19.571
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.556 2.650 7.284 4.625 5.988 2.152 1.760 5.024 5.001 4.858 2.580
[2,] 4.475 3.150 8.272 6.001 7.320 2.709 2.083 5.886 6.043 6.383 3.262
[3,] 5.003 3.526 9.212 6.829 8.088 3.020 2.323 6.414 6.777 7.110 3.608
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.249 3.612 3.336 3.304 3.103 3.925 4.507  8.211 5.389  8.580 3.561
[2,] 4.227 4.087 4.088 4.036 3.641 5.041 5.414  9.429 6.632  9.968 4.160
[3,] 4.750 4.450 4.630 4.726 4.149 5.689 5.918 10.584 7.257 10.871 4.496
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.72 5.118 1.700 4.201 4.193 3.643 4.429 2.043 5.192 4.218 2.001
[2,] 15.18 6.791 2.088 6.083 6.301 4.130 5.783 2.405 6.349 4.864 2.395
[3,] 17.56 8.015 2.392 7.891 7.271 4.560 6.927 2.669 7.272 5.526 2.709
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.897 4.644 4.751 4.966 4.659 4.682 1.383 4.138 1.070 3.286 2.821
[2,] 6.428 5.940 6.456 5.942 5.481 5.516 1.596 4.702 1.291 4.161 3.958
[3,] 7.356 6.863 7.215 6.842 6.088 6.332 1.768 5.339 1.415 4.769 4.553
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.740 1.594 3.397 4.420 5.423 2.472 4.620 4.131 1.900 4.096 3.698
[2,] 3.426 1.914 4.433 5.166 6.844 3.134 6.212 4.869 2.250 5.808 5.019
[3,] 3.659 2.138 5.144 5.705 7.941 3.485 7.339 5.297 2.451 7.090 5.878
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.216 3.519 3.966 1.397 4.694 1.668 3.857 2.939 4.251 4.909 1.955
[2,] 5.027 5.065 4.502 1.569 5.854 1.915 4.593 3.583 5.481 6.334 2.311
[3,] 6.153 5.950 4.974 1.758 7.173 2.078 5.277 3.965 6.109 7.027 2.595
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.858 3.527 4.542 2.119 4.765 4.691 5.591 4.714 5.064 3.949 4.174
[2,] 6.096 3.909 5.768 2.439 5.809 5.810 6.957 5.821 6.273 4.908 5.141
[3,] 6.836 4.342 6.565 2.667 6.379 6.797 7.843 6.661 6.985 5.682 6.014
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.557 3.642 3.634 4.937 2.224 2.561 1.999 4.270 3.671 6.903 5.946
[2,] 1.790 4.747 4.579 6.107 2.644 3.065 2.379 5.182 4.353 8.214 7.316
[3,] 2.023 5.476 5.321 6.636 3.011 3.456 2.620 5.862 4.871 9.155 8.384
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.750 1.940 2.151 2.602 3.377 2.833 0.8672 4.228 12.27 4.560
[2,] 2.376 2.989 3.096 3.146 3.890 3.196 1.0152 5.587 17.09 6.082
[3,] 3.057 3.486 3.413 3.565 4.473 3.528 1.2070 6.823 19.04 8.261
Root mean square errors of predictions:  
        [,1]    [,2]   [,3]    [,4]    [,5]    [,6]    [,7]    [,8]   [,9]
[1,]   4.516   3.365   9.25   5.873   7.604   2.732   2.235   6.379   6.35
[2,] 554.264 347.567 799.38 780.102 858.816 335.573 227.040 625.661 691.96
[3,] 456.250 323.049 827.30 665.000 701.534 272.579 209.916 519.646 625.93
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.169   3.276   4.126   4.587   4.236   4.196   3.941   4.985
[2,] 844.649 407.167 551.495 389.968 482.064 472.860 388.353 645.082
[3,] 638.670 314.582 442.256 359.080 443.603 501.558 406.066 537.950
       [,18]  [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.723  10.43   6.843   10.9   4.522   13.61   6.499   2.158
[2,] 611.923 945.45 788.580 1035.0 438.485 2191.76 910.570 247.316
[3,] 487.436 980.51 600.907  884.8 348.211 1801.46 868.413 238.100
        [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.335   5.325   4.626   5.624   2.594   6.592   5.356   2.541
[2,]  897.441 959.440 396.909 758.528 258.790 745.640 494.153 268.566
[3,] 1025.372 740.062 394.204 777.982 236.270 723.198 535.065 258.122
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.219   5.897   6.033   6.306   5.917   5.946   1.756   5.254
[2,] 849.353 755.514 891.750 665.680 588.772 594.640 162.597 455.714
[3,] 729.338 701.310 657.305 691.852 540.676 634.418 155.114 515.734
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.359   4.173   3.583   3.479   2.024   4.314   5.613   6.886
[2,] 147.387 520.866 566.279 419.457 216.095 580.797 545.474 851.958
[3,] 118.125 475.254 458.901 262.453 194.157 532.306 493.953 821.361
      [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.14   5.867   5.245   2.413   5.201   4.695   4.084   4.468
[2,] 392.76 846.988 525.859 245.775 839.946 692.198 788.010 743.115
[3,] 311.06 797.240 425.220 198.391 829.479 624.058 724.047 636.974
       [,58]   [,59]  [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   5.036   1.774   5.96   2.118   4.897   3.732   5.398   6.234
[2,] 434.896 145.775 713.44 191.731 508.961 418.041 705.583 816.538
[3,] 431.126 161.456 845.82 164.786 529.752 346.421 550.511 620.797
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72] [,73]   [,74]
[1,]   2.483   6.168   4.479   5.767   2.691   6.051   5.957   7.1   5.986
[2,] 251.120 751.293 343.776 725.193 246.410 677.610 699.259 844.3 696.538
[3,] 240.848 631.167 385.548 639.718 219.830 537.630 719.661 738.9 660.412
      [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]
[1,]   6.43   5.014   5.301   1.977   4.624   4.615   6.269   2.825
[2,] 755.38 594.605 612.206 180.178 621.272 568.290 733.312 291.704
[3,] 626.66 584.169 636.454 192.185 556.599 552.694 529.533 293.608
       [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]   [,90]
[1,]   3.252   2.538   5.422   4.661   8.765   7.551   2.222   2.463
[2,] 343.499 263.088 598.885 477.484 908.026 869.520 327.941 463.970
[3,] 325.819 223.996 559.274 445.900 824.705 835.144 392.380 365.938
       [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]   [,98]
[1,]   2.732   3.304   4.288   3.598   1.101   5.369   15.57    5.79
[2,] 454.122 360.861 393.634 301.513 107.659 744.870 2428.32  820.93
[3,] 292.981 342.162 450.483 304.831 133.163 799.100 1711.69 1140.56
[1] "--- VAR model 2017-10-06 12:01:00  completed"
[1] "Completed training sample:  2017-10-06 12:01:00 - 2017-10-06 20:00:00"
[1] "SpVAR;   training sample:  2017-10-06 12:31:00 - 2017-10-06 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          11.107           6.892       -27.6112         -11.39
          -3.700          -2.590        -2.6084         -16.92
           2.353           2.744        -0.3687          -3.93
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.222         11.128          -0.4953           -7.359
        -11.138         -1.256           1.7961            7.027
         -9.057          6.876           1.0274           -2.059
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           4.9492           -2.602            2.019          -16.303
          -0.4286           -2.516            7.181          -14.815
           6.7607            5.799            1.020           -7.096
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.830           -7.437         -4.18510          -2.5216
           -1.992           -2.353        -11.59532          -1.7564
            1.887           -8.446         -0.05377          -0.3024
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.548           -12.14          -0.4247          -14.115
           -6.151           -11.67          -5.6942            3.986
          -16.963           -11.00          13.9112            1.560
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -15.65           14.618           -3.243           -2.716
           -12.21           -2.144          -11.196          -10.938
             1.46           -4.085          -14.114           -7.027
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          1.31950          -22.752          -10.445            3.520
         -4.24213           -8.772           -2.077            1.354
         -0.03403          -15.399          -12.688           11.258
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -16.74          -4.5075           -10.89           -4.583
           -16.28          -0.7694           -10.36           -6.295
            -8.96          -3.8289           -14.86           -3.248
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.063           -13.46            1.246           -1.755
           -3.027           -14.09           -8.014            2.395
           -2.161           -16.84          -11.355           -4.262
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -12.2497           -8.257          -14.007         -0.04966
           0.2717          -10.498           -3.973         -0.01541
          -5.0081           -3.395           -9.068          0.68650
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.660           0.9872            3.769           -2.031
           -4.469           0.8948            3.089          -15.307
           -3.022          -0.2039           -3.574           -4.408
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7137          -0.7803           -7.168            6.587
          -6.5572           1.8642           -7.873           -3.652
           4.8342          -0.2138          -14.507            4.328
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.451           -5.773           -9.925          -12.058
            5.285            8.144          -14.273           12.045
           14.174            2.305            8.297           -3.118
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.2280            6.019           -2.371           -1.861
           0.5521          -29.672           -6.872            4.613
           2.8480           -2.217          -14.498          -25.274
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -6.770           -8.140          -0.4361          -16.964
           -6.325            7.317          -1.8992           -4.344
           -9.240           -5.861           0.6316           -8.402
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.226           -2.232          -4.0772           -7.739
           -2.361            5.152          -0.5464            3.982
           -1.753            4.918           4.8936           -4.224
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.736           -1.502          -0.1016            2.319
            6.763           -2.601           1.3991            6.493
            2.203            4.212           2.6510            6.459
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           18.172           1.2170            8.303          12.1368
           -4.182          -0.9673            1.598           0.7226
            5.415          -0.4376            5.688           2.0649
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           20.935            4.351          -0.3239           -7.505
            6.399            3.267          -9.7028           -8.052
           10.164           -3.136          -0.2274            1.690
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -15.927          -1.0000            1.962            1.634
           -1.940           2.5840          -13.334           -5.040
           -5.994          -0.4578            5.759           -3.512
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.118           4.9226           2.1517           2.2187
          -10.617           0.1283          -6.6703           6.5524
            5.274          -2.1886          -0.6308           0.9609
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.804            5.117           -3.375           -5.170
            1.607            2.957           15.990           11.774
           -5.647            4.616            2.072           -8.989
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           2.1496          -0.4473           0.8104            8.534
           0.8893           7.8251           2.4040           -1.405
           5.5509           0.8095           1.4788            2.458
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -17.157           -0.302           -9.137            111.4
           -3.763           -5.961          -10.634            127.7
            0.420            1.566          -10.035            115.3
 rnd_95776.volume rnd_95787.volume
           -48.71           -4.085
            33.44          -18.329
           -13.65           -6.601
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.447 2.571 7.525 4.607 6.068 2.063 1.765 4.981 4.832 4.675 2.680
[2,] 4.313 3.050 8.350 5.972 7.327 2.676 2.069 5.738 5.879 6.151 3.333
[3,] 4.875 3.396 9.323 6.842 7.970 2.990 2.303 6.392 6.760 6.888 3.638
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.265 3.687 3.165 3.343 3.224 4.025 4.326  8.250 5.240  8.591 3.660
[2,] 4.035 4.109 3.903 4.036 3.821 5.091 5.380  9.383 6.373  9.903 4.306
[3,] 4.566 4.456 4.413 4.730 4.289 5.630 5.919 10.661 7.171 10.705 4.647
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.22 4.853 1.773 4.107 4.150 3.469 4.241 2.031 5.239 4.137 2.005
[2,] 14.93 6.623 2.093 5.931 6.027 3.922 5.559 2.381 6.353 4.746 2.377
[3,] 17.24 7.874 2.383 7.907 7.059 4.349 6.741 2.598 7.326 5.384 2.693
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.787 4.556 4.763 4.862 4.458 4.529 1.391 4.163 1.010 3.381 2.732
[2,] 6.196 5.696 6.316 5.949 5.352 5.410 1.603 4.705 1.211 4.209 3.882
[3,] 7.076 6.661 7.108 6.794 5.968 6.187 1.767 5.329 1.353 4.708 4.503
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.747 1.619 3.298 4.219 5.311 2.553 4.581 4.087 1.952 4.166 3.767
[2,] 3.375 1.911 4.342 4.885 6.755 3.126 6.113 4.722 2.308 5.771 5.007
[3,] 3.632 2.115 5.150 5.605 7.793 3.439 7.128 5.271 2.507 7.037 5.977
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.143 3.582 3.861 1.405 4.501 1.538 3.582 2.817 4.295 4.867 1.929
[2,] 5.035 5.248 4.379 1.591 5.711 1.796 4.408 3.480 5.513 6.245 2.301
[3,] 6.063 6.099 4.853 1.761 7.079 1.991 5.097 3.856 6.154 6.958 2.594
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.885 3.670 4.511 2.125 4.665 4.627 5.423 4.667 5.211 3.828 4.109
[2,] 6.140 4.098 5.843 2.378 5.678 5.665 6.776 5.693 6.373 4.898 4.955
[3,] 6.945 4.460 6.582 2.621 6.294 6.608 7.586 6.584 7.014 5.613 5.620
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.537 3.739 3.610 4.770 2.141 2.443 1.924 4.114 3.680 6.919 5.720
[2,] 1.776 4.648 4.601 5.983 2.580 2.913 2.321 5.054 4.398 8.138 7.071
[3,] 2.008 5.364 5.337 6.483 2.906 3.326 2.585 5.734 4.840 9.126 8.213
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.763 1.905 2.063 2.495 3.213 2.743 0.8751 4.455 12.16 4.674
[2,] 2.399 2.840 3.031 3.115 3.747 3.159 1.0323 5.858 16.87 6.198
[3,] 3.032 3.460 3.406 3.510 4.317 3.453 1.2031 7.103 18.94 8.336
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.377   3.265   9.556   5.851   7.705   2.619   2.241   6.325
[2,] 538.736 340.904 751.789 789.582 853.408 354.158 224.471 592.141
[3,] 472.167 310.200 861.545 693.579 651.586 277.307 210.230 585.035
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   6.136   5.937   3.403   4.146   4.682   4.018   4.245   4.094
[2,] 695.770 830.620 411.737 492.594 376.708 474.753 469.923 426.055
[3,] 693.522 644.104 302.963 444.178 358.137 427.911 512.519 404.662
       [,17]   [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]
[1,]   5.111   5.493   10.48   6.654   10.91   4.648   12.97   6.163
[2,] 647.987 664.485  928.92 753.709 1023.61 471.246 2261.91 936.325
[3,] 499.362 513.076 1051.65 683.028  844.44 363.193 1793.82 884.968
       [,25]    [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.252    5.216   5.269   4.405   5.386   2.579   6.653   5.253
[2,] 231.166  888.971 908.257 380.288 746.645 257.987 746.576 483.499
[3,] 236.490 1086.565 763.557 390.587 792.167 216.293 758.165 528.194
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.546   6.078   5.785   6.049   6.174   5.661   5.751   1.767
[2,] 265.301 817.325 710.463 861.920 712.213 615.507 614.815 165.338
[3,] 263.208 710.289 717.348 677.152 681.864 548.524 623.599 154.409
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   5.287   1.283   4.294   3.469   3.488   2.056   4.188   5.358
[2,] 455.217 138.776 520.752 573.279 407.477 210.775 586.758 511.543
[3,] 520.315 125.380 438.427 474.106 278.485 188.638 575.713 571.073
       [,49]   [,50]   [,51]  [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   6.744   3.241   5.817   5.19   2.479   5.291   4.784   3.991
[2,] 867.326 374.989 840.980 491.33 255.609 829.841 685.471 817.515
[3,] 807.498 297.616 761.723 486.65 203.735 836.518 678.067 701.857
       [,57]   [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   4.548   4.903   1.784   5.715   1.953   4.548   3.577   5.454
[2,] 797.142 429.363 155.433 730.382 192.723 533.767 424.631 718.271
[3,] 645.572 434.492 156.750 869.123 178.342 531.843 345.233 568.340
      [,65]  [,66]   [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   6.18   2.45   6.204   4.66   5.728   2.698   5.923   5.875   6.887
[2,] 813.25 260.59 772.765 379.15 771.722 221.674 672.830 679.238 844.197
[3,] 637.34 248.68 674.400 365.66 629.535 229.065 563.994 706.832 708.525
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   5.926   6.617   4.861   5.218   1.952   4.748   4.585   6.058
[2,] 677.491 762.245 634.768 575.196 184.983 573.774 592.495 750.262
[3,] 687.150 609.028 569.794 551.145 194.611 556.275 562.127 518.638
       [,82]   [,83]   [,84]   [,85]   [,86]   [,87]   [,88]   [,89]
[1,]   2.719   3.102   2.443   5.224   4.673   8.787   7.264   2.238
[2,] 298.882 329.602 269.802 610.234 500.203 890.140 863.734 338.240
[3,] 277.987 333.613 236.693 562.762 420.167 857.991 868.120 385.111
       [,90]  [,91]   [,92]   [,93]   [,94]   [,95]   [,96]   [,97]
[1,]   2.418   2.62   3.168   4.081   3.483   1.111   5.657   15.44
[2,] 437.823 461.50 387.539 400.428 325.597 113.797 790.416 2431.10
[3,] 410.734 322.80 336.232 445.367 289.641 128.381 834.558 1789.55
        [,98]
[1,]    5.935
[2,]  845.766
[3,] 1158.225
[1] "--- VAR model 2017-10-06 12:31:00  completed"
[1] "Completed training sample:  2017-10-06 12:31:00 - 2017-10-06 20:30:00"
[1] "SpVAR;   training sample:  2017-10-06 13:01:00 - 2017-10-06 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          11.915          1.3834         -1.235         -10.51
           1.058          1.6768         10.497         -11.79
          11.599         -0.7504         -8.243         -14.35
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -17.19         -6.210           1.9630           -7.770
          -4.89          8.001          -0.1945            3.505
          -6.72          1.091           2.1613           -8.194
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.687          -11.756           -1.283           -20.68
            9.639           -3.153            0.109           -19.43
           -5.204           -2.152            2.095           -12.60
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.869           -1.669           -9.579           0.6782
            3.557          -11.157           -6.482          -5.0315
           -6.728           -5.937           -5.824          -9.7218
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -14.150           -8.373           22.133           22.934
           -8.640          -11.062            2.423           -2.502
           -9.593           -5.228           -4.966            1.456
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           10.637         -0.07178          -31.116           -16.80
            7.303         -1.66455           -6.566           -10.77
           -1.045         -1.51625          -12.107           -12.45
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.5352          -24.047          -13.326            1.213
          -1.2609          -21.925          -28.165            8.241
           0.3837           -6.172           -6.138            3.015
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.685           -3.551           -7.147           -1.912
          -11.954           -4.205          -10.552           -1.627
          -19.683           -1.804           -9.788           -4.316
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.9283          -28.524          -10.827          -13.719
           0.9189           -4.194          -12.466           -8.292
          -3.9744          -10.229           -7.837           -6.529
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.125           5.7588           -6.300          -2.4123
            3.873          -1.9254            2.469           3.4387
            3.695           0.3988            5.015           0.3906
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.088           1.8220           0.9839           -11.33
           -4.617          -0.9986          -5.0771           -10.43
           -4.745           0.4751           0.1804           -12.82
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           2.7455          -0.8269          -13.508           15.447
           6.2321          -0.2525           -7.392           -4.553
          -0.3096           2.1859           -4.802           10.777
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            13.43            7.897           -6.401           -1.984
           -14.15           -1.913           -3.461            7.803
             8.19            1.454            3.727            4.619
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3868          -9.4600          -0.3376           -2.031
           0.2851           0.3693         -10.8263           -8.888
           2.2686         -10.7934          -1.9975           -2.703
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            3.515           -1.807            3.305         -11.2374
           -4.280           -1.482            1.712           9.0298
           -7.231            4.141            2.954          -0.4431
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.702           -3.775           -4.242           0.7903
            1.380           10.010            1.558           4.3552
           -2.014            7.679            4.576          12.0815
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            6.465           -5.128           -9.856         -11.2596
           -1.617            1.679           -2.255           5.0793
           16.034            1.597           -2.865          -0.1274
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -11.586           0.7931           0.7416            3.839
            2.795           1.1528          -0.5782           -2.986
           -6.748          -1.3497           6.3199            3.266
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.557            5.682            7.284          -1.3771
            2.309           -3.247            5.377           0.3459
           -3.387           -3.795           -4.346          -0.5575
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            6.476           4.2102           -5.065           0.4021
            1.567          -0.1753           -3.505           5.7899
            5.115           0.4589           10.844           8.3144
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.936           -3.186            5.422           0.1739
           -3.938            4.615           -1.648          -1.1794
            1.335            0.251            2.879           0.9752
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.422          -1.4442          -11.233           -8.709
            6.963           0.4466            6.356          -15.135
            8.906           0.7653            1.752          -15.674
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -3.06139            2.084            2.433           2.9506
         -0.08484           -1.276            3.178           5.2007
         -0.31466            4.092            3.606          -0.5691
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         0.005438           -5.990           -7.875            127.1
         1.159679           -4.748          -10.118            119.3
         1.882943            0.123           -6.965            124.1
 rnd_95776.volume rnd_95787.volume
          -17.373          -26.136
            1.959          -17.640
          -10.347           -7.991
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.484 2.576 7.470 4.504 6.031 2.106 1.733 4.890 4.841 4.492 2.699
[2,] 4.271 2.980 8.234 5.820 7.238 2.623 2.014 5.578 5.735 5.842 3.288
[3,] 4.849 3.304 9.108 6.722 7.940 2.947 2.264 6.196 6.483 6.605 3.614
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.138 3.564 3.034 3.275 3.210 4.042 4.300  8.232 5.201  9.216 3.660
[2,] 4.013 4.015 3.588 3.891 3.844 5.145 5.444  9.487 6.289 10.611 4.353
[3,] 4.483 4.415 4.004 4.525 4.252 5.662 6.007 10.669 7.002 11.427 4.736
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.23 4.793 1.762 4.015 4.181 3.615 4.321 1.909 5.453 4.099 1.997
[2,] 14.64 6.543 2.116 5.669 6.004 4.035 5.624 2.260 6.397 4.751 2.398
[3,] 17.18 7.887 2.417 7.682 7.026 4.482 6.643 2.510 7.333 5.353 2.660
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.973 4.519 4.704 4.648 4.296 4.374 1.334 4.064 1.045 3.280 2.703
[2,] 6.445 5.733 6.342 5.613 5.142 5.369 1.565 4.668 1.204 4.168 3.826
[3,] 7.242 6.658 7.117 6.607 5.729 6.203 1.719 5.250 1.348 4.667 4.456
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.660 1.597 3.415 4.164 5.229 2.560 4.378 4.229 1.955 4.000 3.762
[2,] 3.299 1.879 4.311 4.761 6.581 3.150 5.869 4.868 2.309 5.729 4.804
[3,] 3.597 2.096 5.019 5.374 7.589 3.443 6.999 5.349 2.519 6.982 5.777
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.224 3.748 3.852 1.417 4.427 1.496 3.389 2.743 4.270 4.713 1.905
[2,] 4.985 5.360 4.288 1.597 5.587 1.770 4.202 3.343 5.514 6.115 2.250
[3,] 5.978 6.100 4.704 1.756 6.923 1.967 4.918 3.698 6.149 6.862 2.561
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.697 3.513 4.381 2.094 4.756 4.778 5.188 4.686 5.308 3.864 4.104
[2,] 6.094 3.960 5.666 2.349 5.557 5.823 6.544 5.746 6.461 4.983 5.110
[3,] 6.842 4.457 6.430 2.566 6.219 6.556 7.399 6.658 7.169 5.658 5.783
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.515 3.600 3.529 4.813 2.061 2.344 1.834 4.165 3.735 6.390 5.796
[2,] 1.748 4.609 4.528 6.026 2.514 2.858 2.215 5.069 4.409 7.849 7.048
[3,] 2.008 5.258 5.253 6.507 2.821 3.292 2.440 5.685 4.848 8.992 7.964
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.669 1.803 2.089 2.502 3.147 2.514 0.8998 4.843 11.92 4.564
[2,] 2.266 2.762 2.988 3.108 3.685 2.918 1.0568 6.095 17.23 6.108
[3,] 2.919 3.416 3.423 3.534 4.241 3.199 1.2406 7.302 19.23 8.237
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]   [,4]    [,5]    [,6]  [,7]   [,8]    [,9]
[1,]   4.425   3.271   9.486   5.72   7.659   2.674   2.2   6.21   6.148
[2,] 507.369 307.754 711.292 756.83 821.735 321.003 210.6 550.98 631.400
[3,] 471.424 292.834 799.404 690.64 670.570 275.937 212.6 554.08 620.908
       [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   5.704   3.427   3.984   4.525   3.853   4.159   4.077   5.133
[2,] 766.846 385.708 513.845 379.918 393.329 431.247 434.143 653.728
[3,] 633.103 308.004 410.129 377.139 364.913 474.432 373.079 485.611
       [,18]   [,19]   [,20]  [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.461   10.45   6.605   11.7   4.647   12.99   6.086   2.237
[2,] 685.689  968.46 725.988 1080.1 483.949 2151.71 914.661 240.442
[3,] 521.159 1002.28 631.977  871.0 383.170 1846.73 904.390 239.899
        [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.098   5.309   4.591   5.487   2.424   6.924   5.205   2.536
[2,]  821.835 884.947 367.987 739.202 248.498 686.767 493.433 272.634
[3,] 1064.773 749.483 400.956 726.281 224.408 736.451 506.370 236.520
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]  [,41]
[1,]   6.315   5.738   5.973   5.902   5.456   5.555   1.694   5.16
[2,] 842.018 724.640 873.410 646.205 580.047 639.145 167.950 471.87
[3,] 678.224 695.299 663.505 715.771 518.819 637.994 146.101 493.05
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.327   4.165   3.432   3.378   2.027   4.336   5.287   6.641
[2,] 123.143 528.081 556.056 400.594 203.481 540.539 474.089 820.386
[3,] 124.397 431.387 469.224 294.663 190.529 527.605 512.052 776.158
       [,50]   [,51]  [,52]   [,53]  [,54]   [,55]   [,56]  [,57]   [,58]
[1,]   3.251   5.559   5.37   2.482   5.08   4.777   4.094   4.76   4.892
[2,] 376.743 802.880 495.14 252.337 842.35 613.560 780.853 786.78 386.749
[3,] 285.332 782.823 455.55 206.937 819.49 658.863 677.678 597.92 397.215
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.799   5.621   1.899   4.304   3.483   5.422   5.985   2.419
[2,] 151.366 699.890 194.500 510.076 392.492 716.422 800.324 246.015
[3,] 149.633 839.850 175.993 524.830 324.487 558.683 639.065 251.051
       [,67]  [,68]   [,69]   [,70]   [,71]   [,72]   [,73]  [,74]   [,75]
[1,]   5.964   4.46   5.564   2.659   6.039   6.067   6.587   5.95   6.741
[2,] 797.440 375.60 737.793 218.658 590.496 683.405 819.186 683.03 756.457
[3,] 638.989 419.95 624.080 212.275 573.159 618.872 709.205 690.85 637.879
       [,76]   [,77]   [,78]   [,79]   [,80]   [,81]   [,82]   [,83]
[1,]   4.906   5.211   1.924   4.571   4.481   6.112   2.617   2.977
[2,] 646.204 625.259 179.094 591.193 582.614 744.625 295.621 335.777
[3,] 550.451 556.036 202.694 519.660 546.977 503.999 262.791 335.386
       [,84]  [,85]   [,86]   [,87]  [,88]   [,89]  [,90]   [,91]   [,92]
[1,]   2.329   5.29   4.742   8.114   7.36   2.119   2.29   2.653   3.177
[2,] 255.048 593.12 481.450 936.059 823.43 314.805 429.74 438.727 378.670
[3,] 210.222 528.61 413.949 900.935 761.58 377.855 412.73 342.771 345.630
       [,93]   [,94]   [,95]  [,96]   [,97]    [,98]
[1,]   3.996   3.193   1.143   6.15   15.13    5.796
[2,] 393.909 303.977 113.853 759.89 2554.15  833.518
[3,] 431.143 269.307 133.439 825.77 1756.28 1134.978
[1] "--- VAR model 2017-10-06 13:01:00  completed"
[1] "Completed training sample:  2017-10-06 13:01:00 - 2017-10-06 21:00:00"
[1] "SpVAR;   training sample:  2017-10-06 13:31:00 - 2017-10-06 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -7.246         -3.4211         -8.910         -19.12
          -3.693         -3.7560         -1.801         -25.16
          -2.845         -0.2154        -20.752         -28.55
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -22.09        5.02743          -1.2372           0.4866
         -39.01        0.36988           1.3590           0.4159
         -27.50       -0.09844          -0.3192          -7.5815
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.7474           0.2876           -3.552           -4.747
          -6.9782           2.8780            4.271          -10.724
          -9.5326          -5.8664           -1.211          -10.053
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            1.837           0.9447           0.6202           -2.909
           -3.427          -2.3612           3.1648           -4.212
           -5.012          -2.7370          -3.2300           -3.745
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.247           0.7151           42.624            9.368
           -1.791          -5.7337           10.926            6.006
           -2.800          -3.6502            3.542            9.372
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -22.168          -0.5378           -49.48          -28.235
            5.622           1.3147           -56.11          -15.625
          -21.989          -6.5471           -11.20           -9.885
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.04397           -14.08           -26.57          -11.727
         -2.87449           -23.28           -30.47          -11.729
         -2.56280           -21.05           -27.93           -7.188
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -19.99           -2.028           -28.77           -19.70
           -19.96           -3.825           -22.80           -21.36
           -24.54           -4.678           -30.96           -15.57
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -3.179           -20.42           -20.39           -17.80
           -4.966           -29.56           -26.18           -19.46
           -2.386           -31.76           -28.50           -23.32
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.837            6.251           3.3542          -3.7396
            3.368          -10.395           4.4333          -0.3889
           -2.007           -5.961           0.8712           0.3403
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.7356           1.0626           -10.82           -23.57
           0.1945           0.1388           -12.96           -16.06
          -2.6109          -0.9294           -15.16           -18.55
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.229            1.759          -18.831            7.739
            3.430            1.658          -16.715            6.019
            4.112           -1.139           -5.372            6.386
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.246           2.8931           -1.472            5.254
            5.683          -0.4702          -14.879            6.756
           -1.469           1.2495          -12.789            6.296
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.6552          -13.623           -3.478           -8.770
          -0.4304            6.565           -1.848           -5.062
           0.6625          -18.945          -10.357           -6.447
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -19.514           -1.824         -0.83582           -2.411
            1.051           -2.855          0.02361          -19.999
           -6.366           -4.641          0.27148           -4.060
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.06242           0.6049            1.383          -11.099
         -4.99595         -12.6587           -1.616           -2.411
         -2.11610          -6.5837           -2.958           -8.523
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.130           -2.047           -7.949          -1.1144
            4.742            4.988           -6.842           4.0299
          -13.602            2.337           -2.318          -0.8745
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -14.133           -1.893           -1.616          -11.818
           -4.472           -1.950           -3.769           -3.291
            5.310           -1.605          -11.658            5.287
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            5.499           0.2293           0.3614           -4.259
            4.152          -1.1617           4.0215            2.510
           -4.361          -8.3240           2.0276           -2.400
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.213          -0.6957           -1.052            8.991
           -8.310          -2.4292           -9.684           12.668
            4.048           2.0325           -4.827            9.489
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -8.912          -0.5893           1.7522           0.7296
           -7.618           3.7961          -0.1717           2.2104
           -1.520          -1.2236           1.3536          -1.0256
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.103           -5.408           8.4278           -5.865
          -10.262           -1.791          -7.0948           -5.268
           -6.847            1.729          -0.5808          -10.935
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.09551           3.5827            2.491           -1.831
          0.79216          -0.6073           -2.210           -3.623
          0.76697          -3.8820           -1.289           -2.969
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.460         -4.84819           -7.960            112.5
           -9.389         -0.02233           -9.540            104.2
           -4.197         -0.36679           -9.841            102.5
 rnd_95776.volume rnd_95787.volume
          -43.137           -19.03
           -9.031           -31.28
          -19.748            -7.44
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.475 2.493 7.107 4.487 5.911 2.061 1.719 4.701 4.746 4.331 2.550
[2,] 4.223 2.857 7.897 5.799 7.104 2.650 1.997 5.356 5.422 5.660 3.171
[3,] 4.803 3.200 8.819 6.647 7.669 2.961 2.231 6.028 6.162 6.404 3.518
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.973 3.420 3.004 3.257 3.121 3.936 4.334  8.527 5.287  9.075 3.858
[2,] 3.794 3.890 3.528 3.887 3.683 4.962 5.459  9.912 6.334 10.523 4.513
[3,] 4.208 4.279 3.965 4.501 4.008 5.424 6.019 11.011 6.968 11.312 4.879
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.09 4.762 1.739 4.000 4.052 3.563 4.240 1.848 5.339 4.034 2.018
[2,] 14.52 6.571 2.087 5.569 6.052 4.176 5.460 2.165 6.236 4.676 2.382
[3,] 17.11 7.930 2.355 7.651 7.074 4.735 6.604 2.422 7.327 5.396 2.648
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.742 4.246 4.712 4.637 4.039 4.275 1.333 3.964 0.9888 3.356 2.689
[2,] 6.154 5.552 6.085 5.578 5.056 5.292 1.533 4.518 1.1541 4.200 3.797
[3,] 6.941 6.379 6.892 6.501 5.618 6.132 1.663 5.073 1.3130 4.711 4.425
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.558 1.559 3.208 3.954 4.959 2.606 4.434 4.217  2.02 3.851 3.703
[2,] 3.272 1.820 4.259 4.599 6.247 3.171 5.773 4.835  2.32 5.532 4.743
[3,] 3.544 2.080 5.036 5.137 7.173 3.491 6.943 5.322  2.54 6.672 5.696
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.081 3.843 3.772 1.352 4.297 1.460 3.369 2.761 4.069 4.579 1.869
[2,] 4.829 5.304 4.120 1.538 5.541 1.691 4.116 3.331 5.323 5.977 2.220
[3,] 5.941 6.106 4.507 1.693 6.760 1.879 4.844 3.631 5.994 6.699 2.548
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.592 3.378 4.541 2.072 4.744 4.863 4.998 4.658 5.440 3.928 3.962
[2,] 5.876 3.815 5.648 2.310 5.484 5.794 6.420 5.713 6.593 5.087 5.007
[3,] 6.556 4.266 6.396 2.517 6.133 6.519 7.230 6.570 7.300 5.763 5.817
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.410 3.549 3.362 4.701 2.042 2.334 1.731 4.134 3.676 6.530 5.774
[2,] 1.690 4.591 4.491 5.873 2.395 2.827 2.093 5.075 4.355 8.027 6.841
[3,] 1.942 5.344 5.189 6.442 2.707 3.221 2.331 5.667 4.753 8.956 7.857
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.637 1.707 2.083 2.476 3.014 2.457 0.9031 4.982 11.95 4.659
[2,] 2.243 2.714 2.997 3.100 3.518 2.807 1.0424 6.256 16.26 6.081
[3,] 2.933 3.373 3.381 3.504 4.026 3.044 1.2299 7.596 18.39 8.170
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]   [,8]
[1,]   4.413   3.165   9.025   5.698   7.506   2.617   2.182   5.97
[2,] 519.125 302.101 745.004 794.981 852.654 360.652 220.115 555.64
[3,] 495.379 312.168 849.570 703.051 625.124 285.926 215.409 598.58
        [,9] [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   6.027   5.5   3.238   3.775   4.343   3.814   4.136   3.963   4.998
[2,] 567.268 788.5 408.089 510.280 401.142 400.600 459.292 423.545 653.978
[3,] 633.968 648.4 329.453 393.823 385.547 391.702 491.246 341.794 474.220
       [,18]   [,19]   [,20]   [,21]   [,22]   [,23]   [,24]   [,25]
[1,]   5.503   10.83   6.714   11.52   4.899   12.81   6.046   2.209
[2,] 718.525 1093.46 754.748 1152.76 506.837 2260.75 979.915 249.594
[3,] 548.411 1038.00 628.575  898.34 401.351 1957.38 961.039 236.212
       [,26]   [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.08   5.145   4.525   5.384   2.347   6.779   5.123   2.562
[2,]  838.37 972.912 471.464 744.475 244.192 697.653 511.773 273.903
[3,] 1135.61 792.751 482.862 803.893 235.115 832.394 582.728 250.173
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   6.022   5.392   5.983   5.889   5.129   5.428   1.692   5.034
[2,] 848.616 774.062 833.444 671.085 658.273 675.016 164.206 469.086
[3,] 694.852 680.133 700.343 722.362 529.987 670.514 139.118 499.492
       [,42]   [,43]   [,44]   [,45]  [,46]   [,47]   [,48]   [,49]
[1,]   1.256   4.262   3.414   3.249   1.98   4.074   5.021   6.297
[2,] 128.790 546.351 580.266 441.624 203.30 606.272 508.312 822.497
[3,] 135.520 461.882 491.853 294.231 217.64 581.666 495.231 762.629
       [,50]  [,51]   [,52]   [,53]  [,54]   [,55]   [,56]  [,57]  [,58]
[1,]   3.309   5.63   5.355   2.565   4.89   4.702   3.913   4.88   4.79
[2,] 390.925 800.15 511.914 247.144 859.65 641.423 804.816 791.23 358.91
[3,] 316.318 834.82 481.663 223.735 807.10 682.721 748.944 654.54 395.39
       [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]   [,66]
[1,]   1.717   5.456   1.854   4.278   3.505   5.168   5.814   2.374
[2,] 158.806 757.108 184.485 511.798 403.265 742.643 831.403 259.163
[3,] 153.088 838.221 177.399 552.813 313.102 596.167 654.652 270.831
       [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]   [,74]
[1,]   5.832   4.289   5.767   2.631   6.024   6.176   6.346   5.915
[2,] 793.213 383.878 726.902 220.941 595.313 681.574 872.048 715.787
[3,] 629.410 413.317 649.488 216.575 594.416 646.858 719.765 702.295
       [,75]   [,76]   [,77]   [,78]   [,79]   [,80]  [,81]   [,82]
[1,]   6.908   4.988   5.031   1.791   4.506   4.269   5.97   2.593
[2,] 806.255 699.358 662.825 201.517 630.470 644.376 761.69 270.741
[3,] 678.186 586.384 640.527 206.954 591.966 562.562 572.87 273.332
       [,83]   [,84]  [,85]   [,86]    [,87]   [,88]   [,89]   [,90]
[1,]   2.964   2.198   5.25   4.668    8.292   7.332   2.078   2.168
[2,] 345.120 254.674 636.91 505.445 1010.139 793.753 331.919 456.460
[3,] 334.448 222.263 545.91 411.807  860.044 836.480 409.116 433.731
       [,91]   [,92]   [,93]  [,94]   [,95]   [,96]   [,97]    [,98]
[1,]   2.645   3.144   3.827   3.12   1.147   6.326   15.18    5.916
[2,] 466.387 403.548 392.699 293.60 112.690 818.891 2386.27  845.669
[3,] 338.578 353.830 423.791 255.17 141.261 932.537 1859.71 1180.826
[1] "--- VAR model 2017-10-06 13:31:00  completed"
[1] "Completed training sample:  2017-10-06 13:31:00 - 2017-10-06 21:30:00"
[1] "SpVAR;   training sample:  2017-10-06 14:01:00 - 2017-10-06 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -5.2951         -7.3219         -40.88         -43.87
          0.8931          0.1462         -14.26         -46.16
         -1.9275         -0.2198         -36.05         -48.11
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -44.05          3.920           2.1306           -5.352
         -39.13          2.995           5.5929            6.843
         -54.95         -1.957          -0.6657           -1.681
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -21.240           -7.717          -0.7329           -14.58
            2.778           -8.546          -3.2730           -10.51
           -2.265           -8.183           2.5467           -13.96
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.382           -0.912            8.264          -11.640
           -7.140          -12.197           -2.282           -7.679
            7.621           -6.825           -8.088            4.217
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -17.829           -5.783            13.69          -7.9070
          -13.703            1.201           -10.89          -4.9058
           -8.855           -7.254             3.10           0.6687
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -22.76           -1.628          -113.72           -47.97
           -27.32           -4.617           -54.38           -33.31
           -27.33            4.307           -68.87           -35.60
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.026           -42.71           -66.47           -18.98
           -2.517           -48.40           -57.07           -12.33
           -3.929           -37.87           -50.79           -12.03
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -44.88           -5.251           -42.31           -37.15
           -45.32           -5.439           -59.24           -24.86
           -51.73           -4.536           -45.01           -28.04
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.365           -51.99           -46.33           -15.68
           -5.002           -57.51           -43.09           -44.34
           -4.979           -51.39           -51.95           -35.25
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            2.038            8.282            0.343            3.779
            2.730            4.803            2.154           -1.953
            4.774            7.554           -2.989           -1.295
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2047           0.5484           -12.95           -24.01
          -2.1516          -1.0093           -18.13           -16.91
           0.5823          -0.9677           -19.95           -29.96
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.500          -0.6042           -11.09           10.764
           -3.390           1.8991           -17.88            3.178
            1.671           0.5456           -11.63            6.684
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.260            1.755            1.325            9.242
           -5.361           -1.800            5.211           10.103
           -1.374           -2.129           -5.850            9.137
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4753            4.525          -3.7525          -13.345
           1.1470           -6.784          -5.5984            1.968
           3.2484            5.156           0.2622          -11.059
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -18.123           -5.194            1.867            8.003
           -6.992            5.527            1.278          -28.377
            2.034           -1.725            1.137           -5.384
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.0641            3.859            5.405           -3.362
          -1.3409          -16.036            5.148            4.402
          -0.7248           -6.337            2.543            2.047
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -2.516           3.7497            9.353            1.048
           16.728          -0.7921           -1.436            2.805
            1.612           4.4594            6.643           -1.038
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           17.406            1.288          -13.142           -3.002
            1.596            2.397            6.429            5.489
            1.799            3.546            7.176            2.672
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           14.184            1.060          -1.1262            5.624
           -2.650           -4.081           6.5773            8.891
            4.002            8.673           0.4974            4.639
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          17.1471           -2.305            4.564           -6.222
           8.8062            2.323           12.621           -4.203
          -0.1874            1.041            7.667           -9.492
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.149            2.263           0.3594          0.16735
           10.098            4.346           2.6288          0.82828
            8.844            3.145           5.9839         -0.01191
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.909            7.032            4.382           -9.548
            1.380            4.466           17.530           -2.760
            2.503            3.180           18.379          -17.188
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.08152           -4.706            3.676            5.117
         -2.38242            5.032            1.950            1.125
          3.06615            1.232           -1.525           -2.093
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.959            2.465           -5.627            131.7
           -7.576            4.067           -8.032            138.0
           -5.617           -3.545           -4.998            142.0
 rnd_95776.volume rnd_95787.volume
            4.004           -50.37
          -25.153           -37.03
          -48.074           -34.00
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.320 2.368 7.112 4.193 5.746 1.959 1.636 4.641 4.570 4.198 2.480
[2,] 4.080 2.770 8.137 5.476 6.915 2.545 1.950 5.270 5.275 5.392 3.140
[3,] 4.717 3.099 8.940 6.438 7.524 2.866 2.189 5.891 5.959 6.162 3.465
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.958 3.383 2.974 3.605 3.247 3.862 4.229  8.399 5.359  8.641 3.843
[2,] 3.728 3.832 3.466 4.245 3.776 4.952 5.356  9.928 6.512 10.244 4.493
[3,] 4.053 4.118 3.853 4.814 4.088 5.459 5.979 11.048 7.171 11.069 4.857
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.09 4.942 1.689 3.768 3.862 3.431 4.133 1.815 5.058 3.925 1.951
[2,] 14.28 6.457 2.023 5.537 5.883 4.066 5.336 2.154 6.062 4.598 2.283
[3,] 16.96 7.907 2.291 7.461 6.921 4.574 6.458 2.423 7.204 5.344 2.527
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.486 3.965 4.498 4.345 3.893 4.119 1.269 3.779 0.9753 3.150 2.635
[2,] 6.004 5.379 5.941 5.167 4.817 5.176 1.467 4.419 1.1496 4.070 3.653
[3,] 6.774 6.205 6.716 6.027 5.411 5.995 1.598 5.000 1.3088 4.624 4.342
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.559 1.537 3.106 3.933 5.008 2.605 4.507 4.305 1.961 3.824 3.572
[2,] 3.194 1.836 4.200 4.608 6.211 3.175 5.762 4.902 2.274 5.332 4.534
[3,] 3.497 2.090 5.003 5.031 7.070 3.500 6.953 5.384 2.496 6.430 5.584
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 3.006 3.869 3.635 1.311 4.344 1.460 3.288 2.512 3.990 4.493 1.850
[2,] 4.756 5.291 4.072 1.485 5.454 1.721 3.934 2.956 5.177 5.770 2.222
[3,] 5.758 6.177 4.496 1.651 6.637 1.921 4.714 3.308 5.801 6.467 2.507
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.510 3.162 4.273 2.028 4.585 4.820 4.899 4.460 5.348 3.829 3.825
[2,] 5.682 3.658 5.542 2.246 5.392 5.732 6.228 5.540 6.485 4.966 4.970
[3,] 6.437 4.053 6.367 2.482 6.058 6.516 7.195 6.417 7.180 5.544 5.740
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.340 3.445 3.272 4.542 1.950 2.369 1.607 3.987 3.599 6.525 6.035
[2,] 1.626 4.526 4.346 5.741 2.292 2.806 1.946 5.007 4.365 7.795 6.898
[3,] 1.849 5.124 5.080 6.343 2.614 3.171 2.199 5.603 4.804 8.721 8.019
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.521 1.588 2.020 2.386 3.055 2.388 0.8694 5.259 12.43 4.647
[2,] 2.112 2.637 2.988 2.979 3.514 2.700 1.0306 6.587 16.13 5.978
[3,] 2.884 3.268 3.313 3.294 3.973 2.896 1.2041 7.964 18.42 8.031
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   4.216   3.007   9.031   5.325   7.297   2.488   2.077   5.894
[2,] 570.076 345.435 950.615 846.381 924.705 390.202 255.158 600.161
[3,] 569.153 333.877 889.658 813.885 712.550 316.852 239.261 632.661
        [,9]   [,10]  [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.804   5.331   3.15   3.756   4.296   3.777   4.578   4.123
[2,] 633.084 813.171 462.96 545.647 432.457 427.863 538.843 463.454
[3,] 666.119 717.120 351.73 381.819 362.950 404.656 545.763 376.689
       [,17]   [,18]   [,19]   [,20]   [,21]  [,22]   [,23]    [,24]
[1,]   4.904   5.371   10.66   6.805   10.97   4.88   12.81    6.276
[2,] 745.079 789.834 1272.70 889.289 1322.42 559.49 2428.00  998.633
[3,] 552.411 638.820 1165.12 721.579 1008.26 443.65 2198.31 1097.130
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   2.145    4.784    4.904   4.357   5.249   2.305   6.422   4.984
[2,] 267.660  975.368 1066.856 524.299 811.363 278.762 803.326 575.740
[3,] 258.649 1202.106  876.244 503.586 874.412 266.994 935.407 654.640
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.478   5.697   5.035   5.712   5.518   4.943   5.231   1.611
[2,] 285.184 958.971 873.905 932.725 672.133 681.991 753.466 176.776
[3,] 260.016 754.023 743.515 753.112 745.779 592.651 726.962 152.721
       [,41]   [,42] [,43]   [,44]   [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   4.799   1.238   4.0   3.346   3.249   1.951   3.944   4.994   6.36
[2,] 550.554 146.283 619.5 608.251 459.372 241.505 679.577 577.256 882.73
[3,] 562.263 150.385 527.4 564.000 342.452 240.198 653.488 485.248 812.21
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.308   5.723   5.466   2.491   4.856   4.535   3.818   4.913
[2,] 436.514 862.955 563.514 276.594 893.289 671.276 885.831 867.754
[3,] 353.874 935.282 535.260 247.620 863.658 783.636 779.972 766.029
       [,58]   [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]
[1,]   4.615   1.665   5.516   1.854   4.175   3.19   5.066   5.705
[2,] 441.571 167.777 792.935 219.240 519.222 374.55 792.998 870.410
[3,] 457.816 173.142 908.818 205.178 624.098 356.95 629.268 701.997
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]  [,72]   [,73]
[1,]   2.349   5.727   4.015   5.426   2.575   5.822   6.12   6.221
[2,] 295.908 830.541 442.110 848.205 232.148 682.043 745.80 924.408
[3,] 278.961 727.389 419.706 753.504 253.709 663.598 744.70 865.836
       [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]   [,81]
[1,]   5.664   6.791   4.862   4.857   1.701   4.375   4.155   5.767
[2,] 789.733 881.554 760.341 762.761 221.418 705.512 687.506 843.941
[3,] 778.630 741.106 592.384 690.114 211.818 577.329 632.093 648.492
       [,82]   [,83]   [,84]   [,85]   [,86]    [,87]   [,88]   [,89]
[1,]   2.477   3.008   2.041   5.062   4.571    8.285   7.664   1.931
[2,] 289.486 361.522 263.685 728.365 593.667 1025.134 802.812 352.194
[3,] 301.880 355.250 246.198 604.446 482.152  940.036 982.909 472.250
       [,90]   [,91]  [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   2.016   2.565   3.03   3.879   3.033   1.104    6.679   15.78
[2,] 506.241 529.216 428.79 417.387 302.508 133.000  953.352 2471.55
[3,] 463.672 343.947 337.75 445.797 252.261 149.665 1076.046 2138.91
      [,98]
[1,]    5.9
[2,]  904.1
[3,] 1289.2
[1] "--- VAR model 2017-10-06 14:01:00  completed"
[1] "Completed training sample:  2017-10-06 14:01:00 - 2017-10-06 22:00:00"
[1] "SpVAR;   training sample:  2017-10-06 14:31:00 - 2017-10-06 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           0.258           4.111         -39.62         -33.98
           7.427          -6.945         -63.60         -36.80
           5.942          -5.005         -37.39         -48.27
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -25.17       -0.77808           0.2007          -21.254
         -27.98        0.03959           3.1022           -1.734
         -38.79        1.79369           5.3710           -4.562
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -9.722          -10.466          -0.4284            2.986
          -12.212           -9.832           1.0722           -8.465
           -7.639           -8.745          -1.7645           -8.720
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
         -12.7381           -2.515          -13.333           -13.73
           0.5002           -1.963            2.116            -5.06
          -2.4331          -12.420           -4.965            -5.29
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.03          -10.525           -17.67            9.612
           -11.90          -32.846            -8.36          -11.963
            -7.92           -5.829           -25.39          -15.329
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -43.68           -4.101           -97.44           -48.26
           -58.68           -6.213           -83.40           -44.19
           -42.69            3.299          -118.73           -50.05
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            5.793           -37.78           -40.70           -9.010
           -5.326           -62.73           -54.67           -5.138
           -3.822           -28.86           -53.07           -5.923
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -37.61           -1.913           -52.25            -4.75
           -37.18           -3.244           -46.91           -18.53
           -44.08           -2.017           -38.90           -14.06
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -14.308           -41.45           -20.26           -48.69
           -8.799           -45.70           -42.73           -36.86
           -7.614           -29.89           -33.72           -39.78
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           2.3748          -18.157            5.001          -3.0656
          -4.4679           -0.262          -13.220          -0.6571
           0.4718           -1.657           -9.767           0.5299
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.299          -1.4907           -12.15           -35.57
           -6.573          -0.1428           -29.15           -35.88
           -3.762          -3.5182           -24.74           -33.71
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            8.417            4.680           -23.23            9.435
           -3.763            1.001           -15.09            1.275
           -1.121            2.374           -33.70            8.179
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.379            2.713           -12.57          -14.547
            8.871           -2.226           -16.58            0.501
            7.091           -0.143           -15.08            8.830
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.9745           -3.535            3.882            4.253
          -1.6815          -14.879          -13.248           -6.996
          -0.8746          -11.124          -16.168          -12.900
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.035          -7.4869            2.384           -4.087
           -1.400           0.3418            1.369           -4.416
          -16.181          -1.9387            4.848            3.729
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.177          -0.8133          -10.498          -12.172
            3.911          -3.0099            3.029           -6.383
           -1.584          -4.5592           -1.797           -3.507
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -18.025           -7.379           -5.905           -1.545
          -15.287           -8.897          -13.127           -9.101
           -3.928           -1.021           -8.991           -3.482
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.141            6.839            5.381            1.607
          -16.510           -1.772           -4.496           11.767
           -7.446           -4.606            8.803            3.764
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.949          10.1848           -1.947           2.0052
          -11.091          -3.4269            3.945           0.7643
           -8.503           0.1892           17.744          -3.1280
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.105          -0.6391            4.464            9.207
            8.607           2.1542           -1.704           18.173
           -3.676          -1.8013            3.281           11.624
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            19.52           -1.433           -1.544          -0.4767
            13.49            9.260            3.104           6.2390
            10.24            7.140            1.203          -2.3282
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -17.245          -2.7940           -11.49            8.299
           -5.187           0.5769           -21.52           -7.763
           -7.217         -13.2309           -10.13            8.890
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            4.499           -4.680           -2.446           -5.239
           -1.296           -8.586           -4.500           -2.364
           -8.335           -3.091           -5.399            2.069
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.061           5.6889           -8.570            117.3
           -2.577           0.8464           -4.787            111.6
            3.479           5.9238           -7.930            112.8
 rnd_95776.volume rnd_95787.volume
           -9.796           -50.48
          -20.885           -51.96
          -31.301           -39.12
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.199 2.517 7.098 4.178 5.791 1.970 1.612 4.496 4.330 3.872 2.350
[2,] 3.905 2.825 8.175 5.461 6.956 2.447 1.890 5.269 4.984 5.220 2.962
[3,] 4.453 3.154 8.912 6.423 7.623 2.761 2.118 5.884 5.906 6.042 3.306
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.904 3.297 2.968 3.674 3.063 3.780 4.109  8.464 5.443  8.318 3.864
[2,] 3.683 3.785 3.512 4.416 3.573 4.867 5.299  9.917 6.443  9.869 4.490
[3,] 3.975 4.116 3.872 5.042 3.882 5.446 6.062 11.090 7.110 10.711 4.831
     [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,] 10.07 5.371 1.626 4.210 4.233 3.280 4.265 1.772 4.787 3.876 1.907
[2,] 13.82 6.558 1.951 5.769 6.276 3.860 5.408 2.088 5.793 4.471 2.227
[3,] 16.45 7.969 2.243 7.533 7.138 4.413 6.397 2.377 6.998 5.168 2.521
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.436 3.896 4.588 4.075 3.844 4.263 1.238 3.962 0.9185 3.147 2.669
[2,] 5.965 5.166 5.730 4.714 4.739 5.251 1.478 4.488 1.1170 4.004 3.758
[3,] 6.807 6.158 6.569 5.384 5.261 6.022 1.618 5.029 1.2881 4.532 4.306
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.633 1.600 3.112 3.728 5.145 2.454 4.471 4.236 1.961 3.649 3.517
[2,] 3.293 1.892 4.169 4.350 6.265 3.078 5.653 4.886 2.289 5.204 4.479
[3,] 3.556 2.131 5.037 4.755 7.317 3.446 6.749 5.367 2.536 6.152 5.441
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.888 3.730 3.435 1.261 4.267 1.399 3.065 2.415 3.737 4.363 1.753
[2,] 4.415 5.149 4.029 1.452 5.280 1.637 3.773 2.857 4.767 5.564 2.151
[3,] 5.457 6.065 4.442 1.601 6.286 1.846 4.471 3.192 5.407 6.217 2.452
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.237 3.074 4.142 1.967 4.167 4.586 4.826 4.354 5.426 3.953 3.703
[2,] 5.464 3.506 5.267 2.228 5.002 5.498 6.041 5.585 6.513 5.105 4.990
[3,] 6.146 3.900 6.069 2.454 5.534 6.176 7.037 6.435 7.236 5.627 5.712
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.320 3.368 3.121 4.452 1.884 2.343 1.644 3.721 3.474 5.658 6.308
[2,] 1.572 4.450 4.180 5.619 2.227 2.741 1.924 4.658 4.200 7.000 7.201
[3,] 1.765 5.136 4.976 6.264 2.558 3.094 2.150 5.263 4.603 8.003 8.408
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.474 1.637 2.027 2.347 2.980 2.290 0.8699 5.638 12.13 4.820
[2,] 2.156 2.655 2.906 2.863 3.445 2.590 1.0110 7.180 15.79 6.090
[3,] 2.906 3.182 3.209 3.210 3.880 2.779 1.1951 8.563 18.46 7.933
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   4.063   3.196    9.013    5.306    7.354   2.502   2.047   5.709
[2,] 654.230 374.892 1185.212 1027.624 1125.861 424.319 288.445 802.898
[3,] 625.393 410.262 1036.869  988.208  911.434 373.255 278.859 765.283
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16] [,17]
[1,]   5.499    4.917   2.984   3.688   4.187   3.768   4.665   3.89   4.8
[2,] 721.198 1023.272 526.991 661.686 543.188 549.082 715.982 537.57 896.2
[3,] 925.775  888.715 429.203 437.565 472.794 476.108 711.216 443.69 713.6
       [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]   [,25]
[1,]   5.218   10.75    6.911   10.56   4.906   12.79    6.821   2.065
[2,] 977.812 1510.35 1007.714 1552.20 668.626 2767.32 1099.414 314.871
[3,] 860.320 1450.49  878.282 1216.67 520.556 2604.02 1323.022 323.364
        [,26]    [,27]   [,28]   [,29]  [,30]    [,31]   [,32]   [,33]
[1,]    5.347    5.375   4.165   5.416   2.25    6.078   4.921   2.421
[2,] 1152.423 1354.088 594.866 971.587 322.92  953.650 651.550 336.421
[3,] 1415.865  993.953 625.068 998.450 331.85 1147.346 757.568 344.941
        [,34]   [,35]    [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]    5.633   4.947    5.826   5.174   4.881   5.413   1.572   5.032
[2,] 1165.242 991.480 1003.124 693.000 809.988 895.758 236.203 616.185
[3,]  958.684 979.475  938.502 759.885 667.599 861.564 191.971 662.805
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]    [,49]
[1,]   1.166   3.997   3.389   3.343   2.032   3.951   4.734    6.533
[2,] 185.734 723.490 773.211 578.006 294.988 810.680 654.852 1044.885
[3,] 187.455 620.396 614.225 392.011 286.758 826.296 561.637 1104.643
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]    [,57]
[1,]   3.116    5.677   5.379   2.491    4.634   4.466   3.668    4.737
[2,] 543.157 1011.150 711.854 344.592 1084.088 810.638 975.727 1037.205
[3,] 452.889 1077.288 648.684 319.170  958.877 902.712 937.349  936.562
       [,58]   [,59]   [,60]   [,61]   [,62]   [,63]   [,64]   [,65]
[1,]   4.363   1.602   5.419   1.776   3.893   3.067   4.746    5.54
[2,] 615.158 210.148 908.604 248.780 643.046 446.036 864.934 1009.20
[3,] 546.806 196.868 997.177 248.904 701.005 415.844 745.700  810.17
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]    [,73]
[1,]   2.226    5.38   3.903   5.259   2.498   5.291   5.823    6.128
[2,] 364.339 1008.28 492.619 950.964 305.621 808.431 886.060 1062.074
[3,] 343.598  822.41 499.453 881.317 300.720 692.255 822.430 1054.382
        [,74]   [,75]   [,76]   [,77]   [,78]   [,79]   [,80]    [,81]
[1,]    5.529    6.89   5.019   4.702   1.676   4.277   3.963    5.653
[2,] 1021.894 1052.71 944.176 977.686 249.759 850.022 812.858 1001.964
[3,]  934.177  921.83 691.746 812.029 234.647 749.312 788.853  808.998
       [,82]   [,83]   [,84]   [,85]   [,86]    [,87]   [,88]   [,89]
[1,]   2.392   2.975   2.087   4.725   4.412    7.184    8.01   1.872
[2,] 346.851 415.678 292.032 818.746 689.605 1204.743 1015.22 459.851
[3,] 367.856 419.739 280.585 716.222 550.285 1133.706 1268.46 569.284
       [,90]   [,91]  [,92]   [,93]   [,94]   [,95]    [,96]  [,97]
[1,]   2.078   2.574   2.98   3.784   2.907   1.105    7.159   15.4
[2,] 610.832 608.599 479.07 505.137 353.825 150.517 1299.129 2953.4
[3,] 512.957 397.695 424.31 521.698 294.168 186.250 1363.944 2795.4
       [,98]
[1,]    6.12
[2,] 1087.71
[3,] 1485.93
[1] "--- VAR model 2017-10-06 14:31:00  completed"
[1] "Completed training sample:  2017-10-06 14:31:00 - 2017-10-06 22:30:00"
[1] "SpVAR;   training sample:  2017-10-06 15:01:00 - 2017-10-06 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.823          -4.359         -21.69         -39.92
          -9.521           5.924         -41.02         -34.86
           3.213          -3.494         -37.04         -40.95
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -28.92         7.4256            2.183           7.7410
         -18.52        -2.2591           -1.088          -0.5629
         -27.53         0.6831            1.384           1.6014
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            6.040           3.2112            2.905          -11.198
            1.673           7.5981            7.121           -9.809
            2.404          -0.5277            3.034           -5.449
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            7.841            4.137         6.598643           11.211
           -1.080           -2.363         0.008582            3.081
            3.820            1.989         8.178821            7.299
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            9.177           0.1969            14.35            15.86
            7.314           2.5574            32.74            29.21
            3.235           3.2183            24.80            25.93
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -4.728          -1.3797          -109.40           -46.49
          -40.379          -0.5842           -40.27           -33.85
          -30.097          -9.1298           -70.19           -27.64
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -3.95877           -32.58           -32.97         -1.49982
         -1.64083           -49.77           -55.56         -5.42932
         -0.03613           -24.82           -34.37          0.05905
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -34.40           -4.395           -42.50           -17.96
           -28.95           -5.285           -30.75           -22.18
           -49.04           -5.200           -35.94           -18.83
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -8.066           -37.93           -39.28           -18.51
          -11.318           -30.28           -19.37           -32.61
           -9.253           -33.25           -29.20           -22.44
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            5.084          -4.1335            3.821           1.5478
            7.862          -1.2112           -2.321           3.1597
           11.604           0.1217           -7.129           0.2166
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            6.765          -3.0224           -12.39           -25.14
            6.172          -0.3054           -27.79           -17.02
            1.702           0.2190           -15.25           -31.59
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.548           -4.266           -6.432            8.339
            4.756            1.290          -16.813            2.468
            8.063            3.993          -16.489           -1.905
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.776           -5.584           -36.45            7.537
          -13.916           -4.835            -1.04            4.404
            9.267           -3.996           -10.54           12.114
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.708          -0.9639            2.902            5.036
           -5.050         -26.0367           -9.989           -8.850
           -3.903          -0.1278           -9.398          -17.488
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            10.49          3.00271          -0.0313            7.734
           -10.40         -0.01656          -0.6168           -2.148
            -8.47         -8.42884          -1.8796           11.361
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.0538           3.1630          3.78191           -4.156
          -0.6092          -6.6545         -1.14762            1.104
          -0.6015           0.1251          0.02015            1.643
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.454           -2.601         -10.6750            4.512
            2.442            3.034         -11.4067           -1.954
          -12.351            3.295           0.4094           -0.669
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -9.392            4.098           -2.863            9.550
           -3.572            1.762           -6.674           -3.489
           -4.792            5.499            7.053            3.763
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.593           0.3379            13.78           -1.269
           -5.824          -2.9125            17.57           10.484
            6.828         -10.7460            10.30            0.214
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           12.735          -2.8808            9.046            4.027
           -3.600          -0.1965           -7.824            1.167
            8.376          -0.2489            7.695            4.961
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           15.887          -0.6198           -3.154           1.4496
           -5.189           1.3853           -1.374          -0.3003
           13.034          -1.0624           -3.558           3.2567
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -11.6977          7.20292           -2.627            4.067
           0.8189          0.09019            4.761           -4.473
           0.8899          1.84411            3.695            6.478
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.655           10.047           0.7171            5.908
            6.125            3.418           7.4947            2.419
            5.441            1.977          -3.5497           -6.099
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.772           0.6068           -5.520            126.9
            1.730          -1.8252           -5.775            108.8
           11.440          -0.5275           -5.722            122.8
 rnd_95776.volume rnd_95787.volume
           -54.68           -40.04
           -16.58           -47.00
           -33.91           -16.85
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.147 2.442 7.085 4.165 5.497 1.902 1.668 4.261 4.204 3.574 2.242
[2,] 3.857 2.741 7.915 5.270 6.665 2.370 1.940 5.000 4.858 4.954 2.858
[3,] 4.444 3.040 8.577 6.238 7.357 2.685 2.128 5.579 5.751 5.678 3.215
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.737 3.173 2.789 3.644 3.258 3.723 3.936  8.132 5.430  8.517 3.771
[2,] 3.564 3.714 3.448 4.401 3.781 4.796 5.112  9.667 6.354  9.900 4.435
[3,] 3.907 4.037 3.863 4.966 4.094 5.457 5.880 10.850 7.219 10.733 4.777
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.716 5.244 1.593 3.983 4.056 3.302 4.316 1.696 4.683 3.820 1.857
[2,] 13.849 6.472 1.887 5.439 6.080 3.847 5.378 2.025 5.714 4.361 2.162
[3,] 16.241 7.813 2.132 7.445 6.980 4.366 6.382 2.254 6.835 4.932 2.450
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.375 3.769 4.742 3.761 3.513 4.172 1.155 3.851 0.9534 3.108 2.782
[2,] 5.817 5.243 5.862 4.343 4.424 5.098 1.379 4.403 1.1568 3.901 3.754
[3,] 6.629 6.127 6.539 4.965 4.984 5.798 1.537 4.957 1.2984 4.401 4.275
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.607 1.568 3.002 3.703 5.225 2.387 4.243 4.318 1.948 3.579 3.484
[2,] 3.268 1.867 4.085 4.274 6.338 3.018 5.524 4.849 2.284 5.010 4.536
[3,] 3.529 2.090 4.903 4.716 7.302 3.394 6.679 5.304 2.507 6.030 5.354
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.804 3.465 3.270 1.197 3.853 1.343 3.165 2.301 3.481 4.137 1.751
[2,] 4.297 4.844 3.892 1.391 4.836 1.538 3.756 2.690 4.690 5.426 2.157
[3,] 5.224 5.895 4.249 1.556 5.838 1.716 4.463 3.104 5.376 6.084 2.382
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.182 3.125 3.979 1.874 4.014 4.525 4.747 4.434 5.620 4.041 3.581
[2,] 5.328 3.480 5.135 2.138 4.760 5.551 5.864 5.612 6.668 5.162 4.963
[3,] 5.961 3.895 6.048 2.392 5.325 6.208 6.720 6.306 7.298 5.688 5.620
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.220 3.418 2.946 4.540 1.789 2.182 1.605 3.524 3.356 5.445 6.299
[2,] 1.476 4.492 4.111 5.673 2.176 2.708 1.874 4.314 4.177 6.781 7.195
[3,] 1.665 5.253 4.850 6.347 2.499 3.085 2.088 5.010 4.631 7.691 8.309
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.448 1.548 1.920 2.336 2.804 2.154 0.8795 5.629 11.37 4.526
[2,] 2.011 2.637 2.753 2.844 3.296 2.443 0.9866 7.230 15.23 5.824
[3,] 2.788 3.201 3.119 3.175 3.781 2.605 1.1763 8.543 17.57 7.673
Root mean square errors of predictions:  
        [,1]  [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.996   3.1    8.997   5.289    6.98   2.415   2.118   5.411
[2,] 667.515 373.0 1055.852 966.232 1127.72 423.181 296.249 782.957
[3,] 660.128 393.1  988.650 998.876  932.20 377.180 262.073 740.529
        [,9]    [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   5.338    4.538   2.847   3.476   4.029   3.541   4.628   4.137
[2,] 728.450 1026.706 530.343 682.742 577.622 606.673 738.488 574.317
[3,] 921.013  829.851 440.949 479.568 473.680 521.616 687.994 470.079
       [,17]   [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]   4.728   4.998   10.33    6.895   10.81   4.788   12.34    6.659
[2,] 904.439 976.422 1564.09  987.569 1510.38 698.597 2953.24 1135.141
[3,] 779.463 869.343 1474.09 1025.137 1240.54 531.209 2538.63 1309.640
       [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]  [,32]
[1,]   2.023    5.058    5.151   4.193    5.481   2.153    5.946   4.85
[2,] 302.354 1108.362 1355.350 591.012  960.153 331.173  979.759 629.81
[3,] 297.171 1521.110 1025.748 617.647 1028.130 296.519 1122.318 689.00
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.358    5.555    4.786    6.021   4.776   4.461   5.298   1.467
[2,] 330.935 1147.150 1090.713 1031.246 649.661 804.553 876.516 225.387
[3,] 345.060  951.619  948.828  866.949 720.062 686.516 826.977 203.251
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.891   1.211   3.947   3.533   3.311   1.991   3.812   4.702
[2,] 638.503 196.039 705.303 754.212 589.562 303.301 829.245 638.581
[3,] 681.619 176.423 609.499 611.616 398.344 281.075 811.253 597.027
        [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]    6.635   3.031    5.388   5.483   2.473    4.545   4.424   3.561
[2,] 1073.580 552.488 1058.561 660.603 357.029 1049.091 869.222 974.132
[3,] 1085.235 464.834 1123.639 642.645 309.402 1004.042 850.835 888.930
      [,57]   [,58]  [,59]   [,60]   [,61]   [,62]   [,63]  [,64]    [,65]
[1,]    4.4   4.153   1.52   4.893   1.705   4.019   2.921   4.42    5.254
[2,] 1013.0 631.718 212.06 874.529 224.504 605.100 417.050 940.41 1050.521
[3,] 1005.0 510.239 208.61 978.451 227.545 721.427 463.285 786.41  823.795
       [,66]  [,67]   [,68]   [,69]  [,70]   [,71]   [,72]    [,73]
[1,]   2.223   5.31   3.968   5.053   2.38   5.098   5.746    6.028
[2,] 377.115 987.82 458.247 971.358 307.79 765.338 962.301 1030.190
[3,] 302.567 799.67 523.938 956.087 321.25 714.368 831.568  981.905
       [,74]    [,75]   [,76]    [,77]   [,78]  [,79]   [,80]    [,81]
[1,]    5.63    7.137   5.132    4.548   1.549   4.34   3.741    5.765
[2,] 1029.52 1073.680 960.827 1028.268 248.669 872.33 857.954 1017.890
[3,]  860.81  887.880 715.329  788.939 230.390 814.86 769.693  852.103
       [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]   [,89]
[1,]   2.272   2.771   2.039   4.475   4.262    6.915    7.999   1.838
[2,] 370.631 479.927 289.414 744.525 743.921 1209.206 1040.679 417.462
[3,] 367.657 442.504 275.459 762.222 598.551 1085.642 1243.615 578.120
       [,90]   [,91]   [,92]  [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   1.966   2.438   2.967   3.56   2.735   1.117    7.148   14.44
[2,] 638.646 590.541 484.991 518.64 345.068 133.819 1357.404 3030.08
[3,] 542.864 438.360 422.347 554.36 270.015 191.675 1362.014 2624.68
        [,98]
[1,]    5.747
[2,] 1096.825
[3,] 1494.890
[1] "--- VAR model 2017-10-06 15:01:00  completed"
[1] "Completed training sample:  2017-10-06 15:01:00 - 2017-10-06 23:00:00"
[1] "SpVAR;   training sample:  2017-10-06 15:31:00 - 2017-10-06 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.040          -2.973         -25.48         -38.42
           1.598          -6.888         -33.01         -34.46
          -4.367           6.852         -41.22         -31.08
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -23.57        0.03253            1.479            3.514
         -27.29        1.01040           -1.176           -3.670
         -41.01        1.83105            1.033            1.228
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.9632           -2.056            1.409           -8.284
          -0.8654            3.227            4.689           -8.544
          -9.1052           -3.721           -1.074          -12.294
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           3.0559            1.989            1.640           -3.132
          -4.1254          -11.896          -11.536           -1.573
           0.1742           -7.008           -8.231            0.909
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.484           1.7653          -2.1326            2.548
          -12.478           0.3994           2.2690           22.267
          -10.503         -10.8251           0.1965           15.192
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -32.48          -16.046           -88.39           -30.86
           -29.69            2.872           -78.90           -34.71
           -40.47           -1.369           -62.38           -32.50
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.870           -37.39           -63.51          -11.725
           -6.920           -23.95           -36.39           -9.803
           -2.226           -35.63           -33.39           -3.874
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -35.31           -6.789           -34.59           -15.37
           -38.79           -7.710           -45.47            -9.83
           -32.17           -3.231           -27.26           -15.52
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.068           -35.39           -26.03           -28.89
          -10.444           -37.51           -23.60           -39.20
           -5.194           -42.03           -39.81           -34.71
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.932            3.953           7.0203           3.7677
            4.674            4.371          -2.9529          -0.5323
            2.822            5.072          -0.2439          -0.8436
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           16.435           1.9368           -23.41           -21.80
            4.805           1.5642           -20.93           -24.81
            4.403          -0.1905           -18.45           -26.08
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.6242           1.9421           -14.93            2.867
          -2.1936          -0.5342           -14.44            1.389
           4.6021          -1.0338           -16.33            5.299
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.776           -1.806           -11.25           14.242
            1.576           -2.231           -10.18            4.630
           -1.465           -7.256           -16.13            2.281
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           1.9309           -8.771           0.1656           -4.477
          -0.8802           -3.716          -1.5843           -6.206
          -2.4336          -12.852         -11.1141           -3.722
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -11.2206          -0.7591           -1.008           -9.106
          -7.0733          -4.5665           -1.426           -4.373
          -0.1888          -3.5365            1.265           -6.084
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.1545          -13.489         -0.08748           -7.534
          -2.4458           -8.017          1.69579          -13.534
          -1.9944           -2.417          0.67075           -8.927
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.302           0.3321            3.369          -2.3104
          -12.596          -3.6383           -3.059          -0.5442
           -8.358          -3.2451          -10.189           3.1485
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            3.133           1.7423           9.5849            9.729
           -1.236          -1.5502           1.7073            4.123
           -5.939           0.2528           0.8498            1.223
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -2.002            2.547            4.446           11.253
           -6.009            0.170            7.408           10.895
           -4.732            1.974            9.723            8.163
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            1.197           2.3995           -8.942           -8.583
           15.349           2.3455            9.211           -6.361
            8.917           0.9536            5.362           -8.886
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.777           -1.601           -1.625          -0.5759
            9.111           -1.388           -2.285           1.3980
           11.375            1.896           -2.421           1.3418
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            8.986           -1.421           -1.114           -4.601
            4.192           -2.476           -3.730            3.045
            6.147           -1.435           -6.948           -6.874
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4794           -1.645           -2.946           4.6222
          -1.9338            3.370            2.958          -2.9498
           0.9732           -1.410           -1.089          -0.2041
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.6896           -4.327           -5.798            113.5
          -1.9614            3.771           -6.042            115.5
          -5.1092           -1.739           -5.454            115.8
 rnd_95776.volume rnd_95787.volume
           -4.247           -32.53
          -43.768           -31.62
          -47.208           -28.49
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.134 2.367 6.899 4.029 4.985 1.880 1.664 4.096 3.944 3.465 2.188
[2,] 3.816 2.696 7.752 5.138 6.104 2.280 1.929 4.792 4.613 5.000 2.812
[3,] 4.319 2.942 8.469 6.086 6.922 2.516 2.085 5.311 5.433 5.683 3.152
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.704 3.071 2.877 3.645 3.165 3.669 3.838  8.138 5.365  8.254 3.567
[2,] 3.551 3.652 3.541 4.333 3.699 4.993 5.150  9.538 6.459  9.576 4.223
[3,] 3.921 3.955 3.927 4.876 4.061 5.681 5.891 10.863 7.295 10.238 4.530
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.107 5.129 1.563 4.171 4.027 3.210 4.306 1.631 4.336 3.609 1.791
[2,] 13.008 6.382 1.842 5.488 5.975 3.674 5.259 1.927 5.370 4.181 2.077
[3,] 15.369 7.609 2.052 7.347 6.954 4.227 6.023 2.160 6.380 4.749 2.333
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.367 3.744 4.399 3.650 3.640 4.087 1.167 3.641 0.9455 3.001 2.669
[2,] 5.644 5.088 5.545 4.195 4.473 4.939 1.354 4.221 1.1173 3.652 3.613
[3,] 6.341 6.022 6.310 4.759 5.012 5.561 1.497 4.743 1.2610 4.229 4.050
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.474 1.569 2.943 3.562 5.032 2.386 4.232 3.928 1.896 3.587 3.520
[2,] 3.138 1.812 4.061 4.086 6.204 3.027 5.401 4.563 2.251 4.962 4.436
[3,] 3.446 2.048 4.836 4.564 7.101 3.392 6.446 5.022 2.466 5.996 5.221
     [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.753 3.371 3.284 1.077 3.680 1.124 3.019 2.206 3.330 3.807 1.608
[2,] 4.151 4.559 3.844 1.259 4.586 1.344 3.639 2.574 4.579 5.161 1.942
[3,] 4.991 5.539 4.199 1.439 5.724 1.527 4.344 3.000 5.185 5.718 2.153
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.691 3.002 3.522 1.696 3.654 3.947 4.729 4.250 5.492 4.034 3.692
[2,] 4.769 3.394 4.729 1.965 4.483 4.985 5.663 5.483 6.472 5.204 4.965
[3,] 5.461 3.769 5.702 2.195 5.000 5.612 6.464 6.181 7.060 5.697 5.670
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.140 3.303 2.705 4.284 1.768 2.089 1.534 3.420 3.028 5.285 6.197
[2,] 1.370 4.480 3.718 5.500 2.188 2.610 1.791 4.152 3.724 6.814 7.016
[3,] 1.561 5.345 4.404 6.309 2.506 3.010 1.965 4.659 4.186 7.692 8.136
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.359 1.445 1.833 2.268 2.594 2.034 0.8336 5.760 10.82 4.549
[2,] 1.852 2.542 2.582 2.691 3.030 2.305 0.9420 7.297 14.56 5.847
[3,] 2.620 3.028 2.931 3.016 3.586 2.477 1.1082 8.640 16.93 7.532
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.979   3.006    8.761    5.117    6.33   2.387   2.113   5.201
[2,] 691.645 409.432 1122.146 1012.219 1118.98 409.541 309.949 789.971
[3,] 642.456 374.440 1083.433 1035.753 1036.18 338.074 250.900 727.491
        [,9]    [,10]   [,11]   [,12] [,13]   [,14]   [,15]  [,16]
[1,]   5.008    4.401   2.779   3.434   3.9   3.654   4.629   4.02
[2,] 759.817 1144.482 560.639 731.168 627.1 655.096 743.979 607.49
[3,] 911.165  858.054 452.589 527.694 482.8 539.624 709.972 532.91
        [,17]    [,18]   [,19]    [,20]   [,21]   [,22]   [,23]    [,24]
[1,]    4.659    4.874   10.33    6.813   10.48   4.529   11.56    6.513
[2,] 1075.484 1090.619 1579.33 1142.133 1541.69 718.128 2949.24 1205.728
[3,]  860.440  908.243 1651.32 1076.760 1150.07 520.080 2599.60 1315.982
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   1.984    5.296    5.114   4.076   5.468   2.071    5.506   4.583
[2,] 309.797 1132.551 1401.517 567.704 958.745 326.022 1005.809 669.968
[3,] 287.289 1551.231 1130.203 663.685 931.999 309.508 1093.769 715.755
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]  [,39]   [,40]
[1,]   2.274    5.546    4.754    5.586   4.635   4.622   5.19   1.482
[2,] 333.950 1135.241 1093.879 1072.290 656.728 825.542 880.23 217.714
[3,] 337.308  917.750 1022.927  955.844 713.333 718.328 812.02 202.826
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.623   1.201   3.811   3.389   3.141   1.993   3.738   4.523
[2,] 678.444 189.062 661.018 773.098 613.245 287.786 888.271 635.699
[3,] 686.680 185.594 677.235 581.632 451.707 303.090 834.365 645.641
       [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]    6.39   3.029    5.374   4.988   2.408    4.555   4.469   3.496
[2,] 1152.04 591.669 1065.428 737.052 385.258 1088.906 857.366 986.631
[3,] 1097.51 486.214 1117.394 665.996 319.775 1068.791 874.657 879.711
       [,57]  [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   4.281   4.17   1.368    4.673   1.428   3.834   2.801   4.229
[2,] 974.767 634.57 207.204  868.844 233.732 645.248 421.235 997.730
[3,] 998.920 536.14 220.821 1087.624 230.198 753.118 489.391 772.953
        [,65]   [,66]   [,67]   [,68]    [,69]   [,70]   [,71]   [,72]
[1,]    4.834   2.041   4.687   3.812    4.472   2.154   4.641   5.012
[2,] 1106.859 345.841 959.097 502.610 1002.117 315.099 824.780 967.073
[3,]  781.737 295.320 844.929 520.519 1011.842 310.816 703.088 818.627
       [,73]    [,74]    [,75]    [,76]    [,77]   [,78]   [,79]   [,80]
[1,]   6.006    5.397    6.974    5.123    4.688   1.448   4.195   3.435
[2,] 989.221 1100.200 1087.546 1043.940 1054.045 241.110 961.224 810.161
[3,] 989.508  905.735  895.768  735.825  869.595 237.947 925.525 749.432
       [,81]   [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    5.44   2.246   2.653   1.948   4.343   3.845    6.711    7.869
[2,] 1095.28 409.331 496.942 293.742 747.795 688.316 1365.651 1044.849
[3,]  981.61 387.775 475.885 256.895 671.163 607.579 1133.604 1308.220
       [,89]   [,90]   [,91]  [,92]   [,93]   [,94]   [,95]    [,96]
[1,]   1.726   1.835   2.328   2.88   3.294   2.583   1.059    7.314
[2,] 399.495 664.069 577.444 459.73 497.185 344.181 139.268 1422.458
[3,] 588.478 522.312 440.331 432.56 609.386 287.789 185.370 1469.527
       [,97]    [,98]
[1,]   13.74    5.777
[2,] 3091.17 1166.585
[3,] 2742.66 1507.767
[1] "--- VAR model 2017-10-06 15:31:00  completed"
[1] "Completed training sample:  2017-10-06 15:31:00 - 2017-10-06 23:30:00"
[1] "SpVAR;   training sample:  2017-10-06 16:01:00 - 2017-10-07 00:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 16:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           4.659          -1.537         -13.88         -27.79
          -3.802          -3.033         -37.31         -13.78
          -1.407           0.635         -23.22         -28.89
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -27.41         3.0876           -2.026        -10.52342
         -21.78         0.9695            1.629          0.09887
         -29.90         2.5595            2.179         -5.75109
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          0.17595           -3.100           4.8638          -14.336
          0.01562           -1.169          -0.4612           -6.861
         -3.89600            2.428           2.8832           -9.095
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          1.13545         -11.6895           -6.873          -4.3168
         -1.68572           0.7588           -3.476          -5.9630
          0.04192          -2.2186           -1.609           0.3676
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.970           14.681          -12.101           10.406
          -11.340          -17.414            1.324           12.810
            1.287           -3.376          -10.803            0.996
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -38.27          -5.5795           -53.42           -22.87
           -35.29          -0.1687           -53.95           -28.48
           -24.30           1.0078           -64.21           -21.50
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
            1.274           -29.21           -31.24          -3.7754
           -1.565           -27.76           -21.43          -0.5705
           -2.989           -24.99           -32.20          -1.4459
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -23.88           -1.859           -31.63           -8.484
           -25.74           -3.256           -34.90           -4.920
           -22.76           -1.030           -22.08          -12.647
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.187           -20.29           -29.56           -40.27
           -9.843           -26.58           -19.57           -20.70
           -5.872           -28.20           -26.70           -28.56
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.417         -5.17103            3.136           0.7320
           -2.042         -4.95427            2.004          -0.7263
            1.355          0.07773            2.197           0.4762
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.703          -0.2591           -16.74           -22.21
            3.413          -0.2362           -21.87           -21.61
           -3.415           0.7027           -11.17           -25.13
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.3647          -0.6185           -14.30           4.9113
           0.6313           0.8101           -14.40           2.0571
           0.4090          -4.0136           -15.49           0.8494
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -10.844           -5.482           -7.838            3.530
            3.127            4.268           -3.650           -2.045
           -4.206           -2.222          -14.225            5.598
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           3.8205            3.497            1.156            4.068
          -0.5440          -11.374           -5.213            2.226
           0.8392          -10.656           -9.881           -9.805
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.395          -3.7283           0.9886           -7.903
            1.709           0.1122          -0.4164            4.995
           -3.108           0.5052          -0.7090           -1.316
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -2.863266          -6.7071           0.9042         -3.43293
        -2.544680           0.7807           3.6493         -4.04859
         0.003271          -0.9998          -0.8713          0.08536
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -3.296         -0.79286          -4.5506           -2.736
           -1.087          0.01602          -9.2338           -4.991
            4.505          0.12212           0.4061            1.963
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.430            1.142          -0.5055           -1.910
           -5.679            0.102          -6.5469           -2.288
           -4.996           -0.164           0.7387           -4.321
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.149          -4.9964            5.083           -3.931
           -2.651          -0.2962            1.658            7.195
          -13.221         -10.5048            5.418            2.339
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.152          -0.6929            3.533           2.2835
            0.153           0.1382           -1.061          -0.6133
            3.820          -0.2331            6.645           1.0257
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.0261         -2.65386           1.8855           0.2709
          -0.4237         -0.98505          -0.7003          -1.9814
           2.7208         -0.01861          -0.7633           0.2420
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.767           -7.668            1.649           -16.25
           -4.806            3.324            4.490             3.59
           -3.416           -3.936            1.319           -10.92
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            3.347           2.0904            4.527           -4.687
            2.589          -0.6472           -2.725           -3.416
           -1.335          -3.3792           -4.000           -1.609
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -2.769           -1.649           -4.653            111.3
           -2.218           -2.081           -4.500            113.6
            2.540            1.875           -5.925            113.4
 rnd_95776.volume rnd_95787.volume
           -8.031           -25.24
          -26.096           -30.56
          -28.274           -19.07
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.936 2.283 6.491 3.786 4.842 1.801 1.627 3.753 3.913 3.253 2.064
[2,] 3.748 2.656 7.446 4.926 5.821 2.173 1.905 4.590 4.636 4.616 2.763
[3,] 4.150 2.933 8.202 5.855 6.602 2.384 2.060 5.060 5.412 5.425 3.065
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.583 2.767 2.794 3.555 3.234 3.463 3.743  7.900 5.026 7.839 3.588
[2,] 3.412 3.433 3.523 4.220 3.707 4.764 4.943  9.393 6.025 9.123 4.255
[3,] 3.853 3.705 3.962 4.807 4.128 5.550 5.687 10.744 6.992 9.762 4.566
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  9.057 4.931 1.409 4.300 4.035 3.071 3.946 1.525 4.169 3.282 1.683
[2,] 12.629 6.058 1.707 5.528 5.831 3.554 4.925 1.822 5.243 3.868 1.966
[3,] 14.728 7.304 1.911 7.263 6.677 4.131 5.761 2.020 6.259 4.415 2.218
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 4.351 3.765 4.030 3.674 3.554 3.794 1.103 3.612 0.9867 2.965 2.664
[2,] 5.471 4.971 5.275 4.173 4.356 4.639 1.307 4.121 1.1559 3.549 3.564
[3,] 6.173 5.853 6.074 4.667 4.886 5.322 1.438 4.539 1.2812 4.067 3.985
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.420 1.538 2.829 3.395 4.988 2.274 3.700 3.752 1.722 3.380 3.499
[2,] 3.088 1.752 3.963 4.013 6.056 2.956 5.044 4.402 2.113 4.753 4.310
[3,] 3.356 1.993 4.735 4.425 6.790 3.371 6.014 4.790 2.290 5.815 5.103
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,]  2.68 3.232 3.251 0.9206 3.332 1.004 2.813 2.249 2.975 3.677 1.491
[2,]  3.91 4.369 3.754 1.0924 4.126 1.200 3.366 2.605 4.217 5.048 1.737
[3,]  4.76 5.362 4.079 1.2137 5.269 1.373 4.008 2.981 4.740 5.480 1.971
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.473 2.882 3.153 1.497 3.498 3.808 4.454 4.006 5.313 4.071 3.496
[2,] 4.533 3.380 4.351 1.782 4.262 4.901 5.480 5.207 6.274 5.287 4.880
[3,] 5.193 3.741 5.343 2.004 4.738 5.478 6.183 5.883 6.841 5.756 5.585
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.122 3.107 2.659 4.083 1.712 2.038 1.456 3.348 2.867 5.353 6.004
[2,] 1.345 4.393 3.556 5.351 2.165 2.489 1.730 4.064 3.599 6.626 6.959
[3,] 1.481 5.310 4.180 6.166 2.444 2.881 1.921 4.610 4.033 7.520 7.985
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.228 1.405 1.729 2.097 2.509 1.848 0.8015 6.179  9.819 4.444
[2,] 1.680 2.413 2.457 2.476 2.939 2.105 0.9063 7.538 13.555 5.793
[3,] 2.412 2.831 2.793 2.770 3.519 2.315 1.0732 8.941 16.204 7.348
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.728   2.899    8.243    4.808    6.149   2.288   2.066   4.765
[2,] 738.608 430.196 1156.387  999.217 1024.121 385.384 314.310 838.003
[3,] 564.764 394.588 1090.521 1002.875  987.257 310.848 248.135 675.127
        [,9]   [,10]   [,11]  [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.968    4.13   2.621   3.28   3.514   3.547   4.514   4.107
[2,] 788.592 1038.47 582.655 706.74 644.215 680.254 720.634 574.373
[3,] 885.317  903.36 420.547 567.52 441.844 574.860 729.686 575.625
        [,17]    [,18]   [,19]    [,20]    [,21]   [,22]  [,23]    [,24]
[1,]    4.398    4.753   10.03    6.382    9.954   4.557   11.5    6.261
[2,] 1037.000 1023.223 1610.86 1053.395 1479.840 724.639 2790.4 1115.708
[3,]  902.943  891.792 1653.55 1124.561 1101.277 525.083 2402.1 1293.661
      [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   1.79    5.461    5.123   3.899   5.011   1.936    5.294   4.168
[2,] 305.48 1100.955 1334.784 567.050 934.196 315.922 1007.586 648.736
[3,] 272.20 1493.466 1030.913 667.748 947.700 276.628 1084.061 675.083
       [,33]    [,34]    [,35]    [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   2.137    5.525    4.781    5.118   4.666   4.513   4.818   1.401
[2,] 322.342 1051.262 1029.247 1078.636 626.983 798.202 846.414 222.247
[3,] 325.055  906.474  979.257  954.576 662.420 701.822 826.938 190.325
       [,41]   [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   4.587   1.253   3.766   3.383   3.073   1.953   3.592   4.311
[2,] 628.967 190.866 618.184 750.767 608.321 265.926 879.742 678.443
[3,] 602.648 175.184 629.698 564.843 415.986 300.809 821.711 590.518
        [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]    6.334   2.888    4.699   4.764   2.186    4.292   4.444   3.403
[2,] 1088.912 598.430 1086.882 730.191 388.269 1059.343 797.379 902.830
[3,]  973.122 514.055 1038.180 598.387 279.553 1062.195 866.195 860.654
       [,57]   [,58]   [,59]    [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   4.105   4.128   1.169    4.231   1.275   3.571   2.856   3.778
[2,] 931.998 594.892 186.428  771.366 208.370 586.072 416.427 947.280
[3,] 985.303 506.276 167.632 1038.596 211.760 690.198 459.408 686.380
       [,65]   [,66]  [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]    4.67   1.894   4.41   3.659   4.004   1.901   4.442   4.835
[2,] 1096.19 282.123 923.90 560.197 950.435 306.617 771.999 977.996
[3,]  676.25 295.232 802.63 507.974 983.043 290.658 656.217 775.733
        [,73]    [,74]    [,75]    [,76]    [,77]   [,78]   [,79]   [,80]
[1,]    5.656    5.087    6.747    5.169    4.439   1.425   3.946   3.376
[2,] 1011.987 1054.419 1057.683 1069.410 1079.515 235.105 984.409 748.822
[3,]  907.887  867.918  865.082  721.431  861.081 196.719 945.795 696.335
        [,81]   [,82]   [,83]   [,84]   [,85]  [,86]    [,87]    [,88]
[1,]    5.184   2.174   2.589   1.849   4.251   3.64    6.797    7.624
[2,] 1096.607 420.013 452.788 295.916 730.583 689.66 1238.063 1115.334
[3,]  971.285 359.595 459.813 265.348 689.978 577.16 1127.573 1241.899
      [,89]   [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]
[1,]   1.56   1.784   2.196   2.663   3.186   2.347   1.018    7.846
[2,] 363.50 622.001 553.423 417.296 485.227 319.622 134.180 1368.643
[3,] 548.38 469.401 420.605 393.972 613.488 305.005 182.184 1524.326
       [,97]    [,98]
[1,]   12.47    5.643
[2,] 2962.28 1178.275
[3,] 2814.66 1433.093
[1] "--- VAR model 2017-10-06 16:01:00  completed"
[1] "Completed training sample:  2017-10-06 16:01:00 - 2017-10-07 00:00:00"
[1] "SpVAR;   training sample:  2017-10-06 16:31:00 - 2017-10-07 00:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 16:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.893          -3.275         -31.90         -32.70
           3.488          -3.154         -12.64         -26.90
           5.483          -4.208         -32.76         -23.79
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.41         0.3326           1.0633            1.112
         -18.27        -1.0710          -0.5482           -2.270
         -29.47         0.8920           0.3455           -4.111
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.188            1.222            6.630           -11.44
           -6.664           -4.541            1.706            -6.14
           -1.854           -2.912           -2.296           -10.45
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.2026           -7.411          -4.6624            3.540
           3.6821           -3.549           0.4763           -3.238
           3.3748           -3.452          -0.4138            1.784
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.099            1.050          -20.704            1.715
          -14.788          -12.751            1.043           12.304
            3.272           -6.288           -7.182            5.298
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -26.47           -7.903           -65.37           -38.87
           -20.32           -2.599           -39.90           -26.44
           -29.43           -3.798           -39.03           -15.49
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.844           -26.57           -27.84          -5.1639
           -1.214           -36.67           -39.87          -0.5822
           -1.535           -23.42           -20.48          -3.7370
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -25.06           -2.430           -26.36           -8.246
           -32.86           -1.414           -31.40           -4.885
           -29.94           -4.939           -33.61           -5.955
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.323           -30.32           -33.31           -18.64
           -6.574           -21.54           -16.89           -27.74
           -5.327           -29.43           -30.78           -26.75
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.411           -5.292            0.236            2.854
            1.474           -4.486           -2.335           -3.482
            4.260           -2.752           -1.056           -1.254
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4169           0.3119           -6.846           -19.29
           4.0364          -0.3724          -14.740           -12.75
           3.3086          -0.1841          -10.979           -18.05
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.995          -1.3074            -2.80            5.185
           -3.527           0.7122           -12.08            4.710
            2.834           0.7552           -13.31            6.368
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.372           0.3761          -14.357           3.9845
            5.767           1.1056            1.447           0.2921
           -1.986           0.3420           -6.434           2.2923
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.685           -4.608         -9.56660           -5.233
           -2.419           -8.021         -5.21940           -7.692
            1.923           -1.847          0.03528           -4.520
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.859           6.2542            2.231           -1.515
          -11.057           3.5647            1.763           -3.551
           -6.207           0.6886           -1.969           -6.795
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.4035           -0.172          0.05203           -2.193
          -2.0703           -2.558          6.15376            3.909
          -1.0589           -2.749          1.42738            2.773
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.189           0.4967            2.445           3.1775
            4.740           0.4733            1.369          -0.6694
            5.415           1.7221            8.074           1.8029
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.2222           0.9311            2.953           6.4625
           0.8997           1.0207            2.998          -0.8565
          -0.4073           1.3762            4.000           6.9919
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.632           -5.640            8.824            8.133
           -8.040           -3.227            9.445           -1.576
           -5.688           -2.406           11.282            5.673
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.394          1.98885           13.260          -0.6940
           -1.199          2.24958           12.638          -0.3913
            3.370         -0.07814            4.264           0.2880
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          14.9088            3.755          4.22893          0.06967
          14.0704            1.790         -1.02226          1.04648
           0.5078            1.449         -0.08084         -0.13587
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.235            2.652            2.933          -1.3309
           -8.484           -6.375            8.557           6.0240
            0.144           -3.426            7.855           0.8086
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            2.093            1.628            1.514            4.479
            1.027            2.322            6.074            2.057
            3.969            4.176           -1.305            3.238
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.763          -0.5008           -5.993            117.0
           -3.492          -2.9969           -3.211            110.7
           -3.457          -1.1129           -3.865            105.0
 rnd_95776.volume rnd_95787.volume
          -21.817           -24.07
            3.121           -29.99
          -25.805           -20.59
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.848 2.246 5.820 3.893 4.264 1.603 1.542 3.474 3.694 3.043 1.924
[2,] 3.620 2.603 6.864 4.940 5.454 1.919 1.822 4.296 4.371 4.244 2.714
[3,] 4.046 2.896 7.568 5.842 6.319 2.115 1.996 4.800 5.146 5.061 2.977
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.415 2.642 2.659 3.392 3.037 3.388 3.505  7.059 4.725 7.130 3.355
[2,] 3.226 3.313 3.386 4.134 3.486 4.645 4.749  8.797 5.853 8.430 4.057
[3,] 3.653 3.600 3.808 4.701 3.882 5.407 5.527 10.116 6.762 9.237 4.413
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.883 4.786 1.309 4.176 3.744 2.927 3.854 1.404 3.833 3.096 1.530
[2,] 11.892 5.880 1.552 5.418 5.532 3.444 4.915 1.670 5.004 3.621 1.865
[3,] 13.745 6.885 1.730 6.733 6.502 3.995 5.798 1.860 5.932 4.096 2.102
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 4.032 3.544 3.865 3.508 3.279 3.570 1.096 3.349 0.991 2.858 2.541
[2,] 5.260 4.661 5.013 4.015 4.010 4.221 1.302 3.881 1.157 3.423 3.456
[3,] 5.942 5.505 5.821 4.508 4.534 4.850 1.439 4.273 1.291 3.915 3.854
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.407 1.453 2.655 3.345 4.877 2.400 3.645 3.582 1.631 3.134 3.239
[2,] 3.076 1.707 3.764 3.961 5.890 2.969 4.794 4.262 1.989 4.458 4.070
[3,] 3.363 1.923 4.615 4.368 6.639 3.353 5.821 4.645 2.192 5.422 4.859
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.568 2.800 3.190 0.7650 3.128 0.9676 2.605 2.197 2.864 3.437 1.308
[2,] 3.694 3.932 3.717 0.9435 3.880 1.1600 3.173 2.566 4.032 4.688 1.569
[3,] 4.573 4.911 3.988 1.0774 5.006 1.3288 3.815 2.982 4.571 5.209 1.764
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.353 2.850 2.953 1.343 3.277 3.143 4.422 3.910 5.228 4.089 3.248
[2,] 4.631 3.313 4.083 1.585 4.018 4.291 5.393 5.219 5.942 5.161 4.725
[3,] 5.242 3.684 5.064 1.826 4.422 4.926 6.089 5.826 6.533 5.625 5.510
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.084 3.096 2.425 3.889 1.647 1.957 1.365 3.035 2.573 5.238 5.757
[2,] 1.279 4.385 3.214 5.220 2.045 2.422 1.632 3.788 3.286 6.282 6.773
[3,] 1.427 5.245 3.794 6.025 2.307 2.824 1.815 4.329 3.750 7.259 7.806
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.118 1.279 1.537 1.934 2.190 1.635 0.7190 6.398  9.558 4.254
[2,] 1.554 2.170 2.193 2.295 2.708 1.922 0.8376 7.637 13.170 5.764
[3,] 2.156 2.615 2.525 2.519 3.300 2.151 0.9766 9.113 15.898 6.957
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]    [,6]    [,7]    [,8]
[1,]   3.617   2.852    7.39   4.943    5.415   2.036   1.958   4.411
[2,] 688.238 405.186 1121.26 936.863 1047.513 324.859 299.065 778.794
[3,] 556.782 391.325  981.71 960.963  983.124 274.055 251.009 659.980
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.691   3.864   2.444   3.067   3.355   3.377   4.307   3.856
[2,] 719.867 911.581 589.541 658.770 615.761 645.804 728.326 527.067
[3,] 836.795 849.256 377.365 528.522 434.684 537.115 689.363 526.389
       [,17]   [,18]    [,19] [,20]    [,21]  [,22]   [,23]    [,24]
[1,]   4.302   4.451    8.964     6    9.054   4.26   11.28    6.078
[2,] 979.004 987.402 1617.556  1064 1385.776 703.25 2435.85 1052.224
[3,] 853.113 870.843 1538.437  1044 1162.991 534.32 2123.62 1103.841
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]
[1,]   1.662    5.303    4.755   3.717   4.894   1.783   4.867   3.931
[2,] 256.631 1063.702 1254.750 559.259 939.943 278.734 991.427 578.461
[3,] 235.701 1231.662 1052.442 623.720 947.529 252.174 981.453 590.385
       [,33]   [,34] [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   1.942    5.12   4.5   4.908   4.454   4.163   4.534   1.392   4.253
[2,] 328.530 1040.59 932.9 983.571 601.649 711.241 693.672 216.354 604.240
[3,] 299.198  851.75 902.5 911.651 631.719 651.944 736.278 188.697 551.267
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]    [,49]
[1,]   1.258   3.629   3.227   3.057   1.846   3.372   4.248    6.193
[2,] 184.110 580.567 721.893 590.090 275.585 822.102 653.348 1017.574
[3,] 176.484 584.967 525.415 418.772 273.048 822.733 567.771  943.867
       [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.047    4.629   4.548   2.071   3.979   4.113   3.261   3.556
[2,] 538.350  959.073 711.652 350.885 976.978 759.426 817.937 850.265
[3,] 480.538 1017.465 568.791 283.760 950.718 818.032 830.528 906.465
       [,58]    [,59]   [,60]   [,61]   [,62]  [,63]   [,64]   [,65]
[1,]   4.051   0.9714   3.972   1.229   3.308   2.79   3.636   4.365
[2,] 587.472 170.1497 707.421 197.098 557.905 408.70 874.762 982.301
[3,] 445.841 160.2926 974.513 199.746 652.879 467.87 663.437 699.616
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.661   4.257   3.619   3.749   1.705   4.161   3.992   5.615
[2,] 267.150 984.162 520.787 868.738 259.337 716.273 899.955 951.250
[3,] 248.033 756.927 496.162 923.277 279.314 569.407 745.100 870.890
        [,74]   [,75]   [,76]    [,77]   [,78]   [,79]   [,80]    [,81]
[1,]    4.965   6.639   5.192    4.125   1.376   3.932   3.079    4.938
[2,] 1065.251 870.194 970.374 1057.274 209.475 956.757 649.860 1072.828
[3,]  797.814 836.023 689.179  873.488 194.552 886.666 621.528  926.790
       [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]  [,89]
[1,]   2.091   2.485   1.733   3.854   3.267    6.651    7.311   1.42
[2,] 373.384 439.766 275.876 698.510 629.771 1068.675 1099.176 332.75
[3,] 329.447 447.682 244.798 645.362 556.495 1120.835 1195.840 460.46
       [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]   [,97]
[1,]   1.625   1.952   2.456   2.781   2.076   0.913    8.125   12.14
[2,] 539.875 482.074 380.835 491.005 311.272 132.377 1284.722 2791.76
[3,] 449.551 385.587 320.045 580.879 297.303 154.750 1532.154 2743.35
        [,98]
[1,]    5.401
[2,] 1198.487
[3,] 1200.031
[1] "--- VAR model 2017-10-06 16:31:00  completed"
[1] "Completed training sample:  2017-10-06 16:31:00 - 2017-10-07 00:30:00"
[1] "SpVAR;   training sample:  2017-10-06 17:01:00 - 2017-10-07 01:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 17:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.090          1.6366         -26.29         -16.90
           5.298          3.4655         -21.06         -18.93
           6.569          0.9295         -22.74         -18.74
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -18.71        -1.5661           -1.386          -1.6428
         -14.51        -1.0500            2.524           0.1185
         -16.99         0.7528           -1.408          -2.5918
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.281          -2.2361          -0.1566           -3.197
            1.263          -2.3964           2.4319           -5.317
           -2.458           0.2921           2.6781           -5.470
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            3.439           -3.261            1.636         -0.05707
            1.220           -2.462           -1.597          3.04396
            2.777           -7.332           -2.930          2.15936
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -7.8476           -6.486          -0.9865            9.613
          -0.7427           -7.876          -9.9548            5.765
          -0.2492            6.648          -4.5049           -2.327
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -30.64          -2.8072           -34.06           -16.70
           -19.75          -0.3906           -38.63           -26.45
           -22.14          -3.2622           -35.90           -14.22
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.9037           -13.94           -26.17          -1.1828
           0.5118           -16.02           -22.89          -4.5183
           0.1629           -23.63           -27.23          -0.4233
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -19.38           -2.118           -23.76           -5.836
           -19.31           -1.953           -20.05           -4.648
           -14.60           -1.175           -23.27           -1.249
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.770           -23.54           -20.72           -18.14
           -4.813           -17.09           -14.20           -23.57
           -3.510           -11.91           -18.25           -15.59
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.004           -4.131           8.5326            3.192
            6.345           -3.335          -3.3429           -1.555
            4.032           -1.063           0.5464            1.016
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.832          -0.6742           -5.252          -13.664
           -0.799          -0.9756          -11.568           -8.907
            3.643           0.5254           -9.137          -17.415
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.7461          -2.6210           -9.616           9.4188
           1.3211          -1.7789           -8.773           0.8408
          -1.2267          -0.2979           -9.541           2.4556
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            0.517           -4.369           -9.287           -4.087
           -5.158           -1.136           -8.067           -2.995
            4.011            1.138           -4.406           -2.045
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5182           -4.489           0.9948           -6.998
          -1.9887          -10.120          -7.4819           -3.842
          -0.9869           -4.874          -6.0144           -9.228
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.832            1.718           0.6283           -1.846
           -1.416           -2.696           0.6878           -8.003
           -8.568           -3.526          -0.2666            4.100
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.0842          -0.2082            1.462           -1.352
          -1.5277          -6.2785            1.995           -2.129
          -1.5248           0.9907            3.715           -2.314
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.9546          -2.3313           -2.725           3.2996
          -3.4623           0.8287            1.065          -0.8692
          -2.6768          -0.9996            1.576          -0.8900
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.6741          -0.8930            3.886           -2.597
           0.5375          -0.1717            6.427            4.905
          -3.4872          -0.1208            4.154            3.762
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -1.762           -0.938          -0.5795           -1.649
            1.403            1.728           4.1643            2.489
           -2.379            1.632           4.2737            3.438
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.5935           1.4794          12.3813          -3.4242
          -0.4559          -0.9277           0.8742          -2.7794
           5.1227           2.8124           4.8010           0.2815
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            9.330           2.7041         -2.15343          -0.8873
            2.106           0.6637         -0.01337           0.4578
            1.627          -1.2714          0.31015           2.0570
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.232           0.7342          -0.9283           -4.675
           -2.234           1.0963          -0.2142            5.113
            1.828           1.3640          -0.1638           -7.837
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6353            1.647            2.583            1.721
           2.9983            1.995            3.136            3.960
           0.6599            3.812            1.760           -1.358
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -4.347           -2.972           -3.229            115.0
           -2.271            3.243           -3.407            120.5
           -1.483           -1.017           -3.200            123.6
 rnd_95776.volume rnd_95787.volume
           -34.25           -19.68
           -13.84           -23.11
           -16.47           -18.28
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.777 2.121 5.526 3.630 3.896 1.358 1.496 3.192 3.400 2.875 1.871
[2,] 3.544 2.509 6.535 4.594 4.816 1.608 1.783 3.955 4.240 4.057 2.618
[3,] 3.955 2.766 7.217 5.439 5.609 1.777 1.971 4.403 4.988 4.721 2.910
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.428 2.525 2.516 3.216 2.917 3.216 3.271 6.432 4.656 6.774 3.070
[2,] 3.212 3.225 3.309 4.020 3.405 4.467 4.442 8.010 5.747 7.956 3.817
[3,] 3.631 3.511 3.686 4.547 3.795 5.197 5.194 9.582 6.545 8.746 4.167
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  8.188 4.536 1.224 4.163 3.527 2.766 3.555 1.234 3.314 2.925 1.526
[2,] 11.157 5.573 1.437 5.350 5.248 3.343 4.635 1.471 4.547 3.432 1.808
[3,] 12.979 6.507 1.581 6.563 6.155 3.908 5.337 1.711 5.566 3.849 2.023
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.707 3.383 3.598 3.428 3.067 3.260 1.043 3.119 0.9415 2.696 2.343
[2,] 4.845 4.379 4.660 3.931 3.874 3.817 1.270 3.544 1.1268 3.206 3.190
[3,] 5.642 5.198 5.373 4.378 4.401 4.385 1.407 3.904 1.2773 3.684 3.693
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.375 1.420 2.424 3.320 4.727 2.376 3.495 3.522 1.543 2.975 2.989
[2,] 3.028 1.665 3.453 3.935 5.718 2.912 4.622 4.140 1.853 4.364 3.824
[3,] 3.302 1.878 4.354 4.297 6.419 3.254 5.620 4.547 2.096 5.266 4.637
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.356 2.657 2.972 0.6989 2.570 0.9643 2.425 2.096 2.624 3.206 1.233
[2,] 3.491 3.768 3.491 0.8597 3.252 1.1414 2.883 2.494 3.856 4.471 1.447
[3,] 4.404 4.660 3.797 0.9893 4.344 1.3012 3.516 2.831 4.398 4.947 1.640
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.752 2.742 2.592 1.243 3.122 2.862 4.255 3.464 5.114 3.849 3.067
[2,] 4.829 3.215 3.823 1.474 3.808 3.975 5.179 4.885 5.743 4.994 4.519
[3,] 5.467 3.604 4.859 1.702 4.214 4.550 5.829 5.511 6.303 5.457 5.362
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.033 2.806 2.195 3.537 1.633 1.964 1.293 2.827 2.357 5.002 5.702
[2,] 1.227 4.136 2.843 4.844 2.005 2.366 1.539 3.572 2.992 6.011 6.613
[3,] 1.379 4.981 3.392 5.581 2.205 2.737 1.704 4.167 3.436 6.887 7.581
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.085 1.142 1.498 1.789 2.160 1.542 0.6599 6.272  9.371 4.097
[2,] 1.524 1.939 2.110 2.147 2.626 1.841 0.7815 7.598 12.812 5.511
[3,] 2.068 2.382 2.389 2.369 3.188 2.060 0.8977 9.052 15.328 6.661
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]   [,4]    [,5]    [,6]  [,7]    [,8]    [,9]
[1,]   3.527   2.694    7.017   4.61   4.947   1.725   1.9   4.053   4.318
[2,] 677.288 412.034 1073.135 866.33 871.096 264.686 298.5 718.378 779.027
[3,] 540.351 358.158  942.568 895.62 884.885 232.648 258.7 595.541 808.802
      [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]   [,17]
[1,]   3.65   2.376   3.083   3.206   3.195   4.084   3.705   4.084
[2,] 880.73 563.166 647.241 617.542 661.251 742.089 539.979 953.826
[3,] 742.99 391.194 520.902 427.004 499.617 654.137 516.121 816.993
       [,18]    [,19]    [,20]    [,21]   [,22]  [,23]   [,24]   [,25]
[1,]   4.154    8.167    5.913    8.601   3.899   10.4    5.76   1.554
[2,] 924.499 1468.923 1036.561 1284.328 697.735 2331.6  996.08 231.620
[3,] 828.098 1618.353  963.167 1117.317 514.399 2040.3 1033.32 202.894
        [,26]    [,27]   [,28]   [,29]   [,30]   [,31]   [,32]   [,33]
[1,]    5.287    4.478   3.512   4.515   1.566   4.209   3.715   1.937
[2,] 1034.015 1195.914 578.069 915.009 246.454 957.957 551.936 298.318
[3,] 1169.671  989.582 622.322 814.091 268.886 987.576 536.049 279.640
       [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   4.707   4.296   4.568   4.353   3.894   4.139   1.324   3.961
[2,] 960.064 855.487 911.325 591.973 728.431 610.961 223.011 517.522
[3,] 889.137 861.328 823.230 592.752 642.561 663.991 186.318 504.237
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.196   3.424   2.975   3.016   1.803   3.078   4.216   6.002
[2,] 190.490 533.459 666.243 578.095 267.835 756.809 649.680 989.862
[3,] 185.082 558.814 572.061 405.039 267.300 816.078 531.133 897.953
       [,50]   [,51]   [,52]  [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   3.017   4.438   4.472   1.96   3.777   3.796   2.991   3.374
[2,] 517.887 930.927 669.688 315.54 982.443 733.799 792.561 822.126
[3,] 447.033 983.268 578.347 301.22 906.913 806.797 826.317 843.850
       [,58]    [,59]   [,60]   [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   3.773   0.8875   3.263   1.224   3.08   2.662   3.332   4.072
[2,] 563.911 154.0609 613.170 187.945 479.55 415.850 869.642 958.515
[3,] 459.673 150.6028 886.204 192.216 619.11 412.472 650.797 651.652
       [,66]   [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]
[1,]   1.565   4.764   3.482   3.291   1.578   3.964   3.634   5.403
[2,] 233.269 935.679 516.386 864.746 243.907 671.017 848.744 908.371
[3,] 237.548 788.102 501.191 922.659 261.528 555.041 681.215 823.328
        [,74]   [,75]   [,76]    [,77]   [,78]   [,79]   [,80]    [,81]
[1,]    4.399   6.495   4.888    3.895   1.312   3.564   2.787    4.491
[2,] 1059.659 803.521 978.980 1021.066 203.993 934.928 555.891 1018.375
[3,]  785.033 799.668 676.888  888.178 193.280 853.866 569.003  852.925
       [,82]   [,83]   [,84]  [,85]   [,86]    [,87]    [,88]   [,89]
[1,]   2.074   2.494   1.642   3.59   2.993    6.352    7.241   1.378
[2,] 357.850 405.889 256.561 671.71 566.898 1025.773 1030.669 328.938
[3,] 282.457 423.625 225.483 660.37 519.884 1034.102 1140.095 430.065
      [,90]   [,91]   [,92]   [,93]   [,94]   [,95]    [,96]  [,97]
[1,]   1.45   1.902   2.272   2.743   1.958   0.838    7.965   11.9
[2,] 482.05 457.302 364.938 459.247 309.471 128.827 1319.245 2688.1
[3,] 425.92 344.813 308.344 556.178 284.058 135.917 1513.971 2588.9
        [,98]
[1,]    5.203
[2,] 1133.811
[3,] 1151.559
[1] "--- VAR model 2017-10-06 17:01:00  completed"
[1] "Completed training sample:  2017-10-06 17:01:00 - 2017-10-07 01:00:00"
[1] "SpVAR;   training sample:  2017-10-06 17:31:00 - 2017-10-07 01:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 17:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.211          1.5352         -10.17         -14.41
          -4.163          2.0750         -13.37         -20.19
           1.362         -0.6663         -18.14         -10.63
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -11.47        -0.8255          -0.4156           1.4640
         -15.58         2.0437           0.4894          -0.5308
         -17.97         0.4279           1.4272           8.9761
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -6.983           0.1591            1.664          -2.0968
            3.497           0.4209           -1.492          -7.3003
            6.943          -1.4098            3.125          -0.2553
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.013          -2.3039          -1.5794          -0.2163
           -3.250          -0.5339           0.1587          -1.3439
            3.711          -4.0515          -4.9550          -1.7431
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            1.950            1.938            1.798           14.557
           -3.823            3.149           15.103            8.798
           -4.816           -8.054           -5.295            8.693
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.4519          -0.7380          -48.102          -23.464
          -9.7479           1.3253           -7.171           -5.797
         -21.6109          -0.2673          -31.412          -20.497
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.028           -11.71          -20.897          0.08221
            1.101           -19.81          -18.558         -0.77804
            0.295           -11.39           -5.581          1.34862
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -20.84          -0.9849           -16.21           -9.735
           -13.77          -1.1772           -18.35           -6.316
           -18.28          -2.0893           -18.43           -3.055
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.787           -20.12           -15.36           -17.51
           -2.326           -18.28           -18.03           -14.27
           -4.511           -15.93           -12.65           -19.47
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.000          -0.3452            3.108           0.7362
            1.032           0.8961           -2.586           3.2899
            5.175          -4.8217            0.926          -0.1146
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.7498          0.10136           -7.860          -12.724
          -0.5868          0.15622           -9.904           -8.802
           0.1952          0.03931           -7.194          -13.593
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -4.0581          -0.5338           -11.77           -3.882
          -2.5613          -2.0119           -13.65            3.079
          -0.3515          -1.0290           -12.27            5.573
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           1.3373           -2.130           -4.152            3.245
           0.0311           -1.794          -11.918           -1.632
           0.9713           -1.017           -8.746            1.842
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.6598           -1.157            2.828            1.091
           0.2852           -5.886           -9.376           -5.403
          -3.0015          -11.207           -2.212           -4.550
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.386            5.108          -0.2558           -5.708
           -1.338            4.342           0.7305           -5.672
           -8.812           -2.359          -0.1215            2.970
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3023          -0.3527            5.557           -3.456
          -0.6241          -4.5144           -1.445            2.097
           0.5729           5.1700            1.092           -2.887
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -4.2539           1.0287          -0.4355            4.305
           2.1730          -0.3973          -0.6956           -0.678
          -0.8256          -0.1073           3.0734            1.756
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          1.29788           1.6315            1.225          1.14598
         -3.71230          -0.9897           -3.584         -0.04986
         -0.05226           1.0014            3.696         -3.82909
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -6.958          -10.944            4.511           -4.942
            1.212           -2.791            9.201            7.315
            7.558            1.706            4.811            4.937
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.150          -2.2598           -4.289            4.011
           -6.615          -0.1695           -0.490           -2.689
            5.859           0.3753            6.107            2.402
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.308           0.5296          -1.3268          1.75762
           -4.082           1.3617          -1.3911         -1.26719
            5.846          -1.4413          -0.2355         -0.08923
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.7238            1.761           -1.106           -6.914
          -0.8429            1.890           -1.768            1.819
          -2.4710           -2.929            3.792          -10.134
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -2.725           0.1579          1.12503           0.0470
            0.475           3.2691          0.04238           0.4792
            2.599          -1.8604          1.18557          -1.4541
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.456          -1.2296           -2.246            98.98
           -5.350          -1.4714           -1.936           108.16
            1.179          -0.2542           -2.224           111.24
 rnd_95776.volume rnd_95787.volume
           -15.43          -19.349
           -34.30           -8.271
           -17.75          -19.114
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.587 1.970 4.920 3.391 3.762 1.049 1.340 2.805 3.198 2.781 1.769
[2,] 3.369 2.413 6.038 4.364 4.681 1.308 1.636 3.527 3.961 3.884 2.529
[3,] 3.746 2.675 6.638 5.045 5.372 1.459 1.809 3.987 4.510 4.459 2.804
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.184 2.274 2.362 3.021 2.815 2.996 2.921 5.763 4.023 6.577 3.023
[2,] 3.065 2.889 3.163 3.788 3.314 4.064 4.070 7.276 5.016 7.763 3.708
[3,] 3.489 3.161 3.484 4.280 3.690 4.838 4.791 8.740 5.830 8.492 4.132
      [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  7.751 4.452 1.019 3.798 3.316 2.539 3.454 1.149 3.007 2.674 1.381
[2,] 10.628 5.476 1.186 4.885 4.993 3.119 4.494 1.368 4.256 3.195 1.671
[3,] 12.306 6.348 1.313 5.951 5.852 3.600 5.188 1.550 5.314 3.638 1.891
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 3.386 3.002 3.321 3.319 2.826 3.055 0.9118 3.013 0.9339 2.330 2.167
[2,] 4.376 3.969 4.320 3.827 3.561 3.550 1.1927 3.410 1.1115 2.914 2.910
[3,] 5.192 4.701 4.939 4.232 4.055 3.993 1.3215 3.734 1.2488 3.433 3.454
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.358 1.343 2.155 3.023 4.265 2.295 3.252 3.409 1.366 2.578 2.579
[2,] 2.925 1.537 3.237 3.693 5.146 2.780 4.331 3.978 1.637 4.001 3.558
[3,] 3.242 1.739 3.934 4.025 5.826 3.132 5.375 4.370 1.896 4.934 4.432
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.284 2.566 2.804 0.6183 2.270 0.932 2.171 1.997 2.406 2.992 1.016
[2,] 3.219 3.552 3.330 0.7468 3.070 1.092 2.667 2.388 3.510 4.147 1.243
[3,] 4.219 4.365 3.616 0.8558 3.907 1.251 3.228 2.677 4.063 4.622 1.402
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 3.769 2.665 2.303 1.168 3.056 2.407 3.974 3.318 4.817 3.705 2.705
[2,] 4.892 3.130 3.521 1.371 3.611 3.646 4.723 4.781 5.638 4.910 4.146
[3,] 5.553 3.503 4.511 1.608 4.030 4.155 5.226 5.518 6.086 5.482 5.042
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9806 2.648 2.036 3.369 1.571 1.789 1.147 2.603 2.225 4.865 5.490
[2,] 1.1698 3.966 2.539 4.570 1.865 2.161 1.405 3.349 2.864 5.874 6.350
[3,] 1.3167 4.886 2.958 5.382 2.063 2.556 1.582 3.806 3.278 6.722 7.326
     [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.016 0.9885 1.471 1.630 1.981 1.480 0.5828 6.437  8.752 3.843
[2,] 1.415 1.7250 1.921 1.871 2.463 1.752 0.6939 7.717 11.921 5.070
[3,] 1.904 2.0493 2.124 2.065 2.991 1.956 0.7814 9.171 14.381 6.076
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.285   2.501    6.247   4.306   4.778   1.332   1.702   3.562
[2,] 704.146 454.491 1141.634 895.735 908.384 254.485 306.275 697.528
[3,] 534.254 376.864  899.933 825.660 859.441 211.282 251.491 606.228
       [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   4.06   3.531   2.246   2.773   2.887   2.999   3.837   3.575
[2,] 762.48 884.391 589.462 701.320 581.566 686.387 745.084 569.965
[3,] 703.41 714.493 395.021 543.718 418.593 476.230 649.793 529.484
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   3.805   3.709    7.318   5.109    8.351   3.838    9.843    5.653
[2,] 895.432 924.354 1448.998 976.869 1345.484 700.450 2371.460 1040.040
[3,] 856.257 824.776 1579.398 969.086 1122.171 594.909 2023.443 1047.287
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   1.294    4.823    4.211   3.225   4.386   1.459    3.818   3.396
[2,] 197.587 1001.933 1217.751 590.931 937.770 242.262  982.551 570.069
[3,] 183.615 1108.559  995.527 585.946 845.579 237.332 1037.682 567.538
       [,33] [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]   [,41]
[1,]   1.754   4.3   3.812   4.217   4.215   3.589   3.879   1.158   3.826
[2,] 306.604 903.9 847.051 901.371 621.372 706.753 589.882 250.792 520.991
[3,] 288.686 911.5 821.596 780.927 589.394 632.434 596.507 185.609 496.232
       [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]   [,49]
[1,]   1.186   2.959   2.751   2.994   1.705   2.737   3.839   5.416
[2,] 196.575 570.879 633.615 564.798 244.155 787.606 691.764 939.423
[3,] 185.661 591.679 606.862 455.692 265.262 729.650 522.438 890.888
       [,50]   [,51]   [,52]   [,53]   [,54]   [,55]   [,56]   [,57]
[1,]   2.915    4.13   4.328   1.734   3.273   3.275   2.901   3.259
[2,] 511.642  932.71 668.864 294.505 998.171 799.751 740.006 800.810
[3,] 470.528 1038.22 590.260 311.672 941.868 861.888 889.444 827.747
      [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64] [,65]  [,66]
[1,]   3.56   0.7852   2.882   1.183   2.757   2.537   3.056   3.8   1.29
[2,] 585.97 136.6147 674.548 185.734 505.535 426.633 833.411 936.6 233.31
[3,] 460.23 136.3155 787.825 198.774 592.928 394.991 667.540 665.3 211.79
        [,67]   [,68]   [,69]   [,70]   [,71]   [,72]   [,73]    [,74]
[1,]    4.786   3.384   2.925   1.483   3.881   3.057   5.046    4.213
[2,] 1017.179 535.748 868.611 233.847 627.480 893.326 832.852 1122.788
[3,]  856.841 512.969 919.807 274.291 583.626 649.902 729.776  898.796
       [,75]    [,76]    [,77]   [,78]   [,79]   [,80]    [,81]   [,82]
[1,]   6.117    4.705    3.435   1.245   3.362   2.585    4.278   1.995
[2,] 955.790 1051.037 1024.932 208.051 963.206 494.911 1007.193 327.602
[3,] 747.638  794.887  935.676 197.084 930.402 495.002  927.511 287.625
       [,83]   [,84]   [,85]   [,86]    [,87]    [,88]  [,89]   [,90]
[1,]   2.272   1.457   3.305   2.826    6.178    6.971   1.29   1.255
[2,] 395.587 264.397 687.204 588.093 1073.442 1040.561 321.20 461.107
[3,] 445.007 237.114 590.378 519.708 1066.050 1191.634 415.77 360.823
       [,91]  [,92]   [,93]   [,94]  [,95]    [,96]   [,97]   [,98]
[1,]   1.868   2.07   2.515   1.879   0.74    8.173   11.11    4.88
[2,] 403.053 299.64 477.527 306.046 122.87 1388.718 2640.18 1078.58
[3,] 295.192 285.14 553.767 283.217 117.19 1616.314 2623.58 1092.10
[1] "--- VAR model 2017-10-06 17:31:00  completed"
[1] "Completed training sample:  2017-10-06 17:31:00 - 2017-10-07 01:30:00"
[1] "SpVAR;   training sample:  2017-10-06 18:01:00 - 2017-10-07 02:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 18:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.535          1.6833         -19.97        -18.071
           3.807          1.5384         -13.39         -9.718
           3.760         -0.2376         -12.08        -19.117
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -6.591        -0.2983           2.2154            1.941
        -14.797         0.6324           0.6279            3.871
        -10.375        -1.5402          -0.2622           -2.218
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.8808            2.621          -1.4069          -5.6475
          -0.6677           -1.550           2.5170          -3.1072
           3.5903            3.871           0.8535          -0.2151
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.5368          -1.1929         -0.05167           0.4081
           5.4627           0.5292         -0.02876          -1.0768
          -0.7984          -2.2380         -2.45749          -0.3754
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.6417           0.1317          -4.1174           5.3453
          -3.1238          -0.6636           2.1509          -0.4237
           0.5975           1.4420          -0.7422           6.5545
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -25.31         -0.36818           -29.59           -13.59
           -20.35         -0.78191           -31.18           -18.31
           -14.09          0.01394           -34.35           -17.86
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.2054           -12.38           -11.57           -1.135
           0.6596           -20.33           -18.95           -4.808
           0.4656           -13.86           -20.55           -2.693
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -13.18          -0.8796          -10.907          0.07444
           -16.11          -0.1770          -15.537         -6.14246
           -13.31          -2.0726           -9.805         -3.28756
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           0.2887           -10.58           -9.805          -14.672
          -2.7308           -11.76          -14.658           -9.512
          -4.0835           -12.32          -12.316          -15.511
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.1685           -1.169           1.9718           0.5964
           1.0743            2.615           1.7395           0.4888
           3.0734            1.511           0.6066           1.5189
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.0397           0.4098           -2.590           -6.194
           1.8101          -0.1875           -4.445           -6.031
          -0.4179          -0.1179           -2.935           -5.725
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.777          -1.4194          -10.057            5.631
           -6.408          -0.6538           -8.571            6.426
           -5.551          -1.8867           -6.686           -1.562
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.3733          -2.6891          -3.0169            3.526
          -0.1139           0.1664          -0.6897            3.030
           5.1063          -2.1707          -3.3936           -1.443
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.1969           -5.088        -12.20565           -6.367
          -2.0360           -3.408          4.31392           -2.357
          -1.0022           -1.099          0.01407           -2.664
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         0.007389           1.4639         -0.03753           -1.440
        -7.273332           0.1981         -0.14678           -1.360
         2.618971           2.5798         -0.04204           -6.199
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.09464           -1.683            2.537           0.2201
         -0.42277            3.155            1.864           2.3088
          1.02066           -4.093            1.709          -0.8564
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.728          -0.1281            3.050           -1.993
           -2.604           1.6504            5.216           -1.651
            0.903           0.5886            5.023           -0.860
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.590         -0.09115           5.7296            2.872
           -2.334          0.37593           7.1942            6.890
           -4.995         -0.40814          -0.5709            5.349
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            1.991          -0.1738            9.791            6.564
            8.390          10.6235            7.390            2.831
           -1.794           2.6565           -1.078            8.672
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.815          -0.7294          5.06545          -0.4372
            4.061           0.2751          8.32369          -0.5052
           10.154           0.3992         -0.06968           0.4391
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           0.1535            2.348           -3.119          -1.1477
          11.5140            1.314           -2.120          -0.7408
           1.7519            2.491            2.680           1.5405
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.5833          0.02595           -1.128           -9.051
          -4.0433          3.81082           -6.113            5.397
           0.9201          1.50503            6.674           -4.029
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.03543           2.6286           1.9865          -0.4970
          2.12194          -0.7684          -0.3023           1.1742
         -1.04827           2.1567          -0.7719          -0.5667
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.492           -1.910           -2.427            118.3
           -1.992            1.366           -2.176            112.3
           -3.150            1.590           -2.539            110.9
 rnd_95776.volume rnd_95787.volume
         -8.15164           -11.40
        -18.81413           -21.26
         -0.02193           -13.05
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.529 1.811 4.508 3.119 3.320 0.9985 1.298 2.735 3.090 2.767 1.629
[2,] 3.150 2.270 5.664 4.113 4.284 1.2031 1.562 3.302 3.788 3.830 2.441
[3,] 3.502 2.532 6.287 4.714 4.879 1.3272 1.711 3.733 4.323 4.277 2.732
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.999 2.101 2.242 2.724 2.723 2.872 2.559 4.247 3.733 6.091 2.696
[2,] 2.925 2.775 2.997 3.378 3.165 3.875 3.820 5.623 4.687 7.221 3.250
[3,] 3.271 3.010 3.349 4.002 3.574 4.687 4.589 6.642 5.647 7.929 3.683
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33]
[1,]  6.896 4.276 0.9703 3.361 2.929 2.411 3.189 1.036 2.870 2.603 1.262
[2,]  9.723 5.246 1.1064 4.379 4.611 2.908 4.100 1.261 3.941 3.031 1.526
[3,] 11.359 6.068 1.2254 5.363 5.484 3.377 4.739 1.431 5.035 3.437 1.721
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 3.086 2.728 3.036 2.911 2.653 2.954 0.873 2.620 0.8599 2.074 2.056
[2,] 4.098 3.749 3.885 3.428 3.310 3.439 1.115 2.956 1.0267 2.657 2.733
[3,] 4.850 4.381 4.494 3.843 3.768 3.848 1.255 3.317 1.1814 3.102 3.209
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.187 1.270 1.995 2.787 4.103 2.153 3.124 3.314 1.324 2.501 2.527
[2,] 2.758 1.482 2.987 3.405 4.929 2.602 4.268 3.861 1.586 3.746 3.283
[3,] 3.099 1.644 3.670 3.733 5.640 2.978 5.031 4.228 1.822 4.707 4.070
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.201 2.372 2.556 0.5440 2.069 0.9012 2.008 1.845 2.230 2.891 0.8946
[2,] 3.108 3.302 3.126 0.6518 2.879 1.0574 2.508 2.191 3.174 3.881 1.1049
[3,] 3.842 4.018 3.404 0.7346 3.687 1.1881 2.998 2.532 3.644 4.375 1.2410
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.127 2.466 2.169 1.045 2.694 2.382 3.741 3.106 4.667 3.545 2.354
[2,] 5.077 2.848 3.331 1.253 3.200 3.397 4.461 4.419 5.332 4.600 3.826
[3,] 5.625 3.178 4.111 1.413 3.639 3.901 4.912 5.153 5.740 5.187 4.787
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.902 2.369 1.904 2.970 1.413 1.639 1.102 2.406 2.051 4.617 5.203
[2,] 1.094 3.729 2.321 4.260 1.722 1.967 1.305 3.027 2.702 5.537 6.070
[3,] 1.231 4.552 2.751 4.978 1.935 2.323 1.475 3.422 3.086 6.446 7.104
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.9234 0.8299 1.322 1.451 1.864 1.384 0.5594 6.831  8.269 3.498
[2,] 1.2826 1.5126 1.692 1.736 2.332 1.632 0.6677 8.030 11.226 4.470
[3,] 1.7180 1.8156 1.907 1.921 2.815 1.808 0.7437 9.506 13.457 5.324
Root mean square errors of predictions:  
        [,1]  [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   3.212   2.3    5.724   3.961   4.216   1.268   1.648   3.473
[2,] 672.803 490.4 1228.938 960.984 970.156 240.537 311.401 663.010
[3,] 548.783 402.1  978.012 825.403 837.056 200.762 250.406 624.374
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.924   3.513   2.069   2.538   2.668   2.847   3.459   3.458
[2,] 785.159 948.991 651.722 765.249 649.783 712.814 716.216 578.285
[3,] 746.782 682.722 439.171 524.985 417.966 534.933 768.861 594.764
       [,17]   [,18]    [,19]   [,20]    [,21]   [,22]    [,23]   [,24]
[1,]   3.647    3.25    5.393    4.74    7.734   3.424    8.757    5.43
[2,] 932.282 1016.34 1321.062 1016.01 1390.228 650.436 2456.058 1089.26
[3,] 944.997  911.13 1266.852 1128.68 1173.627 620.898 2104.698 1093.15
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   1.232    4.268    3.719   3.061   4.049   1.315    3.645   3.305
[2,] 190.519 1005.846 1276.464 583.091 923.822 257.565  967.855 556.573
[3,] 188.753 1109.973 1063.661 614.905 851.619 243.027 1122.908 580.364
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]   [,40]
[1,]   1.603   3.919   3.465   3.856   3.697   3.369   3.751   1.109
[2,] 307.438 966.191 921.621 868.708 648.393 709.706 630.748 248.693
[3,] 284.652 929.412 811.781 809.629 623.002 645.180 619.186 206.502
       [,41]   [,42]   [,43]  [,44]   [,45]   [,46]   [,47]   [,48]  [,49]
[1,]   3.327   1.092   2.634   2.61   2.777   1.613   2.533   3.539   5.21
[2,] 490.661 201.018 594.895 645.18 602.652 273.785 796.851 701.096 979.03
[3,] 538.959 209.488 574.035 603.29 505.776 254.754 764.079 548.953 982.42
       [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]   [,57]
[1,]   2.734    3.967   4.209   1.681    3.176   3.209   2.795   3.012
[2,] 523.821 1041.829 709.657 313.304  999.688 751.147 786.502 823.344
[3,] 518.882  954.488 617.238 321.430 1021.365 861.697 809.198 820.150
       [,58]    [,59]   [,60]   [,61]  [,62]   [,63]   [,64]   [,65]
[1,]   3.245   0.6908   2.627   1.144   2.55   2.343   2.832   3.671
[2,] 645.179 128.6860 717.671 198.242 538.33 423.276 809.324 927.775
[3,] 482.338 121.4196 825.543 194.147 588.33 454.780 641.430 723.911
       [,66]    [,67]   [,68]   [,69]   [,70]   [,71]   [,72]  [,73]
[1,]   1.136    5.241   3.131   2.754   1.327   3.422   3.025   4.75
[2,] 232.417 1059.330 510.820 905.893 247.974 618.834 867.947 871.00
[3,] 202.475  868.219 505.324 863.245 234.174 620.769 687.498 736.85
        [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]    [,81]
[1,]    3.944   5.927    4.502    2.989   1.145    3.008   2.418    3.771
[2,] 1126.659 923.943 1050.415 1080.928 221.905 1032.294 475.503 1094.272
[3,]  949.982 762.064  858.715 1030.930 201.978  935.229 529.371  923.354
       [,82]   [,83]   [,84]   [,85]   [,86]    [,87]    [,88]   [,89]
[1,]   1.794   2.082   1.399   3.055   2.604    5.863    6.607   1.173
[2,] 352.962 389.931 250.581 658.280 630.409 1095.179 1120.837 319.005
[3,] 316.327 442.660 246.458 572.512 534.575 1183.045 1322.439 409.624
       [,90]   [,91]   [,92]   [,93]   [,94]    [,95]    [,96]  [,97]
[1,]   1.054   1.679   1.843   2.367   1.758   0.7104    8.675   10.5
[2,] 453.213 378.047 341.466 502.505 309.399 130.6735 1512.840 2721.2
[3,] 359.888 315.759 294.609 565.131 279.011 117.3553 1823.220 2659.3
        [,98]
[1,]    4.441
[2,]  997.739
[3,] 1036.532
[1] "--- VAR model 2017-10-06 18:01:00  completed"
[1] "Completed training sample:  2017-10-06 18:01:00 - 2017-10-07 02:00:00"
[1] "SpVAR;   training sample:  2017-10-06 18:31:00 - 2017-10-07 02:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 18:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          5.7759        -0.78369         -7.923         -8.667
          0.6506        -2.93839        -10.886        -12.151
         -0.3292        -0.02113         -8.069         -8.557
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -12.875         1.7634          -1.1996         -0.07078
         -8.033         0.4895          -0.0208          0.45363
        -12.666         1.1669           0.8326         -1.30129
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.983           -1.369           -1.337          -5.8512
           -2.445           -2.742           -2.172          -0.4576
            5.063            2.523           -1.070          -0.5652
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3948            1.360            0.232           1.7912
          -3.4549           -3.371           -4.158          -0.1162
           0.2551           -2.128           -2.070          -0.2384
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.360           1.4362          -3.3457            7.339
           -4.973           0.2897           2.6845            7.018
           -1.181          -3.5149           0.7496            4.451
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -15.470          -1.8504           -24.91          -14.019
           -5.395           0.5573           -13.53           -4.888
          -13.605          -3.2023           -13.89           -9.279
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.0321           -9.140           -9.955           -4.746
          -1.8459          -11.824          -10.185           -1.024
           0.3105           -9.581           -9.245           -1.500
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.189           -1.490           -8.943           -4.286
          -15.080           -1.177          -13.300           -4.626
           -7.327           -1.917          -10.278           -5.648
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -2.8989           -13.39           -14.08           -12.25
          -2.9267           -10.57           -10.26           -11.93
          -0.7498           -13.42           -15.81            -9.56
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -1.553          -2.1591          -0.7539           0.2263
           -2.149          -6.6413           3.9014           0.1230
            1.317           0.7061           5.6444           0.2925
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4531          1.11190           -1.460           -5.437
          -1.6842          1.16617           -8.221           -3.776
           0.5912         -0.07508           -2.615           -8.434
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.610         -1.19542          -10.574         -0.03663
           -6.180         -1.81557           -4.834          2.68791
           -1.953         -0.06134           -8.913          4.57718
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           2.9905           -2.803            2.830          6.12177
           7.7962           -1.045           -0.766          4.31876
           0.9913           -2.466           -3.978         -0.03282
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.2042          -2.2331          -4.9255          -6.0068
           0.9344          -0.5762           3.4944           1.7830
           0.5048          -1.5898           0.6093           0.4144
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.5971           0.4685           1.1753          -0.3217
          -1.3548           1.5622           0.9391          -2.4202
           0.3494          -1.1889           0.3117          -3.0798
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3005            1.716          -2.5032            1.548
          -0.2785           -3.231           3.7086            1.397
           0.7846           -2.525           0.8572           -1.647
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.228         0.004294            9.282           0.3871
            2.760         0.476037            8.946           2.5247
            1.658        -0.087551            6.037           1.4858
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.271           0.1455           4.5082            3.169
            2.256           0.8088          -0.6305            2.169
            3.358          -0.2774           4.4051           -2.098
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4852           -3.188            1.574            1.226
          -0.4782            3.927            5.077            7.800
          -3.7440           -2.022            1.201            6.465
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.935          0.04157            4.729          -0.8604
            4.547          0.73333            2.495          -2.0590
            5.906         -0.43022            6.163           1.0839
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.305          -2.4819          -2.5720           -2.795
            3.403          -0.8751          -0.7439           -1.466
            9.973           0.9715          -1.5042           -1.522
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -1.48048          -0.9872            8.670            5.092
         -4.33845           1.1253            4.083            4.801
          0.04843          -3.3922            5.073           -7.253
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.203           -3.305          -0.9196          0.03135
           -3.158            2.134           1.8190          2.89668
            1.907            3.117           3.1221          0.29274
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.1524          -2.5564           -2.442            110.7
          -3.0326          -1.8008           -2.012            116.5
          -0.7931          -0.2798           -1.954            104.4
 rnd_95776.volume rnd_95787.volume
           -4.928           -7.867
          -11.340           -6.684
           -9.075          -10.505
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.344 1.754 4.111 2.977 3.193 0.9129 1.192 2.377 2.966 2.645 1.552
[2,] 2.914 2.112 5.200 3.869 4.042 1.0877 1.464 2.902 3.519 3.548 2.300
[3,] 3.308 2.364 5.840 4.428 4.585 1.2089 1.614 3.340 4.065 4.042 2.532
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.879 1.910 2.207 2.673 2.597 2.694 2.433 3.798 3.414 5.332 2.418
[2,] 2.768 2.616 2.976 3.312 3.055 3.670 3.743 5.137 4.505 6.524 3.023
[3,] 3.121 2.850 3.324 3.876 3.432 4.444 4.480 6.075 5.460 7.060 3.465
      [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,]  5.913 3.904 0.8107 3.044 2.723 2.021 2.917 0.8808 2.609 2.151 1.129
[2,]  8.940 4.826 0.9735 3.908 4.143 2.426 3.798 1.0867 3.556 2.545 1.384
[3,] 10.630 5.715 1.1031 4.918 4.945 2.886 4.417 1.2372 4.572 2.961 1.528
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 2.874 2.563 2.684 2.696 2.423 2.567 0.855 2.151 0.787 1.911 1.888
[2,] 3.688 3.520 3.484 3.167 3.080 3.008 1.076 2.492 0.930 2.345 2.496
[3,] 4.372 4.053 4.088 3.540 3.491 3.412 1.197 2.783 1.057 2.771 2.929
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.963 1.154 1.856 2.669 4.016 2.029 2.823 3.002 1.190 2.404 2.353
[2,] 2.546 1.366 2.642 3.266 4.739 2.490 3.982 3.492 1.466 3.549 3.097
[3,] 2.869 1.492 3.238 3.616 5.390 2.852 4.721 3.851 1.688 4.488 3.788
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 2.029 2.205 2.420 0.5256 1.758 0.8348 1.730 1.804 2.096 2.562 0.8478
[2,] 2.933 3.063 2.919 0.6043 2.519 0.9901 2.234 2.101 2.962 3.512 1.0289
[3,] 3.575 3.692 3.156 0.6965 3.255 1.1177 2.651 2.394 3.380 3.869 1.1539
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.312 2.070 2.012 1.026 2.455 2.155 3.078 2.890 4.215 3.282 2.157
[2,] 5.171 2.433 3.044 1.195 2.874 3.193 3.819 4.267 4.823 4.339 3.575
[3,] 5.555 2.720 3.789 1.325 3.290 3.663 4.288 4.890 5.258 4.992 4.599
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.8299 2.115 1.887 2.618 1.366 1.522 0.9565 2.221 1.911 4.350 4.857
[2,] 1.0125 3.462 2.220 3.865 1.641 1.853 1.1697 2.793 2.457 5.172 5.813
[3,] 1.1358 4.354 2.543 4.746 1.863 2.117 1.3456 3.150 2.848 5.887 6.645
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.7831 0.7726 1.208 1.270 1.740 1.250 0.5311 6.779  8.046 3.227
[2,] 1.1673 1.3393 1.590 1.596 2.185 1.490 0.6321 7.993 10.498 4.093
[3,] 1.5402 1.6797 1.798 1.764 2.658 1.672 0.7169 9.448 12.745 4.817
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]   [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.976   2.227    5.221   3.78   4.054   1.159   1.514   3.018
[2,] 662.103 449.935 1217.938 945.35 947.967 226.192 325.267 636.571
[3,] 599.149 406.491 1016.230 823.80 827.680 201.749 259.502 632.826
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.766   3.359   1.971   2.386   2.426   2.802   3.394   3.298
[2,] 724.903 904.642 649.116 777.434 683.665 763.528 748.417 615.250
[3,] 777.906 740.359 405.334 551.484 432.364 566.428 769.458 597.664
       [,17]   [,18]    [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   3.421    3.09    4.823    4.335    6.771   3.071    7.509    4.957
[2,] 952.841 1087.94 1322.618 1124.023 1437.384 693.944 2564.470 1085.130
[3,] 958.848  941.56 1240.501 1180.055 1032.630 647.374 2199.157 1171.146
       [,25]    [,26]    [,27]   [,28]   [,29]   [,30]    [,31]   [,32]
[1,]   1.029    3.865    3.457   2.567   3.705   1.118    3.313   2.732
[2,] 206.153  937.492 1194.548 512.847 930.009 243.462  924.011 520.276
[3,] 198.388 1142.130 1032.091 598.044 862.403 226.168 1099.244 578.978
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]  [,39]   [,40]
[1,]   1.434   3.649   3.254   3.408   3.424   3.076   3.26   1.086
[2,] 306.432 884.309 923.106 849.607 635.544 727.219 599.85 249.951
[3,] 247.017 897.411 768.295 817.743 604.829 628.523 616.20 200.081
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   2.732   0.9993   2.427   2.398   2.493   1.465   2.357   3.389
[2,] 480.780 189.5435 519.706 624.609 620.051 279.714 719.279 719.805
[3,] 474.174 192.4762 564.752 586.206 505.911 229.463 715.763 593.949
     [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]   [,56]
[1,]   5.1   2.576    3.584   3.812   1.512    3.053   2.987   2.577
[2,] 962.0 552.352 1074.331 682.545 327.007  998.408 770.463 809.734
[3,] 981.8 531.588  970.042 620.781 320.409 1050.705 833.883 781.695
       [,57]   [,58]    [,59]   [,60]  [,61]   [,62]   [,63]   [,64]
[1,]   2.801   3.073   0.6674   2.233   1.06   2.196   2.291   2.661
[2,] 812.797 624.342 114.0610 689.655 203.57 541.055 411.862 800.686
[3,] 788.198 458.576 132.4551 788.918 198.34 545.455 439.005 622.613
       [,65]   [,66]    [,67]   [,68]   [,69]   [,70]   [,71]   [,72]
[1,]   3.253   1.077    5.476   2.628   2.555   1.303   3.117   2.737
[2,] 918.764 222.921 1091.875 489.321 873.827 234.221 571.380 901.233
[3,] 621.198 199.782  775.934 465.316 862.443 218.297 612.468 686.019
       [,73]   [,74]   [,75]    [,76]    [,77]   [,78]    [,79]   [,80]
[1,]   3.909    3.67   5.352    4.168    2.738   1.054    2.685   2.396
[2,] 864.522 1200.84 896.476 1085.198 1090.615 221.819 1048.390 447.488
[3,] 746.250  913.26 800.600  944.504 1106.537 196.897 1009.655 474.575
        [,81]   [,82]   [,83]   [,84]  [,85]   [,86]    [,87]    [,88]
[1,]    3.325   1.734   1.932   1.215   2.82   2.427    5.523    6.167
[2,] 1087.231 348.026 404.403 257.476 647.41 590.779 1070.556 1221.325
[3,] 1053.486 337.164 391.994 254.366 557.16 550.874 1075.285 1231.256
        [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]    [,96]
[1,]   0.9944   0.9811   1.534   1.612   2.209   1.587   0.6744    8.608
[2,] 331.0758 418.3995 395.271 369.666 505.863 310.103 131.1147 1619.642
[3,] 384.2743 387.7315 321.165 287.275 578.341 290.751 129.3376 1926.710
       [,97]   [,98]
[1,]   10.22   4.098
[2,] 2579.33 962.864
[3,] 2763.61 971.299
[1] "--- VAR model 2017-10-06 18:31:00  completed"
[1] "Completed training sample:  2017-10-06 18:31:00 - 2017-10-07 02:30:00"
[1] "SpVAR;   training sample:  2017-10-06 19:01:00 - 2017-10-07 03:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 19:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3094          2.9816         -5.567         -5.815
          0.4727         -0.5276        -10.560         -8.072
         -2.4103          0.7991         -8.795         -5.708
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -10.03        1.02553           0.9205          0.21305
         -11.12        0.44913           1.3279          0.53259
         -12.07        0.07526          -1.1420         -0.06656
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.6509           -2.510          -0.5901          -5.5386
           0.5221           -2.810           1.2776          -2.6713
           3.9508            4.931           0.6314          -0.4494
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.8864          -3.9478          5.32050          -0.9362
           1.7656           0.5553          2.85683           1.8886
          -0.1489          -0.6367          0.08132           1.9693
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -1.7595           -3.227            4.523            6.400
          -1.4800           -2.777            1.638            2.619
          -0.8147            2.073           -2.205            2.542
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -11.737           0.6358           -15.42           -5.538
           -6.840           0.5207           -27.43          -11.231
           -4.512          -2.3284           -18.11          -11.355
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.9591           -7.081           -8.588           -2.645
          -1.1745           -5.813           -2.263           -2.377
           0.8197          -11.943          -14.391           -2.764
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.956          -0.3472           -8.048           -3.063
          -10.064          -1.2507           -7.730           -5.259
           -3.639           0.1839           -4.703           -4.825
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -0.7275          -10.186          -11.292           -5.167
          -3.1802          -12.483           -9.704          -11.156
          -1.0025           -8.604          -13.085           -9.781
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -5.7815          -4.2985            3.271           0.7134
          -0.2665          -0.3142            1.338          -1.3108
          -0.5736          -2.7987            2.889           1.1159
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          1.33472           1.6852           -5.137           -3.424
         -0.01215          -0.5514           -4.048           -7.658
         -2.73651           0.6399           -5.799           -3.606
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.343           0.1604           -7.527            6.941
           -2.179           0.4581           -6.982            3.154
           -3.745          -0.5886           -8.169            2.009
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -5.489          -0.5214          -3.0436           3.4055
           -1.417          -0.8641          -0.2744           0.6078
           -2.025          -0.8567          -4.2205          -2.4123
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.7268            2.297            4.301           -2.117
          -0.6202           -5.968           -1.519            2.191
          -0.3077            4.200           -3.564           -3.966
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -2.855            1.711          -0.1881          -3.3385
            4.610           -1.887          -0.1637          -1.2780
           -2.923            0.427           1.4346           0.2236
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.1159          -0.7020          -1.5501           -1.050
           0.7706          -1.6502           2.3837           -1.263
           0.5907           0.9843          -0.2745            1.851
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -2.78590          -1.0100            7.343           4.1893
         -0.04643          -1.2173            3.877           4.0645
          2.85024           0.4025            4.594           0.5553
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           0.3834           0.8575           0.9094          -3.8480
          -0.3454           0.6001          -3.5162           0.5886
           2.0603           0.5900           0.8319          -4.0111
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.010          -0.4944           3.0098            3.201
           -2.379          -1.1449           0.6562            1.033
           -1.614           0.6415           6.5616            8.603
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.283           0.1881           -1.786          0.02767
            2.552          -0.3479            1.403         -0.62386
            2.514          -1.1000            2.548          0.67853
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            1.210         1.711510          -0.6392          -1.5445
           -2.065         0.099065          -0.9102          -0.5392
            1.776         0.002472           1.3872          -0.6171
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -3.2139           2.4851            2.014           -4.252
          -2.0385           0.9419            5.293            9.729
           0.9852           0.4730            1.882           -5.052
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.4437            1.052           0.1640          -1.5617
           0.2151           -1.323          -1.8540          -1.8825
          -0.8632           -1.238          -0.2393           0.5472
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.2995          0.35892          -0.8597           103.79
           0.1661         -0.85784          -1.2203            98.48
           1.0536         -0.05821          -1.7602            93.19
 rnd_95776.volume rnd_95787.volume
           -4.363           -7.436
           -4.049           -7.981
          -20.397          -14.122
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.050 1.655 3.893 2.656 2.973 0.8699 1.041 2.170 2.829 2.603 1.496
[2,] 2.634 1.927 4.840 3.557 3.707 1.0409 1.297 2.606 3.305 3.425 2.159
[3,] 3.018 2.178 5.358 3.970 4.215 1.1627 1.418 3.028 3.783 3.843 2.406
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.807 1.782 1.981 2.544 2.393 2.575 2.364 3.734 3.310 5.083 2.309
[2,] 2.557 2.353 2.638 3.167 2.983 3.520 3.476 4.992 4.426 6.153 2.826
[3,] 2.920 2.563 3.018 3.697 3.348 4.210 4.187 5.854 5.267 6.639 3.321
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 5.334 3.527 0.6553 2.800 2.574 1.721 2.732 0.7362 2.362 1.892 1.044
[2,] 8.048 4.435 0.8002 3.661 3.829 2.055 3.589 0.9081 3.241 2.264 1.259
[3,] 9.739 5.307 0.9564 4.513 4.655 2.412 4.112 1.0408 4.173 2.646 1.402
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.599 2.456 2.499 2.457 2.177 2.275 0.8106 1.868 0.7502 1.657 1.699
[2,] 3.395 3.237 3.212 2.907 2.713 2.714 1.0244 2.233 0.8815 2.047 2.170
[3,] 4.091 3.752 3.756 3.264 3.149 3.058 1.1403 2.523 0.9772 2.376 2.612
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.790 0.987 1.717 2.309 3.452 1.884 2.604 2.821 1.081 2.244 2.072
[2,] 2.270 1.189 2.338 2.929 4.042 2.238 3.678 3.278 1.370 3.354 2.826
[3,] 2.545 1.319 2.816 3.321 4.698 2.616 4.329 3.669 1.551 4.215 3.478
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.695 1.933 2.234 0.4766 1.554 0.8128 1.672 1.718 1.898 2.414 0.7744
[2,] 2.676 2.803 2.773 0.5643 2.242 0.9570 2.154 1.990 2.815 3.320 0.9474
[3,] 3.301 3.401 3.023 0.6311 3.002 1.0703 2.569 2.267 3.207 3.647 1.0711
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.308 1.963 1.879 0.9609 2.303 1.951 2.780 2.532 3.966 2.956 1.964
[2,] 5.139 2.321 2.941 1.1300 2.678 2.924 3.498 3.815 4.579 3.999 3.342
[3,] 5.574 2.564 3.599 1.2569 3.041 3.328 4.002 4.427 4.953 4.633 4.348
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.7376 1.922 1.785 2.329 1.204 1.342 0.8509 2.022 1.765 3.836 4.706
[2,] 0.9018 3.220 2.116 3.485 1.496 1.710 1.0401 2.572 2.241 4.664 5.457
[3,] 1.0250 4.041 2.393 4.398 1.754 1.942 1.1835 2.932 2.604 5.295 6.079
      [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.7007 0.726 1.166 1.233 1.648 1.169 0.4942 6.375  7.146 2.979
[2,] 1.0908 1.298 1.549 1.497 2.107 1.374 0.5915 7.377  9.572 3.749
[3,] 1.4743 1.582 1.757 1.685 2.488 1.519 0.6795 8.673 11.501 4.489
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]    [,6]    [,7]    [,8]
[1,]   2.604   2.101    4.943   3.372   3.776   1.105   1.322   2.755
[2,] 668.199 398.684 1162.059 956.032 894.295 230.938 312.756 582.843
[3,] 595.604 410.430  928.998 712.698 810.872 209.301 231.482 622.977
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]   [,16]
[1,]   3.593   3.305   1.899   2.295   2.262   2.515   3.231   3.039
[2,] 690.395 899.302 628.964 730.797 621.245 703.897 761.695 719.872
[3,] 743.339 703.961 429.311 570.168 410.447 592.707 770.714 613.803
      [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]   3.27    3.002    4.742    4.203    6.454   2.932    6.773    4.479
[2,] 969.62 1029.903 1338.249 1187.268 1400.777 658.353 2435.195 1086.305
[3,] 933.44  942.910 1235.553 1153.885 1008.204 704.695 2216.009 1178.025
        [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]   [,32]
[1,]   0.8322    3.556    3.269   2.186   3.469   0.9348    2.999   2.402
[2,] 185.5378  952.875 1145.290 453.780 940.753 214.8436  896.873 502.300
[3,] 211.6252 1066.502 1069.887 510.180 810.694 205.4405 1061.990 554.045
       [,33]   [,34]   [,35]   [,36]  [,37]   [,38]   [,39]   [,40]
[1,]   1.326   3.301   3.119   3.174   3.12   2.765   2.889   1.029
[2,] 284.559 882.260 852.227 815.167 627.49 654.273 597.575 253.061
[3,] 248.772 922.186 766.422 787.106 600.11 646.007 569.290 202.376
       [,41]    [,42]   [,43]   [,44]   [,45]   [,46]  [,47]   [,48]
[1,]   2.372   0.9526   2.104   2.158   2.274   1.253   2.18   2.932
[2,] 494.956 187.0277 485.472 545.413 563.952 267.613 641.20 728.124
[3,] 474.420 170.4167 487.819 587.191 464.669 231.506 634.57 631.981
       [,49]   [,50]    [,51]   [,52]   [,53]   [,54]   [,55]   [,56]
[1,]   4.384   2.393    3.307   3.582   1.373    2.85   2.631   2.152
[2,] 849.123 488.005 1049.597 674.366 339.544 1007.09 776.313 836.988
[3,] 967.653 546.904  921.997 665.835 294.529 1031.76 819.534 780.556
       [,57]   [,58]    [,59]   [,60]   [,61]   [,62]   [,63]   [,64]
[1,]   2.455   2.836   0.6052   1.973   1.032   2.123   2.182   2.411
[2,] 819.904 663.963 122.1194 652.786 204.135 548.564 405.604 839.573
[3,] 778.681 486.309 114.2035 806.829 193.646 565.438 438.762 621.327
       [,65]    [,66]    [,67]   [,68]   [,69]  [,70]   [,71]   [,72]
[1,]   3.066   0.9833    5.471   2.493   2.385   1.22   2.924   2.477
[2,] 921.032 220.5644 1131.622 500.488 914.105 240.29 552.222 880.010
[3,] 609.758 201.8335  872.524 440.443 838.590 222.37 581.904 642.372
      [,73]    [,74]   [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]   3.53    3.215   5.036    3.753    2.494   0.9367    2.441   2.267
[2,] 857.52 1153.271 925.188 1088.509 1092.763 209.5965 1043.470 459.344
[3,] 785.90  907.099 762.262  945.080 1123.409 196.8948  986.497 451.244
        [,81]   [,82]   [,83]  [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    2.957   1.528   1.704   1.08   2.568   2.242    4.871    5.976
[2,] 1047.614 358.640 428.283 241.70 642.390 557.448 1071.954 1116.536
[3,] 1084.008 370.203 371.831 228.15 568.358 536.335 1013.097 1082.596
        [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]    [,96]
[1,]   0.8898   0.9219   1.481   1.566   2.093   1.484   0.6276    8.096
[2,] 337.7562 434.5997 411.887 342.772 530.185 292.064 131.3372 1499.303
[3,] 400.7485 365.4832 335.026 312.229 534.860 261.806 135.0942 1843.184
        [,97]   [,98]
[1,]    9.074   3.783
[2,] 2573.185 919.534
[3,] 2576.480 997.850
[1] "--- VAR model 2017-10-06 19:01:00  completed"
[1] "Completed training sample:  2017-10-06 19:01:00 - 2017-10-07 03:00:00"
[1] "SpVAR;   training sample:  2017-10-06 19:31:00 - 2017-10-07 03:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 19:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -1.3676          1.1630         -7.841         -6.523
         -0.1848          0.1064         -5.821         -8.279
          1.8737          0.1209         -7.776         -3.705
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -10.169       -0.33895           0.5464           2.5644
         -7.553       -0.01327           0.9673          -0.5641
         -4.741       -0.01727          -0.2307           3.5989
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -1.0151         -0.13371            3.436           -3.694
           1.6785          0.84543            1.436           -2.976
           0.2506          0.02068            2.656           -3.112
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5640           0.6707            4.464           -9.141
          -0.6811          -3.2425           -2.067            1.443
           0.2761          -1.8478           -2.405           -1.296
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -9.940           -3.497          -1.6168           5.2358
           -2.121           -2.464          -6.1871          -0.2288
           -3.375           -2.337           0.5953           3.5994
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -0.7363          2.09757          -19.901          -11.801
          -6.6953          0.09725           -9.953           -5.570
         -13.2606          0.75932          -15.663           -8.924
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.31576          -10.122          -11.778            1.535
         -0.47379           -7.809           -9.394            2.091
          0.09752           -8.267           -6.257            1.101
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.739           0.3528           -7.394           -3.770
           -4.055           0.1744           -6.290           -2.746
           -5.914          -0.8853           -5.801           -3.985
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.8451           -7.312          -10.034           -5.402
          -0.5999          -10.141           -6.928           -8.275
          -1.9789           -5.334           -4.675           -8.653
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.6971         -2.33353         0.850009           0.1211
           1.5872         -1.35454         0.415383           0.8072
           0.5039          0.00879        -0.006608           1.6730
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.205           0.9810           -2.995           -4.700
            1.756          -0.5363           -1.048           -1.591
            1.454           0.7316           -3.224           -4.270
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.972           0.4707           -3.622          -0.9756
           -3.308          -0.5285           -5.333          -0.4649
           -4.052          -2.0791           -3.145           2.1615
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.077           -2.470           -5.150          -0.4303
            4.880           -2.411           -4.391           2.4746
            2.271            1.578            1.209           3.1046
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.8349          -0.1219            2.540          -1.4315
          -1.2394          -3.0376           -6.706          -0.8056
          -0.8593           0.1989           -3.099          -4.2285
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -3.734          -4.6932          0.03294          -2.6501
           -1.399           0.7936          0.31495          -4.0181
           -6.550           1.2994          0.47030           0.4175
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          0.06845          -2.1477           0.5866            1.066
         -0.43495          -3.7776          -1.7719           -5.232
          0.25261          -0.2823          -1.3504           -3.705
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.4159          -0.7230            2.970          0.80461
          -2.7211           0.2719           -2.876         -0.05064
          -4.5633           0.6629           -1.643         -1.17177
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.020           0.7013          -0.9612           2.3999
           -2.287           0.7123          -0.8637          -0.5071
           -4.214           0.2290           1.6802          -0.9451
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -2.6523           0.3818           4.9440            4.571
          -1.0485          -3.7272           0.9282           -1.206
          -0.6154          -0.1924           7.8600            1.740
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.2202          0.27830           -1.454          -0.8561
           2.3505         -0.05398            2.996           0.4715
          -0.9725          0.56284           -2.097           1.3910
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -3.5554           1.6058           0.8315         -0.09442
           3.8667          -0.5914           1.2027         -0.17695
          -0.3983          -1.3180           1.1204          0.61967
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -1.778           0.2549           0.7788          -0.5924
            1.856           0.5284          -0.5152           0.9476
           -0.939          -1.2749           0.8521           0.4427
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7683          -0.0981           -1.681          -1.3279
          -0.1172          -1.6159           -1.144          -1.3916
          -0.8881          -1.3239           -0.770           0.7335
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.0805           0.9300           -1.025            115.0
           0.4019           0.8278           -1.845            102.3
           1.3364           0.5130           -2.081            113.6
 rnd_95776.volume rnd_95787.volume
           -7.572           -9.949
          -10.443          -10.114
           -4.269           -8.057
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.859 1.507 3.210 2.394 2.749 0.7950 0.9809 1.978 2.598 2.378 1.420
[2,] 2.260 1.739 4.075 3.172 3.353 0.9644 1.1871 2.425 3.163 3.231 2.006
[3,] 2.635 2.032 4.608 3.647 3.839 1.0993 1.3055 2.843 3.567 3.629 2.297
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.653 1.531 1.833 2.446 2.182 2.343 2.183 3.643 3.099 4.504 2.013
[2,] 2.407 2.105 2.384 3.066 2.679 3.233 3.275 4.720 4.175 5.511 2.528
[3,] 2.792 2.365 2.751 3.544 3.003 3.867 3.854 5.469 4.891 6.051 3.029
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 4.637 2.990 0.5475 2.555 2.356 1.514 2.452 0.6225 2.186 1.385 0.8793
[2,] 6.996 3.846 0.6829 3.306 3.484 1.807 3.177 0.7693 2.902 1.745 1.0952
[3,] 8.476 4.627 0.7912 4.066 4.182 2.148 3.727 0.8723 3.844 2.042 1.2332
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.325 2.192 2.145 2.149 1.848 2.107 0.7501 1.715 0.6728 1.470 1.429
[2,] 3.028 2.900 2.759 2.554 2.469 2.510 0.8934 2.037 0.8061 1.823 1.830
[3,] 3.655 3.386 3.226 2.840 2.843 2.769 1.0025 2.305 0.8927 2.087 2.298
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54] [,55]
[1,] 1.660 0.9134 1.486 2.082 3.106 1.848 2.466 2.586 0.9775 2.017 1.888
[2,] 2.120 1.1023 2.085 2.685 3.678 2.166 3.443 2.973 1.2506 2.990 2.580
[3,] 2.413 1.2314 2.526 3.078 4.340 2.469 4.046 3.346 1.4426 3.759 3.184
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.622 1.697 2.058 0.4382 1.350 0.7401 1.550 1.618 1.795 2.188 0.7283
[2,] 2.533 2.483 2.599 0.5207 2.018 0.8721 2.053 1.870 2.598 2.974 0.8845
[3,] 3.133 3.107 2.868 0.5830 2.756 0.9792 2.398 2.130 2.964 3.290 0.9913
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.322 1.823 1.614 0.881 2.070 1.768 2.664 2.257 3.697 2.588 1.645
[2,] 5.129 2.170 2.647 1.067 2.341 2.707 3.380 3.379 4.324 3.727 2.988
[3,] 5.566 2.373 3.228 1.186 2.711 3.062 3.779 3.940 4.774 4.369 3.889
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6660 1.773 1.568 2.073 1.112 1.278 0.7485 1.817 1.592 3.533 4.407
[2,] 0.8242 2.720 1.833 3.187 1.393 1.617 0.9284 2.322 2.039 4.306 5.067
[3,] 0.9284 3.618 2.077 3.950 1.623 1.814 1.0421 2.708 2.402 4.916 5.668
      [,89]  [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.6018 0.6656 1.084 1.064 1.618 1.012 0.4777 6.432  6.275 2.793
[2,] 1.0044 1.1961 1.374 1.265 2.016 1.222 0.5697 7.540  8.748 3.435
[3,] 1.3716 1.4158 1.531 1.458 2.358 1.343 0.6463 8.714 10.632 4.045
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]   [,4]    [,5]   [,6]    [,7]    [,8]
[1,]   2.361   1.914    4.076   3.04   3.491   1.01   1.246   2.512
[2,] 590.463 397.847 1153.069 955.83 881.956 250.76 307.135 643.844
[3,] 622.590 482.822  987.999 826.95 858.360 242.40 249.593 682.342
        [,9]   [,10]   [,11]   [,12]   [,13]   [,14]   [,15]  [,16]
[1,]   3.299    3.02   1.803   2.099   1.944   2.328   3.106   2.77
[2,] 828.691 1004.58 651.014 804.062 663.811 699.603 849.278 714.15
[3,] 756.845  758.77 514.028 649.466 495.148 630.967 816.713 622.82
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.975    2.772    4.626    3.935    5.719   2.556    5.888
[2,] 1023.008 1121.352 1378.551 1285.241 1458.634 702.332 2406.025
[3,]  974.546  933.736 1269.175 1170.266 1147.882 766.761 2198.282
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]
[1,]    3.797   0.6953    3.245    2.992   1.922   3.113   0.7905    2.776
[2,] 1110.548 187.5060  963.894 1178.670 453.384 928.205 207.6310  876.555
[3,] 1181.719 183.4590 1086.938 1062.776 533.394 895.170 188.8564 1158.209
       [,32]   [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]
[1,]   1.759   1.117   2.952   2.784   2.724   2.729   2.347   2.676
[2,] 487.489 299.887 891.542 871.962 797.021 634.027 752.271 626.911
[3,] 487.348 260.339 939.643 802.966 767.955 570.133 646.996 536.271
        [,40]   [,41]    [,42]   [,43]   [,44]   [,45]  [,46]   [,47]
[1,]   0.9525   2.178   0.8543   1.867   1.814   2.108   1.16   1.887
[2,] 222.9572 504.856 203.9261 495.362 525.374 605.770 283.45 671.872
[3,] 208.8528 494.856 176.2748 466.226 638.588 529.195 252.08 654.784
       [,48]    [,49]   [,50]    [,51]   [,52]   [,53]    [,54]   [,55]
[1,]   2.644    3.944   2.347    3.131   3.284   1.241    2.561   2.397
[2,] 779.156  905.341 518.913 1103.830 673.941 358.351 1014.028 807.761
[3,] 690.732 1057.888 544.038  976.003 704.980 330.275 1046.329 857.344
      [,56]   [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]
[1,]   2.06   2.155   2.614   0.5565   1.715   0.9398   1.968   2.055
[2,] 893.38 832.508 728.884 129.1578 688.843 211.9476 618.170 430.824
[3,] 846.96 857.638 557.165 120.4990 862.027 204.5596 569.533 468.485
       [,64]   [,65]    [,66]    [,67]   [,68]  [,69]   [,70]   [,71]
[1,]   2.279   2.779   0.9248    5.488   2.315   2.05   1.119   2.629
[2,] 862.876 925.263 230.5643 1268.407 540.103 963.43 276.144 502.082
[3,] 655.179 645.773 205.5473  992.701 441.378 848.99 238.055 628.473
       [,72]   [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]   2.245   3.383    2.866    4.695    3.286    2.089   0.8457    2.252
[2,] 941.537 955.541 1155.484 1029.982 1232.040 1145.758 223.0462  947.048
[3,] 657.409 775.965  930.467  929.832 1046.877 1143.762 196.2368 1095.882
       [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.991    2.632   1.412   1.623   0.9505   2.308   2.022    4.487
[2,] 436.585 1111.959 385.308 455.023 252.2819 664.079 585.031 1130.310
[3,] 448.491 1071.966 382.662 377.292 217.3818 639.780 583.469 1089.809
        [,88]    [,89]    [,90]   [,91]  [,92]   [,93]   [,94]    [,95]
[1,]    5.596   0.7643   0.8452   1.377   1.35   2.055   1.285   0.6066
[2,] 1148.506 369.3655 456.4894 387.810 314.81 552.536 314.800 142.5348
[3,] 1166.896 429.0124 347.9115 309.963 333.23 561.138 256.063 140.2627
        [,96]    [,97]   [,98]
[1,]    8.167    7.968   3.546
[2,] 1808.008 2799.762 918.628
[3,] 2006.636 2775.485 981.207
[1] "--- VAR model 2017-10-06 19:31:00  completed"
[1] "Completed training sample:  2017-10-06 19:31:00 - 2017-10-07 03:30:00"
[1] "SpVAR;   training sample:  2017-10-06 20:01:00 - 2017-10-07 04:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 20:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -2.232          1.8565         -2.444         -6.673
          -1.560          0.1228         -3.945         -4.291
          -1.229         -0.5746         -1.150         -6.095
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -7.387         0.8562           0.4947           0.3216
         -8.788        -0.2015           1.1466           0.5041
         -5.799        -0.7819           0.6701           1.1995
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.6300           5.3475            3.532          -2.1353
           0.6504           0.6743            2.551           0.5575
           2.1997           1.5790            1.552          -0.7010
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.4319           -2.281           -1.146         -1.33587
          -0.6825            1.480            3.772         -1.05707
           1.5842           -1.562           -2.056         -0.03788
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.119          -2.3890            5.700           6.2695
           -0.105          -0.7571           -5.707          -0.4373
            1.035           3.9277           -2.063           1.1947
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           0.5221            0.857          -11.475           -8.141
          -9.3113            2.187           -7.047           -5.445
           0.3286            2.506          -10.032           -3.861
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           0.4103           -6.743           -5.349         0.006832
           0.9261           -6.281           -4.712         0.838052
           0.6014           -6.732           -7.468         1.187616
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.592          0.55335           -6.042           -1.839
           -3.666         -0.18700           -4.798           -3.336
           -5.780         -0.03841           -6.788           -3.236
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.2274           -8.574           -8.117           -3.249
          -0.3082          -10.937           -5.262           -5.802
           0.4333           -5.824           -7.109           -5.999
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          0.08128          -1.7880            5.496          -0.1804
         -3.05816          -0.6763            2.420          -0.7335
         -2.64898          -3.6483            4.214          -0.3144
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.161           0.3840           0.4148           -1.378
            1.823          -0.1546          -0.9598           -0.551
            1.662           0.2977          -2.5191           -4.659
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.4013          -0.6405           -4.521           3.9270
          -3.8806           0.1047           -1.537          -0.5104
          -4.0521          -1.9625           -4.075           5.9668
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           4.7104           1.3534          -0.9338          -0.5813
           0.8109          -0.7683           5.0209           0.4821
           4.2846           0.0760          -2.7342           2.2428
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.8665          -0.8063           -1.926          -1.4268
          -0.1832          -1.3581           -1.384           0.3445
          -0.2032           5.1377            1.890          -1.0932
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -1.0092           0.4044          -0.2691          -1.0224
          -0.5354           1.6314          -0.3577          -2.4698
          -1.3766           0.5950          -0.1447           0.8593
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.2076          -0.4449          0.06519           2.5769
           0.9201          -0.5722          0.16470          -1.3461
           0.2820           0.5238          2.23754           0.6416
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.271           1.1156            4.428          -0.3878
           -1.476           0.6491            7.636           0.4376
           -1.234           0.1725            5.526           3.1164
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -1.8669           0.5485          -2.2389          -1.2971
           1.1583           1.1500          -1.9202           0.2414
           0.3593           0.3736          -0.2454           0.4182
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.12893          -4.8577            8.662           1.3141
         -2.53778          -5.5227            2.366           1.7915
         -0.01595          -0.3673            3.397          -0.7972
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.066           0.9210           1.7306          0.30363
            3.718           1.1758          -0.2764          0.02591
           -3.844           0.8916           0.9949          1.21385
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.2172           1.2681          -0.5302          -1.0044
           0.2157           0.5303           0.3341           0.6316
           2.4219          -1.2593           2.9103           0.4832
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.734           0.8494          -2.1661           3.1734
           -2.448           1.7076          -0.3921          -0.9683
           -2.353          -0.7972           1.5056          -3.4375
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3201           0.3291          1.77802           2.2650
           0.6741           0.6976          1.08088           0.6204
           0.9877           0.9642         -0.02695           1.0794
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.3005          -0.3075           -1.277            120.5
          -2.0121          -0.7975           -1.686            108.5
           0.5122           0.2593           -1.537            117.6
 rnd_95776.volume rnd_95787.volume
            2.169           -5.893
           11.371           -7.722
           -3.565           -6.020
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.700 1.390 2.898 2.235 2.584 0.7463 0.9064 1.880 2.540 2.272 1.406
[2,] 2.105 1.632 3.612 2.929 3.115 0.8918 1.1292 2.248 3.037 3.118 1.957
[3,] 2.486 1.894 4.069 3.410 3.586 1.0086 1.2464 2.612 3.426 3.476 2.185
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.506 1.498 1.718 2.355 1.940 2.284 2.007 3.197 2.776 4.127 2.059
[2,] 2.278 1.953 2.264 2.977 2.327 3.057 3.059 4.330 3.727 5.111 2.529
[3,] 2.597 2.203 2.644 3.472 2.636 3.736 3.527 5.148 4.446 5.560 2.926
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 3.943 2.712 0.4317 2.226 2.089 1.039 2.223 0.5356 1.728 1.210 0.7155
[2,] 6.052 3.392 0.5545 2.823 3.039 1.376 2.936 0.6708 2.434 1.492 0.9225
[3,] 7.407 3.998 0.6527 3.549 3.635 1.645 3.413 0.7731 3.192 1.725 1.0393
     [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43] [,44]
[1,] 2.029 1.873 1.898 1.906 1.549 1.834 0.6421 1.446 0.5833 1.216 1.281
[2,] 2.685 2.581 2.552 2.259 2.102 2.263 0.7500 1.812 0.6859 1.523 1.674
[3,] 3.254 3.157 2.953 2.563 2.484 2.549 0.8473 2.097 0.7889 1.793 2.004
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.449 0.8136 1.324 1.931 2.862 1.745 2.305 2.449 0.855 1.811 1.736
[2,] 1.860 0.9963 1.848 2.486 3.404 2.044 3.178 2.831 1.134 2.796 2.331
[3,] 2.164 1.1471 2.269 2.883 4.039 2.314 3.799 3.201 1.315 3.434 2.865
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]  [,66]
[1,] 1.438 1.526 1.890 0.3937 1.290 0.6738 1.459 1.468 1.507 2.084 0.6467
[2,] 2.177 2.267 2.307 0.4685 1.896 0.8043 1.820 1.703 2.271 2.772 0.7709
[3,] 2.707 2.825 2.592 0.5168 2.544 0.8997 2.179 1.935 2.617 3.043 0.8576
     [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 4.117 1.595 1.489 0.7967 1.889 1.572 2.326 1.925 3.197 2.277 1.403
[2,] 5.000 1.887 2.463 0.9401 2.207 2.443 3.014 2.955 3.896 3.475 2.699
[3,] 5.450 2.091 2.953 1.0476 2.566 2.786 3.329 3.476 4.330 4.098 3.646
      [,78] [,79] [,80] [,81] [,82] [,83]  [,84] [,85] [,86] [,87] [,88]
[1,] 0.6302 1.596 1.487 1.913 1.070 1.099 0.6652 1.602 1.454 3.165 4.029
[2,] 0.7582 2.421 1.734 2.849 1.306 1.454 0.7874 2.084 1.867 3.845 4.765
[3,] 0.8528 3.317 1.944 3.631 1.509 1.667 0.8896 2.450 2.210 4.373 5.354
      [,89]  [,90]  [,91] [,92] [,93]  [,94]  [,95] [,96]  [,97] [,98]
[1,] 0.5751 0.6005 0.9828 1.026 1.513 0.8727 0.4274 6.345  5.838 2.234
[2,] 0.9434 1.1297 1.2603 1.208 1.884 1.0697 0.5110 7.351  8.255 2.849
[3,] 1.3119 1.3420 1.4309 1.363 2.217 1.2037 0.5832 8.635 10.067 3.475
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.158   1.765    3.68    2.838    3.281   0.9476   1.151   2.387
[2,] 766.285 527.409 1329.67 1167.975 1072.642 301.1798 415.371 760.897
[3,] 816.021 592.795 1156.39 1077.453 1096.134 290.5930 325.581 819.876
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    3.225    2.885   1.785    1.913   1.903   2.182    2.991   2.463
[2,] 1027.367 1317.721 839.511 1054.586 773.082 909.430 1122.886 792.930
[3,]  977.858  947.897 600.102  768.982 628.783 842.521 1102.658 764.654
      [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]    [,24]
[1,]    2.9    2.548    4.059    3.525    5.24   2.614    5.007    3.443
[2,] 1254.0 1423.927 1802.155 1534.291 1860.54 906.222 2831.883 1257.011
[3,] 1324.5 1083.186 1716.742 1494.689 1349.53 908.079 2634.409 1305.111
        [,25]    [,26]    [,27]  [,28]    [,29]    [,30]    [,31]   [,32]
[1,]   0.5482    2.827    2.653   1.32    2.822   0.6801    2.195   1.536
[2,] 214.7365 1070.864 1361.314 556.37 1183.419 249.1405 1057.189 538.557
[3,] 212.3008 1326.592 1229.884 555.55 1073.378 237.1064 1274.139 534.212
        [,33]    [,34]    [,35]   [,36]  [,37]   [,38]   [,39]    [,40]
[1,]   0.9085    2.576    2.379    2.41   2.42   1.968   2.328   0.8154
[2,] 359.2091 1085.141 1094.763 1052.77 747.57 876.413 817.905 239.0513
[3,] 295.2643 1133.899 1121.995  916.71 747.19 816.182 724.139 243.1073
       [,41]    [,42]   [,43]   [,44]  [,45]   [,46]   [,47]   [,48]
[1,]   1.836   0.7407   1.544   1.626   1.84   1.033   1.681   2.453
[2,] 673.581 222.5813 566.056 664.814 719.85 354.703 795.523 965.950
[3,] 650.675 240.4466 583.911 680.085 681.51 350.689 812.095 900.124
        [,49]   [,50]    [,51]  [,52]   [,53]    [,54]    [,55]    [,56]
[1,]    3.634   2.216    2.926   3.11   1.086    2.299    2.204    1.826
[2,] 1137.061 656.587 1350.141 876.18 459.188 1314.375  960.004 1007.901
[3,] 1340.933 669.301 1283.752 921.55 410.798 1229.754 1027.049  993.005
        [,57] [,58]    [,59]    [,60]    [,61]   [,62]   [,63]    [,64]
[1,]    1.937   2.4   0.4999    1.639   0.8556   1.853   1.864    1.913
[2,] 1034.561 816.1 156.6455  856.557 270.9677 671.110 531.694 1048.482
[3,] 1040.067 729.3 134.6148 1046.991 248.6760 739.527 566.633  802.114
        [,65]    [,66]    [,67]   [,68]    [,69]   [,70]   [,71]    [,72]
[1,]    2.647   0.8212    5.228   2.025    1.891   1.012   2.398    1.997
[2,] 1127.524 258.8961 1750.633 622.075 1209.893 307.842 704.037 1153.804
[3,]  773.841 231.7422 1336.694 555.943 1005.527 285.175 807.190  825.160
        [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    2.954    2.444    4.059    2.891    1.782   0.8002    2.027
[2,] 1182.175 1382.805 1373.636 1619.315 1422.130 260.0341 1122.687
[3,]  872.595 1129.769 1165.413 1340.160 1511.912 240.9196 1399.148
       [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.888    2.429   1.358   1.395   0.8447   2.035   1.846    4.019
[2,] 550.765 1302.776 462.411 587.287 259.8706 821.810 722.445 1347.327
[3,] 542.035 1388.224 466.138 503.326 255.4782 795.448 729.957 1284.192
        [,88]    [,89]    [,90]   [,91]   [,92]   [,93]   [,94]    [,95]
[1,]    5.116   0.7302   0.7626   1.248   1.302   1.921   1.108   0.5427
[2,] 1569.122 461.3516 590.2187 486.677 393.651 693.034 381.550 172.8083
[3,] 1506.700 562.3855 446.9013 418.030 389.605 720.291 340.495 173.4576
        [,96]    [,97]    [,98]
[1,]    8.057    7.414    2.837
[2,] 2290.082 3599.681 1090.733
[3,] 2794.001 3554.660 1227.061
[1] "--- VAR model 2017-10-06 20:01:00  completed"
[1] "Completed training sample:  2017-10-06 20:01:00 - 2017-10-07 04:00:00"
[1] "SpVAR;   training sample:  2017-10-06 20:31:00 - 2017-10-07 04:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 20:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7427           1.008        -12.048         -4.223
         -0.8417           1.418         -9.356        -10.035
          1.0272           2.169         -8.145         -8.025
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -9.167        -0.5500           2.2329           -0.925
         -5.478        -0.7268           1.2151            1.217
         -6.004         0.5548           0.0635           -2.651
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           1.2189           2.6546            3.629          -0.8958
          -0.8215          -0.5895            2.323          -2.6410
          -4.4009          -1.8173            0.736          -3.3058
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.9786          -1.9869           0.6627           -2.724
           2.1076          -2.7731          -3.9098            2.004
          -0.8067          -0.6922          -2.7807            3.656
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.138         -2.91631          -0.6292            3.385
           -1.459         -2.25250           0.7198            4.146
            2.557         -0.07294           1.3641            2.620
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.867           2.9689           -16.66           -7.588
           -6.499           0.7324           -15.89          -10.037
           -8.744           1.2882           -15.27          -10.503
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.02222           -6.372           -7.535         -0.94849
          0.24111          -12.924          -10.706          0.02387
         -0.32380          -10.316          -10.257         -1.00394
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -6.930          0.32189           -9.223           -2.068
           -7.207          0.02061           -6.024           -3.174
          -10.271         -0.94927           -8.181           -2.314
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -1.1507          -11.371           -6.600           -7.680
          -0.6804           -5.794           -8.963           -6.810
          -1.6461           -6.452           -6.074           -6.705
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.1513          -1.5501           0.4508          -0.8454
          -0.5418          -1.6564           1.3189          -0.1285
           1.4694           0.5391           1.6807           0.6016
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -1.1997           0.2550           -5.252           -3.199
           0.6278          -0.3763           -3.745           -6.610
           0.6840           0.2648           -3.544           -3.353
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.2287          -0.9576           -3.163           3.2715
           0.3181          -0.2964           -1.351           0.4723
          -1.5396          -0.8615           -4.314           1.9527
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.6273           0.2053         -4.96093           0.6512
          -1.0187          -1.5637         -0.52355           2.1518
           2.6560           0.3097         -0.01783           2.7323
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.71365           -1.963           0.3486           -1.258
          0.03550           -1.551          -4.0543           -1.372
          0.07704            1.143           1.5136           -2.166
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.414          -0.3219         -0.10599          -0.4137
            0.069          -1.4661          0.01903          -1.5364
           -3.182           0.6400         -0.02915          -0.8510
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.3571          -0.3448           1.2177           -1.298
          -0.1702          -0.4663           0.4944           -1.493
           0.6921          -0.1309           0.2519            1.095
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -1.97271          -0.4483           2.4298           0.2474
         -0.07548           0.5566          -0.2774           2.5168
         -0.17548          -0.1249          -0.4465          -1.2917
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2843          0.92935          -1.4985          -0.8821
           0.3570          0.10110           1.7102          -1.4894
          -3.7360         -0.09111           0.4527           1.9351
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          0.01558           0.3498          -5.7154            4.505
         -1.08767          -2.0539           0.4167           -3.044
          2.89259           2.7590           3.8045           -2.136
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           6.5069          -0.3384            1.600          -0.3927
          -4.8294           0.6954            4.034          -0.6891
           0.4048           0.2706           -1.967           0.2933
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          0.05002          -0.9730          -1.4199           0.2586
          4.32324          -1.2655          -0.8270           0.1779
         -3.94413           0.3761          -0.1844           0.6333
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.1654           2.4431            2.834            7.371
          -0.7933           0.3492           -1.399           -1.889
           0.3260           1.4552           -1.012            1.558
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          0.39448           0.6734          0.39506          0.96877
          0.01899          -0.7405          0.06263          0.08381
          0.37107           0.8721          1.01571          0.45455
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.2785          -0.1914          -0.1935            123.4
          -0.6330           0.4548          -1.1023            120.8
          -1.4083           0.5412          -0.6309            116.1
 rnd_95776.volume rnd_95787.volume
           -2.547           -3.382
           -4.180          -10.043
            1.265          -11.062
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.579 1.237 2.432 1.824 2.440 0.6788 0.8611 1.683 2.347 2.087 1.264
[2,] 1.988 1.522 3.171 2.416 2.946 0.8315 1.0560 2.046 2.827 2.836 1.826
[3,] 2.314 1.747 3.597 2.850 3.344 0.9449 1.1663 2.392 3.202 3.232 2.080
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.376 1.406 1.628 2.274 1.798 2.125 1.775 2.894 2.599 3.223 1.779
[2,] 2.108 1.820 2.132 2.847 2.129 2.774 2.738 4.059 3.579 4.157 2.173
[3,] 2.381 2.046 2.492 3.279 2.454 3.453 3.258 4.813 4.193 4.612 2.514
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.548 2.464 0.3540 1.847 1.898 0.8908 2.006 0.4615 1.616 0.9425
[2,] 5.339 3.060 0.4809 2.496 2.695 1.1643 2.648 0.5564 2.146 1.1922
[3,] 6.397 3.617 0.5406 3.191 3.201 1.3880 3.149 0.6617 2.713 1.3833
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.5871 1.816 1.721 1.679 1.861 1.411 1.670 0.5698 1.187 0.5336 1.010
[2,] 0.7240 2.425 2.222 2.290 2.190 1.928 2.057 0.6925 1.524 0.6540 1.273
[3,] 0.8513 2.935 2.723 2.654 2.450 2.238 2.276 0.7739 1.752 0.7345 1.498
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 1.080 1.292 0.7258 1.150 1.725 2.641 1.543 2.047 2.226 0.837 1.750
[2,] 1.449 1.704 0.8818 1.576 2.297 3.190 1.821 2.876 2.597 1.061 2.529
[3,] 1.703 1.998 1.0270 1.934 2.731 3.770 2.073 3.548 2.888 1.204 3.079
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.525 1.315 1.315 1.736 0.3456 1.105 0.6218 1.316 1.276 1.427 1.864
[2,] 2.101 1.968 1.898 2.120 0.4262 1.606 0.7457 1.616 1.533 2.086 2.476
[3,] 2.626 2.452 2.482 2.332 0.4814 2.184 0.8460 1.942 1.772 2.385 2.754
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6247 3.948 1.393 1.350 0.7399 1.815 1.460 2.115 1.729 2.952 2.128
[2,] 0.7195 4.763 1.593 2.115 0.8819 2.088 2.343 2.768 2.710 3.525 3.137
[3,] 0.8030 5.255 1.786 2.630 0.9785 2.357 2.637 3.101 3.298 4.055 3.776
     [,77]  [,78] [,79] [,80] [,81]  [,82] [,83]  [,84] [,85] [,86] [,87]
[1,] 1.312 0.5761 1.475 1.296 1.718 0.9936 1.036 0.5690 1.366 1.333 2.677
[2,] 2.490 0.6852 2.201 1.574 2.524 1.2067 1.303 0.6750 1.817 1.782 3.344
[3,] 3.280 0.7724 2.984 1.792 3.262 1.3955 1.502 0.7604 2.126 2.049 3.700
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 3.792 0.5281 0.5499 0.8765 0.9815 1.465 0.7903 0.3883 6.699 5.228
[2,] 4.578 0.8628 1.0387 1.1489 1.1589 1.799 0.9596 0.4711 7.806 7.372
[3,] 5.131 1.2202 1.2465 1.3223 1.3067 2.083 1.0925 0.5270 9.002 9.196
     [,98]
[1,] 1.941
[2,] 2.477
[3,] 2.999
Root mean square errors of predictions:  
        [,1]   [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   2.005   1.57    3.088    2.316    3.098   0.8619   1.094   2.137
[2,] 794.448 582.53 1337.501 1040.848 1084.658 315.5188 401.572 764.676
[3,] 777.898 564.07 1114.836  992.863 1039.094 294.8785 325.209 814.735
        [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    2.98    2.651   1.605    1.748   1.785   2.068    2.887   2.283
[2,] 1035.90 1260.988 865.891 1049.352 759.185 904.441 1126.146 749.435
[3,]  987.62 1018.402 654.772  726.469 614.016 847.181 1068.733 802.433
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.699    2.254    3.675    3.301    4.093   2.259    4.505
[2,] 1171.664 1370.153 1869.895 1615.811 1724.940 820.259 2621.198
[3,] 1350.201 1160.031 1699.688 1435.666 1311.687 830.653 2315.033
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]   [,30]    [,31]
[1,]    3.128   0.4496    2.346    2.411   1.131    2.548   0.586    2.052
[2,] 1192.864 213.8417 1102.649 1256.495 492.538 1135.781 204.161  927.678
[3,] 1267.142 162.2605 1305.934 1135.636 496.502 1118.783 235.357 1090.995
       [,32]    [,33]    [,34]    [,35]    [,36]   [,37]   [,38]  [,39]
[1,]   1.197   0.7455    2.306    2.185    2.132   2.363   1.791   2.12
[2,] 479.680 278.4062 1056.363  923.732 1022.875 758.963 863.700 788.85
[3,] 460.977 294.1591 1085.872 1033.955  881.491 721.471 746.569 640.57
        [,40]   [,41]    [,42]   [,43]   [,44]   [,45]    [,46]   [,47]
[1,]   0.7236   1.508   0.6776   1.282   1.371   1.641   0.9216   1.461
[2,] 258.5942 628.183 248.4139 509.848 634.399 729.358 329.0563 707.518
[3,] 226.9181 566.675 219.7275 518.014 588.392 685.245 345.8094 736.693
       [,48]    [,49]  [,50]  [,51]   [,52]   [,53]    [,54]    [,55]
[1,]   2.191    3.354   1.96    2.6   2.827   1.063    2.223    1.936
[2,] 996.357 1175.405 634.65 1326.7 879.245 428.728 1198.945  949.966
[3,] 970.410 1319.500 651.31 1365.0 830.120 373.008 1154.177 1034.753
      [,56]   [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]
[1,]   1.67    1.67   2.204   0.4389   1.403   0.7896   1.671   1.621
[2,] 961.35  899.02 799.471 163.7961 766.008 270.3623 616.362 557.674
[3,] 961.28 1050.54 638.079 147.1382 972.072 262.5022 707.829 584.638
       [,64]    [,65]    [,66]    [,67]   [,68]    [,69]    [,70]   [,71]
[1,]   1.812    2.367   0.7932    5.014   1.769    1.714   0.9395   2.304
[2,] 999.943 1070.841 234.5437 1749.943 508.149 1069.559 315.3649 679.016
[3,] 758.866  792.538 234.2884 1459.421 529.949 1027.578 278.5017 718.469
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
[1,]    1.853    2.686    2.196    3.749    2.703    1.667   0.7316
[2,] 1204.478 1173.130 1371.178 1265.377 1513.875 1389.931 243.6956
[3,]  794.967  918.408 1234.794 1317.270 1381.604 1403.477 234.2804
        [,79]   [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    1.873   1.646    2.181   1.262   1.316   0.7225   1.735   1.693
[2,] 1073.102 586.683 1214.943 449.834 518.633 238.6289 787.391 776.936
[3,] 1323.362 563.335 1357.698 460.575 491.315 229.9552 725.294 663.647
        [,87]    [,88]    [,89]    [,90]   [,91]   [,92]  [,93]   [,94]
[1,]    3.399    4.815   0.6706   0.6983   1.113   1.246   1.86   1.004
[2,] 1316.503 1684.810 448.2545 578.9822 487.989 404.825 686.59 357.625
[3,] 1041.158 1522.551 566.8787 452.6820 430.052 396.681 689.15 343.100
        [,95]    [,96]    [,97]    [,98]
[1,]   0.4931    8.506    6.639    2.464
[2,] 175.2760 2632.902 3414.175 1011.486
[3,] 155.2173 2946.192 3612.415 1110.630
[1] "--- VAR model 2017-10-06 20:31:00  completed"
[1] "Completed training sample:  2017-10-06 20:31:00 - 2017-10-07 04:30:00"
[1] "SpVAR;   training sample:  2017-10-06 21:01:00 - 2017-10-07 05:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 21:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8509         0.05359         -7.654         -9.067
         -2.0106         0.82011         -6.907         -9.514
          1.1456         1.04316         -4.853         -8.766
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
        -11.628       0.266137           0.8429          -0.1059
         -7.093      -0.407305           0.2827           1.4369
        -10.563       0.007698           0.9295          -0.5116
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -4.7449          2.23132           0.2056            1.664
          -1.4164         -3.97980          -1.1927           -2.738
           0.0555         -0.08605          -0.3388           -2.225
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.2375           3.6955           4.7272           3.4849
           0.8566           1.0050           0.6585           0.6237
          -0.8538          -0.9294          -0.5599          -2.0802
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            4.071           2.5701         -0.08287            5.238
            4.525           3.9860          1.62667            6.639
           -3.461           0.9178          3.88230            8.536
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -8.739          -1.1497           -19.29          -10.387
           -1.687          -1.7047           -21.28           -6.858
           -5.704           0.7857           -12.98          -10.223
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
         -0.09409           -7.056           -8.319          0.04480
          0.59696           -5.180          -11.444          1.20075
         -0.21067           -9.143           -6.988         -0.03218
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -5.882         -0.96227            -6.24           -3.951
           -7.436         -0.45903            -8.00           -3.775
           -8.590         -0.03083           -11.57           -3.736
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -1.150           -6.483           -9.802           -7.572
           -1.375           -9.636           -4.950           -4.920
           -1.879          -11.310           -8.769          -11.402
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.8771           3.1479         -1.42358           0.8655
           0.2474           0.7047          1.41033           1.0928
          -0.1963          -1.9150         -0.04346          -0.2461
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.6417          -0.3388           -4.015           -4.599
          -0.2522           0.8306           -4.025           -5.144
          -0.7575           0.6494           -3.125           -5.725
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -0.8999          0.03195           -5.013          1.21580
          -1.6299         -0.57634           -3.478          0.24117
          -0.1635         -0.04782           -4.473          0.08588
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.2942           2.8324           -2.892           0.3533
           2.3047          -2.7581           -2.043          -0.1464
          -1.9678          -0.6691           -3.790          -1.8797
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4574            1.479          -3.2006         -3.82926
           0.4429           -2.357          -0.5119         -0.73168
           2.1279           -1.832          -2.4746         -0.09217
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.158          -2.4657         0.086326          -0.5685
           -4.342           0.1952        -0.005928          -4.3077
           -1.525           0.6707         0.462117          -2.6832
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
        -0.111042          -2.1487            2.101          -3.9567
         0.577154          -2.1555            1.514           1.1693
         0.004067          -0.3996           -1.655          -0.3087
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -5.7459          -0.0574           -3.732         -1.65282
           1.2968           0.8698            2.153         -0.01767
           0.4647           1.3491            2.744          1.33661
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.359         -0.05113          -2.3744         -0.85258
           -6.393          1.29514           1.4918         -0.04143
            1.777          0.39909           0.6596          0.05199
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.4578           0.9138           4.1319           4.3423
          -1.9380          -2.3917          -0.5064          -0.4687
           0.9384          -2.5998           7.4413          -0.6529
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           0.5996           0.6975          -0.9055            1.625
           2.6961           0.2960           4.2517            0.829
          -3.2970          -0.4919          -2.2406            1.132
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.9285          -0.4895           1.8218          0.09352
           1.1550           0.6801          -0.9914         -0.48567
           0.9845           0.4751          -0.5524         -0.32260
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            2.187           0.7090          -2.6667          -1.0848
            1.492          -0.4374           0.5504          -0.6999
           -0.514          -0.1364          -0.6919          -1.6555
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
         -0.23601          -0.9580          -1.6646           0.1997
         -1.15055           0.1463           1.9017           1.2137
          0.09647           1.5161           0.7004           1.1825
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.923           0.5181          -0.9512            114.5
           -1.844           0.4410          -0.2413            105.4
           -2.222          -1.1174          -0.8022            114.3
 rnd_95776.volume rnd_95787.volume
            7.857          -11.504
          -14.198           -7.833
          -10.961           -9.429
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.352 1.164 2.157 1.709 2.140 0.6122 0.8139 1.622 2.139 1.867 1.207
[2,] 1.780 1.421 2.750 2.206 2.720 0.7775 0.9864 1.933 2.623 2.687 1.705
[3,] 2.088 1.671 3.161 2.568 3.138 0.8884 1.0932 2.256 2.935 3.077 1.934
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.297 1.361 1.537 2.189 1.630 1.951 1.622 2.564 2.405 2.663 1.516
[2,] 1.994 1.717 1.982 2.678 1.938 2.612 2.577 3.512 3.290 3.359 1.738
[3,] 2.270 1.909 2.371 3.065 2.258 3.286 3.064 4.230 3.976 3.790 1.934
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.016 2.178 0.2752 1.741 1.622 0.6543 1.807 0.3624 1.440 0.7627
[2,] 4.457 2.693 0.3507 2.349 2.235 0.8144 2.387 0.4467 1.885 0.9509
[3,] 5.390 3.223 0.4059 2.970 2.760 0.9647 2.865 0.5178 2.354 1.1023
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43]
[1,] 0.4925 1.592 1.630 1.475 1.568 1.281 1.548 0.4951 1.039 0.4116 0.8658
[2,] 0.5958 2.156 2.078 1.955 1.866 1.797 1.873 0.6040 1.315 0.5220 1.1208
[3,] 0.6999 2.654 2.480 2.262 2.118 2.099 2.097 0.6837 1.558 0.5995 1.3142
      [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 0.9611 1.219 0.6111 1.043 1.675 2.501 1.423 1.817 2.138 0.7704 1.517
[2,] 1.3010 1.507 0.7765 1.435 2.119 3.043 1.694 2.590 2.487 0.9751 2.283
[3,] 1.5568 1.782 0.9095 1.702 2.514 3.473 1.961 3.107 2.790 1.1024 2.764
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.352 1.198 1.043 1.629 0.3273 1.034 0.5702 1.250 1.263 1.270 1.782
[2,] 1.967 1.867 1.587 1.975 0.4031 1.519 0.6939 1.530 1.511 1.848 2.328
[3,] 2.510 2.308 2.095 2.173 0.4489 2.063 0.7904 1.825 1.702 2.175 2.626
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.5804 3.836 1.190 1.254 0.6705 1.614 1.496 1.966 1.635 2.871 2.083
[2,] 0.6937 4.656 1.420 1.975 0.8106 1.889 2.160 2.594 2.475 3.400 3.084
[3,] 0.7702 5.143 1.568 2.489 0.9017 2.157 2.439 2.976 3.016 3.845 3.567
     [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 1.166 0.5286 1.294 1.160 1.548 0.9332 0.9834 0.4578 1.194 1.190 2.513
[2,] 2.366 0.6381 2.132 1.402 2.229 1.1255 1.1965 0.5685 1.578 1.575 3.026
[3,] 3.115 0.7215 2.845 1.619 2.971 1.3177 1.4002 0.6341 1.908 1.832 3.441
     [,88]  [,89]  [,90] [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 3.576 0.4766 0.5062 0.785 0.8437 1.288 0.6964 0.3630 6.810 5.122
[2,] 4.340 0.7902 0.9623 1.046 1.0284 1.614 0.8730 0.4439 7.949 6.934
[3,] 4.857 1.0978 1.1464 1.232 1.1737 1.896 0.9709 0.4990 8.981 8.137
     [,98]
[1,] 1.784
[2,] 2.323
[3,] 2.789
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]    [,8]
[1,]   1.717   1.478    2.739    2.171    2.718   0.7774   1.034   2.059
[2,] 860.294 606.470 1267.289 1036.783 1247.843 356.1662 414.204 781.468
[3,] 811.077 653.132 1159.487  976.033 1161.886 319.5085 350.212 864.524
         [,9]    [,10]   [,11]    [,12]   [,13]   [,14]    [,15]  [,16]
[1,]    2.717    2.371   1.532    1.647   1.729   1.952    2.779   2.07
[2,] 1128.245 1436.151 895.448 1126.166 777.196 930.048 1146.672 779.36
[3,]  978.266 1114.711 678.681  806.052 621.096 967.243 1108.061 861.22
        [,17]   [,18]    [,19]    [,20]    [,21]   [,22]   [,23]    [,24]
[1,]    2.477    2.06    3.256    3.054    3.382   1.925    3.83    2.766
[2,] 1290.505 1488.21 1783.388 1668.019 1521.035 632.840 2439.42 1176.635
[3,] 1482.440 1232.01 1752.222 1659.614 1305.240 630.071 2252.50 1315.449
        [,25]    [,26]   [,27]    [,28]    [,29]    [,30]    [,31]
[1,]   0.3495    2.211    2.06   0.8309    2.294   0.4602    1.829
[2,] 161.5193 1172.043 1142.38 360.3796 1159.598 194.0620  904.123
[3,] 151.9756 1351.054 1204.26 384.2450 1177.286 194.6436 1047.295
        [,32]    [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]
[1,]   0.9686   0.6254    2.021    2.07   1.873   1.991   1.626   1.966
[2,] 422.0474 249.1882 1081.201  958.10 953.384 752.000 937.048 783.222
[3,] 414.3734 272.9276 1149.750 1005.61 846.025 743.693 806.124 700.900
        [,40]   [,41]    [,42]   [,43]  [,44]   [,45]    [,46]   [,47]
[1,]   0.6287   1.319   0.5227   1.099   1.22   1.548   0.7759   1.324
[2,] 257.1465 598.872 238.5324 528.908 651.65 658.337 356.0532 732.862
[3,] 238.0683 620.673 219.0914 509.966 635.43 706.104 351.9525 679.778
        [,48]    [,49]   [,50]    [,51]   [,52]    [,53]    [,54]    [,55]
[1,]    2.127    3.176   1.807    2.307   2.714   0.9783    1.927    1.717
[2,]  964.844 1288.396 683.011 1371.553 944.524 444.2485 1267.761 1061.265
[3,] 1004.656 1244.506 733.429 1275.462 940.055 382.2507 1157.259 1159.445
        [,56]    [,57]   [,58]    [,59]    [,60]   [,61]   [,62]   [,63]
[1,]    1.522    1.325   2.068   0.4156    1.313   0.724   1.587   1.603
[2,] 1063.845  888.464 829.693 174.9037  827.264 293.954 656.109 617.392
[3,] 1008.226 1017.169 673.906 146.7286 1037.596 281.204 738.745 581.182
       [,64]    [,65]    [,66]    [,67]   [,68]    [,69]    [,70]   [,71]
[1,]   1.613    2.263   0.7371    4.872   1.511    1.593   0.8515   2.049
[2,] 997.372 1113.238 282.3195 1960.399 576.655 1133.212 338.4367 730.435
[3,] 852.037  903.811 248.6680 1624.202 493.045 1125.899 293.6233 772.898
      [,72]    [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    1.9    2.496    2.076    3.646    2.645    1.481   0.6712    1.643
[2,] 1157.2 1258.583 1380.713 1352.953 1690.115 1529.581 265.5707 1259.659
[3,]  842.5 1083.603 1281.694 1335.296 1332.441 1505.988 250.2752 1399.762
       [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.473    1.966   1.185   1.249   0.5813   1.516   1.512    3.191
[2,] 585.460 1191.692 467.617 506.519 250.5614 767.416 766.368 1253.372
[3,] 601.056 1459.830 509.305 540.466 208.6225 796.045 695.737 1217.552
        [,88]    [,89]    [,90]    [,91]   [,92]   [,93]    [,94]   [,95]
[1,]    4.541   0.6052   0.6428   0.9968   1.071   1.636   0.8843   0.461
[2,] 1828.482 468.3836 608.1943 514.2806 437.016 722.636 391.2719 189.853
[3,] 1620.399 566.4034 463.1350 483.0442 420.362 739.641 315.8075 169.306
        [,96]    [,97]    [,98]
[1,]    8.647    6.504    2.265
[2,] 3046.932 3473.545 1106.404
[3,] 3107.096 3164.643 1146.777
[1] "--- VAR model 2017-10-06 21:01:00  completed"
[1] "Completed training sample:  2017-10-06 21:01:00 - 2017-10-07 05:00:00"
[1] "SpVAR;   training sample:  2017-10-06 21:31:00 - 2017-10-07 05:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 21:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           2.342           2.484         -19.38        -14.414
          -1.182           0.782         -17.96         -8.768
           1.662           1.866         -15.93        -16.612
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -14.29         0.6092           0.6560          0.02924
         -11.36        -0.5251          -1.5674         -2.47413
         -11.31         0.4069           0.4649         -0.51014
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.303           0.6255            2.490           -2.538
            1.485           3.0878            2.184           -2.559
           -4.317           1.8694            2.072           -2.723
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -1.3633          -4.4022           -8.923          -0.7840
          -0.1294          -5.6020           -2.724           1.4374
           1.2440          -0.6053           -3.800          -0.9976
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -10.6688          -3.3427            5.750            6.906
          -0.9961          -7.5205          -11.931            3.159
          -1.6468          -0.2256            1.641            2.714
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.33           -4.741           -39.61           -20.57
           -12.61           -3.344           -39.80           -20.46
           -19.43           -3.028           -36.89           -13.26
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.3309           -9.379           -12.33          -1.5391
          -0.5573          -14.863           -18.86          -1.6600
          -1.0765          -15.650           -19.33          -0.8107
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
          -10.672          -1.3537           -12.34           -3.967
           -9.797          -0.7798           -11.77           -2.183
          -18.759          -1.5648           -22.97           -4.463
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.222           -16.57          -14.095           -9.564
           -2.427           -18.36           -8.979          -12.264
           -2.207           -14.05           -7.715          -15.493
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.3553            2.914          -1.4178           0.1506
           2.3478           -1.344          -0.4042           0.8893
           2.4413            2.618          -1.6955           0.2249
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          2.28322          -1.1213           -5.502           -6.443
          0.67717          -0.1397           -5.811           -6.743
         -0.08641          -0.0638           -7.200           -6.711
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.839           1.4717           -6.871          7.33153
           -1.907           0.1304           -6.203          0.04003
           -4.254          -1.2287           -5.147          3.01100
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.186          -1.7466          -8.5067           0.6040
            4.204          -0.7041          -0.3146           0.5927
            3.474           0.8088           1.1222          -3.6634
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.262           -1.246          -5.6272           -5.739
           -1.318           -4.031          -4.5490           -3.366
            0.675            1.835           0.4981           -1.503
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -1.793           0.3826         0.780518          -0.8192
           -5.740           2.7697        -0.114655          -4.5253
           -5.249           0.2359        -0.003887          -2.8321
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7614          -0.6105            2.273           -4.447
           1.1808          -2.5555            3.476            0.535
           0.6620          -4.6544            1.191           -0.401
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -5.4440          -0.9746          -0.4591           1.8849
           0.9141           1.6744          -3.7302          -0.5451
          -2.8676           0.9169           6.7642           1.4592
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -3.89679           1.0576           0.7105           2.4902
         -2.66160           1.5041           1.7318          -3.8571
         -0.08861          -0.8644          -0.9703           0.6248
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          6.73450            6.921           11.021            5.854
         -1.80455            4.235           -2.827            4.644
          0.08087           -1.805            4.621           -2.569
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           3.6264           2.0093            3.620           -2.992
          11.2170          -0.7319            4.900            1.670
          -0.4863          -0.8397            7.443            3.519
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -2.069            3.035           2.0416           1.6489
            4.093            2.462          -0.6177           0.9436
           13.577            1.650          -1.7911           1.0744
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           3.4715           2.8734          2.77988            3.605
          -0.1945          -0.8578         -0.06184           -6.165
          -0.5618           4.0629         -2.32728           -1.342
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5903          -0.2590         -0.60063           0.1784
           0.6949          -1.1777          1.59714           0.6701
          -0.4979           0.9057         -0.03144          -0.4274
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.3630          -0.7164          -0.1635            131.3
          -1.7987          -0.2913          -1.8125            118.4
          -0.4976           0.5146          -1.3511            120.6
 rnd_95776.volume rnd_95787.volume
           -12.26           -19.21
            10.70           -22.53
           -13.11           -16.82
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.304 1.059 1.651 1.588 1.992 0.5599 0.7683 1.554 2.096 1.918 1.177
[2,] 1.715 1.315 2.076 2.003 2.485 0.7152 0.9200 1.854 2.508 2.613 1.645
[3,] 1.966 1.533 2.528 2.322 2.851 0.8243 1.0419 2.154 2.796 2.954 1.827
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.243 1.295 1.462 2.094 1.563 1.808 1.548 2.339 2.231 2.296 1.416
[2,] 1.796 1.647 1.946 2.633 1.854 2.479 2.388 3.168 3.114 2.772 1.661
[3,] 2.085 1.817 2.286 2.992 2.153 3.029 2.844 3.826 3.683 3.222 1.831
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.710 1.757 0.2459 1.711 1.460 0.4572 1.695 0.3447 1.281 0.6726
[2,] 3.923 2.168 0.3056 2.216 1.941 0.5335 2.225 0.3986 1.699 0.8021
[3,] 4.715 2.633 0.3470 2.729 2.311 0.5933 2.665 0.4627 2.037 0.9222
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.4007 1.416 1.498 1.325 1.508 1.198 1.445 0.4286 0.9658 0.3464
[2,] 0.4973 1.884 1.899 1.737 1.788 1.676 1.714 0.5554 1.2351 0.4484
[3,] 0.5841 2.278 2.256 2.024 2.037 1.964 1.890 0.6298 1.4455 0.5331
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.7042 0.8139 1.076 0.5257 1.002 1.593 2.450 1.283 1.651 1.893 0.7339
[2,] 0.8868 1.1274 1.312 0.6892 1.344 2.085 2.931 1.546 2.360 2.199 0.9213
[3,] 1.0419 1.2876 1.599 0.8008 1.553 2.432 3.316 1.775 2.863 2.466 1.0323
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64]
[1,] 1.380 1.177 1.165 0.8883 1.442 0.3027 1.011 0.5349 1.177 1.214 1.165
[2,] 2.019 1.810 1.670 1.4292 1.741 0.3592 1.463 0.6489 1.460 1.444 1.768
[3,] 2.438 2.200 2.078 1.9033 1.958 0.4129 1.964 0.7339 1.717 1.624 2.108
     [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.655 0.5071 3.847 1.134 1.187 0.6063 1.502 1.455 1.835 1.603 2.698
[2,] 2.186 0.6425 4.622 1.358 1.846 0.7457 1.805 2.025 2.426 2.419 3.231
[3,] 2.527 0.7085 5.053 1.501 2.338 0.8586 1.981 2.327 2.767 2.918 3.586
     [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85] [,86]
[1,] 2.008 1.126 0.4924 1.158 1.077 1.343 0.9034 0.9098 0.4124 1.078 1.068
[2,] 2.827 2.302 0.5950 2.023 1.279 1.958 1.0749 1.1009 0.5007 1.507 1.490
[3,] 3.287 2.887 0.6696 2.676 1.468 2.704 1.2621 1.2960 0.5639 1.840 1.730
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.435 3.201 0.4291 0.4380 0.7269 0.7618 1.318 0.6097 0.3413 6.679
[2,] 2.958 3.904 0.7062 0.8688 0.9139 0.9089 1.554 0.7470 0.4150 7.801
[3,] 3.277 4.454 0.9842 1.0285 1.0964 1.0862 1.789 0.8401 0.4638 8.789
     [,97] [,98]
[1,] 4.699 1.496
[2,] 6.652 1.990
[3,] 7.892 2.325
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.656   1.345    2.097   2.016    2.53   0.7109   0.9756   1.973
[2,] 832.238 582.868  940.407 912.463 1110.47 332.7021 378.3381 756.765
[3,] 719.443 589.611 1079.273 878.516 1044.20 306.3853 365.6589 818.741
         [,9]    [,10]   [,11]   [,12]   [,13]   [,14]    [,15]   [,16]
[1,]    2.662    2.436   1.494   1.579   1.644   1.857    2.659   1.985
[2,] 1028.965 1326.516 859.490 969.552 760.410 959.518 1192.858 745.676
[3,]  923.933 1030.171 594.458 791.470 574.519 896.702 1063.113 818.085
        [,17]    [,18]   [,19]    [,20]    [,21]   [,22]    [,23]    [,24]
[1,]    2.296    1.966    2.97    2.833    2.915   1.798    3.441    2.232
[2,] 1267.778 1359.584 1597.12 1624.279 1162.017 648.704 2120.888  949.662
[3,] 1301.232 1154.619 1604.78 1469.482 1227.964 575.680 1955.323 1116.273
        [,25]    [,26]   [,27]    [,28]    [,29]    [,30]   [,31]    [,32]
[1,]   0.3123    2.172   1.854   0.5806    2.152   0.4378   1.627   0.8541
[2,] 135.6816 1052.969 956.586 205.4898 1077.513 149.6696 833.741 326.7215
[3,] 122.8411 1191.397 937.512 194.1585 1097.181 175.5399 840.403 340.1671
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.5089   1.798   1.902   1.682   1.915   1.521   1.835   0.5442
[2,] 220.1991 929.080 872.193 840.038 718.886 876.478 689.740 264.0587
[3,] 229.0818 957.320 911.451 776.333 728.211 765.325 594.486 221.9962
       [,41]    [,42]    [,43]   [,44]   [,45]    [,46]   [,47]    [,48]
[1,]   1.226   0.4399   0.8943   1.034   1.367   0.6676   1.273    2.022
[2,] 575.555 212.8873 402.8976 583.244 560.676 333.1685 669.780 1006.366
[3,] 561.398 215.4487 408.9696 464.957 683.186 304.9076 580.646  936.404
        [,49]  [,50]    [,51]   [,52]   [,53]    [,54]    [,55]  [,56]
[1,]    3.111   1.63    2.097   2.404   0.932    1.753    1.495   1.48
[2,] 1202.693 643.92 1260.437 836.124 416.380 1101.205 1027.796 893.91
[3,] 1159.741 652.03 1211.255 834.673 348.016 1021.659  934.696 924.87
       [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]  [,64]
[1,]   1.128   1.831   0.3844   1.283   0.6793   1.495   1.542   1.48
[2,] 837.033 729.210 144.5932 790.582 274.6022 644.887 584.235 994.41
[3,] 939.680 670.048 152.1129 979.348 256.2638 676.341 555.907 858.30
        [,65]   [,66]    [,67]   [,68]    [,69]    [,70]   [,71]    [,72]
[1,]    2.102   0.644    4.885   1.441    1.507   0.7699   1.907    1.848
[2,] 1067.991 294.918 1915.011 557.385 1057.017 324.5970 747.941 1052.621
[3,]  946.986 223.268 1526.073 478.436 1072.991 318.2229 610.579  856.804
       [,73]    [,74]    [,75]   [,76]   [,77]    [,78]   [,79]   [,80]
[1,]    2.33    2.036    3.426    2.55    1.43   0.6253    1.47   1.368
[2,] 1185.81 1354.024 1328.891 1487.60 1501.13 249.7208 1239.89 515.216
[3,]  995.26 1220.815 1162.571 1253.77 1302.40 229.5959 1310.00 538.281
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    1.705   1.147   1.155   0.5237   1.369   1.356    3.092    4.065
[2,] 1065.630 435.444 463.390 212.3251 787.183 777.021 1255.669 1671.369
[3,] 1394.274 494.539 511.290 193.8699 788.943 656.202 1054.162 1602.738
        [,89]    [,90]   [,91]    [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   0.5449   0.5563   0.923   0.9674   1.674   0.7742   0.4334    8.482
[2,] 419.3251 560.8919 414.163 370.5512 614.768 322.5824 176.5048 3013.092
[3,] 512.4688 411.6182 452.848 444.6254 663.407 287.4469 154.9221 3026.637
        [,97] [,98]
[1,]    5.967   1.9
[2,] 3520.058 981.3
[3,] 3174.681 898.5
[1] "--- VAR model 2017-10-06 21:31:00  completed"
[1] "Completed training sample:  2017-10-06 21:31:00 - 2017-10-07 05:30:00"
[1] "SpVAR;   training sample:  2017-10-06 22:01:00 - 2017-10-07 06:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 22:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5516          0.7065         -22.79         -14.90
          2.2813          0.3804         -13.53         -16.87
          4.8721          2.5889         -14.46         -11.53
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -22.28        -0.3939           1.7834        -0.536404
         -21.55         0.6190          -0.7868        -0.008114
         -16.73        -0.1637          -0.6000        -2.144213
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.766           -4.530            2.746          -12.557
           -4.985           -2.149            3.531           -4.870
           -2.239           -2.227           -2.102           -5.765
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.5837           -6.141          -9.3453            6.431
           5.6748           -5.567          -5.4960            3.064
          -1.0006           -3.061          -0.7611            0.977
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.920            4.803           -2.969            4.025
           -5.604           -2.439            1.616            7.708
            1.318            1.767           -5.140            3.502
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -19.30           -1.392           -33.22           -13.61
           -12.42           -1.501           -34.72           -16.31
           -20.35           -1.412           -30.26           -13.00
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          0.06567           -11.30           -17.63           -2.036
         -0.51532           -19.25           -21.09           -2.107
         -0.71910           -14.71           -14.90           -2.156
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -19.68          -1.0297           -23.29           -3.819
           -14.85          -0.3304           -18.55           -6.131
           -11.47          -1.3834           -15.68           -4.162
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -2.873           -17.48           -18.73           -16.02
           -2.926           -15.14           -19.75           -21.36
           -2.648           -18.03           -20.53           -16.92
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.128          -0.1208          -0.5970          -0.2319
            3.565           2.3816          -1.0107           0.6539
            2.973           1.1020           0.7578           0.9078
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
         2.082948           0.4233           -8.449           -9.564
         0.007969           0.2786           -7.266           -7.627
         0.949583          -1.1831           -7.305          -10.612
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -4.9606           0.2028           -9.031           2.9546
           0.3449          -0.4538           -8.120           0.1663
          -3.6644           0.4464           -8.791           1.6959
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          -0.0230          -0.6393           -8.505            0.956
          -5.2599          -0.7291            1.418            1.555
          -0.2213          -1.3292          -12.680            2.928
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3761           -8.059           -1.886           -6.532
           1.4594           -2.394           -7.794           -5.893
          -3.3041            1.512            3.494           -3.181
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.747            4.766          -0.2671           -3.398
           -2.454            4.036           0.1247           -5.216
           -7.818           -2.148          -0.2894           -3.819
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.0592          -0.1921           0.6469           -1.397
          -0.1910          -0.8166           1.3564           -2.485
           0.3136          -6.5602           1.9924           -1.725
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.359         -0.75371            1.354           0.7610
           -3.533         -0.76826            2.867           1.2439
           -2.215          0.03494            9.183          -0.5213
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -4.7263           1.0431            2.156            2.802
          -0.2394           0.1841            1.980            3.339
          -0.9727          -0.1412            3.093            4.082
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -7.9068           -2.341            6.803           -4.073
          -2.7681           -2.909            3.002            1.498
           0.6969            3.398            4.088           -1.221
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.764           0.2380           0.4578           0.9628
            1.689           0.5994          -0.5947           1.2946
           -1.356          -0.3551           0.8478           0.3518
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          7.46385            3.399           0.9627           0.1978
         -1.39835           -1.180           0.2281           1.6913
         -0.03426            0.302           1.0436           0.4278
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.7122           0.4970            1.545            3.598
           0.4424          -0.5098            1.180           -1.065
           0.1825           2.5860           -3.754            5.759
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.6875          -0.4786           1.6643           2.4012
          -0.2778           2.1219           1.7493           0.9033
           0.9583           0.2827          -0.5866          -0.7620
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -2.2230         -0.97641          -0.8149            110.6
           0.5445         -0.16290          -1.4325            131.5
          -2.3977         -0.08723          -1.2857            125.0
 rnd_95776.volume rnd_95787.volume
           -3.286           -14.53
          -24.057           -19.94
          -11.848           -17.77
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.282 1.028 1.430 1.380 1.812 0.5570 0.7273 1.572 2.060 1.699 1.171
[2,] 1.653 1.233 1.808 1.835 2.331 0.6850 0.8529 1.885 2.475 2.497 1.564
[3,] 1.835 1.434 2.259 2.173 2.654 0.7943 0.9690 2.167 2.842 2.816 1.751
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.234 1.280 1.439 1.850 1.490 1.721 1.408 2.310 1.979 2.173 1.279
[2,] 1.851 1.598 1.933 2.363 1.785 2.400 2.276 3.013 2.842 2.651 1.547
[3,] 2.100 1.745 2.289 2.788 2.001 2.901 2.788 3.618 3.435 3.051 1.751
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.484 1.685 0.2084 1.667 1.363 0.4247 1.540 0.3043 1.262 0.6614
[2,] 3.552 2.138 0.2498 2.146 1.871 0.4934 2.075 0.3509 1.590 0.8076
[3,] 4.180 2.516 0.2809 2.612 2.220 0.5540 2.490 0.3881 1.912 0.9192
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3350 1.321 1.391 1.247 1.412 1.080 1.287 0.3998 0.8991 0.3426
[2,] 0.4147 1.660 1.698 1.674 1.733 1.591 1.524 0.4979 1.1101 0.4383
[3,] 0.4715 2.051 1.984 1.874 1.953 1.813 1.700 0.5712 1.3127 0.4991
      [,43]  [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.5416 0.7056 1.027 0.5117 0.860 1.600 2.283 1.212 1.446 1.656 0.7012
[2,] 0.7203 0.9628 1.262 0.6364 1.191 1.959 2.740 1.454 2.141 1.950 0.8900
[3,] 0.8445 1.1001 1.490 0.7132 1.381 2.238 3.189 1.655 2.616 2.194 0.9938
     [,54] [,55] [,56] [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64]
[1,] 1.352 1.101 1.108 0.766 1.315 0.2753 0.9267 0.5267 1.102 1.134 1.117
[2,] 1.931 1.746 1.602 1.308 1.580 0.3356 1.3952 0.6262 1.346 1.348 1.694
[3,] 2.298 2.127 2.001 1.833 1.762 0.3731 1.8752 0.7034 1.590 1.511 1.977
     [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.483 0.4914 3.727 1.075 1.078 0.5769 1.450 1.395 1.712 1.609 2.465
[2,] 2.084 0.6113 4.537 1.231 1.700 0.7147 1.712 1.983 2.330 2.294 3.104
[3,] 2.344 0.6964 5.011 1.371 2.155 0.8040 1.891 2.217 2.640 2.828 3.531
     [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.872 1.140 0.4593 1.047 1.067 1.443 0.8613 0.8533 0.3708 0.9648
[2,] 2.717 2.115 0.5372 1.870 1.240 1.921 0.9932 1.0675 0.4669 1.4175
[3,] 3.176 2.726 0.6271 2.527 1.415 2.579 1.1862 1.2428 0.5106 1.6535
     [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]
[1,] 1.035 2.329 3.074 0.3926 0.3929 0.6835 0.6649 1.236 0.5193 0.3173
[2,] 1.350 2.847 3.684 0.6624 0.7756 0.8705 0.8137 1.455 0.6433 0.3785
[3,] 1.536 3.177 4.145 0.8997 0.9473 1.0474 0.9845 1.651 0.7165 0.4190
     [,96] [,97] [,98]
[1,] 6.731 4.509 1.341
[2,] 8.184 6.253 1.761
[3,] 9.105 7.377 2.055
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]     [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.628   1.305    1.816    1.752    2.302   0.7073   0.9235   1.997
[2,] 886.345 579.408  940.234 1027.967 1244.868 338.7210 378.4462 884.054
[3,] 676.875 621.854 1150.480  989.440 1078.392 341.6664 390.7877 906.941
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    2.616    2.158   1.487    1.567   1.626    1.827    2.349   1.893
[2,] 1164.833 1553.976 880.572 1171.888 812.005 1096.339 1249.941 833.802
[3,] 1186.599 1107.640 668.536  841.934 595.616 1041.361 1256.950 769.092
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    2.186    1.788    2.934    2.513    2.759   1.625    3.154    2.14
[2,] 1420.576 1519.491 1643.483 1732.756 1290.481 738.466 2157.202 1117.21
[3,] 1385.560 1367.636 1701.345 1638.580 1282.277 696.592 1872.007 1126.84
        [,25]    [,26]    [,27]    [,28]    [,29]    [,30]   [,31]
[1,]   0.2646    2.117    1.731   0.5394    1.955   0.3864   1.603
[2,] 116.9700 1148.669 1089.286 213.2459 1181.692 148.4772 821.211
[3,] 109.2799 1264.009 1014.728 214.1419 1168.838 140.9094 901.702
        [,32]    [,33]    [,34]   [,35]   [,36]   [,37]   [,38]   [,39]
[1,]   0.8398   0.4254    1.678   1.766   1.584   1.794   1.371   1.634
[2,] 393.8112 207.6633  854.254 826.807 948.979 853.620 992.641 693.816
[3,] 372.8882 190.5940 1022.989 872.121 714.298 764.796 738.358 639.805
        [,40]   [,41]    [,42]    [,43]   [,44]   [,45]    [,46]   [,47]
[1,]   0.5077   1.142   0.4351   0.6877   0.896   1.305   0.6498   1.092
[2,] 252.1481 553.125 232.1961 403.4591 556.511 622.644 321.4785 699.562
[3,] 237.7594 595.213 202.9294 374.4831 452.087 672.271 273.5375 594.338
       [,48]    [,49]   [,50]    [,51]   [,52]    [,53]    [,54]    [,55]
[1,]   2.032    2.899   1.539    1.836   2.102   0.8904    1.716    1.399
[2,] 959.974 1287.450 682.051 1341.542 875.595 465.7118 1171.067 1150.886
[3,] 918.959 1386.119 672.543 1276.506 853.856 375.6320 1059.662 1032.349
        [,56]     [,57]  [,58]    [,59]    [,60]    [,61] [,62]  [,63]
[1,]    1.407    0.9727   1.67   0.3495    1.177   0.6689   1.4   1.44
[2,]  983.433  900.4451 743.18 163.1452  886.076 287.7225 656.0 618.93
[3,] 1018.330 1090.8481 663.16 138.5125 1064.421 272.1321 719.9 580.46
        [,64]    [,65]   [,66]    [,67]   [,68]    [,69]    [,70]   [,71]
[1,]    1.419    1.883   0.624    4.733   1.365    1.368   0.7326   1.841
[2,] 1081.765 1244.389 308.951 2197.694 509.508 1116.757 358.4408 773.170
[3,]  865.442  911.291 283.410 1808.116 512.973 1125.702 312.8545 683.466
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
[1,]    1.771    2.174    2.043    3.131    2.378    1.447   0.5833
[2,] 1197.741 1343.199 1388.959 1602.596 1672.166 1513.193 236.7135
[3,]  841.274 1054.174 1405.640 1429.131 1398.562 1461.659 274.7634
       [,79]   [,80]    [,81]   [,82]   [,83]    [,84]   [,85]   [,86]
[1,]    1.33   1.354    1.832   1.094   1.084   0.4708   1.225   1.314
[2,] 1316.16 536.814 1077.496 420.149 544.963 241.1557 882.321 736.302
[3,] 1443.46 579.290 1461.350 550.983 540.587 175.6076 723.217 623.418
        [,87]    [,88]    [,89]    [,90]   [,91]    [,92]   [,93]    [,94]
[1,]    2.957    3.904   0.4985   0.4989   0.868   0.8443   1.569   0.6595
[2,] 1391.801 1724.458 453.2552 568.1458 458.033 398.5550 652.102 322.4795
[3,] 1196.298 1614.402 517.2765 462.0835 494.741 470.8172 663.328 268.1271
        [,95]    [,96]    [,97]   [,98]
[1,]   0.4029    8.547    5.726   1.702
[2,] 175.2773 3955.711 3680.388 969.477
[3,] 152.7810 3390.571 3325.128 900.284
[1] "--- VAR model 2017-10-06 22:01:00  completed"
[1] "Completed training sample:  2017-10-06 22:01:00 - 2017-10-07 06:00:00"
[1] "SpVAR;   training sample:  2017-10-06 22:31:00 - 2017-10-07 06:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 22:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.438          0.2575         -20.97         -35.20
           7.184          0.6409         -32.79         -27.23
          -3.198         -1.8033         -35.51         -25.71
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -21.06        -0.1233           2.0915           -5.089
         -27.23        -2.0621          -0.0172           -4.340
         -25.62         0.1244           0.6726           -2.982
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -10.326           -3.502           -1.604           -8.757
           -2.211          -11.395           -3.760           -9.975
            1.774            2.314            2.692           -7.406
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.656           -3.224           -3.066          -1.2467
           -2.062           -4.059            1.656           2.4692
            3.956           -2.106           -6.291          -0.3061
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.374            1.560          0.02296            2.156
           -2.548           -5.175          9.89153           22.266
           -8.470           -1.377         -2.45006            7.375
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -20.53            4.042           -45.81           -22.00
           -36.77           -4.985           -42.43           -24.99
           -22.40            2.319           -58.03           -23.78
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.7614           -26.25           -34.01           -5.384
          -0.8648           -28.40           -28.62           -2.981
          -1.4180           -26.79           -27.21           -4.081
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -34.97           -1.833           -32.03           -3.751
           -30.01           -2.160           -30.93           -7.698
           -28.79           -1.837           -25.73           -8.289
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.092           -22.23           -27.06           -37.06
           -3.953           -28.98           -30.89           -29.31
           -5.180           -32.32           -29.91           -32.33
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -6.8872           -8.829           7.3138           0.6001
          -4.2947           -4.891           7.0770          -1.4442
           0.5608           -8.733          -0.4539          -0.9160
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.4793           1.3974           -14.91           -19.60
           1.4382           1.0718           -15.73           -19.10
           2.4458           0.9769           -15.47           -15.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.590          -1.5873           -16.60            8.384
           -3.129          -1.7745           -14.21            2.984
            1.767           0.5898           -16.53           14.386
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.626          -9.2862           -3.578           7.2063
            4.151          -4.2454           -6.498           2.9497
           11.057          -0.5189           -6.309          -0.5862
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5496           -1.628           -5.408           -9.436
           2.2658           -4.037            2.068           -1.063
           1.1284           -1.710           -2.918           -5.244
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -11.8678           1.1968          -0.8081           -7.522
          -2.2646          -1.4281          -0.4181           -9.456
           0.9671          -0.7647           0.6587           -5.107
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.7733          -5.6584           0.6387          -4.4790
           0.7601          -0.4777          -2.3674           0.7909
          -0.7868          -3.9111          -0.3543          -0.7613
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.727           0.3111            14.01            2.866
           -2.147          -1.0804           -15.43            2.944
            0.976          -0.9001           -12.37            6.590
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.933          -0.5388           2.6123           -0.697
           -1.003           0.1141           5.2896            6.571
            3.850           1.0868          -0.5111            6.149
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -3.5073           -6.734            9.279            3.287
          -5.6325           -3.544           10.315            2.584
          -0.6591            5.394           10.582            9.036
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           4.5859           1.4010            1.986            2.659
           0.3354          -0.7974           -2.015           -1.813
          -4.1641          -1.2710            5.353            1.030
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -0.7422           1.4045           0.2508           0.6916
          -1.0119          -0.1303          -1.6501           0.2609
           2.8365           1.4699          -2.3117          -0.3414
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.471            3.659            9.309            7.187
           -7.711           -1.500            4.148            1.028
           -5.137           -2.326            8.330            1.703
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.3299          -0.2624            3.926           4.0275
           0.2650           2.8128            2.025          -0.3736
           2.7592           2.4066            7.493           7.2593
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.4178          -0.6221          -2.0050            139.2
          -4.9749          -2.6906          -0.7167            139.5
          -3.7770           1.4866          -2.9375            109.3
 rnd_95776.volume rnd_95787.volume
           -17.56           -23.08
           -18.71           -19.41
           -17.05           -26.61
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.213 0.9819 1.180 1.126 1.522 0.5309 0.6859 1.456 1.980 1.607 1.132
[2,] 1.611 1.1632 1.475 1.504 2.050 0.6537 0.7955 1.723 2.389 2.274 1.503
[3,] 1.785 1.3291 1.756 1.803 2.375 0.7374 0.9215 1.967 2.659 2.603 1.682
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.260 1.308 1.417 1.695 1.412 1.630 1.427 2.174 1.855 1.963 1.252
[2,] 1.827 1.582 1.920 2.192 1.734 2.289 2.206 2.899 2.637 2.420 1.470
[3,] 2.039 1.744 2.229 2.533 1.903 2.786 2.700 3.468 3.141 2.706 1.694
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.427 1.423 0.2011  1.40 1.049 0.3953 1.230 0.3151 1.127 0.6991
[2,] 3.339 1.791 0.2428  1.82 1.498 0.4744 1.698 0.3700 1.339 0.8211
[3,] 3.863 2.101 0.2754  2.14 1.813 0.5257 2.064 0.4036 1.597 0.9105
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3218 1.198 1.318 1.155 1.386 1.076 1.099 0.3718 0.7316 0.3086
[2,] 0.3978 1.460 1.639 1.495 1.659 1.528 1.382 0.4664 0.9610 0.3967
[3,] 0.4512 1.792 1.824 1.687 1.831 1.712 1.511 0.5197 1.1141 0.4604
      [,43]  [,44]  [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.5473 0.6426 0.8941 0.4549 0.754 1.583 2.069 1.095 1.344 1.502
[2,] 0.7067 0.8520 1.1330 0.5616 1.033 1.901 2.625 1.350 2.103 1.801
[3,] 0.8162 0.9750 1.3574 0.6306 1.208 2.141 2.928 1.539 2.530 2.009
      [,53] [,54] [,55] [,56] [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63]
[1,] 0.7185 1.247 1.062 1.048 0.685 1.201 0.2652 0.9045 0.4834 1.039 1.095
[2,] 0.8887 1.813 1.615 1.521 1.200 1.392 0.3215 1.3061 0.5632 1.279 1.269
[3,] 1.0065 2.211 1.974 1.882 1.645 1.588 0.3573 1.7562 0.6492 1.490 1.471
     [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 1.104 1.463 0.4921 3.672 0.9895 1.033 0.5694 1.321 1.444 1.659 1.601
[2,] 1.622 2.018 0.6064 4.459 1.1436 1.660 0.6746 1.592 1.964 2.230 2.213
[3,] 1.876 2.257 0.6824 4.919 1.2818 2.038 0.7788 1.827 2.215 2.522 2.617
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 2.466 1.939 1.202 0.4600 1.056 1.063 1.446 0.7571 0.8049 0.3713
[2,] 2.981 2.809 2.133 0.5444 1.954 1.260 1.946 0.9354 1.0147 0.4578
[3,] 3.406 3.198 2.693 0.6203 2.641 1.402 2.633 1.0981 1.1618 0.5000
      [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]
[1,] 0.9866 0.9648 2.274 2.807 0.3605 0.3354 0.6353 0.6164 1.159 0.4798
[2,] 1.3807 1.2540 2.871 3.363 0.5725 0.7168 0.7901 0.7262 1.379 0.5946
[3,] 1.6150 1.4308 3.260 3.776 0.7885 0.8279 0.9421 0.8997 1.561 0.6619
      [,95] [,96] [,97] [,98]
[1,] 0.3073 6.804 4.420 1.133
[2,] 0.3709 8.170 6.153 1.473
[3,] 0.4164 9.260 7.171 1.732
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]   [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.54   1.247   1.499   1.43   1.933   0.6742   0.8709   1.849
[2,] 729.21 428.671 607.896 684.91 943.524 262.1946 277.0436 633.801
[3,] 527.97 441.897 654.552 683.96 824.420 234.3952 319.6790 652.467
        [,9]    [,10]   [,11] [,12]  [,13] [,14]   [,15]   [,16]   [,17]
[1,]   2.514    2.041   1.437   1.6   1.66   1.8   2.153   1.793    2.07
[2,] 918.633 1105.419 679.412 909.5 612.33 889.7 954.711 692.557 1103.83
[3,] 802.031  871.721 519.207 621.8 503.99 778.4 872.339 537.788 1092.38
        [,18]   [,19]    [,20]   [,21]  [,22]    [,23]   [,24]   [,25]
[1,]    1.812    2.76    2.355   2.493   1.59    3.082   1.807  0.2554
[2,] 1156.202 1318.35 1288.737 972.825 528.39 1575.983 747.347 93.4865
[3,] 1070.169 1308.17 1172.130 831.787 579.62 1335.789 754.555 89.3204
       [,26]   [,27]   [,28]   [,29]    [,30]   [,31]    [,32]    [,33]
[1,]   1.778   1.331   0.502   1.562   0.4002   1.431   0.8878   0.4087
[2,] 799.380 735.644 180.294 804.386 133.2113 496.998 295.9572 160.6773
[3,] 773.769 701.015 155.601 806.463 110.7820 597.755 270.3694 146.3751
       [,34]   [,35]   [,36]  [,37]   [,38]   [,39]    [,40]   [,41]
[1,]   1.521   1.674   1.467   1.76   1.366   1.395   0.4721   0.929
[2,] 574.530 669.656 652.739 626.77 745.353 575.605 193.5829 428.298
[3,] 713.747 549.724 536.474 532.45 530.596 420.144 157.4580 387.374
        [,42]   [,43]   [,44]   [,45]    [,46]    [,47]  [,48]    [,49]
[1,]   0.3919   0.695   0.816   1.135   0.5776   0.9574   2.01    2.627
[2,] 171.3496 307.269 384.468 478.270 226.3529 484.9951 723.84 1110.308
[3,] 160.4858 280.618 325.898 513.814 197.1900 430.8557 677.53  892.308
      [,50]    [,51]   [,52]    [,53]   [,54]   [,55]   [,56]    [,57]
[1,]   1.39    1.707   1.907   0.9124   1.583   1.349   1.331   0.8698
[2,] 543.39 1111.668 683.929 359.4130 905.062 835.825 758.037 677.2555
[3,] 507.40  967.322 611.988 324.7789 869.052 780.701 761.063 773.0367
       [,58]    [,59]   [,60]    [,61]   [,62]  [,63]   [,64]   [,65]
[1,]   1.525   0.3368   1.149   0.6139   1.319   1.39   1.402   1.858
[2,] 483.758 124.9006 647.619 198.5197 512.367 441.01 816.259 955.405
[3,] 524.628 107.0953 806.827 221.9182 525.378 511.53 647.955 695.129
        [,66]    [,67]   [,68]   [,69]   [,70]   [,71]   [,72]    [,73]
[1,]   0.6249    4.663   1.256   1.312   0.723   1.677   1.834    2.107
[2,] 243.5412 1738.957 394.101 892.727 248.715 610.562 915.148 1024.157
[3,] 215.0112 1427.299 397.909 812.512 267.472 616.743 703.341  809.108
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]   [,80]
[1,]    2.033    3.131    2.462    1.526   0.5842    1.341   1.349
[2,] 1049.615 1151.563 1397.469 1210.788 200.0998 1129.466 465.466
[3,]  960.787 1132.477 1050.370 1129.919 204.2980 1221.663 422.150
        [,81]    [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    1.837   0.9614   1.022   0.4715   1.253   1.225    2.887    3.565
[2,]  895.247 377.5499 424.617 184.0715 663.829 550.635 1204.608 1272.404
[3,] 1218.588 395.4114 388.952 138.1665 575.819 473.481 1062.217 1180.211
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]   [,96]
[1,]   0.4577   0.4259   0.8067   0.7828   1.472   0.6093   0.3902    8.64
[2,] 305.6702 435.4245 322.8412 263.8811 513.067 241.3602 142.7120 3108.80
[3,] 372.6820 284.6477 352.6477 364.9596 503.047 199.8370 130.2157 2995.92
        [,97]   [,98]
[1,]    5.612   1.439
[2,] 2941.930 646.347
[3,] 2532.170 626.015
[1] "--- VAR model 2017-10-06 22:31:00  completed"
[1] "Completed training sample:  2017-10-06 22:31:00 - 2017-10-07 06:30:00"
[1] "SpVAR;   training sample:  2017-10-06 23:01:00 - 2017-10-07 07:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 23:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           5.394          0.5893         -30.13         -31.21
           3.530          1.0952         -29.28         -32.54
           2.506         -1.4865         -26.94         -19.79
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.88        0.14501            2.808           3.0096
         -21.61       -0.37572            2.970           0.9368
         -28.82        0.09454            1.356           0.1066
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           0.4941          -11.072            1.243           -8.317
           3.6124            5.967            2.004           -1.316
          -2.1291            7.036            2.380           -4.109
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -2.7266           -5.550           -2.055            5.703
           2.9696           -5.304           -5.866            2.965
           0.9589            1.714            1.564           -2.760
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           0.1277          -3.3945          -4.4570           0.7776
          -9.7928          -0.6481          -0.8215           3.3079
          -2.0934           0.7123         -11.8266           6.6035
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -26.71           -1.062           -61.01           -33.06
           -25.90           -3.256           -58.48           -34.67
           -20.86           -4.609           -51.52           -29.02
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -1.4326           -27.32           -25.37           -3.680
          -0.8801           -31.31           -30.77           -4.235
          -1.2834           -28.12           -40.32           -3.742
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -25.96          -1.7639           -26.47           -7.582
           -30.60          -1.1037           -30.06          -10.088
           -24.61          -0.7274           -29.85           -9.424
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.435           -32.71           -29.58           -30.01
           -4.837           -27.99           -26.39           -31.54
           -3.698           -27.24           -32.47           -24.91
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.4508           -5.517          -4.1227          -0.4970
           2.9624           -7.172           0.3883          -0.3092
           0.4451           -7.773           1.2280          -0.6639
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -0.8122         -0.38492           -14.64           -18.71
           1.2400         -0.03083           -11.10           -17.50
          -1.1833         -1.65726           -12.24           -15.32
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -3.815           -2.408           -10.68            3.969
           -1.685           -1.194           -13.96            4.001
           -4.128           -1.615           -12.16           -1.744
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.392           -1.491           -8.325          -0.6459
           11.254           -7.252           -7.298           1.5445
            6.326            2.128           -9.207          -3.2069
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -2.6947          -10.010           0.9678          -0.5442
           0.5203           -7.942          -1.1257          -3.6741
           0.4135           -6.703          -5.7005          -7.9265
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -9.3467           -4.738           0.1626           -6.744
          -1.6544           -2.368           1.1277           -9.065
          -0.0919            1.609           0.5138           -4.895
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -1.39321          2.14646            1.176          -6.1712
          0.08463          0.04245            1.041           1.3060
         -0.24114         -0.22593            6.735          -0.3487
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           1.7934           2.7418            14.01          -1.0342
          -0.2897          -1.0084             2.40           0.8417
           2.2799          -0.1446            12.56           4.6245
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.305           -4.753           5.6713            0.942
            2.140           -1.168           0.1671            6.851
            4.195           -0.941           2.8810            2.284
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           2.2454            4.237            4.191           -1.293
           8.0413            5.065           18.610            7.426
          -0.4571            2.042            8.928           13.943
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          -2.0924           1.6892           0.1735            1.229
          -0.7231           0.2800           1.0151           -4.542
          20.6791           0.4503           7.2560           -4.815
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.670         -0.51811           -2.803          -1.4285
           -5.250          0.01486           -3.401           0.5858
           -7.457         -1.32426           -3.254           0.9576
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -2.423           0.9068          1.22570          -4.8261
           -5.125           0.8627         -4.74861          -1.0916
           -7.213          -1.2701         -0.09283           0.1797
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8545           0.7134            0.658           1.8333
           1.4552           0.7932            1.519           3.2681
           1.2060           3.8737            1.133          -0.6649
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -12.368          -0.9055           -3.310           -48.25
           -7.322          -0.1510           -2.245           -17.06
           -5.408           0.1922           -3.410           -21.47
 rnd_95776.volume rnd_95787.volume
           -24.99           -28.60
           -10.39           -36.05
           -24.26           -27.77
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.252 0.9235 1.180 1.097 1.501 0.5136 0.6755 1.520 2.025 1.671 1.047
[2,] 1.684 1.1066 1.502 1.469 1.920 0.6209 0.7977 1.808 2.467 2.299 1.428
[3,] 1.827 1.2918 1.729 1.735 2.249 0.7080 0.9086 2.060 2.734 2.667 1.656
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.254 1.310 1.389 1.663 1.330 1.646 1.606 1.981 1.795 2.041 1.418
[2,] 1.885 1.542 1.997 2.229 1.683 2.363 2.428 2.684 2.635 2.439 1.650
[3,] 2.095 1.720 2.277 2.556 1.856 2.865 2.962 3.189 3.118 2.724 1.827
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.423 1.393 0.1951 1.296 1.096 0.4116 1.068 0.3862 1.104 0.6845
[2,] 3.282 1.685 0.2455 1.635 1.477 0.4838 1.451 0.4652 1.292 0.8007
[3,] 3.830 1.965 0.2784 1.925 1.798 0.5284 1.786 0.5123 1.511 0.8931
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42]  [,43]
[1,] 0.3281 1.196 1.280 1.141 1.365 1.116 1.157 0.3684 0.686 0.2929 0.5245
[2,] 0.4110 1.415 1.600 1.456 1.674 1.466 1.379 0.4615 0.886 0.3730 0.6703
[3,] 0.4695 1.706 1.802 1.644 1.830 1.670 1.497 0.5063 1.002 0.4327 0.7855
      [,44]  [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.6195 0.8734 0.4308 0.7214 1.574 1.963 1.077 1.279 1.343 0.6852
[2,] 0.7474 1.0972 0.5207 1.0523 1.845 2.349 1.293 1.988 1.693 0.8214
[3,] 0.8707 1.2825 0.5861 1.2446 2.067 2.602 1.468 2.360 1.893 0.9549
     [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62] [,63] [,64]
[1,] 1.276 1.029 1.044 0.6836 1.186 0.2710 0.8959 0.4855 1.048 1.050 1.098
[2,] 1.789 1.518 1.562 1.1672 1.427 0.3211 1.3139 0.5629 1.313 1.262 1.591
[3,] 2.221 1.878 1.945 1.5737 1.649 0.3559 1.7440 0.6424 1.512 1.455 1.868
     [,65]  [,66] [,67]  [,68]  [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.447 0.4700 3.897 0.9847 0.9613 0.5420 1.345 1.388 1.582 1.542 2.503
[2,] 1.969 0.5713 4.621 1.1487 1.6413 0.6664 1.585 1.917 2.178 2.286 2.970
[3,] 2.273 0.6531 5.121 1.2759 2.0416 0.7587 1.814 2.112 2.464 2.669 3.283
     [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]  [,85]
[1,] 1.839 1.201 0.4376 1.070 1.050 1.481 0.7624 0.7993 0.3860 0.9332
[2,] 2.638 2.083 0.5397 1.895 1.243 1.954 0.9710 1.0221 0.4629 1.3252
[3,] 3.100 2.687 0.6068 2.481 1.372 2.620 1.1056 1.1810 0.5000 1.5314
     [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]
[1,] 0.857 2.298 2.759 0.3392 0.2903 0.5261 0.5660 1.098 0.4958 0.3051
[2,] 1.105 2.840 3.291 0.4942 0.6253 0.6525 0.6561 1.311 0.5903 0.3692
[3,] 1.307 3.170 3.677 0.6651 0.7156 0.7889 0.7989 1.464 0.6694 0.4228
      [,96] [,97] [,98]
[1,]  7.128 4.405 1.156
[2,]  8.735 5.947 1.509
[3,] 10.163 6.899 1.753
Root mean square errors of predictions:  
       [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]   [,8]
[1,]   1.59   1.173   1.498   1.393   1.906   0.6523   0.8578   1.93
[2,] 784.53 424.714 647.511 680.375 834.357 242.9543 295.5500 681.92
[3,] 493.81 464.335 596.272 643.676 815.282 236.9717 303.0012 687.40
        [,9]    [,10]  [,11]   [,12]   [,13]   [,14]    [,15]   [,16]
[1,]   2.572    2.122   1.33   1.593   1.663   1.764    2.112   1.688
[2,] 982.005 1099.375 675.94 980.052 567.269 999.473 1034.032 718.172
[3,] 820.798  941.677 584.58 637.795 530.677 762.032  870.800 545.174
       [,17]   [,18]    [,19]   [,20]   [,21] [,22]    [,23]   [,24]
[1,]    2.09    2.04    2.516    2.28   2.592   1.8    3.077   1.769
[2,] 1181.55 1267.95 1261.639 1343.44 930.085 588.0 1542.419 660.927
[3,] 1128.67 1181.70 1199.576 1161.49 844.271 546.8 1375.608 704.142
        [,25]   [,26]   [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.2477   1.646   1.392   0.5227   1.356   0.4904   1.402   0.8692
[2,] 103.8426 694.509 689.888 177.0509 684.179 180.6865 467.176 289.3708
[3,]  91.4703 707.105 714.127 148.1063 725.009 149.4763 545.532 275.6938
        [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.4166   1.519   1.626   1.449   1.733   1.417   1.469   0.4678
[2,] 172.4171 526.263 668.231 629.756 675.932 662.672 523.233 193.6668
[3,] 158.1185 664.055 578.109 532.847 513.839 557.247 405.419 144.9747
        [,41]    [,42]   [,43]    [,44]   [,45]   [,46]   [,47]   [,48]
[1,]   0.8711   0.3719   0.666   0.7867   1.109   0.547   0.916   1.999
[2,] 390.5920 160.8875 290.780 291.1756 462.663 203.802 533.659 670.160
[3,] 325.7229 152.8394 285.293 311.1997 462.584 187.403 463.027 649.039
       [,49]   [,50]    [,51]   [,52]  [,53]  [,54]   [,55]   [,56]
[1,]   2.493   1.368    1.624   1.706   0.87   1.62   1.307   1.325
[2,] 898.690 498.438 1060.563 718.225 315.59 873.42 776.979 809.962
[3,] 778.551 484.448  885.224 589.844 339.24 917.70 770.511 807.473
       [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.868   1.506   0.3441   1.138   0.6165   1.331   1.334   1.394
[2,] 659.057 552.210 120.0298 669.492 198.4667 551.487 487.974 802.733
[3,] 735.315 576.483 106.8415 798.836 215.6284 522.048 504.254 681.294
       [,65]    [,66]    [,67]  [,68]   [,69]    [,70]   [,71]   [,72]
[1,]   1.837   0.5969    4.949   1.25   1.221   0.6882   1.708   1.763
[2,] 930.380 226.2122 1729.542 411.97 926.751 270.0681 584.305 920.721
[3,] 790.685 220.4869 1537.378 386.84 845.822 252.6502 614.233 617.414
        [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    2.009    1.958    3.178    2.335    1.525   0.5556    1.359
[2,] 1043.235 1176.141 1113.731 1317.038 1185.243 220.1226 1089.616
[3,]  801.385  959.292  973.914 1135.061 1183.001 193.0848 1115.005
       [,80]    [,81]    [,82]   [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.333    1.881   0.9682   1.015   0.4902   1.185   1.088    2.918
[2,] 463.491  888.210 418.8707 443.777 177.9093 655.463 486.317 1162.752
[3,] 404.268 1215.514 368.1949 412.154 131.6674 534.542 485.225  980.798
        [,88]    [,89]    [,90]    [,91]    [,92]   [,93]    [,94]
[1,]    3.504   0.4307   0.3687   0.6681   0.7187   1.394   0.6296
[2,] 1249.290 250.3493 385.7996 268.8138 231.0973 499.157 223.1618
[3,] 1142.278 310.0572 242.4189 308.8978 317.5862 454.348 219.8226
        [,95]    [,96]    [,97]   [,98]
[1,]   0.3874    9.052    5.593   1.468
[2,] 144.8505 3517.456 2782.987 676.088
[3,] 143.5517 3618.917 2436.688 621.128
[1] "--- VAR model 2017-10-06 23:01:00  completed"
[1] "Completed training sample:  2017-10-06 23:01:00 - 2017-10-07 07:00:00"
[1] "SpVAR;   training sample:  2017-10-06 23:31:00 - 2017-10-07 07:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-06 23:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -10.361         -1.5223         -35.66         -40.52
          -3.950         -0.9321         -37.54         -31.46
           3.214          2.0071         -30.11         -37.92
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -47.48         0.3608            2.344           7.2606
         -46.67         0.7561           -1.159           0.8248
         -31.10        -0.5323           -1.951          -7.1694
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            2.060           -2.278            5.145          -15.483
           -3.519           -3.109            7.640          -11.435
           -4.570            1.252           -2.786           -8.618
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.262          -11.216           -3.968           10.436
           -0.409          -15.461          -12.607            3.562
           -2.680           -7.883          -13.449           -2.606
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            8.369           3.2497           -3.216            18.28
           -5.136          -0.2472            7.533            14.27
          -12.858          -2.9996            4.041            15.19
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -30.18           1.4053           -65.75           -32.89
           -30.80           4.1271           -83.21           -41.12
           -35.10          -0.5353           -79.97           -36.00
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -0.5497           -36.47           -44.48          -10.658
          -2.6229           -31.68           -38.39           -8.116
          -1.5119           -47.42           -39.67           -8.582
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -39.36          -2.7857           -43.20           -13.74
           -36.06          -0.6141           -43.29           -17.07
           -39.68          -0.9846           -31.89           -12.93
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -4.293           -32.52           -32.94           -32.09
           -5.699           -34.83           -36.22           -33.24
           -5.565           -44.39           -36.34           -42.39
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           1.1031            1.370          -0.8039           0.5892
          -9.0959           -3.864           1.4514           1.7380
           0.6484           -2.536           2.9193          -0.2356
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.510          -1.0690           -20.08           -28.63
            1.943          -2.8997           -22.17           -25.47
            2.144          -0.7714           -23.47           -25.68
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -7.100           -4.841           -25.28            5.632
           -6.363           -3.229           -21.33            2.158
           -6.249           -3.605           -22.78            8.345
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            4.415           -1.211           -14.44            8.238
            3.710            1.380           -12.03            7.852
            3.971           -4.011           -10.88           10.632
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.4072           -8.504          -14.048           -9.812
           2.3490          -13.813           -7.968           -7.948
          -0.4668           -8.306          -12.390          -12.812
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -10.34           0.2441            0.878           -4.565
           -11.94           0.4970           -0.583           -7.480
           -10.13          -2.4454            1.027          -11.237
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.4852          -14.980            5.666          -0.7532
           1.7781           -3.026            4.227          -7.1121
          -0.5451           -5.267           -6.918           1.2950
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -11.5574          -2.2059            7.060           0.6552
          -8.5804          -0.9998           24.541           1.3537
           0.9443           1.8237           -2.584           4.5904
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.244          -3.7264          -9.6846          -15.324
           -5.247           1.6260           0.1166           -2.953
           -2.705          -0.6084          -0.2375            4.817
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         -0.08795          -14.922            8.762          13.2189
         -7.79821           -5.076           16.344          -9.7112
          4.48845           -2.346           10.507          -0.7082
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.781            4.363            2.488          -1.6151
           -1.917            2.074            8.238          -5.5421
           -3.228           -3.352           -4.670          -0.5864
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          2.62510           2.1695           0.9971           3.9485
         -0.03601          -0.3131          -3.4704           2.9446
         -9.86543          -1.0482          -0.7272           0.5192
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.041          -0.4908          -15.229          -24.648
           -4.681          -2.5821            9.240           17.642
           -2.019          -0.5350            7.083           -7.224
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.2637          -1.5266           0.4055           1.3654
           0.6847           1.0383           0.4628           2.4049
           1.2029           0.5564           1.3676           0.3892
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.7768          -1.4428           -1.323           43.586
          -1.6827          -2.2265           -2.045           -6.228
          -2.6543           0.3192           -2.943           24.508
 rnd_95776.volume rnd_95787.volume
           -20.27           -28.28
           -15.89           -39.88
           -36.49           -41.67
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.361 0.9515 1.171 1.013 1.569 0.4601 0.7091 1.549 2.013 1.655 1.033
[2,] 1.749 1.0994 1.484 1.400 1.979 0.5464 0.8242 1.799 2.471 2.282 1.379
[3,] 1.956 1.2551 1.707 1.630 2.285 0.6205 0.9348 2.093 2.724 2.539 1.605
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.205 1.319 1.326 1.681 1.381 1.707 1.465 1.983 1.887 2.001 1.379
[2,] 1.914 1.528 1.983 2.246 1.640 2.331 2.224 2.703 2.581 2.401 1.608
[3,] 2.114 1.689 2.281 2.611 1.830 2.917 2.819 3.196 3.008 2.653 1.798
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.592 1.211 0.1961 1.163 1.127 0.4299 1.081 0.3825 1.175 0.6799
[2,] 3.322 1.495 0.2474 1.501 1.425 0.4909 1.494 0.4629 1.405 0.7877
[3,] 3.966 1.727 0.2792 1.728 1.795 0.5364 1.673 0.5098 1.617 0.8831
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3362 1.230 1.299 1.058 1.392 1.121 1.057 0.3726 0.7225 0.3060
[2,] 0.4085 1.433 1.563 1.369 1.706 1.452 1.252 0.4610 0.8856 0.3731
[3,] 0.4708 1.667 1.754 1.528 1.853 1.645 1.381 0.5152 1.0099 0.4322
      [,43]  [,44]  [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.5415 0.5790 0.8399 0.3746 0.7049 1.433 1.965 1.017 1.212 1.376
[2,] 0.6508 0.7289 1.0052 0.4575 1.0012 1.744 2.289 1.227 1.900 1.653
[3,] 0.7560 0.8532 1.1872 0.5153 1.1526 1.979 2.570 1.392 2.271 1.859
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]
[1,] 0.6928 1.249 1.047 1.023 0.6693 1.198 0.2637 0.8524 0.5084 1.092
[2,] 0.8194 1.745 1.462 1.589 1.1829 1.405 0.3068 1.2563 0.5994 1.285
[3,] 0.9184 2.148 1.803 1.918 1.5520 1.569 0.3470 1.6543 0.6763 1.480
      [,63] [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73]
[1,] 0.9944 1.058 1.387 0.4989 4.258 0.9582 0.957 0.5754 1.485 1.334 1.649
[2,] 1.2321 1.531 1.985 0.5967 5.013 1.1185 1.654 0.6887 1.736 1.985 2.113
[3,] 1.4150 1.796 2.227 0.6677 5.584 1.2527 2.066 0.7797 1.970 2.215 2.435
     [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 1.651 2.527 1.701 1.228 0.4443 1.206 1.053 1.448 0.7946 0.7892 0.3887
[2,] 2.363 3.019 2.469 2.085 0.5280 1.957 1.244 1.897 0.9573 1.0060 0.4784
[3,] 2.731 3.291 2.890 2.720 0.5930 2.537 1.391 2.634 1.0775 1.1555 0.5203
      [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]
[1,] 0.9317 0.8954 2.356 2.657 0.3364 0.2766 0.4742 0.5166 1.104 0.5188
[2,] 1.3751 1.1282 2.959 3.221 0.4821 0.5663 0.6327 0.6438 1.315 0.6141
[3,] 1.5882 1.3104 3.249 3.650 0.6312 0.6823 0.7260 0.7452 1.454 0.6887
      [,95]  [,96] [,97] [,98]
[1,] 0.3019  7.338 4.252 1.111
[2,] 0.3657  8.810 5.735 1.345
[3,] 0.4032 10.219 6.549 1.549
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]    [,5]     [,6]     [,7]    [,8]
[1,]   1.728   1.208   1.487   1.286   1.993   0.5842   0.9005   1.967
[2,] 865.253 433.958 717.819 761.060 950.300 232.2452 330.8675 721.136
[3,] 690.882 476.971 665.951 659.110 899.374 231.7390 347.5185 841.505
         [,9]    [,10]   [,11]   [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    2.556    2.101   1.311    1.53   1.675    1.684    2.135   1.754
[2,] 1129.085 1238.545 719.540 1171.10 608.058 1161.994 1173.504 697.317
[3,]  903.294  875.627 648.046  708.63 566.653  888.444 1049.586 640.179
        [,17]   [,18]    [,19]    [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    2.168    1.86    2.518    2.396    2.54   1.751    3.291   1.538
[2,] 1249.917 1318.58 1446.943 1387.870 1046.36 651.055 1637.060 690.835
[3,] 1381.654 1364.90 1344.105 1217.028  889.02 634.023 1707.082 680.521
       [,25]   [,26]   [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.249   1.477   1.431   0.5459   1.373   0.4857   1.492   0.8634
[2,] 118.823 747.586 686.727 186.8006 812.011 205.4556 607.364 313.3852
[3,] 101.973 674.625 859.442 170.2345 594.321 168.3064 629.690 314.5401
       [,33]   [,34]   [,35]   [,36]   [,37]   [,38]   [,39]    [,40]
[1,]   0.427   1.562   1.649   1.344   1.768   1.423   1.343   0.4731
[2,] 182.835 579.678 685.032 684.299 776.000 728.031 527.402 213.8657
[3,] 184.381 671.380 627.017 534.250 571.138 607.949 460.307 181.3039
        [,41]    [,42]    [,43]    [,44]   [,45]    [,46]    [,47]  [,48]
[1,]   0.9175   0.3886   0.6876   0.7352   1.067   0.4757   0.8951   1.82
[2,] 403.4485 168.1024 284.4162 348.9421 435.075 206.8715 560.2048 782.50
[3,] 382.5019 171.8742 303.1101 349.3954 497.685 186.8935 449.9445 736.56
       [,49]   [,50]    [,51]   [,52]    [,53]   [,54]   [,55]   [,56]
[1,]   2.495   1.292    1.539   1.747   0.8797   1.586   1.329   1.298
[2,] 924.574 540.156 1153.147 722.091 344.7344 960.300 803.767 958.026
[3,] 921.491 517.828  979.450 669.609 326.7544 986.434 831.406 845.938
        [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.8499   1.521   0.3349   1.082   0.6456   1.387   1.263   1.344
[2,] 768.4726 579.045 123.4625 727.092 250.1209 533.290 573.186 871.387
[3,] 791.6709 549.797 127.7796 848.096 246.7733 578.699 548.194 740.013
        [,65]    [,66]    [,67]   [,68]    [,69]    [,70]   [,71]    [,72]
[1,]    1.762   0.6335    5.407   1.217    1.215   0.7307   1.885    1.694
[2,] 1118.685 257.9359 2084.506 454.619 1062.807 298.1233 709.494 1158.643
[3,]  795.438 236.0155 1937.446 444.469  975.008 288.0161 732.302  773.983
        [,73]    [,74]    [,75]   [,76]    [,77]    [,78]    [,79]   [,80]
[1,]    2.094    2.097    3.209    2.16    1.559   0.5641    1.531   1.338
[2,] 1041.421 1331.841 1301.216 1409.51 1327.907 224.7539 1214.306 521.960
[3,]  953.676 1077.802 1032.956 1184.47 1376.098 212.7862 1272.123 488.949
        [,81]   [,82]   [,83]    [,84]   [,85]   [,86]    [,87]    [,88]
[1,]    1.838   1.009   1.002   0.4936   1.183   1.137    2.991    3.374
[2,]  965.391 420.573 491.577 219.7654 796.814 540.841 1411.290 1434.094
[3,] 1440.127 389.685 447.825 161.1598 626.216 525.158 1055.914 1353.575
        [,89]    [,90]    [,91]   [,92]   [,93]    [,94]    [,95]    [,96]
[1,]   0.4271   0.3512   0.6022   0.656   1.402   0.6588   0.3834    9.318
[2,] 272.1234 389.3672 330.0033 302.737 562.237 258.8359 162.6532 3841.351
[3,] 320.9505 299.8859 280.5880 295.710 488.670 245.7315 133.7425 4080.381
      [,97]   [,98]
[1,]    5.4   1.411
[2,] 3032.3 596.785
[3,] 2490.6 605.166
[1] "--- VAR model 2017-10-06 23:31:00  completed"
[1] "Completed training sample:  2017-10-06 23:31:00 - 2017-10-07 07:30:00"
[1] "SpVAR;   training sample:  2017-10-07 00:01:00 - 2017-10-07 08:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 00:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -11.357          -4.080         -46.87         -36.57
          -5.020           1.093         -44.40         -32.10
          -3.412          -2.804         -34.86         -41.69
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -51.85         -4.822            6.841           -8.442
         -52.20         -3.705            6.456          -16.477
         -50.23         -2.031            7.181           -1.286
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.436            4.214           5.6465           -20.11
          -14.277          -13.008         -10.3693           -19.01
           -1.927          -13.674          -0.7593           -15.39
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -4.869           -9.468             2.18           -2.121
           -4.029           -5.980            21.36            2.731
           -6.981          -12.705            13.63            8.169
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -15.792           -4.917            24.86           43.722
          -15.288          -11.445           -10.20            3.928
           -2.977            1.150           -10.04            8.736
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -35.65           -6.416           -53.95           -35.10
           -39.67           -4.165           -80.52           -35.25
           -43.57           -2.903           -92.62           -40.95
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.768           -38.61           -46.09          -12.126
           -2.390           -31.46           -45.00           -8.399
           -2.216           -33.67           -48.68           -9.824
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -41.25            1.084           -37.64           -11.08
           -29.14           -2.885           -42.12           -13.76
           -39.76           -2.344           -33.44           -12.79
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -5.388           -48.91           -54.96           -36.49
           -3.931           -44.73           -49.68           -33.63
           -4.368           -36.90           -31.78           -46.64
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.551           -1.959            3.826          -0.7440
            2.794            1.195            1.423           1.3247
            9.005           11.268           -1.844          -0.1045
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.470           1.0580           -26.87           -27.75
           -8.921           3.8556           -24.73           -30.24
           -3.284          -0.1902           -24.82           -28.18
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            -8.53          -1.0877           -26.95           15.409
           -12.83          -0.7031           -32.08           13.699
           -11.41          -3.4933           -26.80           -1.884
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            3.395           0.9947           -6.217            0.809
          -12.544          -9.1630          -25.347            8.632
            7.855          -0.8740          -15.882            9.520
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -7.747           -13.10           -3.601         -16.6766
            1.552           -12.67           -1.053          -0.7974
            1.426           -15.38          -19.490         -11.5546
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -7.074            3.106           0.5192         -12.6910
           -2.053           11.218           1.3595          -2.8303
           -6.357            6.628           1.0431           0.1597
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.708           -5.420          -0.9037          -4.0810
           -2.483           -2.200          13.5032          -8.4918
           -3.034           -3.707           7.2577          -0.4144
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.297           0.1608         -13.7174          -6.6114
           -8.907           0.2299           2.7666          -0.1398
           12.404          -2.0838          -0.6149           0.5893
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.413         -4.08697          -12.775           -7.556
          -10.290          0.03389           -1.809           -4.439
           -9.589         -2.13877           -2.734           10.226
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.6515           -16.37           1.1257           -5.046
         -15.6278           -20.41          -0.5011          -14.928
           6.5393            10.42          21.5152           -3.620
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            9.520         -0.68824           -1.698            6.460
           -5.675         -0.02006           -1.213            7.892
          -25.657          1.15607           -7.643           -3.430
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.128            2.790           -3.105          -0.4321
           15.037            4.364           -4.434          -1.2261
          -10.182            2.147           -5.429          -0.7626
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.769          -3.7484           13.337           32.700
           -2.491          -4.2834            5.147          -10.119
            9.087           0.8173            3.216            3.978
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.8762           0.4572          -2.6366          -2.5554
          -3.0586          -1.2061          -0.6594          -0.2379
          -1.1155          -1.7027           0.9765           1.3515
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -0.3185           0.7655           -2.432          -10.870
          -3.8760          -3.4353           -3.017          -22.643
          -0.5631           0.2844           -3.608            5.546
 rnd_95776.volume rnd_95787.volume
           -82.55           -35.53
           -42.88           -36.63
           -27.97           -35.85
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.344 0.9096 1.456 1.132 1.795 0.4472 0.7042 1.548 1.951 1.636 1.041
[2,] 1.702 1.0715 1.797 1.566 2.169 0.5404 0.8443 1.902 2.372 2.211 1.390
[3,] 1.885 1.2265 2.003 1.787 2.498 0.6097 0.9799 2.163 2.683 2.559 1.599
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.263 1.306 1.353 2.495 1.357 1.715 1.628 2.069 1.920 2.045 1.263
[2,] 1.892 1.529 1.971 3.351 1.655 2.386 2.254 2.787 2.694 2.393 1.515
[3,] 2.141 1.707 2.262 3.935 1.827 2.889 2.817 3.193 2.983 2.696 1.692
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.380 1.248 0.2058 1.136 1.270 0.4546 1.057 0.3810 1.197 0.6698
[2,] 3.331 1.545 0.2559 1.551 1.567 0.5164 1.459 0.4661 1.513 0.7845
[3,] 4.137 1.777 0.2807 1.785 1.992 0.5693 1.659 0.5325 1.833 0.8702
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3410 1.286 1.265 1.077 1.399 1.126 1.002 0.3773 0.6720 0.3092
[2,] 0.4289 1.556 1.582 1.390 1.738 1.562 1.209 0.4662 0.8627 0.3722
[3,] 0.4871 1.800 1.787 1.585 1.931 1.788 1.321 0.5295 0.9879 0.4366
      [,43]  [,44]  [,45]  [,46]  [,47] [,48] [,49] [,50] [,51] [,52]
[1,] 0.6016 0.6265 0.7632 0.3369 0.6970 1.452 1.849 1.004 1.160 1.394
[2,] 0.7137 0.8095 0.9077 0.4089 0.9942 1.723 2.207 1.217 1.819 1.699
[3,] 0.8479 0.9805 1.0406 0.4585 1.1553 1.966 2.433 1.405 2.199 1.887
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]
[1,] 0.6796 1.188 1.054 1.055 0.6742 1.187 0.2655 0.8652 0.5156 1.115
[2,] 0.8114 1.725 1.519 1.495 1.1154 1.427 0.3048 1.2938 0.5976 1.306
[3,] 0.9053 2.181 1.849 1.816 1.5553 1.589 0.3436 1.6791 0.6657 1.522
     [,63] [,64] [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73]
[1,] 1.033 1.033 1.383 0.5003 4.065 0.942 0.999 0.5340 1.468 1.413 1.651
[2,] 1.271 1.474 2.009 0.6182 5.080 1.104 1.618 0.6634 1.687 1.948 2.178
[3,] 1.456 1.745 2.256 0.6996 5.671 1.268 2.010 0.7666 1.930 2.184 2.471
     [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 1.626 2.531 1.810 1.308 0.4345 1.183 1.082 1.527 0.8868 0.7759 0.4227
[2,] 2.341 3.031 2.531 2.151 0.5164 1.962 1.247 2.096 1.0354 0.9511 0.5030
[3,] 2.687 3.273 3.065 2.796 0.5721 2.583 1.414 2.775 1.1520 1.1020 0.5458
      [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]
[1,] 0.9619 0.8569 2.389 2.569 0.3082 0.2805 0.4197 0.4805 1.077 0.4852
[2,] 1.3851 1.1094 2.888 3.206 0.4531 0.5034 0.5491 0.5752 1.239 0.5735
[3,] 1.5611 1.2634 3.138 3.674 0.5758 0.5946 0.6488 0.6716 1.399 0.6692
      [,95]  [,96] [,97] [,98]
[1,] 0.2997  7.295 4.080 1.143
[2,] 0.3550  8.837 5.559 1.420
[3,] 0.3916 10.132 6.203 1.687
Root mean square errors of predictions:  
        [,1]    [,2]    [,3]    [,4]     [,5]     [,6]     [,7]    [,8]
[1,]   1.706   1.155   1.848   1.437    2.279   0.5679   0.8942   1.966
[2,] 891.399 483.004 898.815 923.298 1038.485 258.7106 397.1572 942.831
[3,] 690.497 508.872 754.968 734.113 1057.156 240.7239 423.9879 877.189
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]   [,16]
[1,]    2.477    2.078   1.322    1.604   1.659    1.719    3.168   1.724
[2,] 1151.025 1268.138 785.519 1200.910 677.615 1222.394 1907.784 806.765
[3,] 1068.166 1099.058 673.792  855.229 647.389  945.596 1758.762 660.050
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]   [,24]
[1,]    2.178    2.067    2.627    2.438    2.597   1.603    3.023   1.584
[2,] 1414.739 1329.638 1591.696 1611.243 1060.662 714.416 1987.227 777.168
[3,] 1387.900 1439.860 1329.900 1091.831 1057.411 641.979 2091.872 748.669
        [,25]   [,26]    [,27]    [,28]   [,29]    [,30]   [,31]    [,32]
[1,]   0.2614   1.442    1.612   0.5773   1.343   0.4839   1.521   0.8505
[2,] 129.7084 900.983  783.621 208.7982 857.476 228.9570 788.762 348.2227
[3,]  98.2875 752.780 1047.822 204.4457 672.305 219.4604 881.779 321.0524
        [,33]   [,34]   [,35]   [,36]   [,37]  [,38]   [,39]    [,40]
[1,]   0.4331   1.632   1.607   1.367   1.777   1.43   1.272   0.4791
[2,] 221.8116 747.127 809.920 749.636 879.758 922.84 576.394 233.4605
[3,] 196.8188 771.283 708.309 648.510 716.814 742.24 454.778 214.1590
        [,41]    [,42]   [,43]    [,44]    [,45]    [,46]    [,47]   [,48]
[1,]   0.8533   0.3926   0.764   0.7955   0.9691   0.4278   0.8851   1.843
[2,] 461.2822 176.7708 327.399 437.0761 418.9621 197.5661 604.5299 791.894
[3,] 410.4647 194.4996 390.376 471.8303 433.9804 176.8537 501.6942 806.401
        [,49]   [,50]    [,51]  [,52]   [,53]    [,54]   [,55]   [,56]
[1,]    2.347   1.274    1.473   1.77   0.863    1.508   1.338   1.339
[2,] 1027.776 586.366 1194.117 828.71 378.007 1066.207 932.805 902.989
[3,]  873.268 598.412 1054.078 699.87 342.312 1138.299 898.921 880.224
        [,57]   [,58]    [,59]   [,60]    [,61]   [,62]   [,63]   [,64]
[1,]   0.8561   1.507   0.3371   1.099   0.6547   1.416   1.312   1.312
[2,] 757.6356 675.896 127.7134 820.271 257.5770 579.037 631.514 896.861
[3,] 924.3040 596.552 135.2630 912.558 250.1139 666.172 606.010 795.901
        [,65]    [,66]    [,67]   [,68]    [,69]    [,70]   [,71]    [,72]
[1,]    1.756   0.6354    5.162   1.196    1.269   0.6781   1.864    1.795
[2,] 1242.787 309.6561 2597.688 490.110 1085.425 335.6596 708.577 1142.537
[3,]  874.499 279.2514 2149.744 532.222 1016.559 327.4672 800.249  843.310
        [,73]    [,74]    [,75]    [,76]    [,77]    [,78]    [,79]
[1,]    2.096    2.065    3.214    2.298    1.661   0.5518    1.502
[2,] 1211.329 1436.332 1421.888 1509.020 1456.202 237.8504 1334.758
[3,]  995.013 1124.672 1052.253 1474.232 1523.190 210.0994 1432.942
       [,80]    [,81]   [,82]    [,83]    [,84]   [,85]   [,86]    [,87]
[1,]   1.373    1.939   1.126   0.9852   0.5367   1.221   1.088    3.033
[2,] 528.589 1224.796 455.817 469.0261 232.4950 849.835 600.738 1384.538
[3,] 568.810 1550.619 430.611 474.6402 180.6695 613.892 515.413 1047.181
        [,88]    [,89]    [,90]    [,91]    [,92]   [,93]    [,94]
[1,]    3.262   0.3914   0.3562   0.5329   0.6101   1.368   0.6161
[2,] 1635.295 283.1450 356.4643 301.9232 269.5885 522.620 260.7818
[3,] 1530.278 303.0476 269.8015 294.6156 295.7149 553.984 293.9646
        [,95]    [,96]    [,97]   [,98]
[1,]   0.3806    9.264    5.181   1.451
[2,] 162.2662 4252.505 3219.529 718.778
[3,] 140.9250 4226.524 2347.681 776.817
[1] "--- VAR model 2017-10-07 00:01:00  completed"
[1] "Completed training sample:  2017-10-07 00:01:00 - 2017-10-07 08:00:00"
[1] "SpVAR;   training sample:  2017-10-07 00:31:00 - 2017-10-07 08:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 00:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -10.815          9.5255         -40.73         -46.05
          -5.815         -3.7088         -48.78         -47.81
           2.793          0.1662         -47.15         -47.78
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -40.15         0.6625            6.134            4.372
         -52.88         1.5023            7.150           -2.581
         -57.90         0.5378           -2.006            3.369
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           14.915          15.6015            4.667           -6.427
           -1.789          -0.4239            8.002           -5.810
           -9.681          -8.1175            1.183          -14.231
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -5.379         -26.4572         -12.8021            6.925
            6.637           5.6347          -0.1469            4.908
           -2.140          -0.1411          10.2736          -13.816
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -2.0843           -7.538            3.467           11.345
         -15.1576           -6.859            2.174           26.503
           0.1047           15.923          -15.024           -4.532
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -56.68           -1.024           -95.42           -60.06
           -35.19            9.790           -95.02           -44.96
           -72.17           -5.774          -101.26           -39.30
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.535           -49.31           -58.71           -9.835
           -3.031           -41.38           -56.66          -14.031
           -3.125           -43.51           -44.89          -13.557
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -58.40          -4.5091           -66.18           -19.82
           -54.06          -0.6482           -50.47           -17.20
           -46.90          -0.4992           -60.84           -18.64
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -7.170           -50.44           -50.78           -45.24
           -9.089           -52.29           -48.55           -47.17
           -8.713           -58.37           -58.16           -51.54
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.331           -5.687           3.0512            2.992
           -1.739            2.451          -0.2161            2.171
            2.483           -6.907           3.0715            2.050
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -5.503         -5.15539           -33.91           -35.62
            1.981         -0.08804           -30.84           -34.79
           -2.494         -0.48994           -30.99           -25.48
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -13.07           -1.619           -30.87            12.33
           -10.86           -5.378           -35.73            13.65
           -11.84           -4.447           -29.76            16.08
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           14.802           -4.692          -40.601           5.4906
           -2.263           -3.104            4.029           2.0035
           -2.897           -1.084          -30.295           0.8466
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            0.512           -10.30          -4.2075           -18.95
           -0.700           -30.59         -35.6834           -12.60
           -4.526           -12.45           0.8924           -22.01
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -20.29           0.5164          -2.5907           -10.19
           -15.66          -7.0415           0.8362           -22.18
           -28.34          -2.1491          -1.0352           -12.90
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.6856           -6.740            7.533            1.422
           0.2574           -5.187           -4.129           -1.335
          -3.2536          -19.785            8.087           -7.947
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.876           0.2871           -3.899            6.052
           -1.990           3.1800           14.294           -2.245
          -11.076           3.8676           21.563            5.300
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.915          -0.7893           -5.473           -8.925
           -2.193          -3.5575          -10.151           -6.081
           -7.590           2.6529            9.682           -1.996
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -5.230           -3.652           22.640            3.663
            7.128           -2.979           -5.261            8.825
          -17.319          -20.642           21.729            5.812
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.678          -0.1278            7.723            1.096
           -8.206           1.3170           -1.466           -1.768
            6.610           2.3853           12.220            1.187
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            20.73           7.6352           -2.338           0.2774
           -13.03           0.4361           -7.271           3.8649
            10.97           2.9779            2.952          -1.7109
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            4.793           8.1302           -9.524          -0.5659
          -11.749           1.7505           11.476         -22.4810
           -2.496          -0.4053           -5.439          23.6303
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           3.9396           2.9470           1.3436           -4.437
          -0.5123          -0.5736          -0.9913            3.278
           0.2069          -0.2525          -0.4726            0.892
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -5.923          -1.2599           -4.617           -3.905
           -6.308          -1.1870           -2.212          -38.881
           -9.417          -0.6583           -3.251          -31.893
 rnd_95776.volume rnd_95787.volume
           -55.22           -50.36
           -44.33           -49.98
           -36.72           -45.53
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.449 0.9239 1.506 1.262 1.782 0.4463 0.7225 1.721 2.102 1.745 1.105
[2,] 1.824 1.0970 1.892 1.614 2.224 0.5460 0.8577 2.057 2.508 2.350 1.439
[3,] 2.037 1.2107 2.137 1.878 2.586 0.6110 0.9599 2.316 2.818 2.658 1.606
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.329 1.323 1.408 2.564 1.298 1.630 1.582 2.108 2.038 2.679 1.312
[2,] 2.000 1.509 2.064 3.542 1.698 2.414 2.178 2.800 2.583 3.138 1.618
[3,] 2.248 1.721 2.384 4.105 1.964 2.991 2.841 3.212 2.970 3.663 1.851
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.472 1.344 0.2027 1.253 1.358 0.4801 1.198 0.4021 1.286 0.6828
[2,] 3.618 1.620 0.2518 1.658 1.617 0.5534 1.567 0.4747 1.651 0.7949
[3,] 4.352 1.911 0.2752 1.901 2.156 0.6353 1.859 0.5214 1.946 0.9034
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3456 1.467 1.322 1.191 1.463 1.141 1.027 0.3836 0.6773 0.3151
[2,] 0.4476 1.799 1.683 1.523 1.791 1.575 1.228 0.4484 0.8144 0.3966
[3,] 0.5113 2.073 2.066 1.809 1.984 1.796 1.337 0.5205 0.9264 0.4578
      [,43]  [,44]  [,45]  [,46]  [,47] [,48] [,49]  [,50] [,51] [,52]
[1,] 0.6300 0.6382 0.6332 0.2893 0.6440 1.503 1.863 0.9559 1.163 1.454
[2,] 0.7621 0.8516 0.7646 0.3420 0.9258 1.710 2.193 1.1640 1.885 1.687
[3,] 0.9222 1.0073 0.8840 0.3870 1.0816 1.923 2.384 1.3201 2.207 1.924
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61] [,62]
[1,] 0.7112 1.236 1.052 1.004 0.7587 1.113 0.2637 0.9163 0.4929 1.024
[2,] 0.8126 1.777 1.509 1.409 1.1311 1.358 0.3216 1.2940 0.5746 1.248
[3,] 0.9071 2.253 1.847 1.793 1.5960 1.564 0.3697 1.6509 0.6455 1.464
      [,63] [,64] [,65]  [,66] [,67]  [,68] [,69]  [,70] [,71] [,72] [,73]
[1,] 0.9815 1.030 1.349 0.5061 4.021 0.9678 1.103 0.5580 1.665 1.498 1.710
[2,] 1.2770 1.420 1.925 0.6251 4.867 1.1369 1.645 0.6696 1.905 2.034 2.180
[3,] 1.4813 1.713 2.202 0.7070 5.407 1.2652 1.999 0.7510 2.070 2.298 2.489
     [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 1.747 2.535 1.883 1.280 0.4317 1.329 1.033 1.530 0.8564 0.7391 0.4507
[2,] 2.560 2.970 2.683 2.204 0.5107 2.068 1.217 2.102 0.9983 0.9152 0.5346
[3,] 2.929 3.232 3.240 2.937 0.5643 2.758 1.418 2.853 1.1367 1.0938 0.5944
      [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]
[1,] 0.9923 0.8623 2.360 2.610 0.2852 0.2618 0.4123 0.4539 1.010 0.4933
[2,] 1.3908 1.1155 2.939 3.199 0.4041 0.4815 0.5180 0.5557 1.216 0.5972
[3,] 1.5803 1.2492 3.234 3.680 0.5146 0.5608 0.5929 0.6279 1.366 0.6996
      [,95] [,96] [,97] [,98]
[1,] 0.3083 7.195 4.295 1.269
[2,] 0.3560 8.667 5.763 1.665
[3,] 0.3922 9.951 6.249 1.933
Root mean square errors of predictions:  
        [,1]    [,2]     [,3]    [,4]     [,5]     [,6]     [,7]     [,8]
[1,]    1.84   1.173    1.913   1.603    2.263   0.5667   0.9174    2.186
[2,] 1097.40 586.119 1133.946 997.283 1317.921 311.6890 457.9992 1116.818
[3,]  899.57 507.432  984.578 951.812 1307.285 271.6512 427.0512 1054.196
         [,9]    [,10]   [,11]    [,12]  [,13]    [,14]    [,15]    [,16]
[1,]    2.669    2.216   1.403    1.688   1.68    1.788    3.256    1.648
[2,] 1356.534 1559.962 913.732 1480.417 718.26 1495.211 2421.306 1085.297
[3,] 1272.063 1229.937 707.053 1018.179 820.60 1183.636 2055.542  977.416
        [,17]    [,18]    [,19]    [,20]    [,21]   [,22]    [,23]
[1,]    2.069    2.009    2.676    2.588    3.402   1.666    3.139
[2,] 1764.421 1482.573 1826.492 1572.314 1619.740 939.007 2618.777
[3,] 1751.068 1808.305 1560.552 1453.060 1872.795 889.714 2396.065
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    1.706   0.2574    1.591    1.724   0.6097    1.521   0.5106
[2,]  897.391 147.9580 1076.547  870.207 272.7110 1000.498 249.9525
[3,] 1004.441 110.1274  921.576 1413.466 309.1477  992.332 213.7685
        [,31]   [,32]    [,33]    [,34]    [,35]   [,36]    [,37]    [,38]
[1,]    1.633   0.867   0.4389    1.863    1.679   1.513    1.858    1.448
[2,] 1025.493 403.352 281.8068 1032.522 1032.082 940.725 1024.377 1076.124
[3,] 1020.698 425.432 244.9325 1019.194 1187.657 966.670  845.615  856.490
       [,39]    [,40]    [,41]    [,42] [,43]    [,44]    [,45]    [,46]
[1,]   1.304   0.4871   0.8601   0.4001   0.8   0.8105   0.8041   0.3674
[2,] 667.216 230.1711 448.1303 238.7327 425.0 558.6901 424.7220 180.7778
[3,] 524.161 261.8581 437.4640 226.5063 514.5 533.0646 439.5417 179.3086
        [,47]   [,48]    [,49]   [,50]    [,51]   [,52]    [,53]   [,54]
[1,]   0.8178   1.909    2.365   1.214    1.476   1.846   0.9032    1.57
[2,] 658.9953 808.203 1147.457 658.279 1470.973 846.939 389.3630 1264.46
[3,] 554.2954 870.786  927.114 616.935 1135.862 916.358 399.5608 1372.19
        [,55]    [,56]     [,57]   [,58]    [,59]    [,60]    [,61] [,62]
[1,]    1.336    1.274    0.9635   1.413   0.3349    1.164   0.6259   1.3
[2,] 1071.998  980.195  831.3181 770.415 182.3427  905.420 292.6227 707.3
[3,] 1055.750 1098.618 1115.7021 768.612 180.8146 1015.948 291.3861 758.5
       [,63]   [,64]    [,65]    [,66]    [,67]   [,68]    [,69]    [,70]
[1,]   1.246   1.308    1.713   0.6426    5.106   1.229    1.401   0.7085
[2,] 809.529 968.215 1361.004 363.6840 2717.340 591.311 1208.811 366.8397
[3,] 743.885 949.942 1059.766 327.1537 2334.577 549.942 1125.313 336.9227
       [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]   2.114    1.903    2.171    2.218    3.218    2.392    1.626
[2,] 917.474 1363.726 1339.692 1854.068 1533.982 1892.994 1777.530
[3,] 802.741 1059.088 1190.830 1410.276 1263.850 1800.217 1923.185
        [,78]    [,79]   [,80]    [,81]   [,82]    [,83]    [,84]  [,85]
[1,]   0.5482    1.688   1.312    1.943   1.088   0.9386   0.5724   1.26
[2,] 270.3652 1569.191 637.906 1428.720 508.246 534.8778 284.9225 965.77
[3,] 237.8955 1809.496 720.759 1910.653 538.705 593.4739 257.5028 743.52
       [,86]    [,87]    [,88]    [,89]    [,90]    [,91]    [,92]   [,93]
[1,]   1.095    2.997    3.314   0.3621   0.3325   0.5235   0.5764   1.283
[2,] 701.160 1736.044 1832.342 283.7179 400.4941 310.8198 317.5882 671.123
[3,] 557.340 1336.531 1802.635 315.8014 284.8955 285.8728 289.7843 616.809
        [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.6264   0.3915    9.137    5.454    1.612
[2,] 333.5224 176.4522 4788.002 3807.690 1067.230
[3,] 361.1202 162.9460 4845.667 2393.715  974.330
[1] "--- VAR model 2017-10-07 00:31:00  completed"
[1] "Completed training sample:  2017-10-07 00:31:00 - 2017-10-07 08:30:00"
[1] "SpVAR;   training sample:  2017-10-07 01:01:00 - 2017-10-07 09:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 01:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           3.726         -0.1708         -44.01         -53.35
          -7.218         -3.7153         -45.28         -48.05
          11.082         -2.1053         -56.64         -55.97
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -58.84         -1.794            9.074           -9.557
         -67.38         -3.462            2.563          -12.092
         -54.09          2.409            4.081           -4.503
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.195           -1.324           -6.740           -11.54
          -21.764          -13.082           10.845           -17.88
           -1.904          -17.220           -3.552           -32.03
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.1107           -3.075           -24.37            5.243
          -3.4613           -8.317           -17.73           16.545
           4.5451           -5.849           -13.34           20.844
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.446          -10.157           -9.313           25.308
            5.932           -3.289            1.829            7.526
            5.277           14.418           -9.025           22.908
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -72.11           -5.397           -132.6           -47.98
           -76.02           -9.505           -124.2           -65.51
           -46.38           -1.720           -121.6           -64.12
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.041           -50.40           -37.13           -10.31
           -5.646           -57.93           -68.43           -11.45
           -5.349           -56.46           -66.32           -14.06
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -44.06           -4.240           -63.35           -19.15
           -56.14           -7.915           -48.99           -22.87
           -51.42           -4.039           -63.35           -20.12
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -11.039           -79.10           -61.16           -59.61
          -11.847           -59.71           -68.31           -57.34
           -9.427           -65.50           -47.78           -50.01
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            8.773             5.46           2.3544           1.1797
            8.184             6.95          -4.0244           0.4516
            9.986           -12.71           0.6773          -1.5450
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.5867           2.9458           -37.77           -34.67
           3.0705           0.1284           -35.80           -43.18
           5.5078          -1.7911           -37.01           -40.29
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -14.04           -5.332           -31.96          1.20372
            -8.94           -4.165           -33.06         -0.05501
           -14.27           -3.323           -36.21          4.55284
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           20.983           -9.131           -31.08            0.634
            2.509           -9.883           -29.58          -12.016
            7.688           -4.283           -28.48            6.708
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.3625           -17.43           -10.48          -20.177
          -3.2594           -28.48           -20.72           -7.852
          -2.0089           -36.37           -25.20          -26.937
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -16.21          10.0057           0.4537          -11.432
           -11.96           0.2202          -2.1929           -5.297
           -15.46          -1.3685          -1.4218          -12.640
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8028           -8.551           17.395         -5.51731
           0.3738           -6.186            7.605          3.79207
           0.3541           -7.198            4.791          0.07772
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          14.2634          -1.0196          -30.721            1.585
           1.9279           1.9722           30.466           -2.955
          -0.8058           0.9786           -1.367            3.034
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            2.632          -1.9343           -1.741           13.682
           -2.995           2.5153           -0.766            2.745
           11.574          -0.5359            6.303            2.435
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -4.564            3.397            4.235           17.445
           -8.985           -6.092           30.618           16.406
           10.057            7.264           20.042            8.957
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           24.611           -2.265            34.94          -3.4135
            9.065           -1.148            11.98           0.6348
           17.690           -2.009            22.98          -3.3377
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            34.50            2.249           -7.744          -1.3178
            16.56           -4.819           -4.686           2.2598
            15.08            4.945           -5.944          -0.8501
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.3438          -0.7668            6.533          -15.840
          -0.5723          -3.1442            9.179            2.061
          -6.5781          -2.7286           11.412            2.924
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.9069           3.6459            3.504           3.6428
           4.8438           3.1231            2.941           0.2781
           4.1477           0.6983            1.856           2.9200
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.967           -3.030           -4.526          -59.424
           -6.334            2.609           -7.309           -4.528
           -9.539           -2.298           -4.851           -8.777
 rnd_95776.volume rnd_95787.volume
           -93.92           -51.41
           -56.26           -62.57
           -57.92           -62.16
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.442 0.8948 1.783 1.425 1.547 0.4295 0.7596 1.698 2.114 1.774 1.085
[2,] 1.818 1.0581 2.225 1.870 2.008 0.5285 0.9071 2.097 2.597 2.313 1.422
[3,] 2.088 1.1442 2.545 2.197 2.280 0.5782 1.0252 2.352 2.916 2.636 1.603
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.420 1.326 1.378 2.585 1.387 1.611 1.570 2.059 1.962 3.191 1.391
[2,] 2.055 1.540 2.083 3.635 1.876 2.545 2.181 2.879 2.668 3.912 1.828
[3,] 2.285 1.749 2.428 4.237 2.178 3.006 2.889 3.495 3.133 4.712 2.077
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 2.418 1.559 0.2007 1.710 1.537 0.4712 1.231 0.4099 1.566 0.6967
[2,] 3.757 1.866 0.2487 2.202 1.907 0.5744 1.737 0.4842 1.972 0.7852
[3,] 4.659 2.225 0.2866 2.487 2.453 0.6822 2.131 0.5373 2.367 0.9100
      [,33] [,34] [,35] [,36] [,37] [,38]  [,39]  [,40]  [,41]  [,42]
[1,] 0.3599 1.684 1.538 1.392 1.726 1.211 0.9978 0.3995 0.6482 0.3121
[2,] 0.4599 2.055 2.001 1.802 2.043 1.641 1.1993 0.4682 0.8081 0.3803
[3,] 0.5338 2.415 2.393 2.201 2.219 1.886 1.3076 0.5542 0.9098 0.4462
      [,43]  [,44]  [,45]  [,46]  [,47] [,48] [,49]  [,50] [,51] [,52]
[1,] 0.7298 0.7961 0.4131 0.2833 0.7196 1.520 1.805 0.9364 1.199 1.398
[2,] 0.9371 1.0778 0.4867 0.3331 0.9490 1.799 2.173 1.1074 1.912 1.663
[3,] 1.1041 1.2873 0.5638 0.3703 1.1366 2.025 2.388 1.2814 2.209 1.874
      [,53] [,54] [,55] [,56]  [,57] [,58]  [,59]  [,60]  [,61]  [,62]
[1,] 0.6706 1.259 1.151 1.005 0.7899 1.228 0.2784 0.9597 0.4748 0.9798
[2,] 0.7823 1.792 1.552 1.375 1.1996 1.452 0.3326 1.3304 0.5718 1.2127
[3,] 0.8587 2.337 1.898 1.757 1.6293 1.637 0.3890 1.6927 0.6347 1.4183
      [,63] [,64] [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73]
[1,] 0.9929 1.153 1.256 0.5403 4.090 1.055 1.195 0.5537 1.762 1.501 1.688
[2,] 1.2524 1.554 1.814 0.6441 4.861 1.248 1.715 0.6663 1.981 2.159 2.089
[3,] 1.4726 1.815 2.094 0.7438 5.279 1.368 2.043 0.7471 2.158 2.432 2.326
     [,74] [,75] [,76] [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84]
[1,] 1.753 2.689 2.002 1.369 0.4063 1.354 1.082 1.474 0.8482 0.6877 0.4579
[2,] 2.563 3.114 2.819 2.407 0.4758 2.208 1.280 2.098 1.0181 0.9056 0.5335
[3,] 2.897 3.355 3.373 3.065 0.5390 2.836 1.478 2.886 1.1706 1.0649 0.6066
     [,85]  [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92]  [,93]  [,94]
[1,] 1.051 0.8572 2.470 2.669 0.2790 0.2393 0.3850 0.4028 0.9723 0.5053
[2,] 1.516 1.1009 3.007 3.179 0.3757 0.4258 0.4672 0.4949 1.1479 0.6180
[3,] 1.801 1.2331 3.318 3.623 0.4762 0.4993 0.5415 0.5619 1.3120 0.7242
      [,95]  [,96] [,97] [,98]
[1,] 0.3075  7.045 4.047 1.542
[2,] 0.3554  8.803 5.529 1.856
[3,] 0.3866 10.167 6.168 2.270
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    1.831   1.136    2.264    1.809    1.964   0.5453   0.9645
[2,] 1273.518 649.391 1529.870 1392.873 1472.602 354.2338 570.0379
[3,] 1179.978 500.549 1420.901 1325.033 1240.959 269.4977 549.3533
         [,8]     [,9]    [,10]    [,11]    [,12]   [,13]   [,14]    [,15]
[1,]    2.157    2.685    2.253    1.377    1.803   1.684    1.75    3.282
[2,] 1413.232 1734.039 1706.063 1057.035 1707.802 899.071 1796.02 2938.602
[3,] 1224.967 1524.638 1454.324  850.219 1149.876 953.352 1433.70 2501.532
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    1.762    2.045    1.993    2.615    2.491    4.053    1.766
[2,] 1452.235 2265.748 1741.355 2312.562 2079.094 2601.216 1364.005
[3,] 1271.969 1837.877 2177.648 2279.645 1889.058 3020.161 1134.495
        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    3.071    1.979   0.2548    2.172    1.952   0.5983    1.563
[2,] 3305.234 1178.303 168.9497 1595.017 1296.742 377.7840 1408.423
[3,] 3167.629 1394.081 163.7913 1327.406 1774.662 423.0532 1418.954
        [,30]    [,31]    [,32]   [,33]    [,34]    [,35]    [,36]
[1,]   0.5205    1.989   0.8846   0.457    2.138    1.954    1.768
[2,] 296.3711 1378.004 416.5080 329.201 1355.332 1471.008 1316.065
[3,] 267.8686 1505.239 528.6938 311.560 1458.008 1508.869 1453.257
        [,37]    [,38]   [,39]    [,40]    [,41]    [,42]    [,43]   [,44]
[1,]    2.192    1.537   1.267   0.5073   0.8231   0.3963   0.9267   1.011
[2,] 1255.885 1273.194 764.999 280.6656 554.8248 249.8870 675.8782 835.309
[3,]  994.466 1070.320 598.964 341.0264 480.4169 268.3422 671.2939 809.321
        [,45]    [,46]    [,47]   [,48]    [,49]   [,50]    [,51]    [,52]
[1,]   0.5245   0.3597   0.9138    1.93    2.292   1.189    1.522    1.776
[2,] 296.0263 201.5174 711.2551 1106.90 1390.389 679.607 1712.375 1034.916
[3,] 327.0800 185.8972 719.0839 1070.32 1138.893 741.272 1272.088  992.262
        [,53]    [,54]    [,55]    [,56]    [,57]   [,58]    [,59]
[1,]   0.8516    1.599    1.461    1.276    1.003   1.559   0.3536
[2,] 463.0585 1466.192 1196.667 1079.767 1038.068 891.114 209.2439
[3,] 407.0573 1725.063 1256.516 1256.287 1267.608 869.371 231.9159
        [,60]    [,61]   [,62]   [,63]    [,64]    [,65]    [,66]    [,67]
[1,]    1.219   0.6029   1.244   1.261    1.464    1.594   0.6861    5.194
[2,] 1059.353 366.3835 821.521 877.529 1197.636 1505.799 402.9694 3018.960
[3,] 1203.187 316.7312 845.527 890.527 1078.941 1202.871 427.6649 2367.084
      [,68]    [,69]    [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]   1.34    1.517   0.7031    2.237    1.906    2.144    2.225    3.415
[2,] 765.61 1413.940 426.2129 1041.907 1783.866 1414.830 2149.804 1805.349
[3,] 645.25 1277.658 388.5795  984.361 1288.779 1174.715 1552.112 1434.676
        [,76]    [,77]    [,78]    [,79]   [,80]    [,81]   [,82]    [,83]
[1,]    2.542    1.738   0.5159    1.719   1.374    1.872   1.077   0.8732
[2,] 2281.598 2276.470 284.6238 2004.604 786.380 1715.738 647.350 677.4282
[3,] 2130.232 2181.862 291.2678 2046.474 849.386 2279.416 664.351 644.2223
        [,84]    [,85]   [,86]    [,87]   [,88]    [,89]    [,90]    [,91]
[1,]   0.5815    1.335   1.089    3.137    3.39   0.3543   0.3038   0.4889
[2,] 314.7693 1256.225 794.149 1971.693 1985.11 289.3709 404.9112 304.3067
[3,] 331.9078 1118.169 638.768 1613.197 1998.14 336.2816 299.7697 314.7125
        [,92]   [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.5115   1.235   0.6416   0.3905    8.945    5.139    1.959
[2,] 330.5098 701.371 409.1839 204.9265 6069.008 4331.726 1185.833
[3,] 305.9557 730.615 434.0500 174.9876 5848.389 3142.272 1503.089
[1] "--- VAR model 2017-10-07 01:01:00  completed"
[1] "Completed training sample:  2017-10-07 01:01:00 - 2017-10-07 09:00:00"
[1] "SpVAR;   training sample:  2017-10-07 01:31:00 - 2017-10-07 09:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 01:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          19.274          -7.134         -83.89         -55.97
         -11.048           3.594         -55.45         -25.99
          -8.958           1.914         -30.63         -39.69
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -43.74         -1.965            6.413          -26.549
         -45.07          2.411            2.767            1.278
         -46.96         -2.282            4.694           -6.296
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.177           -4.276            9.955           -12.36
          -19.337          -14.715            6.782           -29.48
           -7.676          -12.453           -1.775           -30.08
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -0.3776          -22.900          -37.014          -15.223
           9.9886            5.385          -22.888            1.942
          -8.1457          -30.931           -9.803            7.697
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -17.54            8.648           -4.063            25.49
           -16.52          -20.880          -19.923            17.91
           -20.70          -10.217          -26.050           -17.80
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
          -57.606           -9.176           -79.32           -55.99
           -7.314           -8.813          -120.48           -47.90
          -54.263           -2.079           -97.02           -32.58
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.241           -57.58           -50.70           -15.84
           -5.181           -53.62           -54.94           -14.28
           -4.562           -34.60           -90.44           -16.65
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -68.56           -5.114           -48.40           -19.75
           -43.23           -1.834           -67.82           -22.64
           -34.15           -2.876           -40.91           -22.75
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.873           -60.35           -35.40           -42.56
          -10.136           -46.22           -56.01           -75.85
           -4.937           -54.17           -50.54           -53.97
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            10.44           11.187           12.823            6.526
            13.04          -10.962           -1.098           -4.593
            18.84            9.539           -9.503            1.519
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.349           -2.707           -38.06           -41.81
            4.115           -3.006           -30.42           -42.25
           -2.623           -1.149           -31.89           -44.62
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -7.843           -3.887           -33.23            9.788
          -13.812           -4.116           -30.43           10.334
          -11.581           -1.967           -29.85           17.786
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           11.083           -3.102           -21.42           -2.877
           -3.009          -11.133           -29.75            8.600
           10.584           -3.937           -54.03           -4.429
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            4.615           -21.19           -18.57           -27.51
           -7.821           -17.36           -27.80           -19.61
            2.226           -40.45           -26.15           -26.12
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -29.179           -5.598          -0.2182           -21.47
           -5.965            3.446           3.7184           -27.26
          -26.029            6.586          -1.8172           -17.73
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.184           -3.231            9.425            3.018
           -1.319          -17.221           -4.794          -11.801
           -1.929          -19.942           25.654          -19.100
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            16.80           -5.279          -19.987           -6.599
           -25.35           -1.719            3.001            7.285
           -20.51           -5.291          -26.166            3.083
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -19.90          5.58256           0.5664          10.3729
            19.28         -0.06203           0.7014           4.9213
           -17.31          2.38777         -10.9659           0.6718
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            4.282           21.285            18.07            7.564
          -13.084           -9.121            14.60           30.158
           -1.661          -10.596            13.85           23.377
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            23.47           0.3686           0.3755           17.994
            16.56           0.1446          14.1179            4.418
            19.53          -2.3352           1.4577           -3.160
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -3.703           -1.902           -2.640           -2.050
            8.179           10.721            1.432            3.058
           15.384            7.291           -1.264           -4.404
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           15.961          -8.3066           19.061           0.3443
           -7.161           2.0712          -15.537         -29.5317
           15.496          -0.5501            5.445         -10.4769
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.9499           -5.461          -0.5652           -0.194
          -1.6965            3.948          -0.5584           -2.802
          -0.5880           -1.711          -0.3692            5.502
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
         -18.9236          -0.6990           -9.676            50.54
           3.2818           0.2706           -8.414            20.95
          -0.9641          -2.4347           -8.009            47.11
 rnd_95776.volume rnd_95787.volume
           -68.53           -58.59
          -116.46           -59.11
           -59.97           -39.25
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.440 0.8665 1.989 1.604 1.801 0.4305 0.857 1.842 2.244 1.710 1.119
[2,] 1.915 1.0668 2.464 2.160 2.279 0.5142 1.014 2.227 2.746 2.431 1.494
[3,] 2.195 1.1580 2.896 2.575 2.639 0.5676 1.116 2.496 3.018 2.803 1.691
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.363 1.330 1.454 2.704 1.535 1.713 1.654 2.030 2.009 3.359 1.424
[2,] 2.013 1.572 2.050 3.748 1.970 2.520 2.313 2.890 2.708 4.215 1.882
[3,] 2.321 1.765 2.475 4.398 2.354 3.121 2.978 3.454 3.186 4.985 2.089
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.283 1.792 0.2028 1.997 1.574 0.4956 1.439 0.3884 1.808 0.6672
[2,] 4.597 2.158 0.2644 2.555 2.020 0.6135 2.105 0.4892 2.197 0.7971
[3,] 5.396 2.562 0.3016 2.955 2.528 0.7227 2.508 0.5444 2.617 0.9245
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.3735 1.780 1.790 1.645 1.732 1.259 1.080 0.4509 0.7236 0.3403
[2,] 0.4704 2.188 2.315 2.123 2.051 1.753 1.321 0.5544 0.9188 0.4218
[3,] 0.5514 2.556 2.752 2.575 2.353 2.011 1.469 0.6521 1.0499 0.4831
      [,43]  [,44]  [,45]  [,46]  [,47] [,48] [,49]  [,50] [,51] [,52]
[1,] 0.8218 0.9883 0.4299 0.2963 0.9265 1.546 1.900 0.9313 1.325 1.421
[2,] 1.0835 1.3030 0.5160 0.3490 1.1704 1.915 2.307 1.1385 2.018 1.731
[3,] 1.2556 1.5279 0.5869 0.3868 1.4052 2.142 2.513 1.2894 2.329 1.972
      [,53] [,54] [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63]
[1,] 0.6446 1.201 1.238 1.009 0.805 1.396 0.2856 1.078 0.4828 1.058 1.070
[2,] 0.7847 1.915 1.629 1.411 1.287 1.669 0.3404 1.555 0.5787 1.266 1.349
[3,] 0.8632 2.396 2.002 1.824 1.711 1.924 0.3965 1.882 0.6331 1.452 1.606
     [,64] [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74]
[1,] 1.221 1.371 0.5715 4.119 1.076 1.289 0.5683 1.765 1.448 1.761 1.848
[2,] 1.592 1.978 0.7289 4.929 1.284 1.825 0.6904 2.049 2.145 2.144 2.729
[3,] 1.845 2.280 0.8413 5.257 1.442 2.150 0.7745 2.264 2.467 2.345 3.115
     [,75] [,76] [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85]
[1,] 2.829 2.014 1.327 0.4424 1.326 1.116 1.610 0.810 0.7496 0.4366 1.027
[2,] 3.282 2.974 2.434 0.5307 2.177 1.372 2.169 1.054 0.9244 0.5379 1.572
[3,] 3.628 3.672 3.170 0.5811 2.938 1.576 2.985 1.193 1.0845 0.6664 1.987
      [,86] [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95]
[1,] 0.8868 2.532 2.906 0.2868 0.2538 0.3818 0.4156 1.010 0.5547 0.2868
[2,] 1.1083 3.188 3.338 0.3880 0.4428 0.4727 0.5082 1.183 0.6693 0.3517
[3,] 1.2341 3.496 3.743 0.5137 0.5346 0.5473 0.5888 1.363 0.7891 0.3960
      [,96] [,97] [,98]
[1,]  6.844 4.349 1.666
[2,]  8.682 5.731 2.069
[3,] 10.032 6.679 2.484
Root mean square errors of predictions:  
         [,1]  [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    1.829   1.1    2.525    2.036    2.287   0.5467   1.088    2.339
[2,] 1543.600 761.2 1778.828 1770.103 1708.904 343.7445 663.285 1531.660
[3,] 1312.470 550.6 1862.004 1713.636 1626.253 294.0596 569.761 1378.502
        [,9]    [,10]   [,11]   [,12]    [,13]    [,14]    [,15]    [,16]
[1,]    2.85    2.171    1.42    1.73    1.689    1.846    3.434    1.949
[2,] 1935.40 2113.295 1211.50 1813.07 1024.234 1767.558 3173.403 1509.966
[3,] 1530.31 1705.638  969.65 1411.88  982.662 1695.252 2815.858 1576.558
        [,17]    [,18]    [,19]    [,20]    [,21]    [,22]    [,23]
[1,]    2.175    2.101    2.578    2.551    4.265    1.808    4.169
[2,] 2260.855 1976.081 2515.626 2221.697 3114.956 1505.017 3935.838
[3,] 2251.910 2295.204 2312.912 2053.319 3254.374 1107.455 3455.349
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    2.276   0.2575    2.535    1.999   0.6293    1.827   0.4932
[2,] 1470.792 207.5335 1949.691 1548.409 442.2028 1879.878 363.8163
[3,] 1687.537 177.3556 1816.305 1858.877 467.2493 1667.665 292.2089
        [,31]    [,32]    [,33]   [,34]    [,35]    [,36]    [,37]
[1,]    2.296   0.8473   0.4743    2.26    2.274    2.089    2.199
[2,] 1527.134 533.3888 349.6406 1556.35 1794.059 1640.724 1345.064
[3,] 1737.050 572.6426 351.8373 1615.37 1819.814 1783.373 1410.081
        [,38]   [,39]    [,40]    [,41]    [,42]   [,43]    [,44]    [,45]
[1,]    1.599   1.372   0.5726   0.9188   0.4322   1.044    1.255   0.5459
[2,] 1492.106 929.567 394.4511 692.4700 304.7556 863.606 1038.419 349.0631
[3,] 1205.103 784.733 419.8834 621.4934 288.1054 775.943  976.002 341.8979
        [,46]   [,47]    [,48]    [,49]   [,50]    [,51]    [,52]    [,53]
[1,]   0.3763   1.177    1.963    2.412   1.183    1.682    1.805   0.8186
[2,] 225.4277 874.647 1381.651 1600.224 800.795 1862.370 1208.748 547.2439
[3,] 203.9932 950.897 1173.049 1218.840 740.436 1420.630 1156.006 439.8293
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    1.525    1.572    1.281    1.022    1.773   0.3627    1.369
[2,] 1824.011 1294.248 1206.905 1228.280 1118.892 226.4746 1371.237
[3,] 1760.279 1424.389 1413.489 1379.444 1170.502 248.6984 1295.885
        [,61]   [,62]    [,63]   [,64]    [,65]    [,66]   [,67]   [,68]
[1,]   0.6131   1.344    1.359    1.55    1.741   0.7257    5.23   1.366
[2,] 390.1758 849.542 1004.351 1250.52 1742.989 553.2789 3312.59 857.501
[3,] 313.9417 871.000 1066.667 1140.67 1386.752 513.8424 2232.86 801.866
        [,69]    [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    1.637   0.7216    2.242    1.839    2.236    2.347    3.592
[2,] 1580.070 479.4996 1271.675 1935.532 1496.122 2455.920 2034.498
[3,] 1390.029 429.4118 1179.505 1490.551 1160.218 1836.729 1891.461
        [,76]    [,77]    [,78]    [,79]   [,80]    [,81]   [,82]    [,83]
[1,]    2.557    1.686   0.5618    1.684   1.417    2.045   1.029   0.9519
[2,] 2677.321 2494.463 358.5279 2111.256 976.034 1777.967 824.657 661.6646
[3,] 2634.142 2485.185 289.5476 2412.898 947.676 2507.087 684.318 693.5398
        [,84]    [,85]   [,86]    [,87]   [,88]    [,89]    [,90]    [,91]
[1,]   0.5544    1.304   1.126    3.215    3.69   0.3642   0.3223   0.4848
[2,] 384.2342 1455.127 812.989 2370.183 2008.50 319.5904 443.7021 341.0039
[3,] 481.0445 1486.440 664.046 1753.493 2072.03 411.6991 366.4000 337.2401
        [,92]   [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.5277   1.283   0.7044   0.3642    8.691    5.523    2.115
[2,] 357.6451 751.817 457.9300 248.9717 6532.993 4564.703 1501.500
[3,] 363.7102 827.610 511.2905 222.5482 6146.252 4193.626 1680.922
[1] "--- VAR model 2017-10-07 01:31:00  completed"
[1] "Completed training sample:  2017-10-07 01:31:00 - 2017-10-07 09:30:00"
[1] "SpVAR;   training sample:  2017-10-07 02:01:00 - 2017-10-07 10:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 02:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.7326           2.173         -53.15         -67.44
          1.0039          -4.585         -72.36         -27.48
          1.9937           4.988         -58.30         -53.64
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -26.89        -1.6964            8.026          -15.970
         -70.31         3.2520           -4.285            3.325
         -42.69         0.0665            3.370           -4.689
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -2.959            1.693          3.11236           -20.98
          -22.186          -20.568         -3.36143           -21.54
            6.078           -1.132          0.05027           -26.38
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           12.606           -4.092           -12.26            1.001
           -1.125           -7.226           -13.01           -4.878
           -5.453          -17.857           -49.20           -4.208
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.110          -14.017          -29.188           16.135
            5.333            1.892           -8.555            3.887
          -23.731           -4.029           14.588           16.004
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -85.91         -6.07155           -124.3           -46.02
           -82.51          0.09227           -103.5           -38.11
           -63.00         -4.74845           -118.7           -44.98
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.570           -39.28           -58.37           -11.70
           -7.374           -54.50           -56.59           -20.26
           -7.918           -49.27           -69.04           -13.81
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -75.01           -3.030           -46.22           -23.43
           -37.62           -3.267           -58.80           -24.69
           -42.87           -4.365           -58.43           -18.84
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.28           -60.49           -41.71           -62.98
           -11.00           -73.46           -66.30           -53.85
           -11.90           -43.57           -44.92           -41.07
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           11.623           -3.158           1.5041          -2.4813
            9.529          -13.137          -4.3055           5.8021
           17.151            3.108           0.6563           0.7801
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.943          -3.4699           -41.55           -34.09
            2.890          -1.5261           -41.38           -40.32
            2.564          -0.4097           -34.26           -30.91
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -11.609           -3.969           -29.14            5.425
          -15.653           -3.779           -21.20            8.399
           -8.742           -4.757           -27.30           15.469
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            5.942           -6.275           -39.21           21.068
           13.801           -8.516           -24.00           15.125
           -4.728          -10.120           -27.93           -1.104
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.236           -15.86           -17.76           -23.04
           -2.214           -17.17           -21.65           -17.02
           -2.739           -25.24           -21.59           -25.25
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -27.51           -5.433            1.930           -27.24
           -19.19            1.180           -1.093           -34.67
           -21.10            6.575            2.216           -14.38
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.844          -16.142            5.198            3.579
           -3.983          -13.553           -0.617          -12.026
           -1.454           -9.088            8.999          -23.324
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.476           -5.954          -22.744            1.210
          -14.426            3.260          -14.684            9.359
          -20.993           -2.819           -9.688           -5.404
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.152           0.5901          -10.522          0.08946
           -7.900           2.3038            4.577         -0.19916
          -13.967          -1.7059           10.276          2.63106
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
         18.50847            18.97            40.90            23.93
          0.05705           -12.02            27.07            21.45
          3.10777             4.62            13.61            16.05
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           11.182           0.4231           23.773          -4.1997
           29.221          -1.2446           26.233          -1.3796
            9.224           4.2774            1.873           0.4462
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            -1.38           8.3073          -0.9126           -4.216
            35.56           5.9612           2.2402            1.249
            20.33           0.7114          -2.8260            1.568
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.818           6.9196            5.714          -11.497
          -15.801          -2.8687          -15.947            2.588
           -8.853           0.2304          -12.347           -6.497
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -1.1635           -1.120           1.2646            1.821
           0.1685            1.731           2.8253            3.466
           1.9261            5.331           0.4351            1.366
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -20.352            5.687           -7.951           20.036
           -8.339           -3.666           -8.596           -2.467
          -15.566            2.997           -8.384           14.874
 rnd_95776.volume rnd_95787.volume
           -62.12           -43.12
           -93.56           -31.81
           -73.75           -42.51
Standard Errors of predictions:  
      [,1]   [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.477 0.9108 2.186 2.024 2.025 0.4163 0.9185 1.964 2.301 1.648 1.205
[2,] 1.946 1.1206 2.721 2.755 2.636 0.4850 1.0518 2.339 2.779 2.414 1.574
[3,] 2.270 1.2586 3.158 3.124 3.136 0.5318 1.1633 2.590 3.123 2.856 1.762
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.404 1.335 1.497 3.010 1.818 1.752 1.699 2.293 2.195 3.613 1.479
[2,] 2.086 1.598 2.139 3.926 2.220 2.630 2.339 3.102 2.951 4.504 1.933
[3,] 2.430 1.811 2.563 4.634 2.616 3.256 3.031 3.710 3.450 5.390 2.160
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 3.774 1.969 0.1989 2.203 2.026 0.5619 1.753 0.4152 2.049 0.6954
[2,] 5.159 2.363 0.2455 2.827 2.640 0.7017 2.654 0.5111 2.607 0.8396
[3,] 6.082 2.870 0.2915 3.202 3.142 0.7872 3.109 0.5717 3.076 0.9768
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42]
[1,] 0.4094 2.054 2.115 1.934 1.773 1.264 1.206 0.4856 0.8147 0.3632
[2,] 0.5093 2.556 2.748 2.503 2.228 1.846 1.407 0.6321 1.0285 0.4489
[3,] 0.6022 2.995 3.322 3.025 2.698 2.059 1.548 0.7570 1.1613 0.5187
      [,43] [,44]  [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53]
[1,] 0.9723 1.107 0.4267 0.2993 1.072 1.755 1.981 1.005 1.470 1.437 0.7055
[2,] 1.2605 1.437 0.5278 0.3533 1.430 2.082 2.326 1.237 2.186 1.716 0.8370
[3,] 1.4717 1.741 0.5900 0.4016 1.719 2.370 2.593 1.375 2.529 2.033 0.9346
     [,54] [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64]
[1,] 1.276 1.259 1.013 0.9198 1.362 0.2846 1.074 0.4711 1.090 1.161 1.162
[2,] 2.010 1.666 1.445 1.4122 1.673 0.3448 1.541 0.5707 1.301 1.431 1.701
[3,] 2.522 2.028 1.847 1.8192 1.976 0.4055 1.891 0.6319 1.495 1.686 2.018
     [,65]  [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75]
[1,] 1.335 0.6509 3.867 1.114 1.376 0.6090 1.803 1.496 1.733 1.875 2.984
[2,] 2.001 0.7941 4.798 1.325 1.899 0.7318 2.128 2.176 2.240 2.674 3.355
[3,] 2.288 0.9060 5.303 1.510 2.246 0.8440 2.369 2.522 2.496 3.042 3.759
     [,76] [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85]  [,86]
[1,] 2.151 1.328 0.4681 1.449 1.095 1.717 0.886 0.7634 0.5779 1.175 0.8543
[2,] 3.024 2.480 0.5605 2.301 1.379 2.378 1.137 0.9894 0.7017 1.668 1.1047
[3,] 3.734 3.172 0.6137 3.068 1.593 3.183 1.297 1.1589 0.8411 2.035 1.2460
     [,87] [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96]
[1,] 2.583 2.860 0.3031 0.2931 0.4055 0.4535 1.088 0.5511 0.3022 6.759
[2,] 3.227 3.266 0.4305 0.4827 0.5100 0.5466 1.308 0.6923 0.3641 8.477
[3,] 3.591 3.714 0.5497 0.5800 0.5858 0.6334 1.467 0.8290 0.4063 9.798
     [,97] [,98]
[1,] 4.386 1.974
[2,] 6.220 2.430
[3,] 7.169 2.947
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]    [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    1.875   1.157    2.776    2.57    2.572   0.5286   1.166    2.494
[2,] 1661.483 855.588 2124.135 2448.58 2211.649 326.1572 671.747 1664.346
[3,] 1531.421 751.088 2098.765 1930.58 2225.169 285.9235 651.364 1457.849
         [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    2.922    2.093    1.53    1.783    1.696    1.901    3.822
[2,] 2042.058 2311.575 1326.58 2022.623 1150.239 2001.512 3304.950
[3,] 1868.210 2001.432 1037.95 1633.050 1116.605 1851.348 3224.618
        [,16]    [,17]    [,18]    [,19]    [,20]    [,21]    [,22]
[1,]    2.309    2.225    2.157    2.911    2.787    4.587    1.878
[2,] 1670.332 2571.097 2106.869 2739.205 2585.251 3525.576 1630.212
[3,] 1813.239 2514.381 2525.843 2667.628 2343.030 3881.161 1263.136
        [,23]  [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    4.792    2.5   0.2526    2.797    2.572   0.7136    2.226   0.5272
[2,] 4610.625 1712.7 188.6120 2323.151 2218.847 550.8596 2612.302 390.6770
[3,] 4221.444 2135.7 205.9532 1969.005 2233.775 467.4187 2120.555 335.6604
        [,31]    [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    2.602   0.8831   0.5198    2.608    2.685    2.456    2.251
[2,] 2112.697 616.4494 397.0329 1993.216 2299.674 2083.128 1768.870
[3,] 2139.716 654.4545 421.2994 2046.954 2447.498 2226.711 1995.145
        [,38]   [,39]    [,40]   [,41]    [,42]    [,43]    [,44]    [,45]
[1,]    1.605   1.531   0.6166   1.035   0.4612    1.235    1.406   0.5418
[2,] 1762.909 949.267 530.4109 822.664 345.6998 1051.380 1200.401 407.2509
[3,] 1194.985 846.719 545.8309 706.888 340.6533  995.637 1287.158 345.3428
        [,46]    [,47]    [,48]    [,49]   [,50]    [,51]    [,52]
[1,]   0.3801    1.361    2.228    2.516   1.276    1.866    1.825
[2,] 246.0507 1240.261 1467.630 1597.712 945.474 2120.107 1228.489
[3,] 250.1822 1251.025 1485.703 1501.745 786.420 1667.822 1429.563
        [,53]   [,54]    [,55]    [,56]    [,57]    [,58]    [,59]
[1,]   0.8959    1.62    1.599    1.286    1.168    1.729   0.3614
[2,] 590.2541 2036.37 1429.847 1351.403 1404.499 1274.084 255.2601
[3,] 544.7859 1995.77 1516.783 1508.395 1502.894 1376.662 279.5577
        [,60]    [,61]   [,62]    [,63]    [,64]    [,65]    [,66]
[1,]    1.364   0.5982   1.384    1.474    1.476    1.695   0.8265
[2,] 1447.003 422.1950 931.614 1097.826 1628.727 1954.825 596.1708
[3,] 1436.494 355.5451 963.695 1167.333 1421.948 1451.814 571.7456
        [,67]   [,68]    [,69]    [,70]    [,71]    [,72]    [,73]
[1,]    4.911   1.415    1.748   0.7734    2.289    1.899    2.201
[2,] 3722.064 939.748 1715.529 531.6590 1482.035 2072.157 1859.034
[3,] 2960.438 949.110 1570.664 551.0657 1364.891 1670.523 1442.648
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    2.381    3.789    2.731    1.687   0.5944    1.841    1.391
[2,] 2498.557 2008.579 2784.875 2745.469 404.1180 2341.772 1097.799
[3,] 1901.738 2223.118 2871.239 2591.007 327.5050 2660.336 1046.356
        [,81]   [,82]    [,83]    [,84]    [,85]   [,86]   [,87]    [,88]
[1,]    2.181   1.125   0.9693   0.7339    1.492   1.085    3.28    3.632
[2,] 2156.703 932.880 824.9319 521.5807 1550.985 918.010 2536.74 2066.415
[3,] 2773.000 818.639 790.8620 607.8483 1528.812 755.276 2062.12 2317.254
        [,89]    [,90]    [,91]    [,92]   [,93]    [,94]    [,95]
[1,]   0.3849   0.3721   0.5149   0.5758   1.382   0.6998   0.3838
[2,] 400.6189 502.6358 405.4760 399.9569 950.839 549.1708 266.1801
[3,] 447.9260 421.6295 377.6023 419.4003 871.539 597.7352 236.1893
        [,96]    [,97]    [,98]
[1,]    8.583    5.569    2.507
[2,] 6705.057 5780.228 1856.588
[3,] 6439.387 4671.670 2184.751
[1] "--- VAR model 2017-10-07 02:01:00  completed"
[1] "Completed training sample:  2017-10-07 02:01:00 - 2017-10-07 10:00:00"
[1] "SpVAR;   training sample:  2017-10-07 02:31:00 - 2017-10-07 10:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 02:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -10.355          -6.006         -79.48         -49.37
          15.177          -4.378         -68.64         -59.87
           2.576          -2.781         -23.31         -60.65
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -48.62       0.009341            1.561          -17.612
         -49.65       3.573620           10.516           -6.291
         -39.91       0.059182            3.631          -22.216
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -17.73         -11.8285           -1.994           -6.901
           -14.80         -23.2099           -1.346          -36.100
           -15.44          -0.3959            9.349          -44.243
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.2257           -1.712           -15.85           12.957
          -0.1783          -10.513           -19.49            2.423
           2.4592          -31.276           -31.26           13.136
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -24.433          -22.804          -13.344            8.510
           -8.529           -3.958          -28.555           -8.483
          -15.504          -16.528            5.116           31.490
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -42.94           -2.118           -98.54           -44.11
           -48.23           -3.897          -129.76           -54.75
           -39.03          -12.641          -105.31           -48.93
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.499           -55.22           -40.79           -21.06
           -9.429           -72.26           -61.59           -24.14
           -8.848           -53.27           -77.26           -23.77
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -70.25           -6.552           -38.23           -28.61
           -64.03           -3.227           -52.49           -31.17
           -55.96           -8.357           -38.13           -30.50
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.21           -41.13           -55.13           -50.42
           -13.64           -62.59           -48.02           -44.00
           -15.88           -51.07           -45.38           -54.09
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           22.166           0.8794            2.927          7.14585
            1.294          -6.5263           -2.836         -0.03966
           -9.168          -9.0088           -3.422          0.10541
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.766            2.687           -31.54           -54.16
            1.905            1.474           -45.68           -50.51
            3.196            2.025           -40.57           -36.44
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -18.82           -6.407           -38.36           -4.973
           -19.33           -5.533           -37.29           12.356
           -20.34           -7.384           -39.72           13.002
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            16.61           -8.509           -27.07          14.9140
            22.26           -9.930           -38.72          -0.8629
            11.39           -8.081           -25.15           9.0675
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.2228           -30.48           -23.87          -26.101
          -5.1474           -10.84           -12.26          -25.059
          -0.5871           -33.57           -28.37           -9.632
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -27.82           -4.949          -2.6472            -7.79
           -22.04           11.420          -3.1392           -27.43
           -22.92            9.088           0.1143           -15.06
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.3759           -7.003            9.166          -1.1275
          -1.6658           -2.842           11.042          -0.5737
          -0.4176          -12.035           22.526           2.9070
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.639           -1.530           -1.733          -15.646
           -2.394           -2.376           19.176            1.507
           -3.566           -3.678            2.333           -6.396
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.120            1.785            6.871           -4.959
          -12.184           -1.814            9.759            6.140
           -2.784            1.636           -4.746            3.166
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -21.221        -17.60119            26.60           10.224
           -2.975         -9.03320            20.03          -19.428
           -7.984         -0.07147            28.11           -1.873
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           28.341            3.700            9.931           12.898
            6.682            1.243           24.277           -7.426
            5.172           -1.068           -7.309           -3.918
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            12.22           -3.016           -6.061           -2.153
            37.53            2.161           -3.876            1.294
           -12.20            6.946           -5.703           -3.542
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.342           0.8551           2.0677           -15.87
           -4.551          -2.9828          -0.4801            14.90
            1.997         -12.9208         -28.0685           -20.91
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.833            2.718          0.08336            3.950
            3.185            5.245          4.99628            2.312
            3.182            1.205          3.65563            3.196
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -11.979           0.2906           -7.522            11.34
           -7.592           1.4440           -9.793            22.98
           -7.876          -0.4990           -7.381            44.09
 rnd_95776.volume rnd_95787.volume
           -44.08           -44.82
           -84.08           -68.84
           -70.41           -52.83
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]   [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.570 0.963 3.129 2.153 2.285 0.3987 0.9618 2.174 2.385 1.733 1.220
[2,] 1.985 1.216 4.056 3.092 2.984 0.4612 1.1025 2.545 2.947 2.694 1.654
[3,] 2.354 1.377 4.801 3.765 3.519 0.5193 1.2120 2.812 3.257 3.055 1.855
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.480 1.387 1.667 3.188 1.999 1.992 1.858 2.685 2.512 3.720 1.430
[2,] 2.194 1.707 2.283 4.190 2.392 2.894 2.580 3.409 3.220 4.659 1.847
[3,] 2.581 1.921 2.763 4.946 2.729 3.408 3.281 4.029 3.792 5.764 2.065
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 4.562 2.190 0.2075 2.573 2.430 0.6025 2.134 0.4245 2.339 0.7881
[2,] 6.282 2.752 0.2539 3.315 3.177 0.7514 3.106 0.5209 2.988 0.9385
[3,] 7.285 3.335 0.2984 3.891 3.731 0.8478 3.692 0.5757 3.482 1.0694
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43]
[1,] 0.4741 2.182 2.288 2.340 1.928 1.519 1.320 0.5407 0.9068 0.4179 1.138
[2,] 0.5678 2.936 2.964 2.948 2.436 1.955 1.525 0.6969 1.1529 0.5416 1.543
[3,] 0.6538 3.507 3.592 3.483 2.925 2.239 1.691 0.8116 1.3180 0.6184 1.847
     [,44]  [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.342 0.4193 0.3079 1.198 1.897 2.032 1.012 1.645 1.495 0.7062 1.348
[2,] 1.746 0.5185 0.3580 1.638 2.286 2.420 1.276 2.319 1.869 0.8448 2.090
[3,] 2.097 0.5860 0.4013 1.999 2.599 2.731 1.414 2.672 2.171 0.9607 2.713
     [,55] [,56]  [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.332 1.099 0.9509 1.422 0.3258 1.120 0.4972 1.083 1.204 1.178 1.366
[2,] 1.742 1.530 1.5036 1.759 0.3896 1.569 0.6068 1.312 1.497 1.802 2.102
[3,] 2.166 1.967 1.9380 2.043 0.4488 1.938 0.6802 1.536 1.750 2.070 2.378
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.6914 3.978 1.121 1.427 0.6907 1.873 1.550 1.766 1.946 2.928 2.616
[2,] 0.8284 4.962 1.345 1.932 0.8011 2.183 2.283 2.334 2.836 3.441 3.682
[3,] 0.9670 5.549 1.564 2.288 0.8946 2.466 2.617 2.580 3.169 3.912 4.325
     [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 1.350 0.4616 1.739 1.169 1.766 0.891 0.8361 0.6347 1.292 1.028 2.813
[2,] 2.586 0.5701 2.513 1.405 2.391 1.160 1.0215 0.7837 1.816 1.290 3.603
[3,] 3.387 0.6329 3.300 1.636 3.227 1.410 1.2110 0.9275 2.205 1.431 4.080
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.837 0.3008 0.3240 0.4228 0.5206 1.113 0.6450 0.3060 7.001 4.381
[2,] 3.303 0.4643 0.5376 0.5811 0.6391 1.348 0.8254 0.3631 8.669 6.501
[3,] 3.808 0.6100 0.6574 0.6543 0.7148 1.547 0.9537 0.4029 9.930 7.496
     [,98]
[1,] 2.342
[2,] 2.960
[3,] 3.491
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]
[1,]    1.993    1.223    3.973    2.734    2.901   0.5063   1.221
[2,] 1775.452 1085.440 3770.349 3241.846 2803.546 338.5925 787.368
[3,] 1849.258  944.668 3754.134 3139.076 2725.902 348.9488 735.530
         [,8]     [,9]    [,10]   [,11]    [,12]    [,13]    [,14]
[1,]    2.761    3.029    2.201    1.55    1.879    1.761    2.117
[2,] 1934.572 2528.506 3013.698 1632.04 2366.000 1456.027 2278.528
[3,] 1746.975 2025.545 2103.362 1227.11 1987.371 1285.014 2273.729
        [,15]    [,16]    [,17]    [,18]   [,19]   [,20]    [,21]    [,22]
[1,]    4.048    2.539    2.529    2.359    3.41    3.19    4.724    1.816
[2,] 3973.610 1918.822 3066.729 2615.385 3069.43 2944.03 4097.812 1706.452
[3,] 3839.698 1917.581 2630.462 2962.287 3137.39 2924.79 4957.984 1349.683
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    5.793    2.781   0.2635    3.268    3.086   0.765    2.709
[2,] 6311.222 2434.894 213.6887 3053.078 2991.267 656.178 3298.479
[3,] 5390.299 2751.817 229.2173 2976.128 2856.515 573.661 2916.782
        [,30]   [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]
[1,]   0.5391    2.97   1.001   0.6021    2.771    2.905    2.971    2.449
[2,] 440.9422 2717.81 744.573 456.4846 2870.203 2753.472 2619.090 2175.861
[3,] 358.3727 2610.35 748.907 473.5878 2802.547 2964.242 2709.735 2364.783
        [,38]    [,39]    [,40]    [,41]    [,42]    [,43]    [,44]
[1,]    1.929    1.677   0.6866    1.151   0.5307    1.445    1.704
[2,] 1798.220 1115.228 642.4866 1040.200 503.3003 1521.803 1632.866
[3,] 1595.616 1065.751 607.6106  933.206 436.0653 1485.052 1696.588
        [,45]   [,46]    [,47]    [,48]   [,49]    [,50]    [,51]    [,52]
[1,]   0.5325   0.391    1.521    2.408    2.58    1.285    2.089    1.898
[2,] 445.5588 266.948 1633.543 1863.970 1921.63 1135.585 2388.014 1640.373
[3,] 398.9769 264.746 1672.007 1808.435 1849.51  889.950 1940.776 1611.455
        [,53]    [,54]    [,55]    [,56]    [,57]    [,58]    [,59]
[1,]   0.8968    1.712    1.691    1.395    1.208    1.805   0.4138
[2,] 677.4271 2334.713 1641.149 1555.723 1701.703 1512.679 311.9607
[3,] 668.5185 2527.595 1879.693 1806.583 1786.654 1519.312 325.7123
        [,60]    [,61]    [,62]    [,63]    [,64]    [,65]   [,66]
[1,]    1.423   0.6314    1.375    1.529    1.496    1.735   0.878
[2,] 1604.436 508.2623 1083.462 1300.218 1992.064 2333.693 666.598
[3,] 1663.395 448.8921 1165.280 1323.750 1488.450 1624.617 728.806
        [,67]    [,68]    [,69]    [,70]    [,71]    [,72]    [,73]
[1,]    5.051    1.424    1.812   0.8771    2.378    1.968    2.242
[2,] 4333.110 1086.659 1903.436 592.8626 1640.428 2448.696 2230.771
[3,] 3630.976 1164.786 1790.696 581.8571 1676.059 1869.182 1607.124
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    2.471    3.718    3.322    1.714   0.5862    2.208    1.485
[2,] 3013.760 2639.958 3785.150 3223.613 488.7283 2651.551 1138.921
[3,] 2067.913 2719.399 3317.040 3194.373 401.5459 3123.788 1222.528
        [,81]    [,82]   [,83]   [,84]    [,85]    [,86]    [,87]    [,88]
[1,]    2.242    1.131   1.062   0.806    1.641    1.306    3.572    3.603
[2,] 2355.089 1085.133 857.512 671.683 1863.816 1138.304 3291.148 2470.688
[3,] 3167.690 1171.980 950.332 724.722 1828.707  905.813 2796.790 2768.205
       [,89]    [,90]    [,91]    [,92]    [,93]    [,94]    [,95]   [,96]
[1,]   0.382   0.4114   0.5369   0.6611    1.413   0.8191   0.3885    8.89
[2,] 516.783 626.8829 582.4153 541.6283 1111.743 752.4474 285.5377 7470.95
[3,] 577.975 552.8873 439.5299 467.9299 1108.140 698.1751 255.0867 7075.19
        [,97]    [,98]
[1,]    5.563    2.974
[2,] 7017.607 2645.729
[3,] 5452.000 2704.377
[1] "--- VAR model 2017-10-07 02:31:00  completed"
[1] "Completed training sample:  2017-10-07 02:31:00 - 2017-10-07 10:30:00"
[1] "SpVAR;   training sample:  2017-10-07 03:01:00 - 2017-10-07 11:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 03:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.9221          -3.983         -35.71         -60.10
         14.3298          -4.655         -54.78         -40.54
         13.5398           9.959         -40.35         -51.04
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -74.00        -4.6444            1.112           14.524
         -81.02         0.3519           -9.159            7.488
         -30.52         0.2005           12.434            9.971
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          14.4690           21.569           0.1212          -10.609
           0.3936           -4.017          11.2335           -5.939
          -4.7228            5.756          -4.3458          -21.363
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            12.76            9.521           -30.84           12.066
            10.10           -4.673           -23.17           15.223
            13.31           11.196           -40.30           -6.552
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            17.69          -11.615            28.49            36.92
            10.51           18.907            28.06            13.03
            15.79            8.721            17.66            20.07
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -63.84          -0.2427           -61.86           -30.70
           -66.67         -18.8521           -78.06           -46.68
           -95.39         -17.6505          -128.89           -56.41
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -6.883           -42.45           -65.94           -18.29
           -8.731           -90.27           -34.12           -17.20
           -6.620           -29.60           -57.27           -17.20
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -63.00           -5.901           -34.76           -24.09
           -40.46           -7.504           -60.04           -34.18
           -54.58           -6.248           -26.09           -21.32
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.74           -29.43           -68.58           -54.70
           -18.81           -40.01           -61.54           -25.84
           -14.03           -40.27           -28.05           -31.94
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           27.418            5.264          -0.3823           -4.574
            3.343           10.986          14.2192            5.000
          -25.282          -21.196          -0.9549           -2.876
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -7.815          -3.7706           -37.56           -45.16
           -6.620           1.1593           -31.54           -24.92
           -7.849          -0.6572           -36.90           -20.66
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -16.22           -6.988           -19.69            6.931
           -19.07           -7.578           -21.71           29.840
           -16.38           -8.623           -23.51            6.261
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           19.698           -9.238           -38.07          -16.753
           -3.966           -8.782           -27.61           -1.637
            9.230           -9.029           -10.70           19.262
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.5212           -20.12           -22.57           -29.81
           0.8075           -17.95           -36.91           -23.86
          -0.5663           -35.77           -15.41           -18.59
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -27.91          -0.9840           -1.958           -32.53
           -22.91          25.7256           -2.440           -20.60
           -32.71           0.9956            2.283            -2.53
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.7146          -18.112          -0.8905          -12.832
          -1.0991          -21.059          10.1041           -6.261
           0.2188           -2.454          12.1651          -15.461
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           0.9003            3.480           -13.15            4.138
         -18.7943            2.848             9.34           11.840
         -12.7353           -3.531           -52.85            4.863
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -6.9971           -5.561           -1.633            3.729
          -0.2971           -5.095           22.642            3.646
          -6.1365           -2.552           16.519           22.045
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           14.824           20.865            32.14           -13.97
           -4.653            9.833            16.73            -6.74
            2.150           17.958            12.91           -21.64
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            2.167           -1.497           24.612           -8.926
           21.479            1.240           -9.047            2.364
            6.798            1.547            6.124           10.153
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           15.976            1.359           -2.373            6.780
            1.123           -6.864           -6.123           -1.051
           25.241            9.903           -1.942            2.187
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -13.965            2.064            17.62          -12.303
           11.022           -4.774            -7.98            9.909
           -4.169            8.530           -10.14           -3.812
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -6.2279           -2.914            2.206           6.3351
          -1.8795            2.387            2.513          -0.5186
           0.8304            1.207            1.710           0.9523
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -17.477           -5.485           -7.126           -6.032
           -1.992           -2.971           -8.086           24.164
           -7.275           -1.732           -9.721            5.000
 rnd_95776.volume rnd_95787.volume
            11.91           -30.51
          -115.78           -39.42
           -14.22           -49.75
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.685 1.003 3.561 2.580 2.598 0.3906 1.003 2.290 2.521 1.852 1.267
[2,] 2.157 1.289 4.721 3.545 3.586 0.4673 1.164 2.831 3.101 2.818 1.751
[3,] 2.584 1.428 5.429 4.340 4.298 0.5291 1.275 3.175 3.513 3.280 1.999
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.589 1.383 1.793 3.208 2.075 2.126 2.044 3.385 2.816 4.189 1.561
[2,] 2.306 1.754 2.436 4.235 2.526 3.067 2.966 4.457 3.568 5.233 1.981
[3,] 2.761 1.971 2.952 5.058 2.858 3.764 3.668 5.268 4.165 6.267 2.203
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,] 5.500 2.785 0.2291 2.795 2.711 0.6183 2.378 0.4434 2.605 0.8286
[2,] 7.612 3.453 0.2749 3.709 3.515 0.7578 3.430 0.5387 3.353 0.9837
[3,] 9.103 4.095 0.3225 4.278 4.142 0.8625 4.082 0.5872 4.040 1.1535
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40]  [,41]  [,42] [,43]
[1,] 0.5329 2.556 2.599 2.800 2.047 1.591 1.456 0.6134 0.9889 0.4495 1.333
[2,] 0.6327 3.366 3.587 3.566 2.582 2.155 1.753 0.7627 1.2404 0.5751 1.673
[3,] 0.7362 4.129 4.324 4.166 3.102 2.461 2.000 0.8771 1.3993 0.6756 2.033
     [,44]  [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.589 0.4289 0.3299 1.530 1.934 2.149 1.043 1.644 1.586 0.7218 1.497
[2,] 2.098 0.5345 0.3755 2.038 2.345 2.648 1.342 2.433 2.046 0.8747 2.234
[3,] 2.495 0.5986 0.4126 2.476 2.640 2.972 1.467 2.923 2.316 1.0247 2.889
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.378 1.182 1.010 1.671 0.3603 1.222 0.5062 1.063 1.463 1.368 1.583
[2,] 1.833 1.614 1.581 2.084 0.4202 1.714 0.6588 1.368 1.805 1.978 2.247
[3,] 2.387 2.076 2.056 2.400 0.4809 2.089 0.7286 1.642 2.083 2.285 2.582
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.7747 3.833 1.287 1.512 0.6890 1.893 1.612 2.041 2.257 3.037 2.833
[2,] 0.9500 5.137 1.554 2.042 0.8143 2.358 2.410 2.761 3.228 3.632 3.892
[3,] 1.1041 5.825 1.765 2.437 0.9389 2.679 2.898 3.051 3.685 4.034 4.594
     [,77]  [,78] [,79] [,80] [,81]  [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 1.505 0.5047 1.876 1.333 1.979 0.9653 0.8248 0.7666 1.377 1.142 2.985
[2,] 2.679 0.6054 2.751 1.628 2.712 1.2323 1.0329 0.9642 1.971 1.443 3.712
[3,] 3.561 0.6725 3.471 1.860 3.493 1.4600 1.2629 1.1233 2.382 1.598 4.243
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 2.986 0.3248 0.3602 0.4623 0.5609 1.059 0.6954 0.3041 6.880 4.838
[2,] 3.561 0.5010 0.6282 0.6648 0.7100 1.369 0.8945 0.3752 8.594 7.079
[3,] 4.078 0.6869 0.7587 0.7601 0.8018 1.607 1.0784 0.4147 9.867 8.189
     [,98]
[1,] 2.692
[2,] 3.506
[3,] 4.057
Root mean square errors of predictions:  
        [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    2.14    1.274    4.522    3.277    3.299   0.496   1.273    2.908
[2,] 2025.11 1216.896 4659.636 3653.855 3715.244 385.685 887.712 2502.132
[3,] 2137.98  921.831 4029.919 3763.027 3561.491 372.853 781.461 2160.614
         [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    3.201    2.352    1.61    2.018    1.756    2.277    4.073
[2,] 2713.569 3192.433 1816.15 2511.508 1622.077 2479.057 4156.972
[3,] 2483.893 2523.537 1451.16 2283.672 1352.966 2506.427 4157.044
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    2.635    2.699    2.596    4.298    3.576    5.32    1.982
[2,] 2166.075 3323.593 3229.807 4358.783 3293.456 4715.26 1834.465
[3,] 2008.944 3281.238 3244.690 4223.403 3229.830 5182.33 1447.548
        [,23]    [,24]   [,25]    [,26]    [,27]    [,28]    [,29]
[1,]    6.984    3.537   0.291    3.549    3.443   0.7851    3.019
[2,] 7912.613 3068.935 228.316 3664.843 3363.559 658.6610 3716.052
[3,] 7503.022 3307.194 253.494 3206.467 3293.520 619.2389 3327.216
        [,30]    [,31]   [,32]    [,33]    [,34]  [,35]    [,36]  [,37]
[1,]   0.5631    3.308   1.052   0.6767    3.245    3.3    3.556    2.6
[2,] 459.7851 3172.595 797.136 512.7161 3294.181 3716.3 3320.600 2365.6
[3,] 351.5700 3389.512 905.611 565.9077 3595.006 3630.1 3236.644 2583.4
       [,38]    [,39]    [,40]    [,41]    [,42]    [,43]    [,44]
[1,]    2.02    1.849   0.7789    1.256   0.5708    1.693    2.018
[2,] 2184.98 1466.447 681.3522 1125.648 539.3117 1520.247 2059.460
[3,] 1788.00 1446.460 651.2677  973.669 532.9664 1736.628 2029.962
        [,45]    [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]   0.5446   0.4189    1.943    2.456    2.729    1.324    2.087
[2,] 479.4540 269.5876 2023.744 1992.778 2325.819 1269.225 2696.657
[3,] 405.2636 257.2066 2114.504 1823.562 2028.062  892.966 2435.672
        [,52]    [,53]    [,54]   [,55]    [,56]    [,57]    [,58]
[1,]    2.014   0.9166    1.901    1.75    1.501    1.282    2.122
[2,] 1942.732 742.7290 2493.432 1817.01 1652.842 1829.503 1870.819
[3,] 1633.330 802.4326 2754.025 2298.05 1962.124 1974.534 1791.779
        [,59]    [,60]    [,61]   [,62]    [,63]    [,64]   [,65]    [,66]
[1,]   0.4575    1.552   0.6428    1.35    1.858    1.737    2.01   0.9838
[2,] 325.2353 1806.526 634.0271 1293.86 1588.678 2148.390 2398.60 826.6631
[3,] 351.5923 1796.219 467.6799 1365.89 1562.821 1718.259 1911.18 845.8224
        [,67]    [,68]   [,69]    [,70]    [,71]    [,72]    [,73]
[1,]    4.867    1.634    1.92   0.8749    2.404    2.047    2.592
[2,] 5143.302 1311.002 2063.02 652.3695 2114.467 2692.682 2795.071
[3,] 4127.091 1256.245 1998.79 702.6601 1910.117 2418.985 1950.006
        [,74]    [,75]    [,76]    [,77]    [,78]    [,79]    [,80]
[1,]    2.866    3.856    3.598    1.911   0.6408    2.382    1.692
[2,] 3469.698 2996.031 4012.565 3331.520 502.7255 3025.529 1404.352
[3,] 2670.317 2637.609 3667.326 3528.270 440.1371 3180.694 1354.672
        [,81]    [,82]    [,83]    [,84]    [,85]    [,86]    [,87]
[1,]    2.513    1.226    1.047   0.9735    1.748    1.451    3.791
[2,] 2787.406 1151.534  934.672 879.1314 2120.138 1324.295 3316.079
[3,] 3308.802 1177.220 1092.506 866.5194 2009.968 1032.351 3091.079
        [,88]    [,89]    [,90]   [,91]    [,92]    [,93]    [,94]
[1,]    3.791   0.4125   0.4573   0.587   0.7123    1.345   0.8831
[2,] 2917.195 573.3591 773.7278 718.219 654.4721 1304.665 845.6632
[3,] 2989.175 706.6178 639.7309 553.973 559.7640 1265.362 905.6166
        [,95]    [,96]    [,97]    [,98]
[1,]   0.3862    8.736    6.144    3.418
[2,] 330.2617 7744.171 7769.045 3377.787
[3,] 265.7064 7285.561 6186.559 3068.316
[1] "--- VAR model 2017-10-07 03:01:00  completed"
[1] "Completed training sample:  2017-10-07 03:01:00 - 2017-10-07 11:00:00"
[1] "SpVAR;   training sample:  2017-10-07 03:31:00 - 2017-10-07 11:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 03:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
        -1.12234           2.420         -69.42         -78.44
        -0.03063           3.052         -45.01         -80.78
       -11.17162          -5.171         -80.40         -50.50
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -71.49          4.132           7.6947           11.549
         -87.16          1.960           1.7265           -5.321
         -71.82          1.076          -0.7242           -5.136
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -1.514          -10.580           0.2358           -44.20
           -0.504            2.528           3.1335           -15.33
           -6.624          -20.747           1.9688           -38.44
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -8.653           -23.01           -3.373            1.771
           -2.421           -12.20          -19.847           -1.156
            6.969           -16.27           17.698            6.452
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -36.586           -2.819          -35.892           24.099
          -26.517          -35.393           -2.372            3.761
           -6.343          -17.012          -32.674           -9.606
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -80.11            2.141           -150.5           -75.50
           -58.80          -12.758           -112.7           -57.69
           -75.29           -6.680           -127.4           -60.43
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -10.581          -100.63           -67.99           -25.09
           -5.782           -48.51           -89.97           -14.20
           -7.365           -81.57           -68.79           -19.80
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -55.26           -8.266           -74.75           -39.68
           -86.32           -8.703           -63.57           -23.54
           -56.98           -7.528           -83.28           -24.26
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.59           -49.14           -63.99           -22.63
           -18.78           -67.30           -67.90           -98.85
           -19.60           -74.69           -77.33           -76.23
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -6.935           -9.845            3.609            2.609
           -4.708           -3.125          -11.046            1.764
            7.440           11.017            1.077           -2.522
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
        -0.003717            1.048           -26.89           -44.34
        -7.107098           -4.627           -36.36           -33.20
         2.719690            1.447           -35.20           -69.09
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -10.774           -4.037           -39.44           21.839
           -5.301           -4.432           -35.68            6.924
           -4.595           -7.334           -44.88           20.262
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.128           -6.489           -33.33          -0.4786
          -10.232           -4.168           -24.10          17.7136
           23.704           -2.654           -24.90           1.9346
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -3.833            -15.7          -13.046         -21.4432
            1.527            -24.0          -24.295          -8.9673
           -1.525            -18.2           -3.406          -0.7717
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -16.17            5.800          -1.5960           -9.604
           -14.17            2.012           2.2680          -13.980
           -14.29           -4.005          -0.8162          -14.811
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.007           -19.48            4.778           -6.863
           -7.420            -4.69            6.168          -14.694
           -4.644           -14.47           -2.299           -7.422
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -14.556          -10.416           35.531           8.9388
            8.503            1.747           -5.339           3.4298
          -18.570            1.747           13.668           0.5796
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           1.4360          -4.5069            12.32            3.383
         -12.4013           8.0674           -15.82           -5.316
          -0.2099          -0.9685             8.08           -6.679
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.323           -29.06          0.19052          -10.719
          -12.991            13.15         43.96596           18.646
            3.360           -12.82          0.03913            4.899
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -15.59           2.1381            1.398           -8.092
           -16.63          -7.2459          -16.335           -1.828
            41.32           0.2783           23.084           -4.139
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
        -15.69185           3.4728           -3.465           -4.223
         -0.08924          -0.3181          -13.172           -3.957
        -30.77769           2.9308           -2.644            7.616
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
         -18.3177           4.2851          -10.551           -5.715
           4.0696          -0.3243           22.163            6.865
          -0.6088          -4.9663            1.414           18.602
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.773            4.885           1.8225          -0.1578
            2.435           -2.346           1.2731           5.2787
           -1.253            2.826           0.1803          -7.4220
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.694            1.564           -9.351          19.5534
            1.564            1.846          -11.452           0.5306
          -12.099            3.223          -10.130           6.1990
 rnd_95776.volume rnd_95787.volume
           -55.16           -71.37
           -71.49           -67.31
           -58.53           -83.80
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 1.895 1.145 4.047 2.799 2.841 0.3947 1.073 2.451 2.641 2.003 1.385
[2,] 2.417 1.452 5.145 3.889 3.845 0.4950 1.265 2.969 3.291 3.074 1.890
[3,] 2.804 1.610 5.889 4.831 4.566 0.5615 1.400 3.323 3.748 3.533 2.154
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.601 1.547 1.869 3.238 2.181 2.312 2.452 4.341 3.091 4.597 1.634
[2,] 2.372 1.895 2.558 4.416 2.700 3.356 3.587 5.332 3.860 5.682 2.053
[3,] 2.821 2.103 3.058 5.263 3.140 3.957 4.251 6.231 4.740 6.803 2.288
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  6.527 3.311 0.2488 3.311 3.193 0.6255 2.679 0.4572 3.066 0.902
[2,]  8.474 4.107 0.3059 4.364 3.981 0.7693 3.717 0.5491 3.901 1.079
[3,] 10.197 4.786 0.3470 5.069 4.892 0.9135 4.510 0.6012 4.675 1.271
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.5759 2.867 2.840 3.174 2.471 1.764 1.524 0.6937 1.319 0.4762 1.531
[2,] 0.6807 3.883 3.838 4.184 2.997 2.392 1.808 0.8917 1.502 0.6140 1.981
[3,] 0.7882 4.563 4.568 4.873 3.583 2.749 2.120 1.0309 1.684 0.7263 2.342
     [,44]  [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 1.878 0.6649 0.3626 1.754 2.039 2.424 1.124 1.856 1.726 0.7495 1.488
[2,] 2.522 0.8567 0.4267 2.250 2.503 2.996 1.405 2.663 2.241 0.9062 2.351
[3,] 3.023 0.9954 0.4826 2.695 2.893 3.312 1.535 3.262 2.581 1.0651 3.000
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.454 1.256 1.090 1.988 0.3891 1.311 0.5441 1.179 1.588 1.484 1.684
[2,] 1.949 1.702 1.722 2.419 0.4522 1.835 0.6934 1.479 1.958 2.111 2.461
[3,] 2.468 2.235 2.212 2.706 0.5204 2.242 0.7792 1.790 2.269 2.427 2.756
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.9003 4.228 1.348 1.606 0.7662 2.023 1.741 2.437 2.493 3.273 3.118
[2,] 1.0787 5.534 1.653 2.144 0.9087 2.580 2.561 3.050 3.445 3.958 4.160
[3,] 1.2364 6.205 1.885 2.679 1.0288 2.946 3.043 3.448 4.102 4.405 4.825
     [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 1.710 0.5593 2.085 1.454 2.236 1.121 0.8875 0.8589 1.561 1.166 3.210
[2,] 2.969 0.6607 3.099 1.766 3.084 1.439 1.1025 1.0548 2.148 1.515 4.086
[3,] 3.915 0.7505 3.869 1.994 3.856 1.652 1.3423 1.2426 2.597 1.691 4.607
     [,88]  [,89]  [,90]  [,91]  [,92] [,93]  [,94]  [,95] [,96] [,97]
[1,] 3.229 0.4436 0.4964 0.5658 0.6328 1.085 0.8588 0.3121 6.792 5.455
[2,] 3.846 0.6429 0.8177 0.8279 0.8344 1.406 1.1154 0.3946 8.357 7.586
[3,] 4.466 0.8166 1.0147 1.0035 0.9447 1.665 1.3021 0.4479 9.677 8.865
     [,98]
[1,] 3.093
[2,] 4.035
[3,] 4.558
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    2.407    1.454    5.139    3.555    3.608   0.5012    1.362
[2,] 2255.922 1343.527 4776.524 4058.823 3894.387 449.0035 1008.428
[3,] 2134.510 1043.355 4305.433 4308.278 3701.125 398.4494  900.583
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    3.112    3.354    2.543    1.758    2.033    1.964    2.373
[2,] 2519.301 2951.998 3505.857 1933.900 2632.054 1646.148 2624.801
[3,] 2242.034 2695.559 2618.701 1552.971 2294.881 1368.803 2519.755
        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]    [,21]
[1,]    4.112    2.769    2.936    3.114    5.513    3.925    5.837
[2,] 4513.578 2392.513 3656.128 3934.867 4654.120 3475.688 5021.368
[3,] 4304.873 2411.661 3151.234 3429.735 4846.751 4136.858 5623.615
        [,22]    [,23]    [,24]    [,25]    [,26]    [,27]    [,28]
[1,]    2.075    8.289    4.204   0.3159    4.204    4.055   0.7943
[2,] 1868.226 8123.765 3652.438 267.6315 4273.657 3574.807 673.3813
[3,] 1516.974 8526.818 3695.723 245.9854 3876.857 4272.217 740.5483
        [,29]    [,30]    [,31]    [,32]    [,33]   [,34]    [,35]   [,36]
[1,]    3.402   0.5806    3.893    1.145   0.7313    3.64    3.607    4.03
[2,] 3873.121 457.0114 3625.326  888.858 545.5049 3937.68 3879.229 4099.34
[3,] 3838.224 368.2226 3872.287 1011.491 597.3168 3603.23 3725.057 3755.36
        [,37]   [,38]    [,39]    [,40]    [,41]    [,42]    [,43]
[1,]    3.137    2.24    1.935   0.8809    1.675   0.6047    1.944
[2,] 2549.731 2428.48 1463.042 842.2981 1080.276 582.6010 1890.987
[3,] 2951.313 2037.62 1665.498 777.5699 1143.563 583.1581 1876.072
        [,44]    [,45]    [,46]    [,47]   [,48]    [,49]    [,50]
[1,]    2.384   0.8443   0.4605    2.227    2.59    3.078    1.428
[2,] 2530.733 812.0731 338.2094 2119.112 2182.22 2646.128 1265.695
[3,] 2505.632 761.8736 338.8126 2231.386 2180.97 2123.353  929.869
        [,51]    [,52]    [,53]    [,54]    [,55]    [,56]    [,57]
[1,]    2.357    2.192   0.9518    1.889    1.846    1.595    1.384
[2,] 2870.452 2148.369 765.6756 2736.477 1950.902 1725.472 2004.533
[3,] 2833.413 1924.591 841.4101 2800.359 2276.559 2178.125 2086.107
        [,58]    [,59]    [,60]   [,61]    [,62]    [,63]    [,64]
[1,]    2.524   0.4941    1.665   0.691    1.497    2.016    1.885
[2,] 2072.828 346.3116 1930.384 646.026 1343.440 1721.656 2256.700
[3,] 1823.632 387.3059 1936.654 534.290 1516.034 1723.096 1801.099
        [,65]   [,66]    [,67]    [,68]   [,69]    [,70]    [,71]   [,72]
[1,]    2.138   1.143    5.369    1.712    2.04   0.9729    2.568    2.21
[2,] 2698.803 893.340 5368.659 1437.082 2135.53 734.4772 2406.726 2823.87
[3,] 1864.762 908.141 4217.715 1363.618 2413.61 725.2454 2139.406 2471.01
        [,73]    [,74]    [,75]   [,76]    [,77]    [,78]    [,79]
[1,]    3.094    3.165    4.156    3.96    2.171   0.7102    2.648
[2,] 2758.761 3574.193 3346.647 4139.62 3648.615 528.7415 3446.080
[3,] 2415.613 3347.557 2906.266 3673.20 3836.672 535.0620 3481.635
        [,80]    [,81]    [,82]    [,83]   [,84]    [,85]    [,86]
[1,]    1.847    2.839    1.424    1.127   1.091    1.982    1.481
[2,] 1505.016 3194.078 1355.725  983.167 920.363 2219.550 1453.384
[3,] 1394.506 3478.462 1220.977 1151.183 987.480 2194.199 1130.519
        [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]    4.076    4.101   0.5633   0.6304   0.7185   0.8036    1.378
[2,] 3801.127 3138.575 699.6098 976.8463 908.5478 817.5621 1344.241
[3,] 3199.121 3412.657 756.8017 903.0514 852.4637 665.9767 1339.628
        [,94]    [,95]    [,96]    [,97]    [,98]
[1,]    1.091   0.3964    8.625    6.927    3.928
[2,] 1069.950 362.8708 7319.921 7925.797 3894.215
[3,] 1009.829 318.7235 7334.230 6894.065 3188.639
[1] "--- VAR model 2017-10-07 03:31:00  completed"
[1] "Completed training sample:  2017-10-07 03:31:00 - 2017-10-07 11:30:00"
[1] "SpVAR;   training sample:  2017-10-07 04:01:00 - 2017-10-07 12:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 04:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -11.764         -0.3529         -57.03         -21.54
          -3.869         -4.0741         -81.33         -68.93
          -9.971         -4.1589         -48.66         -48.11
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -45.72          3.771           -3.923         -7.77983
         -53.39          1.197            8.426        -15.56151
         -61.40         -1.594            4.564         -0.02635
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.675            6.297          21.4610           -45.80
          -10.575           -5.899           0.3928           -37.50
           -6.744          -27.357           3.1683           -32.25
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -8.434           -22.50          -41.675           -5.100
           21.680           -13.63          -21.908          -10.077
            1.977           -29.28           -9.427            7.852
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -28.614           -17.50            7.399            34.73
          -21.724           -44.13          -71.139            16.16
           -7.886           -12.98          -52.879            13.23
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
            3.985           -18.11           -90.56           -88.12
          -36.603           -22.25          -150.35           -61.53
          -78.431           -10.93          -139.96           -34.88
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -10.211           -72.02           -36.18           -13.72
           -7.786           -63.80          -106.25           -15.43
           -5.674           -71.31           -64.57           -18.85
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -51.26           -5.646           -65.84           -25.50
           -42.98           -7.784           -51.96           -26.37
           -50.80           -9.658           -71.43           -22.99
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.36           -74.19           -59.89           -80.61
           -12.54           -43.20           -58.04           -88.33
           -14.79           -89.53           -51.58           -49.24
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -34.158          -18.936            2.270            3.910
           21.257           -3.832            4.712            3.579
            6.079            9.740           -1.906            2.051
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.528          -2.4967           -32.19           -62.20
          -11.533          -2.4399           -37.21           -40.41
           -3.034          -0.7755           -45.40           -39.48
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -4.272          -0.2301           -48.37            17.94
           -2.861          -3.0777           -10.14            14.59
            1.279          -3.4681           -40.09             8.06
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           35.158           -7.685          -23.887           13.564
          -15.820            1.335           -5.392           -3.792
           -5.553          -10.094          -26.378           17.044
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -8.1627           -14.33           -7.073          -12.513
           1.2351            12.15          -20.242          -12.256
          -0.9053           -25.58           -4.660            9.711
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -25.699            19.66            3.325           -19.08
           -6.037            11.30            1.226            -3.17
          -10.784           -17.31           -1.331           -17.67
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.494           -24.31         -10.2886           -9.938
           -4.671           -24.81           0.8456          -19.436
           -1.648           -14.77          15.8678          -22.184
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            17.23            3.066           12.957           4.4614
           -38.21           -1.706          -14.283          -3.2010
            -3.98           -1.511           -8.607           0.1899
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.662           -4.343          -13.800          -12.813
           -5.713           -1.226           -5.672            1.748
          -18.689            6.884            7.941           -6.592
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -13.88        -28.34535            53.27           15.425
            12.91          0.04999            25.11           22.057
           -13.26        -10.41193            25.62           -5.292
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            7.943            1.450            9.624          -14.336
           12.017           -1.612            2.556          -13.987
          -11.763            3.305           10.891            8.061
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -1.226            3.601            5.337          0.01855
           -2.483            2.537           -1.330         -0.66907
           20.815            9.043            5.650         -0.96614
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.237          -12.739           27.335           -4.255
          -13.150            8.329           -1.897          -29.506
            1.514           -6.071           26.811           -2.775
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.1935           -4.259           -2.674           3.9448
          -6.8703            6.049            5.074           0.1514
           1.8482            1.285            1.873           1.7972
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.211           -3.868           -9.093            22.38
            6.800           19.763           -8.865            17.19
            3.954           -9.546           -9.813            33.76
 rnd_95776.volume rnd_95787.volume
            27.49          -100.83
           -74.52           -62.11
           -50.44           -67.31
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.123 1.316 4.317 3.344 3.599 0.4257 1.129 2.787 2.903 2.177 1.441
[2,] 2.682 1.688 5.804 4.574 4.674 0.5522 1.300 3.336 3.601 3.420 2.034
[3,] 3.075 1.886 6.654 5.506 5.475 0.6076 1.487 3.665 4.071 3.906 2.346
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.760 1.627 1.975 3.583 2.387 2.603 2.780 4.801 3.131 6.040 1.628
[2,] 2.583 2.069 2.761 4.767 2.941 3.552 3.934 6.079 4.089 7.499 2.069
[3,] 3.142 2.320 3.296 5.809 3.350 4.121 4.719 7.126 5.085 8.818 2.304
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31]  [,32]
[1,]  8.051 3.839 0.3049 3.865 4.117 0.6602 3.196 0.4894 3.331 0.9923
[2,] 10.152 4.773 0.3547 4.968 5.175 0.8200 4.350 0.5741 4.215 1.1799
[3,] 11.629 5.451 0.4042 5.798 6.126 0.9673 5.074 0.6221 5.201 1.3925
      [,33] [,34] [,35] [,36] [,37] [,38] [,39]  [,40] [,41]  [,42] [,43]
[1,] 0.6420 3.328 3.436 3.617 2.911 1.944 1.797 0.7773 1.478 0.5612 1.690
[2,] 0.7386 4.238 4.443 4.526 3.466 2.646 2.147 1.0371 1.718 0.7363 2.253
[3,] 0.8603 5.112 5.223 5.196 4.096 3.046 2.502 1.1911 1.948 0.8609 2.617
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 2.398 0.809 0.4177 2.079 2.195 2.615 1.208 2.038 1.987 0.8384 1.608
[2,] 3.219 1.043 0.5020 2.547 2.764 3.344 1.526 2.841 2.505 0.9774 2.459
[3,] 3.688 1.283 0.5710 3.043 3.214 3.800 1.701 3.566 2.878 1.1419 3.259
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.594 1.361 1.122 2.231 0.4305 1.474 0.6004 1.393 1.835 1.609 1.891
[2,] 2.148 1.853 1.893 2.607 0.5218 2.063 0.7912 1.699 2.310 2.317 2.770
[3,] 2.671 2.417 2.446 2.981 0.6169 2.520 0.8872 2.020 2.610 2.642 3.076
      [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 0.9695 4.792 1.571 1.801 0.8011 2.318 2.007 2.650 2.725 3.445 3.404
[2,] 1.1687 6.119 1.876 2.430 0.9519 2.811 2.914 3.297 3.862 4.274 4.439
[3,] 1.3231 6.635 2.165 3.054 1.0750 3.207 3.418 3.699 4.473 4.783 5.271
     [,77]  [,78] [,79] [,80] [,81] [,82]  [,83]  [,84] [,85] [,86] [,87]
[1,] 1.901 0.6325 2.227 1.659 2.386 1.261 0.9468 0.9666 1.791 1.229 3.532
[2,] 3.174 0.7399 3.309 1.987 3.276 1.595 1.2034 1.1944 2.457 1.674 4.447
[3,] 4.221 0.8130 4.050 2.183 4.005 1.809 1.4400 1.3994 2.930 1.932 5.060
     [,88]  [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96] [,97]
[1,] 3.455 0.5549 0.6633 0.6561 0.7238 1.249 1.099 0.3430 6.369 5.719
[2,] 4.159 0.7737 1.0082 0.9176 0.9771 1.584 1.380 0.4340 7.899 8.170
[3,] 4.853 0.9489 1.1914 1.1060 1.0841 1.886 1.598 0.4971 9.150 9.552
     [,98]
[1,] 3.599
[2,] 4.641
[3,] 5.261
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
[1,]    2.696    1.671    5.482    4.246    4.571   0.5406    1.433
[2,] 2323.297 1498.630 5498.774 4423.964 4224.517 498.4705  915.423
[3,] 2131.410 1190.101 4610.175 4342.227 4042.173 359.2462 1022.795
         [,8]     [,9]    [,10]   [,11]    [,12]    [,13]    [,14]   [,15]
[1,]    3.539    3.687    2.764    1.83    2.234    2.066    2.508    4.55
[2,] 2597.754 3017.897 3739.248 2034.33 2680.214 1810.728 2733.921 4456.19
[3,] 2152.924 2692.469 2673.044 1655.89 2533.886 1487.467 2553.274 4702.99
        [,16]    [,17]   [,18]    [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    3.032    3.305    3.53    6.096    3.976    7.67    2.068   10.22
[2,] 2433.394 3426.244 3944.15 5285.271 3727.611 6298.90 1810.087 8762.87
[3,] 2273.814 2960.627 3694.93 5269.007 4284.697 6574.14 1435.573 8037.71
        [,24]    [,25]    [,26]    [,27]    [,28]    [,29]    [,30]
[1,]    4.875   0.3872    4.908    5.228   0.8384    4.058   0.6214
[2,] 4018.533 256.9841 4423.906 4442.510 689.1889 4182.468 425.5578
[3,] 3731.110 274.4920 4237.257 4648.056 727.2559 3701.786 339.3766
       [,31]   [,32]    [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    4.23    1.26   0.8152    4.226    4.363    4.593    3.696    2.469
[2,] 3660.33  904.70 517.4396 3717.659 3991.319 3857.067 2666.041 2544.281
[3,] 4318.56 1048.03 625.3846 4051.349 3891.464 3615.429 3094.211 2136.257
        [,39]   [,40]    [,41]    [,42]    [,43]    [,44]    [,45]
[1,]    2.282   0.987    1.877   0.7126    2.146    3.045    1.027
[2,] 1664.501 973.025 1241.515 675.5815 2111.004 3042.258  933.923
[3,] 1822.266 830.250 1301.941 632.2733 1885.994 2552.107 1057.407
        [,46]   [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]   0.5304    2.64    2.787    3.321    1.534    2.588    2.523   1.065
[2,] 394.6425 2085.56 2379.413 2953.476 1321.614 2805.147 2162.349 712.050
[3,] 385.5697 2359.32 2326.633 2557.491 1066.285 3055.160 2007.765 836.746
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    2.042    2.024    1.728    1.425    2.833   0.5467    1.872
[2,] 2636.725 2039.633 1782.146 2160.147 1913.663 417.8579 2044.196
[3,] 3030.724 2249.705 2200.519 2196.633 2048.725 466.3396 2050.796
        [,61]    [,62]   [,63]    [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   0.7624    1.769    2.33    2.043    2.401   1.231    6.085    1.995
[2,] 730.2679 1377.254 1989.86 2362.850 2869.518 924.856 5392.927 1453.725
[3,] 568.9149 1550.113 1721.59 1797.888 1894.715 879.065 3635.306 1531.817
        [,69]   [,70]    [,71]    [,72]    [,73]   [,74]    [,75]    [,76]
[1,]    2.287   1.017    2.944    2.548    3.366    3.46    4.374    4.322
[2,] 2311.794 728.680 2252.283 2994.386 2779.374 3879.80 3585.698 4037.131
[3,] 2621.281 707.877 2187.179 2531.979 2375.865 3196.80 3041.507 4029.123
        [,77]    [,78]    [,79]    [,80]   [,81]    [,82]    [,83]
[1,]    2.414   0.8031    2.828    2.106    3.03    1.602    1.202
[2,] 3602.482 544.2266 3468.125 1549.130 3181.05 1383.564 1052.710
[3,] 3942.567 477.3466 3310.465 1282.000 3264.14 1209.850 1120.704
        [,84]    [,85]   [,86]    [,87]    [,88]    [,89]     [,90]
[1,]    1.227    2.274    1.56    4.485    4.387   0.7047    0.8423
[2,]  994.487 2383.823 1610.30 3829.164 3282.002 764.0316 1076.0901
[3,] 1033.252 2263.841 1366.84 3422.394 3544.607 778.5576  899.5778
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]   0.8332   0.9191    1.586    1.396   0.4356    8.087    7.263
[2,] 909.0882 930.3011 1379.859 1183.102 376.8498 6622.591 8268.857
[3,] 875.0251 665.5918 1450.551 1140.875 343.4055 6544.347 7011.778
       [,98]
[1,]    4.57
[2,] 4151.79
[3,] 3511.99
[1] "--- VAR model 2017-10-07 04:01:00  completed"
[1] "Completed training sample:  2017-10-07 04:01:00 - 2017-10-07 12:00:00"
[1] "SpVAR;   training sample:  2017-10-07 04:31:00 - 2017-10-07 12:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 04:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           9.669         -0.5589         -48.22         -83.34
          23.048         -5.5477         -77.68         -57.00
         -16.174         14.0246         -49.82         -66.53
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -56.90        -3.2883            6.661           -8.511
        -101.28        -0.2165            3.462          -19.668
         -39.02        -0.6432           -1.963           -4.158
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -13.43            -9.62           -9.084           -29.41
           -11.54           -33.92           -3.374           -24.82
           -11.65           -14.69            1.850           -32.76
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -3.0190          -13.151            9.023         -15.9153
          -6.8850           -7.199          -26.208          -0.8161
           0.1603          -22.299          -27.115           0.9054
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -19.77            8.342           -24.69            23.29
           -14.58          -13.997           -19.32            25.26
           -25.43          -25.703             3.48            14.62
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -53.02          -12.684           -99.09           -53.74
           -51.73           -2.939           -92.98           -68.40
           -49.04           -1.271          -102.44           -26.99
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.964           -57.88           -79.85           -18.92
           -7.793           -77.31           -50.73           -22.63
           -6.865           -48.98           -98.34           -18.64
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -71.81           -6.383           -60.08           -27.62
           -64.29           -7.381           -50.36           -29.61
           -67.49           -8.027           -42.77           -28.96
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -10.22           -91.69           -45.46           -38.42
           -13.90           -62.60           -97.61           -51.55
           -12.78           -41.59           -30.30           -53.23
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.176          -13.362          10.2339           -1.913
           -6.575          -10.208           4.5939            1.317
            1.974           -2.902           0.4048            2.258
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.9861           -6.417           -29.27           -29.01
           3.1253           -1.107           -20.85           -24.19
         -10.0422           -1.054           -12.09           -21.04
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -3.7756           -2.711           -32.05            18.14
          -0.6481           -2.450           -31.84            12.40
          -4.5962           -6.951           -29.45            12.86
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           13.315           -6.302           -40.64           21.179
            8.262           -1.548           -33.86           -1.091
           15.144          -13.836           -11.03           -8.521
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.5697          -17.184            4.293          -24.591
          -4.5705           -8.069          -35.605          -16.887
           0.5320          -36.329          -21.138           -6.149
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.837           -6.224           0.7667           -37.25
            3.207           -5.168           3.8935           -14.59
          -26.829            4.200           2.9265           -13.47
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.5526          -15.536           -4.758          -18.317
           0.2406          -11.658           15.975          -13.440
          -4.5032           -4.295           -5.129           -2.578
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -23.301           5.3119          -14.351           -4.091
           -8.596          -3.6022            1.193            1.536
            2.572          -0.9298            8.274           14.445
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -10.360            6.150           17.604          11.2496
          -13.453           -4.324            5.858          23.0493
            4.126           -2.384          -10.095           0.9078
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.063            4.705            21.52          -0.6096
          -17.822           12.560            14.55          16.6344
          -15.559            7.009            20.18          -2.9709
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -2.768            1.981           12.903           20.303
           22.722            3.881           -2.655           -3.487
           -1.751           -5.652            5.744           -1.022
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           23.741            7.197            2.660          -4.1474
            6.282           15.437          -10.808          -0.3859
           11.581           -2.347           -2.026          -6.3474
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -27.959           -3.076            1.775           -20.80
           14.490          -12.435            8.145           -22.60
           -1.359           12.576           19.037           -11.94
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -3.3529           3.0871            2.011           -1.294
           0.8351          -2.7864           -2.001            5.235
          -1.9780           0.5199           -1.176           -6.592
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.136           -1.501           -9.081            19.73
           -2.733            5.821          -10.741            15.05
            3.361           -3.952           -9.819            12.26
 rnd_95776.volume rnd_95787.volume
           -28.90           -37.74
           -57.32           -78.64
           -56.28           -38.90
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.342 1.499 4.869 4.001 4.125 0.5086 1.225 3.161 3.257 2.278 1.768
[2,] 2.940 1.859 6.446 5.100 5.352 0.6386 1.428 3.740 3.983 3.696 2.367
[3,] 3.465 2.072 7.453 6.119 6.333 0.7096 1.611 4.056 4.507 4.391 2.680
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.065 1.773 2.256 3.916 2.655 3.103 3.199 5.295 3.610 6.972 1.803
[2,] 3.020 2.305 2.967 5.163 3.243 3.968 4.445 6.682 4.670 8.320 2.261
[3,] 3.484 2.557 3.541 6.134 3.720 4.595 5.222 7.635 5.533 9.648 2.446
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  8.563 4.285 0.3277 4.194 4.542 0.7307 3.537 0.5419 3.893 1.123
[2,] 11.296 5.278 0.3803 5.401 5.688 0.8975 4.816 0.6209 4.887 1.347
[3,] 12.967 6.049 0.4302 6.249 6.560 1.0558 5.604 0.6662 5.971 1.569
      [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43]
[1,] 0.6945 3.775 3.859 3.701 3.128 2.130 2.140 0.911 1.793 0.6968 1.986
[2,] 0.8361 5.008 5.114 4.925 3.665 2.889 2.615 1.180 2.052 0.9067 2.612
[3,] 0.9572 6.039 6.011 5.625 4.169 3.342 3.062 1.375 2.304 1.0409 3.040
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52]  [,53] [,54]
[1,] 2.612 1.012 0.4695 2.353 2.461 2.976 1.330 2.243 2.232 0.8565 1.756
[2,] 3.364 1.269 0.5879 2.898 2.981 3.705 1.637 3.184 2.718 1.0335 2.772
[3,] 3.855 1.483 0.6740 3.348 3.438 4.194 1.823 3.975 3.114 1.1850 3.564
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.768 1.432 1.326 2.556 0.4904 1.586 0.6943 1.578 1.948 1.732 2.186
[2,] 2.313 1.951 2.134 2.958 0.5840 2.287 0.8833 1.886 2.486 2.509 3.110
[3,] 2.905 2.620 2.725 3.348 0.6756 2.882 0.9656 2.201 2.801 2.837 3.528
     [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.047 5.823 1.747 1.919 0.8838 2.575 2.147 2.895 2.912 3.751 3.832
[2,] 1.228 6.857 2.154 2.620 1.0771 3.037 3.167 3.567 4.169 4.590 4.785
[3,] 1.394 7.558 2.413 3.243 1.2188 3.457 3.745 4.065 4.870 5.042 5.694
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.036 0.7243 2.425 1.824 2.678 1.381 1.093 1.104 1.944 1.416 4.084
[2,] 3.288 0.8549 3.504 2.157 3.599 1.721 1.380 1.376 2.675 1.853 5.087
[3,] 4.513 0.9606 4.384 2.385 4.470 1.948 1.687 1.573 3.203 2.168 5.951
     [,88]  [,89]  [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96]  [,97]
[1,] 3.714 0.7031 0.8461 0.7674 0.7959 1.654 1.194 0.3650 6.216  6.629
[2,] 4.530 0.9451 1.1707 1.0894 1.0996 2.058 1.557 0.4542 7.566  9.467
[3,] 5.132 1.1131 1.3766 1.2600 1.2270 2.337 1.810 0.5277 8.617 10.709
     [,98]
[1,] 4.055
[2,] 5.141
[3,] 5.831
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]
[1,]    2.974    1.903    6.183    5.081    5.238   0.6458   1.556
[2,] 2209.602 1367.847 5252.231 3931.045 4239.392 480.0863 910.951
[3,] 2280.208 1138.556 4650.666 4205.242 4208.564 384.8406 928.316
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    4.014    4.136    2.893    2.246    2.623    2.252    2.864
[2,] 2483.951 2850.591 3618.589 1956.793 2739.440 1830.370 2396.025
[3,] 1953.794 2621.626 2946.847 1561.264 2159.042 1377.580 2403.395
        [,15]    [,16]   [,17]    [,18]    [,19]    [,20]    [,21]   [,22]
[1,]    4.973    3.371    3.94    4.062    6.723    4.585    8.853    2.29
[2,] 4182.336 2314.701 3074.54 3837.013 5067.322 3682.939 5645.719 1697.05
[3,] 4118.512 2265.489 2881.90 3407.899 4593.434 3688.764 6073.111 1157.22
       [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
[1,]   10.87    5.441   0.4161    5.326    5.767   0.9279    4.492
[2,] 9159.19 3831.649 239.9697 4229.858 4256.151 647.9333 4062.730
[3,] 7917.24 3673.237 249.9203 3906.993 4064.277 691.1523 3562.925
        [,30]    [,31]   [,32]    [,33]    [,34]  [,35]  [,36]    [,37]
[1,]   0.6882    4.943   1.426   0.8819    4.794    4.9    4.7    3.972
[2,] 376.6896 3674.144 925.577 578.7931 4091.026 4173.2 4039.6 2374.753
[3,] 300.3730 4265.394 999.652 579.2667 4195.275 3925.9 3379.9 2469.683
        [,38]    [,39]   [,40]    [,41]    [,42]    [,43]    [,44]   [,45]
[1,]    2.705    2.718   1.157    2.277   0.8849    2.522    3.317   1.286
[2,] 2425.811 1867.244 932.282 1241.284 721.2165 2107.829 2636.030 950.459
[3,] 2088.444 1981.624 877.057 1302.795 635.5449 1934.483 2341.142 954.783
        [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]
[1,]   0.5962    2.987    3.125    3.779    1.689    2.848    2.835
[2,] 439.9725 2104.898 2091.798 2744.047 1186.063 2808.750 1928.287
[3,] 409.6409 2082.810 2127.827 2444.912  996.898 2960.139 1887.976
       [,53]   [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]   1.088    2.23    2.246    1.818    1.684    3.246   0.6227    2.014
[2,] 719.141 2666.09 1854.376 1647.426 2078.638 1851.452 394.1849 2048.622
[3,] 720.741 2785.63 2183.851 2174.502 2106.686 1950.055 422.3004 2179.679
        [,61]    [,62]    [,63]  [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   0.8816    2.004    2.474    2.2    2.776   1.329    7.394    2.218
[2,] 678.8834 1283.872 1919.777 2257.1 2750.676 797.983 4503.821 1565.998
[3,] 485.1388 1410.982 1606.216 1644.8 2071.053 820.819 3950.920 1351.746
        [,69]   [,70]   [,71]    [,72]    [,73]    [,74]    [,75]    [,76]
[1,]    2.436   1.122    3.27    2.726    3.676    3.698    4.763    4.866
[2,] 2218.077 765.359 2000.99 2895.341 2591.238 3709.986 3289.654 3563.085
[3,] 2375.501 709.151 2054.99 2484.441 2422.318 3128.030 2592.462 3836.395
        [,77]    [,78]    [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    2.585   0.9197    3.079    2.317    3.401    1.754    1.388
[2,] 3210.082 564.5718 3145.216 1429.707 2987.835 1277.457 1047.287
[3,] 3843.398 544.6326 3275.468 1267.431 3296.088 1132.611 1205.844
        [,84]    [,85]    [,86]    [,87]    [,88]    [,89]    [,90]
[1,]    1.401    2.469    1.798    5.186    4.716   0.8928    1.074
[2,] 1022.311 2284.195 1485.937 3769.355 3224.943 785.2580 1005.994
[3,]  946.440 2189.621 1399.698 3840.678 2999.225 730.8933  900.499
        [,91]   [,92]  [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]   0.9744   1.011    2.1    1.516   0.4635    7.894    8.418    5.149
[2,] 961.3978 943.221 1521.4 1242.691 336.0723 5363.266 8403.635 3928.355
[3,] 787.0468 676.956 1377.3 1147.045 333.9263 5127.030 6222.307 3421.119
[1] "--- VAR model 2017-10-07 04:31:00  completed"
[1] "Completed training sample:  2017-10-07 04:31:00 - 2017-10-07 12:30:00"
[1] "SpVAR;   training sample:  2017-10-07 05:01:00 - 2017-10-07 13:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 05:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -6.109          0.6433         -54.79         -96.95
         -15.239         -0.1004         -70.30         -90.46
           8.042          7.9162         -77.31         -62.33
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -71.83          3.382           -4.322          -16.360
         -75.37          3.892            4.045           -2.678
         -76.88          1.853           -3.022          -14.010
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -37.37          -26.226           -1.448          -18.826
            21.78           -6.662          -10.912          -55.765
           -16.16           -4.437            5.442           -8.475
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           13.680           -6.413            7.186           -7.930
           -8.263          -26.064          -13.275            1.125
            3.209           -9.947           -4.920           -1.482
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -47.02          -59.008           -27.86           -5.718
           -15.04           -2.417           -35.82           -8.862
           -38.46            1.033           -36.09           17.953
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -56.57            4.143           -100.8           -58.52
           -84.55           -6.211           -144.6           -62.02
           -84.58           -5.277           -207.1           -97.40
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.341           -81.42           -95.70           -18.25
           -8.594           -64.43           -97.55           -16.33
           -9.320           -74.30           -55.15           -19.02
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -92.72          -11.668           -66.93           -30.66
           -78.62           -8.289           -58.91           -37.88
           -67.59           -7.994           -51.01           -25.66
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -10.99           -50.42           -86.39           -82.14
           -14.51           -61.69           -71.28           -79.62
           -10.63           -89.86           -71.82           -62.50
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -8.874           -7.700            1.701           2.8033
           -2.075           -5.345           26.325           0.4185
          -11.010           -6.243           -4.754           4.2787
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            5.933           4.4512           -32.33           -42.84
           -1.774          -0.4414           -35.13           -39.73
            1.589          -7.1628           -26.96           -48.80
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.5627          -0.9287           -32.33            5.763
           2.3315          -1.6917           -29.78          -16.711
          -1.1246          -3.2110           -45.27           18.678
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           17.077           -2.142          -34.366           14.969
          -21.969           -3.537           -1.318           -6.327
            6.406           -7.386          -54.771            2.841
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.109           -18.36          -27.590          -19.187
            2.026           -33.41           -5.970          -12.672
            4.572           -24.57           -7.291           -9.645
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            5.842           0.0168            3.053           -11.47
          -30.831          -2.1772           -1.230           -11.78
          -13.032         -15.2189           -1.101           -12.70
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8996           -19.20          -13.448          -15.435
           0.2506           -12.80           -6.343           -6.598
          -4.5651           -13.14           -1.846           -8.754
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
             1.95         -3.38549          -17.099            9.794
           -10.57         -1.57199            4.064           -3.530
           -15.91         -0.06703           -3.255           -1.590
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.539            1.110           10.062           -2.588
            1.904           -2.127           -4.802            3.067
          -16.510            4.094            1.332           -1.795
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -16.254           -2.790           -6.908           26.066
            4.933           -2.482           18.212           -2.917
          -14.657          -40.522          -11.843           14.837
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -4.019            6.417           15.912            6.667
          -10.718            2.076           -4.603            4.176
           16.415            1.562          -19.643           -2.684
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -12.364            6.208           -6.602          -1.2660
          -15.655            5.449           -9.069           5.8836
           -8.033            8.270           -8.133          -0.5823
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -13.511          -12.244            3.244          -7.4321
           -5.595            5.009          -18.278          -1.1606
          -15.614           10.272            5.776           0.5424
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           5.6842           -3.410           0.8595            3.819
           2.7918            3.086           0.3213            1.094
          -0.6219            9.546           5.9428           10.311
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           0.9482            3.600           -8.078           21.234
          -7.6738           12.531           -9.801          -17.851
          -3.4475            1.797          -11.459            1.782
 rnd_95776.volume rnd_95787.volume
           -31.63           -54.28
           -67.82           -64.83
           -72.01           -91.46
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.737 1.583 6.178 4.974 4.739 0.5679 1.337 3.534 3.932 2.598 1.857
[2,] 3.332 1.963 7.907 6.036 6.104 0.7175 1.549 4.155 4.584 4.065 2.555
[3,] 3.823 2.217 9.139 6.940 6.971 0.7902 1.745 4.523 5.158 4.900 2.891
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.132 1.920 2.552 4.186 2.842 3.342 3.676 5.912 3.953  7.406 1.927
[2,] 3.510 2.453 3.302 5.485 3.455 4.251 4.846 7.337 5.072  8.891 2.389
[3,] 3.923 2.741 3.903 6.372 3.919 5.005 5.664 8.142 5.902 10.168 2.613
      [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]
[1,]  9.732 4.776 0.3421 4.622 4.869 0.8247 4.363 0.5473 4.435 1.262
[2,] 12.531 5.687 0.4034 5.798 6.109 0.9824 5.740 0.6442 5.616 1.499
[3,] 14.121 6.469 0.4632 6.825 7.177 1.1499 6.476 0.6880 6.540 1.756
      [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43]
[1,] 0.7638 4.449 4.439 4.445 3.550 2.416 2.330 1.018 1.963 0.7834 2.096
[2,] 0.9623 5.618 5.718 5.812 4.082 3.097 2.854 1.306 2.293 0.9829 2.764
[3,] 1.1008 6.439 6.572 6.595 4.691 3.620 3.380 1.488 2.586 1.1362 3.195
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 2.782 1.128 0.5643 2.485 2.711 3.327 1.461 2.736 2.549 1.002 2.025
[2,] 3.629 1.430 0.7071 3.011 3.236 4.065 1.758 3.793 3.062 1.168 3.236
[3,] 4.188 1.679 0.7998 3.533 3.804 4.529 1.963 4.449 3.507 1.290 3.979
     [,55] [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65]
[1,] 1.942 1.547 1.430 2.917 0.5356 1.719 0.7539 1.712 2.325 1.872 2.425
[2,] 2.624 2.216 2.315 3.348 0.6402 2.460 0.9373 2.019 2.743 2.637 3.290
[3,] 3.302 3.022 3.014 3.803 0.7446 3.210 1.0522 2.384 3.059 2.982 3.716
     [,66] [,67] [,68] [,69]  [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.179 6.417 1.943 2.109 0.9498 2.963 2.211 3.271 3.121 3.798 4.013
[2,] 1.409 7.400 2.308 2.882 1.1526 3.411 3.516 3.962 4.818 4.660 5.056
[3,] 1.576 8.186 2.613 3.500 1.2956 3.836 4.063 4.418 5.383 5.081 6.017
     [,77]  [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.343 0.8495 2.688 2.141 3.058 1.654 1.239 1.246 2.256 1.602 4.548
[2,] 3.777 1.0494 3.788 2.486 4.166 1.989 1.518 1.520 3.023 2.111 5.507
[3,] 5.041 1.1789 4.673 2.734 4.867 2.206 1.863 1.713 3.533 2.509 6.356
     [,88] [,89] [,90]  [,91]  [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 3.901 0.865 1.054 0.8746 0.8853 1.728 1.351 0.4008 5.979  7.443 4.672
[2,] 4.752 1.177 1.433 1.2206 1.2278 2.219 1.755 0.4929 7.390 10.321 5.646
[3,] 5.369 1.387 1.681 1.4182 1.4176 2.569 2.057 0.5703 8.439 11.662 6.440
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    3.475    2.01    7.845    6.316    6.018   0.7212   1.698    4.487
[2,] 2327.359 1422.02 6040.227 4186.360 4710.389 536.6953 957.836 2675.852
[3,] 2294.991 1259.30 5609.888 4192.055 4119.906 405.3629 983.171 2186.781
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    4.993    3.299    2.359    2.707    2.438    3.241    5.315
[2,] 2884.675 3828.257 2148.034 3413.672 1869.335 2564.120 4340.113
[3,] 2893.474 3349.400 1656.577 2144.870 1497.506 2548.272 3970.300
        [,16]    [,17]    [,18]    [,19]   [,20]    [,21]    [,22]   [,23]
[1,]    3.608    4.244    4.667    7.508    5.02    9.405    2.447   12.36
[2,] 2406.468 3216.901 3866.433 5317.899 3890.18 6021.488 1727.985 9664.01
[3,] 2264.780 3232.866 3588.794 4322.461 3694.84 6039.172 1294.950 7969.57
        [,24]    [,25]   [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    6.065   0.4344    5.87    6.183   1.047    5.541   0.6949    5.632
[2,] 3779.992 261.7796 4285.48 4517.066 653.378 4566.053 415.9749 4217.629
[3,] 3773.127 278.5971 4406.73 4611.565 731.673 3670.657 295.9097 4101.637
        [,32]  [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]    1.602   0.97    5.649    5.636    5.645    4.508    3.068    2.959
[2,]  991.496 716.53 4199.900 4413.243 4582.735 2467.582 2371.558 2017.854
[3,] 1117.811 654.38 3852.432 3965.162 3816.490 2830.068 2296.032 2217.671
        [,40]    [,41]    [,42]    [,43]    [,44]    [,45]    [,46]
[1,]    1.293    2.492   0.9947    2.662    3.533    1.433   0.7165
[2,] 1000.615 1450.310 726.8601 2205.572 2851.946 1075.802 521.6185
[3,]  873.922 1465.465 697.6555 1961.305 2559.205 1076.751 457.5733
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    3.156    3.442    4.225    1.855    3.475    3.237   1.273
[2,] 2081.575 2164.460 2859.480 1197.907 3215.447 2077.381 734.806
[3,] 2261.108 2447.819 2444.927 1068.062 2846.771 2093.353 669.283
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    2.572    2.466    1.965    1.816    3.704   0.6801    2.183
[2,] 3090.019 2159.303 1941.801 2228.368 2013.080 429.4062 2154.680
[3,] 2834.591 2454.961 2516.296 2362.756 2206.804 465.3535 2524.624
        [,61]    [,62]    [,63]    [,64]   [,65]   [,66]    [,67]    [,68]
[1,]   0.9574    2.174    2.952    2.377    3.08   1.498    8.149    2.467
[2,] 681.7107 1310.358 1780.763 2274.886 2721.72 944.347 4510.519 1525.490
[3,] 585.4774 1550.630 1659.982 1702.579 2115.73 864.718 4286.943 1498.177
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    2.678   1.206    3.763    2.808    4.154    3.963    4.823
[2,] 2405.215 799.231 2068.892 3346.839 2736.937 4493.033 3306.895
[3,] 2431.406 724.282 2147.763 2492.254 2392.483 2940.787 2478.663
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]  [,82]    [,83]
[1,]    5.095    2.976   1.079    3.413    2.719    3.883    2.1    1.574
[2,] 3765.271 3626.101 754.255 3267.694 1545.548 3463.018 1352.9 1072.589
[3,] 3993.704 4087.002 657.746 3350.038 1393.238 3081.763 1168.4 1322.532
        [,84]    [,85]    [,86]    [,87]    [,88]   [,89]    [,90]
[1,]    1.583    2.865    2.034    5.776    4.954   1.098    1.339
[2,] 1064.820 2462.839 1682.015 3800.960 3321.055 976.629 1188.194
[3,]  967.627 2239.963 1660.526 3884.431 3059.843 897.918 1075.265
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]    1.111    1.124    2.195    1.715   0.5089    7.593    9.452
[2,] 1042.349 1041.488 1704.379 1371.717 351.1989 5317.139 8753.025
[3,]  883.933  867.330 1584.467 1312.697 351.2925 4987.053 6645.657
        [,98]
[1,]    5.933
[2,] 3881.728
[3,] 3791.222
[1] "--- VAR model 2017-10-07 05:01:00  completed"
[1] "Completed training sample:  2017-10-07 05:01:00 - 2017-10-07 13:00:00"
[1] "SpVAR;   training sample:  2017-10-07 05:31:00 - 2017-10-07 13:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 05:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          18.864           4.279         -41.79         -67.58
         -10.977           7.835         -81.63         -61.76
           6.822           1.007         -10.87         -40.57
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -54.77         -1.667            6.612           -2.992
         -62.21          2.175            2.694            9.210
         -57.48         -0.541            1.148          -10.655
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -8.442          -16.628            6.504           -15.73
          -13.237          -17.702          -16.776           -32.95
            9.136            8.059            3.220           -21.03
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -3.933         -25.6231           -25.27            2.960
            5.426         -18.9362           -20.06           19.066
           -1.409          -0.2504           -32.21            8.402
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -0.8067          -11.688         -55.4901            16.17
           6.2089           -6.981         -47.3374            15.43
         -36.8554          -26.969          -0.4739            21.18
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -18.33            1.237          -238.75           -60.08
           -69.55          -16.868           -87.89           -59.20
           -73.00          -15.436          -156.83           -80.70
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.544           -70.64           -94.57           -22.20
           -8.313           -90.06           -77.33           -15.01
           -8.872           -64.26           -68.44           -18.71
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -74.45           -8.262            -84.7           -33.58
           -42.05           -9.468            -76.2           -24.33
           -55.53          -10.085            -81.8           -23.45
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -11.021           -72.29           -48.03           -55.67
          -16.580           -76.55           -76.70           -77.78
           -9.524           -61.84           -88.45           -62.42
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           20.450         -19.5911           -8.555          -2.3437
           -6.650           0.1902            9.201           0.4459
            2.901         -13.5377           14.707           1.8503
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.4908           4.8283           -26.15           -17.30
           0.3209          -0.4651           -19.88           -46.96
          -8.5437           0.3249           -37.56           -27.41
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.168           -5.721           -29.34           14.520
            6.759           -2.740           -29.98           -5.905
            6.166           -1.311           -31.02           19.559
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          18.9391            4.599          -32.416         -0.42309
          10.1000           -2.811           -4.753         -0.07557
           0.6631           -1.585          -24.822         25.25931
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.0890           -28.93           -21.14           -16.05
          -0.6822           -13.06           -19.08           -18.69
          -1.6767           -22.26           -11.20           -11.33
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -19.592           -20.33           0.5243          -34.303
           -6.121            10.29          -2.4745          -29.644
          -16.832           -10.59          -1.3335           -6.568
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -5.90838           -9.043           -2.823          -10.479
          1.08406          -10.678            6.739           -1.357
          0.07911           -7.820            7.877          -13.186
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           10.402            2.514            25.95           13.515
           -6.082           11.274            27.82           -5.714
           -4.656           -1.729            11.23           -4.635
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.961           5.5551            9.096           15.092
            2.763           0.5102            4.007          -12.886
            1.962           2.6393            7.364            8.508
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -3.837            7.038            23.87            27.87
           15.451           24.275            23.27            12.43
            7.069           10.514            13.80            25.21
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.555           5.2769            14.42          -20.760
           12.389          -0.3008            20.54            3.290
           14.957           5.5544            16.25            6.046
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           36.637            4.921          -14.124          -7.5578
            1.485            4.182           -8.336           6.6163
           23.639            8.725           -2.047           0.3504
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -11.694           -2.539            38.60            18.33
           -2.784            3.244           -11.60           -23.70
          -11.033            6.953            20.85           -13.43
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.6605           4.8506           6.1882            8.573
           1.9813           4.3933           0.5057           -2.260
          -5.4372          -0.7826           9.5580            9.499
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            11.26           5.2716           -10.07           18.890
           -16.85           0.5754            -9.49            3.442
           -20.51           6.8021           -13.03           -6.511
 rnd_95776.volume rnd_95787.volume
           -24.64           -59.33
           -58.06           -45.87
           -61.81           -89.51
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 2.875 1.775 6.655 5.353 5.192 0.6210 1.360 3.787 4.229 2.861 2.003
[2,] 3.607 2.127 8.444 6.707 6.626 0.7661 1.605 4.375 4.961 4.500 2.802
[3,] 4.139 2.418 9.660 7.431 7.629 0.8376 1.785 4.743 5.434 5.267 3.191
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.411 2.147 2.680 4.579 3.051 3.736 4.015 6.379 4.338  8.486 2.355
[2,] 3.673 2.664 3.457 5.827 3.689 4.625 5.263 7.832 5.356 10.315 2.838
[3,] 4.133 2.976 4.070 6.720 4.189 5.363 5.929 8.736 6.238 11.895 3.137
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 10.49 5.266 0.3786 5.251 5.604 0.8663 4.866 0.5783 4.953 1.428 0.827
[2,] 13.45 6.197 0.4466 6.312 6.864 1.0473 6.160 0.6769 6.198 1.705 1.053
[3,] 15.06 7.033 0.5058 7.381 7.824 1.2031 6.994 0.7259 7.065 1.947 1.195
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.164 5.143 4.977 4.109 2.632 2.800 1.083 2.254 0.8765 2.461 3.174
[2,] 6.405 6.471 6.317 4.547 3.431 3.343 1.374 2.643 1.0706 3.159 3.984
[3,] 7.259 7.360 7.215 5.242 3.935 3.736 1.569 3.002 1.2132 3.591 4.486
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.278 0.6332 2.665 3.093 3.642 1.635 2.948 2.836 1.096 2.220 2.093
[2,] 1.577 0.8155 3.266 3.789 4.442 2.027 4.047 3.349 1.259 3.551 2.869
[3,] 1.844 0.9213 3.745 4.269 4.939 2.230 4.840 3.760 1.396 4.260 3.575
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.599 1.603 3.144 0.5629 1.883 0.8448 1.794 2.463 2.068 2.627 1.230
[2,] 2.386 2.574 3.581 0.6754 2.697 1.0313 2.159 2.896 2.754 3.564 1.494
[3,] 3.309 3.277 4.048 0.7717 3.431 1.1572 2.588 3.191 3.116 4.044 1.677
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.770 2.231 2.294 1.030 3.218 2.544 3.429 3.238 4.157 4.391 2.593
[2,] 7.693 2.600 3.223 1.220 3.667 3.838 4.232 5.031 4.900 5.423 4.033
[3,] 8.554 2.921 3.797 1.397 4.077 4.427 4.735 5.683 5.344 6.412 5.295
      [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 0.9593 2.955 2.245 3.465 1.795 1.326 1.339 2.445 1.834 4.868 4.193
[2,] 1.1472 4.117 2.654 4.503 2.107 1.672 1.661 3.336 2.323 5.928 5.074
[3,] 1.3086 5.052 2.980 5.224 2.366 2.102 1.860 3.808 2.673 6.887 5.729
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.104 1.195 1.009 1.045 1.939 1.627 0.4446 5.879  8.242 5.290
[2,] 1.421 1.665 1.420 1.374 2.469 2.062 0.5257 7.256 11.094 6.389
[3,] 1.615 1.925 1.671 1.655 2.880 2.370 0.5966 8.285 12.754 7.252
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]
[1,]    3.651    2.254    8.451    6.798    6.593   0.7885   1.727
[2,] 2496.523 1343.492 5957.914 4632.523 4718.067 514.3677 976.395
[3,] 2326.603 1319.898 5378.050 3667.159 4335.132 388.2049 895.489
         [,8]    [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    4.809    5.37    3.633    2.544    3.061    2.726    3.403
[2,] 2510.997 2973.31 3981.163 2246.716 3176.347 1808.395 2503.443
[3,] 2101.338 2542.60 3137.680 1749.553 2174.108 1521.034 2463.089
        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]   [,21]   [,22]
[1,]    5.815    3.874    4.744    5.099    8.101    5.509   10.78    2.99
[2,] 4130.359 2377.549 3125.142 3900.023 5208.247 3601.258 6721.21 1815.72
[3,] 3837.277 2276.716 3112.281 3130.103 4436.347 3665.251 6792.58 1531.73
       [,23]    [,24]    [,25]    [,26]    [,27] [,28]   [,29]    [,30]
[1,]   13.32    6.687   0.4807    6.667    7.116   1.1    6.18   0.7343
[2,] 9653.46 3744.802 271.7430 4015.207 4544.406 674.6 4330.03 403.4397
[3,] 7772.33 3812.721 272.2348 4386.166 4305.307 678.9 3796.66 300.3206
       [,31]    [,32]  [,33]    [,34]    [,35]   [,36]    [,37]    [,38]
[1,]    6.29    1.813   1.05    6.558    6.531    6.32    5.218    3.342
[2,] 4271.73 1068.821 747.82 4344.250 4502.842 4459.74 2231.390 2523.779
[3,] 3886.49 1077.175 647.77 3916.253 4018.529 3996.34 2990.970 2208.939
        [,39]   [,40]    [,41]   [,42]    [,43]   [,44]    [,45]    [,46]
[1,]    3.555   1.375    2.862   1.113    3.125    4.03    1.622   0.8041
[2,] 2094.405 969.554 1582.552 704.733 2269.681 2760.66 1059.684 589.0841
[3,] 1911.938 869.011 1632.857 654.158 1958.047 2363.41 1095.718 491.4658
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    3.385    3.927    4.625    2.076    3.743    3.601   1.391
[2,] 2163.166 2509.056 2915.586 1372.916 3179.238 2042.328 710.475
[3,] 2101.935 2256.355 2474.561 1066.107 3042.580 1960.262 692.397
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    2.819    2.658    2.031    2.036    3.992   0.7147    2.391
[2,] 3176.443 2248.942 2030.130 2308.021 1965.401 427.9022 2214.072
[3,] 2699.104 2446.528 2628.500 2324.926 2163.217 427.9332 2431.321
       [,61]    [,62]    [,63]    [,64]    [,65]   [,66]    [,67]    [,68]
[1,]   1.073    2.278    3.128    2.626    3.335   1.561    8.596    2.833
[2,] 678.095 1376.788 1744.919 2084.029 2762.098 972.649 4189.553 1530.747
[3,] 601.816 1635.718 1537.445 1671.007 2189.669 872.855 4286.697 1527.285
        [,69]   [,70]    [,71]   [,72]    [,73]    [,74]    [,75]    [,76]
[1,]    2.913   1.308    4.086    3.23    4.355    4.112    5.279    5.576
[2,] 2594.183 748.246 2016.155 3295.39 2843.354 4415.125 2974.319 3647.326
[3,] 2302.794 781.714 2044.260 2529.59 2434.701 3029.643 2443.847 3922.450
        [,77]   [,78]    [,79]    [,80]  [,81]    [,82]    [,83]  [,84]
[1,]    3.293   1.218    3.752    2.851    4.4    2.279    1.684    1.7
[2,] 3541.803 721.131 3286.816 1621.630 3296.6 1265.668 1166.853 1126.3
[3,] 3931.888 721.895 3356.196 1553.112 3036.4 1232.522 1460.297  959.5
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.105    2.329    6.181    5.324    1.402    1.517    1.281
[2,] 2602.205 1634.313 3878.556 3277.003 1024.693 1329.671 1146.079
[3,] 2104.919 1515.195 4017.839 3047.480  879.973 1107.176 1009.734
        [,92]    [,93]    [,94]    [,95]    [,96]   [,97]    [,98]
[1,]    1.328    2.463    2.066   0.5646    7.465   10.47    6.718
[2,] 1021.269 1751.430 1453.233 321.5302 4875.883 8513.71 4107.805
[3,] 1058.953 1699.807 1338.691 323.3874 4585.676 7213.83 3931.457
[1] "--- VAR model 2017-10-07 05:31:00  completed"
[1] "Completed training sample:  2017-10-07 05:31:00 - 2017-10-07 13:30:00"
[1] "SpVAR;   training sample:  2017-10-07 06:01:00 - 2017-10-07 14:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 06:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           17.56           2.989         -60.39         -25.03
           10.92          -5.865         -57.26         -59.19
           11.26           2.793         -53.25         -55.03
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -34.34         1.1941            5.445          16.5870
         -44.56         0.5275           -1.053           0.5289
         -66.93         0.2508           -2.901          -1.9645
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           13.534           0.8687           -1.209           -29.25
            7.141           6.9192           10.241           -13.19
          -11.928          -4.4224            8.223           -19.32
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -6.757           -17.04           -12.44           -7.558
            3.238           -12.66            11.95           -7.294
           -2.302           -10.29            15.49           -5.706
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -10.953          -38.202           -24.43           37.051
           -6.271          -27.091           -13.77            5.185
          -16.990           -2.939           -13.04           10.359
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -45.74           -2.522           -109.2           -32.28
           -19.33           -2.930           -106.2           -38.25
           -55.04           -9.533           -133.3           -46.09
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.171           -76.39           -71.78           -13.50
           -6.935           -42.53           -37.48           -17.08
           -7.403           -85.70           -46.38           -15.43
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -32.09           -8.132           -58.79           -27.88
           -53.91           -7.956           -62.75           -28.14
           -54.28           -9.228           -43.24           -25.30
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.067           -51.57           -32.04           -35.22
          -10.069           -58.20           -34.14           -56.91
          -13.780           -82.81           -53.28           -76.48
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           18.590          26.1657          -5.8739            3.323
            2.903           0.2798          -0.5159            3.105
           10.303          -1.7821           4.7955            1.506
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            7.263           -1.984           -39.37           -31.21
            3.661            1.743           -15.47           -25.06
            1.902            0.174           -38.00           -18.09
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           11.299          0.03267           -27.05           17.752
           13.118         -1.89364           -22.62           28.978
            9.302         -2.65592           -35.65           -9.719
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           0.7742          -3.5978          -28.540           10.988
           5.1587           0.7225          -12.238           11.515
          18.0767           1.3303           -2.083            5.465
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           2.9906           -6.029           -3.780          -18.802
          -1.9277          -32.985          -15.838           -3.215
           0.5913          -19.617           -8.602          -16.008
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
         -23.7318            6.336           0.3668          -11.794
           0.6129           -6.329           1.9460           -8.529
         -13.3983           -0.562           2.6926           -8.393
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.7116          -12.745           10.368           -6.139
          -6.7460          -14.638            6.211          -13.029
          -5.7764           -4.617           -1.523          -15.263
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.539           0.3031           -3.504          -7.3213
          -11.713          -0.3599            0.366           0.2618
          -14.578          -0.2288          -13.183          -7.3731
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -26.9726           0.8233           18.661          -0.6731
          -0.2515          -2.4032           15.406          15.4086
         -18.1800           3.4206            8.686          20.6744
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.232           -4.504            2.492           19.287
           10.820           26.598            6.018            8.963
            3.418           10.214            2.995           19.193
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            17.03           -4.101           -7.007          -2.5809
           -10.91            2.095           15.120          -0.7452
            30.91           -2.880           17.394           1.1473
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -6.188           -6.667           -5.666            2.145
           11.160            1.757          -12.284           -2.295
            6.737            1.955           -1.654            4.777
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           10.821            2.777            15.78          -20.321
            5.438           -9.120            10.21            7.710
           -6.016            7.788           -20.92           -5.972
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -4.2876           4.0193            1.078          3.53893
           0.1980          -0.3121            1.509         -0.01673
          -0.6675           1.4648            3.720          6.14510
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -3.614           -2.635           -9.308           27.131
           -5.009            2.060           -8.785            1.582
           -7.532           -1.228           -9.244           18.463
 rnd_95776.volume rnd_95787.volume
           -27.29           -28.28
           -31.84           -48.77
            13.69           -66.74
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.031 2.031  7.599 5.906 5.496 0.6723 1.412 3.979 4.353 3.091 2.174
[2,] 3.876 2.361  9.168 7.361 7.215 0.7986 1.681 4.648 5.132 4.727 3.025
[3,] 4.466 2.634 10.530 8.046 8.218 0.8729 1.855 5.012 5.562 5.439 3.362
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.607 2.262 2.899 4.762 3.350 4.008 4.497 6.585 4.616  9.413 2.450
[2,] 3.828 2.743 3.704 6.062 4.001 5.020 5.595 8.054 5.637 11.094 2.925
[3,] 4.385 3.101 4.377 6.999 4.464 5.801 6.430 8.831 6.595 12.690 3.192
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.68 5.740 0.3729 5.568 6.073 0.9389 5.519 0.5996 5.437 1.509 0.9143
[2,] 14.52 7.012 0.4602 6.871 7.558 1.1036 6.780 0.7067 6.795 1.809 1.1435
[3,] 16.00 7.948 0.5286 7.992 8.488 1.2593 7.657 0.7565 7.659 2.053 1.2848
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 5.587 5.560 5.612 4.399 2.881 3.076 1.192 2.524 0.9364 2.880 3.507
[2,] 6.885 6.941 7.096 4.887 3.791 3.652 1.501 2.949 1.1480 3.583 4.309
[3,] 7.828 7.893 8.047 5.545 4.304 4.063 1.679 3.339 1.2756 4.052 4.811
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.428 0.6821 2.920 3.319 3.892 1.757 3.188 3.127 1.138 2.324 2.152
[2,] 1.753 0.9190 3.523 4.133 4.724 2.110 4.338 3.629 1.322 3.788 3.058
[3,] 2.041 1.0355 3.968 4.687 5.233 2.327 5.176 4.043 1.467 4.632 3.785
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.636 1.728 3.414 0.6138 2.052 0.9117 1.924 2.668 2.274 2.961 1.273
[2,] 2.521 2.724 3.845 0.7208 2.831 1.0815 2.308 3.137 3.016 3.774 1.563
[3,] 3.551 3.536 4.256 0.8125 3.551 1.2090 2.806 3.466 3.462 4.302 1.711
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.253 2.352 2.374 1.061 3.435 2.626 3.499 3.361 4.518 4.672 2.836
[2,] 8.280 2.846 3.476 1.265 3.938 4.129 4.404 5.200 5.187 5.600 4.275
[3,] 9.013 3.183 4.022 1.457 4.338 4.814 4.987 6.007 5.632 6.605 5.535
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.060 3.119 2.488 3.697 1.963 1.454 1.567 2.609 2.081 5.372 4.513
[2,] 1.249 4.280 2.871 4.692 2.286 1.807 1.873 3.539 2.510 6.268 5.407
[3,] 1.391 5.154 3.178 5.384 2.566 2.219 2.070 4.062 2.853 7.273 6.050
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.244 1.251 1.067 1.094 2.201 1.854 0.4756 5.253  9.141 5.642
[2,] 1.563 1.789 1.549 1.478 2.675 2.287 0.5456 6.506 12.678 7.012
[3,] 1.798 2.107 1.841 1.856 3.104 2.617 0.6258 7.473 14.248 7.878
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]    [,7]
[1,]    3.849    2.579    9.649    7.499    6.979   0.8537   1.793
[2,] 2494.821 1244.755 5298.001 4538.192 4828.212 445.1334 943.387
[3,] 2291.543 1205.369 5351.467 3357.845 4064.192 364.1014 809.872
         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
[1,]    5.053    5.527    3.925    2.761    3.311    2.873    3.682
[2,] 2481.485 2807.289 3693.954 2172.924 2895.776 1602.777 2380.421
[3,] 1935.570 2216.235 2779.079 1515.493 2208.634 1494.226 2408.621
        [,15]    [,16]   [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    6.047    4.253    5.09    5.711    8.362    5.861   11.95    3.111
[2,] 3874.832 2260.139 3121.17 3438.116 4790.445 3343.442 6064.84 1650.770
[3,] 3613.074 2044.380 3004.01 3273.458 3742.215 3534.262 6363.02 1319.257
       [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]   14.83    7.289   0.4736    7.071    7.712   1.192    7.008   0.7614
[2,] 8915.14 4160.216 278.5778 4159.037 4647.023 599.154 4067.584 386.2787
[3,] 6933.24 3864.129 268.6551 4215.736 3989.719 626.552 3675.754 278.9399
        [,31]    [,32]   [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    6.905    1.917   1.161    7.095    7.061    7.126    5.586
[2,] 4209.760 1030.768 709.335 4155.465 4291.231 4485.637 2198.305
[3,] 3649.695 1002.985 605.242 3847.753 3881.390 3919.268 2707.917
        [,38]    [,39]   [,40]    [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    3.659    3.906   1.514    3.205   1.189    3.657    4.453    1.813
[2,] 2544.331 2032.946 942.016 1574.704 685.970 2202.398 2585.262 1050.151
[3,] 2105.889 1839.126 777.771 1617.235 574.375 1953.475 2211.826 1081.151
        [,46]    [,47]    [,48]    [,49]    [,50]    [,51]   [,52]   [,53]
[1,]   0.8662    3.708    4.214    4.943    2.231    4.049    3.97   1.446
[2,] 636.1502 2036.214 2545.015 2765.328 1207.169 3038.717 1901.98 695.360
[3,] 492.9180 1885.245 2281.975 2325.949 1012.019 2915.403 1842.79 655.280
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    2.951    2.733    2.077    2.194    4.336   0.7794    2.606
[2,] 3090.425 2243.952 1980.960 2175.677 1826.354 390.3634 2014.350
[3,] 2752.048 2303.268 2583.201 2327.890 1885.307 387.3576 2214.574
       [,61]    [,62]    [,63]    [,64]    [,65]   [,66]   [,67]    [,68]
[1,]   1.158    2.443    3.388    2.888    3.761   1.616    9.21    2.986
[2,] 601.071 1317.048 1704.500 2046.381 2417.202 937.401 4125.71 1655.067
[3,] 558.062 1648.444 1520.984 1756.643 2132.432 718.719 3676.84 1474.322
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.015   1.347    4.363    3.335    4.443    4.267    5.737
[2,] 2621.823 712.427 1987.891 3290.626 2762.299 4098.901 2631.782
[3,] 2090.249 747.096 1879.167 2557.113 2417.020 3106.411 2267.469
        [,76]    [,77]   [,78]   [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    5.933    3.601   1.346    3.96    3.159    4.695    2.493    1.847
[2,] 3188.048 3304.335 683.075 3028.75 1479.073 2983.011 1210.199 1107.763
[3,] 3618.041 3631.386 631.859 2965.34 1409.297 2727.911 1204.685 1330.011
       [,84]    [,85]    [,86]    [,87]    [,88]   [,89]    [,90]    [,91]
[1,]    1.99    3.312    2.642    6.821    5.731   1.579    1.588    1.355
[2,] 1059.57 2470.203 1450.868 3336.012 3075.456 978.124 1320.659 1159.881
[3,]  909.39 2060.962 1399.261 3811.500 2804.407 918.692 1150.062 1028.550
        [,92]    [,93]    [,94]    [,95]   [,96]   [,97]    [,98]
[1,]    1.389    2.795    2.354   0.6039    6.67   11.61    7.164
[2,] 1027.751 1570.446 1383.548 276.1320 3965.55 9073.98 4300.837
[3,] 1158.883 1627.548 1314.126 316.7109 3797.84 6715.52 3708.257
[1] "--- VAR model 2017-10-07 06:01:00  completed"
[1] "Completed training sample:  2017-10-07 06:01:00 - 2017-10-07 14:00:00"
[1] "SpVAR;   training sample:  2017-10-07 06:31:00 - 2017-10-07 14:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 06:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          3.8469          15.352         -87.97         -70.79
         -0.9635          -5.496         -77.63         -80.27
          6.2692          -1.965         -75.71         -75.71
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -74.26         0.1074           0.1593           14.833
         -66.18        -1.5267           3.0282           -6.765
         -54.78         2.3664           0.3804            6.787
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          12.5376            3.124           7.4482           -20.78
          -7.1135           14.987           6.1221           -13.55
          -0.8392          -16.102           0.6608           -26.84
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -2.021          -10.979           -2.796          -0.3221
           12.523           -2.649          -26.315           1.1319
           -4.508           -3.099          -10.366           6.2269
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -31.767           -12.96           -10.82           -4.431
          -15.334           -20.86           -51.80           23.503
            5.585            13.74           -21.43            2.210
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -49.61           -4.554           -117.7           -59.12
           -94.17           -3.757           -163.1           -82.31
           -93.49           -3.072           -167.0           -74.73
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.121           -70.76           -56.18           -13.69
           -8.724           -65.55           -80.46           -19.90
           -8.889           -71.29           -79.01           -15.36
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -65.32           -7.985           -66.51           -30.49
           -75.33           -6.733           -60.38           -27.07
           -69.01          -10.759           -65.04           -29.99
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.32           -89.61           -65.68           -97.19
           -18.09           -50.43           -60.68           -60.75
           -15.37           -72.23           -52.58           -45.48
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -12.764          -19.002            8.016           -4.208
           11.458            7.885            6.760            1.513
           -7.371           -3.661           -4.571            0.762
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.397          -3.3543           -18.15           -36.79
           -3.319           0.2655           -35.66           -44.47
            1.940           1.7567           -36.01           -22.39
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.049          -3.0287           -37.50            8.320
            4.242           0.3098           -36.96            4.047
           -0.104          -3.9804           -39.68           14.596
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            9.303          -1.4136           -23.72            16.40
           -9.010          -7.1023           -25.91            14.42
           12.342           0.2904           -40.91             8.23
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -2.935            4.924           -16.33         -31.3555
           -3.626          -20.453           -15.64           0.5117
            1.475          -30.768           -12.83         -15.5399
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -15.96            1.525           -2.930          -18.706
           -14.86           -1.609            1.581          -21.773
           -13.31           -1.855           -2.084           -7.344
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.7636           -15.75            4.042           -16.78
           0.6404           -15.73           -6.109           -16.08
          -4.2617            -5.57            7.908           -21.10
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -11.474           -2.661          -40.056            4.924
           -8.731            3.634            5.928           -5.069
          -16.165            1.123           -5.581            6.318
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -28.184           0.3902            5.163           19.182
           -4.625           1.2810            2.468            5.376
           -8.672          -1.8385           12.484            7.380
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -19.00           -9.323            20.16            6.060
            17.56           23.374            16.57            4.238
           -10.54          -14.695            12.20           14.758
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            19.51          1.62084           29.741          -0.7189
            13.40          6.35971            3.036          -7.4192
            19.27          0.09954            8.857           3.9034
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           25.512            2.173            4.883           -0.358
            8.151            5.448           -3.203            6.173
            2.998            3.335           -4.442            2.942
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.076           10.009            20.33          -20.002
           -8.865            6.551            30.05          -26.703
            7.163           -1.975            25.49           -8.003
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -7.972           -4.354          -0.7743           0.3974
           -5.265           -1.185          -3.5057          -3.4677
            3.300            2.656           0.8719          -5.7959
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.408           9.5123          -10.215           16.816
           -7.760          -0.2550          -10.453            6.729
           -3.661          -0.8374           -9.375           10.672
 rnd_95776.volume rnd_95787.volume
           -49.84           -73.54
           -89.55           -72.76
           -77.34           -92.93
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.249 2.207  8.116 6.053 6.134 0.7666 1.499 4.139 4.615 3.386 2.257
[2,] 4.110 2.589  9.755 7.601 7.721 0.8774 1.759 4.863 5.477 5.060 3.170
[3,] 4.667 2.838 11.140 8.326 8.616 0.9539 1.927 5.259 5.944 5.772 3.582
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.650 2.411 3.122 4.858 3.534 3.996 4.816 6.791 4.835  9.902 2.438
[2,] 3.945 2.940 3.975 6.321 4.106 5.026 5.949 8.182 5.722 11.660 2.924
[3,] 4.516 3.266 4.706 7.306 4.607 5.912 6.726 8.985 6.598 13.165 3.222
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 12.68 6.558 0.3900 6.416 6.500 0.985 5.713 0.6278 5.687 1.590 0.9733
[2,] 15.65 7.695 0.4765 7.554 8.077 1.153 7.019 0.7432 6.944 1.857 1.1806
[3,] 17.29 8.611 0.5373 8.540 9.127 1.292 7.885 0.7996 7.960 2.112 1.2945
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 6.499 6.234 6.070 4.723 2.980 3.309 1.293 2.650 0.9979 3.159 3.651
[2,] 7.771 7.526 7.617 5.196 3.982 3.846 1.600 3.079 1.2245 3.841 4.468
[3,] 8.666 8.393 8.477 5.948 4.502 4.278 1.780 3.478 1.3612 4.362 5.011
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.598 0.7559 3.199 3.549 4.110 1.868 3.275 3.301 1.262 2.476 2.266
[2,] 1.925 0.9838 3.700 4.409 5.004 2.233 4.544 3.892 1.438 3.961 3.179
[3,] 2.181 1.1003 4.174 4.968 5.535 2.500 5.451 4.324 1.570 4.898 4.000
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 1.777 1.856 3.622 0.6612 2.146 0.9728 1.996 2.743 2.388 3.144 1.294
[2,] 2.747 2.916 4.104 0.7746 2.945 1.1656 2.364 3.292 3.136 4.045 1.619
[3,] 3.755 3.698 4.507 0.8714 3.747 1.3011 2.884 3.596 3.594 4.632 1.786
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.628 2.676 2.620 1.068 3.741 2.872 3.767 3.528 4.636 4.697 2.915
[2,] 8.739 3.145 3.714 1.285 4.197 4.450 4.599 5.541 5.456 5.712 4.395
[3,] 9.610 3.497 4.259 1.508 4.568 5.049 5.204 6.424 5.877 6.804 5.707
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.116 3.234 2.540 3.821 2.055 1.580 1.693 2.749 2.251 5.604 4.667
[2,] 1.317 4.396 2.941 4.885 2.399 1.991 1.952 3.711 2.733 6.653 5.458
[3,] 1.467 5.345 3.241 5.629 2.688 2.365 2.180 4.219 3.074 7.732 6.202
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.288 1.371 1.176 1.221 2.233 2.008 0.5029 4.512  9.171 6.369
[2,] 1.628 1.855 1.695 1.621 2.814 2.440 0.5667 5.757 13.196 7.592
[3,] 1.893 2.193 1.948 1.946 3.219 2.735 0.6439 6.598 14.866 8.449
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]     [,6]    [,7]     [,8]
[1,]    4.125    2.803   10.31    7.687    7.789   0.9735   1.903    5.255
[2,] 2609.798 1401.843 5610.91 4765.515 4862.608 442.4395 954.131 2647.154
[3,] 2292.053 1205.525 5575.75 3523.151 3964.600 388.0676 815.897 2075.834
        [,9]  [,10]    [,11]    [,12]    [,13]    [,14]    [,15]    [,16]
[1,]    5.86    4.3    2.867    3.365    3.062    3.964    6.169    4.488
[2,] 3059.31 3898.8 2307.191 3030.341 1743.508 2550.580 4192.655 2166.911
[3,] 2392.77 2878.7 1729.345 2278.955 1474.610 2612.485 3799.031 2166.530
        [,17]    [,18]    [,19]   [,20]   [,21]    [,22]  [,23]    [,24]
[1,]    5.074    6.115    8.623    6.14   12.57    3.095   16.1    8.328
[2,] 3160.184 3621.689 4731.407 3172.17 6383.14 1675.190 9501.5 4173.877
[3,] 3228.178 3253.617 3850.007 3405.50 6336.22 1403.033 7632.7 4006.355
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]   0.4952    8.147    8.254   1.251    7.254   0.7972    7.221
[2,] 283.8365 4134.334 4971.295 620.660 4228.722 412.3266 4131.644
[3,] 257.4622 4128.414 4404.449 605.729 3723.702 305.9445 4035.359
        [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    2.019   1.236    8.253    7.917    7.708    5.998    3.785
[2,]  995.516 692.705 4417.270 4371.206 4769.910 2245.161 2738.362
[3,] 1041.712 550.598 3977.046 3850.888 3857.750 3000.817 2178.015
        [,39]   [,40]    [,41]   [,42]    [,43]    [,44]   [,45]    [,46]
[1,]    4.201   1.642    3.365   1.267    4.011    4.637    2.03   0.9599
[2,] 2032.924 976.227 1626.331 735.727 2265.848 2670.098 1112.93 652.8223
[3,] 1942.906 809.857 1675.640 616.391 2143.031 2352.193 1061.84 510.8896
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    4.062    4.507    5.219    2.373    4.158    4.192   1.602
[2,] 1927.577 2712.598 2959.464 1266.899 3266.300 2138.090 715.444
[3,] 2002.261 2372.787 2452.145 1167.181 3121.975 1952.306 651.672
        [,54]    [,55]    [,56]    [,57]  [,58]    [,59]    [,60]   [,61]
[1,]    3.144    2.877    2.256    2.357    4.6   0.8396    2.725   1.235
[2,] 3205.138 2311.292 2171.702 2331.745 2000.1 418.3401 2091.761 665.641
[3,] 2988.024 2517.926 2654.553 2358.187 1931.9 413.9349 2400.835 599.526
        [,62]    [,63]    [,64]    [,65]    [,66]    [,67]    [,68]
[1,]    2.535    3.483    3.033    3.992    1.644    9.687    3.398
[2,] 1314.064 1887.566 2106.731 2637.741 1008.233 4420.202 1713.263
[3,] 1712.804 1501.017 1820.136 2340.167  782.343 4146.448 1585.933
        [,69]   [,70]   [,71]    [,72]    [,73]   [,74]    [,75]    [,76]
[1,]    3.327   1.357    4.75    3.647    4.784    4.48    5.888    5.964
[2,] 2729.672 741.118 1973.50 3523.290 2735.580 4429.92 2981.415 3369.418
[3,] 2160.544 818.413 1868.70 2474.864 2523.985 3369.89 2265.289 3832.609
        [,77]   [,78]    [,79]    [,80]    [,81]    [,82]    [,83]   [,84]
[1,]    3.701   1.417    4.107    3.225    4.852    2.609    2.006    2.15
[2,] 3409.957 725.814 3086.420 1537.601 3155.616 1284.400 1256.259 1007.22
[3,] 3774.855 670.190 3153.293 1411.127 2898.965 1255.626 1322.605 1007.20
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.491    2.858    7.116    5.926    1.635    1.741    1.493
[2,] 2584.396 1606.084 3719.127 2933.026 1032.144 1296.011 1266.325
[3,] 2079.792 1459.351 4082.943 3054.927 1001.727 1212.255  993.657
        [,92]    [,93]   [,94]    [,95]    [,96]   [,97]    [,98]
[1,]    1.551    2.836    2.55   0.6386    5.729   11.65    8.087
[2,] 1104.439 1775.853 1436.43 270.8414 3706.854 9837.87 4284.521
[3,] 1116.896 1619.879 1282.57 316.8821 3341.717 7095.75 3843.586
[1] "--- VAR model 2017-10-07 06:31:00  completed"
[1] "Completed training sample:  2017-10-07 06:31:00 - 2017-10-07 14:30:00"
[1] "SpVAR;   training sample:  2017-10-07 07:01:00 - 2017-10-07 15:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 07:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         1.33691           5.546         -42.78         -80.82
        -0.05943           3.545         -64.74         -60.56
        -3.83259          -4.029         -67.07         -67.18
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -75.03         0.4055            4.876           -3.314
         -67.16         1.7063           -4.269          -11.782
         -60.23         1.9365            6.641            4.536
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -0.7929           -1.133            6.231           -27.83
          -3.1123           -7.209            8.739           -26.10
         -11.4209          -20.142            2.123           -27.20
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -6.5430           -25.74          -12.075           -2.809
           0.8826            -6.33          -19.753          -10.898
          -2.5648           -22.47           -9.055           -1.876
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -16.49           -10.77         -31.6371            38.16
           -27.98           -15.49          -0.8807            16.68
           -19.78           -17.01          -9.4855            10.35
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -54.37           -7.735           -152.9           -64.81
           -29.82           -7.081           -114.2           -68.08
           -55.69          -12.070           -108.7           -56.87
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.452           -64.02           -47.89           -16.21
           -9.110           -58.34           -60.23           -18.01
           -8.078           -78.01           -82.20           -14.65
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -63.98           -9.099           -52.32           -25.80
           -74.19           -9.560           -77.53           -25.24
           -57.18           -8.944           -35.03           -25.06
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.01           -58.78           -87.37           -70.28
           -16.51           -71.39           -53.08           -57.24
           -10.35           -67.22           -67.70           -79.79
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          7.80799          -11.745           -11.22           -2.434
         -4.40883           -8.599            23.86           -3.131
         -0.05521           -4.731           -11.13           -2.903
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.7748          -1.1527           -19.31           -34.25
          -0.4954          -1.9142           -17.88           -24.32
          -2.9207           0.3792           -38.09           -40.39
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           0.7023           -4.950           -41.07           23.452
           3.3204           -5.286           -36.59            7.464
           2.4563           -3.201           -25.93           14.923
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            12.00           -1.600           -20.11           8.1154
            -7.82           -1.599           -25.24          18.2041
            14.52           -3.284           -15.83           0.6224
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.3684           -16.36           -15.49           -11.33
          -0.7789           -22.19           -25.67           -11.97
          -0.4921           -10.75           -10.49           -27.95
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -10.87          -2.3024          0.04105          -14.829
           -14.73          -0.5626         -0.29316           -8.628
           -20.29          -5.5922          0.47790          -17.137
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.434           -6.695          9.25427            1.306
           -2.406           -5.416          0.67501           -2.223
           -1.071          -13.768          0.05089           -2.732
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -9.047          -0.3406           -16.97           -1.305
            8.359          -0.8842            11.87            1.575
          -15.519           2.2206            12.77            4.947
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
         -16.9471          -1.9441           4.0670           0.4052
          -0.2015           1.1975          -2.3365           4.9804
           8.1538           0.4523           0.3867          -1.5029
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -10.438           -3.417            17.05           -17.39
           -7.206            1.489            31.45            13.30
          -13.648          -15.041            13.87            11.00
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.753            1.697           12.726            8.718
           -1.158            1.886           -7.199           -6.220
           21.013            0.630            7.945           -2.478
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           13.539            8.094           1.4289           -3.150
           -4.212            3.312          -2.4930           -2.929
           -3.482            1.226           0.2018            3.185
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -13.498           -1.584          -22.321          -17.422
            1.984            3.921            8.620           -2.408
          -12.248           -3.540           -8.997           -8.212
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.3297           -5.505            1.139            2.731
          -0.1696            2.319           -4.782           -7.254
          -5.2149           -2.888            2.687            2.509
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.025           -1.295           -9.618          -0.5279
           -5.495            6.245           -8.829          -1.1538
           -1.038           -4.158          -10.201           3.1643
 rnd_95776.volume rnd_95787.volume
           -61.46           -70.26
           -43.09           -76.47
           -39.48           -62.83
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.333 2.329  8.869 6.185 6.490 0.8120 1.532 4.286 4.851 3.603 2.408
[2,] 4.216 2.743 10.254 7.647 8.132 0.9258 1.783 4.949 5.744 5.267 3.324
[3,] 4.831 3.003 11.550 8.518 9.007 1.0060 1.972 5.408 6.262 6.040 3.785
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.626 2.566 3.305 4.941 3.586 4.034 5.024 6.958 4.837 10.44 2.458
[2,] 3.992 3.196 4.166 6.428 4.112 5.102 6.112 8.459 5.719 12.30 2.901
[3,] 4.522 3.504 4.795 7.386 4.614 6.027 6.847 9.211 6.708 13.78 3.186
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.11 6.544 0.4079 6.383 6.658 1.059 5.774 0.5389 6.137 1.631 1.024
[2,] 16.49 7.896 0.4861 7.617 8.137 1.245 7.146 0.6789 7.397 1.899 1.241
[3,] 18.22 8.912 0.5544 8.854 9.136 1.390 8.102 0.7482 8.396 2.174 1.357
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.648 6.670 6.535 4.795 3.020 3.462 1.435 2.895 1.054 3.329 3.718
[2,] 7.872 7.995 8.176 5.396 4.145 4.029 1.722 3.317 1.283 4.000 4.648
[3,] 8.844 8.852 8.958 6.091 4.726 4.490 1.863 3.776 1.409 4.432 5.200
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.802 0.7946 3.342 3.497 4.307 1.910 3.465 3.351 1.302 2.519 2.421
[2,] 2.116 1.0487 3.960 4.477 5.162 2.274 4.806 3.992 1.471 3.938 3.336
[3,] 2.389 1.1525 4.348 5.153 5.728 2.594 5.609 4.446 1.606 4.867 4.196
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.038 1.857 3.715 0.6805 2.192 1.037 2.138 2.832 2.460 3.376 1.265
[2,] 3.045 3.044 4.328 0.8102 3.022 1.216 2.515 3.398 3.236 4.253 1.617
[3,] 3.938 3.795 4.748 0.9037 3.831 1.340 2.998 3.699 3.695 4.813 1.786
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.789 2.873 2.789 1.059 3.888 3.030 3.862 3.609 4.470 4.895 2.848
[2,] 9.037 3.366 3.896 1.295 4.334 4.597 4.683 5.630 5.466 5.974 4.334
[3,] 9.838 3.737 4.499 1.524 4.781 5.206 5.345 6.654 5.905 7.185 5.755
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.186 3.223 2.701 3.896 2.085 1.710 1.766 2.858 2.443 6.133 4.990
[2,] 1.402 4.552 3.181 5.236 2.442 2.141 2.069 3.894 2.945 7.280 5.830
[3,] 1.530 5.479 3.477 5.846 2.760 2.575 2.311 4.419 3.322 8.191 6.501
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.402 1.497 1.261 1.280 2.376 2.156 0.5157 1.410  9.677 6.626
[2,] 1.724 1.985 1.834 1.812 2.915 2.637 0.6012 1.768 13.431 7.818
[3,] 1.986 2.281 2.086 2.126 3.318 2.980 0.6705 1.974 15.480 8.827
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.233    2.957   11.26    7.854    8.241   1.031   1.945    5.442
[2,] 2717.280 1526.336 5418.19 4734.131 5158.876 468.263 960.648 2605.249
[3,] 2483.930 1286.026 5595.81 3949.977 4075.342 414.345 886.376 2295.857
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.16    4.575    3.058    3.335    3.258    4.197    6.274
[2,] 3238.27 4044.146 2412.837 3164.895 2005.310 2669.611 4328.609
[3,] 2626.08 3113.038 1904.454 2236.690 1512.424 2499.524 3829.793
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.553    5.122    6.379    8.835    6.143   13.26    3.122
[2,] 2119.440 3288.337 3665.547 5064.714 3210.615 6848.67 1622.305
[3,] 2203.314 3377.319 3247.385 3837.475 3690.945 6529.47 1386.581
        [,23]   [,24]   [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    16.64    8.31   0.518    8.105    8.454   1.345    7.332   0.6843
[2,] 10542.05 4651.45 278.392 4375.487 4924.206 689.770 4430.956 434.7464
[3,]  8146.31 4349.46 280.583 4752.120 4374.608 651.422 4019.152 330.9268
        [,31]    [,32] [,33]    [,34]   [,35]    [,36]    [,37]    [,38]
[1,]    7.793    2.072   1.3    8.442    8.47    8.298    6.089    3.835
[2,] 4346.483 1022.400 737.6 4439.077 4640.66 5173.319 2604.836 2989.424
[3,] 4181.619 1115.047 579.0 4242.843 4000.12 3852.659 2974.306 2388.285
        [,39]    [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]
[1,]    4.396    1.823    3.676   1.338    4.227    4.721    2.289   1.009
[2,] 2169.600 1001.370 1703.457 770.852 2334.614 2936.691 1166.619 720.531
[3,] 2087.593  748.338 1900.375 614.256 2009.414 2454.214 1168.757 503.136
        [,47]    [,48]   [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    4.244    4.441    5.47    2.426    4.401    4.255   1.654    3.199
[2,] 2235.825 2942.212 2995.02 1299.237 3506.130 2284.367 721.062 3185.663
[3,] 1890.561 2686.082 2613.12 1312.019 3043.792 2059.877 677.390 3012.170
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]   [,61]
[1,]    3.074    2.588    2.359    4.718   0.8641    2.784   1.317
[2,] 2416.253 2381.483 2539.390 2337.913 462.8034 2189.253 668.708
[3,] 2679.343 2628.340 2385.399 2053.624 421.4414 2479.416 590.920
        [,62]    [,63]    [,64]    [,65]    [,66]    [,67]    [,68]
[1,]    2.715    3.597    3.124    4.287    1.606    9.891    3.648
[2,] 1395.338 1975.573 2213.684 2722.590 1060.445 4824.499 1846.812
[3,] 1717.379 1540.389 1878.191 2372.504  798.830 4092.629 1707.150
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    3.541   1.345    4.937    3.847    4.905    4.583    5.676
[2,] 2864.419 783.892 2015.228 3640.393 2788.035 4548.473 3312.822
[3,] 2368.716 846.426 2124.697 2571.249 2711.280 3733.962 2351.082
        [,76]    [,77]   [,78]    [,79]   [,80]    [,81]    [,82]    [,83]
[1,]    6.216    3.617   1.506    4.092    3.43    4.947    2.647    2.172
[2,] 3603.707 3438.805 787.128 3384.756 1768.68 3683.052 1338.805 1356.068
[3,] 4203.384 3986.667 645.567 3209.248 1477.07 2738.032 1353.372 1506.437
        [,84]    [,85]    [,86]    [,87]    [,88]   [,89]    [,90]
[1,]    2.242    3.629    3.102    7.788    6.337    1.78    1.901
[2,] 1134.494 2783.595 1730.760 4128.532 3172.805 1056.09 1371.830
[3,] 1085.649 2200.251 1617.539 3953.097 3029.306 1037.00 1184.234
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]   [,97]
[1,]    1.601    1.626    3.017    2.737   0.6549    1.791   12.29
[2,] 1402.363 1350.558 1778.965 1599.104 325.4087 1122.307 9805.64
[3,] 1046.446 1169.516 1667.672 1462.074 312.3793  924.558 8101.43
        [,98]
[1,]    8.414
[2,] 4369.292
[3,] 4312.698
[1] "--- VAR model 2017-10-07 07:01:00  completed"
[1] "Completed training sample:  2017-10-07 07:01:00 - 2017-10-07 15:00:00"
[1] "SpVAR;   training sample:  2017-10-07 07:31:00 - 2017-10-07 15:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 07:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.749         -5.6178         -36.36         -72.52
           2.133         -5.5211         -68.11         -81.11
          -2.955          0.6246         -62.25         -68.06
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -52.84         0.6300           0.4157            7.634
         -77.87         2.5208           0.5547            3.295
         -83.80         0.2645           2.9341           -9.376
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.055          -11.656           -3.779           -17.20
           -7.475          -10.212            1.409           -21.24
           -9.353           -7.191           -2.862           -29.03
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.785            8.936           -1.737            4.131
           -2.784          -17.780          -10.979            2.229
            1.067           -5.507          -14.575           -2.701
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -0.33539          0.06298           -21.11           26.347
          0.04198        -17.82837           -10.69           21.991
        -21.67725        -12.50768           -16.17            3.278
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -96.31          -15.711           -128.3           -42.21
           -35.78           -6.503           -142.1           -56.14
           -81.26          -12.545           -117.7           -43.57
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.505           -81.48           -72.49           -19.83
           -8.856           -83.38           -79.06           -19.50
           -8.278           -65.82           -45.22           -17.49
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -72.58           -7.834           -65.52           -23.93
           -50.48           -7.376           -87.65           -25.15
           -60.58           -7.151           -54.31           -25.76
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.57           -58.62           -60.97           -77.61
           -10.87           -56.62           -70.30           -65.05
           -13.10           -78.92           -66.21           -83.06
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.442         -15.1876           0.5489          -1.1044
           10.910           0.9816          11.5059          -2.4615
           12.444         -10.2962           9.3978           0.5425
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.236           6.1688           -31.04           -23.31
            3.548          -1.2718           -13.44           -44.96
           -1.884          -0.5405           -36.42           -25.03
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           1.1916           -6.022           -43.47           16.624
           8.6538           -2.190           -28.42            3.001
           0.6327            1.585           -34.67            6.730
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            2.283            6.894           -26.73            13.37
            6.978           -3.451           -15.20            14.41
           12.646           -4.084           -33.40            21.51
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.1225           -13.88          -19.120          -28.353
          -5.3560           -14.43          -24.442           -9.876
          -3.9374           -20.88           -9.404          -23.335
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.106          -16.062          -0.6879           -13.76
          -22.448           -5.087          -3.2684           -25.26
          -23.644            6.445          -0.7840           -19.67
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -6.191          -14.621           0.9296          -27.642
           -5.016           -5.195           2.8430          -10.265
           -3.252          -14.127           0.3745           -7.959
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -18.793          -0.3463           17.509          -5.8350
           -7.790          -3.0615            0.629           0.1224
           -7.332          -2.0305            2.792           6.3418
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -23.149          -0.2861           9.8570            2.184
          -27.370           0.5737           0.0091           18.653
            8.894          -1.4057          -5.0474           -5.976
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           -7.916           -5.634           14.321           13.788
          -11.587            7.488           11.544           13.571
           -3.976           -5.340            3.055            8.332
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          13.9283          -0.3830           -4.449           12.395
          -0.8092          -0.8438           11.424            7.014
           6.3330           2.5339           16.189            1.277
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.740           2.4067           -4.768           -1.862
            5.436           5.6081            4.517           -1.539
            7.990          -0.1325           -2.587            4.362
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -9.015           -3.805          -0.8974           10.049
           -1.164           -6.015         -26.9094           -8.970
           -8.754            0.518          18.4415           -3.897
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          -0.7899          -3.4055            6.658           11.036
           2.8408           8.0387            2.486           -4.341
           0.2701          -0.4095            4.464            6.207
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            3.132            1.338          -11.739         0.004948
           -7.006            3.253           -9.860        -2.464463
          -17.822           -3.122           -9.836         3.449580
 rnd_95776.volume rnd_95787.volume
           -77.24           -61.19
           -51.64           -56.61
           -36.74           -48.56
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.436 2.466  9.363 6.516 6.984 0.8779 1.534 4.421 5.082 3.919 2.494
[2,] 4.390 2.858 10.988 7.952 8.508 0.9767 1.825 4.994 5.919 5.480 3.431
[3,] 4.981 3.124 12.188 8.878 9.449 1.0629 1.997 5.460 6.409 6.217 3.904
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.717 2.699 3.444 4.947 3.831 4.351 5.236 7.674 5.322 10.78 2.534
[2,] 4.123 3.321 4.346 6.272 4.422 5.363 6.472 9.043 6.206 12.72 2.982
[3,] 4.661 3.632 5.062 7.369 4.986 6.181 7.245 9.803 7.166 14.05 3.244
     [,23] [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.43 7.112 0.4464 6.609 6.740 1.128 6.058 0.5885 6.674 1.693 1.056
[2,] 17.32 8.499 0.5079 8.024 8.473 1.301 7.466 0.7201 7.827 1.946 1.290
[3,] 18.97 9.576 0.5715 9.485 9.455 1.473 8.502 0.7997 8.878 2.202 1.393
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.909 7.116 6.942 4.943 3.296 3.742 1.511 3.039 1.069 3.759 3.966
[2,] 8.145 8.313 8.742 5.609 4.357 4.491 1.815 3.436 1.317 4.382 5.052
[3,] 9.211 9.281 9.499 6.259 4.902 5.035 1.945 3.856 1.465 4.887 5.672
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 1.910 0.8491 3.498 3.606 4.362 1.946 3.590 3.452 1.340 2.560 2.508
[2,] 2.255 1.1274 4.149 4.681 5.358 2.296 5.006 4.048 1.523 3.902 3.411
[3,] 2.605 1.2313 4.547 5.300 5.954 2.670 5.926 4.486 1.696 4.928 4.308
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.183 1.878 3.844 0.7230 2.325 1.109 2.180 2.879 2.528 3.414 1.310
[2,] 3.228 3.139 4.543 0.8302 3.181 1.297 2.593 3.507 3.313 4.372 1.679
[3,] 4.180 3.935 4.974 0.9338 3.997 1.445 3.068 3.787 3.850 4.979 1.858
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.464 3.100 2.999 1.074 3.975 3.110 4.064 3.930 4.705 5.061 2.791
[2,] 8.868 3.659 4.137 1.293 4.456 4.615 4.994 5.817 5.669 6.051 4.525
[3,] 9.871 4.025 4.760 1.530 4.954 5.235 5.626 6.834 6.094 7.229 5.986
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.225 3.268 2.776 3.903 2.122 1.716 1.834 3.007 2.716 6.322 5.037
[2,] 1.434 4.569 3.282 5.283 2.495 2.215 2.143 4.065 3.187 7.604 5.896
[3,] 1.574 5.563 3.572 5.850 2.887 2.667 2.450 4.584 3.562 8.535 6.592
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.437 1.572 1.242 1.276 2.519 2.275 0.5255 1.344  9.805 7.097
[2,] 1.799 2.061 1.874 1.866 3.054 2.807 0.6202 1.671 13.637 8.350
[3,] 2.049 2.446 2.154 2.191 3.487 3.139 0.7019 1.842 16.234 9.292
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.363    3.132   11.89    8.274    8.869   1.115    1.948    5.614
[2,] 2956.047 1562.701 6220.63 4929.822 5255.392 463.034 1068.589 2511.286
[3,] 2545.467 1363.887 5702.79 4270.911 4444.867 453.479  877.469 2388.951
         [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]
[1,]    6.453    4.977    3.167    3.45    3.427    4.373    6.281
[2,] 3282.280 4142.640 2548.006 3354.33 2093.722 2866.913 4171.070
[3,] 2657.900 3176.153 2014.448 2350.50 1590.509 2806.654 4183.139
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.864    5.525    6.649    9.745    6.759   13.69    3.217
[2,] 2389.260 3390.932 4114.657 5174.090 3452.600 7299.91 1700.643
[3,] 2490.929 3324.879 3520.059 4092.211 3875.085 6446.99 1380.208
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    17.06    9.031   0.5669    8.393    8.559   1.433    7.693
[2,] 11833.52 5032.123 262.0760 4920.240 5554.414 700.322 4719.009
[3,]  8354.69 4773.032 283.4133 5470.810 4538.538 747.043 4399.684
        [,30]    [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]
[1,]   0.7473    8.475    2.15   1.341    8.773    9.036    8.816    6.277
[2,] 448.9054 4422.502 1037.53 802.320 4665.883 4648.810 5746.506 2865.878
[3,] 376.1338 4532.423 1115.37 566.755 4651.848 4463.272 4018.019 3004.598
        [,38]    [,39]    [,40]    [,41]   [,42]    [,43]    [,44]
[1,]    4.185    4.752    1.919    3.859   1.357    4.773    5.037
[2,] 3082.326 2685.214 1086.742 1733.795 831.589 2436.625 3384.650
[3,] 2429.478 2462.153  757.134 1894.092 695.455 2340.095 2787.796
        [,45]   [,46]    [,47]    [,48]    [,49]    [,50]    [,51]
[1,]    2.425   1.078    4.442    4.579    5.539    2.472    4.559
[2,] 1296.241 802.198 2413.854 3228.170 3365.699 1316.849 3772.377
[3,] 1411.341 535.442 2011.533 2689.239 2807.273 1474.869 3431.882
        [,52]   [,53]    [,54]    [,55]    [,56]    [,57]    [,58]
[1,]    4.384   1.701    3.251    3.184    2.772    2.385    4.881
[2,] 2285.581 782.722 3184.321 2501.080 2572.299 2720.998 2619.154
[3,] 2091.233 808.540 3256.219 2845.429 2871.158 2566.366 2192.005
        [,59]    [,60]   [,61]    [,62]    [,63]   [,64]    [,65]    [,66]
[1,]   0.9181    2.952   1.408    2.768    3.656    3.21    4.336    1.664
[2,] 441.1736 2348.483 728.552 1518.624 2164.789 2315.83 2953.013 1136.385
[3,] 462.4321 2617.268 688.984 1772.564 1546.516 2120.85 2577.091  859.319
        [,67]    [,68]    [,69]   [,70]    [,71]    [,72]   [,73]    [,74]
[1,]    9.478    3.937    3.809   1.363    5.048    3.949    5.16    4.991
[2,] 5178.599 2100.899 3082.060 778.953 2177.211 3688.423 3139.45 4638.871
[3,] 4690.361 1815.245 2545.675 884.252 2340.390 2672.404 2802.56 3880.088
        [,75]    [,76]    [,77]   [,78]   [,79]    [,80]    [,81]    [,82]
[1,]    5.975    6.426    3.544   1.556    4.15    3.526    4.956    2.695
[2,] 3420.831 3586.809 3853.251 805.756 3453.20 1892.379 3850.771 1418.377
[3,] 2418.165 4277.988 4237.675 702.484 3433.38 1525.761 2718.033 1572.509
        [,83]    [,84]    [,85]    [,86]    [,87]    [,88]    [,89]
[1,]    2.179    2.329    3.818    3.448    8.028    6.396    1.824
[2,] 1514.215 1198.464 2959.252 1804.755 4569.167 3314.607 1171.581
[3,] 1607.557 1284.277 2291.055 1719.970 4193.978 3188.702 1059.819
        [,90]    [,91]    [,92]    [,93]    [,94]    [,95]    [,96]
[1,]    1.996    1.577    1.621    3.199    2.889   0.6672    1.707
[2,] 1442.040 1517.422 1471.878 1867.721 1776.992 356.2872 1074.879
[3,] 1423.648 1149.439 1241.416 1819.560 1521.722 355.6281  837.874
        [,97]    [,98]
[1,]    12.45    9.012
[2,] 10251.14 4757.378
[3,]  9525.98 4409.502
[1] "--- VAR model 2017-10-07 07:31:00  completed"
[1] "Completed training sample:  2017-10-07 07:31:00 - 2017-10-07 15:30:00"
[1] "SpVAR;   training sample:  2017-10-07 08:01:00 - 2017-10-07 16:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 08:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           7.547          -5.451        -101.96         -52.26
           7.340          -6.910         -32.42         -62.86
          12.980          -3.892         -53.55         -79.96
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -66.88         1.5459            4.890           -6.296
         -74.40        -1.1249            3.214           -3.981
         -69.98        -0.4162           -1.958           -7.119
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.171            9.116           12.881           -20.35
          -13.109          -17.048           -2.813           -25.85
           -9.214           -8.065           -3.429           -24.61
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.0674          -22.932         -25.8736           16.750
           0.5053           -8.449           0.7175            2.756
          -3.0829           -6.493         -17.5064           -2.223
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -26.684            -6.46           -5.805            5.658
           -5.128           -10.20          -16.605           18.045
          -17.535           -16.61          -24.352           -5.498
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -78.82          -10.539          -138.09           -40.27
           -24.09           -3.217          -167.65           -60.69
           -61.04           -8.316           -79.94           -48.67
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.952           -30.08           -66.73           -14.83
           -9.649           -89.87           -61.10           -17.36
           -7.118           -67.58           -78.65           -14.92
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -53.82           -8.517           -46.88           -25.00
           -49.20           -9.149           -64.37           -23.07
           -69.93           -9.276           -69.26           -23.20
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -15.39           -45.74           -71.35           -59.15
           -18.37           -78.42           -60.29           -47.47
           -17.51           -70.53           -68.87           -72.27
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -12.626           -1.153            5.628          -0.3199
            3.830           -3.241            0.449          -0.4487
           -3.498           -3.016            5.813           0.8255
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -2.514           -2.044           -34.74           -27.84
            8.000            4.545           -42.74           -26.29
            1.366            1.169           -23.57           -32.43
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            4.304          -5.6925           -32.41          -12.858
            2.654          -3.7501           -24.31            9.864
            2.451          -0.7476           -39.74           12.321
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            6.564          -10.206           -29.39            5.052
           -7.711           -3.166           -15.02            2.516
           20.289           -1.915           -37.34            2.908
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.206           -22.81           -22.33           -19.78
           -1.262           -19.90           -27.29           -23.42
           -3.175           -29.90           -18.76           -14.51
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -13.84          -5.7588        -0.567385           -9.185
           -22.18           0.4947         0.004344          -28.050
           -23.96           9.1947         1.062461          -18.982
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.3833          -12.428          11.3318           -10.29
          -0.0331          -13.181           1.7045            -1.23
          -2.5560           -9.806          -0.2583            -3.23
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -8.499         -0.61140          -45.162            9.282
           -7.926         -0.68281           -2.676           -3.431
           -2.722         -0.04247           -8.027           -2.855
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -3.925           3.2044           13.417           19.851
           -7.548          -1.8983           10.444            7.767
           -7.105          -0.3096            7.598            1.698
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -14.091            1.476            8.904            8.855
            3.974            4.175           23.745           23.198
           -7.612            7.713           18.679           18.286
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.623          -3.8881            6.827           -8.949
            2.058          -0.6953           12.189           -8.675
           21.215           0.5396           14.483           -7.278
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           4.2994            4.365           -7.591            2.921
           9.7093            2.929           -2.167           -3.874
           0.1179           -2.968            2.099            2.595
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            6.224          -0.1477            2.433          -15.320
          -20.961          -1.1018           -5.608            7.327
            8.174         -10.7486           14.052          -13.690
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.7697           6.4039            5.086            4.417
          -1.1582           3.9082            3.576            4.007
           4.0781          -0.6185           -1.883            0.407
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -12.019            1.317          -10.816           -1.428
           -4.469           -1.700           -9.381            1.995
          -10.347            9.122           -9.768            2.727
 rnd_95776.volume rnd_95787.volume
           -51.38           -40.07
          -103.42           -78.31
           -12.25           -70.69
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.477 2.577  9.883 6.590 7.462 0.8305 1.558 4.460 5.045 4.033 2.474
[2,] 4.517 2.959 11.209 8.221 8.936 0.9691 1.848 5.164 6.003 5.638 3.464
[3,] 5.079 3.243 12.410 9.162 9.918 1.0729 2.013 5.569 6.540 6.368 3.897
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.766 2.767 3.245 3.396 3.946 4.186 5.373 7.499 5.405 10.99 2.552
[2,] 4.147 3.409 4.331 4.598 4.577 5.225 6.604 8.959 6.327 12.91 2.966
[3,] 4.722 3.773 5.089 5.656 5.229 6.046 7.262 9.675 7.285 14.06 3.212
     [,23]  [,24]  [,25] [,26] [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.64  7.621 0.4676 6.620 7.080 1.116 6.259 0.6019 7.137 1.663 1.125
[2,] 17.45  9.024 0.5343 8.279 8.737 1.339 7.808 0.7323 8.389 1.936 1.314
[3,] 19.37 10.071 0.6025 9.792 9.873 1.503 8.901 0.8076 9.298 2.207 1.432
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.139 7.427 7.255 5.124 3.383 3.913 1.654 3.213 1.114 3.817 4.149
[2,] 8.519 8.619 9.025 5.751 4.629 4.759 1.926 3.588 1.321 4.491 5.243
[3,] 9.577 9.578 9.962 6.438 5.181 5.298 2.073 4.032 1.468 5.004 5.833
     [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.075 0.9151 3.684 3.729 4.428 1.985 3.657 3.757 1.317 2.741 2.487
[2,] 2.481 1.1754 4.361 4.860 5.485 2.319 5.155 4.346 1.527 4.071 3.483
[3,] 2.846 1.3088 4.743 5.543 6.133 2.687 6.101 4.731 1.700 5.129 4.433
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.388 1.970 3.975 0.7389 2.351 1.128 2.242 3.085 2.613 3.569 1.337
[2,] 3.405 3.180 4.635 0.8631 3.254 1.314 2.660 3.634 3.389 4.436 1.708
[3,] 4.349 4.016 5.082 0.9613 4.165 1.455 3.106 3.934 3.956 5.087 1.885
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  7.590 3.157 3.151 1.114 3.945 3.225 4.159 3.976 4.783 4.929 2.980
[2,]  9.029 3.808 4.321 1.324 4.518 4.691 5.133 5.955 5.613 5.959 4.555
[3,] 10.183 4.157 4.935 1.575 5.038 5.385 5.752 6.975 6.074 7.218 6.005
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.296 3.355 2.739 3.857 2.124 1.694 1.881 3.090 2.781 6.843 5.064
[2,] 1.510 4.471 3.307 5.253 2.563 2.262 2.252 4.125 3.247 8.156 5.895
[3,] 1.656 5.482 3.600 5.854 2.949 2.728 2.550 4.794 3.622 8.926 6.500
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.524 1.615 1.302 1.279 2.582 2.433 0.5401 1.293  9.793 7.763
[2,] 1.869 2.174 1.963 1.942 3.186 2.955 0.6332 1.563 14.026 8.994
[3,] 2.144 2.527 2.246 2.282 3.639 3.353 0.7113 1.721 16.576 9.711
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.416    3.273   12.55    8.368    9.475   1.055    1.979    5.663
[2,] 3155.839 1590.225 5788.41 5379.883 5380.544 546.826 1088.002 2849.966
[3,] 2540.206 1454.110 5829.91 4426.802 4711.125 503.713  873.598 2282.082
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.407    5.121    3.142    3.512    3.514    4.121    4.313
[2,] 3559.503 4313.258 2653.096 3382.689 2180.065 3139.279 3392.618
[3,] 2840.486 3240.410 1954.847 2470.725 1769.483 2924.151 3604.424
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]
[1,]    5.011    5.316    6.822    9.523    6.863   13.96    3.24    17.32
[2,] 2539.080 3421.940 4203.161 5364.361 3599.221 7408.30 1654.15 11913.41
[3,] 2765.720 3329.789 3305.309 3997.498 3953.437 6103.00 1350.47  9211.26
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    9.678   0.5937    8.407    8.991   1.417    7.948   0.7643
[2,] 5289.451 283.0053 5440.782 5603.080 809.943 5108.642 456.6776
[3,] 4893.563 304.6762 5722.883 5032.380 745.998 4678.797 372.5861
        [,31]    [,32]   [,33]    [,34]    [,35]    [,36]    [,37]
[1,]    9.063    2.112   1.429    9.065    9.431    9.213    6.507
[2,] 4825.688 1084.286 743.762 5088.904 4787.418 5875.847 2856.836
[3,] 4388.508 1159.384 621.693 4788.813 4571.385 4616.135 3167.565
        [,38]    [,39]    [,40]   [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    4.296    4.969    2.101    4.08   1.414    4.847    5.269    2.635
[2,] 3459.113 2964.770 1079.674 1748.00 777.765 2591.045 3508.007 1488.291
[3,] 2546.775 2548.238  837.966 2014.51 700.944 2415.933 2797.543 1526.962
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]   1.162    4.678    4.735    5.623    2.521    4.644    4.771   1.673
[2,] 807.430 2553.422 3412.083 3543.226 1312.104 3976.149 2390.291 844.063
[3,] 630.249 2041.037 2916.261 3002.565 1484.491 3572.821 2045.455 819.928
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.481    3.158    3.032    2.502    5.048   0.9383    2.986
[2,] 3293.701 2669.009 2656.468 2731.999 2608.819 488.3599 2462.556
[3,] 3415.441 3001.264 2961.015 2684.382 2282.493 463.2840 2844.644
       [,61]    [,62]    [,63]    [,64]    [,65]    [,66]    [,67]
[1,]   1.432    2.847    3.918    3.318    4.532    1.698    9.638
[2,] 738.723 1568.285 2101.506 2361.760 2883.768 1163.196 5353.408
[3,] 682.879 1753.478 1648.268 2234.559 2725.807  872.096 5153.597
        [,68]    [,69]   [,70]   [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    4.009    4.001   1.415    5.01    4.095    5.281    5.049    6.074
[2,] 2331.266 3235.700 782.848 2409.08 3728.949 3292.175 4852.325 3215.008
[3,] 1824.820 2610.973 933.251 2440.29 2893.851 2841.018 3975.817 2541.949
        [,76]    [,77]   [,78]   [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    6.259    3.784   1.645    4.26    3.478    4.898    2.697    2.151
[2,] 3665.144 3770.773 848.082 3234.82 2028.829 3903.454 1569.569 1640.116
[3,] 4458.638 4283.581 744.240 3471.58 1556.592 2828.535 1596.679 1668.487
        [,84]    [,85]    [,86]   [,87]   [,88]    [,89]    [,90]    [,91]
[1,]    2.389    3.924    3.531    8.69    6.43    1.935    2.051    1.654
[2,] 1355.711 2991.757 1835.328 4857.28 3302.79 1184.140 1593.724 1608.354
[3,] 1307.936 2674.008 1755.626 3968.23 2997.07 1150.237 1408.128 1193.782
        [,92]    [,93]   [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    1.624    3.278    3.09   0.6859   1.641    12.44    9.858
[2,] 1599.843 2043.590 1834.14 361.8326 961.676 10989.57 4971.273
[3,] 1310.688 1925.366 1734.88 354.6750 788.096  9670.45 4008.483
[1] "--- VAR model 2017-10-07 08:01:00  completed"
[1] "Completed training sample:  2017-10-07 08:01:00 - 2017-10-07 16:00:00"
[1] "SpVAR;   training sample:  2017-10-07 08:31:00 - 2017-10-07 16:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 08:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          14.574         -8.2704         -55.74         -52.24
           2.625          0.2249         -75.95         -72.22
          -2.554          0.6736         -48.43         -51.57
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -42.84         0.3951           5.1073           -3.764
         -59.22         0.6371           6.7499            2.628
         -75.40        -0.6232          -0.3824           -9.519
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -13.712         -10.6138           -7.070           -15.95
            4.018           0.8399            1.922           -22.44
          -13.662          -1.8932            9.769           -29.58
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.548          -0.6844           -6.739            3.358
            2.789           0.3189           -5.503            1.734
           -4.625          -7.9775           -5.786           -2.484
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
         -12.1463           -11.27           -10.96            1.919
          -0.6979           -19.64           -30.52           23.906
         -17.7025           -21.75           -12.40            8.623
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -70.24           -3.761           -112.8           -58.65
           -71.00           -9.266           -141.0           -43.85
           -64.23           -9.348           -157.7           -84.37
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.703           -80.07           -62.08           -15.33
           -9.027           -47.79           -73.63           -16.59
           -7.887           -50.44           -67.16           -18.30
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -48.62           -7.683           -39.02           -31.75
           -69.81           -9.073           -66.14           -30.75
           -56.20           -8.547           -73.30           -25.91
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.65           -53.15           -52.15           -60.81
           -16.89           -54.30           -58.70           -66.12
           -13.47           -74.88           -65.62           -56.65
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -3.665          -2.3469           -1.159           1.3707
            7.612           0.2066            6.729          -2.0848
           17.300          -2.7942           -4.376           0.2918
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
          -4.8600            2.097           -36.58           -35.84
          12.4724           -2.376           -36.44           -31.91
          -0.2285            2.132           -27.46           -34.79
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          -6.1773           -2.707           -18.01           19.453
          -2.4559           -7.632           -38.70            2.222
           0.1886           -3.577           -34.00           10.101
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -1.885            3.041           -30.62           15.924
            5.524           -8.018           -25.69            6.492
           -4.175           -3.283           -26.66           15.163
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -6.189           -23.14           -14.41           -19.41
           -3.111           -21.81           -15.81           -21.24
            1.415           -13.07           -24.61           -20.25
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -37.513            3.114           0.9655           -22.91
          -16.147           -7.662          -2.0385           -24.62
           -6.519           11.168          -1.9251           -15.57
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -5.367          -10.460            4.256           -12.65
           -6.505          -19.077           -2.488           -13.10
           -3.265           -3.828            1.577           -18.97
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -22.892           -4.088          -5.6999            6.604
            4.002           -5.782          13.9773           -4.983
          -25.954            2.260           0.9308           -7.393
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.337           0.4363           20.940           3.5522
          -19.210           4.4391            1.087          21.0363
           -5.948          -1.3208           -4.850           0.4165
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            6.581            4.796             1.56           10.936
           -6.607           11.164            20.29            9.497
           -6.223           -5.903            19.57           28.092
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
          10.5278           -3.814           -6.120           0.7401
           0.6223            1.409           12.981          -3.0380
          26.9375            1.817            8.869           2.1884
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           6.0414            3.370          -8.0981           0.8099
          -0.7847            4.990           0.2888           5.6339
          12.7761            5.242           0.7881          -2.1481
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.791           -1.718           -9.371           13.643
           -2.132           -2.462           15.752            2.422
           -8.781           -1.569          -10.853          -18.689
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.5750           -1.765           0.5455           -2.080
          -0.5969            6.548           1.5002            2.855
          -1.4419           -1.719           4.3770            3.561
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -8.567            7.355           -8.830          -0.2769
           -9.999            1.006          -12.277          -0.7597
           -9.426           -4.432           -9.594           0.2541
 rnd_95776.volume rnd_95787.volume
           -71.05           -53.03
           -26.76           -44.84
           -72.74           -80.99
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.447 2.640 10.44 6.647  7.824 0.8516 1.657 4.509 5.141 4.163 2.609
[2,] 4.499 3.035 11.54 8.321  9.299 0.9792 1.942 5.273 6.105 5.789 3.595
[3,] 5.027 3.316 12.84 9.369 10.157 1.0715 2.086 5.658 6.665 6.597 4.093
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22]
[1,] 2.879 2.779 3.470 3.402 3.995 4.354 5.580 7.599 5.735 10.66 2.166
[2,] 4.285 3.517 4.489 4.646 4.698 5.344 6.867 9.205 6.593 12.41 2.535
[3,] 4.870 3.804 5.266 5.726 5.357 6.198 7.507 9.953 7.475 13.76 2.778
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31] [,32]
[1,] 13.80  7.620 0.4597  7.073  7.278 1.166 6.465 0.5837 7.204 1.694
[2,] 17.95  9.131 0.5366  8.363  8.869 1.376 7.890 0.7090 8.628 1.973
[3,] 20.06 10.234 0.5988 10.037 10.134 1.532 9.056 0.7754 9.534 2.261
     [,33]  [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.178  7.738 7.460  7.462 5.095 3.424 4.035 1.664 3.382 1.133 3.966
[2,] 1.391  8.960 8.650  9.117 5.950 4.665 4.882 1.961 3.798 1.325 4.672
[3,] 1.494 10.021 9.472 10.192 6.556 5.182 5.374 2.114 4.299 1.483 5.185
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.252 2.147 0.9593 3.960 3.894 4.609 1.990 3.745 3.804 1.311 2.759
[2,] 5.403 2.567 1.2217 4.584 4.890 5.757 2.328 5.225 4.448 1.567 4.090
[3,] 5.961 2.971 1.3892 5.045 5.532 6.332 2.726 6.236 4.813 1.749 5.339
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.405 2.441 1.772 4.076 0.7721 2.400 1.125 2.430 3.146 2.681 3.914
[2,] 3.460 3.580 3.076 4.685 0.8803 3.320 1.310 2.894 3.767 3.525 4.772
[3,] 4.422 4.431 4.001 5.110 0.9847 4.265 1.475 3.305 4.058 4.111 5.353
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.402  8.255 3.301 3.081 1.176 3.951 3.320 4.208 3.903 4.748 4.923
[2,] 1.768  9.607 3.984 4.436 1.415 4.602 4.614 5.367 5.953 5.551 6.154
[3,] 1.968 10.743 4.333 5.087 1.666 5.159 5.368 5.973 6.995 6.091 7.222
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.026 1.336 3.205 2.827 4.016 2.224 1.796 1.946 2.981 2.838 7.043
[2,] 4.554 1.543 4.496 3.317 5.263 2.607 2.362 2.320 4.182 3.402 8.385
[3,] 5.935 1.689 5.521 3.612 5.918 3.003 2.800 2.589 4.851 3.785 9.135
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 5.136 1.619 1.833 1.410 1.313 2.562 2.502 0.5484 1.358  9.941  8.006
[2,] 5.977 1.979 2.372 2.132 2.115 3.211 3.077 0.6432 1.630 14.526  9.212
[3,] 6.685 2.274 2.770 2.455 2.462 3.668 3.474 0.7260 1.795 16.884 10.195
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]    [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.377    3.353   13.26    8.44    9.935   1.081    2.104    5.725
[2,] 3242.070 1678.275 5504.96 5613.16 5635.735 541.947 1136.001 3065.650
[3,] 2515.317 1498.515 6325.30 4828.01 4580.964 487.999  854.291 2301.522
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.529    5.286    3.312    3.656    3.529    4.407    4.319
[2,] 3691.353 4510.871 2773.805 3557.863 2416.281 3192.863 3548.191
[3,] 2999.470 3546.579 2194.101 2596.846 1626.839 3086.696 3752.965
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]
[1,]    5.074    5.529    7.085    9.649    7.282   13.54    2.75    17.53
[2,] 2771.138 3473.951 4489.573 5824.796 3648.535 7133.80 1478.22 12867.70
[3,] 2886.016 3521.360 3400.756 4246.986 3949.585 6648.51 1272.29 10044.81
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]
[1,]    9.677   0.5837    8.982    9.242   1.481    8.21   0.7412    9.148
[2,] 5640.966 310.4621 5003.167 5683.802 818.089 5072.29 451.4035 5324.874
[3,] 5183.449 298.1072 6223.837 5497.914 755.509 4983.04 352.0596 4548.563
        [,32]   [,33]    [,34]    [,35]    [,36]   [,37]    [,38]    [,39]
[1,]    2.152   1.496    9.826    9.472    9.475    6.47    4.348    5.123
[2,] 1134.373 828.078 5066.230 4910.830 5874.765 3447.04 3553.615 3083.128
[3,] 1237.520 612.295 5032.814 4326.935 5107.316 3084.78 2528.711 2518.959
        [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]    2.114    4.294   1.439    5.036    5.399    2.726   1.218    5.029
[2,] 1163.212 1937.825 768.826 2770.264 3738.875 1578.935 848.365 2587.833
[3,]  885.648 2259.306 746.461 2520.253 2823.302 1677.744 741.513 2364.758
        [,48]    [,49]    [,50]    [,51]   [,52]   [,53]    [,54]    [,55]
[1,]    4.944    5.852    2.527    4.756    4.83   1.665    3.503    3.054
[2,] 3317.425 3868.097 1355.119 4085.264 2584.81 962.892 3386.792 2788.655
[3,] 2900.091 2956.793 1590.346 3817.948 2061.99 871.644 3848.265 3089.259
      [,56]   [,57]    [,58]    [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    3.1    2.25    5.176   0.9805    3.048   1.429    3.086    3.995
[2,] 2936.5 2819.73 2590.887 474.1008 2572.584 752.393 1762.028 2323.885
[3,] 2927.4 2869.78 2287.018 494.8558 3001.277 759.012 1790.059 1692.916
        [,64]   [,65]   [,66]   [,67]    [,68]    [,69]   [,70]    [,71]
[1,]    3.405    4.97    1.78   10.48    4.191    3.913   1.494    5.017
[2,] 2566.397 3061.49 1208.24 5510.14 2502.808 3578.256 881.527 2646.698
[3,] 2372.796 2719.39  968.51 5392.96 1910.258 2791.927 985.591 2613.582
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]   [,79]
[1,]    4.215    5.343    4.957    6.029    6.252    3.843   1.696    4.07
[2,] 3593.544 3735.980 5039.482 3225.491 4140.449 3815.828 866.695 3535.35
[3,] 3075.979 2939.787 4120.309 2812.223 4238.356 4268.028 770.788 3593.62
       [,80]  [,81]    [,82]    [,83]    [,84]    [,85]    [,86]    [,87]
[1,]    3.59    5.1    2.824    2.281    2.471    3.785    3.604    8.943
[2,] 1945.12 3815.1 1525.469 1719.191 1415.538 3289.979 2102.407 5102.352
[3,] 1603.49 3033.1 1670.801 1686.637 1288.277 2755.021 1861.238 4065.611
        [,88]    [,89]    [,90]    [,91]    [,92]    [,93]    [,94]
[1,]    6.522    2.055    2.328    1.791    1.667    3.253    3.177
[2,] 3427.043 1276.164 1687.466 1793.227 1860.049 2170.515 2008.726
[3,] 3359.567 1255.566 1604.858 1365.544 1412.670 1989.459 1806.882
        [,95]    [,96]    [,97]   [,98]
[1,]   0.6964    1.725    12.62   10.17
[2,] 376.8242 1010.291 11877.90 5110.29
[3,] 377.6246  844.022  9649.92 4897.66
[1] "--- VAR model 2017-10-07 08:31:00  completed"
[1] "Completed training sample:  2017-10-07 08:31:00 - 2017-10-07 16:30:00"
[1] "SpVAR;   training sample:  2017-10-07 09:01:00 - 2017-10-07 17:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 09:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         11.9622          2.0705         -83.45         -63.01
          6.7257         -0.8517        -103.72         -87.38
          0.4188         -0.8606         -74.36         -71.81
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -64.91         1.4171           7.1077            1.824
         -61.06         2.3896           4.6238           -9.708
         -72.43         0.6391           0.9726           -7.238
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            5.024            1.579           14.486           -19.69
          -18.804          -18.655            4.774           -23.92
          -11.961           -2.941            5.852           -38.21
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           0.9544           -8.925           -4.216          -6.7004
           2.7496           -7.982           -4.870           0.5941
          -0.9087          -21.429          -22.240         -19.1611
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -1.961           -22.88           1.4815            24.01
          -17.037           -11.32          -0.8836            34.34
          -21.676           -12.03          13.9160            20.80
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -97.18            -3.93           -104.3           -57.76
           -79.60           -11.09           -167.9           -52.35
           -79.45           -12.13           -149.0           -81.21
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.058          -101.03           -79.01           -18.38
           -9.273           -49.83           -84.12           -20.38
          -10.061           -71.41           -64.48           -16.82
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -69.70           -8.280           -64.08           -31.87
           -91.09           -8.907           -77.51           -31.43
           -72.06           -7.573           -86.73           -33.84
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.66           -49.25           -56.83           -32.77
           -18.33           -41.71           -48.25           -38.53
           -16.02           -78.30           -74.15           -57.38
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
         -2.59495          -13.427           10.284          -0.2179
          8.77821            4.020            3.635          -4.1528
         -0.07113            3.056          -11.035          -1.0956
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           4.5071          3.75278           -17.03           -13.75
          -0.2577         -0.04647           -32.35           -33.48
          -8.2382          0.40726           -29.09           -25.54
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -2.297           -6.094           -38.84           0.2871
            4.561           -3.905           -36.30          -2.6141
            4.807           -3.406           -31.15          11.5643
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            10.41           -6.927           -54.24            3.990
           -17.20           -2.346           -16.60            3.509
            11.87           -2.026           -45.28           10.255
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -0.73502           -19.39           -15.03           -26.75
          0.07263           -39.19           -33.07           -17.23
         -5.21781           -34.41           -16.02           -24.05
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -5.041          16.3250          -1.0285          -14.335
          -12.754          -0.8235          -0.6030           -6.054
          -33.610          -1.9624          -0.4172          -10.659
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.189           -10.19            6.966           -1.908
           -3.453           -13.31            5.374          -12.830
           -1.558           -11.35            5.197           -8.047
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            3.464           3.2851          -21.135            3.211
          -10.104          -0.6793           -7.878            5.507
           -2.872          -1.3624           -6.594            3.148
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.928          -2.6755         15.23736            9.328
            4.564           0.7127          0.07734           17.082
           -8.138           0.3431         14.91848            1.489
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -12.078           15.439            25.73            19.04
            3.327            7.294            24.54            20.46
          -12.736           -5.972            11.58            19.99
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            4.509           1.1581           -3.163          -2.6695
           26.619          -1.4264           15.758          -5.5895
           28.132          -0.1458           20.930          -0.8666
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
             2.04           -5.175           -8.753           0.8171
            -5.50           -1.217          -10.817          -1.2733
            12.95            4.138           -5.352          -3.0131
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.385          -2.3123            8.745        -13.79100
           -6.498           4.8154           13.153        -12.21775
           -1.911          -0.9316           20.888         -0.01526
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           5.1657           10.193            5.094            6.462
          -1.0462            7.336            9.650           11.354
           0.6894            2.501            4.895            3.428
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.969           6.7185           -8.199            2.338
            6.203           5.3239          -10.138           -3.672
           -3.224          -0.2389          -10.857           -4.260
 rnd_95776.volume rnd_95787.volume
           -71.04           -65.09
          -121.48           -61.20
           -64.33           -78.13
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.539 2.683 10.58 6.821 7.791 0.9037 1.710 4.321 5.263 4.086 2.674
[2,] 4.690 3.108 11.64 8.523 9.144 1.0423 1.959 5.013 6.201 5.712 3.675
[3,] 5.303 3.403 12.93 9.601 9.953 1.1366 2.114 5.495 6.765 6.442 4.127
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.912 2.732 3.384 3.428 3.856 4.234 5.500  7.725 5.686  9.665 2.274
[2,] 4.383 3.451 4.525 4.785 4.532 5.238 6.761  9.373 6.668 11.466 2.630
[3,] 4.948 3.827 5.452 5.922 5.237 6.108 7.421 10.184 7.413 13.060 2.946
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31] [,32]
[1,] 13.52  7.734 0.4787  7.084  7.171 1.166 6.586 0.5968 7.344 1.716
[2,] 17.70  9.146 0.5533  8.573  9.121 1.349 7.911 0.7060 8.674 2.016
[3,] 19.93 10.326 0.6194 10.124 10.340 1.515 9.213 0.7737 9.677 2.287
     [,33]  [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.261  8.048 7.557  7.507 5.020 3.452 4.240 1.662 3.421 1.187 3.996
[2,] 1.437  9.234 8.612  9.343 5.922 4.821 5.048 2.023 3.929 1.379 4.642
[3,] 1.551 10.244 9.374 10.377 6.538 5.283 5.585 2.160 4.356 1.543 5.178
     [,44] [,45]  [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.469 2.146 0.9772 4.057 3.888 4.559 2.044 3.881 3.562 1.332 2.773
[2,] 5.465 2.585 1.2878 4.694 4.936 5.643 2.465 5.524 4.326 1.568 3.996
[3,] 5.991 3.054 1.4533 5.072 5.651 6.322 2.865 6.450 4.730 1.741 5.238
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.395 2.453 1.676 4.125 0.7766 2.332 1.159 2.492 3.307 2.644 3.902
[2,] 3.508 3.555 3.046 4.844 0.9007 3.349 1.338 2.968 3.936 3.499 4.829
[3,] 4.517 4.383 4.010 5.250 0.9961 4.358 1.466 3.386 4.203 4.049 5.350
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.478  8.226 3.483 3.106 1.194 4.233 3.246 4.586 4.260 4.663 4.621
[2,] 1.792  9.591 4.121 4.716 1.442 4.886 4.693 5.554 6.271 5.335 5.986
[3,] 1.968 10.732 4.442 5.365 1.713 5.425 5.502 6.192 7.289 5.852 7.164
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.868 1.319 3.185 2.761 3.990 2.331 1.846 1.985 2.947 2.909 7.200
[2,] 4.494 1.521 4.278 3.314 5.284 2.698 2.363 2.345 4.368 3.508 8.424
[3,] 5.935 1.699 5.403 3.625 5.929 3.087 2.821 2.627 5.000 3.936 9.120
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97]  [,98]
[1,] 5.173 1.672 1.891 1.476 1.373 2.745 2.574 0.5473 1.343 10.07  8.140
[2,] 5.950 2.087 2.414 2.218 2.254 3.271 3.163 0.6526 1.611 14.60  9.346
[3,] 6.620 2.419 2.821 2.555 2.601 3.785 3.579 0.7363 1.812 17.18 10.309
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.494    3.407   13.44    8.662    9.894   1.148    2.172    5.487
[2,] 3498.062 1783.446 5515.28 5809.253 5441.338 590.276 1084.560 2888.598
[3,] 2814.025 1575.843 6380.78 5024.779 4467.349 515.289  902.944 2556.890
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.684    5.188    3.396    3.698    3.469    4.297    4.353
[2,] 3725.946 4538.287 2865.179 3723.924 2396.472 3414.460 3794.263
[3,] 3074.538 3385.743 2133.969 2608.487 1880.854 3456.069 3966.106
        [,16]    [,17]    [,18]   [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.896    5.377    6.984    9.81    7.221   12.27    2.887    17.16
[2,] 2706.547 3505.456 4468.581 6034.09 3959.222 7011.33 1502.356 12986.97
[3,] 2984.031 3572.015 3479.788 4524.96 3681.435 7108.83 1509.381 10416.97
        [,24]    [,25]    [,26]    [,27]  [,28]    [,29]    [,30]    [,31]
[1,]    9.822   0.6079    8.996    9.105   1.48    8.363   0.7578    9.326
[2,] 5549.328 315.3614 5488.780 6408.147 771.36 4981.829 428.7301 5245.759
[3,] 5449.245 316.5680 6120.082 5534.921 784.43 5367.356 359.8806 4878.033
        [,32]   [,33]   [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]    2.179   1.602   10.22    9.596    9.532    6.375    4.383    5.384
[2,] 1203.659 783.233 5148.00 4696.160 6323.210 3572.310 3825.762 3114.284
[3,] 1225.880 664.117 5041.12 4207.769 5133.106 3146.658 2455.007 2717.226
        [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]    2.111    4.344   1.507    5.074    5.675    2.725   1.241    5.151
[2,] 1310.914 2197.067 798.350 2684.370 3576.261 1637.812 953.440 2684.132
[3,]  860.949 2137.381 787.520 2609.283 2790.040 1849.311 765.676 2183.449
        [,48]   [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    4.937    5.79    2.596    4.928    4.524   1.692    3.521    3.041
[2,] 3456.280 3778.83 1566.091 4468.729 2789.922 940.997 3271.448 2913.674
[3,] 3127.867 3240.05 1659.547 3784.742 2174.930 859.113 3848.556 3235.001
        [,56]    [,57]    [,58]    [,59]    [,60]   [,61]    [,62]
[1,]    3.115    2.129    5.239   0.9862    2.961   1.472    3.164
[2,] 2925.182 2891.430 2886.111 518.5731 2732.946 758.817 1832.921
[3,] 2913.757 2963.871 2300.760 483.6139 3168.852 681.055 1853.159
        [,63]    [,64]    [,65]    [,66]   [,67]    [,68]    [,69]
[1,]    4.199    3.358    4.954    1.876   10.45    4.423    3.944
[2,] 2426.797 2605.180 3234.210 1152.679 5605.58 2503.374 4033.749
[3,] 1676.131 2315.657 2617.385  925.401 5472.57 1885.512 2907.759
        [,70]    [,71]    [,72]    [,73]   [,74]    [,75]    [,76]
[1,]    1.516    5.375    4.122    5.824    5.41    5.921    5.868
[2,]  918.244 2773.406 3853.166 3559.801 5230.39 2947.546 4325.591
[3,] 1052.357 2678.856 3263.076 3113.967 4224.93 2732.326 4473.190
        [,77]   [,78]    [,79]    [,80]    [,81]   [,82]    [,83]   [,84]
[1,]    3.642   1.674    4.045    3.506    5.066    2.96    2.344    2.52
[2,] 3932.308 861.680 3246.771 2083.151 3937.659 1544.51 1677.908 1420.23
[3,] 4406.692 861.384 3751.152 1669.402 3058.589 1703.68 1750.594 1344.43
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.742    3.694    9.143    6.569    2.123    2.401    1.874
[2,] 3665.025 2229.402 4970.425 3340.286 1420.323 1705.963 1882.489
[3,] 2765.152 2028.761 3973.947 3299.550 1389.503 1659.328 1441.453
        [,92]    [,93]    [,94]   [,95]    [,96]    [,97]   [,98]
[1,]    1.744    3.485    3.269   0.695    1.705    12.78   10.34
[2,] 2031.346 2022.875 2089.045 404.019 1011.218 12021.00 5221.70
[3,] 1475.316 2165.298 1905.138 387.669  944.373 10301.30 4943.98
[1] "--- VAR model 2017-10-07 09:01:00  completed"
[1] "Completed training sample:  2017-10-07 09:01:00 - 2017-10-07 17:00:00"
[1] "SpVAR;   training sample:  2017-10-07 09:31:00 - 2017-10-07 17:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 09:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          16.676          -9.048         -96.46         -81.74
           7.495           7.540         -64.54         -50.37
           4.072          -2.008         -69.27         -62.30
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -52.78          6.698           4.8142            2.085
         -71.02         -4.181           0.8844           -6.026
         -57.11          2.670           2.3098           10.562
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -3.1360           -9.440           -2.951           -10.61
           0.6559            4.705            2.732           -22.17
         -18.7457          -18.511            2.443           -22.74
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            7.556           13.248            1.041           -4.841
           -3.373            4.978            2.059          -14.430
            3.223          -12.243          -10.981          -10.952
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.987         -8.62827           0.3001            16.68
           -6.442          0.05913         -18.5255            27.65
          -19.290         -1.31303         -12.2882            10.76
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -94.80           -8.907           -171.1           -62.36
           -62.39           -5.676           -146.5           -64.69
           -56.47           -6.393           -160.7           -57.05
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
          -11.510           -71.37           -77.35           -14.58
           -8.797           -85.97           -55.31           -16.16
           -9.510           -66.08           -68.85           -17.40
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.68           -8.752           -50.61           -22.28
           -60.97           -9.198           -68.54           -23.34
           -57.39          -10.116           -42.84           -26.16
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -14.16           -52.85           -47.63           -60.48
           -12.96           -89.10           -67.79           -67.52
           -12.97           -54.86           -56.45           -64.05
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -11.684           -6.090            3.708          -0.5305
           14.837           -7.949            5.086          -2.6182
            3.725            5.087            9.302           5.8970
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2243          -0.8427           -21.25           -34.55
          12.9240           2.1107           -30.87           -25.07
          -1.6120          -0.1154           -31.31           -31.89
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.396            1.379           -30.33            6.875
            3.957            1.589           -26.69            3.737
            3.015           -1.439           -31.63           14.795
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            8.364           -5.105           -17.43           0.8566
           -3.505           -5.627           -26.80          -0.8390
           17.132           -3.291           -13.18          23.3030
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            1.666           -16.00            -9.66           -16.98
           -3.509           -27.71           -22.39           -15.84
           -3.097           -21.02           -19.61           -14.05
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -12.466            2.805          0.78389          -20.715
           -8.666            8.112          0.93017           -8.886
          -22.411            3.914         -0.01176          -13.088
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -0.8492           -6.728           -4.915           -16.99
          -0.2387          -10.661            2.870           -13.07
          -0.6743           -4.073           -3.503           -11.01
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.951           1.4394          -10.703           -3.312
          -10.298          -0.0767           -5.017           -7.227
           -9.418          -2.2104           21.117            3.043
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -20.973           0.1517           13.555           13.476
          -10.672          -3.6887            8.377            5.199
           -6.804           0.8869           11.336            4.669
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           3.5599            13.29            8.140           -1.087
         -17.0502             1.50            5.358           19.561
           0.6142            10.04           -4.227           -2.826
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -5.389           4.8734           19.876            9.462
           10.514           1.1039           -3.854            3.217
            7.489           0.1988           14.641            3.825
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           -4.338           -2.722          -10.924            4.182
            5.492           -3.556           -2.880           -4.124
           12.620            1.438           -6.079           -3.658
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.897           -1.515           -7.178           -5.762
           -6.453            1.853           -7.885          -13.886
            1.043           -2.119           11.325           -2.743
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.4888           -3.571           -6.617           -3.043
           2.5496            8.628            6.290            4.266
           3.5286            3.863            7.107            8.406
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.330           1.0422          -11.029            3.173
           -1.605           3.4744           -9.473           -4.959
            4.188          -0.6145           -9.962           -2.199
 rnd_95776.volume rnd_95787.volume
           -67.43           -55.28
           -49.37           -57.26
           -54.22           -45.91
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.556 2.804 10.76 6.821  7.514 0.9186 1.661 4.399 5.298 4.317 2.728
[2,] 4.678 3.214 11.92 8.722  9.307 1.1058 1.950 5.195 6.261 6.032 3.686
[3,] 5.299 3.489 13.01 9.734 10.138 1.2081 2.111 5.684 6.843 6.769 4.138
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 2.830 2.763 3.314 3.556 3.812 4.008 5.889  7.562 5.739  9.861 2.220
[2,] 4.483 3.490 4.598 4.869 4.540 4.958 6.935  9.325 6.545 11.835 2.607
[3,] 5.111 3.856 5.614 5.989 5.249 5.991 7.654 10.126 7.260 13.198 2.947
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31] [,32]
[1,] 13.81  7.959 0.4737  7.510  7.575 1.192 6.829 0.5784 7.112 1.835
[2,] 17.64  9.384 0.5662  8.902  9.409 1.385 8.195 0.6952 8.611 2.130
[3,] 20.41 10.491 0.6359 10.443 10.474 1.533 9.223 0.7776 9.694 2.412
     [,33]  [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.297  8.062 7.527  7.463 4.806 3.434 4.128 1.679 3.508 1.146 3.989
[2,] 1.480  9.346 8.900  9.280 5.786 4.743 4.913 2.049 4.049 1.426 4.631
[3,] 1.596 10.353 9.712 10.371 6.482 5.285 5.561 2.167 4.498 1.579 5.212
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.234 2.179 1.033 4.058 3.982 4.678 2.148 3.988 3.833 1.349 2.773
[2,] 5.365 2.640 1.323 4.585 4.942 5.783 2.651 5.697 4.539 1.600 3.943
[3,] 5.874 3.137 1.491 4.901 5.612 6.477 3.022 6.594 4.887 1.772 5.298
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.546 2.466 1.655 3.968 0.7930 2.317 1.196 2.510 3.271 2.791 4.063
[2,] 3.653 3.636 3.154 4.762 0.9148 3.352 1.365 2.976 3.886 3.627 4.805
[3,] 4.655 4.464 4.174 5.156 1.0118 4.403 1.505 3.403 4.159 4.120 5.345
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.454  8.456 3.625 3.164 1.216 4.242 3.217 4.469 4.161 4.547 4.544
[2,] 1.805  9.982 4.283 4.959 1.488 4.919 4.742 5.421 6.198 5.250 5.891
[3,] 1.982 10.986 4.632 5.546 1.754 5.420 5.459 6.110 7.300 5.858 7.314
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.986 1.362 3.535 2.821 4.104 2.396 1.868 1.922 2.993 2.919 7.483
[2,] 4.739 1.576 4.511 3.364 5.334 2.765 2.412 2.276 4.323 3.564 8.588
[3,] 6.077 1.735 5.709 3.673 6.049 3.111 2.870 2.570 4.900 3.949 9.281
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 5.095 1.800 1.938 1.519 1.355 2.829 2.626 0.5543 1.286  9.669  8.235
[2,] 5.861 2.223 2.512 2.354 2.301 3.328 3.203 0.6621 1.612 14.549  9.622
[3,] 6.521 2.524 2.994 2.673 2.727 3.783 3.603 0.7392 1.809 16.955 10.545
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.515    3.561   13.67    8.662    9.541   1.166    2.109    5.586
[2,] 3528.585 1821.089 5944.19 6307.953 6373.133 714.466 1185.416 3207.455
[3,] 2888.819 1576.786 6063.01 5015.723 4665.980 564.741  937.796 2675.125
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.728    5.482    3.465    3.593    3.508    4.209    4.516
[2,] 3871.348 4890.422 2877.050 4035.220 2474.680 3698.998 3860.346
[3,] 3204.979 3562.921 2182.645 2849.617 1904.182 3738.317 4045.679
        [,16]   [,17]    [,18]    [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.841    5.09    7.478    9.602    7.287   12.52    2.819    17.54
[2,] 2860.427 3386.82 4251.158 6332.442 3651.670 7595.20 1586.444 12728.61
[3,] 3058.186 3903.59 3757.504 4583.683 3647.044 6779.20 1595.022 11925.30
       [,24]    [,25]    [,26]   [,27]   [,28]    [,29]    [,30]    [,31]
[1,]   10.11   0.6015    9.537    9.62   1.514    8.672   0.7345    9.031
[2,] 5771.04 359.9053 5546.834 6477.66 819.714 5258.879 447.5883 5633.911
[3,] 5443.18 336.0003 6336.185 5340.51 762.732 4909.223 404.3735 5167.790
       [,32]   [,33]   [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]    2.33   1.647   10.24    9.558    9.477    6.103    4.361    5.242
[2,] 1256.55 826.628 5487.13 5511.082 6400.844 3738.747 3796.881 3091.699
[3,] 1313.30 693.205 5168.91 4512.174 5373.164 3392.406 2706.870 3023.712
        [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]    2.132    4.454   1.455    5.066    5.376    2.767   1.311    5.153
[2,] 1363.370 2346.575 984.267 2729.844 3824.925 1729.216 959.839 2476.568
[3,]  817.314 2273.803 789.242 2775.449 2776.403 1966.696 798.437 2008.835
        [,48]   [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    5.056    5.94    2.727    5.064    4.867   1.713    3.521    3.233
[2,] 3397.252 3946.20 1803.350 4721.949 2823.239 998.181 3252.857 3040.508
[3,] 3086.798 3384.88 1685.112 3855.146 2101.623 883.593 4107.387 3348.974
        [,56]    [,57]    [,58]   [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    3.132    2.101    5.039   1.007    2.942   1.519    3.187    4.154
[2,] 3100.233 3116.611 3055.753 529.388 2812.041 761.998 1855.700 2433.929
[3,] 3006.187 3173.387 2294.682 501.774 3313.644 735.562 1916.646 1720.501
        [,64]    [,65]    [,66]   [,67]    [,68]    [,69]    [,70]
[1,]    3.544    5.159    1.846   10.74    4.604    4.017    1.545
[2,] 2688.877 2977.575 1242.506 6156.69 2647.217 4432.332  994.233
[3,] 2269.399 2717.432  947.796 5325.24 2045.750 2882.747 1078.028
        [,71]    [,72]    [,73]    [,74]    [,75]   [,76]    [,77]   [,78]
[1,]    5.387    4.085    5.675    5.283    5.774    5.77    3.792   1.729
[2,] 2889.600 4042.668 3561.861 5331.692 3047.347 4351.72 4270.046 920.723
[3,] 2641.193 3139.499 3271.907 4477.194 3013.884 5030.15 4415.515 843.526
        [,79]    [,80]    [,81]    [,82]    [,83]   [,84]  [,85]    [,86]
[1,]    4.489    3.582    5.211    3.042    2.372    2.44    3.8    3.706
[2,] 3252.731 2126.192 3954.706 1602.005 1770.976 1415.37 3621.5 2374.166
[3,] 4060.025 1712.866 3311.928 1655.497 1805.598 1384.88 2677.1 1972.193
        [,87]   [,88]    [,89]   [,90]    [,91]   [,92]    [,93]    [,94]
[1,]    9.502    6.47    2.286    2.46    1.929    1.72    3.593    3.335
[2,] 4892.291 3362.80 1514.285 1856.31 2087.038 2158.87 2032.636 2127.609
[3,] 4082.519 3316.37 1386.149 1890.23 1469.235 1698.04 2088.936 1913.763
        [,95]    [,96]    [,97]   [,98]
[1,]   0.7038    1.633    12.28   10.46
[2,] 420.3110 1127.705 12617.77 5777.35
[3,] 381.4405  954.254 10103.22 5007.94
[1] "--- VAR model 2017-10-07 09:31:00  completed"
[1] "Completed training sample:  2017-10-07 09:31:00 - 2017-10-07 17:30:00"
[1] "SpVAR;   training sample:  2017-10-07 10:01:00 - 2017-10-07 18:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 10:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          0.3337          -7.508         -61.64         -31.82
         14.1837          -1.127         -41.60         -79.23
         12.2464           2.750         -41.47         -66.86
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -50.79        -0.8359          -0.5407           12.841
         -74.23        -0.5321          -2.3021           -4.353
         -67.26         0.9006           6.6935            2.717
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            4.158            8.341         -4.55325           -20.67
           -8.971           -3.424         15.84932           -25.20
           -5.919           -5.954         -0.02948           -22.01
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            2.414            1.471          -10.705            2.712
            5.508          -10.445            5.162            4.707
            1.170           -6.585          -18.596           -8.823
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -2.539           -35.10           11.146            43.91
            4.323            11.35            9.115            31.80
          -28.280           -12.17           29.885            40.32
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -81.49           -15.21           -123.6           -60.43
           -47.82           -15.56           -188.6           -70.27
           -60.24           -11.03           -128.3           -52.24
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -9.457           -77.27           -89.84           -18.09
          -11.195           -56.07           -46.00           -16.77
           -9.846           -69.54           -86.13           -17.68
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -49.14           -11.23           -65.57           -25.89
           -72.03           -12.03           -37.21           -28.09
           -70.90           -10.13           -63.10           -27.81
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -10.41           -57.39           -49.61           -58.09
           -15.19           -62.95           -77.22           -47.66
           -18.28           -60.14           -60.67           -72.68
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           19.662           3.9478           -8.051           0.3975
            7.445          -3.7042            1.221          -3.6461
            5.453          -0.1277            5.219           0.8484
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            1.710            4.499           -26.89           -35.75
           -2.615            3.951           -23.87           -14.02
           11.335           -2.031           -34.28           -36.36
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.939           -5.087           -37.05           21.071
            8.595           -4.367           -36.38           18.917
            3.258           -4.096           -31.85            8.067
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           14.779           -1.598          -34.104            9.740
           -1.162           -7.008           -7.596            5.959
           12.845          -10.060          -25.218           13.297
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           4.6049          -16.631          -10.614           -3.796
           0.3622          -23.750          -28.922          -16.944
          -3.0775           -9.823           -5.094          -18.511
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -13.80            2.139         -0.07962          -14.256
           -10.11            2.246          0.67470           -8.732
           -27.82           11.654          2.31272          -11.497
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           0.1188           -3.706            7.707         -14.9542
          -1.7478           -2.699            3.557           0.3753
          -0.6907           -3.995            4.531          -3.1479
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
         -17.5522           4.7863            5.463          -12.778
           0.5367          -0.5504           -2.347            8.168
          -7.1448           0.8785           17.551           -1.621
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -23.387            1.094           -8.914           3.6893
            1.151           -1.868           27.403          -0.3688
           -8.366            2.226           16.628          17.4791
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            7.621            9.984          11.1674           14.578
           -0.769           -6.755          -0.2117           11.924
           -9.717            8.781           8.9131            5.434
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            8.707            2.343          -2.8872          -5.9955
            7.835            1.876           8.4407           0.7068
           -3.408            7.429          -0.1267           7.4379
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            5.694            4.506           -4.062            3.330
            7.570            5.608           -6.933           -3.406
           -1.853            3.113            2.779            2.306
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -6.932            6.222            2.234           -2.903
            6.473           -5.292           -3.905            1.143
           -2.915            2.004           -4.892           -1.846
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           7.6221            7.694            2.579            7.483
           0.6809           10.684           10.664            6.319
           1.8056            2.987            9.862           14.036
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -9.837          -4.0847          -12.570          -1.5321
           -6.211           0.4995           -9.549          -0.5374
            2.341          -5.0513          -10.762           0.6141
 rnd_95776.volume rnd_95787.volume
           -55.00           -63.89
           -54.41           -69.83
           -19.10           -63.62
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]   [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.566 2.686 10.70 6.836  7.513 0.9701 1.736 4.548 5.266 4.219 2.701
[2,] 4.697 3.195 12.01 8.721  9.320 1.1538 2.008 5.371 6.265 6.122 3.681
[3,] 5.252 3.503 13.03 9.602 10.116 1.2272 2.193 5.912 6.908 6.823 4.172
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.942 2.868 3.318 3.543 3.995 3.963 5.890  8.002 5.205 10.01 2.221
[2,] 4.513 3.505 4.538 4.855 4.759 4.903 6.998  9.644 6.036 12.06 2.629
[3,] 5.090 3.870 5.655 6.106 5.406 5.888 7.806 10.652 6.746 13.39 2.960
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31] [,32]
[1,] 13.87  7.905 0.4822  7.583  7.190 1.182 6.849 0.5560 7.296 1.837
[2,] 17.88  9.506 0.5785  8.898  9.216 1.386 8.268 0.6726 8.807 2.154
[3,] 20.50 10.441 0.6478 10.540 10.498 1.534 9.034 0.7600 9.970 2.420
     [,33]  [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.314  8.192 7.768  7.833 4.677 3.366 4.295 1.705 3.468 1.143 4.124
[2,] 1.499  9.405 9.229  9.759 5.584 4.581 5.080 2.050 4.021 1.410 4.726
[3,] 1.610 10.295 9.935 10.784 6.292 5.229 5.825 2.185 4.504 1.570 5.204
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.244 2.368 1.192 3.995 3.943 4.622 2.267 3.981 3.920 1.417 2.837
[2,] 5.304 2.811 1.468 4.496 4.858 5.800 2.778 5.632 4.615 1.627 4.042
[3,] 5.932 3.302 1.604 4.878 5.454 6.478 3.187 6.578 4.937 1.800 5.241
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.525 2.473 1.649 3.974 0.7949 2.334 1.143 2.447 3.308 2.692 3.989
[2,] 3.706 3.703 3.138 4.842 0.9125 3.356 1.341 2.951 3.914 3.618 4.774
[3,] 4.633 4.504 4.149 5.224 1.0159 4.574 1.480 3.441 4.217 4.136 5.286
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.467  8.453 3.473 3.214 1.243 4.359 3.339 4.512 4.246 4.555 4.408
[2,] 1.798  9.848 4.178 4.989 1.523 5.005 4.825 5.440 6.116 5.337 5.830
[3,] 1.966 10.950 4.605 5.616 1.758 5.569 5.396 6.120 7.204 5.957 7.320
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 2.992 1.416 3.778 2.698 4.404 2.455 1.846 1.906 2.965 2.869 7.566
[2,] 4.627 1.642 4.722 3.229 5.521 2.794 2.391 2.233 4.214 3.656 8.500
[3,] 6.007 1.804 5.838 3.644 6.193 3.129 2.835 2.494 4.817 4.019 9.191
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 4.955 1.813 1.926 1.548 1.387 2.815 2.658 0.5992 1.359  9.367  8.049
[2,] 5.736 2.288 2.522 2.393 2.329 3.368 3.228 0.6954 1.668 14.035  9.723
[3,] 6.323 2.620 3.102 2.737 2.777 3.781 3.594 0.7629 1.859 16.473 10.542
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]    [,5]    [,6]     [,7]     [,8]
[1,]    4.529    3.411   13.58    8.681    9.54   1.232    2.204    5.775
[2,] 3811.628 2156.284 6803.91 6752.447 6876.54 778.915 1258.640 3561.588
[3,] 2930.346 1790.535 6320.07 5009.854 4905.57 521.421 1099.789 3082.716
         [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.687    5.358    3.43    3.736    3.642    4.213    4.499
[2,] 4232.315 5532.049 3118.63 4268.053 2513.672 3860.349 4140.089
[3,] 3628.718 3756.695 2448.14 2935.841 2046.210 4207.384 4617.570
        [,16]    [,17]   [,18]   [,19]   [,20]   [,21]    [,22]    [,23]
[1,]    5.073    5.033    7.48   10.16    6.61   12.71    2.821    17.61
[2,] 3224.736 3598.752 4710.49 6711.39 3811.79 8390.91 1753.254 14074.68
[3,] 3198.696 4065.599 4312.76 5640.56 3755.36 7260.71 1695.543 12498.64
       [,24]    [,25]    [,26]   [,27]   [,28]    [,29]    [,30]    [,31]
[1,]   10.04   0.6123    9.629    9.13   1.501    8.697   0.7061    9.265
[2,] 6583.39 398.4965 5804.111 7190.22 902.492 5774.447 471.8854 6150.281
[3,] 5385.11 363.5034 7045.540 6267.80 820.368 4541.456 441.4438 5827.726
        [,32]   [,33]  [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]    2.333   1.668   10.4    9.865    9.946    5.939    4.274    5.454
[2,] 1403.074 898.973 5762.1 6212.809 7259.685 3804.232 3875.309 3382.329
[3,] 1376.291 733.351 5220.7 4588.541 5721.886 3615.426 3144.115 3554.969
        [,40]    [,41]    [,42]    [,43]   [,44]    [,45]    [,46]
[1,]    2.166    4.404    1.451    5.237    5.39    3.007    1.514
[2,] 1418.754 2537.828 1030.717 2879.205 3967.28 1888.240 1066.674
[3,]  943.232 2531.636  861.090 2716.765 3312.71 2161.961  807.496
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52] [,53]    [,54]
[1,]    5.073    5.007    5.869    2.879    5.055    4.978   1.8    3.602
[2,] 2572.646 3539.413 4368.809 2002.415 4968.877 3037.343 995.6 3590.599
[3,] 2361.077 3092.071 3599.290 1946.081 4237.542 2185.864 959.7 4160.151
        [,55]    [,56]    [,57]    [,58]   [,59]    [,60]   [,61]    [,62]
[1,]    3.206    3.141    2.094    5.046   1.009    2.963   1.451    3.107
[2,] 3383.121 3436.178 3329.639 3449.325 558.778 3007.835 874.851 2056.615
[3,] 3466.826 3197.085 3384.879 2446.824 556.845 3875.249 781.147 2206.732
      [,63]    [,64]    [,65]    [,66]   [,67]    [,68]    [,69]    [,70]
[1,]    4.2    3.419    5.065    1.862   10.73    4.411    4.082    1.578
[2,] 2608.1 3013.970 3270.648 1297.626 6302.61 2894.163 4758.547 1097.931
[3,] 1958.0 2499.073 2830.573  991.997 5968.93 2416.948 3215.183 1094.106
        [,71]   [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    5.535    4.24    5.729    5.391    5.784    5.597    3.799
[2,] 3068.618 4343.61 3790.030 5489.612 3468.738 4759.090 4401.868
[3,] 3043.417 3010.91 3496.476 4747.673 3300.581 5518.345 4776.520
        [,78]    [,79]    [,80]    [,81]    [,82]    [,83]   [,84]
[1,]    1.798    4.797    3.427    5.592    3.118    2.344    2.42
[2,] 1037.035 3532.506 2212.284 4152.228 1662.484 1895.719 1449.94
[3,]  932.578 4280.034 2105.649 3497.557 1756.563 1898.183 1386.44
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.765    3.644    9.608    6.292    2.303    2.445    1.966
[2,] 3734.632 2825.215 4831.726 3604.050 1739.578 2031.296 2276.190
[3,] 2908.779 2080.849 4358.378 3316.638 1591.642 2251.278 1654.786
        [,92]    [,93]    [,94]    [,95]    [,96]    [,97]   [,98]
[1,]    1.761    3.574    3.375   0.7608    1.726    11.89   10.22
[2,] 2333.181 2307.460 2282.891 440.1970 1206.009 13034.23 6802.47
[3,] 1885.390 2142.859 1971.537 391.2507 1021.304 10754.57 5081.80
[1] "--- VAR model 2017-10-07 10:01:00  completed"
[1] "Completed training sample:  2017-10-07 10:01:00 - 2017-10-07 18:00:00"
[1] "SpVAR;   training sample:  2017-10-07 10:31:00 - 2017-10-07 18:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 10:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.225          15.293         -85.25         -67.27
           2.554          -1.389         -71.29         -29.95
          -7.902          10.162         -66.69         -65.11
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -47.24         -1.816           5.3071          12.7256
         -81.71          3.366           0.8244           0.8288
         -63.22          3.526          -0.9469           6.1215
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           3.7206          -22.406            5.585           -7.457
          -0.7612           20.154            3.859           -2.176
           1.4024           -3.219            2.280          -23.633
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -1.424            6.337            4.628           -30.18
            0.729           -4.619          -16.059           -30.40
            5.495           12.333           16.421           -23.52
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -34.53           -12.69          -37.015            6.878
           -22.88           -20.96           -8.413            7.341
           -24.14           -17.17          -14.592           -4.553
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -81.16           -8.877           -40.99           -44.20
           -38.93           -7.885          -198.87           -74.76
           -79.60           -8.356           -63.86           -31.98
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -7.540           -40.07           -92.93           -12.49
           -8.036           -70.18           -10.50           -18.28
           -8.541           -69.16           -66.83           -12.75
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -63.75          -12.638           -34.47           -29.09
           -45.29          -10.421           -75.42           -24.74
           -64.36           -9.376           -28.90           -26.67
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -17.65           -57.53           -15.60           -68.95
           -15.82           -70.95           -77.61           -34.84
           -10.79           -39.27           -52.68           -54.74
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -9.705          -17.960           1.2920           -2.275
           19.368            9.302          -0.2757           -4.320
            3.564           -6.759          16.2533            1.708
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -1.278           1.3694           -22.19           -33.44
           -6.146           1.5935           -21.83           -37.12
            3.444          -0.6899           -37.17           -25.97
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.207           -5.317           -41.62           -5.278
            8.795           -2.641           -38.07           14.379
            3.188           -4.827           -29.33           -7.634
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.482           5.8485           -12.17           23.711
           10.746           3.5468           -37.75            5.602
           -1.324          -0.5008           -17.21            6.331
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            5.015           -9.625           -9.489          -15.024
           -4.280          -17.174          -12.138           -3.221
           -3.456          -28.364          -22.692          -29.744
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.116          -17.492           1.6600          -12.099
           -8.602            1.368           0.2001          -21.857
          -12.945           10.426           0.9492           -8.268
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
            2.940          -0.3735          10.8492          -21.283
           -2.203          -6.7384         -11.4436           -6.779
            1.612         -17.5011           0.9501          -13.412
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -20.788           -2.637           29.692           12.420
           -7.224           -4.495          -21.728           -4.519
          -15.166           -1.054            6.903           -7.791
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -7.196          -3.1723           -4.321           11.229
          -10.620           0.8855           12.005            3.007
           -8.003           0.7311            1.980            1.388
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -11.201           -2.261           19.938          -22.884
            1.695            6.865           13.016           17.980
           -1.668           -1.304            9.295            7.305
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           -1.879            1.230           -3.014            5.950
           12.181            1.593          -12.668            1.429
            5.950            1.009            5.041           -4.761
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
          -1.0609           10.794          -9.9979           2.5768
         -11.7889            1.296          -0.9001          -0.6411
           0.5393            2.756          -7.3100           2.9637
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -5.268            6.189          -10.412           17.668
          -11.419            4.209            1.048            4.837
            2.829            9.690            4.053           20.083
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.382            4.651           15.406           10.178
            3.096            8.051           -3.453            2.106
            4.903            8.204           10.890            9.011
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -1.107            1.083          -11.651          -0.3768
           -1.044            6.528           -8.425          -3.2319
          -10.384            3.140          -11.688          -2.4120
 rnd_95776.volume rnd_95787.volume
           -81.57           -39.91
           -38.52           -75.02
           -47.38           -44.67
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.534 2.766  9.638 7.034  8.228 0.991 1.758 4.606 5.283 4.414 2.701
[2,] 4.598 3.298 10.980 8.815  9.586 1.167 2.044 5.417 6.222 6.181 3.800
[3,] 5.237 3.629 11.963 9.703 10.301 1.258 2.202 6.165 6.972 6.907 4.188
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20] [,21] [,22]
[1,] 2.986 2.808 3.491 3.554 3.976 3.929 6.011  7.766 4.898 10.26 2.551
[2,] 4.665 3.456 4.674 4.891 4.729 5.065 7.035  9.615 5.898 12.01 2.983
[3,] 5.213 3.824 5.865 6.060 5.357 6.047 7.861 10.777 6.675 13.27 3.405
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 14.29  8.436 0.5176  7.785  7.076 1.145 7.037 0.5826  7.484 1.843
[2,] 18.39  9.721 0.6179  8.974  9.240 1.351 8.444 0.6919  9.016 2.167
[3,] 20.84 10.662 0.6790 10.596 10.531 1.483 9.320 0.7835 10.160 2.418
     [,33]  [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.321  8.424  8.011  8.038 4.608 3.407 4.157 1.647 3.456 1.162 4.072
[2,] 1.516  9.526  9.526 10.009 5.557 4.609 5.037 2.043 4.032 1.402 4.638
[3,] 1.638 10.514 10.277 11.003 6.212 5.225 5.874 2.215 4.578 1.554 5.120
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.104 2.408 1.202 3.910 3.960 4.676 2.350 3.893 3.899 1.438 2.774
[2,] 5.170 2.850 1.456 4.450 4.941 5.725 2.936 5.730 4.560 1.665 4.071
[3,] 5.851 3.351 1.604 4.724 5.595 6.442 3.352 6.665 4.877 1.830 5.232
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.712 2.463 1.635 4.058 0.7784 2.413 1.142 2.465 3.280 2.606 4.089
[2,] 3.852 3.655 3.251 4.771 0.8959 3.459 1.357 2.942 3.858 3.579 4.947
[3,] 4.759 4.480 4.207 5.172 0.9858 4.698 1.475 3.429 4.107 4.184 5.429
     [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.450  8.67 3.606 3.274 1.326 4.451 3.307 4.550 4.349 4.506 3.602
[2,] 1.773 10.13 4.245 5.027 1.591 5.117 4.726 5.467 6.075 5.341 5.367
[3,] 1.956 11.11 4.627 5.672 1.805 5.646 5.370 6.223 7.230 5.858 6.584
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.148 1.433 3.802 2.727 4.435 2.500 1.988 1.935 2.899 2.948 7.502
[2,] 4.691 1.650 4.785 3.260 5.707 2.917 2.553 2.286 4.270 3.752 8.625
[3,] 6.041 1.857 5.822 3.771 6.275 3.222 2.946 2.533 4.882 4.140 9.347
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 5.014 1.809 1.982 1.592 1.476 2.843 2.728 0.6162 1.320  9.178  8.481
[2,] 5.697 2.381 2.607 2.412 2.426 3.347 3.301 0.7025 1.672 13.864  9.848
[3,] 6.338 2.723 3.238 2.809 2.893 3.827 3.711 0.7755 1.877 16.789 10.679
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]    [,5]    [,6]     [,7]     [,8]
[1,]    4.488    3.512   12.24    8.933   10.45   1.258    2.233    5.849
[2,] 3376.809 2064.069 6039.93 6100.035 5646.32 706.543 1196.385 3272.961
[3,] 2878.309 1737.005 5452.51 4654.613 4330.09 541.650  940.003 3378.345
         [,9]    [,10]   [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.709    5.605    3.43    3.792    3.566    4.432    4.513
[2,] 3772.241 4968.226 3068.84 4115.339 2312.820 3568.256 3858.016
[3,] 3613.770 3537.966 2020.31 2670.347 1879.288 4068.977 4108.770
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    5.049    4.989    7.633    9.861    6.219   13.03    3.239
[2,] 2940.095 3669.976 4198.034 6509.177 3772.234 7172.58 1775.158
[3,] 2889.510 3791.644 4026.681 5588.855 3589.747 6480.03 1886.211
        [,23]   [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    18.14   10.71   0.6573    9.886    8.985   1.454    8.936   0.7399
[2,] 13300.52 5544.80 387.5150 5125.460 6823.086 822.978 5359.485 428.5239
[3,] 11257.62 5028.87 323.2944 6468.738 5801.186 703.420 4529.909 422.0703
        [,31]    [,32]   [,33]  [,34]   [,35]   [,36]    [,37]    [,38]
[1,]    9.503    2.341   1.678   10.7   10.17   10.21    5.851    4.326
[2,] 5773.405 1308.530 852.322 5105.3 5918.32 6847.51 3565.848 3564.438
[3,] 5376.656 1230.490 714.324 5109.5 4427.02 5247.27 3188.306 2825.911
        [,39]    [,40]    [,41]   [,42]   [,43]    [,44]    [,45]   [,46]
[1,]    5.279    2.091    4.389   1.475    5.17    5.211    3.058   1.526
[2,] 3266.175 1388.294 2383.977 902.204 2549.22 3611.076 1749.451 944.693
[3,] 3469.157  983.256 2489.734 768.688 2489.89 3144.830 2025.409 772.482
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]   [,53]
[1,]    4.966    5.029    5.937    2.984    4.944    4.952   1.825
[2,] 2438.522 3392.630 3793.198 2021.298 4826.331 2714.589 964.257
[3,] 1819.772 3012.736 3391.619 1857.444 3909.343 1986.051 872.366
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]  [,61]
[1,]    3.523    3.444    3.128    2.076    5.153   0.9884    3.065   1.45
[2,] 3421.000 3140.250 3099.336 3225.514 2879.871 509.3077 2845.340 842.04
[3,] 3772.899 3208.591 2974.459 3066.033 2294.503 472.3059 3650.571 663.51
       [,62]    [,63]    [,64]    [,65]    [,66]   [,67]    [,68]    [,69]
[1,]    3.13    4.165    3.309    5.193    1.841   11.01    4.579    4.158
[2,] 1843.59 2333.577 2816.866 3196.861 1171.963 6020.33 2572.173 4379.240
[3,] 2022.74 1617.301 2487.495 2566.304  946.890 5227.16 2112.600 3017.789
        [,70]    [,71]  [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    1.684    5.652    4.2    5.778    5.523    5.722    4.574    3.998
[2,] 1010.509 2899.962 3875.8 3479.283 4870.232 3292.371 4568.771 3992.707
[3,]  978.794 2737.495 2927.9 3412.599 4499.614 2762.184 4378.637 4370.012
       [,78]    [,79]    [,80]    [,81]    [,82]    [,83]    [,84]
[1,]   1.819    4.828    3.463    5.632    3.174    2.525    2.457
[2,] 940.035 3335.798 2050.131 4122.392 1726.661 1838.562 1397.591
[3,] 977.093 3807.466 2176.826 2996.438 1571.758 1688.306 1251.661
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.681    3.744    9.526    6.367    2.297    2.516    2.021
[2,] 3599.834 2664.671 4887.083 3104.574 1777.359 1945.889 2080.678
[3,] 2717.208 2009.391 4134.052 3190.230 1517.030 2205.076 1651.868
        [,92]   [,93]    [,94]    [,95]    [,96]    [,97]   [,98]
[1,]    1.875    3.61    3.465   0.7825    1.676    11.65   10.77
[2,] 2210.789 2026.55 2134.263 387.2970 1179.103 11930.70 5748.57
[3,] 1809.147 2130.50 1945.056 377.2930  980.111 10871.31 4740.43
[1] "--- VAR model 2017-10-07 10:31:00  completed"
[1] "Completed training sample:  2017-10-07 10:31:00 - 2017-10-07 18:30:00"
[1] "SpVAR;   training sample:  2017-10-07 11:01:00 - 2017-10-07 19:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 11:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           1.581          -8.725         -42.03         -50.89
           4.758           3.649         -60.17         -70.43
           6.161          -1.861         -67.88         -54.28
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -68.60         3.5146            5.375           7.0612
         -58.51         0.8732            2.996           0.7439
         -67.18         2.1418            3.676           1.3504
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -5.928           -9.447            5.699           -28.38
           13.682           12.464           10.904           -24.51
          -11.837          -10.437            5.115           -13.25
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -7.8524          -19.836          -18.849          15.7899
           0.1393          -15.535          -17.074           0.4898
           8.1856           -8.436            2.315           3.3734
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -8.862          -0.7393            17.50            27.65
          -14.810           0.9145            15.67            22.99
           -6.260           4.5811            22.07            21.11
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -37.93          -0.9457           -112.9           -57.61
           -52.96          -3.2236           -109.4           -65.32
           -68.57          -4.8917           -115.6           -52.78
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -8.827           -66.38           -74.98           -12.67
           -7.777           -63.85           -39.22           -14.08
           -5.573           -50.45           -79.43           -13.48
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.79           -8.074           -29.96           -25.40
           -65.91           -8.688           -64.96           -21.06
           -49.29           -7.168           -37.80           -28.26
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -16.08           -43.54           -54.60           -85.80
           -14.24           -54.31           -49.86           -40.34
           -12.07           -65.17           -59.10           -46.73
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -0.9717           -5.795          -12.105           0.4428
          -0.5373            4.128            6.276          -2.0423
           7.6089            5.428           14.429          -1.0034
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2793          -3.6137           -20.98           -33.62
           0.2205           2.1405           -26.42           -39.31
           5.4119           0.3236           -22.34           -33.38
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            2.712           0.7305           -31.23           13.082
            5.938          -2.8605           -34.98            9.329
            2.946          -0.8615           -34.17           10.497
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           -3.008          -11.307           -11.61            8.204
            9.400           -3.874           -16.91            6.461
            2.474           -7.190           -29.05           11.809
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.499           -13.65           -8.436          -16.900
            2.910           -12.36          -15.487          -16.219
           -4.861           -16.92          -12.766           -8.339
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -9.130          -1.8275          -0.1655           10.986
           -8.531          -0.2955          -1.3531          -24.697
          -13.764          -9.1381          -1.2798           -3.594
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -1.3628           -9.483           10.380           -8.452
          -2.1126           -2.194            7.868           -2.720
          -0.8893           -8.561           -5.296            2.047
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -13.843           -0.678          -39.190          15.9847
            2.849            1.025           14.033           0.4064
           -6.981           -2.594            9.291           0.4044
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -1.995            1.724           -8.411            18.58
          -15.145            0.151            6.640           -15.45
           10.222           -5.122           12.402            12.15
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            9.194            7.128           -7.360            4.561
          -11.259           -5.348          -10.186           11.458
           -6.276            4.956           -2.532           -1.620
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           13.581          -0.9684           18.598            6.947
           13.713          -0.5650            8.904            9.919
            8.537           3.7031           12.129           -2.772
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
             23.6           12.874          -3.9312            2.182
             13.3            8.183           0.5355            1.119
             33.1            9.579          -0.4789            3.642
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -7.081          -6.8219           -4.580          -10.318
           -1.283           0.6748           -7.231           10.346
           10.625           0.9332            9.769           -1.348
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -3.496         -0.43189          -0.4348           -4.598
           -2.224         -0.06963          -7.0273           -4.324
           -5.709         -3.01034           7.7515            3.895
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -4.1090          -5.6436          -11.878            120.0
          -0.7383           0.3303           -8.919            123.6
         -13.0616          -8.6441           -9.751            120.2
 rnd_95776.volume rnd_95787.volume
           -34.30           -53.72
           -47.23           -55.13
           -46.43           -42.08
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.601 2.740  9.614 7.039  8.370 1.041 1.800 4.487 5.178 4.379 2.772
[2,] 4.581 3.242 10.927 8.820  9.834 1.192 2.048 5.253 6.327 6.257 3.800
[3,] 5.159 3.620 11.866 9.715 10.585 1.288 2.223 6.084 7.077 6.961 4.234
     [,12] [,13] [,14] [,15] [,16] [,17] [,18]  [,19] [,20]  [,21] [,22]
[1,] 3.040 2.859 3.431 3.600 4.016 3.865 5.743  6.923 5.114  9.958 2.465
[2,] 4.591 3.472 4.567 4.914 4.704 4.970 6.878  8.755 6.214 12.003 2.887
[3,] 5.130 3.834 5.762 6.062 5.337 5.876 7.639 10.026 6.911 13.195 3.318
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 14.11  8.166 0.5164  7.771  7.475 1.089 6.665 0.5617  7.537 1.767
[2,] 18.14  9.530 0.6060  8.950  9.391 1.328 8.270 0.6775  9.008 2.112
[3,] 20.28 10.356 0.6724 10.560 10.415 1.447 9.290 0.7719 10.093 2.375
     [,33]  [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.338  8.560  8.151  8.179 4.662 3.387 4.162 1.640 3.544 1.162 4.149
[2,] 1.546  9.557  9.468 10.130 5.519 4.553 4.991 2.035 4.097 1.398 4.807
[3,] 1.675 10.461 10.209 11.067 6.328 5.143 5.825 2.227 4.666 1.566 5.237
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.111 2.424 1.237 3.807 4.172 4.436 2.283 3.892 3.847 1.462 2.716
[2,] 5.164 2.830 1.536 4.377 5.081 5.522 2.966 5.690 4.480 1.702 4.004
[3,] 5.861 3.262 1.715 4.617 5.671 6.247 3.388 6.595 4.839 1.914 5.296
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.671 2.431 1.713 3.918 0.7666 2.422 1.092 2.378 3.152 2.625 4.144
[2,] 3.811 3.600 3.234 4.632 0.8904 3.370 1.326 2.836 3.693 3.598 4.897
[3,] 4.635 4.440 4.132 5.051 0.9661 4.679 1.461 3.281 4.030 4.159 5.398
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.481  8.481 3.571 3.244 1.303 4.426 3.346 4.426 4.307 4.362 3.648
[2,] 1.793  9.996 4.123 4.982 1.579 5.174 4.778 5.312 5.959 5.249 5.151
[3,] 1.957 11.208 4.614 5.702 1.790 5.773 5.429 6.017 6.952 5.738 6.253
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.284 1.461 3.758 2.738 4.678 2.507 1.965 1.880 2.746 2.830 7.619
[2,] 4.642 1.701 4.794 3.284 5.705 2.894 2.509 2.216 4.159 3.621 8.670
[3,] 5.835 1.874 5.770 3.786 6.267 3.197 2.904 2.523 4.715 4.118 9.464
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 4.660 1.939 2.169 1.688 1.552 2.732 2.648 0.6355 3.629  8.947  8.355
[2,] 5.429 2.515 2.848 2.576 2.563 3.330 3.187 0.7169 5.448 14.136  9.696
[3,] 6.148 2.917 3.483 2.954 3.043 3.819 3.627 0.7832 7.157 16.920 10.421
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]    [,5]    [,6]     [,7]     [,8]
[1,]    4.573    3.48   12.21    8.939   10.63   1.322    2.286    5.697
[2,] 3090.917 1891.91 5669.53 5801.069 5635.33 634.258 1065.401 2981.978
[3,] 2589.495 1757.55 5048.10 4445.213 4275.80 530.912  943.408 3350.037
         [,9]    [,10]   [,11]    [,12]   [,13]    [,14]    [,15]    [,16]
[1,]    6.575    5.561    3.52    3.861    3.63    4.356    4.571    5.099
[2,] 3968.390 4878.273 2836.34 3755.626 2151.39 3290.336 3650.736 2674.896
[3,] 3462.303 3331.009 2040.40 2496.705 1774.73 3835.223 3874.978 2751.486
        [,17]    [,18]    [,19]    [,20]   [,21]   [,22]    [,23]   [,24]
[1,]    4.908    7.293    8.792    6.494   12.65    3.13    17.92   10.37
[2,] 3410.027 4132.127 5848.904 3853.263 7314.80 1639.94 12450.08 5362.90
[3,] 3423.055 3628.812 5334.673 3303.164 5982.43 1786.96  9892.20 4424.52
        [,25]    [,26]    [,27]   [,28]    [,29]    [,30]   [,31]    [,32]
[1,]   0.6557    9.868    9.492   1.383    8.464   0.7132    9.57    2.244
[2,] 346.3189 4847.430 6205.931 829.868 5344.998 413.5403 5386.50 1262.175
[3,] 317.9577 6116.520 4917.200 626.377 4619.275 403.7071 4967.86 1187.923
       [,33]   [,34]   [,35]   [,36]   [,37]    [,38]    [,39]    [,40]
[1,]   1.699   10.87   10.35   10.39    5.92    4.301    5.285    2.083
[2,] 844.764 4639.17 5259.46 6524.58 3224.63 3321.000 3007.652 1314.694
[3,] 703.821 4643.13 4166.45 4864.41 3380.33 2611.420 3278.051  988.379
      [,41]   [,42]    [,43]   [,44]    [,45]   [,46]    [,47]    [,48]
[1,]    4.5   1.476    5.268    5.22    3.078   1.571    4.834    5.298
[2,] 2244.8 847.681 2651.372 3412.01 1593.913 994.105 2358.813 3166.099
[3,] 2437.4 770.676 2267.851 3026.12 1770.576 833.052 1602.127 2749.084
        [,49]    [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    5.633    2.899    4.943    4.885   1.856    3.449    3.392
[2,] 3588.832 2066.241 4530.969 2506.546 950.922 3211.638 2967.022
[3,] 3189.400 1787.951 3640.149 1995.360 955.540 3782.908 2881.132
        [,56]    [,57]    [,58]    [,59]    [,60]   [,61]   [,62]    [,63]
[1,]    3.087    2.175    4.975   0.9735    3.076   1.387    3.02    4.002
[2,] 2898.128 2994.084 2697.418 494.3761 2557.233 820.133 1687.60 2102.062
[3,] 2837.955 2807.260 2198.169 409.2555 3543.783 669.064 1801.23 1760.083
        [,64]    [,65]    [,66]   [,67]    [,68]    [,69]   [,70]   [,71]
[1,]    3.334    5.263    1.881   10.77    4.535    4.119   1.654    5.62
[2,] 2685.726 2848.595 1101.776 5776.34 2249.447 4127.822 973.956 2925.79
[3,] 2277.375 2479.140  858.125 5532.02 2260.852 3028.209 921.162 2794.28
        [,72]    [,73]    [,74]   [,75]    [,76]   [,77]   [,78]    [,79]
[1,]    4.248    5.621    5.469    5.54    4.633    4.17   1.855    4.773
[2,] 3723.512 3206.064 4495.892 3186.31 3970.009 3582.48 950.948 3248.629
[3,] 2814.136 3084.437 3907.794 2530.32 3869.622 3858.27 859.081 3505.241
        [,80]   [,81]    [,82]    [,83]    [,84]    [,85]    [,86]
[1,]    3.477    5.94    3.184    2.495    2.387    3.487    3.594
[2,] 1979.944 3565.38 1576.927 1702.990 1281.665 3409.827 2465.041
[3,] 2055.957 2830.08 1484.625 1596.744 1316.040 2424.319 2142.329
        [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
[1,]    9.675    5.917    2.463    2.754    2.144    1.971    3.469
[2,] 4516.580 3040.433 1747.515 2014.697 2123.804 2226.592 2078.877
[3,] 4143.011 3151.174 1614.207 2188.126 1578.784 1790.590 2041.508
        [,94]    [,95]    [,96]    [,97]   [,98]
[1,]    3.363   0.8069    4.608    11.36   10.61
[2,] 1935.761 362.2160 4435.415 11946.15 5370.61
[3,] 1891.482 344.2163 5066.210 10150.09 4170.71
[1] "--- VAR model 2017-10-07 11:01:00  completed"
[1] "Completed training sample:  2017-10-07 11:01:00 - 2017-10-07 19:00:00"
[1] "SpVAR;   training sample:  2017-10-07 11:31:00 - 2017-10-07 19:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 11:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          7.9466          -2.332         -73.92         -49.45
         -4.0752          -4.067         -57.10         -69.84
          0.7103           3.948         -46.43         -46.73
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -74.90         1.5476            1.747            8.259
         -71.53         1.0845           -1.535            3.541
         -66.08         0.6883            2.425            7.503
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -3.681           -7.651           4.2867           -20.13
           12.961            3.545           2.8501           -11.91
            2.484            5.112           0.3929           -12.37
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            7.811          -12.535         -16.3983            12.09
            2.335           -4.670           0.3583            17.73
           -1.113           -1.611           4.9918            10.01
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            7.821          -17.828          -23.011            19.49
           -3.817           -2.217           -4.488            22.04
           -3.112           -4.138            9.105            28.69
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -75.80           -8.150           -129.7           -56.17
           -61.77           -9.363           -160.2           -67.04
           -70.70           -4.985           -128.7           -54.49
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.746           -72.97           -72.66           -14.05
           -6.548           -60.20           -85.19           -15.42
           -6.919           -40.54           -81.92           -13.75
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -46.71           -6.726           -51.65           -25.98
           -55.43           -7.450           -70.80           -28.97
           -59.39           -7.977           -57.51           -28.21
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -12.38           -59.07           -70.48           -60.44
           -11.45           -69.49           -76.60           -74.50
           -15.43           -67.06           -66.94           -82.01
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
          -16.535           -7.902          -14.672           -1.644
           -3.827           -5.794            6.049           -4.074
           -0.619           -4.698           -2.104           -2.306
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            4.941          -3.4704           -25.04           -59.03
          -10.559          -2.3797           -34.99           -44.30
            1.251           0.6594           -38.06           -41.97
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            6.300           -1.500           -30.27            7.221
           10.579           -3.038           -28.93           -3.322
            3.966           -4.032           -33.88           18.452
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           8.2095           -4.766          -20.296           -0.710
          -0.2337            3.367           -5.886            8.822
          20.8365           -1.876          -28.276           10.133
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            0.742           -9.787          -19.700           -17.20
           -2.340          -18.530          -22.860           -10.29
           -3.054          -11.137           -0.858           -16.73
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.618           0.4693            1.060           -5.219
          -12.935           4.1078           -1.689          -12.073
          -22.667           2.9969            0.147           -8.877
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -4.1230           -4.485          -3.3070           -3.624
          -1.6355            6.085           1.4540           -7.084
          -0.6496           -9.282           0.2023           -2.199
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -6.899           4.4955          -1.7874          12.2090
           -1.734          -0.5209         -10.4164          -0.8152
           -3.895          -1.7456          -0.9901           1.5383
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -2.678            1.124           -1.855           -1.909
           -9.454            2.177           -5.850           -5.484
            6.458            2.900            5.115           -1.434
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.4929           -5.185            21.48            8.226
          -4.1177            6.124            20.52           11.955
          -5.5908           -7.173            17.43           12.795
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            20.27          1.51349            21.54           -4.234
            14.75         -1.15138            22.50           -2.088
            17.37         -0.05579            20.85           -0.191
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            25.35            0.403          -4.3222           3.4409
            23.90            6.274          -1.0366          -3.2300
            20.96            2.911           0.3536          -0.1213
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -4.366           -4.328           10.677          -8.0221
           -5.681           -5.739            4.501           0.2851
           -6.487            3.983            2.976         -16.6567
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            9.396           2.0765            2.026          -0.9896
            5.126           5.7430            3.534           0.9285
            2.306           0.2934            4.381           6.1768
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -3.2989           3.4905           -9.659            108.0
          -7.7147           0.2631           -9.020            114.4
          -0.7273           4.1514          -10.394            117.8
 rnd_95776.volume rnd_95787.volume
          -17.135           -42.91
          -61.203           -54.62
           -9.482           -46.97
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.682 2.844  9.285 7.199  8.077 1.053 1.755 4.515 5.103 4.412 2.763
[2,] 4.626 3.284 10.806 8.634  9.588 1.197 2.002 5.219 6.397 6.440 3.755
[3,] 5.214 3.624 11.858 9.402 10.518 1.296 2.194 6.027 7.138 7.107 4.222
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.141 2.875 3.403 3.615 3.707 3.829 5.510 6.501 4.696  9.943 2.164
[2,] 4.629 3.519 4.610 4.915 4.496 4.876 6.598 8.050 5.791 11.942 2.548
[3,] 5.142 3.839 5.835 6.142 5.140 5.756 7.413 9.283 6.483 13.037 2.926
     [,23]  [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 13.64  7.769 0.5319  7.612  7.370 1.081 6.994 0.5580  7.500 1.784
[2,] 17.87  9.153 0.6244  8.813  9.422 1.298 8.316 0.6715  9.025 2.117
[3,] 20.26 10.024 0.6787 10.368 10.591 1.429 9.294 0.7676 10.239 2.396
     [,33]  [,34]  [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.290  8.666  8.023  7.853 4.794 3.283 4.189 1.663 3.340 1.179 3.959
[2,] 1.511  9.708  9.367  9.934 5.566 4.511 5.023 2.009 4.044 1.421 4.596
[3,] 1.650 10.623 10.167 10.998 6.319 5.128 5.811 2.204 4.647 1.578 5.078
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.126 2.310 1.299 3.669 4.245 4.540 2.299 3.777 3.897 1.499 2.895
[2,] 5.019 2.725 1.576 4.112 5.039 5.413 3.025 5.500 4.431 1.710 3.960
[3,] 5.612 3.074 1.718 4.370 5.605 6.196 3.476 6.509 4.812 1.912 5.233
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.530 2.406 1.665 3.927 0.7719 2.391 1.066 2.299 3.079 2.652 4.186
[2,] 3.694 3.654 3.125 4.710 0.8869 3.431 1.293 2.757 3.597 3.564 4.971
[3,] 4.618 4.429 4.055 5.132 0.9711 4.597 1.439 3.247 3.955 4.082 5.457
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.440  8.657 3.450 3.304 1.347 4.399 3.241 4.113 4.226 4.629 3.543
[2,] 1.741 10.257 4.107 4.939 1.609 5.186 4.867 5.058 5.945 5.574 5.126
[3,] 1.897 11.528 4.595 5.675 1.799 5.668 5.550 5.794 6.858 6.175 6.293
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.382 1.489 3.836 2.838 4.678 2.511 2.019 1.812 2.782 2.804 7.483
[2,] 4.541 1.692 4.820 3.327 5.773 2.862 2.632 2.162 4.078 3.555 8.544
[3,] 5.683 1.855 5.746 3.837 6.268 3.166 2.992 2.455 4.628 4.032 9.289
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 4.678 2.018 2.080 1.755 1.730 2.698 2.637 0.6226 3.840  8.889  8.288
[2,] 5.600 2.556 2.858 2.573 2.614 3.338 3.158 0.6919 5.726 13.970  9.551
[3,] 6.210 2.923 3.521 2.994 3.145 3.884 3.561 0.7677 7.286 16.577 10.363
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]    [,5]    [,6]     [,7]     [,8]
[1,]    4.676    3.612   11.79    9.142   10.26   1.337    2.229    5.733
[2,] 3281.805 1924.608 6481.45 5587.342 6055.86 667.193 1128.065 3069.185
[3,] 2820.249 1794.921 5723.57 4362.780 5069.04 582.234 1052.605 3533.293
        [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.48    5.602    3.509    3.989    3.651    4.321    4.591
[2,] 4521.42 5499.632 2980.959 3985.746 2377.464 3645.079 3903.220
[3,] 3712.81 3524.680 2262.561 2624.632 1798.453 4192.979 4317.532
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.707    4.863    6.997    8.255    5.963   12.63    2.747
[2,] 2983.496 3538.685 4253.940 5565.050 3973.924 7755.09 1576.871
[3,] 2919.994 3586.459 3962.353 5420.260 3413.895 6128.74 1687.186
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    17.32    9.865   0.6754    9.666    9.359   1.373    8.881
[2,] 13529.39 5673.666 383.5333 5205.809 6880.557 840.712 5273.251
[3,] 11194.64 4790.505 311.6262 6402.532 5669.376 702.335 4865.236
        [,30]    [,31]    [,32]   [,33] [,34]   [,35]    [,36]    [,37]
[1,]   0.7086    9.524    2.266   1.638    11   10.19    9.972    6.088
[2,] 437.9062 5883.574 1335.488 921.207  5129 5666.00 7132.048 3314.911
[3,] 435.8062 5669.308 1316.305 777.125  5056 4635.51 5530.478 3505.664
        [,38]   [,39]    [,40]    [,41]   [,42]    [,43]   [,44]    [,45]
[1,]    4.169    5.32    2.112    4.241   1.497    5.027    5.24    2.933
[2,] 3625.839 3249.12 1322.039 2673.065 930.879 2738.464 3348.37 1696.036
[3,] 2858.838 3425.28 1060.518 2683.674 804.333 2531.187 2943.42 1666.229
       [,46]    [,47]   [,48]    [,49]    [,50]    [,51]    [,52]    [,53]
[1,]    1.65    4.659    5.39    5.765    2.919    4.796    4.948    1.903
[2,] 1045.24 2176.772 3182.26 3455.485 2304.434 4686.055 2471.838  965.881
[3,]  802.03 1732.260 2877.27 3532.568 2007.333 4080.955 2200.266 1002.106
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.677    3.212    3.055    2.115    4.987   0.9802    3.037
[2,] 3166.988 3155.873 3224.397 3099.510 3047.700 511.8684 2883.968
[3,] 4009.550 3247.422 2933.591 3029.758 2390.392 463.7751 3587.085
       [,61]    [,62]   [,63]    [,64]    [,65]    [,66]   [,67]    [,68]
[1,]   1.353    2.919    3.91    3.367    5.316    1.829   10.99    4.381
[2,] 858.610 1785.299 2180.34 2790.580 3141.129 1146.367 6449.10 2611.244
[3,] 740.751 2010.406 1927.08 2334.166 2641.270  882.880 6168.15 2416.680
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    4.196    1.71    5.586    4.116    5.223    5.366    5.878
[2,] 4303.208 1031.39 3220.246 4256.214 3451.509 4902.718 3638.405
[3,] 3275.821  944.05 2682.400 3126.624 3311.937 4006.949 3114.865
        [,76]    [,77]   [,78]    [,79]    [,80]    [,81]    [,82]
[1,]    4.499    4.294   1.891    4.871    3.604    5.941    3.189
[2,] 4342.419 3552.746 941.937 3421.062 2033.506 3965.415 1607.720
[3,] 4280.338 4004.659 890.700 3666.483 2240.556 2861.658 1587.441
        [,83]  [,84]    [,85]   [,86]    [,87]    [,88]    [,89]    [,90]
[1,]    2.564    2.3    3.533    3.56    9.502    5.941    2.562    2.641
[2,] 1978.799 1382.9 3494.443 2563.13 4835.051 3607.819 1839.747 2298.170
[3,] 1666.900 1363.3 2565.659 2228.84 4270.840 3147.951 1660.839 2410.461
        [,91]    [,92]    [,93]    [,94]    [,95]    [,96]    [,97]
[1,]    2.228    2.197    3.426    3.349   0.7905    4.876    11.29
[2,] 2206.015 2296.867 2304.050 2036.847 353.9366 4978.832 12633.16
[3,] 1794.481 2049.050 2327.922 1927.849 389.7678 5280.835 10462.03
       [,98]
[1,]   10.52
[2,] 5564.77
[3,] 4711.23
[1] "--- VAR model 2017-10-07 11:31:00  completed"
[1] "Completed training sample:  2017-10-07 11:31:00 - 2017-10-07 19:30:00"
[1] "SpVAR;   training sample:  2017-10-07 12:01:00 - 2017-10-07 20:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 12:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.5487           7.541         -64.90         -60.95
         -8.0656          -4.624         -30.08         -33.87
          6.2978          10.848         -47.42         -33.36
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -54.89         0.5391           2.7626            1.694
         -48.24        -1.9953           0.2387          -11.733
         -38.44         1.3675           6.2723            3.003
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           12.834          -0.8802            3.989           -29.68
          -21.398          -3.3205           11.613           -14.16
            4.153         -11.7968          -12.105           -25.24
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
          -4.7137          -3.4090          -13.645            8.558
           9.9084         -12.4868           -6.441            1.105
           0.3382          -0.4074           -2.378            5.417
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -4.075            3.267           14.699            31.58
           -7.250           -8.922           -2.694            13.24
            3.637           10.078           14.667            21.28
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -52.39           -4.115            -77.1           -41.45
           -33.66           -1.625           -130.1           -57.63
           -58.80           -4.409           -104.6           -35.53
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.573           -36.66           -70.98           -10.80
           -5.737           -34.64           -67.83           -13.94
           -4.874           -61.76           -39.85           -10.83
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.48           -4.013           -54.79           -22.73
           -34.66           -5.861           -54.60           -22.90
           -36.14           -4.834           -49.42           -23.58
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.148           -45.90           -73.36           -53.84
          -10.406           -52.49           -39.39           -32.65
          -12.470           -52.15           -47.01           -54.09
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.2344           -5.409            1.460          -2.1742
           0.2851           -4.111            2.132          -1.2978
          -3.2360           -2.873            2.285           0.5361
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
            3.972          -2.2964           -6.324           -26.34
           -2.047          -2.2219          -36.413           -22.16
           -3.781          -0.6376          -24.744           -44.16
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
          5.44715           -4.690           -17.20            5.701
          9.29751           -2.591           -22.27            1.745
         -0.01448           -2.164           -23.85            7.893
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            21.17           -4.617           -5.056            1.897
             4.74           -3.279           -5.633            8.133
            14.76           -5.134           -3.241            1.414
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           0.4838          -9.0660          -13.658           -6.817
           2.0289          -8.7097           -7.491          -10.651
           1.7321           0.1212           -5.946           -9.222
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -4.812            3.365           0.4625          -14.174
          -12.094           -1.908          -1.3963           -7.126
           -6.296           -2.292           0.9898          -12.898
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -2.860           -3.533            5.594           7.5583
            1.111          -11.480            3.115          -7.2914
           -1.308           -1.804           -2.098           0.7614
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            8.347            4.507            6.473            1.320
           -1.936           -1.506            6.207            2.265
            2.529            2.783          -15.572           14.164
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -6.434            1.788           -5.513            1.374
            3.170           -1.757           -5.031           -8.749
            2.309            1.072            5.071            6.731
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -0.6958            7.064            28.90            17.16
          -2.8918           -6.892            28.71            12.80
          -6.1906           -4.744            24.58             3.74
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           16.929           1.8592            24.16           -3.125
           25.768          -1.5799            17.34           -5.484
            9.536          -0.1865            24.51           -2.725
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            36.14            1.034          -4.1000          -1.2341
            11.75            8.841           6.8044           0.5617
            17.04           -2.099           0.1964          -3.5669
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.0911            1.889            5.887           -14.42
          -0.3335           -2.037            6.521            15.95
          -7.1938            6.733            6.658           -16.58
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
          3.97412           -0.874            2.332           0.0852
         -0.21787            1.692           -4.408          -1.7928
          0.04998           -4.571            1.754           0.8456
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -10.075           -4.258           -9.389            130.4
           -4.394           -2.888           -8.065            127.0
           -1.888            1.397           -9.135            126.0
 rnd_95776.volume rnd_95787.volume
           -5.605           -45.89
           -4.422           -53.16
          -23.291           -32.08
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.544 2.802  9.246 7.421  7.977 0.989 1.725 4.419 5.284 4.424 2.677
[2,] 4.570 3.288 10.722 8.676  9.328 1.151 1.948 5.180 6.553 6.317 3.683
[3,] 5.224 3.617 11.645 9.512 10.340 1.244 2.128 5.929 7.217 7.023 4.132
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.172 2.916 3.179 2.910 3.761 3.907 5.418 6.280 4.637  9.232 2.371
[2,] 4.844 3.464 4.432 4.242 4.545 5.009 6.496 7.769 5.626 11.052 2.727
[3,] 5.290 3.816 5.727 5.292 5.169 5.871 7.317 8.777 6.311 12.275 3.123
     [,23] [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30]  [,31] [,32]
[1,] 12.74 7.564 0.5143  7.773  7.248 1.042 7.283 0.5369  7.366 1.794
[2,] 17.35 9.156 0.5984  8.992  9.123 1.261 8.437 0.6632  8.822 2.099
[3,] 19.62 9.953 0.6566 10.301 10.468 1.394 9.407 0.7624 10.066 2.357
     [,33]  [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
[1,] 1.305  8.300 7.725  7.747 4.639 3.248 3.962 1.645 3.308 1.178 4.079
[2,] 1.502  9.553 9.050  9.794 5.461 4.404 4.776 1.933 3.972 1.369 4.730
[3,] 1.631 10.503 9.910 10.890 6.235 5.037 5.548 2.112 4.557 1.518 5.227
     [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
[1,] 4.090 2.212 1.295 3.579 4.317 4.720 2.430 3.779 3.691 1.474 2.901
[2,] 4.949 2.669 1.568 4.035 5.242 5.583 3.089 5.556 4.288 1.704 3.960
[3,] 5.482 3.037 1.702 4.278 5.834 6.295 3.475 6.446 4.647 1.930 5.286
     [,55] [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 2.460 2.518 1.676 3.867 0.7540 2.258 1.003 2.265 2.893 2.709 4.106
[2,] 3.712 3.704 3.018 4.636 0.8548 3.388 1.231 2.775 3.467 3.592 4.841
[3,] 4.722 4.381 4.095 5.117 0.9393 4.473 1.373 3.310 3.834 4.091 5.381
     [,66]  [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
[1,] 1.391  8.324 3.363 3.343 1.323 4.389 3.123 3.964 3.928 4.722 3.857
[2,] 1.709  9.904 4.067 4.944 1.607 5.084 4.663 4.959 5.794 5.679 5.363
[3,] 1.853 11.089 4.536 5.669 1.792 5.672 5.243 5.793 6.706 6.325 6.513
     [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
[1,] 3.367 1.459 3.782 2.996 4.582 2.478 2.069 1.746 2.683 2.807 7.272
[2,] 4.532 1.639 4.779 3.426 5.641 2.841 2.638 2.091 4.005 3.501 8.340
[3,] 5.633 1.793 5.682 3.941 6.236 3.165 3.053 2.380 4.485 3.915 9.099
     [,88] [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 4.689 2.105 2.117 1.793 1.813 2.675 2.595 0.6079 4.012  8.897  7.860
[2,] 5.597 2.588 2.881 2.599 2.688 3.319 3.141 0.6847 6.021 13.690  9.338
[3,] 6.266 2.929 3.477 3.006 3.186 3.840 3.495 0.7596 7.482 16.275 10.033
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]    [,5]    [,6]   [,7]     [,8]
[1,]    4.501    3.558   11.74    9.424   10.13   1.256   2.19    5.612
[2,] 3140.292 1872.754 5908.95 4892.510 5263.64 640.932 986.75 2942.306
[3,] 2754.801 1641.594 4947.43 4244.732 4856.03 515.028 931.59 3138.017
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.709    5.618    3.399    4.028    3.702    4.036    3.695
[2,] 4220.178 4908.984 2753.571 3984.769 2036.738 3361.434 3359.208
[3,] 3290.477 3339.763 2039.768 2313.730 1742.950 3948.745 3444.004
        [,16]    [,17]   [,18]    [,19]    [,20]   [,21]   [,22]    [,23]
[1,]    4.776    4.962    6.88    7.975    5.888   11.72    3.01    16.18
[2,] 2777.982 3411.116 3901.80 4977.798 3469.532 6613.27 1467.61 12814.00
[3,] 2680.069 3333.359 3663.70 4446.902 3112.262 5813.79 1656.32  9993.00
        [,24]   [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    9.605   0.653    9.871    9.204   1.323    9.249   0.6817    9.354
[2,] 5615.359 332.931 4919.906 6030.657 773.881 4634.521 423.9076 5285.238
[3,] 4248.852 294.363 5470.023 5588.605 644.903 4530.414 409.2465 5275.605
        [,32]   [,33]   [,34]   [,35]    [,36]    [,37]    [,38]    [,39]
[1,]    2.278   1.657   10.54    9.81    9.837    5.891    4.125    5.031
[2,] 1185.452 809.519 5148.60 5131.63 6522.112 3137.017 3236.218 2902.660
[3,] 1167.549 693.632 4752.65 4396.18 5183.594 3273.392 2662.025 3072.381
        [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]    2.089    4.201   1.495    5.179    5.193    2.809   1.644    4.545
[2,] 1105.004 2392.252 759.522 2606.143 3033.889 1625.531 961.886 2027.058
[3,]  926.865 2431.480 715.303 2422.151 2565.081 1576.701 722.765 1547.992
        [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    5.481    5.994    3.085    4.799    4.687   1.872    3.684
[2,] 3237.425 3245.469 2075.864 4433.473 2376.056 929.540 2933.297
[3,] 2787.932 3165.411 1733.385 3557.733 1948.701 987.119 3812.118
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]   [,61]
[1,]    3.124    3.198    2.128    4.911   0.9574    2.868   1.273
[2,] 3025.743 2956.809 2732.359 2783.095 438.3516 2748.869 776.572
[3,] 3177.381 2546.528 3012.320 2358.311 423.8404 3179.550 663.852
        [,62]    [,63]   [,64]    [,65]    [,66]   [,67]   [,68]    [,69]
[1,]    2.876    3.674    3.44    5.214    1.766   10.57    4.27    4.246
[2,] 1744.678 2078.401 2568.68 2790.940 1080.634 5841.98 2490.53 3964.874
[3,] 1965.336 1783.493 2129.76 2558.088  779.390 5429.85 2184.86 3018.574
      [,70]    [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]   1.68    5.574    3.966    5.034    4.988    5.996    4.898    4.275
[2,] 993.90 2793.459 3769.405 3243.622 4636.003 3435.267 4055.930 3302.146
[3,] 862.73 2736.277 2609.021 3259.517 3674.534 3030.484 4023.594 3642.150
       [,78]    [,79]    [,80]    [,81]    [,82]    [,83]    [,84]
[1,]   1.852    4.803    3.804    5.818    3.146    2.628    2.217
[2,] 812.614 3179.363 1809.862 3580.975 1514.291 1780.320 1251.891
[3,] 793.432 3346.707 2118.962 2894.173 1517.821 1673.355 1236.918
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.406    3.564    9.234    5.954    2.673    2.688    2.277
[2,] 3236.499 2277.983 4446.009 3327.007 1638.437 2127.193 2048.210
[3,] 2199.021 1907.806 3959.444 3066.497 1494.134 2119.510 1643.782
        [,92]    [,93]    [,94]   [,95]    [,96]   [,97]    [,98]
[1,]    2.302    3.397    3.295   0.772    5.094    11.3    9.981
[2,] 2160.595 2138.312 1926.167 342.909 4887.761 11325.4 5488.735
[3,] 1860.758 2102.875 1667.848 357.926 4835.051  9581.0 3992.429
[1] "--- VAR model 2017-10-07 12:01:00  completed"
[1] "Completed training sample:  2017-10-07 12:01:00 - 2017-10-07 20:00:00"
[1] "SpVAR;   training sample:  2017-10-07 12:31:00 - 2017-10-07 20:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 12:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -8.272          -1.234         -15.89         -49.51
          -1.246           8.099         -27.53         -28.17
           7.423          -3.537         -50.06         -44.14
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -48.89         1.5189           -4.801          -16.162
         -44.10         0.6072            1.363            6.951
         -38.30         1.7359            1.695            1.564
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -18.030           -2.780           6.5961          -18.769
            3.490          -12.501           0.2928          -24.527
           -4.498           -5.286           7.0010           -8.468
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            9.351           -8.154            -1.86           15.744
            3.320          -14.419           -11.24            7.278
          -10.297          -13.405           -14.39            7.179
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -6.976           -19.15            3.935            18.89
           -2.186           -13.99           -3.090            25.31
           -8.447            15.52           -7.238            16.27
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -27.17           -6.192          -133.10           -41.11
           -40.42           -5.496           -51.73           -43.01
           -43.13           -4.104           -73.61           -32.58
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.160           -22.75           -37.24           -7.782
           -4.869           -54.80           -55.05           -9.799
           -4.480           -31.93           -42.04          -10.847
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -38.18           -4.020           -37.99           -21.68
           -38.95           -5.714           -65.21           -19.32
           -47.24           -5.404           -57.63           -18.65
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.40           -43.55           -42.55           -46.38
           -10.86           -57.35           -51.47           -46.36
           -11.73           -34.65           -46.28           -47.93
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            4.502           11.112            8.656           -2.930
          -10.189          -12.648           11.746            2.808
            1.960           -2.894           -9.589           -1.710
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           11.058           0.8859           -28.73           -39.30
           -8.244           1.9194           -33.31           -41.17
           -1.866          -0.3060           -26.28           -38.03
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           10.511           3.1504           -18.05            8.213
            2.332          -0.2615           -25.63            3.069
            5.642          -3.2909           -25.01           13.701
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            7.985           -8.571           -14.33           8.3638
           -1.338           -5.916           -10.28           0.8372
           12.751           -8.121           -14.95           2.5764
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.786          -13.511           -8.429          -10.192
           -2.694          -15.503           -9.469           -2.233
           -1.613           -9.282           -1.250           -5.606
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            7.199           -2.522         -0.19134           -4.249
           -7.885           -1.989          0.05376           -7.211
          -12.041           -3.364          0.12941           -8.615
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
         -0.91551           -9.162           0.5037         -10.3329
          0.01323            5.161           1.1003          -0.7649
         -1.85041           -4.903           3.6347          -2.1638
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -0.2546            1.518            9.619           -6.999
          13.7964            1.461           -7.264           13.977
          -9.2109           -2.118           -8.515            1.377
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -8.484           5.2039           -2.175          -4.0570
           12.402           2.2511           -6.737           0.0385
            9.473          -0.9076            6.777          -2.0552
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -8.0824           -8.987          -0.6319            3.799
          -1.2402           -3.275          22.6567            1.321
          -0.8112            1.488          18.3837           13.692
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           10.882          -0.9331           13.530            9.300
           -6.862           0.2688            5.493            2.884
           12.838           0.8391            5.811           -1.004
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
           17.446            3.885         -3.65284          -0.3551
           20.086            4.020          0.05127          -3.4969
            9.741            3.332         -6.18658          -1.8732
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.2022           -1.523           19.657           -6.885
          -0.4925            3.592           27.700           -2.249
          -2.9285            1.426            3.796           -9.744
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            1.358            4.388          -0.8834           -4.818
            3.730           -3.874           2.7327            2.707
           -2.056            4.927          -0.5631           -1.147
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
        -10.57497            5.897           -7.663            134.7
          0.01134           -4.515           -8.830            119.6
         -1.90799            2.649           -6.961            135.0
 rnd_95776.volume rnd_95787.volume
          -32.154           -28.43
          -43.880           -35.13
           -1.639           -34.32
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]   [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.574 2.819  9.376 7.398  7.752 1.009 1.752 4.430 5.195 4.407 2.592
[2,] 4.490 3.267 10.795 8.681  9.091 1.156 1.988 5.185 6.499 6.236 3.683
[3,] 5.152 3.582 11.747 9.616 10.105 1.267 2.178 5.858 7.096 6.943 4.195
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.035 2.803 3.048 3.204 3.708 3.850 5.327 6.506 4.949  9.005 2.348
[2,] 4.762 3.409 4.294 4.511 4.583 4.983 6.464 7.958 5.761 10.674 2.746
[3,] 5.268 3.741 5.517 5.455 5.209 6.001 7.249 8.864 6.467 11.822 3.126
     [,23] [,24]  [,25]  [,26]  [,27] [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.90 7.507 0.5271  7.578  7.208 1.043 7.447 0.5419 7.061 1.748 1.200
[2,] 17.36 9.113 0.6025  8.973  9.079 1.260 8.535 0.6602 8.756 1.989 1.415
[3,] 19.51 9.911 0.6630 10.227 10.393 1.387 9.587 0.7427 9.801 2.200 1.549
      [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,]  7.753 7.543  7.566 4.648 3.205 3.821 1.632 3.520 1.143 4.100 4.154
[2,]  9.246 8.912  9.627 5.505 4.368 4.686 1.927 4.103 1.322 4.693 5.031
[3,] 10.298 9.815 10.565 6.230 5.094 5.395 2.098 4.624 1.505 5.136 5.540
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.170 1.263 3.420 4.383 4.650 2.368 3.757 3.822 1.496 2.893 2.486
[2,] 2.713 1.547 3.883 5.357 5.454 3.101 5.602 4.448 1.711 3.986 3.629
[3,] 3.069 1.701 4.197 5.916 6.096 3.494 6.367 4.751 1.947 5.375 4.652
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.494 1.587 3.986 0.7210 2.196 1.033 2.330 2.904 2.829 4.137 1.447
[2,] 3.610 3.033 4.727 0.8215 3.397 1.242 2.777 3.505 3.712 4.899 1.728
[3,] 4.339 4.042 5.148 0.9072 4.528 1.391 3.276 3.846 4.204 5.481 1.840
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  8.281 3.394 3.316 1.334 4.276 3.082 4.095 3.879 4.924 4.079 3.359
[2,]  9.887 4.130 5.070 1.596 5.038 4.540 5.052 5.750 5.894 5.565 4.533
[3,] 11.123 4.617 5.822 1.760 5.657 5.180 5.872 6.645 6.463 6.731 5.727
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.383 3.776 2.966 4.593 2.451 2.098 1.691 2.656 2.857 6.913 4.782
[2,] 1.576 5.017 3.473 5.578 2.870 2.687 2.024 3.936 3.507 8.160 5.673
[3,] 1.748 5.832 3.929 6.270 3.122 3.126 2.311 4.483 3.906 9.146 6.338
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97]  [,98]
[1,] 2.117 2.094 1.899 1.978 2.497 2.494 0.6308 4.269  9.268  7.904
[2,] 2.565 2.952 2.703 2.731 3.132 3.100 0.7085 6.424 13.965  9.337
[3,] 2.911 3.492 3.084 3.200 3.709 3.439 0.7911 7.865 16.403 10.065
Root mean square errors of predictions:  
         [,1]    [,2]    [,3]     [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.539    3.58   11.91    9.394    9.843   1.282    2.225    5.625
[2,] 2899.355 1761.83 5707.89 4845.045 5065.331 602.370 1002.867 2873.523
[3,] 2693.189 1566.99 4939.30 4411.385 4707.781 551.440  946.984 2907.783
         [,9]    [,10]    [,11]    [,12]    [,13]   [,14]    [,15]
[1,]    6.597    5.596    3.291    3.854    3.559    3.87    4.069
[2,] 4164.094 4706.361 2790.659 3913.694 2069.509 3226.58 3386.337
[3,] 3039.057 3256.434 2142.251 2402.601 1643.205 3694.96 3272.981
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.709    4.889    6.764    8.262    6.284   11.43    2.982
[2,] 2873.599 3374.052 3905.998 4887.683 3146.110 6113.39 1517.787
[3,] 2640.632 3566.577 3500.557 4164.012 3134.485 5421.30 1594.120
        [,23]    [,24]    [,25]    [,26]    [,27]   [,28]    [,29]
[1,]    16.38    9.532   0.6693    9.623    9.154   1.324    9.457
[2,] 12391.38 5510.003 311.2280 5124.504 5886.663 754.802 4448.303
[3,]  9494.14 4156.414 295.1226 5232.897 5395.184 617.643 4656.154
        [,30]    [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]
[1,]   0.6881    8.967    2.22   1.524    9.845    9.578    9.608    5.903
[2,] 402.2714 5523.188 1011.10 800.150 5373.047 5063.018 6348.219 3145.116
[3,] 362.8898 4696.395 1003.46 671.679 4838.419 4387.368 4641.725 3112.093
       [,38]    [,39]    [,40]   [,41]   [,42]    [,43]    [,44]    [,45]
[1,]    4.07    4.852    2.072    4.47   1.452    5.206    5.275    2.755
[2,] 3165.61 2892.352 1092.949 2247.15 708.730 2435.716 3026.610 1737.524
[3,] 2795.28 2852.182  885.371 2275.47 765.939 2226.559 2473.889 1528.906
       [,46]    [,47]    [,48]    [,49]    [,50]    [,51]    [,52] [,53]
[1,]   1.604    4.342    5.565    5.904    3.007    4.771    4.853   1.9
[2,] 951.820 1962.807 3285.689 3041.644 2134.450 4432.180 2428.076 886.5
[3,] 755.474 1698.886 2678.156 2904.086 1717.491 3226.367 1779.642 990.1
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.673    3.157    3.167    2.015    5.061   0.9155    2.789
[2,] 2924.481 2818.970 2784.151 2756.772 2709.961 419.9210 2764.394
[3,] 3846.108 3105.161 2567.278 2849.571 2176.622 410.6164 3193.804
       [,61]    [,62]    [,63]    [,64]    [,65]    [,66]   [,67]    [,68]
[1,]   1.312    2.959    3.688    3.592    5.253    1.837   10.52    4.309
[2,] 734.302 1610.980 2092.475 2562.746 2799.771 1007.054 5761.99 2509.857
[3,] 668.661 1853.889 1688.313 2104.846 2620.594  675.280 5433.92 2201.289
       [,69]   [,70]   [,71]    [,72]  [,73]    [,74]    [,75]   [,76]
[1,]    4.21   1.694    5.43    3.914    5.2    4.926    6.252    5.18
[2,] 4091.46 934.823 2841.78 3555.366 3156.5 4526.839 3455.338 4037.64
[3,] 3052.17 789.655 2743.73 2660.854 3190.7 3553.505 2828.634 4038.46
        [,77]   [,78]    [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    4.265   1.756    4.794    3.766    5.833    3.113    2.664
[2,] 3247.356 806.566 3523.280 1927.568 3375.980 1592.259 1790.370
[3,] 3732.227 805.277 3173.089 1958.506 3053.196 1309.267 1703.646
        [,84]    [,85]    [,86]    [,87]    [,88]    [,89]    [,90]
[1,]    2.147    3.373    3.628    8.779    6.072    2.688    2.659
[2,] 1185.967 3097.759 2169.064 4624.152 3256.023 1545.451 2219.293
[3,] 1189.650 2290.048 1833.848 4404.838 3014.529 1468.906 1991.065
        [,91]    [,92]    [,93]    [,94]   [,95]    [,96]    [,97]   [,98]
[1,]    2.411    2.512    3.171    3.167   0.801    5.421    11.77   10.04
[2,] 2051.208 2008.623 2016.891 1963.442 344.179 5120.292 11142.18 5300.78
[3,] 1583.885 1777.540 2118.782 1588.807 375.285 4838.780  9177.98 4011.06
[1] "--- VAR model 2017-10-07 12:31:00  completed"
[1] "Completed training sample:  2017-10-07 12:31:00 - 2017-10-07 20:30:00"
[1] "SpVAR;   training sample:  2017-10-07 13:01:00 - 2017-10-07 21:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 13:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.9423           1.141         -43.87         -60.21
          0.6998           2.274         -44.28         -40.46
          6.1973          -2.189         -43.22         -28.83
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -39.79         2.5715           0.6425          -11.061
         -67.23        -0.1352          -3.7726            5.494
         -48.34         1.8479           4.4335            3.510
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
          -5.5115            1.892           12.401           -10.72
          -0.1941           -6.278           -1.284           -20.20
           7.7655            6.435           11.647           -12.11
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           1.8776         -12.3072          -2.5340          -2.7519
           1.5121          -0.3702         -15.9236          -5.1663
           0.6559         -10.9507           0.9758          -0.7047
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -15.46           -8.333           -3.135            33.38
             1.19           -2.310            6.443            13.73
           -12.41            3.271            4.387            21.78
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -40.56          -2.0602           -78.31           -43.94
           -61.14          -4.1390          -108.71           -36.40
           -19.18           0.4836           -69.77           -48.36
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.794           -45.48           -28.57           -8.418
           -5.235           -40.86           -63.72           -9.872
           -4.119           -59.40           -36.30           -8.722
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -58.69           -5.727           -44.22           -21.54
           -36.54           -5.383           -34.70           -19.08
           -42.79           -3.458           -56.95           -19.90
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -12.717           -52.85           -44.66           -53.83
          -12.099           -51.54           -61.88           -47.49
           -8.832           -57.10           -47.14           -46.62
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           13.117          -0.5235          -11.870          -2.3076
           -7.904          -7.0725            5.043           2.1200
            4.737          15.0447           -1.594           0.8519
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.7854           0.1011           -25.75           -41.26
          -0.4892          -1.1902           -27.65           -28.24
          -1.6847          -1.1694           -35.65           -38.93
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            7.865           0.5132           -17.62            23.49
            4.456           1.9938           -26.74           -10.26
            2.174          -3.4203           -19.54            11.16
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
           16.958           1.6571          -26.300           10.141
           -5.971           0.7982            5.552            3.836
           15.659          -1.7936          -16.092            7.716
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -4.7817          -17.555         -21.2189           -7.961
           0.2254          -10.480         -10.9721          -19.954
           0.6929           -2.127          -0.8452           -4.468
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           13.549          -1.7510          -0.3201          -0.3547
          -26.650          -2.4981          -1.6610           0.5979
           -7.223          -0.5308          -0.8774         -20.6062
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.335           -6.121            2.402           0.7619
            1.585            4.120           -1.157         -10.4650
           -3.484           -7.618            4.642           6.8207
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            4.336          -2.2992           22.429            3.978
           -4.025          -0.4893            1.818           -3.739
            2.888           1.2762            1.058            6.356
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -13.800          -1.7613           0.1712          4.21695
            7.179          -0.2087          -6.7960         -0.04493
           -4.370           0.7774           6.3338          4.54487
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           8.3032          -0.6129            8.614           10.941
          -0.6067           7.4960           18.230            9.092
           7.1364          -0.3618           15.764            9.916
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           19.591            -1.73            15.84           0.8648
            1.557             1.21            15.71          -2.1434
           15.564             1.25            13.21           1.7691
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            21.89          2.84950          -0.5316          -0.6153
            15.06          2.59932          -2.4289           0.8966
            14.42         -0.09764           2.9782           0.2041
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           4.5548            9.575           12.529           -2.034
          -8.4180            1.566            5.467           -7.022
           0.1062            3.157           -5.563           -2.267
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           -0.761           2.4830           0.5071          -0.4028
            2.881          -0.8904           1.6865           3.3170
           -2.357           4.0656           3.4478           2.4937
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
          -11.147           -6.515           -6.893            108.5
           11.354            7.574           -6.641            113.2
           -6.843           -3.331           -7.620            121.2
 rnd_95776.volume rnd_95787.volume
           -25.81           -57.38
           -21.71           -32.70
           -21.43           -46.83
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.539 2.795  8.168 7.169 7.394 1.033 1.713 4.175 5.075 4.388 2.574
[2,] 4.566 3.277  9.495 8.566 8.803 1.168 1.957 4.899 6.273 6.073 3.591
[3,] 5.137 3.621 10.319 9.560 9.822 1.272 2.142 5.619 6.865 6.748 4.063
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.995 2.696 2.974 3.683 3.624 3.810 5.182 6.649 5.113  9.652 2.888
[2,] 4.591 3.305 4.206 4.924 4.670 5.084 6.444 7.956 6.008 11.080 3.367
[3,] 5.095 3.592 5.364 5.909 5.245 6.120 7.222 8.900 6.693 12.251 3.735
     [,23] [,24]  [,25] [,26]  [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.98 7.410 0.5096 7.239  7.151 0.9714 7.218 0.5453 6.798 1.611 1.185
[2,] 17.11 9.118 0.5876 8.556  8.883 1.1643 8.273 0.6495 8.323 1.909 1.396
[3,] 19.42 9.878 0.6434 9.762 10.129 1.2735 9.396 0.7320 9.449 2.114 1.511
     [,34] [,35]  [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.473 7.157  7.815 4.480 3.186 3.784 1.614 3.581 1.055 3.925 3.988
[2,] 8.859 8.635  9.600 5.239 4.280 4.689 1.915 4.120 1.278 4.600 4.909
[3,] 9.889 9.438 10.460 5.930 4.871 5.348 2.098 4.595 1.440 5.054 5.451
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.266 1.244 3.268 4.206 4.550 2.390 3.847 3.852 1.456 2.781 2.461
[2,] 2.721 1.499 3.880 5.241 5.393 3.035 5.649 4.589 1.702 3.871 3.703
[3,] 3.062 1.654 4.161 5.864 6.141 3.383 6.489 4.842 1.975 5.156 4.720
     [,56] [,57] [,58]  [,59] [,60] [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.425 1.494 3.854 0.7307 2.236 1.038 2.334 2.924 2.846 4.082 1.392
[2,] 3.475 2.926 4.510 0.8242 3.328 1.242 2.790 3.457 3.738 4.892 1.643
[3,] 4.288 4.035 4.886 0.9112 4.355 1.379 3.247 3.764 4.222 5.382 1.761
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  8.005 3.222 3.246 1.339 4.282 3.089 4.215 3.915 5.023 4.069 3.361
[2,]  9.766 3.995 4.957 1.588 5.063 4.617 5.164 5.718 5.939 5.508 4.718
[3,] 10.730 4.424 5.727 1.753 5.649 5.197 5.932 6.742 6.515 6.670 5.956
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.256 3.836 2.922 4.237 2.242 2.112 1.655 2.590 2.752 6.536 4.738
[2,] 1.491 5.108 3.381 5.498 2.740 2.648 2.002 3.803 3.417 7.756 5.680
[3,] 1.676 5.917 3.758 6.270 3.000 3.038 2.297 4.305 3.818 8.732 6.311
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.107 2.064 2.035 2.094 2.465 2.477 0.6214 4.530  9.618 7.626
[2,] 2.617 2.920 2.756 2.755 3.102 2.912 0.6980 6.671 13.819 9.162
[3,] 2.930 3.521 3.153 3.242 3.668 3.245 0.7925 8.042 16.492 9.941
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.494    3.549   10.37    9.104    9.389   1.312   2.176    5.302
[2,] 2874.287 1705.084 4822.24 4669.325 4759.614 543.092 942.642 2552.671
[3,] 2342.807 1533.657 4024.76 4226.870 4338.773 500.939 866.567 2740.901
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.445    5.571    3.269    3.803    3.424    3.777    4.677
[2,] 3672.628 4182.331 2493.304 3465.605 1903.131 2962.401 3255.555
[3,] 2777.233 2929.150 1893.370 2201.926 1402.312 3316.632 3252.080
        [,16]    [,17]   [,18]    [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.603    4.838    6.58    8.443    6.493   12.26    3.667    16.49
[2,] 2933.887 3353.526 3814.85 4352.257 3142.509 5419.95 1724.182 11095.78
[3,] 2378.327 3393.418 3248.23 3972.308 2938.271 5205.15 1611.340  9158.21
       [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    9.41   0.6472    9.192    9.081   1.233    9.166   0.6925    8.632
[2,] 5291.80 291.2793 4542.188 5248.788 639.380 4027.491 351.3788 4783.786
[3,] 3784.22 261.0736 4681.730 4846.785 513.941 4435.838 336.4115 4455.914
        [,32]   [,33]   [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]    2.046   1.505    9.49    9.089    9.923    5.688    4.045    4.806
[2,] 1020.194 735.532 4738.10 4811.376 5554.397 2706.936 2847.026 2757.858
[3,]  904.700 573.826 4378.03 3795.640 4137.295 2765.193 2316.968 2561.831
        [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]   [,47]
[1,]    2.049    4.547   1.339    4.984    5.064    2.877   1.579    4.15
[2,] 1026.502 2029.016 718.412 2388.975 2852.138 1500.304 832.628 2083.53
[3,]  852.624 2026.404 660.707 2087.124 2359.778 1399.487 696.263 1496.34
        [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    5.341    5.777    3.034    4.886    4.891   1.849    3.531
[2,] 3113.889 2883.347 1862.942 4120.381 2483.976 877.103 2682.959
[3,] 2619.822 2926.930 1490.512 3179.185 1540.785 998.364 3392.389
        [,55]    [,56]    [,57]    [,58]    [,59]   [,60]   [,61]    [,62]
[1,]    3.125    3.079    1.897    4.894   0.9279    2.84   1.318    2.964
[2,] 2755.678 2479.335 2505.736 2333.018 379.6686 2455.38 679.849 1523.648
[3,] 2915.034 2502.451 2768.300 1871.133 387.1132 2797.84 597.206 1653.829
        [,63]    [,64]    [,65]   [,66]   [,67]    [,68]    [,69] [,70]
[1,]    3.713    3.614    5.184   1.767   10.17    4.092    4.121   1.7
[2,] 1837.184 2413.665 2684.230 869.955 5570.98 2351.730 3731.656 850.6
[3,] 1483.642 1955.653 2236.359 632.246 4427.16 1893.371 2856.813 739.7
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    5.437    3.923    5.353    4.971    6.378    5.167    4.268
[2,] 2690.708 3417.685 2970.235 4151.798 3157.058 3697.698 3297.560
[3,] 2497.486 2376.471 2908.958 3556.934 2667.237 3747.587 3620.558
       [,78]    [,79]   [,80]    [,81]    [,82]    [,83]    [,84]    [,85]
[1,]   1.595    4.871    3.71    5.381    2.848    2.682    2.102    3.289
[2,] 799.949 3359.799 1693.97 3490.039 1567.619 1591.619 1121.084 2773.284
[3,] 763.211 2974.350 1633.48 3002.360 1217.972 1481.758 1122.708 2010.980
        [,86]  [,87]    [,88]    [,89]   [,90]    [,91]    [,92]   [,93]
[1,]    3.494    8.3    6.016    2.676    2.62    2.584    2.659    3.13
[2,] 2017.228 4159.9 3120.828 1545.156 2057.69 1851.603 1783.209 1876.57
[3,] 1697.984 3994.4 2739.035 1312.485 1958.97 1525.181 1701.766 1949.04
        [,94]   [,95]    [,96]   [,97]    [,98]
[1,]    3.145   0.789    5.752   12.21    9.684
[2,] 1525.510 316.784 4878.486 9883.39 5057.889
[3,] 1426.942 373.812 4472.575 8965.59 3842.408
[1] "--- VAR model 2017-10-07 13:01:00  completed"
[1] "Completed training sample:  2017-10-07 13:01:00 - 2017-10-07 21:00:00"
[1] "SpVAR;   training sample:  2017-10-07 13:31:00 - 2017-10-07 21:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 13:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.434           9.688         -35.79         -50.00
           5.470          -4.565         -54.94         -36.41
           2.045           6.860         -34.93         -54.06
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -36.61       -1.21079           3.0200          11.0277
         -57.44        0.01485          -1.5061           0.5489
         -53.43        2.16900          -0.9321           5.5213
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           9.8435           -4.893            1.787           -19.44
           3.9971            2.552           10.572           -13.12
          -0.9073           -3.350            4.506           -12.90
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -0.695          -10.548          -3.3033           -3.901
           10.190           -4.555           0.5218           -9.915
            7.794          -10.127          -2.3122           -2.476
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          -12.839           -13.03            6.636            24.13
           -7.020           -12.74          -15.951            13.24
           -8.541           -13.01            8.273            19.87
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -27.57           -7.188           -75.84           -29.37
           -39.62           -4.673          -107.61           -49.29
           -44.25            1.238           -70.32           -38.97
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -5.359           -25.39           -51.97           -9.795
           -5.292           -66.13           -38.28          -12.264
           -4.557           -42.01           -52.47           -8.715
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -66.10           -5.748           -46.22           -15.21
           -31.34           -5.645           -37.65           -24.35
           -59.09           -5.591           -28.77           -19.59
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -13.80           -38.09           -52.77           -66.06
           -11.58           -43.97           -48.38           -41.11
           -12.85           -49.96           -44.44           -50.03
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.133            2.470           -3.882           0.2365
           11.778            7.623            6.581           1.0847
           -3.951            3.451           -1.989          -0.5380
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.538          -0.5361           -26.33           -14.85
            6.401           0.2709           -30.80           -37.53
           -0.660          -1.6148           -36.02           -37.86
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            1.445           -3.051           -28.57           16.360
            6.314           -4.704           -23.29           -2.531
           -1.448           -2.798           -22.64           20.005
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            17.17          -4.4823          -17.863            5.786
           -16.62          -2.0479           -5.106           11.796
            21.47          -0.7402          -20.285           11.325
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
            2.886           -1.115           -2.188           -6.702
           -1.480          -15.490           -7.758           -2.587
            2.041           -9.988           -4.649           -9.210
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -0.6754            3.116           0.2600            7.364
          -6.9885           -6.016          -1.0056           -8.075
          -4.0306            1.906          -0.4844           -3.112
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           1.3460            5.623            4.135            9.128
           1.1770           -1.808            8.908            5.854
           0.6573           -9.483            6.679            1.388
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           16.071           6.7062          -3.3939           -2.319
            3.621           1.2895          17.7105           -5.577
           -3.938           0.5724           0.4542            9.400
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -13.46           -1.111            9.765           -4.449
            15.73           -2.445           11.048            6.302
            -1.24            2.960           -3.414            7.547
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -12.238           -6.064            23.86            10.29
            5.279           10.073            10.06            13.73
          -12.991           -1.655            23.24            13.13
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            3.258           2.3859          5.11852            1.080
           16.823           0.2448         -0.05051            2.528
            7.716           4.2803         14.71612            4.349
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            3.972            4.762           -2.865          -4.7841
            5.329           -5.467           -3.444           1.7609
           20.921            1.206            0.131           0.5883
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           -3.370           10.112            12.74          -10.789
            8.873           -3.645             9.92            8.751
            8.484           10.601            -2.70          -10.951
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.872          -0.8289          -0.7677            2.846
            1.274           5.9771           3.7371            3.008
            4.909           3.0165           3.6011            5.783
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           1.5368           3.3596           -7.871            109.2
           2.9997          -7.7961           -8.675            110.5
           0.6502          -0.4349           -7.208            112.8
 rnd_95776.volume rnd_95787.volume
          -22.706           -43.45
          -53.558           -47.10
           -9.694           -41.81
Standard Errors of predictions:  
      [,1]  [,2]   [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.597 2.796  7.948 7.151 6.976 0.9914 1.700 4.077 4.805 4.411 2.522
[2,] 4.593 3.273  9.252 8.455 8.506 1.1228 1.928 4.826 5.984 6.029 3.558
[3,] 5.218 3.648 10.033 9.406 9.586 1.2375 2.104 5.492 6.708 6.689 4.028
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.040 2.597 2.795 4.508 3.618 3.858 4.932 6.548 5.033  9.183 2.769
[2,] 4.536 3.212 4.104 5.655 4.634 5.098 6.290 7.912 5.902 10.523 3.074
[3,] 5.035 3.523 5.130 6.405 5.275 6.013 7.139 8.842 6.580 11.715 3.371
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.22 7.467 0.5032 6.994 6.895 0.9217 7.286 0.5265 6.881 1.457 1.133
[2,] 17.11 9.166 0.5795 8.327 8.637 1.1312 8.463 0.6105 8.448 1.747 1.347
[3,] 19.37 9.832 0.6374 9.685 9.969 1.2461 9.570 0.6919 9.578 1.931 1.468
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 7.466 6.697 7.214 4.344 3.153 3.750 1.540 3.558 1.017 3.592 3.941
[2,] 8.634 8.197 9.064 4.995 4.115 4.483 1.823 4.120 1.259 4.299 4.783
[3,] 9.615 9.061 9.925 5.586 4.685 5.164 2.005 4.499 1.425 4.782 5.342
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.360 1.301 3.147 4.177 4.643 2.429 3.843 3.968 1.421 2.720 2.487
[2,] 2.853 1.517 3.777 5.127 5.403 2.993 5.667 4.672 1.678 3.817 3.622
[3,] 3.215 1.646 4.159 5.760 6.080 3.339 6.591 4.928 1.957 5.228 4.603
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.487 1.564 3.728 0.7097 2.143 0.9788 2.395 2.839 2.857 4.241 1.332
[2,] 3.427 2.997 4.364 0.8150 3.371 1.1758 2.787 3.313 3.767 5.118 1.583
[3,] 4.175 3.957 4.692 0.8951 4.388 1.3454 3.260 3.643 4.254 5.566 1.708
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  7.843 3.164 3.319 1.309 4.252 3.063 4.229 4.032 4.899 4.283 3.540
[2,]  9.798 3.905 5.029 1.561 4.918 4.638 5.284 5.775 5.758 5.762 4.782
[3,] 10.875 4.347 5.829 1.736 5.521 5.196 6.019 6.703 6.443 6.938 6.004
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.246 3.646 2.814 4.098 2.152 2.034 1.625 2.556 2.604 6.440 4.825
[2,] 1.467 5.017 3.265 5.505 2.688 2.586 1.969 3.805 3.386 7.678 5.756
[3,] 1.647 5.917 3.624 6.306 2.987 2.992 2.229 4.271 3.802 8.631 6.330
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.080 2.011 1.999 2.050 2.291 2.417 0.5987 4.747  9.463 7.491
[2,] 2.616 2.897 2.704 2.690 2.868 2.835 0.6889 6.681 14.076 8.830
[3,] 2.900 3.492 3.163 3.272 3.511 3.144 0.7812 8.008 16.568 9.519
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]    [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.568    3.551   10.09    9.08    8.858   1.259   2.159    5.178
[2,] 2865.717 1707.792 4753.19 4527.37 4885.846 529.119 911.699 2591.135
[3,] 2486.035 1616.786 3894.86 4137.96 4435.435 522.164 845.315 2630.062
         [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]
[1,]    6.102    5.602    3.202    3.86    3.297    3.549    5.725
[2,] 3579.254 4124.878 2518.290 3378.36 1897.120 3016.154 3427.030
[3,] 3043.085 2906.733 1896.341 2194.14 1453.914 3089.341 3017.151
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.594    4.899    6.262    8.315    6.392   11.66    3.516
[2,] 2906.337 3344.176 3918.038 4456.494 3093.982 5157.95 1339.264
[3,] 2528.625 3201.357 3388.404 3961.292 2918.826 5166.31 1389.552
        [,23]    [,24]   [,25]    [,26]    [,27]  [,28]    [,29]    [,30]
[1,]    16.79    9.482   0.639    8.881    8.756   1.17    9.252   0.6685
[2,] 10906.54 5336.100 288.362 4536.853 5220.732 658.19 4321.291 310.2550
[3,]  9109.84 3568.732 266.425 4963.930 4996.451 524.66 4483.658 326.7199
        [,31]  [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    8.737   1.85   1.438    9.481    8.505    9.161    5.517    4.004
[2,] 4918.902 968.13 732.461 4352.136 4742.724 5507.323 2473.622 2654.229
[3,] 4531.263 825.79 583.658 4246.474 3876.409 4058.027 2510.690 2246.414
        [,39]   [,40]    [,41]   [,42]    [,43]    [,44]    [,45]   [,46]
[1,]    4.762   1.955    4.519   1.291    4.562    5.004    2.997   1.652
[2,] 2466.235 980.172 2083.816 745.204 2369.538 2719.658 1609.593 783.102
[3,] 2571.762 837.779 1813.845 670.585 2102.109 2389.199 1485.976 640.193
        [,47]    [,48]    [,49]    [,50]   [,51]    [,52]    [,53]
[1,]    3.997    5.305    5.896    3.085    4.88    5.039    1.805
[2,] 2094.653 2983.278 2772.362 1754.385 4180.06 2475.606  894.614
[3,] 1748.661 2634.525 2797.379 1485.224 3377.89 1572.617 1010.640
        [,54]    [,55]    [,56]    [,57]    [,58]    [,59]    [,60]
[1,]    3.453    3.158    3.158    1.986    4.734   0.9012    2.721
[2,] 2688.445 2643.303 2366.680 2565.971 2277.143 402.0699 2611.521
[3,] 3585.146 2851.145 2392.901 2592.880 1728.748 371.4650 2820.134
       [,61]    [,62]    [,63]    [,64]    [,65]   [,66]   [,67]    [,68]
[1,]   1.243    3.042    3.605    3.627    5.385   1.691    9.96    4.018
[2,] 653.849 1430.842 1713.752 2464.784 2876.665 858.160 5893.90 2297.451
[3,] 656.438 1696.419 1521.989 1982.643 2194.158 644.900 4736.21 1916.405
        [,69]   [,70]    [,71]   [,72]    [,73]   [,74]    [,75]    [,76]
[1,]    4.214   1.662    5.399    3.89    5.371    5.12    6.221    5.439
[2,] 3791.691 854.086 2479.396 3494.94 3179.902 4149.37 3036.907 3867.616
[3,] 2957.925 761.152 2518.442 2351.48 2892.922 3414.75 2901.016 3879.507
        [,77]   [,78]   [,79]    [,80]    [,81]    [,82]    [,83]    [,84]
[1,]    4.495   1.582    4.63    3.573    5.204    2.732    2.582    2.064
[2,] 3226.626 778.409 3459.16 1661.976 3689.513 1615.980 1603.924 1116.748
[3,] 3644.256 750.161 3148.21 1579.744 3086.389 1308.531 1510.518 1047.646
        [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]    3.246    3.306    8.177    6.127    2.642    2.553    2.538
[2,] 2828.590 2172.439 4196.778 3148.931 1591.148 2093.570 1828.249
[3,] 1946.520 1735.106 3956.742 2644.104 1256.734 1956.925 1646.100
        [,92]   [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]    2.604    2.91    3.069   0.7603    6.028    12.02    9.512
[2,] 1748.283 1730.87 1486.716 341.9625 4717.990 10458.91 4691.035
[3,] 1869.642 2032.51 1365.200 369.7168 4431.393  8770.29 3571.114
[1] "--- VAR model 2017-10-07 13:31:00  completed"
[1] "Completed training sample:  2017-10-07 13:31:00 - 2017-10-07 21:30:00"
[1] "SpVAR;   training sample:  2017-10-07 14:01:00 - 2017-10-07 22:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 14:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
           6.352           5.539         -28.56         -36.57
           1.210          -6.865         -36.69         -60.31
           5.871           8.364         -41.97         -52.45
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -57.85        -2.1327           -1.698          15.2157
         -36.59         0.2621            1.040           0.9578
         -49.35        -0.4330           -1.304          -9.1979
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           -14.22          -18.398            2.499          -24.883
            25.42           21.914            5.867           -6.670
           -10.04           -6.419            9.821           -9.173
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.722           -7.187           -8.102           -2.137
           -2.077           -6.543           -1.245           10.460
            9.501           -6.562           -2.454           10.152
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
            2.407           0.4377           0.1044            22.74
           -5.262          -8.2443          -6.1155            18.79
            1.520          -0.9410          -9.4160            16.88
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -35.29          -16.703          -145.20           -51.74
           -28.16           -1.065           -57.34           -41.67
           -44.50           -2.554           -89.13           -40.66
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -3.835           -52.19           -57.40          -11.498
           -4.128           -40.04           -63.37          -10.838
           -4.309           -16.12           -35.89           -8.156
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -35.64           -5.508           -51.69           -21.67
           -51.79           -3.985           -40.54           -20.05
           -55.18           -4.548           -59.99           -19.32
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
          -12.025           -58.64           -47.81           -43.34
          -11.304           -37.05           -52.89           -49.39
           -8.901           -63.41           -45.74           -43.87
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -5.148           -1.804           0.1989          -0.2564
            3.894            8.127          -4.9307           1.4821
           -1.952            5.234           4.7833           3.6738
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           2.5060          -1.6445           -27.64           -25.91
           6.7654          -1.8450           -35.63           -49.15
           0.4441           0.3987           -29.40           -44.37
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            5.930          -1.7084           -38.53            5.732
            4.795          -0.2736           -18.39            1.310
            2.532          -3.0737           -27.58           12.363
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
          21.8584          -2.8525           -17.15          -0.1879
          -0.7163           0.5031           -10.03          16.7448
          16.5628          -8.1388           -19.03          13.3252
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
           -1.557           -8.033         -12.3433          -15.895
           -1.209          -16.646         -12.0123           -7.469
           -1.977           -4.923           0.7715          -10.334
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.004            8.240          0.05046            1.361
          -12.451           -3.829         -0.37246           -9.391
          -10.689            3.374         -1.05361           -8.402
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           -1.502            1.039            7.180           8.5020
           -1.068           -3.081            6.492           5.9605
           -1.526           -7.372            5.849          -0.8097
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          14.6753            1.823           10.159          -0.2579
           0.4615            1.774           12.273           4.6368
           5.2673            2.867           -1.795         -12.3055
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           11.540           2.1100          5.25825            1.394
            6.242           3.7311          6.87769            1.006
           -4.023           0.4059          0.01664           -0.758
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
            2.241          -8.5234            24.48           11.337
           -3.532           6.0253            15.27           17.490
           -7.326          -0.4341            23.15            5.605
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
           19.110           1.6510            21.65          -1.5386
            5.031           3.1261            14.76          -0.7897
            9.915           0.2554            17.63          -1.0773
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.679            6.005          -3.1261            1.873
           10.751           -3.212           0.1547           -3.844
           14.898            2.706          -1.4367            5.561
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -1.4924          -1.4697           -3.082          -20.300
          12.2662           0.7275           -4.980           -2.315
          -0.3727           3.9663           11.216           -8.402
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           10.564            7.964            2.776            6.574
            5.662            4.791            9.563            9.160
            7.321            8.780            7.669            4.743
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            2.977           -4.061           -5.861            113.5
            3.116            1.337           -7.373            128.2
           -9.215            4.319           -7.453            133.7
 rnd_95776.volume rnd_95787.volume
           -25.68           -40.08
           -48.36           -35.70
           -22.68           -36.96
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.673 2.797 7.723 6.944 6.888 1.018 1.744 3.920 4.592 4.332 2.509
[2,] 4.683 3.260 9.051 8.232 8.229 1.160 1.985 4.626 5.918 5.945 3.480
[3,] 5.240 3.624 9.756 9.294 9.226 1.261 2.155 5.255 6.729 6.602 3.969
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.055 2.548 2.685 4.272 3.667 4.016 5.001 6.618 4.775  9.848 2.779
[2,] 4.489 3.285 3.960 5.457 4.523 5.285 6.288 7.824 5.669 11.007 3.105
[3,] 5.057 3.611 4.874 6.150 5.131 6.193 7.064 8.668 6.364 12.189 3.402
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 13.15 7.352 0.4745 7.174 6.679 0.9079 7.112 0.5217 6.202 1.428 1.080
[2,] 16.85 8.906 0.5586 8.413 8.458 1.1061 8.281 0.5988 8.011 1.697 1.317
[3,] 19.26 9.556 0.6130 9.692 9.772 1.2353 9.361 0.6689 9.227 1.879 1.447
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.922 6.605 7.135 4.303 3.198 3.660 1.491 3.415 1.008 3.531 3.884
[2,] 8.235 7.964 8.953 4.867 4.295 4.344 1.799 3.919 1.244 4.196 4.660
[3,] 9.121 8.848 9.786 5.395 4.757 5.006 2.000 4.271 1.397 4.702 5.230
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.357 1.284  3.03 4.174 4.369 2.464 3.917 3.952 1.402 2.801 2.460
[2,] 2.864 1.516  3.71 5.130 5.250 3.074 5.623 4.597 1.679 3.943 3.748
[3,] 3.206 1.656  4.08 5.690 5.937 3.395 6.585 4.890 1.958 5.343 4.691
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.418 1.559 3.694 0.6890 2.195 0.9852 2.354 2.922 2.807 4.250 1.371
[2,] 3.471 2.963 4.277 0.7977 3.544 1.1623 2.772 3.393 3.649 5.056 1.607
[3,] 4.269 4.087 4.613 0.8734 4.536 1.2903 3.247 3.744 4.202 5.549 1.719
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  7.443 3.287 3.474 1.330 4.242 3.171 4.023 3.759 4.920 4.203 3.390
[2,]  9.476 4.012 5.194 1.554 4.900 4.624 5.086 5.657 5.731 5.799 4.636
[3,] 10.336 4.342 5.859 1.716 5.456 5.156 5.754 6.532 6.471 6.893 5.852
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.235 3.589 2.864 3.956 2.147 1.990 1.576 2.416 2.772 6.201 4.673
[2,] 1.428 4.927 3.265 5.299 2.655 2.586 1.915 3.854 3.496 7.497 5.553
[3,] 1.608 5.893 3.590 6.025 2.954 2.953 2.159 4.287 3.813 8.449 6.252
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.014 2.007 2.105 2.221 2.339 2.333 0.5928 4.933  9.161 7.494
[2,] 2.540 2.937 2.794 2.846 2.920 2.765 0.6781 6.676 13.939 8.879
[3,] 2.877 3.543 3.247 3.384 3.470 3.022 0.7599 8.078 16.652 9.563
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.665    3.552    9.807    8.818    8.747   1.293   2.215    4.978
[2,] 2980.749 1718.713 4843.927 4535.994 4620.834 570.367 972.143 2521.112
[3,] 2413.442 1623.288 3735.919 4428.909 4280.372 508.078 859.592 2558.204
         [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]
[1,]    5.831    5.501    3.186    3.88    3.236    3.409    5.425
[2,] 3830.898 4178.346 2474.877 3374.38 2126.820 2987.651 3484.356
[3,] 3285.787 2946.453 1957.308 2390.92 1539.060 2915.612 2909.866
        [,16]  [,17]    [,18]    [,19]    [,20]   [,21]    [,22]    [,23]
[1,]    4.656    5.1    6.351    8.404    6.063   12.51    3.529    16.69
[2,] 2717.385 3524.9 3911.517 4281.947 3136.428 5045.91 1420.154 10825.00
[3,] 2486.788 3313.7 3303.911 3827.703 2968.687 5372.10 1428.323  9556.25
        [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    9.336   0.6025    9.109    8.481   1.153    9.032   0.6625
[2,] 5157.003 302.5028 4510.780 5325.821 648.398 4353.008 301.5946
[3,] 3556.431 259.0203 4937.122 5021.919 564.265 4478.089 305.9573
        [,31]   [,32]   [,33]   [,34]    [,35]   [,36]    [,37]    [,38]
[1,]    7.875   1.813   1.372    8.79    8.388    9.06    5.465    4.061
[2,] 5203.306 941.831 772.780 4578.33 4566.150 5550.96 2332.123 2942.151
[3,] 4699.314 827.602 615.639 4023.31 3956.564 4052.70 2388.346 2098.425
        [,39]    [,40]    [,41]  [,42]    [,43]    [,44]    [,45]  [,46]
[1,]    4.648    1.894    4.336   1.28    4.484    4.932    2.992   1.63
[2,] 2400.343 1032.590 1973.703 746.90 2325.487 2641.770 1669.423 827.69
[3,] 2552.351  895.748 1742.389 653.32 2179.094 2438.037 1480.331 683.52
        [,47]  [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    3.848    5.3    5.547    3.13    4.974    5.019    1.78    3.557
[2,] 2196.101 3061.1 2987.516 1886.05 4140.511 2408.490  947.94 2847.437
[3,] 1742.156 2526.6 2846.107 1478.60 3515.478 1711.110 1032.88 3700.332
        [,55]   [,56]   [,57]    [,58]    [,59]    [,60]   [,61]    [,62]
[1,]    3.124    3.07    1.98    4.691   0.8749    2.788   1.251    2.989
[2,] 2902.344 2555.11 2585.22 2212.461 412.4311 2854.454 632.809 1502.302
[3,] 2894.543 2550.19 2888.43 1774.835 364.9603 2906.284 574.984 1735.307
        [,63]    [,64]    [,65]   [,66]    [,67]    [,68]    [,69]   [,70]
[1,]    3.711    3.565    5.397   1.741    9.452    4.174    4.411   1.688
[2,] 1768.733 2392.177 2810.068 860.166 6017.652 2360.756 3963.162 826.028
[3,] 1624.788 2138.718 2346.741 627.081 4235.319 1704.794 2780.921 745.978
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
[1,]    5.387    4.026    5.108    4.774    6.247    5.337    4.304
[2,] 2516.300 3453.060 3194.106 4337.090 3017.245 4100.198 3245.672
[3,] 2462.258 2341.752 2760.045 3351.811 3083.392 3824.318 3664.913
       [,78]    [,79]    [,80]    [,81]    [,82]    [,83]    [,84]
[1,]   1.568    4.557    3.637    5.023    2.726    2.527    2.001
[2,] 735.355 3463.868 1608.508 3617.510 1602.739 1694.901 1115.650
[3,] 759.819 3317.397 1532.143 2942.806 1328.629 1461.818 1024.798
        [,85]   [,86]    [,87]    [,88]    [,89]    [,90]    [,91]   [,92]
[1,]    3.068    3.52    7.875    5.934    2.557    2.549    2.673    2.82
[2,] 3080.994 2185.05 4323.193 3078.288 1588.999 2201.000 1884.934 1825.85
[3,] 1926.625 1563.09 3997.907 2948.912 1386.174 2032.762 1697.863 1879.64
       [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]    2.97    2.962   0.7528    6.264    11.63    9.516
[2,] 1793.41 1522.517 337.7717 4616.454 10780.66 4887.673
[3,] 1925.14 1252.041 352.0185 4666.634  9348.69 3643.800
[1] "--- VAR model 2017-10-07 14:01:00  completed"
[1] "Completed training sample:  2017-10-07 14:01:00 - 2017-10-07 22:00:00"
[1] "SpVAR;   training sample:  2017-10-07 14:31:00 - 2017-10-07 22:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 14:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
         -0.8398          5.6446         -31.70         -58.33
         -7.0187         -2.5590         -42.35         -45.50
          3.9464          0.5432         -32.65         -37.89
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -49.76         1.2502           0.6608           -9.772
         -38.34         1.4121           0.7419            1.689
         -44.88         0.8038           4.7059           -4.868
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            9.060          10.6456            3.596           -17.04
           -5.534         -10.2125            7.203            -9.24
           -3.487          -0.7223            2.978           -12.32
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           -8.873          -14.391          -10.700           11.329
            5.328           -5.712            8.016           11.644
            3.244           -3.813           -6.942            5.122
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           -3.977            7.396            7.452            9.702
           -1.353            7.070           -1.882            7.687
           10.094            1.558           -6.283           18.799
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -16.18           -2.591           -92.86           -53.14
           -50.72           -2.859           -80.76           -54.11
           -43.52           -2.133           -94.08           -40.79
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -4.456           -39.84           -28.73           -9.272
           -4.024           -58.74           -57.32           -8.590
           -3.308           -35.46           -37.85           -9.771
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -64.65           -4.218           -43.83           -14.33
           -43.33           -3.648           -47.71           -15.96
           -34.29           -4.858           -49.68           -18.91
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -9.854           -29.37           -48.32           -56.98
          -12.176           -28.72           -44.22           -27.01
          -11.593           -38.19           -39.71           -34.51
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
            3.953           1.5444            6.213            3.723
            4.762           1.5840            4.525            2.051
            3.075           0.5945           -1.914            1.899
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           -3.176           2.4641           -28.36           -32.15
          -10.120           1.8524           -27.48           -34.26
            1.505          -0.8407           -23.65           -28.86
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
            3.269          -0.2796           -15.02            12.07
            2.261          -1.8872           -17.06            -4.16
            1.213          -3.2939           -22.05            13.42
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            21.88           2.5010          -16.149           14.410
            -8.33           0.7482           -2.293            4.794
            16.66          -6.0404          -12.786            4.466
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
         -3.74287           -2.040          -13.538          -10.957
          2.57085          -10.389          -10.077           -7.776
          0.05171           -7.364           -2.619           -6.839
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
            4.311          -18.226          -1.5301            3.067
          -11.563           -1.181          -0.2370          -14.858
          -11.496           -4.524           0.1509          -12.735
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -3.8675           -4.402         -2.93258           -1.583
          -0.3724            3.523          4.67972           -5.836
          -0.4277           -6.247          0.06115            2.202
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
           -4.123           4.0074           -6.965           -4.206
           -2.713           1.0227           -4.604           -4.332
           -2.152          -0.4007            7.251            2.453
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
           -4.092            0.315          -10.734           -6.136
          -10.737           -1.557            3.591           -1.983
            2.322           -1.149           -2.051            2.543
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           17.048           14.013            27.12           12.752
           -9.114           -5.493            25.68           19.347
           -9.283           -9.535            15.58           -1.438
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            11.67          -1.2556           14.448           -9.146
            21.93          -2.2111            7.098            1.361
             5.27          -0.7164           24.477           -3.107
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            20.65            2.259           6.6907           -2.389
            13.51            4.397          -2.7206           -1.525
            11.73           -4.725           0.9245            2.123
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
          -0.8725           11.199            3.587          -19.235
           9.2023            4.535           -3.949           -2.403
           0.2554           -2.310           -2.216          -11.325
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           0.2175            6.909            6.091            5.069
           9.1281            2.692            2.768            5.279
           2.6563            4.264           -1.974           -4.468
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            4.420           7.2378           -7.505            103.1
           -3.925          -0.6233           -5.670            110.6
           -2.485          -0.8404           -7.716            122.9
 rnd_95776.volume rnd_95787.volume
            6.731           -49.24
          -25.888           -51.71
          -23.880           -32.91
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.577 2.868 7.296 6.571 7.016 1.022 1.767 3.917 4.797 4.100 2.580
[2,] 4.604 3.313 8.523 7.923 8.389 1.155 2.009 4.597 6.024 5.713 3.536
[3,] 5.199 3.689 9.160 9.055 9.271 1.243 2.187 5.288 6.773 6.328 3.970
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 3.081 2.492 2.767 4.652 3.677 3.933 4.931 6.598 4.612  9.334 2.877
[2,] 4.432 3.391 4.070 5.686 4.448 5.375 6.260 7.798 5.658 10.556 3.276
[3,] 4.920 3.672 4.972 6.552 5.088 6.166 7.126 8.734 6.423 11.650 3.651
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32] [,33]
[1,] 12.45 7.087 0.4378 6.657 6.763 0.9189 7.134 0.5013 6.068 1.373 1.074
[2,] 16.21 8.497 0.5407 7.982 8.574 1.0867 8.347 0.5759 7.982 1.647 1.280
[3,] 18.26 9.262 0.5995 9.349 9.739 1.2071 9.400 0.6520 9.004 1.827 1.413
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]  [,42] [,43] [,44]
[1,] 6.661 6.672 6.998 4.231 3.179 3.476 1.466 3.321 0.9539 3.300 3.879
[2,] 7.960 8.018 8.918 4.789 4.289 4.117 1.769 3.770 1.1982 4.107 4.661
[3,] 8.843 8.834 9.704 5.233 4.736 4.680 1.951 4.179 1.3582 4.621 5.067
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.381 1.261 2.952 4.319 4.364 2.463 3.770 3.737 1.425 2.971 2.442
[2,] 2.918 1.507 3.621 5.213 5.300 3.090 5.724 4.340 1.685 4.116 3.732
[3,] 3.320 1.634 4.017 5.791 6.044 3.405 6.572 4.751 1.944 5.388 4.716
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.289 1.541 3.506 0.6491 2.174 0.9263 2.309 2.863 2.758 4.183 1.321
[2,] 3.388 2.973 4.076 0.7631 3.389 1.1069 2.690 3.322 3.670 4.952 1.553
[3,] 4.202 4.073 4.458 0.8389 4.383 1.2403 3.195 3.690 4.112 5.387 1.671
      [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,]  7.334 3.244 3.395 1.301 4.163 3.005 3.858 3.622 4.840 4.176 3.449
[2,]  9.285 3.926 5.170 1.533 4.841 4.516 4.899 5.429 5.714 5.762 4.629
[3,] 10.169 4.251 5.835 1.679 5.437 5.071 5.606 6.327 6.343 7.014 5.788
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.276 3.455 2.898 3.889 2.154 1.923 1.522 2.403 2.813 5.955 4.665
[2,] 1.447 4.895 3.233 5.329 2.606 2.547 1.852 3.893 3.489 7.022 5.649
[3,] 1.617 5.906 3.581 6.213 2.933 2.962 2.087 4.292 3.873 8.175 6.353
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 2.109 2.016 2.295 2.336 2.418 2.229 0.5979 5.594  8.832 7.315
[2,] 2.761 3.076 2.937 2.953 2.968 2.604 0.6671 7.639 13.792 8.570
[3,] 3.157 3.666 3.383 3.472 3.488 2.913 0.7356 9.317 16.580 9.253
Root mean square errors of predictions:  
         [,1]     [,2]     [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.542    3.642    9.264    8.344    8.909   1.298   2.244    4.974
[2,] 2839.067 1623.538 4314.692 4335.249 4503.451 527.016 935.607 2355.408
[3,] 2364.450 1589.795 3286.517 4291.923 3863.506 450.435 846.123 2558.807
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    6.091    5.206    3.277    3.913    3.164    3.514    5.907
[2,] 3568.435 3896.307 2366.420 3119.582 2251.900 2922.892 3201.945
[3,] 3030.298 2664.432 1767.378 2091.968 1379.974 2795.853 3187.033
        [,16]    [,17]    [,18]    [,19]    [,20]   [,21]    [,22]
[1,]    4.669    4.994    6.261    8.378    5.856   11.85    3.653
[2,] 2449.867 3587.537 3775.829 4069.913 3210.056 4827.96 1534.919
[3,] 2420.356 2957.135 3335.369 3852.146 2975.272 4825.68 1577.751
        [,23]    [,24]   [,25]    [,26]    [,27]   [,28]    [,29]    [,30]
[1,]    15.81    8.999   0.556    8.453    8.587   1.167    9.059   0.6366
[2,] 10170.14 4590.900 310.715 4312.387 5160.845 568.008 4243.223 277.4972
[3,]  8213.43 3609.015 253.370 4765.644 4522.251 514.487 4232.458 299.3969
        [,31]   [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]
[1,]    7.705   1.744   1.364    8.458    8.472    8.887    5.373    4.036
[2,] 5077.941 889.940 681.789 4267.968 4353.840 5412.124 2195.843 2818.754
[3,] 4078.449 774.315 585.843 3770.779 3632.686 3746.836 2066.278 1967.456
        [,39]   [,40]    [,41]   [,42]   [,43]    [,44]    [,45]   [,46]
[1,]    4.414   1.862    4.217   1.211    4.19    4.925    3.023   1.602
[2,] 2159.471 968.666 1747.355 710.030 2394.66 2530.706 1652.612 808.147
[3,] 2179.145 805.895 1764.360 626.184 2073.84 1945.485 1549.687 616.771
        [,47]    [,48]    [,49]    [,50]    [,51]    [,52]  [,53]    [,54]
[1,]    3.749    5.485    5.541    3.128    4.787    4.745   1.81    3.773
[2,] 2053.237 2858.335 2945.201 1827.777 4217.153 2160.321 879.65 2788.164
[3,] 1702.210 2469.128 2845.301 1400.047 3161.829 1894.023 949.25 3404.745
        [,55]    [,56]    [,57]    [,58]    [,59]   [,60]   [,61]    [,62]
[1,]    3.101    2.907    1.957    4.452   0.8242    2.76   1.176    2.932
[2,] 2763.507 2445.740 2489.873 2036.353 393.0090 2545.47 593.317 1351.245
[3,] 2823.023 2434.026 2725.764 1767.942 341.2135 2721.13 547.983 1688.970
        [,63]    [,64]    [,65]   [,66]    [,67]    [,68]    [,69]   [,70]
[1,]    3.636    3.502    5.312   1.677    9.314    4.119    4.311   1.652
[2,] 1649.378 2371.111 2595.712 799.049 5575.082 2165.842 3818.567 794.388
[3,] 1573.852 1816.273 2075.655 604.856 4060.870 1595.657 2647.545 669.131
        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]   [,77]  [,78]
[1,]    5.287    3.816    4.899    4.599    6.146    5.303    4.38   1.62
[2,] 2417.917 3301.217 2956.321 3960.133 2974.621 3887.698 3023.43 668.28
[3,] 2423.246 2257.159 2668.416 3180.477 2696.035 3915.243 3401.58 707.46
        [,79]   [,80]    [,81]    [,82]    [,83]    [,84]    [,85]
[1,]    4.388    3.68    4.938    2.736    2.442    1.933    3.051
[2,] 3394.405 1403.87 3567.181 1436.531 1635.360 1032.409 2999.663
[3,] 3236.026 1508.46 3127.462 1315.912 1479.757  941.774 1768.225
        [,86]    [,87]    [,88]    [,89]   [,90]    [,91]    [,92]
[1,]    3.572    7.562    5.924    2.678    2.56    2.914    2.967
[2,] 2021.167 3642.758 3118.914 1745.446 2274.66 1794.123 1768.013
[3,] 1646.255 4098.280 2845.612 1497.318 1953.10 1644.661 1787.518
        [,93]    [,94]    [,95]    [,96]    [,97]    [,98]
[1,]    3.071    2.831   0.7592    7.104    11.21    9.289
[2,] 1684.742 1317.446 289.7619 5092.947 10372.22 4372.460
[3,] 1793.221 1279.760 303.4571 5222.794  9009.65 3416.450
[1] "--- VAR model 2017-10-07 14:31:00  completed"
[1] "Completed training sample:  2017-10-07 14:31:00 - 2017-10-07 22:30:00"
[1] "SpVAR;   training sample:  2017-10-07 15:01:00 - 2017-10-07 23:00:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 15:01:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -3.884          3.0085         -35.20         -54.21
           2.740          0.6041         -39.19         -37.24
           1.866         -5.5061         -52.28         -51.75
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -45.68         1.2691           3.3198           -5.571
         -42.08        -0.9182           2.6181            4.678
         -28.31         1.2341           0.4715           -3.476
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
           2.4825         -12.4394           -9.522           -10.76
          -0.5782           1.3478            7.217           -15.79
          -7.8322          -0.3794            2.988           -12.10
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
           2.5234            9.688            8.850            3.384
           7.3781           -3.005           -1.771            4.591
           0.9583           -5.191            4.745            8.262
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
           16.888           21.528            7.283            20.97
            4.267            6.844           13.343            20.68
            5.815            7.605           12.711            23.50
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -55.55          -9.0154           -95.53           -26.44
           -53.65          -7.4613           -79.28           -47.44
           -37.88          -0.4835           -92.70           -50.15
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -2.394           -58.68           -48.71           -4.662
           -3.354           -48.06           -44.60          -10.534
           -3.143           -39.52           -50.34           -7.313
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -58.06           -4.060           -42.69           -20.09
           -49.84           -3.830           -38.44           -18.73
           -39.36           -3.387           -26.31           -15.13
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -11.60           -46.41           -44.17           -35.90
           -12.05           -27.66           -48.68           -51.40
           -10.27           -36.38           -29.23           -27.52
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           0.9406          -0.2680           1.2607           0.2702
          -3.7338          -0.8992           8.8804          -0.0794
           2.2436           0.4230          -0.2519           2.1114
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           0.2231           3.1603           -31.15           -29.53
          -1.3548          -0.6316           -26.76           -36.04
          -4.7028           0.7299           -30.56           -29.38
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           4.4519           -1.589           -8.009           13.036
           5.5599           -3.895          -16.525           11.210
          -0.1388           -2.639          -17.914            2.854
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            11.25            1.597          -19.974           -6.655
           -11.75           -2.704            7.463            4.866
            16.49            0.845          -12.740            9.070
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -0.5518           -8.955           -9.349          -19.853
           0.1918          -13.446          -17.510           -5.505
          -1.2415            1.238            3.645           -2.133
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
           -8.187            1.269          -0.6230           -1.060
          -12.588            1.236           0.6178          -15.185
          -17.763            4.706          -0.3503           -7.113
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
          -2.2141           0.6959            4.477         -0.04336
           1.9645          -1.7258            4.284          5.02210
          -0.9971         -10.8432           -1.871         -8.03908
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
            1.391           -2.102            1.941            7.687
            4.002            1.599           -9.535            3.401
          -10.431            0.786           -5.669            1.942
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
          -0.2798         -0.89662            0.510            8.229
           7.5068         -0.04609           -5.257            1.493
          -6.2111          1.31056           -2.537            1.802
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
           0.3221          -0.2260            22.44           12.765
          -0.2935           0.3489            25.96           15.681
          -0.5089           2.5354            17.16            8.937
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            10.68           -4.223            13.98          -6.7762
            17.16            3.318            12.61          -0.3349
            17.75            3.086            13.89          -1.1322
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            8.828         -0.04705           -4.043           0.2342
           12.922         -0.79224           -7.762          -0.9686
           12.413          2.81244            2.098          -1.2506
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
            1.042            3.065           0.1720           -4.530
            2.131            4.926         -11.6109            2.069
           -4.148           -3.331           0.9652            1.174
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
           1.5341          -0.2585            2.290            2.652
           1.8801           0.6727            3.310            2.864
          -0.1395           6.4894            1.298            4.304
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
            1.267           0.7698           -6.821            123.3
           -5.037          -5.7612           -6.897            128.5
           -2.099          -0.6422           -5.219            133.1
 rnd_95776.volume rnd_95787.volume
           -4.571           -29.35
          -39.568           -52.73
           39.814           -40.44
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.586 2.704 7.355 6.586 6.848 0.9812 1.647 4.001 4.825 3.860 2.533
[2,] 4.571 3.156 8.351 7.871 8.200 1.1532 1.913 4.630 5.901 5.587 3.486
[3,] 5.086 3.498 8.930 8.860 9.096 1.2446 2.118 5.249 6.647 6.150 3.855
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.921 2.492 2.761 5.143 3.847 3.697 4.954 6.509 4.492  9.265 2.833
[2,] 4.391 3.195 3.938 6.314 4.514 5.064 6.229 7.689 5.677 10.505 3.235
[3,] 4.872 3.439 4.955 7.224 5.159 6.145 7.008 8.670 6.492 11.520 3.606
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 12.32 6.926 0.4302 6.116 6.296 0.8152 7.001 0.4783 5.771 1.317 0.9894
[2,] 16.07 8.137 0.5222 7.648 8.269 0.9877 8.267 0.5516 7.486 1.614 1.2016
[3,] 17.98 8.850 0.5843 8.994 9.535 1.1222 9.311 0.6175 8.539 1.784 1.3240
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 6.139 6.463 6.911 3.871 3.011 3.474 1.358 3.137 1.015 3.267 3.599
[2,] 7.529 7.814 8.635 4.591 4.186 4.052 1.674 3.600 1.208 3.989 4.424
[3,] 8.506 8.710 9.371 5.058 4.617 4.570 1.868 3.969 1.378 4.482 4.903
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.374 1.294 2.937 4.310 4.551 2.454 3.533 3.763 1.440 2.995 2.332
[2,] 2.960 1.544 3.598 5.245 5.284 3.036 5.448 4.372 1.706 4.175 3.648
[3,] 3.380 1.668 3.943 5.811 6.115 3.418 6.288 4.808 1.931 5.408 4.617
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.121 1.422 3.456 0.6474 2.218 0.9042 2.266 2.933 2.744 4.092 1.287
[2,] 3.208 2.813 3.909 0.7539 3.404 1.0850 2.669 3.365 3.629 4.810 1.530
[3,] 4.062 3.969 4.323 0.8268 4.361 1.2011 3.120 3.696 4.110 5.283 1.641
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 7.461 3.287 3.447 1.270 4.073 2.976 3.773 3.542 5.029 4.324 3.442
[2,] 9.100 3.870 5.129 1.542 4.706 4.498 4.666 5.289 5.858 5.842 4.811
[3,] 9.810 4.166 5.770 1.695 5.191 4.970 5.313 6.121 6.480 6.968 5.914
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.197 3.503 2.751 3.720 2.110 1.834 1.442 2.347 2.690 5.915 4.989
[2,] 1.392 4.969 3.131 5.150 2.505 2.435 1.751 3.782 3.332 6.859 5.905
[3,] 1.531 5.945 3.491 6.142 2.850 2.810 1.952 4.204 3.732 7.851 6.670
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96] [,97] [,98]
[1,] 1.999 2.060 2.413 2.435 2.351 2.175 0.5956 5.678  8.84 6.661
[2,] 2.740 3.127 2.968 2.985 2.927 2.538 0.6792 7.718 13.95 8.080
[3,] 3.143 3.654 3.426 3.542 3.388 2.784 0.7507 9.476 16.73 8.744
Root mean square errors of predictions:  
         [,1]     [,2]    [,3]     [,4]     [,5]    [,6]    [,7]     [,8]
[1,]    4.553    3.434    9.34    8.364    8.696   1.246   2.092    5.081
[2,] 2735.570 1570.393 3816.37 4159.076 4353.795 584.715 938.832 2247.544
[3,] 2152.631 1455.980 3054.38 3926.759 3798.582 451.805 877.716 2387.318
         [,9]    [,10]    [,11]   [,12]    [,13]    [,14]    [,15]
[1,]    6.127    4.902    3.217    3.71    3.165    3.506    6.531
[2,] 3279.019 3899.111 2311.517 3163.50 1929.337 2709.467 3535.407
[3,] 2953.844 2480.108 1587.063 2037.83 1227.826 2903.600 3386.701
        [,16]    [,17]   [,18]    [,19]    [,20]   [,21]    [,22]   [,23]
[1,]    4.885    4.694    6.29    8.266    5.704   11.77    3.597   15.65
[2,] 2279.380 3339.889 3644.41 3948.903 3350.942 4779.03 1506.946 9948.35
[3,] 2411.162 3360.028 3098.86 3868.282 3040.282 4561.75 1538.685 7791.73
        [,24]    [,25]    [,26]    [,27]   [,28]   [,29]    [,30]    [,31]
[1,]    8.796   0.5463    7.767    7.994   1.035    8.89   0.6074    7.328
[2,] 4120.642 285.7613 4431.846 5174.447 538.293 4242.93 265.0776 4602.165
[3,] 3360.308 252.9427 4566.913 4583.107 514.223 4134.82 267.9054 3965.522
       [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]   1.673   1.256    7.796    8.207    8.776    4.916    3.823    4.412
[2,] 899.876 658.028 4206.635 4239.324 4996.228 2381.926 2807.089 2013.220
[3,] 734.022 536.756 3820.141 3712.643 3515.290 2048.085 1880.886 2039.414
       [,40]    [,41]   [,42]    [,43]   [,44]    [,45]   [,46]   [,47]
[1,]   1.725    3.983   1.289    4.148    4.57    3.015   1.644    3.73
[2,] 944.975 1704.058 632.824 2209.057 2483.06 1705.907 812.887 2006.69
[3,] 800.602 1613.115 639.174 1973.622 2040.49 1576.145 609.354 1556.84
        [,48]    [,49]    [,50]    [,51]    [,52]   [,53]    [,54]
[1,]    5.473    5.779    3.116    4.486    4.778   1.828    3.803
[2,] 2885.466 2591.358 1725.503 4003.396 2149.206 884.007 2806.903
[3,] 2414.572 2971.688 1515.240 3028.974 1930.727 872.499 3318.328
        [,55]    [,56]    [,57]    [,58]    [,59]    [,60]   [,61]
[1,]    2.961    2.694    1.806    4.389   0.8221    2.816   1.148
[2,] 2707.899 2322.706 2342.408 1763.469 372.7730 2493.089 578.781
[3,] 2730.209 2404.292 2702.506 1782.192 327.7240 2630.609 497.188
        [,62]    [,63]    [,64]    [,65]   [,66]    [,67]    [,68]
[1,]    2.878    3.724    3.484    5.196   1.634    9.474    4.174
[2,] 1360.783 1592.691 2292.934 2440.267 799.785 5029.067 1970.920
[3,] 1558.590 1475.262 1862.103 2107.988 572.580 3536.462 1489.187
        [,69]   [,70]    [,71]    [,72]    [,73]    [,74]    [,75]
[1,]    4.377   1.613    5.173    3.779    4.791    4.498    6.386
[2,] 3665.860 843.421 2273.889 3255.798 2649.313 3791.326 2899.468
[3,] 2550.795 679.255 2116.205 2039.305 2453.590 2973.222 2672.829
        [,76]   [,77]   [,78]    [,79]    [,80]    [,81]    [,82]    [,83]
[1,]    5.491    4.37   1.519    4.448    3.494    4.723    2.679    2.329
[2,] 3791.054 3244.87 685.899 3401.818 1441.815 3438.385 1303.846 1545.826
[3,] 3665.643 3319.30 616.460 3150.256 1491.150 3229.834 1310.759 1354.069
       [,84]   [,85]    [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
[1,]   1.831    2.98    3.416    7.511    6.335    2.538    2.616    3.065
[2,] 958.271 2862.14 1897.637 3352.308 3049.426 1809.661 2271.086 1667.754
[3,] 834.528 1771.29 1623.263 3685.956 2994.077 1486.094 1824.136 1651.986
        [,92]    [,93]    [,94]    [,95]   [,96]    [,97]    [,98]
[1,]    3.093    2.985    2.761   0.7563    7.21    11.23    8.458
[2,] 1666.375 1682.596 1262.315 315.1610 5046.19 10412.61 4414.445
[3,] 1840.547 1647.016 1105.128 308.6061 5306.47  8918.20 3226.959
[1] "--- VAR model 2017-10-07 15:01:00  completed"
[1] "Completed training sample:  2017-10-07 15:01:00 - 2017-10-07 23:00:00"
[1] "SpVAR;   training sample:  2017-10-07 15:31:00 - 2017-10-07 23:30:00"
[1] "Estimating VAR model, arLags= 3 , starting from  2017-10-07 15:31:00 , n=  480"
[1] "OK"
orig  480 
Forecasts at origin:  480 
 rnd_1368.volume rnd_1371.volume rnd_172.volume rnd_173.volume
          -4.928          2.8581         -39.15         -42.26
           1.745         -0.7386         -41.97         -30.62
          -1.320          6.0452         -29.35         -30.66
 rnd_174.volume rnd_301.volume rnd_85567.volume rnd_85573.volume
         -31.39          1.196           3.6897            4.250
         -35.24          1.841          -0.3695          -11.118
         -48.08          1.058           1.4315           -2.651
 rnd_85577.volume rnd_85579.volume rnd_85581.volume rnd_85583.volume
            1.630            1.325            7.827           -8.996
           -1.823            4.841            3.829           -6.817
           -6.692          -16.233           -2.132          -10.432
 rnd_85585.volume rnd_85587.volume rnd_85589.volume rnd_85591.volume
            4.241           0.3428           -7.701            1.590
            6.385          -3.5578            5.038           -1.381
            6.099           0.4600            5.237            2.435
 rnd_85595.volume rnd_85599.volume rnd_85601.volume rnd_85605.volume
          0.08848            4.820            8.743            13.38
          1.49649           -7.931            1.663            14.03
         -3.51910            6.109            6.892            12.02
 rnd_86457.volume rnd_86459.volume rnd_86469.volume rnd_86471.volume
           -45.49          -3.5167           -64.86           -19.43
           -44.22          -3.8509           -80.56           -24.61
           -13.06          -0.1334           -74.31           -34.69
 rnd_86473.volume rnd_86475.volume rnd_86477.volume rnd_86479.volume
           -1.821           -11.38           -35.17           -6.674
           -2.480           -35.21           -34.53           -6.553
           -2.364           -39.00           -24.45           -6.219
 rnd_86483.volume rnd_86485.volume rnd_86487.volume rnd_86489.volume
           -25.00           -3.330           -13.59           -12.93
           -37.56           -3.381           -37.30           -13.78
           -38.19           -3.767           -29.76           -15.49
 rnd_86493.volume rnd_86495.volume rnd_86497.volume rnd_86499.volume
           -6.407           -25.08           -40.07           -19.36
           -6.109           -25.92           -36.50           -29.76
           -7.606           -29.10           -38.74           -31.53
 rnd_86617.volume rnd_86619.volume rnd_86623.volume rnd_86625.volume
           -2.270           2.1852           -3.276          -0.5180
            2.373         -11.9800            2.599           0.9646
           -4.074           0.5495            4.509           1.2362
 rnd_86627.volume rnd_86629.volume rnd_86895.volume rnd_86899.volume
           1.3327          0.08227           -23.20           -31.63
          -2.2719          1.35208           -18.21           -31.36
           0.6549         -1.90635           -21.10           -25.21
 rnd_86901.volume rnd_86937.volume rnd_86939.volume rnd_86941.volume
           -1.534          -3.0626           -22.61            5.509
            7.211          -1.7252           -11.14           12.541
            1.413           0.4588           -12.29            1.055
 rnd_86945.volume rnd_86947.volume rnd_86949.volume rnd_86951.volume
            1.995           -8.244           -4.667            4.820
            6.323           -2.741           -7.718            8.847
            8.064           -3.400           -6.643            4.279
 rnd_86953.volume rnd_86955.volume rnd_86959.volume rnd_86961.volume
          -1.4315          -15.241         -13.9665           -9.838
          -0.8525           -7.685          -0.8394           -4.713
          -0.5223           -3.914          -2.9274           -6.797
 rnd_86965.volume rnd_86967.volume rnd_86969.volume rnd_86971.volume
          -10.175           -1.851           0.3981          -10.398
          -13.549           -3.881           0.3627           -4.058
            2.032            2.973           0.5245          -12.149
 rnd_86973.volume rnd_86977.volume rnd_86979.volume rnd_87449.volume
           2.1893           -8.423           -4.561           -9.610
           0.9153           -9.812            4.430           -8.741
          -0.6864           -7.020           -1.802           -2.969
 rnd_87451.volume rnd_87453.volume rnd_87455.volume rnd_87457.volume
          -10.606            3.439           -7.730           -4.239
           -2.318           -1.528           -7.462            3.888
           -1.272           -1.524           -2.391            5.934
 rnd_87459.volume rnd_87461.volume rnd_88305.volume rnd_88311.volume
            1.590           -1.265           -1.531          -0.1414
           -9.643           -1.145            2.704           0.2907
            1.055            2.074            1.593          -3.4907
 rnd_88315.volume rnd_88319.volume rnd_88321.volume rnd_88325.volume
          -12.166          -8.1448            14.83          -0.3644
            1.514          -0.7635            26.63          12.1352
           -4.253          -4.7865            20.56           7.6097
 rnd_88327.volume rnd_88329.volume rnd_88331.volume rnd_88333.volume
            5.823            2.323            4.001            2.870
            7.105            4.269            3.795           -2.835
            6.650            2.862            9.673           -2.902
 rnd_88335.volume rnd_88337.volume rnd_88549.volume rnd_88577.volume
            6.573          1.67482          -3.1435          0.84108
            5.740          0.80643           2.3634         -0.59641
           -6.476         -0.05956          -0.1294         -0.09477
 rnd_88579.volume rnd_88599.volume rnd_88631.volume rnd_88931.volume
           5.9204          -8.6115           6.2868          -4.8097
         -12.9097           2.0483          -0.3533           0.6311
           0.6508           0.8683           5.4051         -13.4300
 rnd_89113.volume rnd_89275.volume rnd_89277.volume rnd_89279.volume
            5.019            7.710            6.252            6.142
            5.551            3.712            9.277           10.582
            6.640           13.226            5.940            2.807
 rnd_93565.volume rnd_95335.volume rnd_95341.volume rnd_95345.volume
           -6.675           0.4974           -6.364            105.5
           -2.004          -1.0258           -5.060            101.3
           -3.509           2.0427           -4.590            107.6
 rnd_95776.volume rnd_95787.volume
          -22.603           -20.71
          -20.103           -17.60
            6.065           -30.86
Standard Errors of predictions:  
      [,1]  [,2]  [,3]  [,4]  [,5]   [,6]  [,7]  [,8]  [,9] [,10] [,11]
[1,] 3.546 2.654 6.699 6.394 6.370 0.9522 1.604 4.101 4.619 3.972 2.604
[2,] 4.419 3.022 7.848 7.591 7.694 1.1305 1.895 4.613 5.785 5.725 3.532
[3,] 4.928 3.371 8.557 8.601 8.502 1.2300 2.089 5.271 6.564 6.209 3.871
     [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]  [,21] [,22]
[1,] 2.750 2.422 2.581 5.416 3.591 3.592 4.767 6.050 4.427  8.902 2.866
[2,] 4.361 3.110 3.776 6.537 4.183 4.775 5.941 7.141 5.694 10.193 3.243
[3,] 4.844 3.386 4.790 7.472 4.753 5.741 6.594 8.109 6.287 11.272 3.599
     [,23] [,24]  [,25] [,26] [,27]  [,28] [,29]  [,30] [,31] [,32]  [,33]
[1,] 11.61 6.481 0.4271 5.810 6.303 0.8410 6.684 0.4472 5.569 1.297 0.9376
[2,] 14.85 7.606 0.5149 7.252 8.148 0.9788 7.819 0.5204 7.376 1.595 1.1318
[3,] 16.73 8.385 0.5780 8.477 9.388 1.0963 8.810 0.5761 8.444 1.765 1.2545
     [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43] [,44]
[1,] 5.835 6.287 6.382 3.855 2.973 3.445 1.225 2.873 1.008 3.241 3.372
[2,] 7.193 7.739 8.259 4.476 4.140 3.918 1.536 3.334 1.211 3.909 4.156
[3,] 8.122 8.650 9.015 4.926 4.487 4.353 1.740 3.718 1.360 4.425 4.587
     [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54] [,55]
[1,] 2.377 1.298 2.847 4.085 4.625 2.465 3.597 3.744 1.414 2.873 2.257
[2,] 2.989 1.528 3.486 5.042 5.465 3.086 5.480 4.301 1.680 4.157 3.695
[3,] 3.384 1.672 3.839 5.575 6.155 3.448 6.322 4.729 1.891 5.283 4.634
     [,56] [,57] [,58]  [,59] [,60]  [,61] [,62] [,63] [,64] [,65] [,66]
[1,] 2.107 1.352 3.109 0.6261 2.161 0.8869 2.235 2.891 2.664 3.954 1.162
[2,] 3.134 2.718 3.633 0.7389 3.181 1.0104 2.628 3.312 3.522 4.676 1.428
[3,] 4.015 3.961 3.980 0.8116 4.149 1.1372 3.040 3.631 3.996 5.113 1.543
     [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 6.747 3.243 3.288 1.252 3.859 2.958 3.802 3.507 4.923 4.223 3.389
[2,] 8.605 3.653 5.040 1.461 4.504 4.430 4.667 5.253 5.826 5.730 4.761
[3,] 9.421 3.926 5.682 1.629 4.969 4.853 5.248 6.015 6.559 6.833 5.862
     [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88]
[1,] 1.152 3.381 2.707 3.629 2.070 1.857 1.387 2.203 2.499 5.934 5.200
[2,] 1.342 4.892 3.062 5.064 2.443 2.352 1.696 3.540 3.105 6.852 6.027
[3,] 1.477 5.914 3.408 6.103 2.763 2.726 1.884 4.006 3.481 7.749 6.723
     [,89] [,90] [,91] [,92] [,93] [,94]  [,95] [,96]  [,97] [,98]
[1,] 1.972 1.971 2.385 2.467 2.316 2.074 0.5599 6.126  8.725 6.160
[2,] 2.699 3.173 2.953 3.007 2.853 2.412 0.6507 8.004 13.339 7.558
[3,] 3.179 3.617 3.407 3.554 3.278 2.659 0.7270 9.723 16.126 8.149
Root mean square errors of predictions:  
         [,1]    [,2]     [,3]    [,4]     [,5]    [,6]     [,7]     [,8]
[1,]    4.503    3.37    8.506    8.12    8.089   1.209    2.037    5.207
[2,] 2694.738 1477.32 4178.783 4181.04 4409.728 622.690 1030.516 2160.184
[3,] 2230.002 1526.68 3485.341 4132.63 3697.932 495.323  897.994 2605.987
         [,9]    [,10]    [,11]    [,12]    [,13]    [,14]    [,15]
[1,]    5.866    5.044    3.306    3.493    3.076    3.278    6.878
[2,] 3558.701 4214.267 2439.927 3458.432 1993.231 2817.047 3740.774
[3,] 3171.470 2455.562 1618.501 2154.665 1369.760 3011.061 3699.265
       [,16]    [,17]    [,18]    [,19]    [,20]  [,21]    [,22]   [,23]
[1,]    4.56    4.561    6.053    7.683    5.621   11.3    3.639   14.74
[2,] 2193.27 3216.306 3622.968 3876.168 3659.250 5075.1 1551.668 9475.16
[3,] 2306.45 3256.706 2924.032 3925.851 2725.113 4919.2 1594.691 7862.10
       [,24]    [,25]    [,26]    [,27]   [,28]    [,29]    [,30]    [,31]
[1,]    8.23   0.5423    7.378    8.004   1.068    8.488   0.5678    7.072
[2,] 4068.98 293.9497 4434.508 5277.020 511.802 4146.048 272.1298 4942.772
[3,] 3606.12 268.3384 4486.440 4765.883 504.744 4149.364 252.4412 4201.655
       [,32]   [,33]    [,34]    [,35]    [,36]    [,37]    [,38]    [,39]
[1,]   1.647   1.191    7.409    7.983    8.104    4.895    3.775    4.374
[2,] 948.542 647.819 4299.915 4613.140 5358.023 2325.224 2944.361 1908.225
[3,] 773.501 552.985 3853.214 3948.657 3693.182 2102.285 1768.489 1937.623
       [,40]    [,41]  [,42]    [,43]    [,44]    [,45]   [,46]    [,47]
[1,]   1.556    3.648   1.28    4.116    4.282    3.018   1.648    3.615
[2,] 945.723 1729.976 686.76 2233.015 2481.448 1852.264 824.457 2056.451
[3,] 835.758 1681.431 631.02 2119.666 1985.918 1620.861 693.641 1644.387
        [,48]    [,49]   [,50]    [,51]    [,52]   [,53]    [,54]    [,55]
[1,]    5.187    5.873    3.13    4.567    4.754   1.796    3.648    2.866
[2,] 3020.510 2973.943 1898.12 4225.667 2164.790 927.323 3071.256 2990.315
[3,] 2430.180 2893.951 1570.66 3220.758 2008.016 887.166 3331.739 2858.172
        [,56]    [,57]    [,58]   [,59]    [,60]   [,61]    [,62]    [,63]
[1,]    2.676    1.717    3.948   0.795    2.744   1.126    2.839    3.671
[2,] 2370.422 2409.380 1921.897 401.046 2385.137 494.763 1412.663 1651.428
[3,] 2565.734 2944.632 1659.727 343.122 2723.005 533.192 1561.045 1522.806
        [,64]    [,65]   [,66]    [,67]    [,68]    [,69]  [,70]    [,71]
[1,]    3.383    5.021   1.476    8.567    4.118    4.175   1.59    4.901
[2,] 2353.981 2550.747 848.656 5459.262 1718.306 3904.106 768.77 2372.020
[3,] 1930.046 2114.144 597.034 3918.922 1469.584 2681.497 737.92 2146.907
        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]   [,78]
[1,]    3.756    4.828    4.453    6.252    5.363    4.304   1.463
[2,] 3369.528 2765.565 3996.980 3182.937 3958.427 3416.873 702.903
[3,] 2026.664 2453.792 2993.972 3079.999 3804.522 3494.841 630.307
        [,79]    [,80]    [,81]    [,82]    [,83]   [,84]    [,85]
[1,]    4.293    3.438    4.608    2.628    2.358   1.761    2.798
[2,] 3613.835 1462.007 3609.244 1326.923 1475.879 998.183 2831.672
[3,] 3397.151 1528.991 3481.226 1319.086 1406.916 837.763 1917.326
        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]    [,92]
[1,]    3.173    7.535    6.603    2.505    2.503    3.028    3.132
[2,] 1883.139 3500.974 3113.877 1883.587 2541.638 1779.737 1757.596
[3,] 1608.754 3699.238 3044.277 1715.137 1773.217 1736.047 1936.404
        [,93]    [,94]   [,95]    [,96]    [,97]    [,98]
[1,]    2.941    2.633   0.711    7.779    11.08    7.823
[2,] 1703.462 1259.481 338.788 5264.781 10311.44 4475.585
[3,] 1649.448 1143.285 331.492 5641.473  9261.34 3114.061
[1] "--- VAR model 2017-10-07 15:31:00  completed"
[1] "Completed training sample:  2017-10-07 15:31:00 - 2017-10-07 23:30:00"
[1] "Forecasting completed"
  results<-bind_rows(results,res)
  
  # res<-do.call(xModel.star$run,list(sampl=dat.restricted[1:1000,series],
  #                            lagMatrix=NULL,
  #                            arLags=3,complete=T,include.mean=F,forecastingSteps=forecastingSteps),
  #              envir=environment())
# source(file.path("R","models.R"))
# source(file.path("R","cv_functions.R"))
results%>%group_by(model,forecast_horizon,detector)%>%summarise(mae=mae(actual,forecasted))%>%
  group_by(model,forecast_horizon)%>%summarise(mean=mean(mae))
# A tibble: 18 x 3
# Groups:   model [?]
   model      forecast_horizon  mean
   <chr>                 <int> <dbl>
 1 autoarima                 1  4.76
 2 autoarima                 2  4.92
 3 autoarima                 3  5.09
 4 HA                        1  8.17
 5 HA                        2  8.16
 6 HA                        3  8.12
 7 MA                        1  4.60
 8 MA                        2  4.60
 9 MA                        3  4.60
10 naive                     1  6.18
11 naive                     2  6.09
12 naive                     3  6.09
13 simpleMean                1  6.35
14 simpleMean                2  6.34
15 simpleMean                3  6.29
16 STAR                      1  5.61
17 STAR                      2  6.08
18 STAR                      3  6.63
# for (trainingMinute in trainingMinutes){
#   trainingSize <- trainingMinute/ta
#   dat.restricted<-mysample$data[(validationStart-trainingSize+1):validationEnd,]
#   base_params<-list(data=dat.restricted, 
#                     seriesNames=series,
#                     forecastingSteps=forecastingSteps, 
#                     forecastEvery=forecastEvery)
#   
#   params<-c(base_params,list(trainingWindowSize=trainingSize))
# 
#   res<-do.call(movingWindow,
#                c(params,list(xModel=xModel.naive)),
#                envir=environment())
#   results<-add_results(results,res,"naive",trainingSize,ta,forecastingSteps)
# 
#   res<-do.call(movingWindow,
#                c(params,list(xModel=xModel.autoarima,
#                              stationary=T, allowdrift =T, allowmean = T)),
#                envir=environment())
#   results<-add_results(results,res,"autoArima",trainingSize,ta,forecastingSteps)
# }


results%>%filter(indicator=="MAE")%>%
  group_by(indicator,model,training_size,                                                                    forecasting_horizon)%>%
  summarise(mean=mean(value))%>%spread(key=training_size, value=mean)%>%print(n=50)
Error in filter_impl(.data, quo): Evaluation error: object 'indicator' not found.